src/HOL/Analysis/Henstock_Kurzweil_Integration.thy
 author Manuel Eberl Thu, 25 Aug 2016 15:50:43 +0200 changeset 63721 492bb53c3420 parent 63680 6e1e8b5abbfa child 63886 685fb01256af permissions -rw-r--r--
More analysis lemmas
```
(*  Author:     John Harrison
Author:     Robert Himmelmann, TU Muenchen (Translation from HOL light); proofs reworked by LCP
*)

section \<open>Henstock-Kurzweil gauge integration in many dimensions.\<close>

theory Henstock_Kurzweil_Integration
imports
Derivative
Uniform_Limit
"~~/src/HOL/Library/Indicator_Function"
begin

lemmas scaleR_simps = scaleR_zero_left scaleR_minus_left scaleR_left_diff_distrib
scaleR_zero_right scaleR_minus_right scaleR_right_diff_distrib scaleR_eq_0_iff

subsection \<open>Sundries\<close>

lemma conjunctD2: assumes "a \<and> b" shows a b using assms by auto
lemma conjunctD3: assumes "a \<and> b \<and> c" shows a b c using assms by auto
lemma conjunctD4: assumes "a \<and> b \<and> c \<and> d" shows a b c d using assms by auto

declare norm_triangle_ineq4[intro]

lemma simple_image: "{f x |x . x \<in> s} = f ` s"
by blast

lemma linear_simps:
assumes "bounded_linear f"
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)"
proof -
interpret f: bounded_linear f by fact
show "f (a + b) = f a + f b" by (rule f.add)
show "f (a - b) = f a - f b" by (rule f.diff)
show "f 0 = 0" by (rule f.zero)
show "f (- a) = - f a" by (rule f.minus)
show "f (s *\<^sub>R v) = s *\<^sub>R (f v)" by (rule f.scaleR)
qed

lemma bounded_linearI:
assumes "\<And>x y. f (x + y) = f x + f y"
and "\<And>r x. f (r *\<^sub>R x) = r *\<^sub>R f x"
and "\<And>x. norm (f x) \<le> norm x * K"
shows "bounded_linear f"
using assms by (rule bounded_linear_intro) (* FIXME: duplicate *)

lemma bounded_linear_component [intro]: "bounded_linear (\<lambda>x::'a::euclidean_space. x \<bullet> k)"
by (rule bounded_linear_inner_left)

lemma transitive_stepwise_lt_eq:
assumes "(\<And>x y z::nat. R x y \<Longrightarrow> R y z \<Longrightarrow> R x z)"
shows "((\<forall>m. \<forall>n>m. R m n) \<longleftrightarrow> (\<forall>n. R n (Suc n)))"
(is "?l = ?r")
proof safe
assume ?r
fix n m :: nat
assume "m < n"
then show "R m n"
proof (induct n arbitrary: m)
case 0
then show ?case by auto
next
case (Suc n)
show ?case
proof (cases "m < n")
case True
show ?thesis
apply (rule assms[OF Suc(1)[OF True]])
using \<open>?r\<close>
apply auto
done
next
case False
then have "m = n"
using Suc(2) by auto
then show ?thesis
using \<open>?r\<close> by auto
qed
qed
qed auto

lemma transitive_stepwise_gt:
assumes "\<And>x y z. R x y \<Longrightarrow> R y z \<Longrightarrow> R x z" "\<And>n. R n (Suc n)"
shows "\<forall>n>m. R m n"
proof -
have "\<forall>m. \<forall>n>m. R m n"
apply (subst transitive_stepwise_lt_eq)
apply (blast intro: assms)+
done
then show ?thesis by auto
qed

lemma transitive_stepwise_le_eq:
assumes "\<And>x. R x x" "\<And>x y z. R x y \<Longrightarrow> R y z \<Longrightarrow> R x z"
shows "(\<forall>m. \<forall>n\<ge>m. R m n) \<longleftrightarrow> (\<forall>n. R n (Suc n))"
(is "?l = ?r")
proof safe
assume ?r
fix m n :: nat
assume "m \<le> n"
then show "R m n"
proof (induct n arbitrary: m)
case 0
with assms show ?case by auto
next
case (Suc n)
show ?case
proof (cases "m \<le> n")
case True
with Suc.hyps \<open>\<forall>n. R n (Suc n)\<close> assms show ?thesis
by blast
next
case False
then have "m = Suc n"
using Suc(2) by auto
then show ?thesis
using assms(1) by auto
qed
qed
qed auto

lemma transitive_stepwise_le:
assumes "\<And>x. R x x" "\<And>x y z. R x y \<Longrightarrow> R y z \<Longrightarrow> R x z"
and "\<And>n. R n (Suc n)"
shows "\<forall>n\<ge>m. R m n"
proof -
have "\<forall>m. \<forall>n\<ge>m. R m n"
apply (subst transitive_stepwise_le_eq)
apply (blast intro: assms)+
done
then show ?thesis by auto
qed

subsection \<open>Some useful lemmas about intervals.\<close>

lemma empty_as_interval: "{} = cbox One (0::'a::euclidean_space)"
using nonempty_Basis
by (fastforce simp add: set_eq_iff mem_box)

lemma interior_subset_union_intervals:
assumes "i = cbox a b"
and "j = cbox c d"
and "interior j \<noteq> {}"
and "i \<subseteq> j \<union> s"
and "interior i \<inter> interior j = {}"
shows "interior i \<subseteq> interior s"
proof -
have "box a b \<inter> cbox c d = {}"
using inter_interval_mixed_eq_empty[of c d a b] and assms(3,5)
unfolding assms(1,2) interior_cbox by auto
moreover
have "box a b \<subseteq> cbox c d \<union> s"
apply (rule order_trans,rule box_subset_cbox)
using assms(4) unfolding assms(1,2)
apply auto
done
ultimately
show ?thesis
unfolding assms interior_cbox
by auto (metis IntI UnE empty_iff interior_maximal open_box subsetCE subsetI)
qed

lemma interior_Union_subset_cbox:
assumes "finite f"
assumes f: "\<And>s. s \<in> f \<Longrightarrow> \<exists>a b. s = cbox a b" "\<And>s. s \<in> f \<Longrightarrow> interior s \<subseteq> t"
and t: "closed t"
shows "interior (\<Union>f) \<subseteq> t"
proof -
have [simp]: "s \<in> f \<Longrightarrow> closed s" for s
using f by auto
define E where "E = {s\<in>f. interior s = {}}"
then have "finite E" "E \<subseteq> {s\<in>f. interior s = {}}"
using \<open>finite f\<close> by auto
then have "interior (\<Union>f) = interior (\<Union>(f - E))"
proof (induction E rule: finite_subset_induct')
case (insert s f')
have "interior (\<Union>(f - insert s f') \<union> s) = interior (\<Union>(f - insert s f'))"
using insert.hyps \<open>finite f\<close> by (intro interior_closed_Un_empty_interior) auto
also have "\<Union>(f - insert s f') \<union> s = \<Union>(f - f')"
using insert.hyps by auto
finally show ?case
by (simp add: insert.IH)
qed simp
also have "\<dots> \<subseteq> \<Union>(f - E)"
by (rule interior_subset)
also have "\<dots> \<subseteq> t"
proof (rule Union_least)
fix s assume "s \<in> f - E"
with f[of s] obtain a b where s: "s \<in> f" "s = cbox a b" "box a b \<noteq> {}"
by (fastforce simp: E_def)
have "closure (interior s) \<subseteq> closure t"
by (intro closure_mono f \<open>s \<in> f\<close>)
with s \<open>closed t\<close> show "s \<subseteq> t"
by (simp add: closure_box)
qed
finally show ?thesis .
qed

lemma inter_interior_unions_intervals:
"finite f \<Longrightarrow> open s \<Longrightarrow> \<forall>t\<in>f. \<exists>a b. t = cbox a b \<Longrightarrow> \<forall>t\<in>f. s \<inter> (interior t) = {} \<Longrightarrow> s \<inter> interior (\<Union>f) = {}"
using interior_Union_subset_cbox[of f "UNIV - s"] by auto

subsection \<open>Bounds on intervals where they exist.\<close>

definition interval_upperbound :: "('a::euclidean_space) set \<Rightarrow> 'a"
where "interval_upperbound s = (\<Sum>i\<in>Basis. (SUP x:s. x\<bullet>i) *\<^sub>R i)"

definition interval_lowerbound :: "('a::euclidean_space) set \<Rightarrow> 'a"
where "interval_lowerbound s = (\<Sum>i\<in>Basis. (INF x:s. x\<bullet>i) *\<^sub>R i)"

lemma interval_upperbound[simp]:
"\<forall>i\<in>Basis. a\<bullet>i \<le> b\<bullet>i \<Longrightarrow>
interval_upperbound (cbox a b) = (b::'a::euclidean_space)"
unfolding interval_upperbound_def euclidean_representation_setsum cbox_def
by (safe intro!: cSup_eq) auto

lemma interval_lowerbound[simp]:
"\<forall>i\<in>Basis. a\<bullet>i \<le> b\<bullet>i \<Longrightarrow>
interval_lowerbound (cbox a b) = (a::'a::euclidean_space)"
unfolding interval_lowerbound_def euclidean_representation_setsum cbox_def
by (safe intro!: cInf_eq) auto

lemmas interval_bounds = interval_upperbound interval_lowerbound

lemma
fixes X::"real set"
shows interval_upperbound_real[simp]: "interval_upperbound X = Sup X"
and interval_lowerbound_real[simp]: "interval_lowerbound X = Inf X"
by (auto simp: interval_upperbound_def interval_lowerbound_def)

lemma interval_bounds'[simp]:
assumes "cbox a b \<noteq> {}"
shows "interval_upperbound (cbox a b) = b"
and "interval_lowerbound (cbox a b) = a"
using assms unfolding box_ne_empty by auto

lemma interval_upperbound_Times:
assumes "A \<noteq> {}" and "B \<noteq> {}"
shows "interval_upperbound (A \<times> B) = (interval_upperbound A, interval_upperbound B)"
proof-
from assms have fst_image_times': "A = fst ` (A \<times> B)" by simp
have "(\<Sum>i\<in>Basis. (SUP x:A \<times> B. x \<bullet> (i, 0)) *\<^sub>R i) = (\<Sum>i\<in>Basis. (SUP x:A. x \<bullet> i) *\<^sub>R i)"
by (subst (2) fst_image_times') (simp del: fst_image_times add: o_def inner_Pair_0)
moreover from assms have snd_image_times': "B = snd ` (A \<times> B)" by simp
have "(\<Sum>i\<in>Basis. (SUP x:A \<times> B. x \<bullet> (0, i)) *\<^sub>R i) = (\<Sum>i\<in>Basis. (SUP x:B. x \<bullet> i) *\<^sub>R i)"
by (subst (2) snd_image_times') (simp del: snd_image_times add: o_def inner_Pair_0)
ultimately show ?thesis unfolding interval_upperbound_def
by (subst setsum_Basis_prod_eq) (auto simp add: setsum_prod)
qed

lemma interval_lowerbound_Times:
assumes "A \<noteq> {}" and "B \<noteq> {}"
shows "interval_lowerbound (A \<times> B) = (interval_lowerbound A, interval_lowerbound B)"
proof-
from assms have fst_image_times': "A = fst ` (A \<times> B)" by simp
have "(\<Sum>i\<in>Basis. (INF x:A \<times> B. x \<bullet> (i, 0)) *\<^sub>R i) = (\<Sum>i\<in>Basis. (INF x:A. x \<bullet> i) *\<^sub>R i)"
by (subst (2) fst_image_times') (simp del: fst_image_times add: o_def inner_Pair_0)
moreover from assms have snd_image_times': "B = snd ` (A \<times> B)" by simp
have "(\<Sum>i\<in>Basis. (INF x:A \<times> B. x \<bullet> (0, i)) *\<^sub>R i) = (\<Sum>i\<in>Basis. (INF x:B. x \<bullet> i) *\<^sub>R i)"
by (subst (2) snd_image_times') (simp del: snd_image_times add: o_def inner_Pair_0)
ultimately show ?thesis unfolding interval_lowerbound_def
by (subst setsum_Basis_prod_eq) (auto simp add: setsum_prod)
qed

subsection \<open>Content (length, area, volume...) of an interval.\<close>

definition "content (s::('a::euclidean_space) set) =
(if s = {} then 0 else (\<Prod>i\<in>Basis. (interval_upperbound s)\<bullet>i - (interval_lowerbound s)\<bullet>i))"

lemma interval_not_empty: "\<forall>i\<in>Basis. a\<bullet>i \<le> b\<bullet>i \<Longrightarrow> cbox a b \<noteq> {}"
unfolding box_eq_empty unfolding not_ex not_less by auto

lemma content_cbox:
fixes a :: "'a::euclidean_space"
assumes "\<forall>i\<in>Basis. a\<bullet>i \<le> b\<bullet>i"
shows "content (cbox a b) = (\<Prod>i\<in>Basis. b\<bullet>i - a\<bullet>i)"
using interval_not_empty[OF assms]
unfolding content_def
by auto

lemma content_cbox':
fixes a :: "'a::euclidean_space"
assumes "cbox a b \<noteq> {}"
shows "content (cbox a b) = (\<Prod>i\<in>Basis. b\<bullet>i - a\<bullet>i)"
using assms box_ne_empty(1) content_cbox by blast

lemma content_real: "a \<le> b \<Longrightarrow> content {a..b} = b - a"
by (auto simp: interval_upperbound_def interval_lowerbound_def content_def)

lemma abs_eq_content: "\<bar>y - x\<bar> = (if x\<le>y then content {x .. y} else content {y..x})"
by (auto simp: content_real)

lemma content_singleton[simp]: "content {a} = 0"
proof -
have "content (cbox a a) = 0"
by (subst content_cbox) (auto simp: ex_in_conv)
then show ?thesis by (simp add: cbox_sing)
qed

lemma content_unit[iff]: "content(cbox 0 (One::'a::euclidean_space)) = 1"
proof -
have *: "\<forall>i\<in>Basis. (0::'a)\<bullet>i \<le> (One::'a)\<bullet>i"
by auto
have "0 \<in> cbox 0 (One::'a)"
unfolding mem_box by auto
then show ?thesis
unfolding content_def interval_bounds[OF *] using setprod.neutral_const by auto
qed

lemma content_pos_le[intro]:
fixes a::"'a::euclidean_space"
shows "0 \<le> content (cbox a b)"
proof (cases "cbox a b = {}")
case False
then have *: "\<forall>i\<in>Basis. a \<bullet> i \<le> b \<bullet> i"
unfolding box_ne_empty .
have "0 \<le> (\<Prod>i\<in>Basis. interval_upperbound (cbox a b) \<bullet> i - interval_lowerbound (cbox a b) \<bullet> i)"
apply (rule setprod_nonneg)
unfolding interval_bounds[OF *]
using *
apply auto
done
also have "\<dots> = content (cbox a b)" using False by (simp add: content_def)
finally show ?thesis .
qed (simp add: content_def)

corollary content_nonneg [simp]:
fixes a::"'a::euclidean_space"
shows "~ content (cbox a b) < 0"
using not_le by blast

lemma content_pos_lt:
fixes a :: "'a::euclidean_space"
assumes "\<forall>i\<in>Basis. a\<bullet>i < b\<bullet>i"
shows "0 < content (cbox a b)"
using assms
by (auto simp: content_def box_eq_empty intro!: setprod_pos)

lemma content_eq_0:
"content (cbox a b) = 0 \<longleftrightarrow> (\<exists>i\<in>Basis. b\<bullet>i \<le> a\<bullet>i)"
by (auto simp: content_def box_eq_empty intro!: setprod_pos bexI)

lemma cond_cases: "(P \<Longrightarrow> Q x) \<Longrightarrow> (\<not> P \<Longrightarrow> Q y) \<Longrightarrow> Q (if P then x else y)"
by auto

lemma content_cbox_cases:
"content (cbox a (b::'a::euclidean_space)) =
(if \<forall>i\<in>Basis. a\<bullet>i \<le> b\<bullet>i then setprod (\<lambda>i. b\<bullet>i - a\<bullet>i) Basis else 0)"
by (auto simp: not_le content_eq_0 intro: less_imp_le content_cbox)

lemma content_eq_0_interior: "content (cbox a b) = 0 \<longleftrightarrow> interior(cbox a b) = {}"
unfolding content_eq_0 interior_cbox box_eq_empty
by auto

lemma content_pos_lt_eq:
"0 < content (cbox a (b::'a::euclidean_space)) \<longleftrightarrow> (\<forall>i\<in>Basis. a\<bullet>i < b\<bullet>i)"
proof (rule iffI)
assume "0 < content (cbox a b)"
then have "content (cbox a b) \<noteq> 0" by auto
then show "\<forall>i\<in>Basis. a\<bullet>i < b\<bullet>i"
unfolding content_eq_0 not_ex not_le by fastforce
next
assume "\<forall>i\<in>Basis. a \<bullet> i < b \<bullet> i"
then show "0 < content (cbox a b)"
by (metis content_pos_lt)
qed

lemma content_empty [simp]: "content {} = 0"
unfolding content_def by auto

lemma content_real_if [simp]: "content {a..b} = (if a \<le> b then b - a else 0)"
by (simp add: content_real)

lemma content_subset:
assumes "cbox a b \<subseteq> cbox c d"
shows "content (cbox a b) \<le> content (cbox c d)"
proof (cases "cbox a b = {}")
case True
then show ?thesis
using content_pos_le[of c d] by auto
next
case False
then have ab_ne: "\<forall>i\<in>Basis. a \<bullet> i \<le> b \<bullet> i"
unfolding box_ne_empty by auto
then have ab_ab: "a\<in>cbox a b" "b\<in>cbox a b"
unfolding mem_box by auto
have "cbox c d \<noteq> {}" using assms False by auto
then have cd_ne: "\<forall>i\<in>Basis. c \<bullet> i \<le> d \<bullet> i"
using assms unfolding box_ne_empty by auto
have "\<And>i. i \<in> Basis \<Longrightarrow> 0 \<le> b \<bullet> i - a \<bullet> i"
using ab_ne by auto
moreover
have "\<And>i. i \<in> Basis \<Longrightarrow> b \<bullet> i - a \<bullet> i \<le> d \<bullet> i - c \<bullet> i"
using assms[unfolded subset_eq mem_box,rule_format,OF ab_ab(2)]
assms[unfolded subset_eq mem_box,rule_format,OF ab_ab(1)]
by (metis diff_mono)
ultimately show ?thesis
unfolding content_def interval_bounds[OF ab_ne] interval_bounds[OF cd_ne]
by (simp add: setprod_mono if_not_P[OF False] if_not_P[OF \<open>cbox c d \<noteq> {}\<close>])
qed

lemma content_lt_nz: "0 < content (cbox a b) \<longleftrightarrow> content (cbox a b) \<noteq> 0"
unfolding content_pos_lt_eq content_eq_0 unfolding not_ex not_le by fastforce

lemma content_times[simp]: "content (A \<times> B) = content A * content B"
proof (cases "A \<times> B = {}")
let ?ub1 = "interval_upperbound" and ?lb1 = "interval_lowerbound"
let ?ub2 = "interval_upperbound" and ?lb2 = "interval_lowerbound"
assume nonempty: "A \<times> B \<noteq> {}"
hence "content (A \<times> B) = (\<Prod>i\<in>Basis. (?ub1 A, ?ub2 B) \<bullet> i - (?lb1 A, ?lb2 B) \<bullet> i)"
unfolding content_def by (simp add: interval_upperbound_Times interval_lowerbound_Times)
also have "... = content A * content B" unfolding content_def using nonempty
apply (subst Basis_prod_def, subst setprod.union_disjoint, force, force, force, simp)
apply (subst (1 2) setprod.reindex, auto intro: inj_onI)
done
finally show ?thesis .
qed (auto simp: content_def)

lemma content_Pair: "content (cbox (a,c) (b,d)) = content (cbox a b) * content (cbox c d)"
by (simp add: cbox_Pair_eq)

lemma content_cbox_pair_eq0_D:
"content (cbox (a,c) (b,d)) = 0 \<Longrightarrow> content (cbox a b) = 0 \<or> content (cbox c d) = 0"
by (simp add: content_Pair)

lemma content_eq_0_gen:
fixes s :: "'a::euclidean_space set"
assumes "bounded s"
shows "content s = 0 \<longleftrightarrow> (\<exists>i\<in>Basis. \<exists>v. \<forall>x \<in> s. x \<bullet> i = v)"  (is "_ = ?rhs")
proof safe
assume "content s = 0" then show ?rhs
apply (clarsimp simp: ex_in_conv content_def split: if_split_asm)
apply (rule_tac x=a in bexI)
apply (rule_tac x="interval_lowerbound s \<bullet> a" in exI)
apply (clarsimp simp: interval_upperbound_def interval_lowerbound_def)
apply (drule cSUP_eq_cINF_D)
apply (auto simp: bounded_inner_imp_bdd_above [OF assms]  bounded_inner_imp_bdd_below [OF assms])
done
next
fix i a
assume "i \<in> Basis" "\<forall>x\<in>s. x \<bullet> i = a"
then show "content s = 0"
apply (clarsimp simp: content_def)
apply (rule_tac x=i in bexI)
apply (auto simp: interval_upperbound_def interval_lowerbound_def)
done
qed

lemma content_0_subset_gen:
fixes a :: "'a::euclidean_space"
assumes "content t = 0" "s \<subseteq> t" "bounded t" shows "content s = 0"
proof -
have "bounded s"
using assms by (metis bounded_subset)
then show ?thesis
using assms
by (auto simp: content_eq_0_gen)
qed

lemma content_0_subset: "\<lbrakk>content(cbox a b) = 0; s \<subseteq> cbox a b\<rbrakk> \<Longrightarrow> content s = 0"
by (simp add: content_0_subset_gen bounded_cbox)

lemma interval_split:
fixes a :: "'a::euclidean_space"
assumes "k \<in> Basis"
shows
"cbox a b \<inter> {x. x\<bullet>k \<le> c} = cbox a (\<Sum>i\<in>Basis. (if i = k then min (b\<bullet>k) c else b\<bullet>i) *\<^sub>R i)"
"cbox a b \<inter> {x. x\<bullet>k \<ge> c} = cbox (\<Sum>i\<in>Basis. (if i = k then max (a\<bullet>k) c else a\<bullet>i) *\<^sub>R i) b"
apply (rule_tac[!] set_eqI)
unfolding Int_iff mem_box mem_Collect_eq
using assms
apply auto
done

lemma content_split:
fixes a :: "'a::euclidean_space"
assumes "k \<in> Basis"
shows "content (cbox a b) = content(cbox a b \<inter> {x. x\<bullet>k \<le> c}) + content(cbox a b \<inter> {x. x\<bullet>k \<ge> c})"
proof cases
note simps = interval_split[OF assms] content_cbox_cases
have *: "Basis = insert k (Basis - {k})" "\<And>x. finite (Basis-{x})" "\<And>x. x\<notin>Basis-{x}"
using assms by auto
have *: "\<And>X Y Z. (\<Prod>i\<in>Basis. Z i (if i = k then X else Y i)) = Z k X * (\<Prod>i\<in>Basis-{k}. Z i (Y i))"
"(\<Prod>i\<in>Basis. b\<bullet>i - a\<bullet>i) = (\<Prod>i\<in>Basis-{k}. b\<bullet>i - a\<bullet>i) * (b\<bullet>k - a\<bullet>k)"
apply (subst *(1))
defer
apply (subst *(1))
unfolding setprod.insert[OF *(2-)]
apply auto
done
assume as: "\<forall>i\<in>Basis. a \<bullet> i \<le> b \<bullet> i"
moreover
have "\<And>x. min (b \<bullet> k) c = max (a \<bullet> k) c \<Longrightarrow>
x * (b\<bullet>k - a\<bullet>k) = x * (max (a \<bullet> k) c - a \<bullet> k) + x * (b \<bullet> k - max (a \<bullet> k) c)"
by  (auto simp add: field_simps)
moreover
have **: "(\<Prod>i\<in>Basis. ((\<Sum>i\<in>Basis. (if i = k then min (b \<bullet> k) c else b \<bullet> i) *\<^sub>R i) \<bullet> i - a \<bullet> i)) =
(\<Prod>i\<in>Basis. (if i = k then min (b \<bullet> k) c else b \<bullet> i) - a \<bullet> i)"
"(\<Prod>i\<in>Basis. b \<bullet> i - ((\<Sum>i\<in>Basis. (if i = k then max (a \<bullet> k) c else a \<bullet> i) *\<^sub>R i) \<bullet> i)) =
(\<Prod>i\<in>Basis. b \<bullet> i - (if i = k then max (a \<bullet> k) c else a \<bullet> i))"
by (auto intro!: setprod.cong)
have "\<not> a \<bullet> k \<le> c \<Longrightarrow> \<not> c \<le> b \<bullet> k \<Longrightarrow> False"
unfolding not_le
using as[unfolded ,rule_format,of k] assms
by auto
ultimately show ?thesis
using assms
unfolding simps **
unfolding *(1)[of "\<lambda>i x. b\<bullet>i - x"] *(1)[of "\<lambda>i x. x - a\<bullet>i"]
unfolding *(2)
by auto
next
assume "\<not> (\<forall>i\<in>Basis. a \<bullet> i \<le> b \<bullet> i)"
then have "cbox a b = {}"
unfolding box_eq_empty by (auto simp: not_le)
then show ?thesis
by (auto simp: not_le)
qed

subsection \<open>The notion of a gauge --- simply an open set containing the point.\<close>

definition "gauge d \<longleftrightarrow> (\<forall>x. x \<in> d x \<and> open (d x))"

lemma gaugeI:
assumes "\<And>x. x \<in> g x"
and "\<And>x. open (g x)"
shows "gauge g"
using assms unfolding gauge_def by auto

lemma gaugeD[dest]:
assumes "gauge d"
shows "x \<in> d x"
and "open (d x)"
using assms unfolding gauge_def by auto

lemma gauge_ball_dependent: "\<forall>x. 0 < e x \<Longrightarrow> gauge (\<lambda>x. ball x (e x))"
unfolding gauge_def by auto

lemma gauge_ball[intro]: "0 < e \<Longrightarrow> gauge (\<lambda>x. ball x e)"
unfolding gauge_def by auto

lemma gauge_trivial[intro!]: "gauge (\<lambda>x. ball x 1)"
by (rule gauge_ball) auto

lemma gauge_inter[intro]: "gauge d1 \<Longrightarrow> gauge d2 \<Longrightarrow> gauge (\<lambda>x. d1 x \<inter> d2 x)"
unfolding gauge_def by auto

lemma gauge_inters:
assumes "finite s"
and "\<forall>d\<in>s. gauge (f d)"
shows "gauge (\<lambda>x. \<Inter>{f d x | d. d \<in> s})"
proof -
have *: "\<And>x. {f d x |d. d \<in> s} = (\<lambda>d. f d x) ` s"
by auto
show ?thesis
unfolding gauge_def unfolding *
using assms unfolding Ball_def Inter_iff mem_Collect_eq gauge_def by auto
qed

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 (metis zero_less_one)

subsection \<open>Divisions.\<close>

definition division_of (infixl "division'_of" 40)
where
"s division_of i \<longleftrightarrow>
finite s \<and>
(\<forall>k\<in>s. k \<subseteq> i \<and> k \<noteq> {} \<and> (\<exists>a b. k = cbox a b)) \<and>
(\<forall>k1\<in>s. \<forall>k2\<in>s. k1 \<noteq> k2 \<longrightarrow> interior(k1) \<inter> interior(k2) = {}) \<and>
(\<Union>s = i)"

lemma division_ofD[dest]:
assumes "s division_of i"
shows "finite s"
and "\<And>k. k \<in> s \<Longrightarrow> k \<subseteq> i"
and "\<And>k. k \<in> s \<Longrightarrow> k \<noteq> {}"
and "\<And>k. k \<in> s \<Longrightarrow> \<exists>a b. k = cbox a b"
and "\<And>k1 k2. k1 \<in> s \<Longrightarrow> k2 \<in> s \<Longrightarrow> k1 \<noteq> k2 \<Longrightarrow> interior(k1) \<inter> interior(k2) = {}"
and "\<Union>s = i"
using assms unfolding division_of_def by auto

lemma division_ofI:
assumes "finite s"
and "\<And>k. k \<in> s \<Longrightarrow> k \<subseteq> i"
and "\<And>k. k \<in> s \<Longrightarrow> k \<noteq> {}"
and "\<And>k. k \<in> s \<Longrightarrow> \<exists>a b. k = cbox a b"
and "\<And>k1 k2. k1 \<in> s \<Longrightarrow> k2 \<in> s \<Longrightarrow> k1 \<noteq> k2 \<Longrightarrow> interior k1 \<inter> interior k2 = {}"
and "\<Union>s = i"
shows "s division_of i"
using assms unfolding division_of_def by auto

lemma division_of_finite: "s division_of i \<Longrightarrow> finite s"
unfolding division_of_def by auto

lemma division_of_self[intro]: "cbox a b \<noteq> {} \<Longrightarrow> {cbox a b} division_of (cbox a b)"
unfolding division_of_def by auto

lemma division_of_trivial[simp]: "s division_of {} \<longleftrightarrow> s = {}"
unfolding division_of_def by auto

lemma division_of_sing[simp]:
"s division_of cbox a (a::'a::euclidean_space) \<longleftrightarrow> s = {cbox a a}"
(is "?l = ?r")
proof
assume ?r
moreover
{ fix k
assume "s = {{a}}" "k\<in>s"
then have "\<exists>x y. k = cbox x y"
apply (rule_tac x=a in exI)+
apply (force simp: cbox_sing)
done
}
ultimately show ?l
unfolding division_of_def cbox_sing by auto
next
assume ?l
note * = conjunctD4[OF this[unfolded division_of_def cbox_sing]]
{
fix x
assume x: "x \<in> s" have "x = {a}"
using *(2)[rule_format,OF x] by auto
}
moreover have "s \<noteq> {}"
using *(4) by auto
ultimately show ?r
unfolding cbox_sing by auto
qed

lemma elementary_empty: obtains p where "p division_of {}"
unfolding division_of_trivial by auto

lemma elementary_interval: obtains p where "p division_of (cbox a b)"
by (metis division_of_trivial division_of_self)

lemma division_contains: "s division_of i \<Longrightarrow> \<forall>x\<in>i. \<exists>k\<in>s. x \<in> k"
unfolding division_of_def by auto

lemma forall_in_division:
"d division_of i \<Longrightarrow> (\<forall>x\<in>d. P x) \<longleftrightarrow> (\<forall>a b. cbox a b \<in> d \<longrightarrow> P (cbox a b))"
unfolding division_of_def by fastforce

lemma division_of_subset:
assumes "p division_of (\<Union>p)"
and "q \<subseteq> p"
shows "q division_of (\<Union>q)"
proof (rule division_ofI)
note * = division_ofD[OF assms(1)]
show "finite q"
using "*"(1) assms(2) infinite_super by auto
{
fix k
assume "k \<in> q"
then have kp: "k \<in> p"
using assms(2) by auto
show "k \<subseteq> \<Union>q"
using \<open>k \<in> q\<close> by auto
show "\<exists>a b. k = cbox a b"
using *(4)[OF kp] by auto
show "k \<noteq> {}"
using *(3)[OF kp] by auto
}
fix k1 k2
assume "k1 \<in> q" "k2 \<in> q" "k1 \<noteq> k2"
then have **: "k1 \<in> p" "k2 \<in> p" "k1 \<noteq> k2"
using assms(2) by auto
show "interior k1 \<inter> interior k2 = {}"
using *(5)[OF **] by auto
qed auto

lemma division_of_union_self[intro]: "p division_of s \<Longrightarrow> p division_of (\<Union>p)"
unfolding division_of_def by auto

lemma division_of_content_0:
assumes "content (cbox a b) = 0" "d division_of (cbox a b)"
shows "\<forall>k\<in>d. content k = 0"
unfolding forall_in_division[OF assms(2)]
by (metis antisym_conv assms content_pos_le content_subset division_ofD(2))

lemma division_inter:
fixes s1 s2 :: "'a::euclidean_space set"
assumes "p1 division_of s1"
and "p2 division_of s2"
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 -
let ?A = "{s. s \<in>  (\<lambda>(k1,k2). k1 \<inter> k2) ` (p1 \<times> p2) \<and> s \<noteq> {}}"
have *: "?A' = ?A" by auto
show ?thesis
unfolding *
proof (rule division_ofI)
have "?A \<subseteq> (\<lambda>(x, y). x \<inter> y) ` (p1 \<times> p2)"
by auto
moreover have "finite (p1 \<times> p2)"
using assms unfolding division_of_def by auto
ultimately show "finite ?A" by auto
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 UN_iff
using division_ofD(6)[OF assms(1)] and division_ofD(6)[OF assms(2)]
apply auto
done
{
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
then show "k \<noteq> {}"
by auto
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
obtain a1 b1 where k1: "k1 = cbox a1 b1"
using division_ofD(4)[OF assms(1) k(2)] by blast
obtain a2 b2 where k2: "k2 = cbox a2 b2"
using division_ofD(4)[OF assms(2) k(3)] by blast
show "\<exists>a b. k = cbox a b"
unfolding k k1 k2 unfolding inter_interval by auto
}
fix k1 k2
assume "k1 \<in> ?A"
then obtain x1 y1 where k1: "k1 = x1 \<inter> y1" "x1 \<in> p1" "y1 \<in> p2" "k1 \<noteq> {}"
by auto
assume "k2 \<in> ?A"
then obtain x2 y2 where k2: "k2 = x2 \<inter> y2" "x2 \<in> p1" "y2 \<in> p2" "k2 \<noteq> {}"
by auto
assume "k1 \<noteq> k2"
then have th: "x1 \<noteq> x2 \<or> y1 \<noteq> y2"
unfolding k1 k2 by auto
have *: "interior x1 \<inter> interior x2 = {} \<or> interior y1 \<inter> interior y2 = {} \<Longrightarrow>
interior (x1 \<inter> y1) \<subseteq> interior x1 \<Longrightarrow> interior (x1 \<inter> y1) \<subseteq> interior y1 \<Longrightarrow>
interior (x2 \<inter> y2) \<subseteq> interior x2 \<Longrightarrow> interior (x2 \<inter> y2) \<subseteq> interior y2 \<Longrightarrow>
interior (x1 \<inter> y1) \<inter> interior (x2 \<inter> y2) = {}" by auto
show "interior k1 \<inter> interior k2 = {}"
unfolding k1 k2
apply (rule *)
using assms division_ofD(5) k1 k2(2) k2(3) th apply auto
done
qed
qed

lemma division_inter_1:
assumes "d division_of i"
and "cbox a (b::'a::euclidean_space) \<subseteq> i"
shows "{cbox a b \<inter> k | k. k \<in> d \<and> cbox a b \<inter> k \<noteq> {}} division_of (cbox a b)"
proof (cases "cbox a b = {}")
case True
show ?thesis
unfolding True and division_of_trivial by auto
next
case False
have *: "cbox a b \<inter> i = cbox a b" using assms(2) by auto
show ?thesis
using division_inter[OF division_of_self[OF False] assms(1)]
unfolding * by auto
qed

lemma elementary_inter:
fixes s t :: "'a::euclidean_space set"
assumes "p1 division_of s"
and "p2 division_of t"
shows "\<exists>p. p division_of (s \<inter> t)"
using assms division_inter by blast

lemma elementary_inters:
assumes "finite f"
and "f \<noteq> {}"
and "\<forall>s\<in>f. \<exists>p. p division_of (s::('a::euclidean_space) set)"
shows "\<exists>p. p division_of (\<Inter>f)"
using assms
proof (induct f rule: finite_induct)
case (insert x f)
show ?case
proof (cases "f = {}")
case True
then show ?thesis
unfolding True using insert by auto
next
case False
obtain p where "p division_of \<Inter>f"
using insert(3)[OF False insert(5)[unfolded ball_simps,THEN conjunct2]] ..
moreover obtain px where "px division_of x"
using insert(5)[rule_format,OF insertI1] ..
ultimately show ?thesis
by (simp add: elementary_inter Inter_insert)
qed
qed auto

lemma division_disjoint_union:
assumes "p1 division_of s1"
and "p2 division_of s2"
and "interior s1 \<inter> interior s2 = {}"
shows "(p1 \<union> p2) division_of (s1 \<union> s2)"
proof (rule division_ofI)
note d1 = division_ofD[OF assms(1)]
note d2 = division_ofD[OF assms(2)]
show "finite (p1 \<union> p2)"
using d1(1) d2(1) by auto
show "\<Union>(p1 \<union> p2) = s1 \<union> s2"
using d1(6) d2(6) by auto
{
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 = {}"
{
assume as: "k1\<in>p1" "k2\<in>p2"
have ?g
using interior_mono[OF d1(2)[OF as(1)]] interior_mono[OF d2(2)[OF as(2)]]
using assms(3) by blast
}
moreover
{
assume as: "k1\<in>p2" "k2\<in>p1"
have ?g
using interior_mono[OF d1(2)[OF as(2)]] interior_mono[OF d2(2)[OF as(1)]]
using assms(3) by blast
}
ultimately show ?g
using d1(5)[OF _ _ as(3)] and d2(5)[OF _ _ as(3)] by auto
}
fix k
assume k: "k \<in> p1 \<union> p2"
show "k \<subseteq> s1 \<union> s2"
using k d1(2) d2(2) by auto
show "k \<noteq> {}"
using k d1(3) d2(3) by auto
show "\<exists>a b. k = cbox a b"
using k d1(4) d2(4) by auto
qed

lemma partial_division_extend_1:
fixes a b c d :: "'a::euclidean_space"
assumes incl: "cbox c d \<subseteq> cbox a b"
and nonempty: "cbox c d \<noteq> {}"
obtains p where "p division_of (cbox a b)" "cbox c d \<in> p"
proof
let ?B = "\<lambda>f::'a\<Rightarrow>'a \<times> 'a.
cbox (\<Sum>i\<in>Basis. (fst (f i) \<bullet> i) *\<^sub>R i) (\<Sum>i\<in>Basis. (snd (f i) \<bullet> i) *\<^sub>R i)"
define p where "p = ?B ` (Basis \<rightarrow>\<^sub>E {(a, c), (c, d), (d, b)})"

show "cbox c d \<in> p"
unfolding p_def
by (auto simp add: box_eq_empty cbox_def intro!: image_eqI[where x="\<lambda>(i::'a)\<in>Basis. (c, d)"])
{
fix i :: 'a
assume "i \<in> Basis"
with incl nonempty have "a \<bullet> i \<le> c \<bullet> i" "c \<bullet> i \<le> d \<bullet> i" "d \<bullet> i \<le> b \<bullet> i"
unfolding box_eq_empty subset_box by (auto simp: not_le)
}
note ord = this

show "p division_of (cbox a b)"
proof (rule division_ofI)
show "finite p"
unfolding p_def by (auto intro!: finite_PiE)
{
fix k
assume "k \<in> p"
then obtain f where f: "f \<in> Basis \<rightarrow>\<^sub>E {(a, c), (c, d), (d, b)}" and k: "k = ?B f"
by (auto simp: p_def)
then show "\<exists>a b. k = cbox a b"
by auto
have "k \<subseteq> cbox a b \<and> k \<noteq> {}"
proof (simp add: k box_eq_empty subset_box not_less, safe)
fix i :: 'a
assume i: "i \<in> Basis"
with f have "f i = (a, c) \<or> f i = (c, d) \<or> f i = (d, b)"
by (auto simp: PiE_iff)
with i ord[of i]
show "a \<bullet> i \<le> fst (f i) \<bullet> i" "snd (f i) \<bullet> i \<le> b \<bullet> i" "fst (f i) \<bullet> i \<le> snd (f i) \<bullet> i"
by auto
qed
then show "k \<noteq> {}" "k \<subseteq> cbox a b"
by auto
{
fix l
assume "l \<in> p"
then obtain g where g: "g \<in> Basis \<rightarrow>\<^sub>E {(a, c), (c, d), (d, b)}" and l: "l = ?B g"
by (auto simp: p_def)
assume "l \<noteq> k"
have "\<exists>i\<in>Basis. f i \<noteq> g i"
proof (rule ccontr)
assume "\<not> ?thesis"
with f g have "f = g"
by (auto simp: PiE_iff extensional_def intro!: ext)
with \<open>l \<noteq> k\<close> show False
by (simp add: l k)
qed
then obtain i where *: "i \<in> Basis" "f i \<noteq> g i" ..
then have "f i = (a, c) \<or> f i = (c, d) \<or> f i = (d, b)"
"g i = (a, c) \<or> g i = (c, d) \<or> g i = (d, b)"
using f g by (auto simp: PiE_iff)
with * ord[of i] show "interior l \<inter> interior k = {}"
by (auto simp add: l k interior_cbox disjoint_interval intro!: bexI[of _ i])
}
note \<open>k \<subseteq> cbox a b\<close>
}
moreover
{
fix x assume x: "x \<in> cbox a b"
have "\<forall>i\<in>Basis. \<exists>l. x \<bullet> i \<in> {fst l \<bullet> i .. snd l \<bullet> i} \<and> l \<in> {(a, c), (c, d), (d, b)}"
proof
fix i :: 'a
assume "i \<in> Basis"
with x ord[of i]
have "(a \<bullet> i \<le> x \<bullet> i \<and> x \<bullet> i \<le> c \<bullet> i) \<or> (c \<bullet> i \<le> x \<bullet> i \<and> x \<bullet> i \<le> d \<bullet> i) \<or>
(d \<bullet> i \<le> x \<bullet> i \<and> x \<bullet> i \<le> b \<bullet> i)"
by (auto simp: cbox_def)
then show "\<exists>l. x \<bullet> i \<in> {fst l \<bullet> i .. snd l \<bullet> i} \<and> l \<in> {(a, c), (c, d), (d, b)}"
by auto
qed
then obtain f where
f: "\<forall>i\<in>Basis. x \<bullet> i \<in> {fst (f i) \<bullet> i..snd (f i) \<bullet> i} \<and> f i \<in> {(a, c), (c, d), (d, b)}"
unfolding bchoice_iff ..
moreover from f have "restrict f Basis \<in> Basis \<rightarrow>\<^sub>E {(a, c), (c, d), (d, b)}"
by auto
moreover from f have "x \<in> ?B (restrict f Basis)"
by (auto simp: mem_box)
ultimately have "\<exists>k\<in>p. x \<in> k"
unfolding p_def by blast
}
ultimately show "\<Union>p = cbox a b"
by auto
qed
qed

lemma partial_division_extend_interval:
assumes "p division_of (\<Union>p)" "(\<Union>p) \<subseteq> cbox a b"
obtains q where "p \<subseteq> q" "q division_of cbox a (b::'a::euclidean_space)"
proof (cases "p = {}")
case True
obtain q where "q division_of (cbox a b)"
by (rule elementary_interval)
then show ?thesis
using True that by blast
next
case False
note p = division_ofD[OF assms(1)]
have div_cbox: "\<forall>k\<in>p. \<exists>q. q division_of cbox a b \<and> k \<in> q"
proof
fix k
assume kp: "k \<in> p"
obtain c d where k: "k = cbox c d"
using p(4)[OF kp] by blast
have *: "cbox c d \<subseteq> cbox a b" "cbox c d \<noteq> {}"
using p(2,3)[OF kp, unfolded k] using assms(2)
by (blast intro: order.trans)+
obtain q where "q division_of cbox a b" "cbox c d \<in> q"
by (rule partial_division_extend_1[OF *])
then show "\<exists>q. q division_of cbox a b \<and> k \<in> q"
unfolding k by auto
qed
obtain q where q: "\<And>x. x \<in> p \<Longrightarrow> q x division_of cbox a b" "\<And>x. x \<in> p \<Longrightarrow> x \<in> q x"
using bchoice[OF div_cbox] by blast
{ fix x
assume x: "x \<in> p"
have "q x division_of \<Union>q x"
apply (rule division_ofI)
using division_ofD[OF q(1)[OF x]]
apply auto
done }
then have "\<And>x. x \<in> p \<Longrightarrow> \<exists>d. d division_of \<Union>(q x - {x})"
by (meson Diff_subset division_of_subset)
then have "\<exists>d. d division_of \<Inter>((\<lambda>i. \<Union>(q i - {i})) ` p)"
apply -
apply (rule elementary_inters [OF finite_imageI[OF p(1)]])
apply (auto simp: False elementary_inters [OF finite_imageI[OF p(1)]])
done
then obtain d where d: "d division_of \<Inter>((\<lambda>i. \<Union>(q i - {i})) ` p)" ..
have "d \<union> p division_of cbox a b"
proof -
have te: "\<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
have cbox_eq: "cbox a b = \<Inter>((\<lambda>i. \<Union>(q i - {i})) ` p) \<union> \<Union>p"
proof (rule te[OF False], clarify)
fix i
assume i: "i \<in> p"
show "\<Union>(q i - {i}) \<union> i = cbox a b"
using division_ofD(6)[OF q(1)[OF i]] using q(2)[OF i] by auto
qed
{ fix k
assume k: "k \<in> p"
have *: "\<And>u t s. t \<inter> s = {} \<Longrightarrow> u \<subseteq> s \<Longrightarrow> u \<inter> t = {}"
by auto
have "interior (\<Inter>i\<in>p. \<Union>(q i - {i})) \<inter> interior k = {}"
proof (rule *[OF inter_interior_unions_intervals])
note qk=division_ofD[OF q(1)[OF k]]
show "finite (q k - {k})" "open (interior k)" "\<forall>t\<in>q k - {k}. \<exists>a b. t = cbox a b"
using qk by auto
show "\<forall>t\<in>q k - {k}. interior k \<inter> interior t = {}"
using qk(5) using q(2)[OF k] by auto
show "interior (\<Inter>i\<in>p. \<Union>(q i - {i})) \<subseteq> interior (\<Union>(q k - {k}))"
apply (rule interior_mono)+
using k
apply auto
done
qed } note [simp] = this
show "d \<union> p division_of (cbox a b)"
unfolding cbox_eq
apply (rule division_disjoint_union[OF d assms(1)])
apply (rule inter_interior_unions_intervals)
apply (rule p open_interior ballI)+
apply simp_all
done
qed
then show ?thesis
by (meson Un_upper2 that)
qed

lemma elementary_bounded[dest]:
fixes s :: "'a::euclidean_space set"
shows "p division_of s \<Longrightarrow> bounded s"
unfolding division_of_def by (metis bounded_Union bounded_cbox)

lemma elementary_subset_cbox:
"p division_of s \<Longrightarrow> \<exists>a b. s \<subseteq> cbox a (b::'a::euclidean_space)"
by (meson elementary_bounded bounded_subset_cbox)

lemma division_union_intervals_exists:
fixes a b :: "'a::euclidean_space"
assumes "cbox a b \<noteq> {}"
obtains p where "(insert (cbox a b) p) division_of (cbox a b \<union> cbox c d)"
proof (cases "cbox c d = {}")
case True
show ?thesis
apply (rule that[of "{}"])
unfolding True
using assms
apply auto
done
next
case False
show ?thesis
proof (cases "cbox a b \<inter> cbox c d = {}")
case True
then show ?thesis
by (metis that False assms division_disjoint_union division_of_self insert_is_Un interior_Int interior_empty)
next
case False
obtain u v where uv: "cbox a b \<inter> cbox c d = cbox u v"
unfolding inter_interval by auto
have uv_sub: "cbox u v \<subseteq> cbox c d" using uv by auto
obtain p where "p division_of cbox c d" "cbox u v \<in> p"
by (rule partial_division_extend_1[OF uv_sub False[unfolded uv]])
note p = this division_ofD[OF this(1)]
have "interior (cbox a b \<inter> \<Union>(p - {cbox u v})) = interior(cbox u v \<inter> \<Union>(p - {cbox u v}))"
apply (rule arg_cong[of _ _ interior])
using p(8) uv by auto
also have "\<dots> = {}"
unfolding interior_Int
apply (rule inter_interior_unions_intervals)
using p(6) p(7)[OF p(2)] p(3)
apply auto
done
finally have [simp]: "interior (cbox a b) \<inter> interior (\<Union>(p - {cbox u v})) = {}" by simp
have cbe: "cbox a b \<union> cbox c d = cbox a b \<union> \<Union>(p - {cbox u v})"
using p(8) unfolding uv[symmetric] by auto
have "insert (cbox a b) (p - {cbox u v}) division_of cbox a b \<union> \<Union>(p - {cbox u v})"
proof -
have "{cbox a b} division_of cbox a b"
by (simp add: assms division_of_self)
then show "insert (cbox a b) (p - {cbox u v}) division_of cbox a b \<union> \<Union>(p - {cbox u v})"
by (metis (no_types) Diff_subset \<open>interior (cbox a b) \<inter> interior (\<Union>(p - {cbox u v})) = {}\<close> division_disjoint_union division_of_subset insert_is_Un p(1) p(8))
qed
with that[of "p - {cbox u v}"] show ?thesis by (simp add: cbe)
qed
qed

lemma division_of_unions:
assumes "finite f"
and "\<And>p. p \<in> f \<Longrightarrow> p division_of (\<Union>p)"
and "\<And>k1 k2. k1 \<in> \<Union>f \<Longrightarrow> k2 \<in> \<Union>f \<Longrightarrow> k1 \<noteq> k2 \<Longrightarrow> interior k1 \<inter> interior k2 = {}"
shows "\<Union>f division_of \<Union>\<Union>f"
using assms
by (auto intro!: division_ofI)

lemma elementary_union_interval:
fixes a b :: "'a::euclidean_space"
assumes "p division_of \<Union>p"
obtains q where "q division_of (cbox a b \<union> \<Union>p)"
proof -
note assm = division_ofD[OF assms]
have lem1: "\<And>f s. \<Union>\<Union>(f ` s) = \<Union>((\<lambda>x. \<Union>(f x)) ` s)"
by auto
have lem2: "\<And>f s. f \<noteq> {} \<Longrightarrow> \<Union>{s \<union> t |t. t \<in> f} = s \<union> \<Union>f"
by auto
{
presume "p = {} \<Longrightarrow> thesis"
"cbox a b = {} \<Longrightarrow> thesis"
"cbox a b \<noteq> {} \<Longrightarrow> interior (cbox a b) = {} \<Longrightarrow> thesis"
"p \<noteq> {} \<Longrightarrow> interior (cbox a b)\<noteq>{} \<Longrightarrow> cbox a b \<noteq> {} \<Longrightarrow> thesis"
then show thesis by auto
next
assume as: "p = {}"
obtain p where "p division_of (cbox a b)"
by (rule elementary_interval)
then show thesis
using as that by auto
next
assume as: "cbox a b = {}"
show thesis
using as assms that by auto
next
assume as: "interior (cbox a b) = {}" "cbox a b \<noteq> {}"
show thesis
apply (rule that[of "insert (cbox a b) p"],rule division_ofI)
unfolding finite_insert
apply (rule assm(1)) unfolding Union_insert
using assm(2-4) as
apply -
apply (fast dest: assm(5))+
done
next
assume as: "p \<noteq> {}" "interior (cbox a b) \<noteq> {}" "cbox a b \<noteq> {}"
have "\<forall>k\<in>p. \<exists>q. (insert (cbox a b) q) division_of (cbox a b \<union> k)"
proof
fix k
assume kp: "k \<in> p"
from assm(4)[OF kp] obtain c d where "k = cbox c d" by blast
then show "\<exists>q. (insert (cbox a b) q) division_of (cbox a b \<union> k)"
by (meson as(3) division_union_intervals_exists)
qed
from bchoice[OF this] obtain q where "\<forall>x\<in>p. insert (cbox a b) (q x) division_of (cbox a b) \<union> x" ..
note q = division_ofD[OF this[rule_format]]
let ?D = "\<Union>{insert (cbox a b) (q k) | k. k \<in> p}"
show thesis
proof (rule that[OF division_ofI])
have *: "{insert (cbox a b) (q k) |k. k \<in> p} = (\<lambda>k. insert (cbox a b) (q k)) ` p"
by auto
show "finite ?D"
using "*" assm(1) q(1) by auto
show "\<Union>?D = cbox a b \<union> \<Union>p"
unfolding * lem1
unfolding lem2[OF as(1), of "cbox a b", symmetric]
using q(6)
by auto
fix k
assume k: "k \<in> ?D"
then show "k \<subseteq> cbox a b \<union> \<Union>p"
using q(2) by auto
show "k \<noteq> {}"
using q(3) k by auto
show "\<exists>a b. k = cbox a b"
using q(4) k by auto
fix k'
assume k': "k' \<in> ?D" "k \<noteq> k'"
obtain x where x: "k \<in> insert (cbox a b) (q x)" "x\<in>p"
using k by auto
obtain x' where x': "k'\<in>insert (cbox a b) (q x')" "x'\<in>p"
using k' by auto
show "interior k \<inter> interior k' = {}"
proof (cases "x = x'")
case True
show ?thesis
using True k' q(5) x' x by auto
next
case False
{
presume "k = cbox a b \<Longrightarrow> ?thesis"
and "k' = cbox a b \<Longrightarrow> ?thesis"
and "k \<noteq> cbox a b \<Longrightarrow> k' \<noteq> cbox a b \<Longrightarrow> ?thesis"
then show ?thesis by linarith
next
assume as': "k  = cbox a b"
show ?thesis
using as' k' q(5) x' by blast
next
assume as': "k' = cbox a b"
show ?thesis
using as' k'(2) q(5) x by blast
}
assume as': "k \<noteq> cbox a b" "k' \<noteq> cbox a b"
obtain c d where k: "k = cbox c d"
using q(4)[OF x(2,1)] by blast
have "interior k \<inter> interior (cbox a b) = {}"
using as' k'(2) q(5) x by blast
then have "interior k \<subseteq> interior x"
using interior_subset_union_intervals
by (metis as(2) k q(2) x interior_subset_union_intervals)
moreover
obtain c d where c_d: "k' = cbox c d"
using q(4)[OF x'(2,1)] by blast
have "interior k' \<inter> interior (cbox a b) = {}"
using as'(2) q(5) x' by blast
then have "interior k' \<subseteq> interior x'"
by (metis as(2) c_d interior_subset_union_intervals q(2) x'(1) x'(2))
ultimately show ?thesis
using assm(5)[OF x(2) x'(2) False] by auto
qed
qed
}
qed

lemma elementary_unions_intervals:
assumes fin: "finite f"
and "\<And>s. s \<in> f \<Longrightarrow> \<exists>a b. s = cbox a (b::'a::euclidean_space)"
obtains p where "p division_of (\<Union>f)"
proof -
have "\<exists>p. p division_of (\<Union>f)"
proof (induct_tac f rule:finite_subset_induct)
show "\<exists>p. p division_of \<Union>{}" using elementary_empty by auto
next
fix x F
assume as: "finite F" "x \<notin> F" "\<exists>p. p division_of \<Union>F" "x\<in>f"
from this(3) obtain p where p: "p division_of \<Union>F" ..
from assms(2)[OF as(4)] obtain a b where x: "x = cbox a b" by blast
have *: "\<Union>F = \<Union>p"
using division_ofD[OF p] by auto
show "\<exists>p. p division_of \<Union>insert x F"
using elementary_union_interval[OF p[unfolded *], of a b]
unfolding Union_insert x * by metis
qed (insert assms, auto)
then show ?thesis
using that by auto
qed

lemma elementary_union:
fixes s t :: "'a::euclidean_space set"
assumes "ps division_of s" "pt division_of t"
obtains p where "p division_of (s \<union> t)"
proof -
have *: "s \<union> t = \<Union>ps \<union> \<Union>pt"
using assms unfolding division_of_def by auto
show ?thesis
apply (rule elementary_unions_intervals[of "ps \<union> pt"])
using assms apply auto
by (simp add: * that)
qed

lemma partial_division_extend:
fixes t :: "'a::euclidean_space set"
assumes "p division_of s"
and "q division_of t"
and "s \<subseteq> t"
obtains r where "p \<subseteq> r" and "r division_of t"
proof -
note divp = division_ofD[OF assms(1)] and divq = division_ofD[OF assms(2)]
obtain a b where ab: "t \<subseteq> cbox a b"
using elementary_subset_cbox[OF assms(2)] by auto
obtain r1 where "p \<subseteq> r1" "r1 division_of (cbox a b)"
using assms
by (metis ab dual_order.trans partial_division_extend_interval divp(6))
note r1 = this division_ofD[OF this(2)]
obtain p' where "p' division_of \<Union>(r1 - p)"
apply (rule elementary_unions_intervals[of "r1 - p"])
using r1(3,6)
apply auto
done
then obtain r2 where r2: "r2 division_of (\<Union>(r1 - p)) \<inter> (\<Union>q)"
by (metis assms(2) divq(6) elementary_inter)
{
fix x
assume x: "x \<in> t" "x \<notin> s"
then have "x\<in>\<Union>r1"
unfolding r1 using ab by auto
then obtain r where r: "r \<in> r1" "x \<in> r"
unfolding Union_iff ..
moreover
have "r \<notin> p"
proof
assume "r \<in> p"
then have "x \<in> s" using divp(2) r by auto
then show False using x by auto
qed
ultimately have "x\<in>\<Union>(r1 - p)" by auto
}
then have *: "t = \<Union>p \<union> (\<Union>(r1 - p) \<inter> \<Union>q)"
unfolding divp divq using assms(3) by auto
show ?thesis
apply (rule that[of "p \<union> r2"])
unfolding *
defer
apply (rule division_disjoint_union)
unfolding divp(6)
apply(rule assms r2)+
proof -
have "interior s \<inter> interior (\<Union>(r1-p)) = {}"
proof (rule inter_interior_unions_intervals)
show "finite (r1 - p)" and "open (interior s)" and "\<forall>t\<in>r1-p. \<exists>a b. t = cbox a b"
using r1 by auto
have *: "\<And>s. (\<And>x. x \<in> s \<Longrightarrow> False) \<Longrightarrow> s = {}"
by auto
show "\<forall>t\<in>r1-p. interior s \<inter> interior t = {}"
proof
fix m x
assume as: "m \<in> r1 - p"
have "interior m \<inter> interior (\<Union>p) = {}"
proof (rule inter_interior_unions_intervals)
show "finite p" and "open (interior m)" and "\<forall>t\<in>p. \<exists>a b. t = cbox a b"
using divp by auto
show "\<forall>t\<in>p. interior m \<inter> interior t = {}"
by (metis DiffD1 DiffD2 as r1(1) r1(7) set_rev_mp)
qed
then show "interior s \<inter> interior m = {}"
unfolding divp by auto
qed
qed
then show "interior s \<inter> interior (\<Union>(r1-p) \<inter> (\<Union>q)) = {}"
using interior_subset by auto
qed auto
qed

lemma division_split_left_inj:
fixes type :: "'a::euclidean_space"
assumes "d division_of i"
and "k1 \<in> d"
and "k2 \<in> d"
and "k1 \<noteq> k2"
and "k1 \<inter> {x::'a. x\<bullet>k \<le> c} = k2 \<inter> {x. x\<bullet>k \<le> c}"
and k: "k\<in>Basis"
shows "content(k1 \<inter> {x. x\<bullet>k \<le> c}) = 0"
proof -
note d=division_ofD[OF assms(1)]
have *: "\<And>(a::'a) b c. content (cbox a b \<inter> {x. x\<bullet>k \<le> c}) = 0 \<longleftrightarrow>
interior(cbox a b \<inter> {x. x\<bullet>k \<le> c}) = {}"
unfolding  interval_split[OF k] content_eq_0_interior by auto
guess u1 v1 using d(4)[OF assms(2)] by (elim exE) note uv1=this
guess u2 v2 using d(4)[OF assms(3)] by (elim exE) note uv2=this
have **: "\<And>s t u. s \<inter> t = {} \<Longrightarrow> u \<subseteq> s \<Longrightarrow> u \<subseteq> t \<Longrightarrow> u = {}"
by auto
show ?thesis
unfolding uv1 uv2 *
apply (rule **[OF d(5)[OF assms(2-4)]])
apply (simp add: uv1)
using assms(5) uv1 by auto
qed

lemma division_split_right_inj:
fixes type :: "'a::euclidean_space"
assumes "d division_of i"
and "k1 \<in> d"
and "k2 \<in> d"
and "k1 \<noteq> k2"
and "k1 \<inter> {x::'a. x\<bullet>k \<ge> c} = k2 \<inter> {x. x\<bullet>k \<ge> c}"
and k: "k \<in> Basis"
shows "content (k1 \<inter> {x. x\<bullet>k \<ge> c}) = 0"
proof -
note d=division_ofD[OF assms(1)]
have *: "\<And>a b::'a. \<And>c. content(cbox a b \<inter> {x. x\<bullet>k \<ge> c}) = 0 \<longleftrightarrow>
interior(cbox a b \<inter> {x. x\<bullet>k \<ge> c}) = {}"
unfolding interval_split[OF k] content_eq_0_interior by auto
guess u1 v1 using d(4)[OF assms(2)] by (elim exE) note uv1=this
guess u2 v2 using d(4)[OF assms(3)] by (elim exE) note uv2=this
have **: "\<And>s t u. s \<inter> t = {} \<Longrightarrow> u \<subseteq> s \<Longrightarrow> u \<subseteq> t \<Longrightarrow> u = {}"
by auto
show ?thesis
unfolding uv1 uv2 *
apply (rule **[OF d(5)[OF assms(2-4)]])
apply (simp add: uv1)
using assms(5) uv1 by auto
qed

lemma division_split:
fixes a :: "'a::euclidean_space"
assumes "p division_of (cbox a b)"
and k: "k\<in>Basis"
shows "{l \<inter> {x. x\<bullet>k \<le> c} | l. l \<in> p \<and> l \<inter> {x. x\<bullet>k \<le> c} \<noteq> {}} division_of(cbox a b \<inter> {x. x\<bullet>k \<le> c})"
(is "?p1 division_of ?I1")
and "{l \<inter> {x. x\<bullet>k \<ge> c} | l. l \<in> p \<and> l \<inter> {x. x\<bullet>k \<ge> c} \<noteq> {}} division_of (cbox a b \<inter> {x. x\<bullet>k \<ge> c})"
(is "?p2 division_of ?I2")
proof (rule_tac[!] division_ofI)
note p = division_ofD[OF assms(1)]
show "finite ?p1" "finite ?p2"
using p(1) by auto
show "\<Union>?p1 = ?I1" "\<Union>?p2 = ?I2"
unfolding p(6)[symmetric] by auto
{
fix k
assume "k \<in> ?p1"
then guess l unfolding mem_Collect_eq by (elim exE conjE) note l=this
guess u v using p(4)[OF l(2)] by (elim exE) note uv=this
show "k \<subseteq> ?I1"
using l p(2) uv by force
show  "k \<noteq> {}"
by (simp add: l)
show  "\<exists>a b. k = cbox a b"
apply (simp add: l uv p(2-3)[OF l(2)])
apply (subst interval_split[OF k])
apply (auto intro: order.trans)
done
fix k'
assume "k' \<in> ?p1"
then guess l' unfolding mem_Collect_eq by (elim exE conjE) note l'=this
assume "k \<noteq> k'"
then show "interior k \<inter> interior k' = {}"
unfolding l l' using p(5)[OF l(2) l'(2)] by auto
}
{
fix k
assume "k \<in> ?p2"
then guess l unfolding mem_Collect_eq by (elim exE conjE) note l=this
guess u v using p(4)[OF l(2)] by (elim exE) note uv=this
show "k \<subseteq> ?I2"
using l p(2) uv by force
show  "k \<noteq> {}"
by (simp add: l)
show  "\<exists>a b. k = cbox a b"
apply (simp add: l uv p(2-3)[OF l(2)])
apply (subst interval_split[OF k])
apply (auto intro: order.trans)
done
fix k'
assume "k' \<in> ?p2"
then guess l' unfolding mem_Collect_eq by (elim exE conjE) note l'=this
assume "k \<noteq> k'"
then show "interior k \<inter> interior k' = {}"
unfolding l l' using p(5)[OF l(2) l'(2)] by auto
}
qed

subsection \<open>Tagged (partial) divisions.\<close>

definition tagged_partial_division_of (infixr "tagged'_partial'_division'_of" 40)
where "s tagged_partial_division_of i \<longleftrightarrow>
finite s \<and>
(\<forall>x k. (x, k) \<in> s \<longrightarrow> x \<in> k \<and> k \<subseteq> i \<and> (\<exists>a b. k = cbox a b)) \<and>
(\<forall>x1 k1 x2 k2. (x1, k1) \<in> s \<and> (x2, k2) \<in> s \<and> (x1, k1) \<noteq> (x2, k2) \<longrightarrow>
interior k1 \<inter> interior k2 = {})"

lemma tagged_partial_division_ofD[dest]:
assumes "s tagged_partial_division_of i"
shows "finite s"
and "\<And>x k. (x,k) \<in> s \<Longrightarrow> x \<in> k"
and "\<And>x k. (x,k) \<in> s \<Longrightarrow> k \<subseteq> i"
and "\<And>x k. (x,k) \<in> s \<Longrightarrow> \<exists>a b. k = cbox a b"
and "\<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 = {}"
using assms unfolding tagged_partial_division_of_def by blast+

definition tagged_division_of (infixr "tagged'_division'_of" 40)
where "s tagged_division_of i \<longleftrightarrow> s tagged_partial_division_of i \<and> (\<Union>{k. \<exists>x. (x,k) \<in> s} = i)"

lemma tagged_division_of_finite: "s tagged_division_of i \<Longrightarrow> finite s"
unfolding tagged_division_of_def tagged_partial_division_of_def by auto

lemma tagged_division_of:
"s tagged_division_of i \<longleftrightarrow>
finite s \<and>
(\<forall>x k. (x, k) \<in> s \<longrightarrow> x \<in> k \<and> k \<subseteq> i \<and> (\<exists>a b. k = cbox a b)) \<and>
(\<forall>x1 k1 x2 k2. (x1, k1) \<in> s \<and> (x2, k2) \<in> s \<and> (x1, k1) \<noteq> (x2, k2) \<longrightarrow>
interior k1 \<inter> interior k2 = {}) \<and>
(\<Union>{k. \<exists>x. (x,k) \<in> s} = i)"
unfolding tagged_division_of_def tagged_partial_division_of_def by auto

lemma tagged_division_ofI:
assumes "finite s"
and "\<And>x k. (x,k) \<in> s \<Longrightarrow> x \<in> k"
and "\<And>x k. (x,k) \<in> s \<Longrightarrow> k \<subseteq> i"
and "\<And>x k. (x,k) \<in> s \<Longrightarrow> \<exists>a b. k = cbox a b"
and "\<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 = {}"
and "(\<Union>{k. \<exists>x. (x,k) \<in> s} = i)"
shows "s tagged_division_of i"
unfolding tagged_division_of
using assms
apply auto
apply fastforce+
done

lemma tagged_division_ofD[dest]:  (*FIXME USE A LOCALE*)
assumes "s tagged_division_of i"
shows "finite s"
and "\<And>x k. (x,k) \<in> s \<Longrightarrow> x \<in> k"
and "\<And>x k. (x,k) \<in> s \<Longrightarrow> k \<subseteq> i"
and "\<And>x k. (x,k) \<in> s \<Longrightarrow> \<exists>a b. k = cbox a b"
and "\<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 = {}"
and "(\<Union>{k. \<exists>x. (x,k) \<in> s} = i)"
using assms unfolding tagged_division_of by blast+

lemma division_of_tagged_division:
assumes "s tagged_division_of i"
shows "(snd ` s) division_of i"
proof (rule division_ofI)
note assm = tagged_division_ofD[OF assms]
show "\<Union>(snd ` s) = i" "finite (snd ` s)"
using assm by auto
fix k
assume k: "k \<in> snd ` s"
then obtain xk where xk: "(xk, k) \<in> s"
by auto
then show "k \<subseteq> i" "k \<noteq> {}" "\<exists>a b. k = cbox a b"
using assm by fastforce+
fix k'
assume k': "k' \<in> snd ` s" "k \<noteq> k'"
from this(1) obtain xk' where xk': "(xk', k') \<in> s"
by auto
then show "interior k \<inter> interior k' = {}"
using assm(5) k'(2) xk by blast
qed

lemma partial_division_of_tagged_division:
assumes "s tagged_partial_division_of i"
shows "(snd ` s) division_of \<Union>(snd ` s)"
proof (rule division_ofI)
note assm = tagged_partial_division_ofD[OF assms]
show "finite (snd ` s)" "\<Union>(snd ` s) = \<Union>(snd ` s)"
using assm by auto
fix k
assume k: "k \<in> snd ` s"
then obtain xk where xk: "(xk, k) \<in> s"
by auto
then show "k \<noteq> {}" "\<exists>a b. k = cbox a b" "k \<subseteq> \<Union>(snd ` s)"
using assm by auto
fix k'
assume k': "k' \<in> snd ` s" "k \<noteq> k'"
from this(1) obtain xk' where xk': "(xk', k') \<in> s"
by auto
then show "interior k \<inter> interior k' = {}"
using assm(5) k'(2) xk by auto
qed

lemma tagged_partial_division_subset:
assumes "s tagged_partial_division_of i"
and "t \<subseteq> s"
shows "t tagged_partial_division_of i"
using assms
unfolding tagged_partial_division_of_def
using finite_subset[OF assms(2)]
by blast

lemma (in comm_monoid_set) over_tagged_division_lemma:
assumes "p tagged_division_of i"
and "\<And>u v. cbox u v \<noteq> {} \<Longrightarrow> content (cbox u v) = 0 \<Longrightarrow> d (cbox u v) = \<^bold>1"
shows "F (\<lambda>(x,k). d k) p = F d (snd ` p)"
proof -
have *: "(\<lambda>(x,k). d k) = d \<circ> snd"
unfolding o_def by (rule ext) auto
note assm = tagged_division_ofD[OF assms(1)]
show ?thesis
unfolding *
proof (rule reindex_nontrivial[symmetric])
show "finite p"
using assm by auto
fix x y
assume "x\<in>p" "y\<in>p" "x\<noteq>y" "snd x = snd y"
obtain a b where ab: "snd x = cbox a b"
using assm(4)[of "fst x" "snd x"] \<open>x\<in>p\<close> by auto
have "(fst x, snd y) \<in> p" "(fst x, snd y) \<noteq> y"
by (metis prod.collapse \<open>x\<in>p\<close> \<open>snd x = snd y\<close> \<open>x \<noteq> y\<close>)+
with \<open>x\<in>p\<close> \<open>y\<in>p\<close> have "interior (snd x) \<inter> interior (snd y) = {}"
by (intro assm(5)[of "fst x" _ "fst y"]) auto
then have "content (cbox a b) = 0"
unfolding \<open>snd x = snd y\<close>[symmetric] ab content_eq_0_interior by auto
then have "d (cbox a b) = \<^bold>1"
using assm(2)[of "fst x" "snd x"] \<open>x\<in>p\<close> ab[symmetric] by (intro assms(2)) auto
then show "d (snd x) = \<^bold>1"
unfolding ab by auto
qed
qed

lemma tag_in_interval: "p tagged_division_of i \<Longrightarrow> (x, k) \<in> p \<Longrightarrow> x \<in> i"
by auto

lemma tagged_division_of_empty: "{} tagged_division_of {}"
unfolding tagged_division_of by auto

lemma tagged_partial_division_of_trivial[simp]: "p tagged_partial_division_of {} \<longleftrightarrow> p = {}"
unfolding tagged_partial_division_of_def by auto

lemma tagged_division_of_trivial[simp]: "p tagged_division_of {} \<longleftrightarrow> p = {}"
unfolding tagged_division_of by auto

lemma tagged_division_of_self: "x \<in> cbox a b \<Longrightarrow> {(x,cbox a b)} tagged_division_of (cbox a b)"
by (rule tagged_division_ofI) auto

lemma tagged_division_of_self_real: "x \<in> {a .. b::real} \<Longrightarrow> {(x,{a .. b})} tagged_division_of {a .. b}"
unfolding box_real[symmetric]
by (rule tagged_division_of_self)

lemma tagged_division_union:
assumes "p1 tagged_division_of s1"
and "p2 tagged_division_of s2"
and "interior s1 \<inter> interior s2 = {}"
shows "(p1 \<union> p2) tagged_division_of (s1 \<union> s2)"
proof (rule tagged_division_ofI)
note p1 = tagged_division_ofD[OF assms(1)]
note p2 = tagged_division_ofD[OF assms(2)]
show "finite (p1 \<union> p2)"
using p1(1) p2(1) by auto
show "\<Union>{k. \<exists>x. (x, k) \<in> p1 \<union> p2} = s1 \<union> s2"
using p1(6) p2(6) by blast
fix x k
assume xk: "(x, k) \<in> p1 \<union> p2"
show "x \<in> k" "\<exists>a b. k = cbox a b"
using xk p1(2,4) p2(2,4) by auto
show "k \<subseteq> s1 \<union> s2"
using xk p1(3) p2(3) by blast
fix x' k'
assume xk': "(x', k') \<in> p1 \<union> p2" "(x, k) \<noteq> (x', k')"
have *: "\<And>a b. a \<subseteq> s1 \<Longrightarrow> b \<subseteq> s2 \<Longrightarrow> interior a \<inter> interior b = {}"
using assms(3) interior_mono by blast
show "interior k \<inter> interior k' = {}"
apply (cases "(x, k) \<in> p1")
apply (meson "*" UnE assms(1) assms(2) p1(5) tagged_division_ofD(3) xk'(1) xk'(2))
by (metis "*" UnE assms(1) assms(2) inf_sup_aci(1) p2(5) tagged_division_ofD(3) xk xk'(1) xk'(2))
qed

lemma tagged_division_unions:
assumes "finite iset"
and "\<forall>i\<in>iset. pfn i tagged_division_of i"
and "\<forall>i1\<in>iset. \<forall>i2\<in>iset. i1 \<noteq> i2 \<longrightarrow> interior(i1) \<inter> interior(i2) = {}"
shows "\<Union>(pfn ` iset) tagged_division_of (\<Union>iset)"
proof (rule tagged_division_ofI)
note assm = tagged_division_ofD[OF assms(2)[rule_format]]
show "finite (\<Union>(pfn ` iset))"
apply (rule finite_Union)
using assms
apply auto
done
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
also have "\<dots> = \<Union>iset"
using assm(6) by auto
finally show "\<Union>{k. \<exists>x. (x, k) \<in> \<Union>(pfn ` iset)} = \<Union>iset" .
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
show "x \<in> k" "\<exists>a b. k = cbox a b" "k \<subseteq> \<Union>iset"
using assm(2-4)[OF i] using i(1) by auto
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
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)
using assms(3)[rule_format] interior_mono
by blast
show "interior k \<inter> interior k' = {}"
apply (cases "i = i'")
using assm(5) i' i(2) xk'(2) apply blast
using "*" assm(3) i' i by auto
qed

lemma tagged_partial_division_of_union_self:
assumes "p tagged_partial_division_of s"
shows "p tagged_division_of (\<Union>(snd ` p))"
apply (rule tagged_division_ofI)
using tagged_partial_division_ofD[OF assms]
apply auto
done

lemma tagged_division_of_union_self:
assumes "p tagged_division_of s"
shows "p tagged_division_of (\<Union>(snd ` p))"
apply (rule tagged_division_ofI)
using tagged_division_ofD[OF assms]
apply auto
done

subsection \<open>Functions closed on boxes: morphisms from boxes to monoids\<close>

text \<open>This auxiliary structure is used to sum up over the elements of a division. Main theorem is
@{text operative_division}. Instances for the monoid are @{typ "'a option"}, @{typ real}, and
@{typ bool}.\<close>

lemma property_empty_interval: "\<forall>a b. content (cbox a b) = 0 \<longrightarrow> P (cbox a b) \<Longrightarrow> P {}"
using content_empty unfolding empty_as_interval by auto

paragraph \<open>Using additivity of lifted function to encode definedness.\<close>

definition lift_option :: "('a \<Rightarrow> 'b \<Rightarrow> 'c) \<Rightarrow> 'a option \<Rightarrow> 'b option \<Rightarrow> 'c option"
where
"lift_option f a' b' = Option.bind a' (\<lambda>a. Option.bind b' (\<lambda>b. Some (f a b)))"

lemma lift_option_simps[simp]:
"lift_option f (Some a) (Some b) = Some (f a b)"
"lift_option f None b' = None"
"lift_option f a' None = None"
by (auto simp: lift_option_def)

lemma comm_monoid_lift_option:
assumes "comm_monoid f z"
shows "comm_monoid (lift_option f) (Some z)"
proof -
from assms interpret comm_monoid f z .
show ?thesis
by standard (auto simp: lift_option_def ac_simps split: bind_split)
qed

lemma comm_monoid_and: "comm_monoid HOL.conj True"
by standard auto

lemma comm_monoid_set_and: "comm_monoid_set HOL.conj True"
by (rule comm_monoid_set.intro) (fact comm_monoid_and)

paragraph \<open>Operative\<close>

definition (in comm_monoid) operative :: "('b::euclidean_space set \<Rightarrow> 'a) \<Rightarrow> bool"
where "operative g \<longleftrightarrow>
(\<forall>a b. content (cbox a b) = 0 \<longrightarrow> g (cbox a b) = \<^bold>1) \<and>
(\<forall>a b c. \<forall>k\<in>Basis. g (cbox a b) = g (cbox a b \<inter> {x. x\<bullet>k \<le> c}) \<^bold>* g (cbox a b \<inter> {x. x\<bullet>k \<ge> c}))"

lemma (in comm_monoid) operativeD[dest]:
assumes "operative g"
shows "\<And>a b. content (cbox a b) = 0 \<Longrightarrow> g (cbox a b) = \<^bold>1"
and "\<And>a b c k. k \<in> Basis \<Longrightarrow> g (cbox a b) = g (cbox a b \<inter> {x. x\<bullet>k \<le> c}) \<^bold>* g (cbox a b \<inter> {x. x\<bullet>k \<ge> c})"
using assms unfolding operative_def by auto

lemma (in comm_monoid) operative_empty: "operative g \<Longrightarrow> g {} = \<^bold>1"
unfolding operative_def by (rule property_empty_interval) auto

lemma operative_content[intro]: "add.operative content"

definition "division_points (k::('a::euclidean_space) set) d =
{(j,x). j \<in> Basis \<and> (interval_lowerbound k)\<bullet>j < x \<and> x < (interval_upperbound k)\<bullet>j \<and>
(\<exists>i\<in>d. (interval_lowerbound i)\<bullet>j = x \<or> (interval_upperbound i)\<bullet>j = x)}"

lemma division_points_finite:
fixes i :: "'a::euclidean_space set"
assumes "d division_of i"
shows "finite (division_points i d)"
proof -
note assm = division_ofD[OF assms]
let ?M = "\<lambda>j. {(j,x)|x. (interval_lowerbound i)\<bullet>j < x \<and> x < (interval_upperbound i)\<bullet>j \<and>
(\<exists>i\<in>d. (interval_lowerbound i)\<bullet>j = x \<or> (interval_upperbound i)\<bullet>j = x)}"
have *: "division_points i d = \<Union>(?M ` Basis)"
unfolding division_points_def by auto
show ?thesis
unfolding * using assm by auto
qed

lemma division_points_subset:
fixes a :: "'a::euclidean_space"
assumes "d division_of (cbox a b)"
and "\<forall>i\<in>Basis. a\<bullet>i < b\<bullet>i"  "a\<bullet>k < c" "c < b\<bullet>k"
and k: "k \<in> Basis"
shows "division_points (cbox a b \<inter> {x. x\<bullet>k \<le> c}) {l \<inter> {x. x\<bullet>k \<le> c} | l . l \<in> d \<and> l \<inter> {x. x\<bullet>k \<le> c} \<noteq> {}} \<subseteq>
division_points (cbox a b) d" (is ?t1)
and "division_points (cbox a b \<inter> {x. x\<bullet>k \<ge> c}) {l \<inter> {x. x\<bullet>k \<ge> c} | l . l \<in> d \<and> ~(l \<inter> {x. x\<bullet>k \<ge> c} = {})} \<subseteq>
division_points (cbox a b) d" (is ?t2)
proof -
note assm = division_ofD[OF assms(1)]
have *: "\<forall>i\<in>Basis. a\<bullet>i \<le> b\<bullet>i"
"\<forall>i\<in>Basis. a\<bullet>i \<le> (\<Sum>i\<in>Basis. (if i = k then min (b \<bullet> k) c else  b \<bullet> i) *\<^sub>R i) \<bullet> i"
"\<forall>i\<in>Basis. (\<Sum>i\<in>Basis. (if i = k then max (a \<bullet> k) c else a \<bullet> i) *\<^sub>R i) \<bullet> i \<le> b\<bullet>i"
"min (b \<bullet> k) c = c" "max (a \<bullet> k) c = c"
using assms using less_imp_le by auto
show ?t1 (*FIXME a horrible mess*)
unfolding division_points_def interval_split[OF k, of a b]
unfolding interval_bounds[OF *(1)] interval_bounds[OF *(2)] interval_bounds[OF *(3)]
unfolding *
apply (rule subsetI)
unfolding mem_Collect_eq split_beta
apply (erule bexE conjE)+
apply (simp add: )
apply (erule exE conjE)+
proof
fix i l x
assume as:
"a \<bullet> fst x < snd x" "snd x < (if fst x = k then c else b \<bullet> fst x)"
"interval_lowerbound i \<bullet> fst x = snd x \<or> interval_upperbound i \<bullet> fst x = snd x"
"i = l \<inter> {x. x \<bullet> k \<le> c}" "l \<in> d" "l \<inter> {x. x \<bullet> k \<le> c} \<noteq> {}"
and fstx: "fst x \<in> Basis"
from assm(4)[OF this(5)] guess u v apply-by(erule exE)+ note l=this
have *: "\<forall>i\<in>Basis. u \<bullet> i \<le> (\<Sum>i\<in>Basis. (if i = k then min (v \<bullet> k) c else v \<bullet> i) *\<^sub>R i) \<bullet> i"
using as(6) unfolding l interval_split[OF k] box_ne_empty as .
have **: "\<forall>i\<in>Basis. u\<bullet>i \<le> v\<bullet>i"
using l using as(6) unfolding box_ne_empty[symmetric] by auto
show "\<exists>i\<in>d. interval_lowerbound i \<bullet> fst x = snd x \<or> interval_upperbound i \<bullet> fst x = snd x"
apply (rule bexI[OF _ \<open>l \<in> d\<close>])
using as(1-3,5) fstx
unfolding l interval_bounds[OF **] interval_bounds[OF *] interval_split[OF k] as
apply (auto split: if_split_asm)
done
show "snd x < b \<bullet> fst x"
using as(2) \<open>c < b\<bullet>k\<close> by (auto split: if_split_asm)
qed
show ?t2
unfolding division_points_def interval_split[OF k, of a b]
unfolding interval_bounds[OF *(1)] interval_bounds[OF *(2)] interval_bounds[OF *(3)]
unfolding *
unfolding subset_eq
apply rule
unfolding mem_Collect_eq split_beta
apply (erule bexE conjE)+
apply (simp only: mem_Collect_eq inner_setsum_left_Basis simp_thms)
apply (erule exE conjE)+
proof
fix i l x
assume as:
"(if fst x = k then c else a \<bullet> fst x) < snd x" "snd x < b \<bullet> fst x"
"interval_lowerbound i \<bullet> fst x = snd x \<or> interval_upperbound i \<bullet> fst x = snd x"
"i = l \<inter> {x. c \<le> x \<bullet> k}" "l \<in> d" "l \<inter> {x. c \<le> x \<bullet> k} \<noteq> {}"
and fstx: "fst x \<in> Basis"
from assm(4)[OF this(5)] guess u v by (elim exE) note l=this
have *: "\<forall>i\<in>Basis. (\<Sum>i\<in>Basis. (if i = k then max (u \<bullet> k) c else u \<bullet> i) *\<^sub>R i) \<bullet> i \<le> v \<bullet> i"
using as(6) unfolding l interval_split[OF k] box_ne_empty as .
have **: "\<forall>i\<in>Basis. u\<bullet>i \<le> v\<bullet>i"
using l using as(6) unfolding box_ne_empty[symmetric] by auto
show "\<exists>i\<in>d. interval_lowerbound i \<bullet> fst x = snd x \<or> interval_upperbound i \<bullet> fst x = snd x"
apply (rule bexI[OF _ \<open>l \<in> d\<close>])
using as(1-3,5) fstx
unfolding l interval_bounds[OF **] interval_bounds[OF *] interval_split[OF k] as
apply (auto split: if_split_asm)
done
show "a \<bullet> fst x < snd x"
using as(1) \<open>a\<bullet>k < c\<close> by (auto split: if_split_asm)
qed
qed

lemma division_points_psubset:
fixes a :: "'a::euclidean_space"
assumes "d division_of (cbox a b)"
and "\<forall>i\<in>Basis. a\<bullet>i < b\<bullet>i"  "a\<bullet>k < c" "c < b\<bullet>k"
and "l \<in> d"
and "interval_lowerbound l\<bullet>k = c \<or> interval_upperbound l\<bullet>k = c"
and k: "k \<in> Basis"
shows "division_points (cbox a b \<inter> {x. x\<bullet>k \<le> c}) {l \<inter> {x. x\<bullet>k \<le> c} | l. l\<in>d \<and> l \<inter> {x. x\<bullet>k \<le> c} \<noteq> {}} \<subset>
division_points (cbox a b) d" (is "?D1 \<subset> ?D")
and "division_points (cbox a b \<inter> {x. x\<bullet>k \<ge> c}) {l \<inter> {x. x\<bullet>k \<ge> c} | l. l\<in>d \<and> l \<inter> {x. x\<bullet>k \<ge> c} \<noteq> {}} \<subset>
division_points (cbox a b) d" (is "?D2 \<subset> ?D")
proof -
have ab: "\<forall>i\<in>Basis. a\<bullet>i \<le> b\<bullet>i"
using assms(2) by (auto intro!:less_imp_le)
guess u v using division_ofD(4)[OF assms(1,5)] by (elim exE) note l=this
have uv: "\<forall>i\<in>Basis. u\<bullet>i \<le> v\<bullet>i" "\<forall>i\<in>Basis. a\<bullet>i \<le> u\<bullet>i \<and> v\<bullet>i \<le> b\<bullet>i"
using division_ofD(2,2,3)[OF assms(1,5)] unfolding l box_ne_empty
using subset_box(1)
apply auto
apply blast+
done
have *: "interval_upperbound (cbox a b \<inter> {x. x \<bullet> k \<le> interval_upperbound l \<bullet> k}) \<bullet> k = interval_upperbound l \<bullet> k"
"interval_upperbound (cbox a b \<inter> {x. x \<bullet> k \<le> interval_lowerbound l \<bullet> k}) \<bullet> k = interval_lowerbound l \<bullet> k"
unfolding l interval_split[OF k] interval_bounds[OF uv(1)]
using uv[rule_format, of k] ab k
by auto
have "\<exists>x. x \<in> ?D - ?D1"
using assms(3-)
unfolding division_points_def interval_bounds[OF ab]
apply -
apply (erule disjE)
apply (rule_tac x="(k,(interval_lowerbound l)\<bullet>k)" in exI, force simp add: *)
apply (rule_tac x="(k,(interval_upperbound l)\<bullet>k)" in exI, force simp add: *)
done
moreover have "?D1 \<subseteq> ?D"
by (auto simp add: assms division_points_subset)
ultimately show "?D1 \<subset> ?D"
by blast
have *: "interval_lowerbound (cbox a b \<inter> {x. x \<bullet> k \<ge> interval_lowerbound l \<bullet> k}) \<bullet> k = interval_lowerbound l \<bullet> k"
"interval_lowerbound (cbox a b \<inter> {x. x \<bullet> k \<ge> interval_upperbound l \<bullet> k}) \<bullet> k = interval_upperbound l \<bullet> k"
unfolding l interval_split[OF k] interval_bounds[OF uv(1)]
using uv[rule_format, of k] ab k
by auto
have "\<exists>x. x \<in> ?D - ?D2"
using assms(3-)
unfolding division_points_def interval_bounds[OF ab]
apply -
apply (erule disjE)
apply (rule_tac x="(k,(interval_lowerbound l)\<bullet>k)" in exI, force simp add: *)
apply (rule_tac x="(k,(interval_upperbound l)\<bullet>k)" in exI, force simp add: *)
done
moreover have "?D2 \<subseteq> ?D"
by (auto simp add: assms division_points_subset)
ultimately show "?D2 \<subset> ?D"
by blast
qed

lemma (in comm_monoid_set) operative_division:
fixes g :: "'b::euclidean_space set \<Rightarrow> 'a"
assumes g: "operative g" and d: "d division_of (cbox a b)" shows "F g d = g (cbox a b)"
proof -
define C where [abs_def]: "C = card (division_points (cbox a b) d)"
then show ?thesis
using d
proof (induction C arbitrary: a b d rule: less_induct)
case (less a b d)
show ?case
proof cases
show "content (cbox a b) = 0 \<Longrightarrow> F g d = g (cbox a b)"
using division_of_content_0[OF _ less.prems] operativeD(1)[OF  g] division_ofD(4)[OF less.prems]
by (fastforce intro!: neutral)
next
assume "content (cbox a b) \<noteq> 0"
note ab = this[unfolded content_lt_nz[symmetric] content_pos_lt_eq]
then have ab': "\<forall>i\<in>Basis. a\<bullet>i \<le> b\<bullet>i"
by (auto intro!: less_imp_le)
show "F g d = g (cbox a b)"
proof (cases "division_points (cbox a b) d = {}")
case True
{ fix u v and j :: 'b
assume j: "j \<in> Basis" and as: "cbox u v \<in> d"
then have "cbox u v \<noteq> {}"
using less.prems by blast
then have uv: "\<forall>i\<in>Basis. u\<bullet>i \<le> v\<bullet>i" "u\<bullet>j \<le> v\<bullet>j"
using j unfolding box_ne_empty by auto
have *: "\<And>p r Q. \<not> j\<in>Basis \<or> p \<or> r \<or> (\<forall>x\<in>d. Q x) \<Longrightarrow> p \<or> r \<or> Q (cbox u v)"
using as j by auto
have "(j, u\<bullet>j) \<notin> division_points (cbox a b) d"
"(j, v\<bullet>j) \<notin> division_points (cbox a b) d" using True by auto
note this[unfolded de_Morgan_conj division_points_def mem_Collect_eq split_conv interval_bounds[OF ab'] bex_simps]
note *[OF this(1)] *[OF this(2)] note this[unfolded interval_bounds[OF uv(1)]]
moreover
have "a\<bullet>j \<le> u\<bullet>j" "v\<bullet>j \<le> b\<bullet>j"
using division_ofD(2,2,3)[OF \<open>d division_of cbox a b\<close> as]
apply (metis j subset_box(1) uv(1))
by (metis \<open>cbox u v \<subseteq> cbox a b\<close> j subset_box(1) uv(1))
ultimately have "u\<bullet>j = a\<bullet>j \<and> v\<bullet>j = a\<bullet>j \<or> u\<bullet>j = b\<bullet>j \<and> v\<bullet>j = b\<bullet>j \<or> u\<bullet>j = a\<bullet>j \<and> v\<bullet>j = b\<bullet>j"
unfolding not_less de_Morgan_disj using ab[rule_format,of j] uv(2) j by force }
then have d': "\<forall>i\<in>d. \<exists>u v. i = cbox u v \<and>
(\<forall>j\<in>Basis. u\<bullet>j = a\<bullet>j \<and> v\<bullet>j = a\<bullet>j \<or> u\<bullet>j = b\<bullet>j \<and> v\<bullet>j = b\<bullet>j \<or> u\<bullet>j = a\<bullet>j \<and> v\<bullet>j = b\<bullet>j)"
unfolding forall_in_division[OF less.prems] by blast
have "(1/2) *\<^sub>R (a+b) \<in> cbox a b"
unfolding mem_box using ab by(auto intro!: less_imp_le simp: inner_simps)
note this[unfolded division_ofD(6)[OF \<open>d division_of cbox a b\<close>,symmetric] Union_iff]
then guess i .. note i=this
guess u v using d'[rule_format,OF i(1)] by (elim exE conjE) note uv=this
have "cbox a b \<in> d"
proof -
have "u = a" "v = b"
unfolding euclidean_eq_iff[where 'a='b]
proof safe
fix j :: 'b
assume j: "j \<in> Basis"
note i(2)[unfolded uv mem_box,rule_format,of j]
then show "u \<bullet> j = a \<bullet> j" and "v \<bullet> j = b \<bullet> j"
using uv(2)[rule_format,of j] j by (auto simp: inner_simps)
qed
then have "i = cbox a b" using uv by auto
then show ?thesis using i by auto
qed
then have deq: "d = insert (cbox a b) (d - {cbox a b})"
by auto
have "F g (d - {cbox a b}) = \<^bold>1"
proof (intro neutral ballI)
fix x
assume x: "x \<in> d - {cbox a b}"
then have "x\<in>d"
by auto note d'[rule_format,OF this]
then guess u v by (elim exE conjE) note uv=this
have "u \<noteq> a \<or> v \<noteq> b"
using x[unfolded uv] by auto
then obtain j where "u\<bullet>j \<noteq> a\<bullet>j \<or> v\<bullet>j \<noteq> b\<bullet>j" and j: "j \<in> Basis"
unfolding euclidean_eq_iff[where 'a='b] by auto
then have "u\<bullet>j = v\<bullet>j"
using uv(2)[rule_format,OF j] by auto
then have "content (cbox u v) = 0"
unfolding content_eq_0 using j
by force
then show "g x = \<^bold>1"
unfolding uv(1) by (rule operativeD(1)[OF g])
qed
then show "F g d = g (cbox a b)"
using division_ofD[OF less.prems]
apply (subst deq)
apply (subst insert)
apply auto
done
next
case False
then have "\<exists>x. x \<in> division_points (cbox a b) d"
by auto
then guess k c
unfolding split_paired_Ex division_points_def mem_Collect_eq split_conv
apply (elim exE conjE)
done
note this(2-4,1) note kc=this[unfolded interval_bounds[OF ab']]
from this(3) guess j .. note j=this
define d1 where "d1 = {l \<inter> {x. x\<bullet>k \<le> c} | l. l \<in> d \<and> l \<inter> {x. x\<bullet>k \<le> c} \<noteq> {}}"
define d2 where "d2 = {l \<inter> {x. x\<bullet>k \<ge> c} | l. l \<in> d \<and> l \<inter> {x. x\<bullet>k \<ge> c} \<noteq> {}}"
define cb where "cb = (\<Sum>i\<in>Basis. (if i = k then c else b\<bullet>i) *\<^sub>R i)"
define ca where "ca = (\<Sum>i\<in>Basis. (if i = k then c else a\<bullet>i) *\<^sub>R i)"
note division_points_psubset[OF \<open>d division_of cbox a b\<close> ab kc(1-2) j]
note psubset_card_mono[OF _ this(1)] psubset_card_mono[OF _ this(2)]
then have *: "F g d1 = g (cbox a b \<inter> {x. x\<bullet>k \<le> c})" "F g d2 = g (cbox a b \<inter> {x. x\<bullet>k \<ge> c})"
unfolding interval_split[OF kc(4)]
apply (rule_tac[!] "less.hyps"[rule_format])
using division_split[OF \<open>d division_of cbox a b\<close>, where k=k and c=c]
apply (simp_all add: interval_split kc d1_def d2_def division_points_finite[OF \<open>d division_of cbox a b\<close>])
done
{ fix l y
assume as: "l \<in> d" "y \<in> d" "l \<inter> {x. x \<bullet> k \<le> c} = y \<inter> {x. x \<bullet> k \<le> c}" "l \<noteq> y"
from division_ofD(4)[OF \<open>d division_of cbox a b\<close> this(1)] guess u v by (elim exE) note leq=this
have "g (l \<inter> {x. x \<bullet> k \<le> c}) = \<^bold>1"
unfolding leq interval_split[OF kc(4)]
apply (rule operativeD[OF g])
unfolding interval_split[symmetric, OF kc(4)]
using division_split_left_inj less as kc leq by blast
} note fxk_le = this
{ fix l y
assume as: "l \<in> d" "y \<in> d" "l \<inter> {x. c \<le> x \<bullet> k} = y \<inter> {x. c \<le> x \<bullet> k}" "l \<noteq> y"
from division_ofD(4)[OF \<open>d division_of cbox a b\<close> this(1)] guess u v by (elim exE) note leq=this
have "g (l \<inter> {x. x \<bullet> k \<ge> c}) = \<^bold>1"
unfolding leq interval_split[OF kc(4)]
apply (rule operativeD(1)[OF g])
unfolding interval_split[symmetric,OF kc(4)]
using division_split_right_inj less leq as kc by blast
} note fxk_ge = this
have d1_alt: "d1 = (\<lambda>l. l \<inter> {x. x\<bullet>k \<le> c}) ` {l \<in> d. l \<inter> {x. x\<bullet>k \<le> c} \<noteq> {}}"
using d1_def by auto
have d2_alt: "d2 = (\<lambda>l. l \<inter> {x. x\<bullet>k \<ge> c}) ` {l \<in> d. l \<inter> {x. x\<bullet>k \<ge> c} \<noteq> {}}"
using d2_def by auto
have "g (cbox a b) = F g d1 \<^bold>* F g d2" (is "_ = ?prev")
unfolding * using g kc(4) by blast
also have "F g d1 = F (\<lambda>l. g (l \<inter> {x. x\<bullet>k \<le> c})) d"
unfolding d1_alt using division_of_finite[OF less.prems] fxk_le
by (subst reindex_nontrivial) (auto intro!: mono_neutral_cong_left simp: operative_empty[OF g])
also have "F g d2 = F (\<lambda>l. g (l \<inter> {x. x\<bullet>k \<ge> c})) d"
unfolding d2_alt using division_of_finite[OF less.prems] fxk_ge
by (subst reindex_nontrivial) (auto intro!: mono_neutral_cong_left simp: operative_empty[OF g])
also have *: "\<forall>x\<in>d. g x = g (x \<inter> {x. x \<bullet> k \<le> c}) \<^bold>* g (x \<inter> {x. c \<le> x \<bullet> k})"
unfolding forall_in_division[OF \<open>d division_of cbox a b\<close>]
using g kc(4) by blast
have "F (\<lambda>l. g (l \<inter> {x. x\<bullet>k \<le> c})) d \<^bold>* F (\<lambda>l. g (l \<inter> {x. x\<bullet>k \<ge> c})) d = F g d"
using * by (simp add: distrib)
finally show ?thesis by auto
qed
qed
qed
qed

lemma (in comm_monoid_set) operative_tagged_division:
assumes f: "operative g" and d: "d tagged_division_of (cbox a b)"
shows "F (\<lambda>(x, l). g l) d = g (cbox a b)"
unfolding d[THEN division_of_tagged_division, THEN operative_division[OF f], symmetric]
by (simp add: f[THEN operativeD(1)] over_tagged_division_lemma[OF d])

lemma additive_content_division: "d division_of (cbox a b) \<Longrightarrow> setsum content d = content (cbox a b)"
by (metis operative_content setsum.operative_division)

"d tagged_division_of (cbox a b) \<Longrightarrow> setsum (\<lambda>(x,l). content l) d = content (cbox a b)"
unfolding setsum.operative_tagged_division[OF operative_content, symmetric] by blast

lemma
shows real_inner_1_left: "inner 1 x = x"
and real_inner_1_right: "inner x 1 = x"
by simp_all

lemma content_real_eq_0: "content {a .. b::real} = 0 \<longleftrightarrow> a \<ge> b"
by (metis atLeastatMost_empty_iff2 content_empty content_real diff_self eq_iff le_cases le_iff_diff_le_0)

lemma interval_real_split:
"{a .. b::real} \<inter> {x. x \<le> c} = {a .. min b c}"
"{a .. b} \<inter> {x. c \<le> x} = {max a c .. b}"
apply (metis Int_atLeastAtMostL1 atMost_def)
apply (metis Int_atLeastAtMostL2 atLeast_def)
done

lemma (in comm_monoid) operative_1_lt:
"operative (g :: real set \<Rightarrow> 'a) \<longleftrightarrow>
((\<forall>a b. b \<le> a \<longrightarrow> g {a .. b} = \<^bold>1) \<and> (\<forall>a b c. a < c \<and> c < b \<longrightarrow> g {a .. c} \<^bold>* g {c .. b} = g {a .. b}))"
apply (simp add: operative_def content_real_eq_0 atMost_def[symmetric] atLeast_def[symmetric]
del: content_real_if)
proof safe
fix a b c :: real
assume *: "\<forall>a b c. g {a..b} = g {a..min b c} \<^bold>* g {max a c..b}"
assume "a < c" "c < b"
with *[rule_format, of a b c] show "g {a..c} \<^bold>* g {c..b} = g {a..b}"
by (simp add: less_imp_le min.absorb2 max.absorb2)
next
fix a b c :: real
assume as: "\<forall>a b. b \<le> a \<longrightarrow> g {a..b} = \<^bold>1"
"\<forall>a b c. a < c \<and> c < b \<longrightarrow> g {a..c} \<^bold>* g {c..b} = g {a..b}"
from as(1)[rule_format, of 0 1] as(1)[rule_format, of a a for a] as(2)
have [simp]: "g {} = \<^bold>1" "\<And>a. g {a} = \<^bold>1"
"\<And>a b c. a < c \<Longrightarrow> c < b \<Longrightarrow> g {a..c} \<^bold>* g {c..b} = g {a..b}"
by auto
show "g {a..b} = g {a..min b c} \<^bold>* g {max a c..b}"
by (auto simp: min_def max_def le_less)
qed

lemma (in comm_monoid) operative_1_le:
"operative (g :: real set \<Rightarrow> 'a) \<longleftrightarrow>
((\<forall>a b. b \<le> a \<longrightarrow> g {a..b} = \<^bold>1) \<and> (\<forall>a b c. a \<le> c \<and> c \<le> b \<longrightarrow> g {a .. c} \<^bold>* g {c .. b} = g {a .. b}))"
unfolding operative_1_lt
proof safe
fix a b c :: real
assume as: "\<forall>a b c. a \<le> c \<and> c \<le> b \<longrightarrow> g {a..c} \<^bold>* g {c..b} = g {a..b}" "a < c" "c < b"
show "g {a..c} \<^bold>* g {c..b} = g {a..b}"
apply (rule as(1)[rule_format])
using as(2-)
apply auto
done
next
fix a b c :: real
assume "\<forall>a b. b \<le> a \<longrightarrow> g {a .. b} = \<^bold>1"
and "\<forall>a b c. a < c \<and> c < b \<longrightarrow> g {a..c} \<^bold>* g {c..b} = g {a..b}"
and "a \<le> c"
and "c \<le> b"
note as = this[rule_format]
show "g {a..c} \<^bold>* g {c..b} = g {a..b}"
proof (cases "c = a \<or> c = b")
case False
then show ?thesis
apply -
apply (subst as(2))
using as(3-)
apply auto
done
next
case True
then show ?thesis
proof
assume *: "c = a"
then have "g {a .. c} = \<^bold>1"
apply -
apply (rule as(1)[rule_format])
apply auto
done
then show ?thesis
unfolding * by auto
next
assume *: "c = b"
then have "g {c .. b} = \<^bold>1"
apply -
apply (rule as(1)[rule_format])
apply auto
done
then show ?thesis
unfolding * by auto
qed
qed
qed

subsection \<open>Fine-ness of a partition w.r.t. a gauge.\<close>

definition fine  (infixr "fine" 46)
where "d fine s \<longleftrightarrow> (\<forall>(x,k) \<in> s. k \<subseteq> d x)"

lemma fineI:
assumes "\<And>x k. (x, k) \<in> s \<Longrightarrow> k \<subseteq> d x"
shows "d fine s"
using assms unfolding fine_def by auto

lemma fineD[dest]:
assumes "d fine s"
shows "\<And>x k. (x,k) \<in> s \<Longrightarrow> k \<subseteq> d x"
using assms unfolding fine_def by auto

lemma fine_inter: "(\<lambda>x. d1 x \<inter> d2 x) fine p \<longleftrightarrow> d1 fine p \<and> d2 fine p"
unfolding fine_def by auto

lemma fine_inters:
"(\<lambda>x. \<Inter>{f d x | d.  d \<in> s}) fine p \<longleftrightarrow> (\<forall>d\<in>s. (f d) fine p)"
unfolding fine_def by blast

lemma fine_union: "d fine p1 \<Longrightarrow> d fine p2 \<Longrightarrow> d fine (p1 \<union> p2)"
unfolding fine_def by blast

lemma fine_unions: "(\<And>p. p \<in> ps \<Longrightarrow> d fine p) \<Longrightarrow> d fine (\<Union>ps)"
unfolding fine_def by auto

lemma fine_subset: "p \<subseteq> q \<Longrightarrow> d fine q \<Longrightarrow> d fine p"
unfolding fine_def by blast

subsection \<open>Gauge integral. Define on compact intervals first, then use a limit.\<close>

definition has_integral_compact_interval (infixr "has'_integral'_compact'_interval" 46)
where "(f has_integral_compact_interval y) i \<longleftrightarrow>
(\<forall>e>0. \<exists>d. gauge d \<and>
(\<forall>p. p tagged_division_of i \<and> d fine p \<longrightarrow>
norm (setsum (\<lambda>(x,k). content k *\<^sub>R f x) p - y) < e))"

definition has_integral ::
"('n::euclidean_space \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'b \<Rightarrow> 'n set \<Rightarrow> bool"
(infixr "has'_integral" 46)
where "(f has_integral y) i \<longleftrightarrow>
(if \<exists>a b. i = cbox a b
then (f has_integral_compact_interval y) i
else (\<forall>e>0. \<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow>
(\<exists>z. ((\<lambda>x. if x \<in> i then f x else 0) has_integral_compact_interval z) (cbox a b) \<and>
norm (z - y) < e)))"

lemma has_integral:
"(f has_integral y) (cbox a b) \<longleftrightarrow>
(\<forall>e>0. \<exists>d. gauge d \<and>
(\<forall>p. p tagged_division_of (cbox a b) \<and> d fine p \<longrightarrow>
norm (setsum (\<lambda>(x,k). content(k) *\<^sub>R f x) p - y) < e))"
unfolding has_integral_def has_integral_compact_interval_def
by auto

lemma has_integral_real:
"(f has_integral y) {a .. b::real} \<longleftrightarrow>
(\<forall>e>0. \<exists>d. gauge d \<and>
(\<forall>p. p tagged_division_of {a .. b} \<and> d fine p \<longrightarrow>
norm (setsum (\<lambda>(x,k). content(k) *\<^sub>R f x) p - y) < e))"
unfolding box_real[symmetric]
by (rule has_integral)

lemma has_integralD[dest]:
assumes "(f has_integral y) (cbox a b)"
and "e > 0"
obtains d where "gauge d"
and "\<And>p. p tagged_division_of (cbox a b) \<Longrightarrow> d fine p \<Longrightarrow>
norm (setsum (\<lambda>(x,k). content(k) *\<^sub>R f(x)) p - y) < e"
using assms unfolding has_integral by auto

lemma has_integral_alt:
"(f has_integral y) i \<longleftrightarrow>
(if \<exists>a b. i = cbox a b
then (f has_integral y) i
else (\<forall>e>0. \<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow>
(\<exists>z. ((\<lambda>x. if x \<in> i then f(x) else 0) has_integral z) (cbox a b) \<and> norm (z - y) < e)))"
unfolding has_integral
unfolding has_integral_compact_interval_def has_integral_def
by auto

lemma has_integral_altD:
assumes "(f has_integral y) i"
and "\<not> (\<exists>a b. i = cbox a b)"
and "e>0"
obtains B where "B > 0"
and "\<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow>
(\<exists>z. ((\<lambda>x. if x \<in> i then f(x) else 0) has_integral z) (cbox a b) \<and> norm(z - y) < e)"
using assms
unfolding has_integral
unfolding has_integral_compact_interval_def has_integral_def
by auto

definition integrable_on (infixr "integrable'_on" 46)
where "f integrable_on i \<longleftrightarrow> (\<exists>y. (f has_integral y) i)"

definition "integral i f = (SOME y. (f has_integral y) i \<or> ~ f integrable_on i \<and> y=0)"

lemma integrable_integral[dest]: "f integrable_on i \<Longrightarrow> (f has_integral (integral i f)) i"
unfolding integrable_on_def integral_def by (metis (mono_tags, lifting) someI_ex)

lemma not_integrable_integral: "~ f integrable_on i \<Longrightarrow> integral i f = 0"
unfolding integrable_on_def integral_def by blast

lemma has_integral_integrable[intro]: "(f has_integral i) s \<Longrightarrow> f integrable_on s"
unfolding integrable_on_def by auto

lemma has_integral_integral: "f integrable_on s \<longleftrightarrow> (f has_integral (integral s f)) s"
by auto

lemma setsum_content_null:
assumes "content (cbox a b) = 0"
and "p tagged_division_of (cbox a b)"
shows "setsum (\<lambda>(x,k). content k *\<^sub>R f x) p = (0::'a::real_normed_vector)"
proof (rule setsum.neutral, rule)
fix y
assume y: "y \<in> p"
obtain x k where xk: "y = (x, k)"
using surj_pair[of y] by blast
note assm = tagged_division_ofD(3-4)[OF assms(2) y[unfolded xk]]
from this(2) obtain c d where k: "k = cbox c d" by blast
have "(\<lambda>(x, k). content k *\<^sub>R f x) y = content k *\<^sub>R f x"
unfolding xk by auto
also have "\<dots> = 0"
using content_subset[OF assm(1)[unfolded k]] content_pos_le[of c d]
unfolding assms(1) k
by auto
finally show "(\<lambda>(x, k). content k *\<^sub>R f x) y = 0" .
qed

subsection \<open>Some basic combining lemmas.\<close>

lemma tagged_division_unions_exists:
assumes "finite iset"
and "\<forall>i\<in>iset. \<exists>p. p tagged_division_of i \<and> d fine p"
and "\<forall>i1\<in>iset. \<forall>i2\<in>iset. i1 \<noteq> i2 \<longrightarrow> interior i1 \<inter> interior i2 = {}"
and "\<Union>iset = i"
obtains p where "p tagged_division_of i" and "d fine p"
proof -
obtain pfn where pfn:
"\<And>x. x \<in> iset \<Longrightarrow> pfn x tagged_division_of x"
"\<And>x. x \<in> iset \<Longrightarrow> d fine pfn x"
using bchoice[OF assms(2)] by auto
show thesis
apply (rule_tac p="\<Union>(pfn ` iset)" in that)
using assms(1) assms(3) assms(4) pfn(1) tagged_division_unions apply force
by (metis (mono_tags, lifting) fine_unions imageE pfn(2))
qed

subsection \<open>The set we're concerned with must be closed.\<close>

lemma division_of_closed:
fixes i :: "'n::euclidean_space set"
shows "s division_of i \<Longrightarrow> closed i"
unfolding division_of_def by fastforce

subsection \<open>General bisection principle for intervals; might be useful elsewhere.\<close>

lemma interval_bisection_step:
fixes type :: "'a::euclidean_space"
assumes "P {}"
and "\<forall>s t. P s \<and> P t \<and> interior(s) \<inter> interior(t) = {} \<longrightarrow> P (s \<union> t)"
and "\<not> P (cbox a (b::'a))"
obtains c d where "\<not> P (cbox c d)"
and "\<forall>i\<in>Basis. a\<bullet>i \<le> c\<bullet>i \<and> c\<bullet>i \<le> d\<bullet>i \<and> d\<bullet>i \<le> b\<bullet>i \<and> 2 * (d\<bullet>i - c\<bullet>i) \<le> b\<bullet>i - a\<bullet>i"
proof -
have "cbox a b \<noteq> {}"
using assms(1,3) by metis
then have ab: "\<And>i. i\<in>Basis \<Longrightarrow> a \<bullet> i \<le> b \<bullet> i"
by (force simp: mem_box)
{ fix f
have "\<lbrakk>finite f;
\<And>s. s\<in>f \<Longrightarrow> P s;
\<And>s. s\<in>f \<Longrightarrow> \<exists>a b. s = cbox a b;
\<And>s t. s\<in>f \<Longrightarrow> t\<in>f \<Longrightarrow> s \<noteq> t \<Longrightarrow> interior s \<inter> interior t = {}\<rbrakk> \<Longrightarrow> P (\<Union>f)"
proof (induct f rule: finite_induct)
case empty
show ?case
using assms(1) by auto
next
case (insert x f)
show ?case
unfolding Union_insert
apply (rule assms(2)[rule_format])
using inter_interior_unions_intervals [of f "interior x"]
apply (auto simp: insert)
by (metis IntI empty_iff insert.hyps(2) insert.prems(3) insert_iff)
qed
} note UN_cases = this
let ?A = "{cbox c d | c d::'a. \<forall>i\<in>Basis. (c\<bullet>i = a\<bullet>i) \<and> (d\<bullet>i = (a\<bullet>i + b\<bullet>i) / 2) \<or>
(c\<bullet>i = (a\<bullet>i + b\<bullet>i) / 2) \<and> (d\<bullet>i = b\<bullet>i)}"
let ?PP = "\<lambda>c d. \<forall>i\<in>Basis. a\<bullet>i \<le> c\<bullet>i \<and> c\<bullet>i \<le> d\<bullet>i \<and> d\<bullet>i \<le> b\<bullet>i \<and> 2 * (d\<bullet>i - c\<bullet>i) \<le> b\<bullet>i - a\<bullet>i"
{
presume "\<forall>c d. ?PP c d \<longrightarrow> P (cbox c d) \<Longrightarrow> False"
then show thesis
unfolding atomize_not not_all
by (blast intro: that)
}
assume as: "\<forall>c d. ?PP c d \<longrightarrow> P (cbox c d)"
have "P (\<Union>?A)"
proof (rule UN_cases)
let ?B = "(\<lambda>s. cbox (\<Sum>i\<in>Basis. (if i \<in> s then a\<bullet>i else (a\<bullet>i + b\<bullet>i) / 2) *\<^sub>R i::'a)
(\<Sum>i\<in>Basis. (if i \<in> s then (a\<bullet>i + b\<bullet>i) / 2 else b\<bullet>i) *\<^sub>R i)) ` {s. s \<subseteq> Basis}"
have "?A \<subseteq> ?B"
proof
fix x
assume "x \<in> ?A"
then obtain c d
where x:  "x = cbox c d"
"\<And>i. i \<in> Basis \<Longrightarrow>
c \<bullet> i = a \<bullet> i \<and> d \<bullet> i = (a \<bullet> i + b \<bullet> i) / 2 \<or>
c \<bullet> i = (a \<bullet> i + b \<bullet> i) / 2 \<and> d \<bullet> i = b \<bullet> i" by blast
show "x \<in> ?B"
unfolding image_iff x
apply (rule_tac x="{i. i\<in>Basis \<and> c\<bullet>i = a\<bullet>i}" in bexI)
apply (rule arg_cong2 [where f = cbox])
using x(2) ab
apply (auto simp add: euclidean_eq_iff[where 'a='a])
by fastforce
qed
then show "finite ?A"
by (rule finite_subset) auto
next
fix s
assume "s \<in> ?A"
then obtain c d
where s: "s = cbox c d"
"\<And>i. i \<in> Basis \<Longrightarrow>
c \<bullet> i = a \<bullet> i \<and> d \<bullet> i = (a \<bullet> i + b \<bullet> i) / 2 \<or>
c \<bullet> i = (a \<bullet> i + b \<bullet> i) / 2 \<and> d \<bullet> i = b \<bullet> i"
by blast
show "P s"
unfolding s
apply (rule as[rule_format])
using ab s(2) by force
show "\<exists>a b. s = cbox a b"
unfolding s by auto
fix t
assume "t \<in> ?A"
then obtain e f where t:
"t = cbox e f"
"\<And>i. i \<in> Basis \<Longrightarrow>
e \<bullet> i = a \<bullet> i \<and> f \<bullet> i = (a \<bullet> i + b \<bullet> i) / 2 \<or>
e \<bullet> i = (a \<bullet> i + b \<bullet> i) / 2 \<and> f \<bullet> i = b \<bullet> i"
by blast
assume "s \<noteq> t"
then have "\<not> (c = e \<and> d = f)"
unfolding s t by auto
then obtain i where "c\<bullet>i \<noteq> e\<bullet>i \<or> d\<bullet>i \<noteq> f\<bullet>i" and i': "i \<in> Basis"
unfolding euclidean_eq_iff[where 'a='a] by auto
then have i: "c\<bullet>i \<noteq> e\<bullet>i" "d\<bullet>i \<noteq> f\<bullet>i"
using s(2) t(2) apply fastforce
using t(2)[OF i'] \<open>c \<bullet> i \<noteq> e \<bullet> i \<or> d \<bullet> i \<noteq> f \<bullet> i\<close> i' s(2) t(2) by fastforce
have *: "\<And>s t. (\<And>a. a \<in> s \<Longrightarrow> a \<in> t \<Longrightarrow> False) \<Longrightarrow> s \<inter> t = {}"
by auto
show "interior s \<inter> interior t = {}"
unfolding s t interior_cbox
proof (rule *)
fix x
assume "x \<in> box c d" "x \<in> box e f"
then have x: "c\<bullet>i < d\<bullet>i" "e\<bullet>i < f\<bullet>i" "c\<bullet>i < f\<bullet>i" "e\<bullet>i < d\<bullet>i"
unfolding mem_box using i'
by force+
show False  using s(2)[OF i']
proof safe
assume as: "c \<bullet> i = a \<bullet> i" "d \<bullet> i = (a \<bullet> i + b \<bullet> i) / 2"
show False
using t(2)[OF i'] and i x unfolding as by (fastforce simp add:field_simps)
next
assume as: "c \<bullet> i = (a \<bullet> i + b \<bullet> i) / 2" "d \<bullet> i = b \<bullet> i"
show False
using t(2)[OF i'] and i x unfolding as by(fastforce simp add:field_simps)
qed
qed
qed
also have "\<Union>?A = cbox a b"
proof (rule set_eqI,rule)
fix x
assume "x \<in> \<Union>?A"
then obtain c d where x:
"x \<in> cbox c d"
"\<And>i. i \<in> Basis \<Longrightarrow>
c \<bullet> i = a \<bullet> i \<and> d \<bullet> i = (a \<bullet> i + b \<bullet> i) / 2 \<or>
c \<bullet> i = (a \<bullet> i + b \<bullet> i) / 2 \<and> d \<bullet> i = b \<bullet> i"
by blast
show "x\<in>cbox a b"
unfolding mem_box
proof safe
fix i :: 'a
assume i: "i \<in> Basis"
then show "a \<bullet> i \<le> x \<bullet> i" "x \<bullet> i \<le> b \<bullet> i"
using x(2)[OF i] x(1)[unfolded mem_box,THEN bspec, OF i] by auto
qed
next
fix x
assume x: "x \<in> cbox a b"
have "\<forall>i\<in>Basis.
\<exists>c d. (c = a\<bullet>i \<and> d = (a\<bullet>i + b\<bullet>i) / 2 \<or> c = (a\<bullet>i + b\<bullet>i) / 2 \<and> d = b\<bullet>i) \<and> c\<le>x\<bullet>i \<and> x\<bullet>i \<le> d"
(is "\<forall>i\<in>Basis. \<exists>c d. ?P i c d")
unfolding mem_box
proof
fix i :: 'a
assume i: "i \<in> Basis"
have "?P i (a\<bullet>i) ((a \<bullet> i + b \<bullet> i) / 2) \<or> ?P i ((a \<bullet> i + b \<bullet> i) / 2) (b\<bullet>i)"
using x[unfolded mem_box,THEN bspec, OF i] by auto
then show "\<exists>c d. ?P i c d"
by blast
qed
then show "x\<in>\<Union>?A"
unfolding Union_iff Bex_def mem_Collect_eq choice_Basis_iff
apply auto
apply (rule_tac x="cbox xa xaa" in exI)
unfolding mem_box
apply auto
done
qed
finally show False
using assms by auto
qed

lemma interval_bisection:
fixes type :: "'a::euclidean_space"
assumes "P {}"
and "(\<forall>s t. P s \<and> P t \<and> interior(s) \<inter> interior(t) = {} \<longrightarrow> P(s \<union> t))"
and "\<not> P (cbox a (b::'a))"
obtains x where "x \<in> cbox a b"
and "\<forall>e>0. \<exists>c d. x \<in> cbox c d \<and> cbox c d \<subseteq> ball x e \<and> cbox c d \<subseteq> cbox a b \<and> \<not> P (cbox c d)"
proof -
have "\<forall>x. \<exists>y. \<not> P (cbox (fst x) (snd x)) \<longrightarrow> (\<not> P (cbox (fst y) (snd y)) \<and>
(\<forall>i\<in>Basis. fst x\<bullet>i \<le> fst y\<bullet>i \<and> fst y\<bullet>i \<le> snd y\<bullet>i \<and> snd y\<bullet>i \<le> snd x\<bullet>i \<and>
2 * (snd y\<bullet>i - fst y\<bullet>i) \<le> snd x\<bullet>i - fst x\<bullet>i))" (is "\<forall>x. ?P x")
proof
show "?P x" for x
proof (cases "P (cbox (fst x) (snd x))")
case True
then show ?thesis by auto
next
case as: False
obtain c d where "\<not> P (cbox c d)"
"\<forall>i\<in>Basis.
fst x \<bullet> i \<le> c \<bullet> i \<and>
c \<bullet> i \<le> d \<bullet> i \<and>
d \<bullet> i \<le> snd x \<bullet> i \<and>
2 * (d \<bullet> i - c \<bullet> i) \<le> snd x \<bullet> i - fst x \<bullet> i"
by (rule interval_bisection_step[of P, OF assms(1-2) as])
then show ?thesis
apply -
apply (rule_tac x="(c,d)" in exI)
apply auto
done
qed
qed
then obtain f where f:
"\<forall>x.
\<not> P (cbox (fst x) (snd x)) \<longrightarrow>
\<not> P (cbox (fst (f x)) (snd (f x))) \<and>
(\<forall>i\<in>Basis.
fst x \<bullet> i \<le> fst (f x) \<bullet> i \<and>
fst (f x) \<bullet> i \<le> snd (f x) \<bullet> i \<and>
snd (f x) \<bullet> i \<le> snd x \<bullet> i \<and>
2 * (snd (f x) \<bullet> i - fst (f x) \<bullet> i) \<le> snd x \<bullet> i - fst x \<bullet> i)"
apply -
apply (drule choice)
apply blast
done
define AB A B where ab_def: "AB n = (f ^^ n) (a,b)" "A n = fst(AB n)" "B n = snd(AB n)" for n
have "A 0 = a" "B 0 = b" "\<And>n. \<not> P (cbox (A(Suc n)) (B(Suc n))) \<and>
(\<forall>i\<in>Basis. A(n)\<bullet>i \<le> A(Suc n)\<bullet>i \<and> A(Suc n)\<bullet>i \<le> B(Suc n)\<bullet>i \<and> B(Suc n)\<bullet>i \<le> B(n)\<bullet>i \<and>
2 * (B(Suc n)\<bullet>i - A(Suc n)\<bullet>i) \<le> B(n)\<bullet>i - A(n)\<bullet>i)" (is "\<And>n. ?P n")
proof -
show "A 0 = a" "B 0 = b"
unfolding ab_def by auto
note S = ab_def funpow.simps o_def id_apply
show "?P n" for n
proof (induct n)
case 0
then show ?case
unfolding S
apply (rule f[rule_format]) using assms(3)
apply auto
done
next
case (Suc n)
show ?case
unfolding S
apply (rule f[rule_format])
using Suc
unfolding S
apply auto
done
qed
qed
note AB = this(1-2) conjunctD2[OF this(3),rule_format]

have interv: "\<exists>n. \<forall>x\<in>cbox (A n) (B n). \<forall>y\<in>cbox (A n) (B n). dist x y < e"
if e: "0 < e" for e
proof -
obtain n where n: "(\<Sum>i\<in>Basis. b \<bullet> i - a \<bullet> i) / e < 2 ^ n"
using real_arch_pow[of 2 "(setsum (\<lambda>i. b\<bullet>i - a\<bullet>i) Basis) / e"] by auto
show ?thesis
proof (rule exI [where x=n], clarify)
fix x y
assume xy: "x\<in>cbox (A n) (B n)" "y\<in>cbox (A n) (B n)"
have "dist x y \<le> setsum (\<lambda>i. \<bar>(x - y)\<bullet>i\<bar>) Basis"
unfolding dist_norm by(rule norm_le_l1)
also have "\<dots> \<le> setsum (\<lambda>i. B n\<bullet>i - A n\<bullet>i) Basis"
proof (rule setsum_mono)
fix i :: 'a
assume i: "i \<in> Basis"
show "\<bar>(x - y) \<bullet> i\<bar> \<le> B n \<bullet> i - A n \<bullet> i"
using xy[unfolded mem_box,THEN bspec, OF i]
by (auto simp: inner_diff_left)
qed
also have "\<dots> \<le> setsum (\<lambda>i. b\<bullet>i - a\<bullet>i) Basis / 2^n"
unfolding setsum_divide_distrib
proof (rule setsum_mono)
show "B n \<bullet> i - A n \<bullet> i \<le> (b \<bullet> i - a \<bullet> i) / 2 ^ n" if i: "i \<in> Basis" for i
proof (induct n)
case 0
then show ?case
unfolding AB by auto
next
case (Suc n)
have "B (Suc n) \<bullet> i - A (Suc n) \<bullet> i \<le> (B n \<bullet> i - A n \<bullet> i) / 2"
using AB(4)[of i n] using i by auto
also have "\<dots> \<le> (b \<bullet> i - a \<bullet> i) / 2 ^ Suc n"
using Suc by (auto simp add: field_simps)
finally show ?case .
qed
qed
also have "\<dots> < e"
using n using e by (auto simp add: field_simps)
finally show "dist x y < e" .
qed
qed
{
fix n m :: nat
assume "m \<le> n" then have "cbox (A n) (B n) \<subseteq> cbox (A m) (B m)"
proof (induction rule: inc_induct)
case (step i)
show ?case
using AB(4) by (intro order_trans[OF step.IH] subset_box_imp) auto
qed simp
} note ABsubset = this
have "\<exists>a. \<forall>n. a\<in> cbox (A n) (B n)"
by (rule decreasing_closed_nest[rule_format,OF closed_cbox _ ABsubset interv])
(metis nat.exhaust AB(1-3) assms(1,3))
then obtain x0 where x0: "\<And>n. x0 \<in> cbox (A n) (B n)"
by blast
show thesis
proof (rule that[rule_format, of x0])
show "x0\<in>cbox a b"
using x0[of 0] unfolding AB .
fix e :: real
assume "e > 0"
from interv[OF this] obtain n
where n: "\<forall>x\<in>cbox (A n) (B n). \<forall>y\<in>cbox (A n) (B n). dist x y < e" ..
have "\<not> P (cbox (A n) (B n))"
apply (cases "0 < n")
using AB(3)[of "n - 1"] assms(3) AB(1-2)
apply auto
done
moreover have "cbox (A n) (B n) \<subseteq> ball x0 e"
using n using x0[of n] by auto
moreover have "cbox (A n) (B n) \<subseteq> cbox a b"
unfolding AB(1-2)[symmetric] by (rule ABsubset) auto
ultimately show "\<exists>c d. x0 \<in> cbox c d \<and> cbox c d \<subseteq> ball x0 e \<and> cbox c d \<subseteq> cbox a b \<and> \<not> P (cbox c d)"
apply (rule_tac x="A n" in exI)
apply (rule_tac x="B n" in exI)
apply (auto simp: x0)
done
qed
qed

subsection \<open>Cousin's lemma.\<close>

lemma fine_division_exists:
fixes a b :: "'a::euclidean_space"
assumes "gauge g"
obtains p where "p tagged_division_of (cbox a b)" "g fine p"
proof -
presume "\<not> (\<exists>p. p tagged_division_of (cbox a b) \<and> g fine p) \<Longrightarrow> False"
then obtain p where "p tagged_division_of (cbox a b)" "g fine p"
by blast
then show thesis ..
next
assume as: "\<not> (\<exists>p. p tagged_division_of (cbox a b) \<and> g fine p)"
obtain x where x:
"x \<in> (cbox a b)"
"\<And>e. 0 < e \<Longrightarrow>
\<exists>c d.
x \<in> cbox c d \<and>
cbox c d \<subseteq> ball x e \<and>
cbox c d \<subseteq> (cbox a b) \<and>
\<not> (\<exists>p. p tagged_division_of cbox c d \<and> g fine p)"
apply (rule interval_bisection[of "\<lambda>s. \<exists>p. p tagged_division_of s \<and> g fine p", OF _ _ as])
apply (simp add: fine_def)
apply (metis tagged_division_union fine_union)
apply (auto simp: )
done
obtain e where e: "e > 0" "ball x e \<subseteq> g x"
using gaugeD[OF assms, of x] unfolding open_contains_ball by auto
from x(2)[OF e(1)]
obtain c d where c_d: "x \<in> cbox c d"
"cbox c d \<subseteq> ball x e"
"cbox c d \<subseteq> cbox a b"
"\<not> (\<exists>p. p tagged_division_of cbox c d \<and> g fine p)"
by blast
have "g fine {(x, cbox c d)}"
unfolding fine_def using e using c_d(2) by auto
then show False
using tagged_division_of_self[OF c_d(1)] using c_d by auto
qed

lemma fine_division_exists_real:
fixes a b :: real
assumes "gauge g"
obtains p where "p tagged_division_of {a .. b}" "g fine p"
by (metis assms box_real(2) fine_division_exists)

subsection \<open>Basic theorems about integrals.\<close>

lemma has_integral_unique:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::real_normed_vector"
assumes "(f has_integral k1) i"
and "(f has_integral k2) i"
shows "k1 = k2"
proof (rule ccontr)
let ?e = "norm (k1 - k2) / 2"
assume as: "k1 \<noteq> k2"
then have e: "?e > 0"
by auto
have lem: False
if f_k1: "(f has_integral k1) (cbox a b)"
and f_k2: "(f has_integral k2) (cbox a b)"
and "k1 \<noteq> k2"
for f :: "'n \<Rightarrow> 'a" and a b k1 k2
proof -
let ?e = "norm (k1 - k2) / 2"
from \<open>k1 \<noteq> k2\<close> have e: "?e > 0" by auto
obtain d1 where d1:
"gauge d1"
"\<And>p. p tagged_division_of cbox a b \<Longrightarrow>
d1 fine p \<Longrightarrow> norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - k1) < norm (k1 - k2) / 2"
by (rule has_integralD[OF f_k1 e]) blast
obtain d2 where d2:
"gauge d2"
"\<And>p. p tagged_division_of cbox a b \<Longrightarrow>
d2 fine p \<Longrightarrow> norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - k2) < norm (k1 - k2) / 2"
by (rule has_integralD[OF f_k2 e]) blast
obtain p where p:
"p tagged_division_of cbox a b"
"(\<lambda>x. d1 x \<inter> d2 x) fine p"
by (rule fine_division_exists[OF gauge_inter[OF d1(1) d2(1)]])
let ?c = "(\<Sum>(x, k)\<in>p. content k *\<^sub>R f x)"
have "norm (k1 - k2) \<le> norm (?c - k2) + norm (?c - k1)"
using norm_triangle_ineq4[of "k1 - ?c" "k2 - ?c"]
by (auto simp add:algebra_simps norm_minus_commute)
also have "\<dots> < norm (k1 - k2) / 2 + norm (k1 - k2) / 2"
apply (rule_tac[!] d2(2) d1(2))
using p unfolding fine_def
apply auto
done
finally show False by auto
qed
{
presume "\<not> (\<exists>a b. i = cbox a b) \<Longrightarrow> False"
then show False
using as assms lem by blast
}
assume as: "\<not> (\<exists>a b. i = cbox a b)"
obtain B1 where B1:
"0 < B1"
"\<And>a b. ball 0 B1 \<subseteq> cbox a b \<Longrightarrow>
\<exists>z. ((\<lambda>x. if x \<in> i then f x else 0) has_integral z) (cbox a b) \<and>
norm (z - k1) < norm (k1 - k2) / 2"
by (rule has_integral_altD[OF assms(1) as,OF e]) blast
obtain B2 where B2:
"0 < B2"
"\<And>a b. ball 0 B2 \<subseteq> cbox a b \<Longrightarrow>
\<exists>z. ((\<lambda>x. if x \<in> i then f x else 0) has_integral z) (cbox a b) \<and>
norm (z - k2) < norm (k1 - k2) / 2"
by (rule has_integral_altD[OF assms(2) as,OF e]) blast
have "\<exists>a b::'n. ball 0 B1 \<union> ball 0 B2 \<subseteq> cbox a b"
apply (rule bounded_subset_cbox)
using bounded_Un bounded_ball
apply auto
done
then obtain a b :: 'n where ab: "ball 0 B1 \<subseteq> cbox a b" "ball 0 B2 \<subseteq> cbox a b"
by blast
obtain w where w:
"((\<lambda>x. if x \<in> i then f x else 0) has_integral w) (cbox a b)"
"norm (w - k1) < norm (k1 - k2) / 2"
using B1(2)[OF ab(1)] by blast
obtain z where z:
"((\<lambda>x. if x \<in> i then f x else 0) has_integral z) (cbox a b)"
"norm (z - k2) < norm (k1 - k2) / 2"
using B2(2)[OF ab(2)] by blast
have "z = w"
using lem[OF w(1) z(1)] by auto
then have "norm (k1 - k2) \<le> norm (z - k2) + norm (w - k1)"
using norm_triangle_ineq4 [of "k1 - w" "k2 - z"]
by (auto simp add: norm_minus_commute)
also have "\<dots> < norm (k1 - k2) / 2 + norm (k1 - k2) / 2"
apply (rule_tac[!] z(2) w(2))
done
finally show False by auto
qed

lemma integral_unique [intro]: "(f has_integral y) k \<Longrightarrow> integral k f = y"
unfolding integral_def
by (rule some_equality) (auto intro: has_integral_unique)

lemma eq_integralD: "integral k f = y \<Longrightarrow> (f has_integral y) k \<or> ~ f integrable_on k \<and> y=0"
unfolding integral_def integrable_on_def
apply (erule subst)
apply (rule someI_ex)
by blast

lemma has_integral_is_0:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::real_normed_vector"
assumes "\<forall>x\<in>s. f x = 0"
shows "(f has_integral 0) s"
proof -
have lem: "\<And>a b. \<And>f::'n \<Rightarrow> 'a.
(\<forall>x\<in>cbox a b. f(x) = 0) \<Longrightarrow> (f has_integral 0) (cbox a b)"
unfolding has_integral
proof clarify
fix a b e
fix f :: "'n \<Rightarrow> 'a"
assume as: "\<forall>x\<in>cbox a b. f x = 0" "0 < (e::real)"
have "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - 0) < e"
if p: "p tagged_division_of cbox a b" for p
proof -
have "(\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) = 0"
proof (rule setsum.neutral, rule)
fix x
assume x: "x \<in> p"
have "f (fst x) = 0"
using tagged_division_ofD(2-3)[OF p, of "fst x" "snd x"] using as x by auto
then show "(\<lambda>(x, k). content k *\<^sub>R f x) x = 0"
apply (subst surjective_pairing[of x])
unfolding split_conv
apply auto
done
qed
then show ?thesis
using as by auto
qed
then show "\<exists>d. gauge d \<and>
(\<forall>p. p tagged_division_of (cbox a b) \<and> d fine p \<longrightarrow> norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - 0) < e)"
by auto
qed
{
presume "\<not> (\<exists>a b. s = cbox a b) \<Longrightarrow> ?thesis"
with assms lem show ?thesis
by blast
}
have *: "(\<lambda>x. if x \<in> s then f x else 0) = (\<lambda>x. 0)"
apply (rule ext)
using assms
apply auto
done
assume "\<not> (\<exists>a b. s = cbox a b)"
then show ?thesis
using lem
by (subst has_integral_alt) (force simp add: *)
qed

lemma has_integral_0[simp]: "((\<lambda>x::'n::euclidean_space. 0) has_integral 0) s"
by (rule has_integral_is_0) auto

lemma has_integral_0_eq[simp]: "((\<lambda>x. 0) has_integral i) s \<longleftrightarrow> i = 0"
using has_integral_unique[OF has_integral_0] by auto

lemma has_integral_linear:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::real_normed_vector"
assumes "(f has_integral y) s"
and "bounded_linear h"
shows "((h \<circ> f) has_integral ((h y))) s"
proof -
interpret bounded_linear h
using assms(2) .
from pos_bounded obtain B where B: "0 < B" "\<And>x. norm (h x) \<le> norm x * B"
by blast
have lem: "\<And>(f :: 'n \<Rightarrow> 'a) y a b.
(f has_integral y) (cbox a b) \<Longrightarrow> ((h \<circ> f) has_integral h y) (cbox a b)"
unfolding has_integral
proof (clarify, goal_cases)
case prems: (1 f y a b e)
from pos_bounded
obtain B where B: "0 < B" "\<And>x. norm (h x) \<le> norm x * B"
by blast
have "e / B > 0" using prems(2) B by simp
then obtain g
where g: "gauge g"
"\<And>p. p tagged_division_of (cbox a b) \<Longrightarrow> g fine p \<Longrightarrow>
norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - y) < e / B"
using prems(1) by auto
{
fix p
assume as: "p tagged_division_of (cbox a b)" "g fine p"
have hc: "\<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
then 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"
unfolding o_def unfolding scaleR[symmetric] hc by simp
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
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)" .
then have "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R (h \<circ> f) x) - h y) < e"
apply (simp add: diff[symmetric])
apply (rule le_less_trans[OF B(2)])
using g(2)[OF as] B(1)
apply (auto simp add: field_simps)
done
}
with g show ?case
by (rule_tac x=g in exI) auto
qed
{
presume "\<not> (\<exists>a b. s = cbox a b) \<Longrightarrow> ?thesis"
then show ?thesis
using assms(1) lem by blast
}
assume as: "\<not> (\<exists>a b. s = cbox a b)"
then show ?thesis
proof (subst has_integral_alt, clarsimp)
fix e :: real
assume e: "e > 0"
have *: "0 < e/B" using e B(1) by simp
obtain M where M:
"M > 0"
"\<And>a b. ball 0 M \<subseteq> cbox a b \<Longrightarrow>
\<exists>z. ((\<lambda>x. if x \<in> s then f x else 0) has_integral z) (cbox a b) \<and> norm (z - y) < e / B"
using has_integral_altD[OF assms(1) as *] by blast
show "\<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow>
(\<exists>z. ((\<lambda>x. if x \<in> s then (h \<circ> f) x else 0) has_integral z) (cbox a b) \<and> norm (z - h y) < e)"
proof (rule_tac x=M in exI, clarsimp simp add: M, goal_cases)
case prems: (1 a b)
obtain z where z:
"((\<lambda>x. if x \<in> s then f x else 0) has_integral z) (cbox a b)"
"norm (z - y) < e / B"
using M(2)[OF prems(1)] by blast
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)"
using zero by auto
show ?case
apply (rule_tac x="h z" in exI)
apply (simp add: * lem z(1))
apply (metis B diff le_less_trans pos_less_divide_eq z(2))
done
qed
qed
qed

lemma has_integral_scaleR_left:
"(f has_integral y) s \<Longrightarrow> ((\<lambda>x. f x *\<^sub>R c) has_integral (y *\<^sub>R c)) s"
using has_integral_linear[OF _ bounded_linear_scaleR_left] by (simp add: comp_def)

lemma has_integral_mult_left:
fixes c :: "_ :: real_normed_algebra"
shows "(f has_integral y) s \<Longrightarrow> ((\<lambda>x. f x * c) has_integral (y * c)) s"
using has_integral_linear[OF _ bounded_linear_mult_left] by (simp add: comp_def)

text\<open>The case analysis eliminates the condition @{term "f integrable_on s"} at the cost
of the type class constraint \<open>division_ring\<close>\<close>
corollary integral_mult_left [simp]:
fixes c:: "'a::{real_normed_algebra,division_ring}"
shows "integral s (\<lambda>x. f x * c) = integral s f * c"
proof (cases "f integrable_on s \<or> c = 0")
case True then show ?thesis
by (force intro: has_integral_mult_left)
next
case False then have "~ (\<lambda>x. f x * c) integrable_on s"
using has_integral_mult_left [of "(\<lambda>x. f x * c)" _ s "inverse c"]
by (force simp add: mult.assoc)
with False show ?thesis by (simp add: not_integrable_integral)
qed

corollary integral_mult_right [simp]:
fixes c:: "'a::{real_normed_field}"
shows "integral s (\<lambda>x. c * f x) = c * integral s f"
by (simp add: mult.commute [of c])

corollary integral_divide [simp]:
fixes z :: "'a::real_normed_field"
shows "integral S (\<lambda>x. f x / z) = integral S (\<lambda>x. f x) / z"
using integral_mult_left [of S f "inverse z"]
by (simp add: divide_inverse_commute)

lemma has_integral_mult_right:
fixes c :: "'a :: real_normed_algebra"
shows "(f has_integral y) i \<Longrightarrow> ((\<lambda>x. c * f x) has_integral (c * y)) i"
using has_integral_linear[OF _ bounded_linear_mult_right] by (simp add: comp_def)

lemma has_integral_cmul: "(f has_integral k) s \<Longrightarrow> ((\<lambda>x. c *\<^sub>R f x) has_integral (c *\<^sub>R k)) s"
unfolding o_def[symmetric]
by (metis has_integral_linear bounded_linear_scaleR_right)

lemma has_integral_cmult_real:
fixes c :: real
assumes "c \<noteq> 0 \<Longrightarrow> (f has_integral x) A"
shows "((\<lambda>x. c * f x) has_integral c * x) A"
proof (cases "c = 0")
case True
then show ?thesis by simp
next
case False
from has_integral_cmul[OF assms[OF this], of c] show ?thesis
unfolding real_scaleR_def .
qed

lemma has_integral_neg: "(f has_integral k) s \<Longrightarrow> ((\<lambda>x. -(f x)) has_integral -k) s"
by (drule_tac c="-1" in has_integral_cmul) auto

fixes f :: "'n::euclidean_space \<Rightarrow> 'a::real_normed_vector"
assumes "(f has_integral k) s"
and "(g has_integral l) s"
shows "((\<lambda>x. f x + g x) has_integral (k + l)) s"
proof -
have lem: "((\<lambda>x. f x + g x) has_integral (k + l)) (cbox a b)"
if f_k: "(f has_integral k) (cbox a b)"
and g_l: "(g has_integral l) (cbox a b)"
for f :: "'n \<Rightarrow> 'a" and g a b k l
unfolding has_integral
proof clarify
fix e :: real
assume e: "e > 0"
then have *: "e / 2 > 0"
by auto
obtain d1 where d1:
"gauge d1"
"\<And>p. p tagged_division_of (cbox a b) \<Longrightarrow> d1 fine p \<Longrightarrow>
norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - k) < e / 2"
using has_integralD[OF f_k *] by blast
obtain d2 where d2:
"gauge d2"
"\<And>p. p tagged_division_of (cbox a b) \<Longrightarrow> d2 fine p \<Longrightarrow>
norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R g x) - l) < e / 2"
using has_integralD[OF g_l *] by blast
show "\<exists>d. gauge d \<and> (\<forall>p. p tagged_division_of (cbox a b) \<and> d fine p \<longrightarrow>
norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R (f x + g x)) - (k + l)) < e)"
proof (rule exI [where x="\<lambda>x. (d1 x) \<inter> (d2 x)"], clarsimp simp add: gauge_inter[OF d1(1) d2(1)])
fix p
assume as: "p tagged_division_of (cbox a b)" "(\<lambda>x. d1 x \<inter> d2 x) fine p"
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)"
unfolding scaleR_right_distrib setsum.distrib[of "\<lambda>(x,k). content k *\<^sub>R f x" "\<lambda>(x,k). content k *\<^sub>R g x" p,symmetric]
by (rule setsum.cong) auto
from as have fine: "d1 fine p" "d2 fine p"
unfolding fine_inter by auto
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))"
unfolding * by (auto simp add: algebra_simps)
also have "\<dots> < e/2 + e/2"
apply (rule le_less_trans[OF norm_triangle_ineq])
using as d1 d2 fine
apply (blast intro: add_strict_mono)
done
finally show "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R (f x + g x)) - (k + l)) < e"
by auto
qed
qed
{
presume "\<not> (\<exists>a b. s = cbox a b) \<Longrightarrow> ?thesis"
then show ?thesis
using assms lem by force
}
assume as: "\<not> (\<exists>a b. s = cbox a b)"
then show ?thesis
proof (subst has_integral_alt, clarsimp, goal_cases)
case (1 e)
then have *: "e / 2 > 0"
by auto
from has_integral_altD[OF assms(1) as *]
obtain B1 where B1:
"0 < B1"
"\<And>a b. ball 0 B1 \<subseteq> cbox a b \<Longrightarrow>
\<exists>z. ((\<lambda>x. if x \<in> s then f x else 0) has_integral z) (cbox a b) \<and> norm (z - k) < e / 2"
by blast
from has_integral_altD[OF assms(2) as *]
obtain B2 where B2:
"0 < B2"
"\<And>a b. ball 0 B2 \<subseteq> (cbox a b) \<Longrightarrow>
\<exists>z. ((\<lambda>x. if x \<in> s then g x else 0) has_integral z) (cbox a b) \<and> norm (z - l) < e / 2"
by blast
show ?case
proof (rule_tac x="max B1 B2" in exI, clarsimp simp add: max.strict_coboundedI1 B1)
fix a b
assume "ball 0 (max B1 B2) \<subseteq> cbox a (b::'n)"
then have *: "ball 0 B1 \<subseteq> cbox a (b::'n)" "ball 0 B2 \<subseteq> cbox a (b::'n)"
by auto
obtain w where w:
"((\<lambda>x. if x \<in> s then f x else 0) has_integral w) (cbox a b)"
"norm (w - k) < e / 2"
using B1(2)[OF *(1)] by blast
obtain z where z:
"((\<lambda>x. if x \<in> s then g x else 0) has_integral z) (cbox a b)"
"norm (z - l) < e / 2"
using B2(2)[OF *(2)] by blast
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
show "\<exists>z. ((\<lambda>x. if x \<in> s then f x + g x else 0) has_integral z) (cbox a b) \<and> norm (z - (k + l)) < e"
apply (rule_tac x="w + z" in exI)
apply (simp add: lem[OF w(1) z(1), unfolded *[symmetric]])
using norm_triangle_ineq[of "w - k" "z - l"] w(2) z(2)
apply (auto simp add: field_simps)
done
qed
qed
qed

lemma has_integral_sub:
"(f has_integral k) s \<Longrightarrow> (g has_integral l) s \<Longrightarrow>
((\<lambda>x. f x - g x) has_integral (k - l)) s"
using has_integral_add[OF _ has_integral_neg, of f k s g l]
by (auto simp: algebra_simps)

lemma integral_0 [simp]:
"integral s (\<lambda>x::'n::euclidean_space. 0::'m::real_normed_vector) = 0"
by (rule integral_unique has_integral_0)+

lemma integral_add: "f integrable_on s \<Longrightarrow> g integrable_on s \<Longrightarrow>
integral s (\<lambda>x. f x + g x) = integral s f + integral s g"
by (rule integral_unique) (metis integrable_integral has_integral_add)

lemma integral_cmul [simp]: "integral s (\<lambda>x. c *\<^sub>R f x) = c *\<^sub>R integral s f"
proof (cases "f integrable_on s \<or> c = 0")
case True with has_integral_cmul show ?thesis by force
next
case False then have "~ (\<lambda>x. c *\<^sub>R f x) integrable_on s"
using has_integral_cmul [of "(\<lambda>x. c *\<^sub>R f x)" _ s "inverse c"]
by force
with False show ?thesis by (simp add: not_integrable_integral)
qed

lemma integral_neg [simp]: "integral s (\<lambda>x. - f x) = - integral s f"
proof (cases "f integrable_on s")
case True then show ?thesis
by (simp add: has_integral_neg integrable_integral integral_unique)
next
case False then have "~ (\<lambda>x. - f x) integrable_on s"
using has_integral_neg [of "(\<lambda>x. - f x)" _ s ]
by force
with False show ?thesis by (simp add: not_integrable_integral)
qed

lemma integral_diff: "f integrable_on s \<Longrightarrow> g integrable_on s \<Longrightarrow>
integral s (\<lambda>x. f x - g x) = integral s f - integral s g"
by (rule integral_unique) (metis integrable_integral has_integral_sub)

lemma integrable_0: "(\<lambda>x. 0) integrable_on s"
unfolding integrable_on_def using has_integral_0 by auto

lemma integrable_add: "f integrable_on s \<Longrightarrow> g integrable_on s \<Longrightarrow> (\<lambda>x. f x + g x) integrable_on s"
unfolding integrable_on_def by(auto intro: has_integral_add)

lemma integrable_cmul: "f integrable_on s \<Longrightarrow> (\<lambda>x. c *\<^sub>R f(x)) integrable_on s"
unfolding integrable_on_def by(auto intro: has_integral_cmul)

lemma integrable_on_cmult_iff:
fixes c :: real
assumes "c \<noteq> 0"
shows "(\<lambda>x. c * f x) integrable_on s \<longleftrightarrow> f integrable_on s"
using integrable_cmul[of "\<lambda>x. c * f x" s "1 / c"] integrable_cmul[of f s c] \<open>c \<noteq> 0\<close>
by auto

lemma integrable_on_cmult_left:
assumes "f integrable_on s"
shows "(\<lambda>x. of_real c * f x) integrable_on s"
using integrable_cmul[of f s "of_real c"] assms
by (simp add: scaleR_conv_of_real)

lemma integrable_neg: "f integrable_on s \<Longrightarrow> (\<lambda>x. -f(x)) integrable_on s"
unfolding integrable_on_def by(auto intro: has_integral_neg)

lemma integrable_diff:
"f integrable_on s \<Longrightarrow> g integrable_on s \<Longrightarrow> (\<lambda>x. f x - g x) integrable_on s"
unfolding integrable_on_def by(auto intro: has_integral_sub)

lemma integrable_linear:
"f integrable_on s \<Longrightarrow> bounded_linear h \<Longrightarrow> (h \<circ> f) integrable_on s"
unfolding integrable_on_def by(auto intro: has_integral_linear)

lemma integral_linear:
"f integrable_on s \<Longrightarrow> bounded_linear h \<Longrightarrow> integral s (h \<circ> f) = h (integral s f)"
apply (rule has_integral_unique [where i=s and f = "h \<circ> f"])
apply (simp_all add: integrable_integral integrable_linear has_integral_linear )
done

lemma integral_component_eq[simp]:
fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
assumes "f integrable_on s"
shows "integral s (\<lambda>x. f x \<bullet> k) = integral s f \<bullet> k"
unfolding integral_linear[OF assms(1) bounded_linear_component,unfolded o_def] ..

lemma has_integral_setsum:
assumes "finite t"
and "\<forall>a\<in>t. ((f a) has_integral (i a)) s"
shows "((\<lambda>x. setsum (\<lambda>a. f a x) t) has_integral (setsum i t)) s"
using assms(1) subset_refl[of t]
proof (induct rule: finite_subset_induct)
case empty
then show ?case by auto
next
case (insert x F)
with assms show ?case
qed

lemma integral_setsum:
"\<lbrakk>finite t;  \<forall>a\<in>t. (f a) integrable_on s\<rbrakk> \<Longrightarrow>
integral s (\<lambda>x. setsum (\<lambda>a. f a x) t) = setsum (\<lambda>a. integral s (f a)) t"
by (auto intro: has_integral_setsum integrable_integral)

lemma integrable_setsum:
"\<lbrakk>finite t;  \<forall>a\<in>t. (f a) integrable_on s\<rbrakk> \<Longrightarrow> (\<lambda>x. setsum (\<lambda>a. f a x) t) integrable_on s"
unfolding integrable_on_def
apply (drule bchoice)
using has_integral_setsum[of t]
apply auto
done

lemma has_integral_eq:
assumes "\<And>x. x \<in> s \<Longrightarrow> f x = g x"
and "(f has_integral k) s"
shows "(g has_integral k) s"
using has_integral_sub[OF assms(2), of "\<lambda>x. f x - g x" 0]
using has_integral_is_0[of s "\<lambda>x. f x - g x"]
using assms(1)
by auto

lemma integrable_eq: "(\<And>x. x \<in> s \<Longrightarrow> f x = g x) \<Longrightarrow> f integrable_on s \<Longrightarrow> g integrable_on s"
unfolding integrable_on_def
using has_integral_eq[of s f g] has_integral_eq by blast

lemma has_integral_cong:
assumes "\<And>x. x \<in> s \<Longrightarrow> f x = g x"
shows "(f has_integral i) s = (g has_integral i) s"
using has_integral_eq[of s f g] has_integral_eq[of s g f] assms
by auto

lemma integral_cong:
assumes "\<And>x. x \<in> s \<Longrightarrow> f x = g x"
shows "integral s f = integral s g"
unfolding integral_def
by (metis (full_types, hide_lams) assms has_integral_cong integrable_eq)

lemma integrable_on_cmult_left_iff [simp]:
assumes "c \<noteq> 0"
shows "(\<lambda>x. of_real c * f x) integrable_on s \<longleftrightarrow> f integrable_on s"
(is "?lhs = ?rhs")
proof
assume ?lhs
then have "(\<lambda>x. of_real (1 / c) * (of_real c * f x)) integrable_on s"
using integrable_cmul[of "\<lambda>x. of_real c * f x" s "1 / of_real c"]
by (simp add: scaleR_conv_of_real)
then have "(\<lambda>x. (of_real (1 / c) * of_real c * f x)) integrable_on s"
by (simp add: algebra_simps)
with \<open>c \<noteq> 0\<close> show ?rhs
by (metis (no_types, lifting) integrable_eq mult.left_neutral nonzero_divide_eq_eq of_real_1 of_real_mult)
qed (blast intro: integrable_on_cmult_left)

lemma integrable_on_cmult_right:
fixes f :: "_ \<Rightarrow> 'b :: {comm_ring,real_algebra_1,real_normed_vector}"
assumes "f integrable_on s"
shows "(\<lambda>x. f x * of_real c) integrable_on s"
using integrable_on_cmult_left [OF assms] by (simp add: mult.commute)

lemma integrable_on_cmult_right_iff [simp]:
fixes f :: "_ \<Rightarrow> 'b :: {comm_ring,real_algebra_1,real_normed_vector}"
assumes "c \<noteq> 0"
shows "(\<lambda>x. f x * of_real c) integrable_on s \<longleftrightarrow> f integrable_on s"
using integrable_on_cmult_left_iff [OF assms] by (simp add: mult.commute)

lemma integrable_on_cdivide:
fixes f :: "_ \<Rightarrow> 'b :: real_normed_field"
assumes "f integrable_on s"
shows "(\<lambda>x. f x / of_real c) integrable_on s"
by (simp add: integrable_on_cmult_right divide_inverse assms of_real_inverse [symmetric] del: of_real_inverse)

lemma integrable_on_cdivide_iff [simp]:
fixes f :: "_ \<Rightarrow> 'b :: real_normed_field"
assumes "c \<noteq> 0"
shows "(\<lambda>x. f x / of_real c) integrable_on s \<longleftrightarrow> f integrable_on s"
by (simp add: divide_inverse assms of_real_inverse [symmetric] del: of_real_inverse)

lemma has_integral_null [intro]:
assumes "content(cbox a b) = 0"
shows "(f has_integral 0) (cbox a b)"
proof -
have "gauge (\<lambda>x. ball x 1)"
by auto
moreover
{
fix e :: real
fix p
assume e: "e > 0"
assume p: "p tagged_division_of (cbox a b)"
have "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - 0) = 0"
unfolding norm_eq_zero diff_0_right
using setsum_content_null[OF assms(1) p, of f] .
then have "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - 0) < e"
using e by auto
}
ultimately show ?thesis
by (auto simp: has_integral)
qed

lemma has_integral_null_real [intro]:
assumes "content {a .. b::real} = 0"
shows "(f has_integral 0) {a .. b}"
by (metis assms box_real(2) has_integral_null)

lemma has_integral_null_eq[simp]: "content (cbox a b) = 0 \<Longrightarrow> (f has_integral i) (cbox a b) \<longleftrightarrow> i = 0"
by (auto simp add: has_integral_null dest!: integral_unique)

lemma integral_null [simp]: "content (cbox a b) = 0 \<Longrightarrow> integral (cbox a b) f = 0"
by (metis has_integral_null integral_unique)

lemma integrable_on_null [intro]: "content (cbox a b) = 0 \<Longrightarrow> f integrable_on (cbox a b)"
by (simp add: has_integral_integrable)

lemma has_integral_empty[intro]: "(f has_integral 0) {}"
by (simp add: has_integral_is_0)

lemma has_integral_empty_eq[simp]: "(f has_integral i) {} \<longleftrightarrow> i = 0"
by (auto simp add: has_integral_empty has_integral_unique)

lemma integrable_on_empty[intro]: "f integrable_on {}"
unfolding integrable_on_def by auto

lemma integral_empty[simp]: "integral {} f = 0"
by (rule integral_unique) (rule has_integral_empty)

lemma has_integral_refl[intro]:
fixes a :: "'a::euclidean_space"
shows "(f has_integral 0) (cbox a a)"
and "(f has_integral 0) {a}"
proof -
have *: "{a} = cbox a a"
apply (rule set_eqI)
unfolding mem_box singleton_iff euclidean_eq_iff[where 'a='a]
apply safe
prefer 3
apply (erule_tac x=b in ballE)
apply (auto simp add: field_simps)
done
show "(f has_integral 0) (cbox a a)" "(f has_integral 0) {a}"
unfolding *
apply (rule_tac[!] has_integral_null)
unfolding content_eq_0_interior
unfolding interior_cbox
using box_sing
apply auto
done
qed

lemma integrable_on_refl[intro]: "f integrable_on cbox a a"
unfolding integrable_on_def by auto

lemma integral_refl [simp]: "integral (cbox a a) f = 0"
by (rule integral_unique) auto

lemma integral_singleton [simp]: "integral {a} f = 0"
by auto

lemma integral_blinfun_apply:
assumes "f integrable_on s"
shows "integral s (\<lambda>x. blinfun_apply h (f x)) = blinfun_apply h (integral s f)"
by (subst integral_linear[symmetric, OF assms blinfun.bounded_linear_right]) (simp add: o_def)

lemma blinfun_apply_integral:
assumes "f integrable_on s"
shows "blinfun_apply (integral s f) x = integral s (\<lambda>y. blinfun_apply (f y) x)"
by (metis (no_types, lifting) assms blinfun.prod_left.rep_eq integral_blinfun_apply integral_cong)

lemma has_integral_componentwise_iff:
fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: euclidean_space"
shows "(f has_integral y) A \<longleftrightarrow> (\<forall>b\<in>Basis. ((\<lambda>x. f x \<bullet> b) has_integral (y \<bullet> b)) A)"
proof safe
fix b :: 'b assume "(f has_integral y) A"
from has_integral_linear[OF this(1) bounded_linear_component, of b]
show "((\<lambda>x. f x \<bullet> b) has_integral (y \<bullet> b)) A" by (simp add: o_def)
next
assume "(\<forall>b\<in>Basis. ((\<lambda>x. f x \<bullet> b) has_integral (y \<bullet> b)) A)"
hence "\<forall>b\<in>Basis. (((\<lambda>x. x *\<^sub>R b) \<circ> (\<lambda>x. f x \<bullet> b)) has_integral ((y \<bullet> b) *\<^sub>R b)) A"
by (intro ballI has_integral_linear) (simp_all add: bounded_linear_scaleR_left)
hence "((\<lambda>x. \<Sum>b\<in>Basis. (f x \<bullet> b) *\<^sub>R b) has_integral (\<Sum>b\<in>Basis. (y \<bullet> b) *\<^sub>R b)) A"
by (intro has_integral_setsum) (simp_all add: o_def)
thus "(f has_integral y) A" by (simp add: euclidean_representation)
qed

lemma has_integral_componentwise:
fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: euclidean_space"
shows "(\<And>b. b \<in> Basis \<Longrightarrow> ((\<lambda>x. f x \<bullet> b) has_integral (y \<bullet> b)) A) \<Longrightarrow> (f has_integral y) A"
by (subst has_integral_componentwise_iff) blast

lemma integrable_componentwise_iff:
fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: euclidean_space"
shows "f integrable_on A \<longleftrightarrow> (\<forall>b\<in>Basis. (\<lambda>x. f x \<bullet> b) integrable_on A)"
proof
assume "f integrable_on A"
then obtain y where "(f has_integral y) A" by (auto simp: integrable_on_def)
hence "(\<forall>b\<in>Basis. ((\<lambda>x. f x \<bullet> b) has_integral (y \<bullet> b)) A)"
by (subst (asm) has_integral_componentwise_iff)
thus "(\<forall>b\<in>Basis. (\<lambda>x. f x \<bullet> b) integrable_on A)" by (auto simp: integrable_on_def)
next
assume "(\<forall>b\<in>Basis. (\<lambda>x. f x \<bullet> b) integrable_on A)"
then obtain y where "\<forall>b\<in>Basis. ((\<lambda>x. f x \<bullet> b) has_integral y b) A"
unfolding integrable_on_def by (subst (asm) bchoice_iff) blast
hence "\<forall>b\<in>Basis. (((\<lambda>x. x *\<^sub>R b) \<circ> (\<lambda>x. f x \<bullet> b)) has_integral (y b *\<^sub>R b)) A"
by (intro ballI has_integral_linear) (simp_all add: bounded_linear_scaleR_left)
hence "((\<lambda>x. \<Sum>b\<in>Basis. (f x \<bullet> b) *\<^sub>R b) has_integral (\<Sum>b\<in>Basis. y b *\<^sub>R b)) A"
by (intro has_integral_setsum) (simp_all add: o_def)
thus "f integrable_on A" by (auto simp: integrable_on_def o_def euclidean_representation)
qed

lemma integrable_componentwise:
fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: euclidean_space"
shows "(\<And>b. b \<in> Basis \<Longrightarrow> (\<lambda>x. f x \<bullet> b) integrable_on A) \<Longrightarrow> f integrable_on A"
by (subst integrable_componentwise_iff) blast

lemma integral_componentwise:
fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: euclidean_space"
assumes "f integrable_on A"
shows "integral A f = (\<Sum>b\<in>Basis. integral A (\<lambda>x. (f x \<bullet> b) *\<^sub>R b))"
proof -
from assms have integrable: "\<forall>b\<in>Basis. (\<lambda>x. x *\<^sub>R b) \<circ> (\<lambda>x. (f x \<bullet> b)) integrable_on A"
by (subst (asm) integrable_componentwise_iff, intro integrable_linear ballI)
have "integral A f = integral A (\<lambda>x. \<Sum>b\<in>Basis. (f x \<bullet> b) *\<^sub>R b)"
by (simp add: euclidean_representation)
also from integrable have "\<dots> = (\<Sum>a\<in>Basis. integral A (\<lambda>x. (f x \<bullet> a) *\<^sub>R a))"
by (subst integral_setsum) (simp_all add: o_def)
finally show ?thesis .
qed

lemma integrable_component:
"f integrable_on A \<Longrightarrow> (\<lambda>x. f x \<bullet> (y :: 'b :: euclidean_space)) integrable_on A"
by (drule integrable_linear[OF _ bounded_linear_component[of y]]) (simp add: o_def)

subsection \<open>Cauchy-type criterion for integrability.\<close>

(* XXXXXXX *)
lemma integrable_cauchy:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::{real_normed_vector,complete_space}"
shows "f integrable_on cbox a b \<longleftrightarrow>
(\<forall>e>0.\<exists>d. gauge d \<and>
(\<forall>p1 p2. p1 tagged_division_of (cbox a b) \<and> d fine p1 \<and>
p2 tagged_division_of (cbox a b) \<and> d fine p2 \<longrightarrow>
norm (setsum (\<lambda>(x,k). content k *\<^sub>R f x) p1 -
setsum (\<lambda>(x,k). content k *\<^sub>R f x) p2) < e))"
(is "?l = (\<forall>e>0. \<exists>d. ?P e d)")
proof
assume ?l
then guess y unfolding integrable_on_def has_integral .. note y=this
show "\<forall>e>0. \<exists>d. ?P e d"
proof (clarify, goal_cases)
case (1 e)
then have "e/2 > 0" by auto
then guess d
apply -
apply (drule y[rule_format])
apply (elim exE conjE)
done
note d=this[rule_format]
show ?case
proof (rule_tac x=d in exI, clarsimp simp: d)
fix p1 p2
assume as: "p1 tagged_division_of (cbox a b)" "d fine p1"
"p2 tagged_division_of (cbox a b)" "d fine p2"
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"
apply (rule dist_triangle_half_l[where y=y,unfolded dist_norm])
using d(2)[OF conjI[OF as(1-2)]] d(2)[OF conjI[OF as(3-4)]] .
qed
qed
next
assume "\<forall>e>0. \<exists>d. ?P e d"
then have "\<forall>n::nat. \<exists>d. ?P (inverse(of_nat (n + 1))) d"
by auto
from choice[OF this] guess d .. note d=conjunctD2[OF this[rule_format],rule_format]
have "\<And>n. gauge (\<lambda>x. \<Inter>{d i x |i. i \<in> {0..n}})"
apply (rule gauge_inters)
using d(1)
apply auto
done
then have "\<forall>n. \<exists>p. p tagged_division_of (cbox a b) \<and> (\<lambda>x. \<Inter>{d i x |i. i \<in> {0..n}}) fine p"
by (meson fine_division_exists)
from choice[OF this] guess p .. note p = conjunctD2[OF this[rule_format]]
have dp: "\<And>i n. i\<le>n \<Longrightarrow> d i fine p n"
using p(2) unfolding fine_inters by auto
have "Cauchy (\<lambda>n. setsum (\<lambda>(x,k). content k *\<^sub>R (f x)) (p n))"
proof (rule CauchyI, goal_cases)
case (1 e)
then guess N unfolding real_arch_inverse[of e] .. note N=this
show ?case
apply (rule_tac x=N in exI)
proof clarify
fix m n
assume mn: "N \<le> m" "N \<le> n"
have *: "N = (N - 1) + 1" using N by auto
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"
apply (rule less_trans[OF _ N[THEN conjunct2,THEN conjunct2]])
apply(subst *)
using dp p(1) mn d(2) by auto
qed
qed
then guess y unfolding convergent_eq_cauchy[symmetric] .. note y=this[THEN LIMSEQ_D]
show ?l
unfolding integrable_on_def has_integral
proof (rule_tac x=y in exI, clarify)
fix e :: real
assume "e>0"
then have *:"e/2 > 0" by auto
then guess N1 unfolding real_arch_inverse[of "e/2"] .. note N1=this
then have N1': "N1 = N1 - 1 + 1"
by auto
guess N2 using y[OF *] .. note N2=this
have "gauge (d (N1 + N2))"
using d by auto
moreover
{
fix q
assume as: "q tagged_division_of (cbox a b)" "d (N1 + N2) fine q"
have *: "inverse (of_nat (N1 + N2 + 1)) < e / 2"
apply (rule less_trans)
using N1
apply auto
done
have "norm ((\<Sum>(x, k)\<in>q. content k *\<^sub>R f x) - y) < e"
apply (rule norm_triangle_half_r)
apply (rule less_trans[OF _ *])
apply (subst N1', rule d(2)[of "p (N1+N2)"])
using N1' as(1) as(2) dp
apply (simp add: \<open>\<forall>x. p x tagged_division_of cbox a b \<and> (\<lambda>xa. \<Inter>{d i xa |i. i \<in> {0..x}}) fine p x\<close>)
using N2 le_add2 by blast
}
ultimately show "\<exists>d. gauge d \<and>
(\<forall>p. p tagged_division_of (cbox a b) \<and> d fine p \<longrightarrow>
norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - y) < e)"
by (rule_tac x="d (N1 + N2)" in exI) auto
qed
qed

subsection \<open>Additivity of integral on abutting intervals.\<close>

lemma tagged_division_split_left_inj:
fixes x1 :: "'a::euclidean_space"
assumes d: "d tagged_division_of i"
and k12: "(x1, k1) \<in> d"
"(x2, k2) \<in> d"
"k1 \<noteq> k2"
"k1 \<inter> {x. x\<bullet>k \<le> c} = k2 \<inter> {x. x\<bullet>k \<le> c}"
"k \<in> Basis"
shows "content (k1 \<inter> {x. x\<bullet>k \<le> c}) = 0"
proof -
have *: "\<And>a b c. (a,b) \<in> c \<Longrightarrow> b \<in> snd ` c"
by force
show ?thesis
using k12
by (fastforce intro!:  division_split_left_inj[OF division_of_tagged_division[OF d]] *)
qed

lemma tagged_division_split_right_inj:
fixes x1 :: "'a::euclidean_space"
assumes d: "d tagged_division_of i"
and k12: "(x1, k1) \<in> d"
"(x2, k2) \<in> d"
"k1 \<noteq> k2"
"k1 \<inter> {x. x\<bullet>k \<ge> c} = k2 \<inter> {x. x\<bullet>k \<ge> c}"
"k \<in> Basis"
shows "content (k1 \<inter> {x. x\<bullet>k \<ge> c}) = 0"
proof -
have *: "\<And>a b c. (a,b) \<in> c \<Longrightarrow> b \<in> snd ` c"
by force
show ?thesis
using k12
by (fastforce intro!:  division_split_right_inj[OF division_of_tagged_division[OF d]] *)
qed

lemma has_integral_split:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
assumes fi: "(f has_integral i) (cbox a b \<inter> {x. x\<bullet>k \<le> c})"
and fj: "(f has_integral j) (cbox a b \<inter> {x. x\<bullet>k \<ge> c})"
and k: "k \<in> Basis"
shows "(f has_integral (i + j)) (cbox a b)"
proof (unfold has_integral, rule, rule, goal_cases)
case (1 e)
then have e: "e/2 > 0"
by auto
obtain d1
where d1: "gauge d1"
and d1norm:
"\<And>p. \<lbrakk>p tagged_division_of cbox a b \<inter> {x. x \<bullet> k \<le> c};
d1 fine p\<rbrakk> \<Longrightarrow> norm ((\<Sum>(x, k) \<in> p. content k *\<^sub>R f x) - i) < e / 2"
apply (rule has_integralD[OF fi[unfolded interval_split[OF k]] e])
apply (simp add: interval_split[symmetric] k)
done
obtain d2
where d2: "gauge d2"
and d2norm:
"\<And>p. \<lbrakk>p tagged_division_of cbox a b \<inter> {x. c \<le> x \<bullet> k};
d2 fine p\<rbrakk> \<Longrightarrow> norm ((\<Sum>(x, k) \<in> p. content k *\<^sub>R f x) - j) < e / 2"
apply (rule has_integralD[OF fj[unfolded interval_split[OF k]] e])
apply (simp add: interval_split[symmetric] k)
done
let ?d = "\<lambda>x. if x\<bullet>k = c then (d1 x \<inter> d2 x) else ball x \<bar>x\<bullet>k - c\<bar> \<inter> d1 x \<inter> d2 x"
have "gauge ?d"
using d1 d2 unfolding gauge_def by auto
then show ?case
proof (rule_tac x="?d" in exI, safe)
fix p
assume "p tagged_division_of (cbox a b)" "?d fine p"
note p = this tagged_division_ofD[OF this(1)]
have xk_le_c: "\<And>x kk. (x, kk) \<in> p \<Longrightarrow> kk \<inter> {x. x\<bullet>k \<le> c} \<noteq> {} \<Longrightarrow> x\<bullet>k \<le> c"
proof -
fix x kk
assume as: "(x, kk) \<in> p" and kk: "kk \<inter> {x. x\<bullet>k \<le> c} \<noteq> {}"
show "x\<bullet>k \<le> c"
proof (rule ccontr)
assume **: "\<not> ?thesis"
from this[unfolded not_le]
have "kk \<subseteq> ball x \<bar>x \<bullet> k - c\<bar>"
using p(2)[unfolded fine_def, rule_format,OF as] by auto
with kk obtain y where y: "y \<in> ball x \<bar>x \<bullet> k - c\<bar>" "y\<bullet>k \<le> c"
by blast
then have "\<bar>x \<bullet> k - y \<bullet> k\<bar> < \<bar>x \<bullet> k - c\<bar>"
using Basis_le_norm[OF k, of "x - y"]
by (auto simp add: dist_norm inner_diff_left intro: le_less_trans)
with y show False
using ** by (auto simp add: field_simps)
qed
qed
have xk_ge_c: "\<And>x kk. (x, kk) \<in> p \<Longrightarrow> kk \<inter> {x. x\<bullet>k \<ge> c} \<noteq> {} \<Longrightarrow> x\<bullet>k \<ge> c"
proof -
fix x kk
assume as: "(x, kk) \<in> p" and kk: "kk \<inter> {x. x\<bullet>k \<ge> c} \<noteq> {}"
show "x\<bullet>k \<ge> c"
proof (rule ccontr)
assume **: "\<not> ?thesis"
from this[unfolded not_le] have "kk \<subseteq> ball x \<bar>x \<bullet> k - c\<bar>"
using p(2)[unfolded fine_def,rule_format,OF as,unfolded split_conv] by auto
with kk obtain y where y: "y \<in> ball x \<bar>x \<bullet> k - c\<bar>" "y\<bullet>k \<ge> c"
by blast
then have "\<bar>x \<bullet> k - y \<bullet> k\<bar> < \<bar>x \<bullet> k - c\<bar>"
using Basis_le_norm[OF k, of "x - y"]
by (auto simp add: dist_norm inner_diff_left intro: le_less_trans)
with y show False
using ** by (auto simp add: field_simps)
qed
qed

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
have fin_finite: "finite {(x,f k) | x k. (x,k) \<in> s \<and> P x k}" if "finite s" for f s P
proof -
from that have "finite ((\<lambda>(x, k). (x, f k)) ` s)"
by auto
then show ?thesis
by (rule rev_finite_subset) auto
qed
{ fix g :: "'a set \<Rightarrow> 'a set"
fix i :: "'a \<times> 'a set"
assume "i \<in> (\<lambda>(x, k). (x, g k)) ` p - {(x, g k) |x k. (x, k) \<in> p \<and> g k \<noteq> {}}"
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
have "content (g k) = 0"
using xk using content_empty by auto
then have "(\<lambda>(x, k). content k *\<^sub>R f x) i = 0"
unfolding xk split_conv by auto
} note [simp] = this
have lem3: "\<And>g :: 'a set \<Rightarrow> 'a set. finite p \<Longrightarrow>
setsum (\<lambda>(x, k). content k *\<^sub>R f x) {(x,g k) |x k. (x,k) \<in> p \<and> g k \<noteq> {}} =
setsum (\<lambda>(x, k). content k *\<^sub>R f x) ((\<lambda>(x, k). (x, g k)) ` p)"
by (rule setsum.mono_neutral_left) auto
let ?M1 = "{(x, kk \<inter> {x. x\<bullet>k \<le> c}) |x kk. (x, kk) \<in> p \<and> kk \<inter> {x. x\<bullet>k \<le> c} \<noteq> {}}"
have d1_fine: "d1 fine ?M1"
by (force intro: fineI dest: fineD[OF p(2)] simp add: split: if_split_asm)
have "norm ((\<Sum>(x, k)\<in>?M1. content k *\<^sub>R f x) - i) < e/2"
proof (rule d1norm [OF tagged_division_ofI d1_fine])
show "finite ?M1"
by (rule fin_finite p(3))+
show "\<Union>{k. \<exists>x. (x, k) \<in> ?M1} = cbox a b \<inter> {x. x\<bullet>k \<le> c}"
unfolding p(8)[symmetric] by auto
fix x l
assume xl: "(x, l) \<in> ?M1"
then guess x' l' unfolding mem_Collect_eq unfolding prod.inject by (elim exE conjE) note xl'=this
show "x \<in> l" "l \<subseteq> cbox a b \<inter> {x. x \<bullet> k \<le> c}"
unfolding xl'
using p(4-6)[OF xl'(3)] using xl'(4)
using xk_le_c[OF xl'(3-4)] by auto
show "\<exists>a b. l = cbox a b"
unfolding xl'
using p(6)[OF xl'(3)]
by (fastforce simp add: interval_split[OF k,where c=c])
fix y r
let ?goal = "interior l \<inter> interior r = {}"
assume yr: "(y, r) \<in> ?M1"
then guess y' r' unfolding mem_Collect_eq unfolding prod.inject by (elim exE conjE) note yr'=this
assume as: "(x, l) \<noteq> (y, r)"
show "interior l \<inter> interior r = {}"
proof (cases "l' = r' \<longrightarrow> x' = y'")
case False
then show ?thesis
using p(7)[OF xl'(3) yr'(3)] using as unfolding xl' yr' by auto
next
case True
then have "l' \<noteq> r'"
using as unfolding xl' yr' by auto
then show ?thesis
using p(7)[OF xl'(3) yr'(3)] using as unfolding xl' yr' by auto
qed
qed
moreover
let ?M2 = "{(x,kk \<inter> {x. x\<bullet>k \<ge> c}) |x kk. (x,kk) \<in> p \<and> kk \<inter> {x. x\<bullet>k \<ge> c} \<noteq> {}}"
have d2_fine: "d2 fine ?M2"
by (force intro: fineI dest: fineD[OF p(2)] simp add: split: if_split_asm)
have "norm ((\<Sum>(x, k)\<in>?M2. content k *\<^sub>R f x) - j) < e/2"
proof (rule d2norm [OF tagged_division_ofI d2_fine])
show "finite ?M2"
by (rule fin_finite p(3))+
show "\<Union>{k. \<exists>x. (x, k) \<in> ?M2} = cbox a b \<inter> {x. x\<bullet>k \<ge> c}"
unfolding p(8)[symmetric] by auto
fix x l
assume xl: "(x, l) \<in> ?M2"
then guess x' l' unfolding mem_Collect_eq unfolding prod.inject by (elim exE conjE) note xl'=this
show "x \<in> l" "l \<subseteq> cbox a b \<inter> {x. x \<bullet> k \<ge> c}"
unfolding xl'
using p(4-6)[OF xl'(3)] xl'(4) xk_ge_c[OF xl'(3-4)]
by auto
show "\<exists>a b. l = cbox a b"
unfolding xl'
using p(6)[OF xl'(3)]
by (fastforce simp add: interval_split[OF k, where c=c])
fix y r
let ?goal = "interior l \<inter> interior r = {}"
assume yr: "(y, r) \<in> ?M2"
then guess y' r' unfolding mem_Collect_eq unfolding prod.inject by (elim exE conjE) note yr'=this
assume as: "(x, l) \<noteq> (y, r)"
show "interior l \<inter> interior r = {}"
proof (cases "l' = r' \<longrightarrow> x' = y'")
case False
then show ?thesis
using p(7)[OF xl'(3) yr'(3)] using as unfolding xl' yr' by auto
next
case True
then have "l' \<noteq> r'"
using as unfolding xl' yr' by auto
then show ?thesis
using p(7)[OF xl'(3) yr'(3)] using as unfolding xl' yr' by auto
qed
qed
ultimately
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"
using norm_add_less by blast
also {
have eq0: "\<And>x y. x = (0::real) \<Longrightarrow> x *\<^sub>R (y::'b) = 0"
using scaleR_zero_left by auto
have cont_eq: "\<And>g. (\<lambda>(x,l). content l *\<^sub>R f x) \<circ> (\<lambda>(x,l). (x,g l)) = (\<lambda>(x,l). content (g l) *\<^sub>R f x)"
by auto
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) =
(\<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
also have "\<dots> = (\<Sum>(x, ka)\<in>p. content (ka \<inter> {x. x \<bullet> k \<le> c}) *\<^sub>R f x) +
(\<Sum>(x, ka)\<in>p. content (ka \<inter> {x. c \<le> x \<bullet> k}) *\<^sub>R f x) - (i + j)"
unfolding lem3[OF p(3)]
by (subst setsum.reindex_nontrivial[OF p(3)], auto intro!: k eq0 tagged_division_split_left_inj[OF p(1)] tagged_division_split_right_inj[OF p(1)]
simp: cont_eq)+
also note setsum.distrib[symmetric]
also have "\<And>x. x \<in> p \<Longrightarrow>
(\<lambda>(x,ka). content (ka \<inter> {x. x \<bullet> k \<le> c}) *\<^sub>R f x) x +
(\<lambda>(x,ka). content (ka \<inter> {x. c \<le> x \<bullet> k}) *\<^sub>R f x) x =
(\<lambda>(x,ka). content ka *\<^sub>R f x) x"
proof clarify
fix a b
assume "(a, b) \<in> p"
from p(6)[OF this] guess u v by (elim exE) note uv=this
then show "content (b \<inter> {x. x \<bullet> k \<le> c}) *\<^sub>R f a + content (b \<inter> {x. c \<le> x \<bullet> k}) *\<^sub>R f a =
content b *\<^sub>R f a"
unfolding scaleR_left_distrib[symmetric]
unfolding uv content_split[OF k,of u v c]
by auto
qed
note setsum.cong [OF _ this]
finally have "(\<Sum>(x, k)\<in>{(x, kk \<inter> {x. x \<bullet> k \<le> c}) |x kk. (x, kk) \<in> p \<and> kk \<inter> {x. x \<bullet> k \<le> c} \<noteq> {}}. content k *\<^sub>R f x) - i +
((\<Sum>(x, k)\<in>{(x, kk \<inter> {x. c \<le> x \<bullet> k}) |x kk. (x, kk) \<in> p \<and> kk \<inter> {x. c \<le> x \<bullet> k} \<noteq> {}}. content k *\<^sub>R f x) - j) =
(\<Sum>(x, ka)\<in>p. content ka *\<^sub>R f x) - (i + j)"
by auto
}
finally show "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - (i + j)) < e"
by auto
qed
qed

subsection \<open>A sort of converse, integrability on subintervals.\<close>

lemma tagged_division_union_interval:
fixes a :: "'a::euclidean_space"
assumes "p1 tagged_division_of (cbox a b \<inter> {x. x\<bullet>k \<le> (c::real)})"
and "p2 tagged_division_of (cbox a b \<inter> {x. x\<bullet>k \<ge> c})"
and k: "k \<in> Basis"
shows "(p1 \<union> p2) tagged_division_of (cbox a b)"
proof -
have *: "cbox a b = (cbox a b \<inter> {x. x\<bullet>k \<le> c}) \<union> (cbox a b \<inter> {x. x\<bullet>k \<ge> c})"
by auto
show ?thesis
apply (subst *)
apply (rule tagged_division_union[OF assms(1-2)])
unfolding interval_split[OF k] interior_cbox
using k
apply (auto simp add: box_def elim!: ballE[where x=k])
done
qed

lemma tagged_division_union_interval_real:
fixes a :: real
assumes "p1 tagged_division_of ({a .. b} \<inter> {x. x\<bullet>k \<le> (c::real)})"
and "p2 tagged_division_of ({a .. b} \<inter> {x. x\<bullet>k \<ge> c})"
and k: "k \<in> Basis"
shows "(p1 \<union> p2) tagged_division_of {a .. b}"
using assms
unfolding box_real[symmetric]
by (rule tagged_division_union_interval)

lemma has_integral_separate_sides:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
assumes "(f has_integral i) (cbox a b)"
and "e > 0"
and k: "k \<in> Basis"
obtains d where "gauge d"
"\<forall>p1 p2. p1 tagged_division_of (cbox a b \<inter> {x. x\<bullet>k \<le> c}) \<and> d fine p1 \<and>
p2 tagged_division_of (cbox a b \<inter> {x. x\<bullet>k \<ge> c}) \<and> d fine p2 \<longrightarrow>
norm ((setsum (\<lambda>(x,k). content k *\<^sub>R f x) p1 + setsum (\<lambda>(x,k). content k *\<^sub>R f x) p2) - i) < e"
proof -
guess d using has_integralD[OF assms(1-2)] . note d=this
{ fix p1 p2
assume "p1 tagged_division_of (cbox a b) \<inter> {x. x \<bullet> k \<le> c}" "d fine p1"
note p1=tagged_division_ofD[OF this(1)] this
assume "p2 tagged_division_of (cbox a b) \<inter> {x. c \<le> x \<bullet> k}" "d fine p2"
note p2=tagged_division_ofD[OF this(1)] this
note tagged_division_union_interval[OF p1(7) p2(7)] note p12 = tagged_division_ofD[OF this] this
{ fix a b
assume ab: "(a, b) \<in> p1 \<inter> p2"
have "(a, b) \<in> p1"
using ab by auto
with p1 obtain u v where uv: "b = cbox u v" by auto
have "b \<subseteq> {x. x\<bullet>k = c}"
using ab p1(3)[of a b] p2(3)[of a b] by fastforce
moreover
have "interior {x::'a. x \<bullet> k = c} = {}"
proof (rule ccontr)
assume "\<not> ?thesis"
then obtain x where x: "x \<in> interior {x::'a. x\<bullet>k = c}"
by auto
then guess e unfolding mem_interior .. note e=this
have x: "x\<bullet>k = c"
using x interior_subset by fastforce
have *: "\<And>i. i \<in> Basis \<Longrightarrow> \<bar>(x - (x + (e / 2) *\<^sub>R k)) \<bullet> i\<bar> = (if i = k then e/2 else 0)"
using e k by (auto simp: inner_simps inner_not_same_Basis)
have "(\<Sum>i\<in>Basis. \<bar>(x - (x + (e / 2 ) *\<^sub>R k)) \<bullet> i\<bar>) =
(\<Sum>i\<in>Basis. (if i = k then e / 2 else 0))"
using "*" by (blast intro: setsum.cong)
also have "\<dots> < e"
apply (subst setsum.delta)
using e
apply auto
done
finally have "x + (e/2) *\<^sub>R k \<in> ball x e"
unfolding mem_ball dist_norm by(rule le_less_trans[OF norm_le_l1])
then have "x + (e/2) *\<^sub>R k \<in> {x. x\<bullet>k = c}"
using e by auto
then show False
unfolding mem_Collect_eq using e x k by (auto simp: inner_simps)
qed
ultimately have "content b = 0"
unfolding uv content_eq_0_interior
using interior_mono by blast
then have "content b *\<^sub>R f a = 0"
by auto
}
then 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)"
by (subst setsum.union_inter_neutral) (auto simp: p1 p2)
also have "\<dots> < e"
by (rule k d(2) p12 fine_union p1 p2)+
finally 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) < e" .
}
then show ?thesis
by (auto intro: that[of d] d elim: )
qed

lemma integrable_split[intro]:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::{real_normed_vector,complete_space}"
assumes "f integrable_on cbox a b"
and k: "k \<in> Basis"
shows "f integrable_on (cbox a b \<inter> {x. x\<bullet>k \<le> c})" (is ?t1)
and "f integrable_on (cbox a b \<inter> {x. x\<bullet>k \<ge> c})" (is ?t2)
proof -
guess y using assms(1) unfolding integrable_on_def .. note y=this
define b' where "b' = (\<Sum>i\<in>Basis. (if i = k then min (b\<bullet>k) c else b\<bullet>i)*\<^sub>R i)"
define a' where "a' = (\<Sum>i\<in>Basis. (if i = k then max (a\<bullet>k) c else a\<bullet>i)*\<^sub>R i)"
show ?t1 ?t2
unfolding interval_split[OF k] integrable_cauchy
unfolding interval_split[symmetric,OF k]
proof (rule_tac[!] allI impI)+
fix e :: real
assume "e > 0"
then have "e/2>0"
by auto
from has_integral_separate_sides[OF y this k,of c] guess d . note d=this[rule_format]
let ?P = "\<lambda>A. \<exists>d. gauge d \<and> (\<forall>p1 p2. p1 tagged_division_of (cbox a b) \<inter> A \<and> d fine p1 \<and>
p2 tagged_division_of (cbox a b) \<inter> A \<and> d fine p2 \<longrightarrow>
norm ((\<Sum>(x, k)\<in>p1. content k *\<^sub>R f x) - (\<Sum>(x, k)\<in>p2. content k *\<^sub>R f x)) < e)"
show "?P {x. x \<bullet> k \<le> c}"
proof (rule_tac x=d in exI, clarsimp simp add: d)
fix p1 p2
assume as: "p1 tagged_division_of (cbox a b) \<inter> {x. x \<bullet> k \<le> c}" "d fine p1"
"p2 tagged_division_of (cbox a b) \<inter> {x. x \<bullet> k \<le> c}" "d fine p2"
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"
proof (rule fine_division_exists[OF d(1), of a' b] )
fix p
assume "p tagged_division_of cbox a' b" "d fine p"
then show ?thesis
using as norm_triangle_half_l[OF d(2)[of p1 p] d(2)[of p2 p]]
unfolding interval_split[OF k] b'_def[symmetric] a'_def[symmetric]
by (auto simp add: algebra_simps)
qed
qed
show "?P {x. x \<bullet> k \<ge> c}"
proof (rule_tac x=d in exI, clarsimp simp add: d)
fix p1 p2
assume as: "p1 tagged_division_of (cbox a b) \<inter> {x. x \<bullet> k \<ge> c}" "d fine p1"
"p2 tagged_division_of (cbox a b) \<inter> {x. x \<bullet> k \<ge> c}" "d fine p2"
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"
proof (rule fine_division_exists[OF d(1), of a b'] )
fix p
assume "p tagged_division_of cbox a b'" "d fine p"
then show ?thesis
using as norm_triangle_half_l[OF d(2)[of p p1] d(2)[of p p2]]
unfolding interval_split[OF k] b'_def[symmetric] a'_def[symmetric]
by (auto simp add: algebra_simps)
qed
qed
qed
qed

lemma operative_integral:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
shows "comm_monoid.operative (lift_option op +) (Some 0)
(\<lambda>i. if f integrable_on i then Some (integral i f) else None)"
proof -
interpret comm_monoid "lift_option plus" "Some (0::'b)"
by (rule comm_monoid_lift_option)
show ?thesis
proof (unfold operative_def, safe)
fix a b c
fix k :: 'a
assume k: "k \<in> Basis"
show "(if f integrable_on cbox a b then Some (integral (cbox a b) f) else None) =
lift_option op + (if f integrable_on cbox a b \<inter> {x. x \<bullet> k \<le> c} then Some (integral (cbox a b \<inter> {x. x \<bullet> k \<le> c}) f) else None)
(if f integrable_on cbox a b \<inter> {x. c \<le> x \<bullet> k} then Some (integral (cbox a b \<inter> {x. c \<le> x \<bullet> k}) f) else None)"
proof (cases "f integrable_on cbox a b")
case True
with k show ?thesis
apply (simp add: integrable_split)
apply (rule integral_unique [OF has_integral_split[OF _ _ k]])
apply (auto intro: integrable_integral)
done
next
case False
have "\<not> (f integrable_on cbox a b \<inter> {x. x \<bullet> k \<le> c}) \<or> \<not> ( f integrable_on cbox a b \<inter> {x. c \<le> x \<bullet> k})"
proof (rule ccontr)
assume "\<not> ?thesis"
then have "f integrable_on cbox a b"
unfolding integrable_on_def
apply (rule_tac x="integral (cbox a b \<inter> {x. x \<bullet> k \<le> c}) f + integral (cbox a b \<inter> {x. x \<bullet> k \<ge> c}) f" in exI)
apply (rule has_integral_split[OF _ _ k])
apply (auto intro: integrable_integral)
done
then show False
using False by auto
qed
then show ?thesis
using False by auto
qed
next
fix a b :: 'a
assume "content (cbox a b) = 0"
then show "(if f integrable_on cbox a b then Some (integral (cbox a b) f) else None) = Some 0"
using has_integral_null_eq
by (auto simp: integrable_on_null)
qed
qed

subsection \<open>Finally, the integral of a constant\<close>

lemma has_integral_const [intro]:
fixes a b :: "'a::euclidean_space"
shows "((\<lambda>x. c) has_integral (content (cbox a b) *\<^sub>R c)) (cbox a b)"
apply (auto intro!: exI [where x="\<lambda>x. ball x 1"] simp: split_def has_integral)
apply (subst scaleR_left.setsum[symmetric, unfolded o_def])
apply (subst additive_content_tagged_division[unfolded split_def])
apply auto
done

lemma has_integral_const_real [intro]:
fixes a b :: real
shows "((\<lambda>x. c) has_integral (content {a .. b} *\<^sub>R c)) {a .. b}"
by (metis box_real(2) has_integral_const)

lemma integral_const [simp]:
fixes a b :: "'a::euclidean_space"
shows "integral (cbox a b) (\<lambda>x. c) = content (cbox a b) *\<^sub>R c"
by (rule integral_unique) (rule has_integral_const)

lemma integral_const_real [simp]:
fixes a b :: real
shows "integral {a .. b} (\<lambda>x. c) = content {a .. b} *\<^sub>R c"
by (metis box_real(2) integral_const)

subsection \<open>Bounds on the norm of Riemann sums and the integral itself.\<close>

lemma dsum_bound:
assumes "p division_of (cbox a b)"
and "norm c \<le> e"
shows "norm (setsum (\<lambda>l. content l *\<^sub>R c) p) \<le> e * content(cbox a b)"
proof -
have sumeq: "(\<Sum>i\<in>p. \<bar>content i\<bar>) = setsum content p"
apply (rule setsum.cong)
using assms
apply simp
apply (metis abs_of_nonneg assms(1) content_pos_le division_ofD(4))
done
have e: "0 \<le> e"
using assms(2) norm_ge_zero order_trans by blast
have "norm (setsum (\<lambda>l. content l *\<^sub>R c) p) \<le> (\<Sum>i\<in>p. norm (content i *\<^sub>R c))"
using norm_setsum by blast
also have "...  \<le> e * (\<Sum>i\<in>p. \<bar>content i\<bar>)"
apply (simp add: setsum_right_distrib[symmetric] mult.commute)
using assms(2) mult_right_mono by blast
also have "... \<le> e * content (cbox a b)"
apply (rule mult_left_mono [OF _ e])
apply (simp add: sumeq)
using additive_content_division assms(1) eq_iff apply blast
done
finally show ?thesis .
qed

lemma rsum_bound:
assumes p: "p tagged_division_of (cbox a b)"
and "\<forall>x\<in>cbox a b. norm (f x) \<le> e"
shows "norm (setsum (\<lambda>(x,k). content k *\<^sub>R f x) p) \<le> e * content (cbox a b)"
proof (cases "cbox a b = {}")
case True show ?thesis
using p unfolding True tagged_division_of_trivial by auto
next
case False
then have e: "e \<ge> 0"
by (meson ex_in_conv assms(2) norm_ge_zero order_trans)
have setsum_le: "setsum (content \<circ> snd) p \<le> content (cbox a b)"
unfolding additive_content_tagged_division[OF p, symmetric] split_def
by (auto intro: eq_refl)
have con: "\<And>xk. xk \<in> p \<Longrightarrow> 0 \<le> content (snd xk)"
using tagged_division_ofD(4) [OF p] content_pos_le
by force
have norm: "\<And>xk. xk \<in> p \<Longrightarrow> norm (f (fst xk)) \<le> e"
unfolding fst_conv using tagged_division_ofD(2,3)[OF p] assms
by (metis prod.collapse subset_eq)
have "norm (setsum (\<lambda>(x,k). content k *\<^sub>R f x) p) \<le> (\<Sum>i\<in>p. norm (case i of (x, k) \<Rightarrow> content k *\<^sub>R f x))"
by (rule norm_setsum)
also have "...  \<le> e * content (cbox a b)"
unfolding split_def norm_scaleR
apply (rule order_trans[OF setsum_mono])
apply (rule mult_left_mono[OF _ abs_ge_zero, of _ e])
apply (metis norm)
unfolding setsum_left_distrib[symmetric]
using con setsum_le
apply (auto simp: mult.commute intro: mult_left_mono [OF _ e])
done
finally show ?thesis .
qed

lemma rsum_diff_bound:
assumes "p tagged_division_of (cbox a b)"
and "\<forall>x\<in>cbox a b. norm (f x - g x) \<le> e"
shows "norm (setsum (\<lambda>(x,k). content k *\<^sub>R f x) p - setsum (\<lambda>(x,k). content k *\<^sub>R g x) p) \<le>
e * content (cbox a b)"
apply (rule order_trans[OF _ rsum_bound[OF assms]])
apply (simp add: split_def scaleR_diff_right setsum_subtractf eq_refl)
done

lemma has_integral_bound:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
assumes "0 \<le> B"
and "(f has_integral i) (cbox a b)"
and "\<forall>x\<in>cbox a b. norm (f x) \<le> B"
shows "norm i \<le> B * content (cbox a b)"
proof (rule ccontr)
assume "\<not> ?thesis"
then have *: "norm i - B * content (cbox a b) > 0"
by auto
from assms(2)[unfolded has_integral,rule_format,OF *]
guess d by (elim exE conjE) note d=this[rule_format]
from fine_division_exists[OF this(1), of a b] guess p . note p=this
have *: "\<And>s B. norm s \<le> B \<Longrightarrow> \<not> norm (s - i) < norm i - B"
unfolding not_less
by (metis norm_triangle_sub[of i] add.commute le_less_trans less_diff_eq linorder_not_le norm_minus_commute)
show False
using d(2)[OF conjI[OF p]] *[OF rsum_bound[OF p(1) assms(3)]] by auto
qed

corollary has_integral_bound_real:
fixes f :: "real \<Rightarrow> 'b::real_normed_vector"
assumes "0 \<le> B"
and "(f has_integral i) {a .. b}"
and "\<forall>x\<in>{a .. b}. norm (f x) \<le> B"
shows "norm i \<le> B * content {a .. b}"
by (metis assms box_real(2) has_integral_bound)

corollary integrable_bound:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
assumes "0 \<le> B"
and "f integrable_on (cbox a b)"
and "\<And>x. x\<in>cbox a b \<Longrightarrow> norm (f x) \<le> B"
shows "norm (integral (cbox a b) f) \<le> B * content (cbox a b)"
by (metis integrable_integral has_integral_bound assms)

subsection \<open>Similar theorems about relationship among components.\<close>

lemma rsum_component_le:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
assumes "p tagged_division_of (cbox a b)"
and "\<forall>x\<in>cbox a b. (f x)\<bullet>i \<le> (g x)\<bullet>i"
shows "(setsum (\<lambda>(x,k). content k *\<^sub>R f x) p)\<bullet>i \<le> (setsum (\<lambda>(x,k). content k *\<^sub>R g x) p)\<bullet>i"
unfolding inner_setsum_left
proof (rule setsum_mono, clarify)
fix a b
assume ab: "(a, b) \<in> p"
note tagged = tagged_division_ofD(2-4)[OF assms(1) ab]
from this(3) guess u v by (elim exE) note b=this
show "(content b *\<^sub>R f a) \<bullet> i \<le> (content b *\<^sub>R g a) \<bullet> i"
unfolding b inner_simps real_scaleR_def
apply (rule mult_left_mono)
using assms(2) tagged
by (auto simp add: content_pos_le)
qed

lemma has_integral_component_le:
fixes f g :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
assumes k: "k \<in> Basis"
assumes "(f has_integral i) s" "(g has_integral j) s"
and "\<forall>x\<in>s. (f x)\<bullet>k \<le> (g x)\<bullet>k"
shows "i\<bullet>k \<le> j\<bullet>k"
proof -
have lem: "i\<bullet>k \<le> j\<bullet>k"
if f_i: "(f has_integral i) (cbox a b)"
and g_j: "(g has_integral j) (cbox a b)"
and le: "\<forall>x\<in>cbox a b. (f x)\<bullet>k \<le> (g x)\<bullet>k"
for a b i and j :: 'b and f g :: "'a \<Rightarrow> 'b"
proof (rule ccontr)
assume "\<not> ?thesis"
then have *: "0 < (i\<bullet>k - j\<bullet>k) / 3"
by auto
guess d1 using f_i[unfolded has_integral,rule_format,OF *] by (elim exE conjE) note d1=this[rule_format]
guess d2 using g_j[unfolded has_integral,rule_format,OF *] by (elim exE conjE) note d2=this[rule_format]
obtain p where p: "p tagged_division_of cbox a b" "d1 fine p" "d2 fine p"
using fine_division_exists[OF gauge_inter[OF d1(1) d2(1)], of a b] unfolding fine_inter
by metis
note le_less_trans[OF Basis_le_norm[OF k]]
then have "\<bar>((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - i) \<bullet> k\<bar> < (i \<bullet> k - j \<bullet> k) / 3"
"\<bar>((\<Sum>(x, k)\<in>p. content k *\<^sub>R g x) - j) \<bullet> k\<bar> < (i \<bullet> k - j \<bullet> k) / 3"
using  k norm_bound_Basis_lt d1 d2 p
by blast+
then show False
unfolding inner_simps
using rsum_component_le[OF p(1) le]
by (simp add: abs_real_def split: if_split_asm)
qed
show ?thesis
proof (cases "\<exists>a b. s = cbox a b")
case True
with lem assms show ?thesis
by auto
next
case False
show ?thesis
proof (rule ccontr)
assume "\<not> i\<bullet>k \<le> j\<bullet>k"
then have ij: "(i\<bullet>k - j\<bullet>k) / 3 > 0"
by auto
note has_integral_altD[OF _ False this]
from this[OF assms(2)] this[OF assms(3)] guess B1 B2 . note B=this[rule_format]
have "bounded (ball 0 B1 \<union> ball (0::'a) B2)"
unfolding bounded_Un by(rule conjI bounded_ball)+
from bounded_subset_cbox[OF this] guess a b by (elim exE)
note ab = conjunctD2[OF this[unfolded Un_subset_iff]]
guess w1 using B(2)[OF ab(1)] .. note w1=conjunctD2[OF this]
guess w2 using B(4)[OF ab(2)] .. note w2=conjunctD2[OF this]
have *: "\<And>w1 w2 j i::real .\<bar>w1 - i\<bar> < (i - j) / 3 \<Longrightarrow> \<bar>w2 - j\<bar> < (i - j) / 3 \<Longrightarrow> w1 \<le> w2 \<Longrightarrow> False"
by (simp add: abs_real_def split: if_split_asm)
note le_less_trans[OF Basis_le_norm[OF k]]
note this[OF w1(2)] this[OF w2(2)]
moreover
have "w1\<bullet>k \<le> w2\<bullet>k"
by (rule lem[OF w1(1) w2(1)]) (simp add: assms(4))
ultimately show False
unfolding inner_simps by(rule *)
qed
qed
qed

lemma integral_component_le:
fixes g f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
assumes "k \<in> Basis"
and "f integrable_on s" "g integrable_on s"
and "\<forall>x\<in>s. (f x)\<bullet>k \<le> (g x)\<bullet>k"
shows "(integral s f)\<bullet>k \<le> (integral s g)\<bullet>k"
apply (rule has_integral_component_le)
using integrable_integral assms
apply auto
done

lemma has_integral_component_nonneg:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
assumes "k \<in> Basis"
and "(f has_integral i) s"
and "\<forall>x\<in>s. 0 \<le> (f x)\<bullet>k"
shows "0 \<le> i\<bullet>k"
using has_integral_component_le[OF assms(1) has_integral_0 assms(2)]
using assms(3-)
by auto

lemma integral_component_nonneg:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
assumes "k \<in> Basis"
and  "\<forall>x\<in>s. 0 \<le> (f x)\<bullet>k"
shows "0 \<le> (integral s f)\<bullet>k"
proof (cases "f integrable_on s")
case True show ?thesis
apply (rule has_integral_component_nonneg)
using assms True
apply auto
done
next
case False then show ?thesis by (simp add: not_integrable_integral)
qed

lemma has_integral_component_neg:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
assumes "k \<in> Basis"
and "(f has_integral i) s"
and "\<forall>x\<in>s. (f x)\<bullet>k \<le> 0"
shows "i\<bullet>k \<le> 0"
using has_integral_component_le[OF assms(1,2) has_integral_0] assms(2-)
by auto

lemma has_integral_component_lbound:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
assumes "(f has_integral i) (cbox a b)"
and "\<forall>x\<in>cbox a b. B \<le> f(x)\<bullet>k"
and "k \<in> Basis"
shows "B * content (cbox a b) \<le> i\<bullet>k"
using has_integral_component_le[OF assms(3) has_integral_const assms(1),of "(\<Sum>i\<in>Basis. B *\<^sub>R i)::'b"] assms(2-)
by (auto simp add: field_simps)

lemma has_integral_component_ubound:
fixes f::"'a::euclidean_space => 'b::euclidean_space"
assumes "(f has_integral i) (cbox a b)"
and "\<forall>x\<in>cbox a b. f x\<bullet>k \<le> B"
and "k \<in> Basis"
shows "i\<bullet>k \<le> B * content (cbox a b)"
using has_integral_component_le[OF assms(3,1) has_integral_const, of "\<Sum>i\<in>Basis. B *\<^sub>R i"] assms(2-)
by (auto simp add: field_simps)

lemma integral_component_lbound:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
assumes "f integrable_on cbox a b"
and "\<forall>x\<in>cbox a b. B \<le> f(x)\<bullet>k"
and "k \<in> Basis"
shows "B * content (cbox a b) \<le> (integral(cbox a b) f)\<bullet>k"
apply (rule has_integral_component_lbound)
using assms
unfolding has_integral_integral
apply auto
done

lemma integral_component_lbound_real:
assumes "f integrable_on {a ::real .. b}"
and "\<forall>x\<in>{a .. b}. B \<le> f(x)\<bullet>k"
and "k \<in> Basis"
shows "B * content {a .. b} \<le> (integral {a .. b} f)\<bullet>k"
using assms
by (metis box_real(2) integral_component_lbound)

lemma integral_component_ubound:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
assumes "f integrable_on cbox a b"
and "\<forall>x\<in>cbox a b. f x\<bullet>k \<le> B"
and "k \<in> Basis"
shows "(integral (cbox a b) f)\<bullet>k \<le> B * content (cbox a b)"
apply (rule has_integral_component_ubound)
using assms
unfolding has_integral_integral
apply auto
done

lemma integral_component_ubound_real:
fixes f :: "real \<Rightarrow> 'a::euclidean_space"
assumes "f integrable_on {a .. b}"
and "\<forall>x\<in>{a .. b}. f x\<bullet>k \<le> B"
and "k \<in> Basis"
shows "(integral {a .. b} f)\<bullet>k \<le> B * content {a .. b}"
using assms
by (metis box_real(2) integral_component_ubound)

subsection \<open>Uniform limit of integrable functions is integrable.\<close>

lemma real_arch_invD:
"0 < (e::real) \<Longrightarrow> (\<exists>n::nat. n \<noteq> 0 \<and> 0 < inverse (real n) \<and> inverse (real n) < e)"
by (subst(asm) real_arch_inverse)

lemma integrable_uniform_limit:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
assumes "\<forall>e>0. \<exists>g. (\<forall>x\<in>cbox a b. norm (f x - g x) \<le> e) \<and> g integrable_on cbox a b"
shows "f integrable_on cbox a b"
proof (cases "content (cbox a b) > 0")
case False then show ?thesis
using has_integral_null
by (simp add: content_lt_nz integrable_on_def)
next
case True
have *: "\<And>P. \<forall>e>(0::real). P e \<Longrightarrow> \<forall>n::nat. P (inverse (real n + 1))"
by auto
from choice[OF *[OF assms]] guess g .. note g=conjunctD2[OF this[rule_format],rule_format]
from choice[OF allI[OF g(2)[unfolded integrable_on_def], of "\<lambda>x. x"]]
obtain i where i: "\<And>x. (g x has_integral i x) (cbox a b)"
by auto
have "Cauchy i"
unfolding Cauchy_def
proof clarify
fix e :: real
assume "e>0"
then have "e / 4 / content (cbox a b) > 0"
using True by (auto simp add: field_simps)
then obtain M :: nat
where M: "M \<noteq> 0" "0 < inverse (real_of_nat M)" "inverse (of_nat M) < e / 4 / content (cbox a b)"
by (subst (asm) real_arch_inverse) auto
show "\<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. dist (i m) (i n) < e"
proof (rule exI [where x=M], clarify)
fix m n
assume m: "M \<le> m" and n: "M \<le> n"
have "e/4>0" using \<open>e>0\<close> by auto
note * = i[unfolded has_integral,rule_format,OF this]
from *[of m] guess gm by (elim conjE exE) note gm=this[rule_format]
from *[of n] guess gn by (elim conjE exE) note gn=this[rule_format]
from fine_division_exists[OF gauge_inter[OF gm(1) gn(1)], of a b]
obtain p where p: "p tagged_division_of cbox a b" "(\<lambda>x. gm x \<inter> gn x) fine p"
by auto
{ fix s1 s2 i1 and i2::'b
assume no: "norm(s2 - s1) \<le> e/2" "norm (s1 - i1) < e/4" "norm (s2 - i2) < e/4"
have "norm (i1 - i2) \<le> norm (i1 - s1) + norm (s1 - s2) + norm (s2 - i2)"
using norm_triangle_ineq[of "i1 - s1" "s1 - i2"]
using norm_triangle_ineq[of "s1 - s2" "s2 - i2"]
by (auto simp add: algebra_simps)
also have "\<dots> < e"
using no
unfolding norm_minus_commute
by (auto simp add: algebra_simps)
finally have "norm (i1 - i2) < e" .
} note triangle3 = this
have finep: "gm fine p" "gn fine p"
using fine_inter p  by auto
{ fix x
assume x: "x \<in> cbox a b"
have "norm (f x - g n x) + norm (f x - g m x) \<le> inverse (real n + 1) + inverse (real m + 1)"
using g(1)[OF x, of n] g(1)[OF x, of m] by auto
also have "\<dots> \<le> inverse (real M) + inverse (real M)"
using M(2) m n by auto
also have "\<dots> = 2 / real M"
unfolding divide_inverse by auto
finally have "norm (g n x - g m x) \<le> 2 / real M"
using norm_triangle_le[of "g n x - f x" "f x - g m x" "2 / real M"]
by (auto simp add: algebra_simps simp add: norm_minus_commute)
} note norm_le = this
have le_e2: "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R g n x) - (\<Sum>(x, k)\<in>p. content k *\<^sub>R g m x)) \<le> e / 2"
apply (rule order_trans [OF rsum_diff_bound[OF p(1), where e="2 / real M"]])
apply (blast intro: norm_le)
using M True
by (auto simp add: field_simps)
then show "dist (i m) (i n) < e"
unfolding dist_norm
using gm gn p finep
by (auto intro!: triangle3)
qed
qed
then obtain s where s: "i \<longlonglongrightarrow> s"
using convergent_eq_cauchy[symmetric] by blast
show ?thesis
unfolding integrable_on_def has_integral
proof (rule_tac x=s in exI, clarify)
fix e::real
assume e: "0 < e"
then have *: "e/3 > 0" by auto
then obtain N1 where N1: "\<forall>n\<ge>N1. norm (i n - s) < e / 3"
using LIMSEQ_D [OF s] by metis
from e True have "e / 3 / content (cbox a b) > 0"
by (auto simp add: field_simps)
from real_arch_invD[OF this] guess N2 by (elim exE conjE) note N2=this
from i[of "N1 + N2",unfolded has_integral,rule_format,OF *] guess g' .. note g'=conjunctD2[OF this,rule_format]
{ fix sf sg i
assume no: "norm (sf - sg) \<le> e / 3"
"norm(i - s) < e / 3"
"norm (sg - i) < e / 3"
have "norm (sf - s) \<le> norm (sf - sg) + norm (sg - i) + norm (i - s)"
using norm_triangle_ineq[of "sf - sg" "sg - s"]
using norm_triangle_ineq[of "sg -  i" " i - s"]
by (auto simp add: algebra_simps)
also have "\<dots> < e"
using no
unfolding norm_minus_commute
by (auto simp add: algebra_simps)
finally have "norm (sf - s) < e" .
} note lem = this
{ fix p
assume p: "p tagged_division_of (cbox a b) \<and> g' fine p"
then have norm_less: "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R g (N1 + N2) x) - i (N1 + N2)) < e / 3"
using g' by blast
have "content (cbox a b) < e / 3 * (of_nat N2)"
using N2 unfolding inverse_eq_divide using True by (auto simp add: field_simps)
moreover have "e / 3 * of_nat N2 \<le> e / 3 * (of_nat (N1 + N2) + 1)"
using \<open>e>0\<close> by auto
ultimately have "content (cbox a b) < e / 3 * (of_nat (N1 + N2) + 1)"
by linarith
then have le_e3: "inverse (real (N1 + N2) + 1) * content (cbox a b) \<le> e / 3"
unfolding inverse_eq_divide
by (auto simp add: field_simps)
have ne3: "norm (i (N1 + N2) - s) < e / 3"
using N1 by auto
have "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - s) < e"
apply (rule lem[OF order_trans [OF _ le_e3] ne3 norm_less])
apply (rule rsum_diff_bound[OF p[THEN conjunct1]])
apply (blast intro: g)
done }
then show "\<exists>d. gauge d \<and>
(\<forall>p. p tagged_division_of cbox a b \<and> d fine p \<longrightarrow> norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - s) < e)"
by (blast intro: g')
qed
qed

lemmas integrable_uniform_limit_real = integrable_uniform_limit [where 'a=real, simplified]

subsection \<open>Negligible sets.\<close>

definition "negligible (s:: 'a::euclidean_space set) \<longleftrightarrow>
(\<forall>a b. ((indicator s :: 'a\<Rightarrow>real) has_integral 0) (cbox a b))"

subsection \<open>Negligibility of hyperplane.\<close>

lemma interval_doublesplit:
fixes a :: "'a::euclidean_space"
assumes "k \<in> Basis"
shows "cbox a b \<inter> {x . \<bar>x\<bullet>k - c\<bar> \<le> (e::real)} =
cbox (\<Sum>i\<in>Basis. (if i = k then max (a\<bullet>k) (c - e) else a\<bullet>i) *\<^sub>R i)
(\<Sum>i\<in>Basis. (if i = k then min (b\<bullet>k) (c + e) else b\<bullet>i) *\<^sub>R i)"
proof -
have *: "\<And>x c e::real. \<bar>x - c\<bar> \<le> e \<longleftrightarrow> x \<ge> c - e \<and> x \<le> c + e"
by auto
have **: "\<And>s P Q. s \<inter> {x. P x \<and> Q x} = (s \<inter> {x. Q x}) \<inter> {x. P x}"
by blast
show ?thesis
unfolding * ** interval_split[OF assms] by (rule refl)
qed

lemma division_doublesplit:
fixes a :: "'a::euclidean_space"
assumes "p division_of (cbox a b)"
and k: "k \<in> Basis"
shows "(\<lambda>l. l \<inter> {x. \<bar>x\<bullet>k - c\<bar> \<le> e}) ` {l\<in>p. l \<inter> {x. \<bar>x\<bullet>k - c\<bar> \<le> e} \<noteq> {}}
division_of  (cbox a b \<inter> {x. \<bar>x\<bullet>k - c\<bar> \<le> e})"
proof -
have *: "\<And>x c. \<bar>x - c\<bar> \<le> e \<longleftrightarrow> x \<ge> c - e \<and> x \<le> c + e"
by auto
have **: "\<And>p q p' q'. p division_of q \<Longrightarrow> p = p' \<Longrightarrow> q = q' \<Longrightarrow> p' division_of q'"
by auto
note division_split(1)[OF assms, where c="c+e",unfolded interval_split[OF k]]
note division_split(2)[OF this, where c="c-e" and k=k,OF k]
then show ?thesis
apply (rule **)
subgoal
apply (simp add: abs_diff_le_iff field_simps Collect_conj_eq setcompr_eq_image[symmetric])
apply (rule equalityI)
apply blast
apply clarsimp
apply (rule_tac x="l \<inter> {x. c + e \<ge> x \<bullet> k}" in exI)
apply auto
done
by (simp add: interval_split k interval_doublesplit)
qed

lemma content_doublesplit:
fixes a :: "'a::euclidean_space"
assumes "0 < e"
and k: "k \<in> Basis"
obtains d where "0 < d" and "content (cbox a b \<inter> {x. \<bar>x\<bullet>k - c\<bar> \<le> d}) < e"
proof (cases "content (cbox a b) = 0")
case True
then have ce: "content (cbox a b) < e"
by (metis \<open>0 < e\<close>)
show ?thesis
apply (rule that[of 1])
apply simp
unfolding interval_doublesplit[OF k]
apply (rule le_less_trans[OF content_subset ce])
apply (auto simp: interval_doublesplit[symmetric] k)
done
next
case False
define d where "d = e / 3 / setprod (\<lambda>i. b\<bullet>i - a\<bullet>i) (Basis - {k})"
note False[unfolded content_eq_0 not_ex not_le, rule_format]
then have "\<And>x. x \<in> Basis \<Longrightarrow> b\<bullet>x > a\<bullet>x"
by (auto simp add:not_le)
then have prod0: "0 < setprod (\<lambda>i. b\<bullet>i - a\<bullet>i) (Basis - {k})"
by (force simp add: setprod_pos field_simps)
then have "d > 0"
using assms
by (auto simp add: d_def field_simps)
then show ?thesis
proof (rule that[of d])
have *: "Basis = insert k (Basis - {k})"
using k by auto
have less_e: "(min (b \<bullet> k) (c + d) - max (a \<bullet> k) (c - d)) * (\<Prod>i\<in>Basis - {k}. b \<bullet> i - a \<bullet> i) < e"
proof -
have "(min (b \<bullet> k) (c + d) - max (a \<bullet> k) (c - d)) \<le> 2 * d"
by auto
also have "\<dots> < e / (\<Prod>i\<in>Basis - {k}. b \<bullet> i - a \<bullet> i)"
unfolding d_def
using assms prod0
by (auto simp add: field_simps)
finally show "(min (b \<bullet> k) (c + d) - max (a \<bullet> k) (c - d)) * (\<Prod>i\<in>Basis - {k}. b \<bullet> i - a \<bullet> i) < e"
unfolding pos_less_divide_eq[OF prod0] .
qed
show "content (cbox a b \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) < e"
proof (cases "cbox a b \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d} = {}")
case True
then show ?thesis
using assms by simp
next
case False
then have
"(\<Prod>i\<in>Basis - {k}. interval_upperbound (cbox a b \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) \<bullet> i -
interval_lowerbound (cbox a b \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) \<bullet> i)
= (\<Prod>i\<in>Basis - {k}. b\<bullet>i - a\<bullet>i)"
by (simp add: box_eq_empty interval_doublesplit[OF k])
then show "content (cbox a b \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) < e"
unfolding content_def
using assms False
apply (subst *)
apply (subst setprod.insert)
apply (simp_all add: interval_doublesplit[OF k] box_eq_empty not_less less_e)
done
qed
qed
qed

lemma negligible_standard_hyperplane[intro]:
fixes k :: "'a::euclidean_space"
assumes k: "k \<in> Basis"
shows "negligible {x. x\<bullet>k = c}"
unfolding negligible_def has_integral
proof (clarify, goal_cases)
case (1 a b e)
from this and k obtain d where d: "0 < d" "content (cbox a b \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) < e"
by (rule content_doublesplit)
let ?i = "indicator {x::'a. x\<bullet>k = c} :: 'a\<Rightarrow>real"
show ?case
apply (rule_tac x="\<lambda>x. ball x d" in exI)
apply rule
apply (rule gauge_ball)
apply (rule d)
proof (rule, rule)
fix p
assume p: "p tagged_division_of (cbox a b) \<and> (\<lambda>x. ball x d) fine p"
have *: "(\<Sum>(x, ka)\<in>p. content ka *\<^sub>R ?i x) =
(\<Sum>(x, ka)\<in>p. content (ka \<inter> {x. \<bar>x\<bullet>k - c\<bar> \<le> d}) *\<^sub>R ?i x)"
apply (rule setsum.cong)
apply (rule refl)
unfolding split_paired_all real_scaleR_def mult_cancel_right split_conv
apply cases
apply (rule disjI1)
apply assumption
apply (rule disjI2)
proof -
fix x l
assume as: "(x, l) \<in> p" "?i x \<noteq> 0"
then have xk: "x\<bullet>k = c"
unfolding indicator_def
apply -
apply (rule ccontr)
apply auto
done
show "content l = content (l \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d})"
apply (rule arg_cong[where f=content])
apply (rule set_eqI)
apply rule
apply rule
unfolding mem_Collect_eq
proof -
fix y
assume y: "y \<in> l"
note p[THEN conjunct2,unfolded fine_def,rule_format,OF as(1),unfolded split_conv]
note this[unfolded subset_eq mem_ball dist_norm,rule_format,OF y]
note le_less_trans[OF Basis_le_norm[OF k] this]
then show "\<bar>y \<bullet> k - c\<bar> \<le> d"
unfolding inner_simps xk by auto
qed auto
qed
note p'= tagged_division_ofD[OF p[THEN conjunct1]] and p''=division_of_tagged_division[OF p[THEN conjunct1]]
show "norm ((\<Sum>(x, ka)\<in>p. content ka *\<^sub>R ?i x) - 0) < e"
unfolding diff_0_right *
unfolding real_scaleR_def real_norm_def
apply (subst abs_of_nonneg)
apply (rule setsum_nonneg)
apply rule
unfolding split_paired_all split_conv
apply (rule mult_nonneg_nonneg)
apply (drule p'(4))
apply (erule exE)+
apply(rule_tac b=b in back_subst)
prefer 2
apply (subst(asm) eq_commute)
apply assumption
apply (subst interval_doublesplit[OF k])
apply (rule content_pos_le)
apply (rule indicator_pos_le)
proof -
have "(\<Sum>(x, ka)\<in>p. content (ka \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) * ?i x) \<le>
(\<Sum>(x, ka)\<in>p. content (ka \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}))"
apply (rule setsum_mono)
unfolding split_paired_all split_conv
apply (rule mult_right_le_one_le)
apply (drule p'(4))
apply (auto simp add:interval_doublesplit[OF k])
done
also have "\<dots> < e"
proof (subst setsum.over_tagged_division_lemma[OF p[THEN conjunct1]], goal_cases)
case prems: (1 u v)
have "content (cbox u v \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) \<le> content (cbox u v)"
unfolding interval_doublesplit[OF k]
apply (rule content_subset)
unfolding interval_doublesplit[symmetric,OF k]
apply auto
done
then show ?case
unfolding prems interval_doublesplit[OF k]
by (blast intro: antisym)
next
have "(\<Sum>l\<in>snd ` p. content (l \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d})) =
setsum content ((\<lambda>l. l \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d})`{l\<in>snd ` p. l \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d} \<noteq> {}})"
proof (subst (2) setsum.reindex_nontrivial)
fix x y assume "x \<in> {l \<in> snd ` p. l \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d} \<noteq> {}}" "y \<in> {l \<in> snd ` p. l \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d} \<noteq> {}}"
"x \<noteq> y" and eq: "x \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d} = y \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}"
then obtain x' y' where "(x', x) \<in> p" "x \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d} \<noteq> {}" "(y', y) \<in> p" "y \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d} \<noteq> {}"
by (auto)
from p'(5)[OF \<open>(x', x) \<in> p\<close> \<open>(y', y) \<in> p\<close>] \<open>x \<noteq> y\<close> have "interior (x \<inter> y) = {}"
by auto
moreover have "interior ((x \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) \<inter> (y \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d})) \<subseteq> interior (x \<inter> y)"
by (auto intro: interior_mono)
ultimately have "interior (x \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) = {}"
by (auto simp: eq)
then show "content (x \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) = 0"
using p'(4)[OF \<open>(x', x) \<in> p\<close>] by (auto simp: interval_doublesplit[OF k] content_eq_0_interior simp del: interior_Int)
qed (insert p'(1), auto intro!: setsum.mono_neutral_right)
also have "\<dots> \<le> norm (\<Sum>l\<in>(\<lambda>l. l \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d})`{l\<in>snd ` p. l \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d} \<noteq> {}}. content l *\<^sub>R 1::real)"
by simp
also have "\<dots> \<le> 1 * content (cbox a b \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d})"
using division_doublesplit[OF p'' k, unfolded interval_doublesplit[OF k]]
unfolding interval_doublesplit[OF k] by (intro dsum_bound) auto
also have "\<dots> < e"
using d(2) by simp
finally show "(\<Sum>ka\<in>snd ` p. content (ka \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d})) < e" .
qed
finally show "(\<Sum>(x, ka)\<in>p. content (ka \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) * ?i x) < e" .
qed
qed
qed

subsection \<open>A technical lemma about "refinement" of division.\<close>

lemma tagged_division_finer:
fixes p :: "('a::euclidean_space \<times> ('a::euclidean_space set)) set"
assumes "p tagged_division_of (cbox a b)"
and "gauge d"
obtains q where "q tagged_division_of (cbox a b)"
and "d fine q"
and "\<forall>(x,k) \<in> p. k \<subseteq> d(x) \<longrightarrow> (x,k) \<in> q"
proof -
let ?P = "\<lambda>p. p tagged_partial_division_of (cbox a b) \<longrightarrow> gauge d \<longrightarrow>
(\<exists>q. q tagged_division_of (\<Union>{k. \<exists>x. (x,k) \<in> p}) \<and> d fine q \<and>
(\<forall>(x,k) \<in> p. k \<subseteq> d(x) \<longrightarrow> (x,k) \<in> q))"
{
have *: "finite p" "p tagged_partial_division_of (cbox a b)"
using assms(1)
unfolding tagged_division_of_def
by auto
presume "\<And>p. finite p \<Longrightarrow> ?P p"
from this[rule_format,OF * assms(2)] guess q .. note q=this
then show ?thesis
apply -
apply (rule that[of q])
unfolding tagged_division_ofD[OF assms(1)]
apply auto
done
}
fix p :: "('a::euclidean_space \<times> ('a::euclidean_space set)) set"
assume as: "finite p"
show "?P p"
apply rule
apply rule
using as
proof (induct p)
case empty
show ?case
apply (rule_tac x="{}" in exI)
unfolding fine_def
apply auto
done
next
case (insert xk p)
guess x k using surj_pair[of xk] by (elim exE) note xk=this
note tagged_partial_division_subset[OF insert(4) subset_insertI]
from insert(3)[OF this insert(5)] guess q1 .. note q1 = conjunctD3[OF this]
have *: "\<Union>{l. \<exists>y. (y,l) \<in> insert xk p} = k \<union> \<Union>{l. \<exists>y. (y,l) \<in> p}"
unfolding xk by auto
note p = tagged_partial_division_ofD[OF insert(4)]
from p(4)[unfolded xk, OF insertI1] guess u v by (elim exE) note uv=this

have "finite {k. \<exists>x. (x, k) \<in> p}"
apply (rule finite_subset[of _ "snd ` p"])
using p
apply safe
apply (metis image_iff snd_conv)
apply auto
done
then have int: "interior (cbox u v) \<inter> interior (\<Union>{k. \<exists>x. (x, k) \<in> p}) = {}"
apply (rule inter_interior_unions_intervals)
apply (rule open_interior)
apply (rule_tac[!] ballI)
unfolding mem_Collect_eq
apply (erule_tac[!] exE)
apply (drule p(4)[OF insertI2])
apply assumption
apply (rule p(5))
unfolding uv xk
apply (rule insertI1)
apply (rule insertI2)
apply assumption
using insert(2)
unfolding uv xk
apply auto
done
show ?case
proof (cases "cbox u v \<subseteq> d x")
case True
then show ?thesis
apply (rule_tac x="{(x,cbox u v)} \<union> q1" in exI)
apply rule
unfolding * uv
apply (rule tagged_division_union)
apply (rule tagged_division_of_self)
apply (rule p[unfolded xk uv] insertI1)+
apply (rule q1)
apply (rule int)
apply rule
apply (rule fine_union)
apply (subst fine_def)
defer
apply (rule q1)
unfolding Ball_def split_paired_All split_conv
apply rule
apply rule
apply rule
apply rule
apply (erule insertE)
apply (simp add: uv xk)
apply (rule UnI2)
apply (drule q1(3)[rule_format])
unfolding xk uv
apply auto
done
next
case False
from fine_division_exists[OF assms(2), of u v] guess q2 . note q2=this
show ?thesis
apply (rule_tac x="q2 \<union> q1" in exI)
apply rule
unfolding * uv
apply (rule tagged_division_union q2 q1 int fine_union)+
unfolding Ball_def split_paired_All split_conv
apply rule
apply (rule fine_union)
apply (rule q1 q2)+
apply rule
apply rule
apply rule
apply rule
apply (erule insertE)
apply (rule UnI2)
apply (simp add: False uv xk)
apply (drule q1(3)[rule_format])
using False
unfolding xk uv
apply auto
done
qed
qed
qed

subsection \<open>Hence the main theorem about negligible sets.\<close>

lemma finite_product_dependent:
assumes "finite s"
and "\<And>x. x \<in> s \<Longrightarrow> finite (t x)"
shows "finite {(i, j) |i j. i \<in> s \<and> j \<in> t i}"
using assms
proof induct
case (insert x s)
have *: "{(i, j) |i j. i \<in> insert x s \<and> j \<in> t i} =
(\<lambda>y. (x,y)) ` (t x) \<union> {(i, j) |i j. i \<in> s \<and> j \<in> t i}" by auto
show ?case
unfolding *
apply (rule finite_UnI)
using insert
apply auto
done
qed auto

lemma sum_sum_product:
assumes "finite s"
and "\<forall>i\<in>s. finite (t i)"
shows "setsum (\<lambda>i. setsum (x i) (t i)::real) s =
setsum (\<lambda>(i,j). x i j) {(i,j) | i j. i \<in> s \<and> j \<in> t i}"
using assms
proof induct
case (insert a s)
have *: "{(i, j) |i j. i \<in> insert a s \<and> j \<in> t i} =
(\<lambda>y. (a,y)) ` (t a) \<union> {(i, j) |i j. i \<in> s \<and> j \<in> t i}" by auto
show ?case
unfolding *
apply (subst setsum.union_disjoint)
unfolding setsum.insert[OF insert(1-2)]
prefer 4
apply (subst insert(3))
proof -
show "setsum (x a) (t a) = (\<Sum>(xa, y)\<in> Pair a ` t a. x xa y)"
apply (subst setsum.reindex)
unfolding inj_on_def
apply auto
done
show "finite {(i, j) |i j. i \<in> s \<and> j \<in> t i}"
apply (rule finite_product_dependent)
using insert
apply auto
done
qed (insert insert, auto)
qed auto

lemma has_integral_negligible:
fixes f :: "'b::euclidean_space \<Rightarrow> 'a::real_normed_vector"
assumes "negligible s"
and "\<forall>x\<in>(t - s). f x = 0"
shows "(f has_integral 0) t"
proof -
presume P: "\<And>f::'b::euclidean_space \<Rightarrow> 'a.
\<And>a b. \<forall>x. x \<notin> s \<longrightarrow> f x = 0 \<Longrightarrow> (f has_integral 0) (cbox a b)"
let ?f = "(\<lambda>x. if x \<in> t then f x else 0)"
show ?thesis
apply (rule_tac f="?f" in has_integral_eq)
unfolding if_P
apply (rule refl)
apply (subst has_integral_alt)
apply cases
apply (subst if_P, assumption)
unfolding if_not_P
proof -
assume "\<exists>a b. t = cbox a b"
then guess a b apply - by (erule exE)+ note t = this
show "(?f has_integral 0) t"
unfolding t
apply (rule P)
using assms(2)
unfolding t
apply auto
done
next
show "\<forall>e>0. \<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow>
(\<exists>z. ((\<lambda>x. if x \<in> t then ?f x else 0) has_integral z) (cbox a b) \<and> norm (z - 0) < e)"
apply safe
apply (rule_tac x=1 in exI)
apply rule
apply (rule zero_less_one)
apply safe
apply (rule_tac x=0 in exI)
apply rule
apply (rule P)
using assms(2)
apply auto
done
qed
next
fix f :: "'b \<Rightarrow> 'a"
fix a b :: 'b
assume assm: "\<forall>x. x \<notin> s \<longrightarrow> f x = 0"
show "(f has_integral 0) (cbox a b)"
unfolding has_integral
proof (safe, goal_cases)
case prems: (1 e)
then have "\<And>n. e / 2 / ((real n+1) * (2 ^ n)) > 0"
apply -
apply (rule divide_pos_pos)
defer
apply (rule mult_pos_pos)
apply (auto simp add:field_simps)
done
note assms(1)[unfolded negligible_def has_integral,rule_format,OF this,of a b]
note allI[OF this,of "\<lambda>x. x"]
from choice[OF this] guess d .. note d=conjunctD2[OF this[rule_format]]
show ?case
apply (rule_tac x="\<lambda>x. d (nat \<lfloor>norm (f x)\<rfloor>) x" in exI)
proof safe
show "gauge (\<lambda>x. d (nat \<lfloor>norm (f x)\<rfloor>) x)"
using d(1) unfolding gauge_def by auto
fix p
assume as: "p tagged_division_of (cbox a b)" "(\<lambda>x. d (nat \<lfloor>norm (f x)\<rfloor>) x) fine p"
let ?goal = "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - 0) < e"
{
presume "p \<noteq> {} \<Longrightarrow> ?goal"
then show ?goal
apply (cases "p = {}")
using prems
apply auto
done
}
assume as': "p \<noteq> {}"
from real_arch_simple[of "Max((\<lambda>(x,k). norm(f x)) ` p)"] guess N ..
then have N: "\<forall>x\<in>(\<lambda>(x, k). norm (f x)) ` p. x \<le> real N"
by (meson Max_ge as(1) dual_order.trans finite_imageI tagged_division_of_finite)
have "\<forall>i. \<exists>q. q tagged_division_of (cbox a b) \<and> (d i) fine q \<and> (\<forall>(x, k)\<in>p. k \<subseteq> (d i) x \<longrightarrow> (x, k) \<in> q)"
by (auto intro: tagged_division_finer[OF as(1) d(1)])
from choice[OF this] guess q .. note q=conjunctD3[OF this[rule_format]]
have *: "\<And>i. (\<Sum>(x, k)\<in>q i. content k *\<^sub>R indicator s x) \<ge> (0::real)"
apply (rule setsum_nonneg)
apply safe
unfolding real_scaleR_def
apply (drule tagged_division_ofD(4)[OF q(1)])
apply (auto intro: mult_nonneg_nonneg)
done
have **: "finite s \<Longrightarrow> finite t \<Longrightarrow> (\<forall>(x,y) \<in> t. (0::real) \<le> g(x,y)) \<Longrightarrow>
(\<forall>y\<in>s. \<exists>x. (x,y) \<in> t \<and> f(y) \<le> g(x,y)) \<Longrightarrow> setsum f s \<le> setsum g t" for f g s t
apply (rule setsum_le_included[of s t g snd f])
prefer 4
apply safe
apply (erule_tac x=x in ballE)
apply (erule exE)
apply (rule_tac x="(xa,x)" in bexI)
apply auto
done
have "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - 0) \<le> setsum (\<lambda>i. (real i + 1) *
norm (setsum (\<lambda>(x,k). content k *\<^sub>R indicator s x :: real) (q i))) {..N+1}"
unfolding real_norm_def setsum_right_distrib abs_of_nonneg[OF *] diff_0_right
apply (rule order_trans)
apply (rule norm_setsum)
apply (subst sum_sum_product)
prefer 3
proof (rule **, safe)
show "finite {(i, j) |i j. i \<in> {..N + 1} \<and> j \<in> q i}"
apply (rule finite_product_dependent)
using q
apply auto
done
fix i a b
assume as'': "(a, b) \<in> q i"
show "0 \<le> (real i + 1) * (content b *\<^sub>R indicator s a)"
unfolding real_scaleR_def
using tagged_division_ofD(4)[OF q(1) as'']
by (auto intro!: mult_nonneg_nonneg)
next
fix i :: nat
show "finite (q i)"
using q by auto
next
fix x k
assume xk: "(x, k) \<in> p"
define n where "n = nat \<lfloor>norm (f x)\<rfloor>"
have *: "norm (f x) \<in> (\<lambda>(x, k). norm (f x)) ` p"
using xk by auto
have nfx: "real n \<le> norm (f x)" "norm (f x) \<le> real n + 1"
unfolding n_def by auto
then have "n \<in> {0..N + 1}"
using N[rule_format,OF *] by auto
moreover
note as(2)[unfolded fine_def,rule_format,OF xk,unfolded split_conv]
note q(3)[rule_format,OF xk,unfolded split_conv,rule_format,OF this]
note this[unfolded n_def[symmetric]]
moreover
have "norm (content k *\<^sub>R f x) \<le> (real n + 1) * (content k * indicator s x)"
proof (cases "x \<in> s")
case False
then show ?thesis
using assm by auto
next
case True
have *: "content k \<ge> 0"
using tagged_division_ofD(4)[OF as(1) xk] by auto
moreover
have "content k * norm (f x) \<le> content k * (real n + 1)"
apply (rule mult_mono)
using nfx *
apply auto
done
ultimately
show ?thesis
unfolding abs_mult
using nfx True
by (auto simp add: field_simps)
qed
ultimately show "\<exists>y. (y, x, k) \<in> {(i, j) |i j. i \<in> {..N + 1} \<and> j \<in> q i} \<and> norm (content k *\<^sub>R f x) \<le>
(real y + 1) * (content k *\<^sub>R indicator s x)"
apply (rule_tac x=n in exI)
apply safe
apply (rule_tac x=n in exI)
apply (rule_tac x="(x,k)" in exI)
apply safe
apply auto
done
qed (insert as, auto)
also have "\<dots> \<le> setsum (\<lambda>i. e / 2 / 2 ^ i) {..N+1}"
proof (rule setsum_mono, goal_cases)
case (1 i)
then show ?case
apply (subst mult.commute, subst pos_le_divide_eq[symmetric])
using d(2)[rule_format, of "q i" i]
using q[rule_format]
apply (auto simp add: field_simps)
done
qed
also have "\<dots> < e * inverse 2 * 2"
unfolding divide_inverse setsum_right_distrib[symmetric]
apply (rule mult_strict_left_mono)
unfolding power_inverse [symmetric] lessThan_Suc_atMost[symmetric]
apply (subst geometric_sum)
using prems
apply auto
done
finally show "?goal" by auto
qed
qed
qed

lemma has_integral_spike:
fixes f :: "'b::euclidean_space \<Rightarrow> 'a::real_normed_vector"
assumes "negligible s"
and "(\<forall>x\<in>(t - s). g x = f x)"
and "(f has_integral y) t"
shows "(g has_integral y) t"
proof -
{
fix a b :: 'b
fix f g :: "'b \<Rightarrow> 'a"
fix y :: 'a
assume as: "\<forall>x \<in> cbox a b - s. g x = f x" "(f has_integral y) (cbox a b)"
have "((\<lambda>x. f x + (g x - f x)) has_integral (y + 0)) (cbox a b)"
apply (rule has_integral_add[OF as(2)])
apply (rule has_integral_negligible[OF assms(1)])
using as
apply auto
done
then have "(g has_integral y) (cbox a b)"
by auto
} note * = this
show ?thesis
apply (subst has_integral_alt)
using assms(2-)
apply -
apply (rule cond_cases)
apply safe
apply (rule *)
apply assumption+
apply (subst(asm) has_integral_alt)
unfolding if_not_P
apply (erule_tac x=e in allE)
apply safe
apply (rule_tac x=B in exI)
apply safe
apply (erule_tac x=a in allE)
apply (erule_tac x=b in allE)
apply safe
apply (rule_tac x=z in exI)
apply safe
apply (rule *[where fa2="\<lambda>x. if x\<in>t then f x else 0"])
apply auto
done
qed

lemma has_integral_spike_eq:
assumes "negligible s"
and "\<forall>x\<in>(t - s). g x = f x"
shows "((f has_integral y) t \<longleftrightarrow> (g has_integral y) t)"
apply rule
apply (rule_tac[!] has_integral_spike[OF assms(1)])
using assms(2)
apply auto
done

lemma integrable_spike:
assumes "negligible s"
and "\<forall>x\<in>(t - s). g x = f x"
and "f integrable_on t"
shows "g integrable_on  t"
using assms
unfolding integrable_on_def
apply -
apply (erule exE)
apply rule
apply (rule has_integral_spike)
apply fastforce+
done

lemma integral_spike:
assumes "negligible s"
and "\<forall>x\<in>(t - s). g x = f x"
shows "integral t f = integral t g"
using has_integral_spike_eq[OF assms] by (simp add: integral_def integrable_on_def)

subsection \<open>Some other trivialities about negligible sets.\<close>

lemma negligible_subset[intro]:
assumes "negligible s"
and "t \<subseteq> s"
shows "negligible t"
unfolding negligible_def
proof (safe, goal_cases)
case (1 a b)
show ?case
using assms(1)[unfolded negligible_def,rule_format,of a b]
apply -
apply (rule has_integral_spike[OF assms(1)])
defer
apply assumption
using assms(2)
unfolding indicator_def
apply auto
done
qed

lemma negligible_diff[intro?]:
assumes "negligible s"
shows "negligible (s - t)"
using assms by auto

lemma negligible_Int:
assumes "negligible s \<or> negligible t"
shows "negligible (s \<inter> t)"
using assms by auto

lemma negligible_Un:
assumes "negligible s"
and "negligible t"
shows "negligible (s \<union> t)"
unfolding negligible_def
proof (safe, goal_cases)
case (1 a b)
note assm = assms[unfolded negligible_def,rule_format,of a b]
then show ?case
apply (subst has_integral_spike_eq[OF assms(2)])
defer
apply assumption
unfolding indicator_def
apply auto
done
qed

lemma negligible_Un_eq[simp]: "negligible (s \<union> t) \<longleftrightarrow> negligible s \<and> negligible t"
using negligible_Un by auto

lemma negligible_sing[intro]: "negligible {a::'a::euclidean_space}"
using negligible_standard_hyperplane[OF SOME_Basis, of "a \<bullet> (SOME i. i \<in> Basis)"] by auto

lemma negligible_insert[simp]: "negligible (insert a s) \<longleftrightarrow> negligible s"
apply (subst insert_is_Un)
unfolding negligible_Un_eq
apply auto
done

lemma negligible_empty[iff]: "negligible {}"
by auto

lemma negligible_finite[intro]:
assumes "finite s"
shows "negligible s"
using assms by (induct s) auto

lemma negligible_Union[intro]:
assumes "finite s"
and "\<forall>t\<in>s. negligible t"
shows "negligible(\<Union>s)"
using assms by induct auto

lemma negligible:
"negligible s \<longleftrightarrow> (\<forall>t::('a::euclidean_space) set. ((indicator s::'a\<Rightarrow>real) has_integral 0) t)"
apply safe
defer
apply (subst negligible_def)
proof -
fix t :: "'a set"
assume as: "negligible s"
have *: "(\<lambda>x. if x \<in> s \<inter> t then 1 else 0) = (\<lambda>x. if x\<in>t then if x\<in>s then 1 else 0 else 0)"
by auto
show "((indicator s::'a\<Rightarrow>real) has_integral 0) t"
apply (subst has_integral_alt)
apply cases
apply (subst if_P,assumption)
unfolding if_not_P
apply safe
apply (rule as[unfolded negligible_def,rule_format])
apply (rule_tac x=1 in exI)
apply safe
apply (rule zero_less_one)
apply (rule_tac x=0 in exI)
using negligible_subset[OF as,of "s \<inter> t"]
unfolding negligible_def indicator_def [abs_def]
unfolding *
apply auto
done
qed auto

subsection \<open>Finite case of the spike theorem is quite commonly needed.\<close>

lemma has_integral_spike_finite:
assumes "finite s"
and "\<forall>x\<in>t-s. g x = f x"
and "(f has_integral y) t"
shows "(g has_integral y) t"
apply (rule has_integral_spike)
using assms
apply auto
done

lemma has_integral_spike_finite_eq:
assumes "finite s"
and "\<forall>x\<in>t-s. g x = f x"
shows "((f has_integral y) t \<longleftrightarrow> (g has_integral y) t)"
apply rule
apply (rule_tac[!] has_integral_spike_finite)
using assms
apply auto
done

lemma integrable_spike_finite:
assumes "finite s"
and "\<forall>x\<in>t-s. g x = f x"
and "f integrable_on t"
shows "g integrable_on  t"
using assms
unfolding integrable_on_def
apply safe
apply (rule_tac x=y in exI)
apply (rule has_integral_spike_finite)
apply auto
done

subsection \<open>In particular, the boundary of an interval is negligible.\<close>

lemma negligible_frontier_interval: "negligible(cbox (a::'a::euclidean_space) b - box a b)"
proof -
let ?A = "\<Union>((\<lambda>k. {x. x\<bullet>k = a\<bullet>k} \<union> {x::'a. x\<bullet>k = b\<bullet>k}) ` Basis)"
have "cbox a b - box a b \<subseteq> ?A"
apply rule unfolding Diff_iff mem_box
apply simp
apply(erule conjE bexE)+
apply(rule_tac x=i in bexI)
apply auto
done
then show ?thesis
apply -
apply (rule negligible_subset[of ?A])
apply (rule negligible_Union[OF finite_imageI])
apply auto
done
qed

lemma has_integral_spike_interior:
assumes "\<forall>x\<in>box a b. g x = f x"
and "(f has_integral y) (cbox a b)"
shows "(g has_integral y) (cbox a b)"
apply (rule has_integral_spike[OF negligible_frontier_interval _ assms(2)])
using assms(1)
apply auto
done

lemma has_integral_spike_interior_eq:
assumes "\<forall>x\<in>box a b. g x = f x"
shows "(f has_integral y) (cbox a b) \<longleftrightarrow> (g has_integral y) (cbox a b)"
apply rule
apply (rule_tac[!] has_integral_spike_interior)
using assms
apply auto
done

lemma integrable_spike_interior:
assumes "\<forall>x\<in>box a b. g x = f x"
and "f integrable_on cbox a b"
shows "g integrable_on cbox a b"
using assms
unfolding integrable_on_def
using has_integral_spike_interior[OF assms(1)]
by auto

subsection \<open>Integrability of continuous functions.\<close>

lemma operative_approximable:
fixes f :: "'b::euclidean_space \<Rightarrow> 'a::banach"
assumes "0 \<le> e"
shows "comm_monoid.operative op \<and> True (\<lambda>i. \<exists>g. (\<forall>x\<in>i. norm (f x - g (x::'b)) \<le> e) \<and> g integrable_on i)"
unfolding comm_monoid.operative_def[OF comm_monoid_and]
proof safe
fix a b :: 'b
show "\<exists>g. (\<forall>x\<in>cbox a b. norm (f x - g x) \<le> e) \<and> g integrable_on cbox a b"
if "content (cbox a b) = 0"
apply (rule_tac x=f in exI)
using assms that
apply (auto intro!: integrable_on_null)
done
{
fix c g
fix k :: 'b
assume as: "\<forall>x\<in>cbox a b. norm (f x - g x) \<le> e" "g integrable_on cbox a b"
assume k: "k \<in> Basis"
show "\<exists>g. (\<forall>x\<in>cbox a b \<inter> {x. x \<bullet> k \<le> c}. norm (f x - g x) \<le> e) \<and> g integrable_on cbox a b \<inter> {x. x \<bullet> k \<le> c}"
"\<exists>g. (\<forall>x\<in>cbox a b \<inter> {x. c \<le> x \<bullet> k}. norm (f x - g x) \<le> e) \<and> g integrable_on cbox a b \<inter> {x. c \<le> x \<bullet> k}"
apply (rule_tac[!] x=g in exI)
using as(1) integrable_split[OF as(2) k]
apply auto
done
}
fix c k g1 g2
assume as: "\<forall>x\<in>cbox a b \<inter> {x. x \<bullet> k \<le> c}. norm (f x - g1 x) \<le> e" "g1 integrable_on cbox a b \<inter> {x. x \<bullet> k \<le> c}"
"\<forall>x\<in>cbox a b \<inter> {x. c \<le> x \<bullet> k}. norm (f x - g2 x) \<le> e" "g2 integrable_on cbox a b \<inter> {x. c \<le> x \<bullet> k}"
assume k: "k \<in> Basis"
let ?g = "\<lambda>x. if x\<bullet>k = c then f x else if x\<bullet>k \<le> c then g1 x else g2 x"
show "\<exists>g. (\<forall>x\<in>cbox a b. norm (f x - g x) \<le> e) \<and> g integrable_on cbox a b"
apply (rule_tac x="?g" in exI)
apply safe
proof goal_cases
case (1 x)
then show ?case
apply -
apply (cases "x\<bullet>k=c")
apply (case_tac "x\<bullet>k < c")
using as assms
apply auto
done
next
case 2
presume "?g integrable_on cbox a b \<inter> {x. x \<bullet> k \<le> c}"
and "?g integrable_on cbox a b \<inter> {x. x \<bullet> k \<ge> c}"
then guess h1 h2 unfolding integrable_on_def by auto
from has_integral_split[OF this k] show ?case
unfolding integrable_on_def by auto
next
show "?g integrable_on cbox a b \<inter> {x. x \<bullet> k \<le> c}" "?g integrable_on cbox a b \<inter> {x. x \<bullet> k \<ge> c}"
apply(rule_tac[!] integrable_spike[OF negligible_standard_hyperplane[of k c]])
using k as(2,4)
apply auto
done
qed
qed

lemma comm_monoid_set_F_and: "comm_monoid_set.F op \<and> True f s \<longleftrightarrow> (finite s \<longrightarrow> (\<forall>x\<in>s. f x))"
proof -
interpret bool: comm_monoid_set "op \<and>" True
proof qed auto
show ?thesis
by (induction s rule: infinite_finite_induct) auto
qed

lemma approximable_on_division:
fixes f :: "'b::euclidean_space \<Rightarrow> 'a::banach"
assumes "0 \<le> e"
and "d division_of (cbox a b)"
and "\<forall>i\<in>d. \<exists>g. (\<forall>x\<in>i. norm (f x - g x) \<le> e) \<and> g integrable_on i"
obtains g where "\<forall>x\<in>cbox a b. norm (f x - g x) \<le> e" "g integrable_on cbox a b"
proof -
note * = comm_monoid_set.operative_division[OF comm_monoid_set_and operative_approximable[OF assms(1)] assms(2)]
from assms(3) this[unfolded comm_monoid_set_F_and, of f] division_of_finite[OF assms(2)]
guess g by auto
then show thesis
apply -
apply (rule that[of g])
apply auto
done
qed

lemma integrable_continuous:
fixes f :: "'b::euclidean_space \<Rightarrow> 'a::banach"
assumes "continuous_on (cbox a b) f"
shows "f integrable_on cbox a b"
proof (rule integrable_uniform_limit, safe)
fix e :: real
assume e: "e > 0"
from compact_uniformly_continuous[OF assms compact_cbox,unfolded uniformly_continuous_on_def,rule_format,OF e] guess d ..
note d=conjunctD2[OF this,rule_format]
from fine_division_exists[OF gauge_ball[OF d(1)], of a b] guess p . note p=this
note p' = tagged_division_ofD[OF p(1)]
have *: "\<forall>i\<in>snd ` p. \<exists>g. (\<forall>x\<in>i. norm (f x - g x) \<le> e) \<and> g integrable_on i"
proof (safe, unfold snd_conv)
fix x l
assume as: "(x, l) \<in> p"
from p'(4)[OF this] guess a b by (elim exE) note l=this
show "\<exists>g. (\<forall>x\<in>l. norm (f x - g x) \<le> e) \<and> g integrable_on l"
apply (rule_tac x="\<lambda>y. f x" in exI)
proof safe
show "(\<lambda>y. f x) integrable_on l"
unfolding integrable_on_def l
apply rule
apply (rule has_integral_const)
done
fix y
assume y: "y \<in> l"
note fineD[OF p(2) as,unfolded subset_eq,rule_format,OF this]
note d(2)[OF _ _ this[unfolded mem_ball]]
then show "norm (f y - f x) \<le> e"
using y p'(2-3)[OF as] unfolding dist_norm l norm_minus_commute by fastforce
qed
qed
from e have "e \<ge> 0"
by auto
from approximable_on_division[OF this division_of_tagged_division[OF p(1)] *] guess g .
then show "\<exists>g. (\<forall>x\<in>cbox a b. norm (f x - g x) \<le> e) \<and> g integrable_on cbox a b"
by auto
qed

lemma integrable_continuous_real:
fixes f :: "real \<Rightarrow> 'a::banach"
assumes "continuous_on {a .. b} f"
shows "f integrable_on {a .. b}"
by (metis assms box_real(2) integrable_continuous)

subsection \<open>Specialization of additivity to one dimension.\<close>

subsection \<open>Special case of additivity we need for the FTC.\<close>

fixes f :: "real \<Rightarrow> 'a::real_normed_vector"
assumes "a \<le> b"
and "p tagged_division_of {a..b}"
shows "setsum (\<lambda>(x,k). f(Sup k) - f(Inf k)) p = f b - f a"
proof -
let ?f = "(\<lambda>k::(real) set. if k = {} then 0 else f(interval_upperbound k) - f(interval_lowerbound k))"
have ***: "\<forall>i\<in>Basis. a \<bullet> i \<le> b \<bullet> i"
using assms by auto
have *: "add.operative ?f"
by auto
have **: "cbox a b \<noteq> {}"
using assms(1) by auto
note setsum.operative_tagged_division[OF * assms(2)[simplified box_real[symmetric]]]
note * = this[unfolded if_not_P[OF **] interval_bounds[OF ***],symmetric]
show ?thesis
unfolding *
apply (rule setsum.cong)
unfolding split_paired_all split_conv
using assms(2)
apply auto
done
qed

subsection \<open>A useful lemma allowing us to factor out the content size.\<close>

lemma has_integral_factor_content:
"(f has_integral i) (cbox a b) \<longleftrightarrow>
(\<forall>e>0. \<exists>d. gauge d \<and> (\<forall>p. p tagged_division_of (cbox a b) \<and> d fine p \<longrightarrow>
norm (setsum (\<lambda>(x,k). content k *\<^sub>R f x) p - i) \<le> e * content (cbox a b)))"
proof (cases "content (cbox a b) = 0")
case True
show ?thesis
unfolding has_integral_null_eq[OF True]
apply safe
apply (rule, rule, rule gauge_trivial, safe)
unfolding setsum_content_null[OF True] True
defer
apply (erule_tac x=1 in allE)
apply safe
defer
apply (rule fine_division_exists[of _ a b])
apply assumption
apply (erule_tac x=p in allE)
unfolding setsum_content_null[OF True]
apply auto
done
next
case False
note F = this[unfolded content_lt_nz[symmetric]]
let ?P = "\<lambda>e opp. \<exists>d. gauge d \<and>
(\<forall>p. p tagged_division_of (cbox a b) \<and> d fine p \<longrightarrow> opp (norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - i)) e)"
show ?thesis
apply (subst has_integral)
proof safe
fix e :: real
assume e: "e > 0"
{
assume "\<forall>e>0. ?P e op <"
then show "?P (e * content (cbox a b)) op \<le>"
apply (erule_tac x="e * content (cbox a b)" in allE)
apply (erule impE)
defer
apply (erule exE,rule_tac x=d in exI)
using F e
apply (auto simp add:field_simps)
done
}
{
assume "\<forall>e>0. ?P (e * content (cbox a b)) op \<le>"
then show "?P e op <"
apply (erule_tac x="e / 2 / content (cbox a b)" in allE)
apply (erule impE)
defer
apply (erule exE,rule_tac x=d in exI)
using F e
apply (auto simp add: field_simps)
done
}
qed
qed

lemma has_integral_factor_content_real:
"(f has_integral i) {a .. b::real} \<longleftrightarrow>
(\<forall>e>0. \<exists>d. gauge d \<and> (\<forall>p. p tagged_division_of {a .. b}  \<and> d fine p \<longrightarrow>
norm (setsum (\<lambda>(x,k). content k *\<^sub>R f x) p - i) \<le> e * content {a .. b} ))"
unfolding box_real[symmetric]
by (rule has_integral_factor_content)

subsection \<open>Fundamental theorem of calculus.\<close>

lemma interval_bounds_real:
fixes q b :: real
assumes "a \<le> b"
shows "Sup {a..b} = b"
and "Inf {a..b} = a"
using assms by auto

lemma fundamental_theorem_of_calculus:
fixes f :: "real \<Rightarrow> 'a::banach"
assumes "a \<le> b"
and "\<forall>x\<in>{a .. b}. (f has_vector_derivative f' x) (at x within {a .. b})"
shows "(f' has_integral (f b - f a)) {a .. b}"
unfolding has_integral_factor_content box_real[symmetric]
proof safe
fix e :: real
assume e: "e > 0"
note assm = assms(2)[unfolded has_vector_derivative_def has_derivative_within_alt]
have *: "\<And>P Q. \<forall>x\<in>{a .. b}. P x \<and> (\<forall>e>0. \<exists>d>0. Q x e d) \<Longrightarrow> \<forall>x. \<exists>(d::real)>0. x\<in>{a .. b} \<longrightarrow> Q x e d"
using e by blast
note this[OF assm,unfolded gauge_existence_lemma]
from choice[OF this,unfolded Ball_def[symmetric]] guess d ..
note d=conjunctD2[OF this[rule_format],rule_format]
show "\<exists>d. gauge d \<and> (\<forall>p. p tagged_division_of (cbox a b) \<and> d fine p \<longrightarrow>
norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f' x) - (f b - f a)) \<le> e * content (cbox a b))"
apply (rule_tac x="\<lambda>x. ball x (d x)" in exI)
apply safe
apply (rule gauge_ball_dependent)
apply rule
apply (rule d(1))
proof -
fix p
assume as: "p tagged_division_of cbox a b" "(\<lambda>x. ball x (d x)) fine p"
show "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f' x) - (f b - f a)) \<le> e * content (cbox a b)"
unfolding content_real[OF assms(1), simplified box_real[symmetric]] additive_tagged_division_1[OF assms(1) as(1)[simplified box_real],of f,symmetric]
unfolding additive_tagged_division_1[OF assms(1) as(1)[simplified box_real],of "\<lambda>x. x",symmetric]
unfolding setsum_right_distrib
defer
unfolding setsum_subtractf[symmetric]
proof (rule setsum_norm_le,safe)
fix x k
assume "(x, k) \<in> p"
note xk = tagged_division_ofD(2-4)[OF as(1) this]
from this(3) guess u v by (elim exE) note k=this
have *: "u \<le> v"
using xk unfolding k by auto
have ball: "\<forall>xa\<in>k. xa \<in> ball x (d x)"
using as(2)[unfolded fine_def,rule_format,OF \<open>(x,k)\<in>p\<close>,unfolded split_conv subset_eq] .
have "norm ((v - u) *\<^sub>R f' x - (f v - f u)) \<le>
norm (f u - f x - (u - x) *\<^sub>R f' x) + norm (f v - f x - (v - x) *\<^sub>R f' x)"
apply (rule order_trans[OF _ norm_triangle_ineq4])
apply (rule eq_refl)
apply (rule arg_cong[where f=norm])
unfolding scaleR_diff_left
apply (auto simp add:algebra_simps)
done
also have "\<dots> \<le> e * norm (u - x) + e * norm (v - x)"
apply (rule d(2)[of "x" "u",unfolded o_def])
prefer 4
apply (rule d(2)[of "x" "v",unfolded o_def])
using ball[rule_format,of u] ball[rule_format,of v]
using xk(1-2)
unfolding k subset_eq
apply (auto simp add:dist_real_def)
done
also have "\<dots> \<le> e * (Sup k - Inf k)"
unfolding k interval_bounds_real[OF *]
using xk(1)
unfolding k
by (auto simp add: dist_real_def field_simps)
finally show "norm (content k *\<^sub>R f' x - (f (Sup k) - f (Inf k))) \<le>
e * (Sup k - Inf k)"
unfolding box_real k interval_bounds_real[OF *] content_real[OF *]
interval_upperbound_real interval_lowerbound_real
.
qed
qed
qed

lemma ident_has_integral:
fixes a::real
assumes "a \<le> b"
shows "((\<lambda>x. x) has_integral (b\<^sup>2 - a\<^sup>2) / 2) {a..b}"
proof -
have "((\<lambda>x. x) has_integral inverse 2 * b\<^sup>2 - inverse 2 * a\<^sup>2) {a..b}"
apply (rule fundamental_theorem_of_calculus [OF assms], clarify)
unfolding power2_eq_square
by (rule derivative_eq_intros | simp)+
then show ?thesis
by (simp add: field_simps)
qed

lemma integral_ident [simp]:
fixes a::real
assumes "a \<le> b"
shows "integral {a..b} (\<lambda>x. x) = (if a \<le> b then (b\<^sup>2 - a\<^sup>2) / 2 else 0)"
using ident_has_integral integral_unique by fastforce

lemma ident_integrable_on:
fixes a::real
shows "(\<lambda>x. x) integrable_on {a..b}"
by (metis atLeastatMost_empty_iff integrable_on_def has_integral_empty ident_has_integral)

subsection \<open>Taylor series expansion\<close>

lemma (in bounded_bilinear) setsum_prod_derivatives_has_vector_derivative:
assumes "p>0"
and f0: "Df 0 = f"
and Df: "\<And>m t. m < p \<Longrightarrow> a \<le> t \<Longrightarrow> t \<le> b \<Longrightarrow>
(Df m has_vector_derivative Df (Suc m) t) (at t within {a .. b})"
and g0: "Dg 0 = g"
and Dg: "\<And>m t. m < p \<Longrightarrow> a \<le> t \<Longrightarrow> t \<le> b \<Longrightarrow>
(Dg m has_vector_derivative Dg (Suc m) t) (at t within {a .. b})"
and ivl: "a \<le> t" "t \<le> b"
shows "((\<lambda>t. \<Sum>i<p. (-1)^i *\<^sub>R prod (Df i t) (Dg (p - Suc i) t))
has_vector_derivative
prod (f t) (Dg p t) - (-1)^p *\<^sub>R prod (Df p t) (g t))
(at t within {a .. b})"
using assms
proof cases
assume p: "p \<noteq> 1"
define p' where "p' = p - 2"
from assms p have p': "{..<p} = {..Suc p'}" "p = Suc (Suc p')"
by (auto simp: p'_def)
have *: "\<And>i. i \<le> p' \<Longrightarrow> Suc (Suc p' - i) = (Suc (Suc p') - i)"
by auto
let ?f = "\<lambda>i. (-1) ^ i *\<^sub>R (prod (Df i t) (Dg ((p - i)) t))"
have "(\<Sum>i<p. (-1) ^ i *\<^sub>R (prod (Df i t) (Dg (Suc (p - Suc i)) t) +
prod (Df (Suc i) t) (Dg (p - Suc i) t))) =
(\<Sum>i\<le>(Suc p'). ?f i - ?f (Suc i))"
by (auto simp: algebra_simps p'(2) numeral_2_eq_2 * lessThan_Suc_atMost)
also note setsum_telescope
finally
have "(\<Sum>i<p. (-1) ^ i *\<^sub>R (prod (Df i t) (Dg (Suc (p - Suc i)) t) +
prod (Df (Suc i) t) (Dg (p - Suc i) t)))
= prod (f t) (Dg p t) - (- 1) ^ p *\<^sub>R prod (Df p t) (g t)"
unfolding p'[symmetric]
by (simp add: assms)
thus ?thesis
using assms
by (auto intro!: derivative_eq_intros has_vector_derivative)
qed (auto intro!: derivative_eq_intros has_vector_derivative)

lemma
fixes f::"real\<Rightarrow>'a::banach"
assumes "p>0"
and f0: "Df 0 = f"
and Df: "\<And>m t. m < p \<Longrightarrow> a \<le> t \<Longrightarrow> t \<le> b \<Longrightarrow>
(Df m has_vector_derivative Df (Suc m) t) (at t within {a .. b})"
and ivl: "a \<le> b"
defines "i \<equiv> \<lambda>x. ((b - x) ^ (p - 1) / fact (p - 1)) *\<^sub>R Df p x"
shows taylor_has_integral:
"(i has_integral f b - (\<Sum>i<p. ((b - a) ^ i / fact i) *\<^sub>R Df i a)) {a..b}"
and taylor_integral:
"f b = (\<Sum>i<p. ((b - a) ^ i / fact i) *\<^sub>R Df i a) + integral {a..b} i"
and taylor_integrable:
"i integrable_on {a .. b}"
proof goal_cases
case 1
interpret bounded_bilinear "scaleR::real\<Rightarrow>'a\<Rightarrow>'a"
by (rule bounded_bilinear_scaleR)
define g where "g s = (b - s)^(p - 1)/fact (p - 1)" for s
define Dg where [abs_def]:
"Dg n s = (if n < p then (-1)^n * (b - s)^(p - 1 - n) / fact (p - 1 - n) else 0)" for n s
have g0: "Dg 0 = g"
using \<open>p > 0\<close>
by (auto simp add: Dg_def divide_simps g_def split: if_split_asm)
{
fix m
assume "p > Suc m"
hence "p - Suc m = Suc (p - Suc (Suc m))"
by auto
hence "real (p - Suc m) * fact (p - Suc (Suc m)) = fact (p - Suc m)"
by auto
} note fact_eq = this
have Dg: "\<And>m t. m < p \<Longrightarrow> a \<le> t \<Longrightarrow> t \<le> b \<Longrightarrow>
(Dg m has_vector_derivative Dg (Suc m) t) (at t within {a .. b})"
unfolding Dg_def
by (auto intro!: derivative_eq_intros simp: has_vector_derivative_def fact_eq divide_simps)
let ?sum = "\<lambda>t. \<Sum>i<p. (- 1) ^ i *\<^sub>R Dg i t *\<^sub>R Df (p - Suc i) t"
from setsum_prod_derivatives_has_vector_derivative[of _ Dg _ _ _ Df,
OF \<open>p > 0\<close> g0 Dg f0 Df]
have deriv: "\<And>t. a \<le> t \<Longrightarrow> t \<le> b \<Longrightarrow>
(?sum has_vector_derivative
g t *\<^sub>R Df p t - (- 1) ^ p *\<^sub>R Dg p t *\<^sub>R f t) (at t within {a..b})"
by auto
from fundamental_theorem_of_calculus[rule_format, OF \<open>a \<le> b\<close> deriv]
have "(i has_integral ?sum b - ?sum a) {a .. b}"
by (simp add: i_def g_def Dg_def)
also
have one: "(- 1) ^ p' * (- 1) ^ p' = (1::real)"
and "{..<p} \<inter> {i. p = Suc i} = {p - 1}"
for p'
using \<open>p > 0\<close>
by (auto simp: power_mult_distrib[symmetric])
then have "?sum b = f b"
using Suc_pred'[OF \<open>p > 0\<close>]
by (simp add: diff_eq_eq Dg_def power_0_left le_Suc_eq if_distrib
cond_application_beta setsum.If_cases f0)
also
have "{..<p} = (\<lambda>x. p - x - 1) ` {..<p}"
proof safe
fix x
assume "x < p"
thus "x \<in> (\<lambda>x. p - x - 1) ` {..<p}"
by (auto intro!: image_eqI[where x = "p - x - 1"])
qed simp
from _ this
have "?sum a = (\<Sum>i<p. ((b - a) ^ i / fact i) *\<^sub>R Df i a)"
by (rule setsum.reindex_cong) (auto simp add: inj_on_def Dg_def one)
finally show c: ?case .
case 2 show ?case using c integral_unique by force
case 3 show ?case using c by force
qed

subsection \<open>Attempt a systematic general set of "offset" results for components.\<close>

lemma gauge_modify:
assumes "(\<forall>s. open s \<longrightarrow> open {x. f(x) \<in> s})" "gauge d"
shows "gauge (\<lambda>x. {y. f y \<in> d (f x)})"
using assms
unfolding gauge_def
apply safe
defer
apply (erule_tac x="f x" in allE)
apply (erule_tac x="d (f x)" in allE)
apply auto
done

subsection \<open>Only need trivial subintervals if the interval itself is trivial.\<close>

lemma division_of_nontrivial:
fixes s :: "'a::euclidean_space set set"
assumes "s division_of (cbox a b)"
and "content (cbox a b) \<noteq> 0"
shows "{k. k \<in> s \<and> content k \<noteq> 0} division_of (cbox a b)"
using assms(1)
apply -
proof (induct "card s" arbitrary: s rule: nat_less_induct)
fix s::"'a set set"
assume assm: "s division_of (cbox a b)"
"\<forall>m<card s. \<forall>x. m = card x \<longrightarrow>
x division_of (cbox a b) \<longrightarrow> {k \<in> x. content k \<noteq> 0} division_of (cbox a b)"
note s = division_ofD[OF assm(1)]
let ?thesis = "{k \<in> s. content k \<noteq> 0} division_of (cbox a b)"
{
presume *: "{k \<in> s. content k \<noteq> 0} \<noteq> s \<Longrightarrow> ?thesis"
show ?thesis
apply cases
defer
apply (rule *)
apply assumption
using assm(1)
apply auto
done
}
assume noteq: "{k \<in> s. content k \<noteq> 0} \<noteq> s"
then obtain k where k: "k \<in> s" "content k = 0"
by auto
from s(4)[OF k(1)] guess c d by (elim exE) note k=k this
from k have "card s > 0"
unfolding card_gt_0_iff using assm(1) by auto
then have card: "card (s - {k}) < card s"
using assm(1) k(1)
apply (subst card_Diff_singleton_if)
apply auto
done
have *: "closed (\<Union>(s - {k}))"
apply (rule closed_Union)
defer
apply rule
apply (drule DiffD1,drule s(4))
using assm(1)
apply auto
done
have "k \<subseteq> \<Union>(s - {k})"
apply safe
apply (rule *[unfolded closed_limpt,rule_format])
unfolding islimpt_approachable
proof safe
fix x
fix e :: real
assume as: "x \<in> k" "e > 0"
from k(2)[unfolded k content_eq_0] guess i ..
then have i:"c\<bullet>i = d\<bullet>i" "i\<in>Basis"
using s(3)[OF k(1),unfolded k] unfolding box_ne_empty by auto
then have xi: "x\<bullet>i = d\<bullet>i"
using as unfolding k mem_box by (metis antisym)
define y where "y = (\<Sum>j\<in>Basis. (if j = i then if c\<bullet>i \<le> (a\<bullet>i + b\<bullet>i) / 2 then c\<bullet>i +
min e (b\<bullet>i - c\<bullet>i) / 2 else c\<bullet>i - min e (c\<bullet>i - a\<bullet>i) / 2 else x\<bullet>j) *\<^sub>R j)"
show "\<exists>x'\<in>\<Union>(s - {k}). x' \<noteq> x \<and> dist x' x < e"
apply (rule_tac x=y in bexI)
proof
have "d \<in> cbox c d"
using s(3)[OF k(1)]
unfolding k box_eq_empty mem_box
by (fastforce simp add: not_less)
then have "d \<in> cbox a b"
using s(2)[OF k(1)]
unfolding k
by auto
note di = this[unfolded mem_box,THEN bspec[where x=i]]
then have xyi: "y\<bullet>i \<noteq> x\<bullet>i"
unfolding y_def i xi
using as(2) assms(2)[unfolded content_eq_0] i(2)
by (auto elim!: ballE[of _ _ i])
then show "y \<noteq> x"
unfolding euclidean_eq_iff[where 'a='a] using i by auto
have *: "Basis = insert i (Basis - {i})"
using i by auto
have "norm (y - x) < e + setsum (\<lambda>i. 0) Basis"
apply (rule le_less_trans[OF norm_le_l1])
apply (subst *)
apply (subst setsum.insert)
prefer 3
proof -
show "\<bar>(y - x) \<bullet> i\<bar> < e"
using di as(2) y_def i xi by (auto simp: inner_simps)
show "(\<Sum>i\<in>Basis - {i}. \<bar>(y - x) \<bullet> i\<bar>) \<le> (\<Sum>i\<in>Basis. 0)"
unfolding y_def by (auto simp: inner_simps)
qed auto
then show "dist y x < e"
unfolding dist_norm by auto
have "y \<notin> k"
unfolding k mem_box
apply rule
apply (erule_tac x=i in ballE)
using xyi k i xi
apply auto
done
moreover
have "y \<in> \<Union>s"
using set_rev_mp[OF as(1) s(2)[OF k(1)]] as(2) di i
unfolding s mem_box y_def
by (auto simp: field_simps elim!: ballE[of _ _ i])
ultimately
show "y \<in> \<Union>(s - {k})" by auto
qed
qed
then have "\<Union>(s - {k}) = cbox a b"
unfolding s(6)[symmetric] by auto
then have  "{ka \<in> s - {k}. content ka \<noteq> 0} division_of (cbox a b)"
apply -
apply (rule assm(2)[rule_format,OF card refl])
apply (rule division_ofI)
defer
apply (rule_tac[1-4] s)
using assm(1)
apply auto
done
moreover
have "{ka \<in> s - {k}. content ka \<noteq> 0} = {k \<in> s. content k \<noteq> 0}"
using k by auto
ultimately show ?thesis by auto
qed

subsection \<open>Integrability on subintervals.\<close>

lemma operative_integrable:
fixes f :: "'b::euclidean_space \<Rightarrow> 'a::banach"
shows "comm_monoid.operative op \<and> True (\<lambda>i. f integrable_on i)"
unfolding comm_monoid.operative_def[OF comm_monoid_and]
apply safe
apply (subst integrable_on_def)
unfolding has_integral_null_eq
apply (rule, rule refl)
apply (rule, assumption, assumption)+
unfolding integrable_on_def
by (auto intro!: has_integral_split)

lemma integrable_subinterval:
fixes f :: "'b::euclidean_space \<Rightarrow> 'a::banach"
assumes "f integrable_on cbox a b"
and "cbox c d \<subseteq> cbox a b"
shows "f integrable_on cbox c d"
apply (cases "cbox c d = {}")
defer
apply (rule partial_division_extend_1[OF assms(2)],assumption)
using comm_monoid_set.operative_division[OF comm_monoid_set_and operative_integrable,symmetric,of _ _ _ f] assms(1)
apply (auto simp: comm_monoid_set_F_and)
done

lemma integrable_subinterval_real:
fixes f :: "real \<Rightarrow> 'a::banach"
assumes "f integrable_on {a .. b}"
and "{c .. d} \<subseteq> {a .. b}"
shows "f integrable_on {c .. d}"
by (metis assms(1) assms(2) box_real(2) integrable_subinterval)

subsection \<open>Combining adjacent intervals in 1 dimension.\<close>

lemma has_integral_combine:
fixes a b c :: real
assumes "a \<le> c"
and "c \<le> b"
and "(f has_integral i) {a .. c}"
and "(f has_integral (j::'a::banach)) {c .. b}"
shows "(f has_integral (i + j)) {a .. b}"
proof -
interpret comm_monoid "lift_option plus" "Some (0::'a)"
by (rule comm_monoid_lift_option)
note operative_integral [of f, unfolded operative_1_le]
note conjunctD2 [OF this, rule_format]
note * = this(2) [OF conjI [OF assms(1-2)],
unfolded if_P [OF assms(3)]]
then have "f integrable_on cbox a b"
apply -
apply (rule ccontr)
apply (subst(asm) if_P)
defer
apply (subst(asm) if_P)
using assms(3-)
apply auto
done
with *
show ?thesis
apply -
apply (subst(asm) if_P)
defer
apply (subst(asm) if_P)
defer
apply (subst(asm) if_P)
using assms(3-)
apply (auto simp add: integrable_on_def integral_unique)
done
qed

lemma integral_combine:
fixes f :: "real \<Rightarrow> 'a::banach"
assumes "a \<le> c"
and "c \<le> b"
and "f integrable_on {a .. b}"
shows "integral {a .. c} f + integral {c .. b} f = integral {a .. b} f"
apply (rule integral_unique[symmetric])
apply (rule has_integral_combine[OF assms(1-2)])
apply (metis assms(2) assms(3) atLeastatMost_subset_iff box_real(2) content_pos_le content_real_eq_0 integrable_integral integrable_subinterval le_add_same_cancel2 monoid_add_class.add.left_neutral)
by (metis assms(1) assms(3) atLeastatMost_subset_iff box_real(2) content_pos_le content_real_eq_0 integrable_integral integrable_subinterval le_add_same_cancel1 monoid_add_class.add.right_neutral)

lemma integrable_combine:
fixes f :: "real \<Rightarrow> 'a::banach"
assumes "a \<le> c"
and "c \<le> b"
and "f integrable_on {a .. c}"
and "f integrable_on {c .. b}"
shows "f integrable_on {a .. b}"
using assms
unfolding integrable_on_def
by (fastforce intro!:has_integral_combine)

subsection \<open>Reduce integrability to "local" integrability.\<close>

lemma integrable_on_little_subintervals:
fixes f :: "'b::euclidean_space \<Rightarrow> 'a::banach"
assumes "\<forall>x\<in>cbox a b. \<exists>d>0. \<forall>u v. x \<in> cbox u v \<and> cbox u v \<subseteq> ball x d \<and> cbox u v \<subseteq> cbox a b \<longrightarrow>
f integrable_on cbox u v"
shows "f integrable_on cbox a b"
proof -
have "\<forall>x. \<exists>d. x\<in>cbox a b \<longrightarrow> d>0 \<and> (\<forall>u v. x \<in> cbox u v \<and> cbox u v \<subseteq> ball x d \<and> cbox u v \<subseteq> cbox a b \<longrightarrow>
f integrable_on cbox u v)"
using assms by auto
note this[unfolded gauge_existence_lemma]
from choice[OF this] guess d .. note d=this[rule_format]
guess p
apply (rule fine_division_exists[OF gauge_ball_dependent,of d a b])
using d
by auto
note p=this(1-2)
note division_of_tagged_division[OF this(1)]
note * = comm_monoid_set.operative_division[OF comm_monoid_set_and operative_integrable, OF this, symmetric, of f]
show ?thesis
unfolding * comm_monoid_set_F_and
apply safe
unfolding snd_conv
proof -
fix x k
assume "(x, k) \<in> p"
note tagged_division_ofD(2-4)[OF p(1) this] fineD[OF p(2) this]
then show "f integrable_on k"
apply safe
apply (rule d[THEN conjunct2,rule_format,of x])
apply (auto intro: order.trans)
done
qed
qed

subsection \<open>Second FTC or existence of antiderivative.\<close>

lemma integrable_const[intro]: "(\<lambda>x. c) integrable_on cbox a b"
unfolding integrable_on_def
apply rule
apply (rule has_integral_const)
done

lemma integral_has_vector_derivative_continuous_at:
fixes f :: "real \<Rightarrow> 'a::banach"
assumes f: "f integrable_on {a..b}"
and x: "x \<in> {a..b}"
and fx: "continuous (at x within {a..b}) f"
shows "((\<lambda>u. integral {a..u} f) has_vector_derivative f x) (at x within {a..b})"
proof -
let ?I = "\<lambda>a b. integral {a..b} f"
{ fix e::real
assume "e > 0"
obtain d where "d>0" and d: "\<And>x'. \<lbrakk>x' \<in> {a..b}; \<bar>x' - x\<bar> < d\<rbrakk> \<Longrightarrow> norm(f x' - f x) \<le> e"
using \<open>e>0\<close> fx by (auto simp: continuous_within_eps_delta dist_norm less_imp_le)
have "norm (integral {a..y} f - integral {a..x} f - (y - x) *\<^sub>R f x) \<le> e * \<bar>y - x\<bar>"
if y: "y \<in> {a..b}" and yx: "\<bar>y - x\<bar> < d" for y
proof (cases "y < x")
case False
have "f integrable_on {a..y}"
using f y by (simp add: integrable_subinterval_real)
then have Idiff: "?I a y - ?I a x = ?I x y"
using False x by (simp add: algebra_simps integral_combine)
have fux_int: "((\<lambda>u. f u - f x) has_integral integral {x..y} f - (y - x) *\<^sub>R f x) {x..y}"
apply (rule has_integral_sub)
using x y apply (force intro: integrable_integral [OF integrable_subinterval_real [OF f]])
using has_integral_const_real [of "f x" x y] False
apply (simp add: )
done
show ?thesis
using False
apply (simp add: abs_eq_content del: content_real_if)
apply (rule has_integral_bound_real[where f="(\<lambda>u. f u - f x)"])
using yx False d x y \<open>e>0\<close> apply (auto simp add: Idiff fux_int)
done
next
case True
have "f integrable_on {a..x}"
using f x by (simp add: integrable_subinterval_real)
then have Idiff: "?I a x - ?I a y = ?I y x"
using True x y by (simp add: algebra_simps integral_combine)
have fux_int: "((\<lambda>u. f u - f x) has_integral integral {y..x} f - (x - y) *\<^sub>R f x) {y..x}"
apply (rule has_integral_sub)
using x y apply (force intro: integrable_integral [OF integrable_subinterval_real [OF f]])
using has_integral_const_real [of "f x" y x] True
apply (simp add: )
done
have "norm (integral {a..x} f - integral {a..y} f - (x - y) *\<^sub>R f x) \<le> e * \<bar>y - x\<bar>"
using True
apply (simp add: abs_eq_content del: content_real_if)
apply (rule has_integral_bound_real[where f="(\<lambda>u. f u - f x)"])
using yx True d x y \<open>e>0\<close> apply (auto simp add: Idiff fux_int)
done
then show ?thesis
by (simp add: algebra_simps norm_minus_commute)
qed
then have "\<exists>d>0. \<forall>y\<in>{a..b}. \<bar>y - x\<bar> < d \<longrightarrow> norm (integral {a..y} f - integral {a..x} f - (y - x) *\<^sub>R f x) \<le> e * \<bar>y - x\<bar>"
using \<open>d>0\<close> by blast
}
then show ?thesis
by (simp add: has_vector_derivative_def has_derivative_within_alt bounded_linear_scaleR_left)
qed

lemma integral_has_vector_derivative:
fixes f :: "real \<Rightarrow> 'a::banach"
assumes "continuous_on {a .. b} f"
and "x \<in> {a .. b}"
shows "((\<lambda>u. integral {a .. u} f) has_vector_derivative f(x)) (at x within {a .. b})"
apply (rule integral_has_vector_derivative_continuous_at [OF integrable_continuous_real])
using assms
apply (auto simp: continuous_on_eq_continuous_within)
done

lemma antiderivative_continuous:
fixes q b :: real
assumes "continuous_on {a .. b} f"
obtains g where "\<forall>x\<in>{a .. b}. (g has_vector_derivative (f x::_::banach)) (at x within {a .. b})"
apply (rule that)
apply rule
using integral_has_vector_derivative[OF assms]
apply auto
done

subsection \<open>Combined fundamental theorem of calculus.\<close>

lemma antiderivative_integral_continuous:
fixes f :: "real \<Rightarrow> 'a::banach"
assumes "continuous_on {a .. b} f"
obtains g where "\<forall>u\<in>{a .. b}. \<forall>v \<in> {a .. b}. u \<le> v \<longrightarrow> (f has_integral (g v - g u)) {u .. v}"
proof -
from antiderivative_continuous[OF assms] guess g . note g=this
show ?thesis
apply (rule that[of g])
apply safe
proof goal_cases
case prems: (1 u v)
have "\<forall>x\<in>cbox u v. (g has_vector_derivative f x) (at x within cbox u v)"
apply rule
apply (rule has_vector_derivative_within_subset)
apply (rule g[rule_format])
using prems(1,2)
apply auto
done
then show ?case
using fundamental_theorem_of_calculus[OF prems(3), of g f] by auto
qed
qed

subsection \<open>General "twiddling" for interval-to-interval function image.\<close>

lemma has_integral_twiddle:
assumes "0 < r"
and "\<forall>x. h(g x) = x"
and "\<forall>x. g(h x) = x"
and "\<forall>x. continuous (at x) g"
and "\<forall>u v. \<exists>w z. g ` cbox u v = cbox w z"
and "\<forall>u v. \<exists>w z. h ` cbox u v = cbox w z"
and "\<forall>u v. content(g ` cbox u v) = r * content (cbox u v)"
and "(f has_integral i) (cbox a b)"
shows "((\<lambda>x. f(g x)) has_integral (1 / r) *\<^sub>R i) (h ` cbox a b)"
proof -
show ?thesis when *: "cbox a b \<noteq> {} \<Longrightarrow> ?thesis"
apply cases
defer
apply (rule *)
apply assumption
proof goal_cases
case prems: 1
then show ?thesis
unfolding prems assms(8)[unfolded prems has_integral_empty_eq] by auto
qed
assume "cbox a b \<noteq> {}"
from assms(6)[rule_format,of a b] guess w z by (elim exE) note wz=this
have inj: "inj g" "inj h"
unfolding inj_on_def
apply safe
apply(rule_tac[!] ccontr)
using assms(2)
apply(erule_tac x=x in allE)
using assms(2)
apply(erule_tac x=y in allE)
defer
using assms(3)
apply (erule_tac x=x in allE)
using assms(3)
apply(erule_tac x=y in allE)
apply auto
done
show ?thesis
unfolding has_integral_def has_integral_compact_interval_def
apply (subst if_P)
apply rule
apply rule
apply (rule wz)
proof safe
fix e :: real
assume e: "e > 0"
with assms(1) have "e * r > 0" by simp
from assms(8)[unfolded has_integral,rule_format,OF this] guess d by (elim exE conjE) note d=this[rule_format]
define d' where "d' x = {y. g y \<in> d (g x)}" for x
have d': "\<And>x. d' x = {y. g y \<in> (d (g x))}"
unfolding d'_def ..
show "\<exists>d. gauge d \<and> (\<forall>p. p tagged_division_of h ` cbox a b \<and> d fine p \<longrightarrow> norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f (g x)) - (1 / r) *\<^sub>R i) < e)"
proof (rule_tac x=d' in exI, safe)
show "gauge d'"
using d(1)
unfolding gauge_def d'
using continuous_open_preimage_univ[OF assms(4)]
by auto
fix p
assume as: "p tagged_division_of h ` cbox a b" "d' fine p"
note p = tagged_division_ofD[OF as(1)]
have "(\<lambda>(x, k). (g x, g ` k)) ` p tagged_division_of (cbox a b) \<and> d fine (\<lambda>(x, k). (g x, g ` k)) ` p"
unfolding tagged_division_of
proof safe
show "finite ((\<lambda>(x, k). (g x, g ` k)) ` p)"
using as by auto
show "d fine (\<lambda>(x, k). (g x, g ` k)) ` p"
using as(2) unfolding fine_def d' by auto
fix x k
assume xk[intro]: "(x, k) \<in> p"
show "g x \<in> g ` k"
using p(2)[OF xk] by auto
show "\<exists>u v. g ` k = cbox u v"
using p(4)[OF xk] using assms(5-6) by auto
{
fix y
assume "y \<in> k"
then show "g y \<in> cbox a b" "g y \<in> cbox a b"
using p(3)[OF xk,unfolded subset_eq,rule_format,of "h (g y)"]
using assms(2)[rule_format,of y]
unfolding inj_image_mem_iff[OF inj(2)]
by auto
}
fix x' k'
assume xk': "(x', k') \<in> p"
fix z
assume z: "z \<in> interior (g ` k)" "z \<in> interior (g ` k')"
have same: "(x, k) = (x', k')"
apply -
apply (rule ccontr)
apply (drule p(5)[OF xk xk'])
proof -
assume as: "interior k \<inter> interior k' = {}"
have "z \<in> g ` (interior k \<inter> interior k')"
using interior_image_subset[OF assms(4) inj(1)] z
unfolding image_Int[OF inj(1)] by blast
then show False
using as by blast
qed
then show "g x = g x'"
by auto
{
fix z
assume "z \<in> k"
then show "g z \<in> g ` k'"
using same by auto
}
{
fix z
assume "z \<in> k'"
then show "g z \<in> g ` k"
using same by auto
}
next
fix x
assume "x \<in> cbox a b"
then have "h x \<in>  \<Union>{k. \<exists>x. (x, k) \<in> p}"
using p(6) by auto
then guess X unfolding Union_iff .. note X=this
from this(1) guess y unfolding mem_Collect_eq ..
then show "x \<in> \<Union>{k. \<exists>x. (x, k) \<in> (\<lambda>(x, k). (g x, g ` k)) ` p}"
apply -
apply (rule_tac X="g ` X" in UnionI)
defer
apply (rule_tac x="h x" in image_eqI)
using X(2) assms(3)[rule_format,of x]
apply auto
done
qed
note ** = d(2)[OF this]
have *: "inj_on (\<lambda>(x, k). (g x, g ` k)) p"
using inj(1) unfolding inj_on_def by fastforce
have "(\<Sum>(x, k)\<in>(\<lambda>(x, k). (g x, g ` k)) ` p. content k *\<^sub>R f x) - i = r *\<^sub>R (\<Sum>(x, k)\<in>p. content k *\<^sub>R f (g x)) - i" (is "?l = _")
using assms(7)
apply (simp only: algebra_simps add_left_cancel scaleR_right.setsum)
apply (subst setsum.reindex_bij_betw[symmetric, where h="\<lambda>(x, k). (g x, g ` k)" and S=p])
apply (auto intro!: * setsum.cong simp: bij_betw_def dest!: p(4))
done
also have "\<dots> = r *\<^sub>R ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f (g x)) - (1 / r) *\<^sub>R i)" (is "_ = ?r")
unfolding scaleR_diff_right scaleR_scaleR
using assms(1)
by auto
finally have *: "?l = ?r" .
show "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f (g x)) - (1 / r) *\<^sub>R i) < e"
using **
unfolding *
unfolding norm_scaleR
using assms(1)
by (auto simp add:field_simps)
qed
qed
qed

subsection \<open>Special case of a basic affine transformation.\<close>

lemma interval_image_affinity_interval:
"\<exists>u v. (\<lambda>x. m *\<^sub>R (x::'a::euclidean_space) + c) ` cbox a b = cbox u v"
unfolding image_affinity_cbox
by auto

lemma content_image_affinity_cbox:
"content((\<lambda>x::'a::euclidean_space. m *\<^sub>R x + c) ` cbox a b) =
\<bar>m\<bar> ^ DIM('a) * content (cbox a b)" (is "?l = ?r")
proof (cases "cbox a b = {}")
case True then show ?thesis by simp
next
case False
show ?thesis
proof (cases "m \<ge> 0")
case True
with \<open>cbox a b \<noteq> {}\<close> have "cbox (m *\<^sub>R a + c) (m *\<^sub>R b + c) \<noteq> {}"
unfolding box_ne_empty
apply (intro ballI)
apply (erule_tac x=i in ballE)
apply (auto simp: inner_simps mult_left_mono)
done
moreover from True have *: "\<And>i. (m *\<^sub>R b + c) \<bullet> i - (m *\<^sub>R a + c) \<bullet> i = m *\<^sub>R (b - a) \<bullet> i"
by (simp add: inner_simps field_simps)
ultimately show ?thesis
by (simp add: image_affinity_cbox True content_cbox'
setprod.distrib setprod_constant inner_diff_left)
next
case False
with \<open>cbox a b \<noteq> {}\<close> have "cbox (m *\<^sub>R b + c) (m *\<^sub>R a + c) \<noteq> {}"
unfolding box_ne_empty
apply (intro ballI)
apply (erule_tac x=i in ballE)
apply (auto simp: inner_simps mult_left_mono)
done
moreover from False have *: "\<And>i. (m *\<^sub>R a + c) \<bullet> i - (m *\<^sub>R b + c) \<bullet> i = (-m) *\<^sub>R (b - a) \<bullet> i"
by (simp add: inner_simps field_simps)
ultimately show ?thesis using False
by (simp add: image_affinity_cbox content_cbox'
setprod.distrib[symmetric] setprod_constant[symmetric] inner_diff_left)
qed
qed

lemma has_integral_affinity:
fixes a :: "'a::euclidean_space"
assumes "(f has_integral i) (cbox a b)"
and "m \<noteq> 0"
shows "((\<lambda>x. f(m *\<^sub>R x + c)) has_integral ((1 / (\<bar>m\<bar> ^ DIM('a))) *\<^sub>R i)) ((\<lambda>x. (1 / m) *\<^sub>R x + -((1 / m) *\<^sub>R c)) ` cbox a b)"
apply (rule has_integral_twiddle)
using assms
apply (safe intro!: interval_image_affinity_interval content_image_affinity_cbox)
apply (rule zero_less_power)
unfolding scaleR_right_distrib
apply auto
done

lemma integrable_affinity:
assumes "f integrable_on cbox a b"
and "m \<noteq> 0"
shows "(\<lambda>x. f(m *\<^sub>R x + c)) integrable_on ((\<lambda>x. (1 / m) *\<^sub>R x + -((1/m) *\<^sub>R c)) ` cbox a b)"
using assms
unfolding integrable_on_def
apply safe
apply (drule has_integral_affinity)
apply auto
done

lemmas has_integral_affinity01 = has_integral_affinity [of _ _ 0 "1::real", simplified]

subsection \<open>Special case of stretching coordinate axes separately.\<close>

lemma content_image_stretch_interval:
"content ((\<lambda>x::'a::euclidean_space. (\<Sum>k\<in>Basis. (m k * (x\<bullet>k))*\<^sub>R k)::'a) ` cbox a b) =
\<bar>setprod m Basis\<bar> * content (cbox a b)"
proof (cases "cbox a b = {}")
case True
then show ?thesis
unfolding content_def image_is_empty image_stretch_interval if_P[OF True] by auto
next
case False
then have "(\<lambda>x. (\<Sum>k\<in>Basis. (m k * (x\<bullet>k))*\<^sub>R k)) ` cbox a b \<noteq> {}"
by auto
then show ?thesis
using False
unfolding content_def image_stretch_interval
apply -
unfolding interval_bounds' if_not_P
unfolding abs_setprod setprod.distrib[symmetric]
apply (rule setprod.cong)
apply (rule refl)
unfolding lessThan_iff
apply (simp only: inner_setsum_left_Basis)
proof -
fix i :: 'a
assume i: "i \<in> Basis"
have "(m i < 0 \<or> m i > 0) \<or> m i = 0"
by auto
then show "max (m i * (a \<bullet> i)) (m i * (b \<bullet> i)) - min (m i * (a \<bullet> i)) (m i * (b \<bullet> i)) =
\<bar>m i\<bar> * (b \<bullet> i - a \<bullet> i)"
apply -
apply (erule disjE)+
unfolding min_def max_def
using False[unfolded box_ne_empty,rule_format,of i] i
apply (auto simp add:field_simps not_le mult_le_cancel_left_neg mult_le_cancel_left_pos)
done
qed
qed

lemma has_integral_stretch:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
assumes "(f has_integral i) (cbox a b)"
and "\<forall>k\<in>Basis. m k \<noteq> 0"
shows "((\<lambda>x. f (\<Sum>k\<in>Basis. (m k * (x\<bullet>k))*\<^sub>R k)) has_integral
((1/ \<bar>setprod m Basis\<bar>) *\<^sub>R i)) ((\<lambda>x. (\<Sum>k\<in>Basis. (1 / m k * (x\<bullet>k))*\<^sub>R k)) ` cbox a b)"
apply (rule has_integral_twiddle[where f=f])
unfolding zero_less_abs_iff content_image_stretch_interval
unfolding image_stretch_interval empty_as_interval euclidean_eq_iff[where 'a='a]
using assms
proof -
show "\<forall>y::'a. continuous (at y) (\<lambda>x. (\<Sum>k\<in>Basis. (m k * (x\<bullet>k))*\<^sub>R k))"
apply rule
apply (rule linear_continuous_at)
unfolding linear_linear
unfolding linear_iff inner_simps euclidean_eq_iff[where 'a='a]
apply (auto simp add: field_simps)
done
qed auto

lemma integrable_stretch:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
assumes "f integrable_on cbox a b"
and "\<forall>k\<in>Basis. m k \<noteq> 0"
shows "(\<lambda>x::'a. f (\<Sum>k\<in>Basis. (m k * (x\<bullet>k))*\<^sub>R k)) integrable_on
((\<lambda>x. \<Sum>k\<in>Basis. (1 / m k * (x\<bullet>k))*\<^sub>R k) ` cbox a b)"
using assms
unfolding integrable_on_def
apply -
apply (erule exE)
apply (drule has_integral_stretch)
apply assumption
apply auto
done

subsection \<open>even more special cases.\<close>

lemma uminus_interval_vector[simp]:
fixes a b :: "'a::euclidean_space"
shows "uminus ` cbox a b = cbox (-b) (-a)"
apply (rule set_eqI)
apply rule
defer
unfolding image_iff
apply (rule_tac x="-x" in bexI)
apply (auto simp add:minus_le_iff le_minus_iff mem_box)
done

lemma has_integral_reflect_lemma[intro]:
assumes "(f has_integral i) (cbox a b)"
shows "((\<lambda>x. f(-x)) has_integral i) (cbox (-b) (-a))"
using has_integral_affinity[OF assms, of "-1" 0]
by auto

lemma has_integral_reflect_lemma_real[intro]:
assumes "(f has_integral i) {a .. b::real}"
shows "((\<lambda>x. f(-x)) has_integral i) {-b .. -a}"
using assms
unfolding box_real[symmetric]
by (rule has_integral_reflect_lemma)

lemma has_integral_reflect[simp]:
"((\<lambda>x. f (-x)) has_integral i) (cbox (-b) (-a)) \<longleftrightarrow> (f has_integral i) (cbox a b)"
apply rule
apply (drule_tac[!] has_integral_reflect_lemma)
apply auto
done

lemma integrable_reflect[simp]: "(\<lambda>x. f(-x)) integrable_on cbox (-b) (-a) \<longleftrightarrow> f integrable_on cbox a b"
unfolding integrable_on_def by auto

lemma integrable_reflect_real[simp]: "(\<lambda>x. f(-x)) integrable_on {-b .. -a} \<longleftrightarrow> f integrable_on {a .. b::real}"
unfolding box_real[symmetric]
by (rule integrable_reflect)

lemma integral_reflect[simp]: "integral (cbox (-b) (-a)) (\<lambda>x. f (-x)) = integral (cbox a b) f"
unfolding integral_def by auto

lemma integral_reflect_real[simp]: "integral {-b .. -a} (\<lambda>x. f (-x)) = integral {a .. b::real} f"
unfolding box_real[symmetric]
by (rule integral_reflect)

subsection \<open>Stronger form of FCT; quite a tedious proof.\<close>

lemma bgauge_existence_lemma: "(\<forall>x\<in>s. \<exists>d::real. 0 < d \<and> q d x) \<longleftrightarrow> (\<forall>x. \<exists>d>0. x\<in>s \<longrightarrow> q d x)"
by (meson zero_less_one)

fixes f :: "real \<Rightarrow> 'a::real_normed_vector"
assumes "a \<le> b"
and "p tagged_division_of {a..b}"
shows "setsum (\<lambda>(x,k). f (Sup k) - f(Inf k)) p = f b - f a"
using additive_tagged_division_1[OF _ assms(2), of f]
using assms(1)
by auto

lemma split_minus[simp]: "(\<lambda>(x, k). f x k) x - (\<lambda>(x, k). g x k) x = (\<lambda>(x, k). f x k - g x k) x"
by (simp add: split_def)

lemma norm_triangle_le_sub: "norm x + norm y \<le> e \<Longrightarrow> norm (x - y) \<le> e"
apply (subst(asm)(2) norm_minus_cancel[symmetric])
apply (drule norm_triangle_le)
apply (auto simp add: algebra_simps)
done

lemma fundamental_theorem_of_calculus_interior:
fixes f :: "real \<Rightarrow> 'a::real_normed_vector"
assumes "a \<le> b"
and "continuous_on {a .. b} f"
and "\<forall>x\<in>{a <..< b}. (f has_vector_derivative f'(x)) (at x)"
shows "(f' has_integral (f b - f a)) {a .. b}"
proof -
{
presume *: "a < b \<Longrightarrow> ?thesis"
show ?thesis
proof (cases "a < b")
case True
then show ?thesis by (rule *)
next
case False
then have "a = b"
using assms(1) by auto
then have *: "cbox a b = {b}" "f b - f a = 0"
by (auto simp add:  order_antisym)
show ?thesis
unfolding *(2)
unfolding content_eq_0
using * \<open>a = b\<close>
by (auto simp: ex_in_conv)
qed
}
assume ab: "a < b"
let ?P = "\<lambda>e. \<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) - (f b - f a)) \<le> e * content {a .. b})"
{ presume "\<And>e. e > 0 \<Longrightarrow> ?P e" then show ?thesis unfolding has_integral_factor_content_real by auto }
fix e :: real
assume e: "e > 0"
note assms(3)[unfolded has_vector_derivative_def has_derivative_at_alt ball_conj_distrib]
note conjunctD2[OF this]
note bounded=this(1) and this(2)
from this(2) have "\<forall>x\<in>box a b. \<exists>d>0. \<forall>y. norm (y - x) < d \<longrightarrow>
norm (f y - f x - (y - x) *\<^sub>R f' x) \<le> e/2 * norm (y - x)"
apply -
apply safe
apply (erule_tac x=x in ballE)
apply (erule_tac x="e/2" in allE)
using e
apply auto
done
note this[unfolded bgauge_existence_lemma]
from choice[OF this] guess d ..
note conjunctD2[OF this[rule_format]]
note d = this[rule_format]
have "bounded (f ` cbox a b)"
apply (rule compact_imp_bounded compact_continuous_image)+
using compact_cbox assms
apply auto
done
from this[unfolded bounded_pos] guess B .. note B = this[rule_format]

have "\<exists>da. 0 < da \<and> (\<forall>c. a \<le> c \<and> {a .. c} \<subseteq> {a .. b} \<and> {a .. c} \<subseteq> ball a da \<longrightarrow>
norm (content {a .. c} *\<^sub>R f' a - (f c - f a)) \<le> (e * (b - a)) / 4)"
proof -
have "a \<in> {a .. b}"
using ab by auto
note assms(2)[unfolded continuous_on_eq_continuous_within,rule_format,OF this]
note * = this[unfolded continuous_within Lim_within,rule_format]
have "(e * (b - a)) / 8 > 0"
using e ab by (auto simp add: field_simps)
from *[OF this] guess k .. note k = conjunctD2[OF this,rule_format]
have "\<exists>l. 0 < l \<and> norm(l *\<^sub>R f' a) \<le> (e * (b - a)) / 8"
proof (cases "f' a = 0")
case True
thus ?thesis using ab e by auto
next
case False
then show ?thesis
apply (rule_tac x="(e * (b - a)) / 8 / norm (f' a)" in exI)
using ab e
apply (auto simp add: field_simps)
done
qed
then guess l .. note l = conjunctD2[OF this]
show ?thesis
apply (rule_tac x="min k l" in exI)
apply safe
unfolding min_less_iff_conj
apply rule
apply (rule l k)+
proof -
fix c
assume as: "a \<le> c" "{a .. c} \<subseteq> {a .. b}" "{a .. c} \<subseteq> ball a (min k l)"
note as' = this[unfolded subset_eq Ball_def mem_ball dist_real_def mem_box]
have "norm ((c - a) *\<^sub>R f' a - (f c - f a)) \<le> norm ((c - a) *\<^sub>R f' a) + norm (f c - f a)"
by (rule norm_triangle_ineq4)
also have "\<dots> \<le> e * (b - a) / 8 + e * (b - a) / 8"
have "\<bar>c - a\<bar> \<le> \<bar>l\<bar>"
using as' by auto
then show "norm ((c - a) *\<^sub>R f' a) \<le> e * (b - a) / 8"
apply -
apply (rule order_trans[OF _ l(2)])
unfolding norm_scaleR
apply (rule mult_right_mono)
apply auto
done
next
show "norm (f c - f a) \<le> e * (b - a) / 8"
apply (rule less_imp_le)
apply (cases "a = c")
defer
apply (rule k(2)[unfolded dist_norm])
using as' e ab
apply (auto simp add: field_simps)
done
qed
finally show "norm (content {a .. c} *\<^sub>R f' a - (f c - f a)) \<le> e * (b - a) / 4"
unfolding content_real[OF as(1)] by auto
qed
qed
then guess da .. note da=conjunctD2[OF this,rule_format]

have "\<exists>db>0. \<forall>c\<le>b. {c .. b} \<subseteq> {a .. b} \<and> {c .. b} \<subseteq> ball b db \<longrightarrow>
norm (content {c .. b} *\<^sub>R f' b - (f b - f c)) \<le> (e * (b - a)) / 4"
proof -
have "b \<in> {a .. b}"
using ab by auto
note assms(2)[unfolded continuous_on_eq_continuous_within,rule_format,OF this]
note * = this[unfolded continuous_within Lim_within,rule_format] have "(e * (b - a)) / 8 > 0"
using e ab by (auto simp add: field_simps)
from *[OF this] guess k .. note k = conjunctD2[OF this,rule_format]
have "\<exists>l. 0 < l \<and> norm (l *\<^sub>R f' b) \<le> (e * (b - a)) / 8"
proof (cases "f' b = 0")
case True
thus ?thesis using ab e by auto
next
case False
then show ?thesis
apply (rule_tac x="(e * (b - a)) / 8 / norm (f' b)" in exI)
using ab e
apply (auto simp add: field_simps)
done
qed
then guess l .. note l = conjunctD2[OF this]
show ?thesis
apply (rule_tac x="min k l" in exI)
apply safe
unfolding min_less_iff_conj
apply rule
apply (rule l k)+
proof -
fix c
assume as: "c \<le> b" "{c..b} \<subseteq> {a..b}" "{c..b} \<subseteq> ball b (min k l)"
note as' = this[unfolded subset_eq Ball_def mem_ball dist_real_def mem_box]
have "norm ((b - c) *\<^sub>R f' b - (f b - f c)) \<le> norm ((b - c) *\<^sub>R f' b) + norm (f b - f c)"
by (rule norm_triangle_ineq4)
also have "\<dots> \<le> e * (b - a) / 8 + e * (b - a) / 8"
have "\<bar>c - b\<bar> \<le> \<bar>l\<bar>"
using as' by auto
then show "norm ((b - c) *\<^sub>R f' b) \<le> e * (b - a) / 8"
apply -
apply (rule order_trans[OF _ l(2)])
unfolding norm_scaleR
apply (rule mult_right_mono)
apply auto
done
next
show "norm (f b - f c) \<le> e * (b - a) / 8"
apply (rule less_imp_le)
apply (cases "b = c")
defer
apply (subst norm_minus_commute)
apply (rule k(2)[unfolded dist_norm])
using as' e ab
apply (auto simp add: field_simps)
done
qed
finally show "norm (content {c .. b} *\<^sub>R f' b - (f b - f c)) \<le> e * (b - a) / 4"
unfolding content_real[OF as(1)] by auto
qed
qed
then guess db .. note db=conjunctD2[OF this,rule_format]

let ?d = "(\<lambda>x. ball x (if x=a then da else if x=b then db else d x))"
show "?P e"
apply (rule_tac x="?d" in exI)
proof (safe, goal_cases)
case 1
show ?case
apply (rule gauge_ball_dependent)
using ab db(1) da(1) d(1)
apply auto
done
next
case as: (2 p)
let ?A = "{t. fst t \<in> {a, b}}"
note p = tagged_division_ofD[OF as(1)]
have pA: "p = (p \<inter> ?A) \<union> (p - ?A)" "finite (p \<inter> ?A)" "finite (p - ?A)" "(p \<inter> ?A) \<inter> (p - ?A) = {}"
using as by auto
note * = additive_tagged_division_1'[OF assms(1) as(1), symmetric]
have **: "\<And>n1 s1 n2 s2::real. n2 \<le> s2 / 2 \<Longrightarrow> n1 - s1 \<le> s2 / 2 \<Longrightarrow> n1 + n2 \<le> s1 + s2"
by arith
show ?case
unfolding content_real[OF assms(1)] and *[of "\<lambda>x. x"] *[of f] setsum_subtractf[symmetric] split_minus
unfolding setsum_right_distrib
apply (subst(2) pA)
apply (subst pA)
unfolding setsum.union_disjoint[OF pA(2-)]
proof (rule norm_triangle_le, rule **, goal_cases)
case 1
show ?case
apply (rule order_trans)
apply (rule setsum_norm_le)
defer
apply (subst setsum_divide_distrib)
apply (rule order_refl)
apply safe
apply (unfold not_le o_def split_conv fst_conv)
proof (rule ccontr)
fix x k
assume xk: "(x, k) \<in> p"
"e * (Sup k -  Inf k) / 2 <
norm (content k *\<^sub>R f' x - (f (Sup k) - f (Inf k)))"
from p(4)[OF this(1)] guess u v by (elim exE) note k=this
then have "u \<le> v" and uv: "{u, v} \<subseteq> cbox u v"
using p(2)[OF xk(1)] by auto
note result = xk(2)[unfolded k box_real interval_bounds_real[OF this(1)] content_real[OF this(1)]]

assume as': "x \<noteq> a" "x \<noteq> b"
then have "x \<in> box a b"
using p(2-3)[OF xk(1)] by (auto simp: mem_box)
note  * = d(2)[OF this]
have "norm ((v - u) *\<^sub>R f' (x) - (f (v) - f (u))) =
norm ((f (u) - f (x) - (u - x) *\<^sub>R f' (x)) - (f (v) - f (x) - (v - x) *\<^sub>R f' (x)))"
apply (rule arg_cong[of _ _ norm])
unfolding scaleR_left.diff
apply auto
done
also have "\<dots> \<le> e / 2 * norm (u - x) + e / 2 * norm (v - x)"
apply (rule norm_triangle_le_sub)
apply (rule_tac[!] *)
using fineD[OF as(2) xk(1)] as'
unfolding k subset_eq
apply -
apply (erule_tac x=u in ballE)
apply (erule_tac[3] x=v in ballE)
using uv
apply (auto simp:dist_real_def)
done
also have "\<dots> \<le> e / 2 * norm (v - u)"
using p(2)[OF xk(1)]
unfolding k
by (auto simp add: field_simps)
finally have "e * (v - u) / 2 < e * (v - u) / 2"
apply -
apply (rule less_le_trans[OF result])
using uv
apply auto
done
then show False by auto
qed
next
have *: "\<And>x s1 s2::real. 0 \<le> s1 \<Longrightarrow> x \<le> (s1 + s2) / 2 \<Longrightarrow> x - s1 \<le> s2 / 2"
by auto
case 2
show ?case
apply (rule *)
apply (rule setsum_nonneg)
apply rule
apply (unfold split_paired_all split_conv)
defer
unfolding setsum.union_disjoint[OF pA(2-),symmetric] pA(1)[symmetric]
unfolding setsum_right_distrib[symmetric]
apply (subst additive_tagged_division_1[OF _ as(1)])
apply (rule assms)
proof -
fix x k
assume "(x, k) \<in> p \<inter> {t. fst t \<in> {a, b}}"
note xk=IntD1[OF this]
from p(4)[OF this] guess u v by (elim exE) note uv=this
with p(2)[OF xk] have "cbox u v \<noteq> {}"
by auto
then show "0 \<le> e * ((Sup k) - (Inf k))"
unfolding uv using e by (auto simp add: field_simps)
next
have *: "\<And>s f t e. setsum f s = setsum f t \<Longrightarrow> norm (setsum f t) \<le> e \<Longrightarrow> norm (setsum f s) \<le> e"
by auto
show "norm (\<Sum>(x, k)\<in>p \<inter> ?A. content k *\<^sub>R f' x -
(f ((Sup k)) - f ((Inf k)))) \<le> e * (b - a) / 2"
apply (rule *[where t1="p \<inter> {t. fst t \<in> {a, b} \<and> content(snd t) \<noteq> 0}"])
apply (rule setsum.mono_neutral_right[OF pA(2)])
defer
apply rule
unfolding split_paired_all split_conv o_def
proof goal_cases
fix x k
assume "(x, k) \<in> p \<inter> {t. fst t \<in> {a, b}} - p \<inter> {t. fst t \<in> {a, b} \<and> content (snd t) \<noteq> 0}"
then have xk: "(x, k) \<in> p" "content k = 0"
by auto
from p(4)[OF xk(1)] guess u v by (elim exE) note uv=this
have "k \<noteq> {}"
using p(2)[OF xk(1)] by auto
then have *: "u = v"
using xk
unfolding uv content_eq_0 box_eq_empty
by auto
then show "content k *\<^sub>R (f' (x)) - (f ((Sup k)) - f ((Inf k))) = 0"
using xk unfolding uv by auto
next
have *: "p \<inter> {t. fst t \<in> {a, b} \<and> content(snd t) \<noteq> 0} =
{t. t\<in>p \<and> fst t = a \<and> content(snd t) \<noteq> 0} \<union> {t. t\<in>p \<and> fst t = b \<and> content(snd t) \<noteq> 0}"
by blast
have **: "norm (setsum f s) \<le> e"
if "\<forall>x y. x \<in> s \<and> y \<in> s \<longrightarrow> x = y"
and "\<forall>x. x \<in> s \<longrightarrow> norm (f x) \<le> e"
and "e > 0"
for s f and e :: real
proof (cases "s = {}")
case True
with that show ?thesis by auto
next
case False
then obtain x where "x \<in> s"
by auto
then have *: "s = {x}"
using that(1) by auto
then show ?thesis
using \<open>x \<in> s\<close> that(2) by auto
qed
case 2
show ?case
apply (subst *)
apply (subst setsum.union_disjoint)
prefer 4
apply (rule order_trans[of _ "e * (b - a)/4 + e * (b - a)/4"])
apply (rule norm_triangle_le,rule add_mono)
apply (rule_tac[1-2] **)
proof -
let ?B = "\<lambda>x. {t \<in> p. fst t = x \<and> content (snd t) \<noteq> 0}"
have pa: "\<exists>v. k = cbox a v \<and> a \<le> v" if "(a, k) \<in> p" for k
proof -
guess u v using p(4)[OF that] by (elim exE) note uv=this
have *: "u \<le> v"
using p(2)[OF that] unfolding uv by auto
have u: "u = a"
proof (rule ccontr)
have "u \<in> cbox u v"
using p(2-3)[OF that(1)] unfolding uv by auto
have "u \<ge> a"
using p(2-3)[OF that(1)] unfolding uv subset_eq by auto
moreover assume "\<not> ?thesis"
ultimately have "u > a" by auto
then show False
using p(2)[OF that(1)] unfolding uv by (auto simp add:)
qed
then show ?thesis
apply (rule_tac x=v in exI)
unfolding uv
using *
apply auto
done
qed
have pb: "\<exists>v. k = cbox v b \<and> b \<ge> v" if "(b, k) \<in> p" for k
proof -
guess u v using p(4)[OF that] by (elim exE) note uv=this
have *: "u \<le> v"
using p(2)[OF that] unfolding uv by auto
have u: "v = b"
proof (rule ccontr)
have "u \<in> cbox u v"
using p(2-3)[OF that(1)] unfolding uv by auto
have "v \<le> b"
using p(2-3)[OF that(1)] unfolding uv subset_eq by auto
moreover assume "\<not> ?thesis"
ultimately have "v < b" by auto
then show False
using p(2)[OF that(1)] unfolding uv by (auto simp add:)
qed
then show ?thesis
apply (rule_tac x=u in exI)
unfolding uv
using *
apply auto
done
qed
show "\<forall>x y. x \<in> ?B a \<and> y \<in> ?B a \<longrightarrow> x = y"
apply (rule,rule,rule,unfold split_paired_all)
unfolding mem_Collect_eq fst_conv snd_conv
apply safe
proof -
fix x k k'
assume k: "(a, k) \<in> p" "(a, k') \<in> p" "content k \<noteq> 0" "content k' \<noteq> 0"
guess v using pa[OF k(1)] .. note v = conjunctD2[OF this]
guess v' using pa[OF k(2)] .. note v' = conjunctD2[OF this] let ?v = "min v v'"
have "box a ?v \<subseteq> k \<inter> k'"
unfolding v v' by (auto simp add: mem_box)
note interior_mono[OF this,unfolded interior_Int]
moreover have "(a + ?v)/2 \<in> box a ?v"
using k(3-)
unfolding v v' content_eq_0 not_le
by (auto simp add: mem_box)
ultimately have "(a + ?v)/2 \<in> interior k \<inter> interior k'"
unfolding interior_open[OF open_box] by auto
then have *: "k = k'"
apply -
apply (rule ccontr)
using p(5)[OF k(1-2)]
apply auto
done
{ assume "x \<in> k" then show "x \<in> k'" unfolding * . }
{ assume "x \<in> k'" then show "x \<in> k" unfolding * . }
qed
show "\<forall>x y. x \<in> ?B b \<and> y \<in> ?B b \<longrightarrow> x = y"
apply rule
apply rule
apply rule
apply (unfold split_paired_all)
unfolding mem_Collect_eq fst_conv snd_conv
apply safe
proof -
fix x k k'
assume k: "(b, k) \<in> p" "(b, k') \<in> p" "content k \<noteq> 0" "content k' \<noteq> 0"
guess v using pb[OF k(1)] .. note v = conjunctD2[OF this]
guess v' using pb[OF k(2)] .. note v' = conjunctD2[OF this]
let ?v = "max v v'"
have "box ?v b \<subseteq> k \<inter> k'"
unfolding v v' by (auto simp: mem_box)
note interior_mono[OF this,unfolded interior_Int]
moreover have " ((b + ?v)/2) \<in> box ?v b"
using k(3-) unfolding v v' content_eq_0 not_le by (auto simp: mem_box)
ultimately have " ((b + ?v)/2) \<in> interior k \<inter> interior k'"
unfolding interior_open[OF open_box] by auto
then have *: "k = k'"
apply -
apply (rule ccontr)
using p(5)[OF k(1-2)]
apply auto
done
{ assume "x \<in> k" then show "x \<in> k'" unfolding * . }
{ assume "x \<in> k'" then show "x\<in>k" unfolding * . }
qed

let ?a = a and ?b = b (* a is something else while proofing the next theorem. *)
show "\<forall>x. x \<in> ?B a \<longrightarrow> norm ((\<lambda>(x, k). content k *\<^sub>R f' x - (f (Sup k) -
f (Inf k))) x) \<le> e * (b - a) / 4"
apply rule
apply rule
unfolding mem_Collect_eq
unfolding split_paired_all fst_conv snd_conv
proof (safe, goal_cases)
case prems: 1
guess v using pa[OF prems(1)] .. note v = conjunctD2[OF this]
have "?a \<in> {?a..v}"
using v(2) by auto
then have "v \<le> ?b"
using p(3)[OF prems(1)] unfolding subset_eq v by auto
moreover have "{?a..v} \<subseteq> ball ?a da"
using fineD[OF as(2) prems(1)]
apply -
apply (subst(asm) if_P)
apply (rule refl)
unfolding subset_eq
apply safe
apply (erule_tac x=" x" in ballE)
apply (auto simp add:subset_eq dist_real_def v)
done
ultimately show ?case
unfolding v interval_bounds_real[OF v(2)] box_real
apply -
apply(rule da(2)[of "v"])
using prems fineD[OF as(2) prems(1)]
unfolding v content_eq_0
apply auto
done
qed
show "\<forall>x. x \<in> ?B b \<longrightarrow> norm ((\<lambda>(x, k). content k *\<^sub>R f' x -
(f (Sup k) - f (Inf k))) x) \<le> e * (b - a) / 4"
apply rule
apply rule
unfolding mem_Collect_eq
unfolding split_paired_all fst_conv snd_conv
proof (safe, goal_cases)
case prems: 1
guess v using pb[OF prems(1)] .. note v = conjunctD2[OF this]
have "?b \<in> {v.. ?b}"
using v(2) by auto
then have "v \<ge> ?a" using p(3)[OF prems(1)]
unfolding subset_eq v by auto
moreover have "{v..?b} \<subseteq> ball ?b db"
using fineD[OF as(2) prems(1)]
apply -
apply (subst(asm) if_P, rule refl)
unfolding subset_eq
apply safe
apply (erule_tac x=" x" in ballE)
using ab
apply (auto simp add:subset_eq v dist_real_def)
done
ultimately show ?case
unfolding v
unfolding interval_bounds_real[OF v(2)] box_real
apply -
apply(rule db(2)[of "v"])
using prems fineD[OF as(2) prems(1)]
unfolding v content_eq_0
apply auto
done
qed
qed (insert p(1) ab e, auto simp add: field_simps)
qed auto
qed
qed
qed
qed

subsection \<open>Stronger form with finite number of exceptional points.\<close>

lemma fundamental_theorem_of_calculus_interior_strong:
fixes f :: "real \<Rightarrow> 'a::banach"
assumes "finite s"
and "a \<le> b"
and "continuous_on {a .. b} f"
and "\<forall>x\<in>{a <..< b} - s. (f has_vector_derivative f'(x)) (at x)"
shows "(f' has_integral (f b - f a)) {a .. b}"
using assms
proof (induct "card s" arbitrary: s a b)
case 0
show ?case
apply (rule fundamental_theorem_of_calculus_interior)
using 0
apply auto
done
next
case (Suc n)
from this(2) guess c s'
apply -
apply (subst(asm) eq_commute)
unfolding card_Suc_eq
apply (subst(asm)(2) eq_commute)
apply (elim exE conjE)
done
note cs = this[rule_format]
show ?case
proof (cases "c \<in> box a b")
case False
then show ?thesis
apply -
apply (rule Suc(1)[OF cs(3) _ Suc(4,5)])
apply safe
defer
apply (rule Suc(6)[rule_format])
using Suc(3)
unfolding cs
apply auto
done
next
have *: "f b - f a = (f c - f a) + (f b - f c)"
by auto
case True
then have "a \<le> c" "c \<le> b"
by (auto simp: mem_box)
then show ?thesis
apply (subst *)
apply (rule has_integral_combine)
apply assumption+
apply (rule_tac[!] Suc(1)[OF cs(3)])
using Suc(3)
unfolding cs
proof -
show "continuous_on {a .. c} f" "continuous_on {c .. b} f"
apply (rule_tac[!] continuous_on_subset[OF Suc(5)])
using True
apply (auto simp: mem_box)
done
let ?P = "\<lambda>i j. \<forall>x\<in>{i <..< j} - s'. (f has_vector_derivative f' x) (at x)"
show "?P a c" "?P c b"
apply safe
apply (rule_tac[!] Suc(6)[rule_format])
using True
unfolding cs
apply (auto simp: mem_box)
done
qed auto
qed
qed

lemma fundamental_theorem_of_calculus_strong:
fixes f :: "real \<Rightarrow> 'a::banach"
assumes "finite s"
and "a \<le> b"
and "continuous_on {a .. b} f"
and "\<forall>x\<in>{a .. b} - s. (f has_vector_derivative f'(x)) (at x)"
shows "(f' has_integral (f b - f a)) {a .. b}"
apply (rule fundamental_theorem_of_calculus_interior_strong[OF assms(1-3), of f'])
using assms(4)
apply (auto simp: mem_box)
done

lemma indefinite_integral_continuous_left:
fixes f:: "real \<Rightarrow> 'a::banach"
assumes "f integrable_on {a .. b}"
and "a < c"
and "c \<le> b"
and "e > 0"
obtains d where "d > 0"
and "\<forall>t. c - d < t \<and> t \<le> c \<longrightarrow> norm (integral {a .. c} f - integral {a .. t} f) < e"
proof -
have "\<exists>w>0. \<forall>t. c - w < t \<and> t < c \<longrightarrow> norm (f c) * norm(c - t) < e / 3"
proof (cases "f c = 0")
case False
hence "0 < e / 3 / norm (f c)" using \<open>e>0\<close> by simp
then show ?thesis
apply -
apply rule
apply rule
apply assumption
apply safe
proof -
fix t
assume as: "t < c" and "c - e / 3 / norm (f c) < t"
then have "c - t < e / 3 / norm (f c)"
by auto
then have "norm (c - t) < e / 3 / norm (f c)"
using as by auto
then show "norm (f c) * norm (c - t) < e / 3"
using False
apply -
apply (subst mult.commute)
apply (subst pos_less_divide_eq[symmetric])
apply auto
done
qed
next
case True
show ?thesis
apply (rule_tac x=1 in exI)
unfolding True
using \<open>e > 0\<close>
apply auto
done
qed
then guess w .. note w = conjunctD2[OF this,rule_format]

have *: "e / 3 > 0"
using assms by auto
have "f integrable_on {a .. c}"
apply (rule integrable_subinterval_real[OF assms(1)])
using assms(2-3)
apply auto
done
from integrable_integral[OF this,unfolded has_integral_real,rule_format,OF *] guess d1 ..
note d1 = conjunctD2[OF this,rule_format]
define d where [abs_def]: "d x = ball x w \<inter> d1 x" for x
have "gauge d"
unfolding d_def using w(1) d1 by auto
note this[unfolded gauge_def,rule_format,of c]
note conjunctD2[OF this]
from this(2)[unfolded open_contains_ball,rule_format,OF this(1)] guess k ..
note k=conjunctD2[OF this]

let ?d = "min k (c - a) / 2"
show ?thesis
apply (rule that[of ?d])
apply safe
proof -
show "?d > 0"
using k(1) using assms(2) by auto
fix t
assume as: "c - ?d < t" "t \<le> c"
let ?thesis = "norm (integral ({a .. c}) f - integral ({a .. t}) f) < e"
{
presume *: "t < c \<Longrightarrow> ?thesis"
show ?thesis
apply (cases "t = c")
defer
apply (rule *)
apply (subst less_le)
using \<open>e > 0\<close> as(2)
apply auto
done
}
assume "t < c"

have "f integrable_on {a .. t}"
apply (rule integrable_subinterval_real[OF assms(1)])
using assms(2-3) as(2)
apply auto
done
from integrable_integral[OF this,unfolded has_integral_real,rule_format,OF *] guess d2 ..
note d2 = conjunctD2[OF this,rule_format]
define d3 where "d3 x = (if x \<le> t then d1 x \<inter> d2 x else d1 x)" for x
have "gauge d3"
using d2(1) d1(1) unfolding d3_def gauge_def by auto
from fine_division_exists_real[OF this, of a t] guess p . note p=this
note p'=tagged_division_ofD[OF this(1)]
have pt: "\<forall>(x,k)\<in>p. x \<le> t"
proof (safe, goal_cases)
case prems: 1
from p'(2,3)[OF prems] show ?case
by auto
qed
with p(2) have "d2 fine p"
unfolding fine_def d3_def
apply safe
apply (erule_tac x="(a,b)" in ballE)+
apply auto
done
note d2_fin = d2(2)[OF conjI[OF p(1) this]]

have *: "{a .. c} \<inter> {x. x \<bullet> 1 \<le> t} = {a .. t}" "{a .. c} \<inter> {x. x \<bullet> 1 \<ge> t} = {t .. c}"
using assms(2-3) as by (auto simp add: field_simps)
have "p \<union> {(c, {t .. c})} tagged_division_of {a .. c} \<and> d1 fine p \<union> {(c, {t .. c})}"
apply rule
apply (rule tagged_division_union_interval_real[of _ _ _ 1 "t"])
unfolding *
apply (rule p)
apply (rule tagged_division_of_self_real)
unfolding fine_def
apply safe
proof -
fix x k y
assume "(x,k) \<in> p" and "y \<in> k"
then show "y \<in> d1 x"
using p(2) pt
unfolding fine_def d3_def
apply -
apply (erule_tac x="(x,k)" in ballE)+
apply auto
done
next
fix x assume "x \<in> {t..c}"
then have "dist c x < k"
unfolding dist_real_def
using as(1)
by (auto simp add: field_simps)
then show "x \<in> d1 c"
using k(2)
unfolding d_def
by auto
qed (insert as(2), auto) note d1_fin = d1(2)[OF this]

have *: "integral {a .. c} f - integral {a .. t} f = -(((c - t) *\<^sub>R f c + (\<Sum>(x, k)\<in>p. content k *\<^sub>R f x)) -
integral {a .. c} f) + ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - integral {a .. t} f) + (c - t) *\<^sub>R f c"
"e = (e/3 + e/3) + e/3"
by auto
have **: "(\<Sum>(x, k)\<in>p \<union> {(c, {t .. c})}. content k *\<^sub>R f x) =
(c - t) *\<^sub>R f c + (\<Sum>(x, k)\<in>p. content k *\<^sub>R f x)"
proof -
have **: "\<And>x F. F \<union> {x} = insert x F"
by auto
have "(c, cbox t c) \<notin> p"
proof (safe, goal_cases)
case prems: 1
from p'(2-3)[OF prems] have "c \<in> cbox a t"
by auto
then show False using \<open>t < c\<close>
by auto
qed
then show ?thesis
unfolding ** box_real
apply -
apply (subst setsum.insert)
apply (rule p')
unfolding split_conv
defer
apply (subst content_real)
using as(2)
apply auto
done
qed
have ***: "c - w < t \<and> t < c"
proof -
have "c - k < t"
using \<open>k>0\<close> as(1) by (auto simp add: field_simps)
moreover have "k \<le> w"
apply (rule ccontr)
using k(2)
unfolding subset_eq
apply (erule_tac x="c + ((k + w)/2)" in ballE)
unfolding d_def
using \<open>k > 0\<close> \<open>w > 0\<close>
apply (auto simp add: field_simps not_le not_less dist_real_def)
done
ultimately show ?thesis using \<open>t < c\<close>
by (auto simp add: field_simps)
qed
show ?thesis
unfolding *(1)
apply (subst *(2))
apply (rule norm_triangle_lt add_strict_mono)+
unfolding norm_minus_cancel
apply (rule d1_fin[unfolded **])
apply (rule d2_fin)
using w(2)[OF ***]
unfolding norm_scaleR
apply (auto simp add: field_simps)
done
qed
qed

lemma indefinite_integral_continuous_right:
fixes f :: "real \<Rightarrow> 'a::banach"
assumes "f integrable_on {a .. b}"
and "a \<le> c"
and "c < b"
and "e > 0"
obtains d where "0 < d"
and "\<forall>t. c \<le> t \<and> t < c + d \<longrightarrow> norm (integral {a .. c} f - integral {a .. t} f) < e"
proof -
have *: "(\<lambda>x. f (- x)) integrable_on {-b .. -a}" "- b < - c" "- c \<le> - a"
using assms by auto
from indefinite_integral_continuous_left[OF * \<open>e>0\<close>] guess d . note d = this
let ?d = "min d (b - c)"
show ?thesis
apply (rule that[of "?d"])
apply safe
proof -
show "0 < ?d"
using d(1) assms(3) by auto
fix t :: real
assume as: "c \<le> t" "t < c + ?d"
have *: "integral {a .. c} f = integral {a .. b} f - integral {c .. b} f"
"integral {a .. t} f = integral {a .. b} f - integral {t .. b} f"
apply (simp_all only: algebra_simps)
apply (rule_tac[!] integral_combine)
using assms as
apply auto
done
have "(- c) - d < (- t) \<and> - t \<le> - c"
using as by auto note d(2)[rule_format,OF this]
then show "norm (integral {a .. c} f - integral {a .. t} f) < e"
unfolding *
unfolding integral_reflect
apply (subst norm_minus_commute)
apply (auto simp add: algebra_simps)
done
qed
qed

lemma indefinite_integral_continuous:
fixes f :: "real \<Rightarrow> 'a::banach"
assumes "f integrable_on {a .. b}"
shows "continuous_on {a .. b} (\<lambda>x. integral {a .. x} f)"
proof (unfold continuous_on_iff, safe)
fix x e :: real
assume as: "x \<in> {a .. b}" "e > 0"
let ?thesis = "\<exists>d>0. \<forall>x'\<in>{a .. b}. dist x' x < d \<longrightarrow> dist (integral {a .. x'} f) (integral {a .. x} f) < e"
{
presume *: "a < b \<Longrightarrow> ?thesis"
show ?thesis
apply cases
apply (rule *)
apply assumption
proof goal_cases
case 1
then have "cbox a b = {x}"
using as(1)
apply -
apply (rule set_eqI)
apply auto
done
then show ?case using \<open>e > 0\<close> by auto
qed
}
assume "a < b"
have "(x = a \<or> x = b) \<or> (a < x \<and> x < b)"
using as(1) by auto
then show ?thesis
apply (elim disjE)
proof -
assume "x = a"
have "a \<le> a" ..
from indefinite_integral_continuous_right[OF assms(1) this \<open>a<b\<close> \<open>e>0\<close>] guess d . note d=this
show ?thesis
apply rule
apply rule
apply (rule d)
apply safe
apply (subst dist_commute)
unfolding \<open>x = a\<close> dist_norm
apply (rule d(2)[rule_format])
apply auto
done
next
assume "x = b"
have "b \<le> b" ..
from indefinite_integral_continuous_left[OF assms(1) \<open>a<b\<close> this \<open>e>0\<close>] guess d . note d=this
show ?thesis
apply rule
apply rule
apply (rule d)
apply safe
apply (subst dist_commute)
unfolding \<open>x = b\<close> dist_norm
apply (rule d(2)[rule_format])
apply auto
done
next
assume "a < x \<and> x < b"
then have xl: "a < x" "x \<le> b" and xr: "a \<le> x" "x < b"
by auto
from indefinite_integral_continuous_left [OF assms(1) xl \<open>e>0\<close>] guess d1 . note d1=this
from indefinite_integral_continuous_right[OF assms(1) xr \<open>e>0\<close>] guess d2 . note d2=this
show ?thesis
apply (rule_tac x="min d1 d2" in exI)
proof safe
show "0 < min d1 d2"
using d1 d2 by auto
fix y
assume "y \<in> {a .. b}" and "dist y x < min d1 d2"
then show "dist (integral {a .. y} f) (integral {a .. x} f) < e"
apply (subst dist_commute)
apply (cases "y < x")
unfolding dist_norm
apply (rule d1(2)[rule_format])
defer
apply (rule d2(2)[rule_format])
unfolding not_less
apply (auto simp add: field_simps)
done
qed
qed
qed

subsection \<open>This doesn't directly involve integration, but that gives an easy proof.\<close>

lemma has_derivative_zero_unique_strong_interval:
fixes f :: "real \<Rightarrow> 'a::banach"
assumes "finite k"
and "continuous_on {a .. b} f"
and "f a = y"
and "\<forall>x\<in>({a .. b} - k). (f has_derivative (\<lambda>h. 0)) (at x within {a .. b})" "x \<in> {a .. b}"
shows "f x = y"
proof -
have ab: "a \<le> b"
using assms by auto
have *: "a \<le> x"
using assms(5) by auto
have "((\<lambda>x. 0::'a) has_integral f x - f a) {a .. x}"
apply (rule fundamental_theorem_of_calculus_interior_strong[OF assms(1) *])
apply (rule continuous_on_subset[OF assms(2)])
defer
apply safe
unfolding has_vector_derivative_def
apply (subst has_derivative_within_open[symmetric])
apply assumption
apply (rule open_greaterThanLessThan)
apply (rule has_derivative_within_subset[where s="{a .. b}"])
using assms(4) assms(5)
apply (auto simp: mem_box)
done
note this[unfolded *]
note has_integral_unique[OF has_integral_0 this]
then show ?thesis
unfolding assms by auto
qed

subsection \<open>Generalize a bit to any convex set.\<close>

lemma has_derivative_zero_unique_strong_convex:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
assumes "convex s"
and "finite k"
and "continuous_on s f"
and "c \<in> s"
and "f c = y"
and "\<forall>x\<in>(s - k). (f has_derivative (\<lambda>h. 0)) (at x within s)"
and "x \<in> s"
shows "f x = y"
proof -
{
presume *: "x \<noteq> c \<Longrightarrow> ?thesis"
show ?thesis
apply cases
apply (rule *)
apply assumption
unfolding assms(5)[symmetric]
apply auto
done
}
assume "x \<noteq> c"
note conv = assms(1)[unfolded convex_alt,rule_format]
have as1: "continuous_on {0 ..1} (f \<circ> (\<lambda>t. (1 - t) *\<^sub>R c + t *\<^sub>R x))"
apply (rule continuous_intros)+
apply (rule continuous_on_subset[OF assms(3)])
apply safe
apply (rule conv)
using assms(4,7)
apply auto
done
have *: "t = xa" if "(1 - t) *\<^sub>R c + t *\<^sub>R x = (1 - xa) *\<^sub>R c + xa *\<^sub>R x" for t xa
proof -
from that have "(t - xa) *\<^sub>R x = (t - xa) *\<^sub>R c"
unfolding scaleR_simps by (auto simp add: algebra_simps)
then show ?thesis
using \<open>x \<noteq> c\<close> by auto
qed
have as2: "finite {t. ((1 - t) *\<^sub>R c + t *\<^sub>R x) \<in> k}"
using assms(2)
apply (rule finite_surj[where f="\<lambda>z. SOME t. (1-t) *\<^sub>R c + t *\<^sub>R x = z"])
apply safe
unfolding image_iff
apply rule
defer
apply assumption
apply (rule sym)
apply (rule some_equality)
defer
apply (drule *)
apply auto
done
have "(f \<circ> (\<lambda>t. (1 - t) *\<^sub>R c + t *\<^sub>R x)) 1 = y"
apply (rule has_derivative_zero_unique_strong_interval[OF as2 as1, of ])
unfolding o_def
using assms(5)
defer
apply -
apply rule
proof -
fix t
assume as: "t \<in> {0 .. 1} - {t. (1 - t) *\<^sub>R c + t *\<^sub>R x \<in> k}"
have *: "c - t *\<^sub>R c + t *\<^sub>R x \<in> s - k"
apply safe
apply (rule conv[unfolded scaleR_simps])
using \<open>x \<in> s\<close> \<open>c \<in> s\<close> as
by (auto simp add: algebra_simps)
have "(f \<circ> (\<lambda>t. (1 - t) *\<^sub>R c + t *\<^sub>R x) has_derivative (\<lambda>x. 0) \<circ> (\<lambda>z. (0 - z *\<^sub>R c) + z *\<^sub>R x))
(at t within {0 .. 1})"
apply (intro derivative_eq_intros)
apply simp_all
apply (simp add: field_simps)
unfolding scaleR_simps
apply (rule has_derivative_within_subset,rule assms(6)[rule_format])
apply (rule *)
apply safe
apply (rule conv[unfolded scaleR_simps])
using \<open>x \<in> s\<close> \<open>c \<in> s\<close>
apply auto
done
then show "((\<lambda>xa. f ((1 - xa) *\<^sub>R c + xa *\<^sub>R x)) has_derivative (\<lambda>h. 0)) (at t within {0 .. 1})"
unfolding o_def .
qed auto
then show ?thesis
by auto
qed

text \<open>Also to any open connected set with finite set of exceptions. Could
generalize to locally convex set with limpt-free set of exceptions.\<close>

lemma has_derivative_zero_unique_strong_connected:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
assumes "connected s"
and "open s"
and "finite k"
and "continuous_on s f"
and "c \<in> s"
and "f c = y"
and "\<forall>x\<in>(s - k). (f has_derivative (\<lambda>h. 0)) (at x within s)"
and "x\<in>s"
shows "f x = y"
proof -
have "{x \<in> s. f x \<in> {y}} = {} \<or> {x \<in> s. f x \<in> {y}} = s"
apply (rule assms(1)[unfolded connected_clopen,rule_format])
apply rule
defer
apply (rule continuous_closedin_preimage[OF assms(4) closed_singleton])
apply (rule open_openin_trans[OF assms(2)])
unfolding open_contains_ball
proof safe
fix x
assume "x \<in> s"
from assms(2)[unfolded open_contains_ball,rule_format,OF this] guess e .. note e=conjunctD2[OF this]
show "\<exists>e>0. ball x e \<subseteq> {xa \<in> s. f xa \<in> {f x}}"
apply rule
apply rule
apply (rule e)
proof safe
fix y
assume y: "y \<in> ball x e"
then show "y \<in> s"
using e by auto
show "f y = f x"
apply (rule has_derivative_zero_unique_strong_convex[OF convex_ball])
apply (rule assms)
apply (rule continuous_on_subset)
apply (rule assms)
apply (rule e)+
apply (subst centre_in_ball)
apply (rule e)
apply rule
apply safe
apply (rule has_derivative_within_subset)
apply (rule assms(7)[rule_format])
using y e
apply auto
done
qed
qed
then show ?thesis
using \<open>x \<in> s\<close> \<open>f c = y\<close> \<open>c \<in> s\<close> by auto
qed

lemma has_derivative_zero_connected_constant:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
assumes "connected s"
and "open s"
and "finite k"
and "continuous_on s f"
and "\<forall>x\<in>(s - k). (f has_derivative (\<lambda>h. 0)) (at x within s)"
obtains c where "\<And>x. x \<in> s \<Longrightarrow> f(x) = c"
proof (cases "s = {}")
case True
then show ?thesis
by (metis empty_iff that)
next
case False
then obtain c where "c \<in> s"
by (metis equals0I)
then show ?thesis
by (metis has_derivative_zero_unique_strong_connected assms that)
qed

subsection \<open>Integrating characteristic function of an interval\<close>

lemma has_integral_restrict_open_subinterval:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
assumes "(f has_integral i) (cbox c d)"
and "cbox c d \<subseteq> cbox a b"
shows "((\<lambda>x. if x \<in> box c d then f x else 0) has_integral i) (cbox a b)"
proof -
define g where [abs_def]: "g x = (if x \<in>box c d then f x else 0)" for x
{
presume *: "cbox c d \<noteq> {} \<Longrightarrow> ?thesis"
show ?thesis
apply cases
apply (rule *)
apply assumption
proof goal_cases
case prems: 1
then have *: "box c d = {}"
by (metis bot.extremum_uniqueI box_subset_cbox)
show ?thesis
using assms(1)
unfolding *
using prems
by auto
qed
}
assume "cbox c d \<noteq> {}"
from partial_division_extend_1 [OF assms(2) this] guess p . note p=this
interpret comm_monoid_set "lift_option plus" "Some (0 :: 'b)"
apply (rule comm_monoid_set.intro)
apply (rule comm_monoid_lift_option)
done
note operat = operative_division
[OF operative_integral p(1), symmetric]
let ?P = "(if g integrable_on cbox a b then Some (integral (cbox a b) g) else None) = Some i"
{
presume "?P"
then have "g integrable_on cbox a b \<and> integral (cbox a b) g = i"
apply -
apply cases
apply (subst(asm) if_P)
apply assumption
apply auto
done
then show ?thesis
using integrable_integral
unfolding g_def
by auto
}
let ?F = F
have iterate:"?F (\<lambda>i. if g integrable_on i then Some (integral i g) else None) (p - {cbox c d}) = Some 0"
proof (intro neutral ballI)
fix x
assume x: "x \<in> p - {cbox c d}"
then have "x \<in> p"
by auto
note div = division_ofD(2-5)[OF p(1) this]
from div(3) guess u v by (elim exE) note uv=this
have "interior x \<inter> interior (cbox c d) = {}"
using div(4)[OF p(2)] x by auto
then have "(g has_integral 0) x"
unfolding uv
apply -
apply (rule has_integral_spike_interior[where f="\<lambda>x. 0"])
unfolding g_def interior_cbox
apply auto
done
then show "(if g integrable_on x then Some (integral x g) else None) = Some 0"
by auto
qed

have *: "p = insert (cbox c d) (p - {cbox c d})"
using p by auto
interpret comm_monoid_set "lift_option plus" "Some (0 :: 'b)"
apply (rule comm_monoid_set.intro)
apply (rule comm_monoid_lift_option)
done
have **: "g integrable_on cbox c d"
apply (rule integrable_spike_interior[where f=f])
unfolding g_def  using assms(1)
apply auto
done
moreover
have "integral (cbox c d) g = i"
apply (rule has_integral_unique[OF _ assms(1)])
apply (rule has_integral_spike_interior[where f=g])
defer
apply (rule integrable_integral[OF **])
unfolding g_def
apply auto
done
ultimately show ?P
unfolding operat
using p
apply (subst *)
apply (subst insert)
apply (simp_all add: division_of_finite iterate)
done
qed

lemma has_integral_restrict_closed_subinterval:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
assumes "(f has_integral i) (cbox c d)"
and "cbox c d \<subseteq> cbox a b"
shows "((\<lambda>x. if x \<in> cbox c d then f x else 0) has_integral i) (cbox a b)"
proof -
note has_integral_restrict_open_subinterval[OF assms]
note * = has_integral_spike[OF negligible_frontier_interval _ this]
show ?thesis
apply (rule *[of c d])
using box_subset_cbox[of c d]
apply auto
done
qed

lemma has_integral_restrict_closed_subintervals_eq:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
assumes "cbox c d \<subseteq> cbox a b"
shows "((\<lambda>x. if x \<in> cbox c d then f x else 0) has_integral i) (cbox a b) \<longleftrightarrow> (f has_integral i) (cbox c d)"
(is "?l = ?r")
proof (cases "cbox c d = {}")
case False
let ?g = "\<lambda>x. if x \<in> cbox c d then f x else 0"
show ?thesis
apply rule
defer
apply (rule has_integral_restrict_closed_subinterval[OF _ assms])
apply assumption
proof -
assume ?l
then have "?g integrable_on cbox c d"
using assms has_integral_integrable integrable_subinterval by blast
then have *: "f integrable_on cbox c d"
apply -
apply (rule integrable_eq)
apply auto
done
then have "i = integral (cbox c d) f"
apply -
apply (rule has_integral_unique)
apply (rule \<open>?l\<close>)
apply (rule has_integral_restrict_closed_subinterval[OF _ assms])
apply auto
done
then show ?r
using * by auto
qed
qed auto

text \<open>Hence we can apply the limit process uniformly to all integrals.\<close>

lemma has_integral':
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
shows "(f has_integral i) s \<longleftrightarrow>
(\<forall>e>0. \<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow>
(\<exists>z. ((\<lambda>x. if x \<in> s then f(x) else 0) has_integral z) (cbox a b) \<and> norm(z - i) < e))"
(is "?l \<longleftrightarrow> (\<forall>e>0. ?r e)")
proof -
{
presume *: "\<exists>a b. s = cbox a b \<Longrightarrow> ?thesis"
show ?thesis
apply cases
apply (rule *)
apply assumption
apply (subst has_integral_alt)
apply auto
done
}
assume "\<exists>a b. s = cbox a b"
then guess a b by (elim exE) note s=this
from bounded_cbox[of a b, unfolded bounded_pos] guess B ..
note B = conjunctD2[OF this,rule_format] show ?thesis
apply safe
proof -
fix e :: real
assume ?l and "e > 0"
show "?r e"
apply (rule_tac x="B+1" in exI)
apply safe
defer
apply (rule_tac x=i in exI)
proof
fix c d :: 'n
assume as: "ball 0 (B+1) \<subseteq> cbox c d"
then show "((\<lambda>x. if x \<in> s then f x else 0) has_integral i) (cbox c d)"
unfolding s
apply -
apply (rule has_integral_restrict_closed_subinterval)
apply (rule \<open>?l\<close>[unfolded s])
apply safe
apply (drule B(2)[rule_format])
unfolding subset_eq
apply (erule_tac x=x in ballE)
apply (auto simp add: dist_norm)
done
qed (insert B \<open>e>0\<close>, auto)
next
assume as: "\<forall>e>0. ?r e"
from this[rule_format,OF zero_less_one] guess C .. note C=conjunctD2[OF this,rule_format]
define c :: 'n where "c = (\<Sum>i\<in>Basis. (- max B C) *\<^sub>R i)"
define d :: 'n where "d = (\<Sum>i\<in>Basis. max B C *\<^sub>R i)"
have c_d: "cbox a b \<subseteq> cbox c d"
apply safe
apply (drule B(2))
unfolding mem_box
proof
fix x i
show "c \<bullet> i \<le> x \<bullet> i \<and> x \<bullet> i \<le> d \<bullet> i" if "norm x \<le> B" and "i \<in> Basis"
using that and Basis_le_norm[OF \<open>i\<in>Basis\<close>, of x]
unfolding c_def d_def
by (auto simp add: field_simps setsum_negf)
qed
have "ball 0 C \<subseteq> cbox c d"
apply (rule subsetI)
unfolding mem_box mem_ball dist_norm
proof
fix x i :: 'n
assume x: "norm (0 - x) < C" and i: "i \<in> Basis"
show "c \<bullet> i \<le> x \<bullet> i \<and> x \<bullet> i \<le> d \<bullet> i"
using Basis_le_norm[OF i, of x] and x i
unfolding c_def d_def
by (auto simp: setsum_negf)
qed
from C(2)[OF this] have "\<exists>y. (f has_integral y) (cbox a b)"
unfolding has_integral_restrict_closed_subintervals_eq[OF c_d,symmetric]
unfolding s
by auto
then guess y .. note y=this

have "y = i"
proof (rule ccontr)
assume "\<not> ?thesis"
then have "0 < norm (y - i)"
by auto
from as[rule_format,OF this] guess C ..  note C=conjunctD2[OF this,rule_format]
define c :: 'n where "c = (\<Sum>i\<in>Basis. (- max B C) *\<^sub>R i)"
define d :: 'n where "d = (\<Sum>i\<in>Basis. max B C *\<^sub>R i)"
have c_d: "cbox a b \<subseteq> cbox c d"
apply safe
apply (drule B(2))
unfolding mem_box
proof
fix x i :: 'n
assume "norm x \<le> B" and "i \<in> Basis"
then show "c \<bullet> i \<le> x \<bullet> i \<and> x \<bullet> i \<le> d \<bullet> i"
using Basis_le_norm[of i x]
unfolding c_def d_def
by (auto simp add: field_simps setsum_negf)
qed
have "ball 0 C \<subseteq> cbox c d"
apply (rule subsetI)
unfolding mem_box mem_ball dist_norm
proof
fix x i :: 'n
assume "norm (0 - x) < C" and "i \<in> Basis"
then show "c \<bullet> i \<le> x \<bullet> i \<and> x \<bullet> i \<le> d \<bullet> i"
using Basis_le_norm[of i x]
unfolding c_def d_def
by (auto simp: setsum_negf)
qed
note C(2)[OF this] then guess z .. note z = conjunctD2[OF this, unfolded s]
note this[unfolded has_integral_restrict_closed_subintervals_eq[OF c_d]]
then have "z = y" and "norm (z - i) < norm (y - i)"
apply -
apply (rule has_integral_unique[OF _ y(1)])
apply assumption
apply assumption
done
then show False
by auto
qed
then show ?l
using y
unfolding s
by auto
qed
qed

lemma has_integral_le:
fixes f :: "'n::euclidean_space \<Rightarrow> real"
assumes "(f has_integral i) s"
and "(g has_integral j) s"
and "\<forall>x\<in>s. f x \<le> g x"
shows "i \<le> j"
using has_integral_component_le[OF _ assms(1-2), of 1]
using assms(3)
by auto

lemma integral_le:
fixes f :: "'n::euclidean_space \<Rightarrow> real"
assumes "f integrable_on s"
and "g integrable_on s"
and "\<forall>x\<in>s. f x \<le> g x"
shows "integral s f \<le> integral s g"
by (rule has_integral_le[OF assms(1,2)[unfolded has_integral_integral] assms(3)])

lemma has_integral_nonneg:
fixes f :: "'n::euclidean_space \<Rightarrow> real"
assumes "(f has_integral i) s"
and "\<forall>x\<in>s. 0 \<le> f x"
shows "0 \<le> i"
using has_integral_component_nonneg[of 1 f i s]
unfolding o_def
using assms
by auto

lemma integral_nonneg:
fixes f :: "'n::euclidean_space \<Rightarrow> real"
assumes "f integrable_on s"
and "\<forall>x\<in>s. 0 \<le> f x"
shows "0 \<le> integral s f"
by (rule has_integral_nonneg[OF assms(1)[unfolded has_integral_integral] assms(2)])

text \<open>Hence a general restriction property.\<close>

lemma has_integral_restrict[simp]:
assumes "s \<subseteq> t"
shows "((\<lambda>x. if x \<in> s then f x else (0::'a::banach)) has_integral i) t \<longleftrightarrow> (f has_integral i) s"
proof -
have *: "\<And>x. (if x \<in> t then if x \<in> s then f x else 0 else 0) =  (if x\<in>s then f x else 0)"
using assms by auto
show ?thesis
apply (subst(2) has_integral')
apply (subst has_integral')
unfolding *
apply rule
done
qed

lemma has_integral_restrict_univ:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
shows "((\<lambda>x. if x \<in> s then f x else 0) has_integral i) UNIV \<longleftrightarrow> (f has_integral i) s"
by auto

lemma has_integral_on_superset:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
assumes "\<forall>x. x \<notin> s \<longrightarrow> f x = 0"
and "s \<subseteq> t"
and "(f has_integral i) s"
shows "(f has_integral i) t"
proof -
have "(\<lambda>x. if x \<in> s then f x else 0) = (\<lambda>x. if x \<in> t then f x else 0)"
apply rule
using assms(1-2)
apply auto
done
then show ?thesis
using assms(3)
apply (subst has_integral_restrict_univ[symmetric])
apply (subst(asm) has_integral_restrict_univ[symmetric])
apply auto
done
qed

lemma integrable_on_superset:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
assumes "\<forall>x. x \<notin> s \<longrightarrow> f x = 0"
and "s \<subseteq> t"
and "f integrable_on s"
shows "f integrable_on t"
using assms
unfolding integrable_on_def
by (auto intro:has_integral_on_superset)

lemma integral_restrict_univ[intro]:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
shows "f integrable_on s \<Longrightarrow> integral UNIV (\<lambda>x. if x \<in> s then f x else 0) = integral s f"
apply (rule integral_unique)
unfolding has_integral_restrict_univ
apply auto
done

lemma integrable_restrict_univ:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
shows "(\<lambda>x. if x \<in> s then f x else 0) integrable_on UNIV \<longleftrightarrow> f integrable_on s"
unfolding integrable_on_def
by auto

lemma negligible_on_intervals: "negligible s \<longleftrightarrow> (\<forall>a b. negligible(s \<inter> cbox a b))" (is "?l \<longleftrightarrow> ?r")
proof
assume ?r
show ?l
unfolding negligible_def
proof safe
fix a b
show "(indicator s has_integral 0) (cbox a b)"
apply (rule has_integral_negligible[OF \<open>?r\<close>[rule_format,of a b]])
unfolding indicator_def
apply auto
done
qed
qed auto

lemma negligible_translation:
assumes "negligible S"
shows "negligible (op + c ` S)"
proof -
have inj: "inj (op + c)"
by simp
show ?thesis
using assms
proof (clarsimp simp: negligible_def)
fix a b
assume "\<forall>x y. (indicator S has_integral 0) (cbox x y)"
then have *: "(indicator S has_integral 0) (cbox (a-c) (b-c))"
by (meson Diff_iff assms has_integral_negligible indicator_simps(2))
have eq: "indicator (op + c ` S) = (\<lambda>x. indicator S (x - c))"
by (force simp add: indicator_def)
show "(indicator (op + c ` S) has_integral 0) (cbox a b)"
using has_integral_affinity [OF *, of 1 "-c"]
cbox_translation [of "c" "-c+a" "-c+b"]
qed
qed

lemma negligible_translation_rev:
assumes "negligible (op + c ` S)"
shows "negligible S"
by (metis negligible_translation [OF assms, of "-c"] translation_galois)

lemma has_integral_spike_set_eq:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
assumes "negligible ((s - t) \<union> (t - s))"
shows "(f has_integral y) s \<longleftrightarrow> (f has_integral y) t"
unfolding has_integral_restrict_univ[symmetric,of f]
apply (rule has_integral_spike_eq[OF assms])
by (auto split: if_split_asm)

lemma has_integral_spike_set[dest]:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
assumes "negligible ((s - t) \<union> (t - s))"
and "(f has_integral y) s"
shows "(f has_integral y) t"
using assms has_integral_spike_set_eq
by auto

lemma integrable_spike_set[dest]:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
assumes "negligible ((s - t) \<union> (t - s))"
and "f integrable_on s"
shows "f integrable_on t"
using assms(2)
unfolding integrable_on_def
unfolding has_integral_spike_set_eq[OF assms(1)] .

lemma integrable_spike_set_eq:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
assumes "negligible ((s - t) \<union> (t - s))"
shows "f integrable_on s \<longleftrightarrow> f integrable_on t"
apply rule
apply (rule_tac[!] integrable_spike_set)
using assms
apply auto
done

(*lemma integral_spike_set:
"\<forall>f:real^M->real^N g s t.
negligible(s DIFF t \<union> t DIFF s)
\<longrightarrow> integral s f = integral t f"
qed  REPEAT STRIP_TAC THEN REWRITE_TAC[integral] THEN
AP_TERM_TAC THEN ABS_TAC THEN MATCH_MP_TAC HAS_INTEGRAL_SPIKE_SET_EQ THEN
ASM_MESON_TAC[]);;

lemma has_integral_interior:
"\<forall>f:real^M->real^N y s.
negligible(frontier s)
\<longrightarrow> ((f has_integral y) (interior s) \<longleftrightarrow> (f has_integral y) s)"
qed  REPEAT STRIP_TAC THEN MATCH_MP_TAC HAS_INTEGRAL_SPIKE_SET_EQ THEN
FIRST_X_ASSUM(MATCH_MP_TAC o MATCH_MP (REWRITE_RULE[IMP_CONJ]
NEGLIGIBLE_SUBSET)) THEN
REWRITE_TAC[frontier] THEN
MP_TAC(ISPEC `s:real^M->bool` INTERIOR_SUBSET) THEN
MP_TAC(ISPEC `s:real^M->bool` CLOSURE_SUBSET) THEN
SET_TAC[]);;

lemma has_integral_closure:
"\<forall>f:real^M->real^N y s.
negligible(frontier s)
\<longrightarrow> ((f has_integral y) (closure s) \<longleftrightarrow> (f has_integral y) s)"
qed  REPEAT STRIP_TAC THEN MATCH_MP_TAC HAS_INTEGRAL_SPIKE_SET_EQ THEN
FIRST_X_ASSUM(MATCH_MP_TAC o MATCH_MP (REWRITE_RULE[IMP_CONJ]
NEGLIGIBLE_SUBSET)) THEN
REWRITE_TAC[frontier] THEN
MP_TAC(ISPEC `s:real^M->bool` INTERIOR_SUBSET) THEN
MP_TAC(ISPEC `s:real^M->bool` CLOSURE_SUBSET) THEN
SET_TAC[]);;*)

subsection \<open>More lemmas that are useful later\<close>

lemma has_integral_subset_component_le:
fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
assumes k: "k \<in> Basis"
and as: "s \<subseteq> t" "(f has_integral i) s" "(f has_integral j) t" "\<forall>x\<in>t. 0 \<le> f(x)\<bullet>k"
shows "i\<bullet>k \<le> j\<bullet>k"
proof -
note has_integral_restrict_univ[symmetric, of f]
note as(2-3)[unfolded this] note * = has_integral_component_le[OF k this]
show ?thesis
apply (rule *)
using as(1,4)
apply auto
done
qed

lemma has_integral_subset_le:
fixes f :: "'n::euclidean_space \<Rightarrow> real"
assumes "s \<subseteq> t"
and "(f has_integral i) s"
and "(f has_integral j) t"
and "\<forall>x\<in>t. 0 \<le> f x"
shows "i \<le> j"
using has_integral_subset_component_le[OF _ assms(1), of 1 f i j]
using assms
by auto

lemma integral_subset_component_le:
fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
assumes "k \<in> Basis"
and "s \<subseteq> t"
and "f integrable_on s"
and "f integrable_on t"
and "\<forall>x \<in> t. 0 \<le> f x \<bullet> k"
shows "(integral s f)\<bullet>k \<le> (integral t f)\<bullet>k"
apply (rule has_integral_subset_component_le)
using assms
apply auto
done

lemma integral_subset_le:
fixes f :: "'n::euclidean_space \<Rightarrow> real"
assumes "s \<subseteq> t"
and "f integrable_on s"
and "f integrable_on t"
and "\<forall>x \<in> t. 0 \<le> f x"
shows "integral s f \<le> integral t f"
apply (rule has_integral_subset_le)
using assms
apply auto
done

lemma has_integral_alt':
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
shows "(f has_integral i) s \<longleftrightarrow> (\<forall>a b. (\<lambda>x. if x \<in> s then f x else 0) integrable_on cbox a b) \<and>
(\<forall>e>0. \<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow>
norm (integral (cbox a b) (\<lambda>x. if x \<in> s then f x else 0) - i) < e)"
(is "?l = ?r")
proof
assume ?r
show ?l
apply (subst has_integral')
apply safe
proof goal_cases
case (1 e)
from \<open>?r\<close>[THEN conjunct2,rule_format,OF this] guess B .. note B=conjunctD2[OF this]
show ?case
apply rule
apply rule
apply (rule B)
apply safe
apply (rule_tac x="integral (cbox a b) (\<lambda>x. if x \<in> s then f x else 0)" in exI)
apply (drule B(2)[rule_format])
using integrable_integral[OF \<open>?r\<close>[THEN conjunct1,rule_format]]
apply auto
done
qed
next
assume ?l note as = this[unfolded has_integral'[of f],rule_format]
let ?f = "\<lambda>x. if x \<in> s then f x else 0"
show ?r
proof safe
fix a b :: 'n
from as[OF zero_less_one] guess B .. note B=conjunctD2[OF this,rule_format]
let ?a = "\<Sum>i\<in>Basis. min (a\<bullet>i) (-B) *\<^sub>R i::'n"
let ?b = "\<Sum>i\<in>Basis. max (b\<bullet>i) B *\<^sub>R i::'n"
show "?f integrable_on cbox a b"
proof (rule integrable_subinterval[of _ ?a ?b])
have "ball 0 B \<subseteq> cbox ?a ?b"
apply (rule subsetI)
unfolding mem_ball mem_box dist_norm
proof (rule, goal_cases)
case (1 x i)
then show ?case using Basis_le_norm[of i x]
by (auto simp add:field_simps)
qed
from B(2)[OF this] guess z .. note conjunct1[OF this]
then show "?f integrable_on cbox ?a ?b"
unfolding integrable_on_def by auto
show "cbox a b \<subseteq> cbox ?a ?b"
apply safe
unfolding mem_box
apply rule
apply (erule_tac x=i in ballE)
apply auto
done
qed

fix e :: real
assume "e > 0"
from as[OF this] guess B .. note B=conjunctD2[OF this,rule_format]
show "\<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow>
norm (integral (cbox a b) (\<lambda>x. if x \<in> s then f x else 0) - i) < e"
apply rule
apply rule
apply (rule B)
apply safe
proof goal_cases
case 1
from B(2)[OF this] guess z .. note z=conjunctD2[OF this]
from integral_unique[OF this(1)] show ?case
using z(2) by auto
qed
qed
qed

subsection \<open>Continuity of the integral (for a 1-dimensional interval).\<close>

lemma integrable_alt:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
shows "f integrable_on s \<longleftrightarrow>
(\<forall>a b. (\<lambda>x. if x \<in> s then f x else 0) integrable_on cbox a b) \<and>
(\<forall>e>0. \<exists>B>0. \<forall>a b c d. ball 0 B \<subseteq> cbox a b \<and> ball 0 B \<subseteq> cbox c d \<longrightarrow>
norm (integral (cbox a b) (\<lambda>x. if x \<in> s then f x else 0) -
integral (cbox c d)  (\<lambda>x. if x \<in> s then f x else 0)) < e)"
(is "?l = ?r")
proof
assume ?l
then guess y unfolding integrable_on_def .. note this[unfolded has_integral_alt'[of f]]
note y=conjunctD2[OF this,rule_format]
show ?r
apply safe
apply (rule y)
proof goal_cases
case (1 e)
then have "e/2 > 0"
by auto
from y(2)[OF this] guess B .. note B=conjunctD2[OF this,rule_format]
show ?case
apply rule
apply rule
apply (rule B)
apply safe
proof goal_cases
case prems: (1 a b c d)
show ?case
apply (rule norm_triangle_half_l)
using B(2)[OF prems(1)] B(2)[OF prems(2)]
apply auto
done
qed
qed
next
assume ?r
note as = conjunctD2[OF this,rule_format]
let ?cube = "\<lambda>n. cbox (\<Sum>i\<in>Basis. - real n *\<^sub>R i::'n) (\<Sum>i\<in>Basis. real n *\<^sub>R i)"
have "Cauchy (\<lambda>n. integral (?cube n) (\<lambda>x. if x \<in> s then f x else 0))"
proof (unfold Cauchy_def, safe, goal_cases)
case (1 e)
from as(2)[OF this] guess B .. note B = conjunctD2[OF this,rule_format]
from real_arch_simple[of B] guess N .. note N = this
{
fix n
assume n: "n \<ge> N"
have "ball 0 B \<subseteq> ?cube n"
apply (rule subsetI)
unfolding mem_ball mem_box dist_norm
proof (rule, goal_cases)
case (1 x i)
then show ?case
using Basis_le_norm[of i x] \<open>i\<in>Basis\<close>
using n N
by (auto simp add: field_simps setsum_negf)
qed
}
then show ?case
apply -
apply (rule_tac x=N in exI)
apply safe
unfolding dist_norm
apply (rule B(2))
apply auto
done
qed
from this[unfolded convergent_eq_cauchy[symmetric]] guess i ..
note i = this[THEN LIMSEQ_D]

show ?l unfolding integrable_on_def has_integral_alt'[of f]
apply (rule_tac x=i in exI)
apply safe
apply (rule as(1)[unfolded integrable_on_def])
proof goal_cases
case (1 e)
then have *: "e/2 > 0" by auto
from i[OF this] guess N .. note N =this[rule_format]
from as(2)[OF *] guess B .. note B=conjunctD2[OF this,rule_format]
let ?B = "max (real N) B"
show ?case
apply (rule_tac x="?B" in exI)
proof safe
show "0 < ?B"
using B(1) by auto
fix a b :: 'n
assume ab: "ball 0 ?B \<subseteq> cbox a b"
from real_arch_simple[of ?B] guess n .. note n=this
show "norm (integral (cbox a b) (\<lambda>x. if x \<in> s then f x else 0) - i) < e"
apply (rule norm_triangle_half_l)
apply (rule B(2))
defer
apply (subst norm_minus_commute)
apply (rule N[of n])
proof safe
show "N \<le> n"
using n by auto
fix x :: 'n
assume x: "x \<in> ball 0 B"
then have "x \<in> ball 0 ?B"
by auto
then show "x \<in> cbox a b"
using ab by blast
show "x \<in> ?cube n"
using x
unfolding mem_box mem_ball dist_norm
apply -
proof (rule, goal_cases)
case (1 i)
then show ?case
using Basis_le_norm[of i x] \<open>i \<in> Basis\<close>
using n
by (auto simp add: field_simps setsum_negf)
qed
qed
qed
qed
qed

lemma integrable_altD:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
assumes "f integrable_on s"
shows "\<And>a b. (\<lambda>x. if x \<in> s then f x else 0) integrable_on cbox a b"
and "\<And>e. e > 0 \<Longrightarrow> \<exists>B>0. \<forall>a b c d. ball 0 B \<subseteq> cbox a b \<and> ball 0 B \<subseteq> cbox c d \<longrightarrow>
norm (integral (cbox a b) (\<lambda>x. if x \<in> s then f x else 0) - integral (cbox c d)  (\<lambda>x. if x \<in> s then f x else 0)) < e"
using assms[unfolded integrable_alt[of f]] by auto

lemma integrable_on_subcbox:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
assumes "f integrable_on s"
and "cbox a b \<subseteq> s"
shows "f integrable_on cbox a b"
apply (rule integrable_eq)
defer
apply (rule integrable_altD(1)[OF assms(1)])
using assms(2)
apply auto
done

subsection \<open>A straddling criterion for integrability\<close>

fixes f :: "'n::euclidean_space \<Rightarrow> real"
assumes "\<forall>e>0. \<exists>g  h i j. (g has_integral i) (cbox a b) \<and> (h has_integral j) (cbox a b) \<and>
norm (i - j) < e \<and> (\<forall>x\<in>cbox a b. (g x) \<le> f x \<and> f x \<le> h x)"
shows "f integrable_on cbox a b"
proof (subst integrable_cauchy, safe, goal_cases)
case (1 e)
then have e: "e/3 > 0"
by auto
note assms[rule_format,OF this]
then guess g h i j by (elim exE conjE) note obt = this
from obt(1)[unfolded has_integral[of g], rule_format, OF e] guess d1 .. note d1=conjunctD2[OF this,rule_format]
from obt(2)[unfolded has_integral[of h], rule_format, OF e] guess d2 .. note d2=conjunctD2[OF this,rule_format]
show ?case
apply (rule_tac x="\<lambda>x. d1 x \<inter> d2 x" in exI)
apply (rule conjI gauge_inter d1 d2)+
unfolding fine_inter
proof (safe, goal_cases)
have **: "\<And>i j g1 g2 h1 h2 f1 f2. g1 - h2 \<le> f1 - f2 \<Longrightarrow> f1 - f2 \<le> h1 - g2 \<Longrightarrow>
\<bar>i - j\<bar> < e / 3 \<Longrightarrow> \<bar>g2 - i\<bar> < e / 3 \<Longrightarrow> \<bar>g1 - i\<bar> < e / 3 \<Longrightarrow>
\<bar>h2 - j\<bar> < e / 3 \<Longrightarrow> \<bar>h1 - j\<bar> < e / 3 \<Longrightarrow> \<bar>f1 - f2\<bar> < e"
using \<open>e > 0\<close> by arith
case prems: (1 p1 p2)
note tagged_division_ofD(2-4) note * = this[OF prems(1)] this[OF prems(4)]

have "(\<Sum>(x, k)\<in>p1. content k *\<^sub>R f x) - (\<Sum>(x, k)\<in>p1. content k *\<^sub>R g x) \<ge> 0"
and "0 \<le> (\<Sum>(x, k)\<in>p2. content k *\<^sub>R h x) - (\<Sum>(x, k)\<in>p2. content k *\<^sub>R f x)"
and "(\<Sum>(x, k)\<in>p2. content k *\<^sub>R f x) - (\<Sum>(x, k)\<in>p2. content k *\<^sub>R g x) \<ge> 0"
and "0 \<le> (\<Sum>(x, k)\<in>p1. content k *\<^sub>R h x) - (\<Sum>(x, k)\<in>p1. content k *\<^sub>R f x)"
unfolding setsum_subtractf[symmetric]
apply -
apply (rule_tac[!] setsum_nonneg)
apply safe
unfolding real_scaleR_def right_diff_distrib[symmetric]
apply (rule_tac[!] mult_nonneg_nonneg)
proof -
fix a b
assume ab: "(a, b) \<in> p1"
show "0 \<le> content b"
using *(3)[OF ab]
apply safe
apply (rule content_pos_le)
done
then show "0 \<le> content b" .
show "0 \<le> f a - g a" "0 \<le> h a - f a"
using *(1-2)[OF ab]
using obt(4)[rule_format,of a]
by auto
next
fix a b
assume ab: "(a, b) \<in> p2"
show "0 \<le> content b"
using *(6)[OF ab]
apply safe
apply (rule content_pos_le)
done
then show "0 \<le> content b" .
show "0 \<le> f a - g a" and "0 \<le> h a - f a"
using *(4-5)[OF ab] using obt(4)[rule_format,of a] by auto
qed
then show ?case
apply -
unfolding real_norm_def
apply (rule **)
defer
defer
unfolding real_norm_def[symmetric]
apply (rule obt(3))
apply (rule d1(2)[OF conjI[OF prems(4,5)]])
apply (rule d1(2)[OF conjI[OF prems(1,2)]])
apply (rule d2(2)[OF conjI[OF prems(4,6)]])
apply (rule d2(2)[OF conjI[OF prems(1,3)]])
apply auto
done
qed
qed

fixes f :: "'n::euclidean_space \<Rightarrow> real"
assumes "\<forall>e>0. \<exists>g h i j. (g has_integral i) s \<and> (h has_integral j) s \<and>
norm (i - j) < e \<and> (\<forall>x\<in>s. g x \<le> f x \<and> f x \<le> h x)"
shows "f integrable_on s"
proof -
have "\<And>a b. (\<lambda>x. if x \<in> s then f x else 0) integrable_on cbox a b"
proof (rule integrable_straddle_interval, safe, goal_cases)
case (1 a b e)
then have *: "e/4 > 0"
by auto
from assms[rule_format,OF this] guess g h i j by (elim exE conjE) note obt=this
note obt(1)[unfolded has_integral_alt'[of g]]
note conjunctD2[OF this, rule_format]
note g = this(1) and this(2)[OF *]
from this(2) guess B1 .. note B1 = conjunctD2[OF this,rule_format]
note obt(2)[unfolded has_integral_alt'[of h]]
note conjunctD2[OF this, rule_format]
note h = this(1) and this(2)[OF *]
from this(2) guess B2 .. note B2 = conjunctD2[OF this,rule_format]
define c :: 'n where "c = (\<Sum>i\<in>Basis. min (a\<bullet>i) (- (max B1 B2)) *\<^sub>R i)"
define d :: 'n where "d = (\<Sum>i\<in>Basis. max (b\<bullet>i) (max B1 B2) *\<^sub>R i)"
have *: "ball 0 B1 \<subseteq> cbox c d" "ball 0 B2 \<subseteq> cbox c d"
apply safe
unfolding mem_ball mem_box dist_norm
apply (rule_tac[!] ballI)
proof goal_cases
case (1 x i)
then show ?case using Basis_le_norm[of i x]
unfolding c_def d_def by auto
next
case (2 x i)
then show ?case using Basis_le_norm[of i x]
unfolding c_def d_def by auto
qed
have **: "\<And>ch cg ag ah::real. norm (ah - ag) \<le> norm (ch - cg) \<Longrightarrow> norm (cg - i) < e / 4 \<Longrightarrow>
norm (ch - j) < e / 4 \<Longrightarrow> norm (ag - ah) < e"
using obt(3)
unfolding real_norm_def
by arith
show ?case
apply (rule_tac x="\<lambda>x. if x \<in> s then g x else 0" in exI)
apply (rule_tac x="\<lambda>x. if x \<in> s then h x else 0" in exI)
apply (rule_tac x="integral (cbox a b) (\<lambda>x. if x \<in> s then g x else 0)" in exI)
apply (rule_tac x="integral (cbox a b) (\<lambda>x. if x \<in> s then h x else 0)" in exI)
apply safe
apply (rule_tac[1-2] integrable_integral,rule g)
apply (rule h)
apply (rule **[OF _ B1(2)[OF *(1)] B2(2)[OF *(2)]])
proof -
have *: "\<And>x f g. (if x \<in> s then f x else 0) - (if x \<in> s then g x else 0) =
(if x \<in> s then f x - g x else (0::real))"
by auto
note ** = abs_of_nonneg[OF integral_nonneg[OF integrable_diff, OF h g]]
show "norm (integral (cbox a b) (\<lambda>x. if x \<in> s then h x else 0) -
integral (cbox a b) (\<lambda>x. if x \<in> s then g x else 0)) \<le>
norm (integral (cbox c d) (\<lambda>x. if x \<in> s then h x else 0) -
integral (cbox c d) (\<lambda>x. if x \<in> s then g x else 0))"
unfolding integral_diff[OF h g,symmetric] real_norm_def
apply (subst **)
defer
apply (subst **)
defer
apply (rule has_integral_subset_le)
defer
apply (rule integrable_integral integrable_diff h g)+
proof safe
fix x
assume "x \<in> cbox a b"
then show "x \<in> cbox c d"
unfolding mem_box c_def d_def
apply -
apply rule
apply (erule_tac x=i in ballE)
apply auto
done
qed (insert obt(4), auto)
qed (insert obt(4), auto)
qed
note interv = this

show ?thesis
unfolding integrable_alt[of f]
apply safe
apply (rule interv)
proof goal_cases
case (1 e)
then have *: "e/3 > 0"
by auto
from assms[rule_format,OF this] guess g h i j by (elim exE conjE) note obt=this
note obt(1)[unfolded has_integral_alt'[of g]]
note conjunctD2[OF this, rule_format]
note g = this(1) and this(2)[OF *]
from this(2) guess B1 .. note B1 = conjunctD2[OF this,rule_format]
note obt(2)[unfolded has_integral_alt'[of h]]
note conjunctD2[OF this, rule_format]
note h = this(1) and this(2)[OF *]
from this(2) guess B2 .. note B2 = conjunctD2[OF this,rule_format]
show ?case
apply (rule_tac x="max B1 B2" in exI)
apply safe
apply (rule max.strict_coboundedI1)
apply (rule B1)
proof -
fix a b c d :: 'n
assume as: "ball 0 (max B1 B2) \<subseteq> cbox a b" "ball 0 (max B1 B2) \<subseteq> cbox c d"
have **: "ball 0 B1 \<subseteq> ball (0::'n) (max B1 B2)" "ball 0 B2 \<subseteq> ball (0::'n) (max B1 B2)"
by auto
have *: "\<And>ga gc ha hc fa fc::real.
\<bar>ga - i\<bar> < e / 3 \<and> \<bar>gc - i\<bar> < e / 3 \<and> \<bar>ha - j\<bar> < e / 3 \<and>
\<bar>hc - j\<bar> < e / 3 \<and> \<bar>i - j\<bar> < e / 3 \<and> ga \<le> fa \<and> fa \<le> ha \<and> gc \<le> fc \<and> fc \<le> hc \<Longrightarrow>
\<bar>fa - fc\<bar> < e"
by (simp add: abs_real_def split: if_split_asm)
show "norm (integral (cbox a b) (\<lambda>x. if x \<in> s then f x else 0) - integral (cbox c d)
(\<lambda>x. if x \<in> s then f x else 0)) < e"
unfolding real_norm_def
apply (rule *)
apply safe
unfolding real_norm_def[symmetric]
apply (rule B1(2))
apply (rule order_trans)
apply (rule **)
apply (rule as(1))
apply (rule B1(2))
apply (rule order_trans)
apply (rule **)
apply (rule as(2))
apply (rule B2(2))
apply (rule order_trans)
apply (rule **)
apply (rule as(1))
apply (rule B2(2))
apply (rule order_trans)
apply (rule **)
apply (rule as(2))
apply (rule obt)
apply (rule_tac[!] integral_le)
using obt
apply (auto intro!: h g interv)
done
qed
qed
qed

subsection \<open>Adding integrals over several sets\<close>

lemma has_integral_union:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
assumes "(f has_integral i) s"
and "(f has_integral j) t"
and "negligible (s \<inter> t)"
shows "(f has_integral (i + j)) (s \<union> t)"
proof -
note * = has_integral_restrict_univ[symmetric, of f]
show ?thesis
unfolding *
apply (rule has_integral_spike[OF assms(3)])
defer
apply (rule has_integral_add[OF assms(1-2)[unfolded *]])
apply auto
done
qed

lemma integrable_union:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b :: banach"
assumes "negligible (A \<inter> B)" "f integrable_on A" "f integrable_on B"
shows   "f integrable_on (A \<union> B)"
proof -
from assms obtain y z where "(f has_integral y) A" "(f has_integral z) B"
by (auto simp: integrable_on_def)
from has_integral_union[OF this assms(1)] show ?thesis by (auto simp: integrable_on_def)
qed

lemma integrable_union':
fixes f :: "'a::euclidean_space \<Rightarrow> 'b :: banach"
assumes "f integrable_on A" "f integrable_on B" "negligible (A \<inter> B)" "C = A \<union> B"
shows   "f integrable_on C"
using integrable_union[of A B f] assms by simp

lemma has_integral_unions:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
assumes "finite t"
and "\<forall>s\<in>t. (f has_integral (i s)) s"
and "\<forall>s\<in>t. \<forall>s'\<in>t. s \<noteq> s' \<longrightarrow> negligible (s \<inter> s')"
shows "(f has_integral (setsum i t)) (\<Union>t)"
proof -
note * = has_integral_restrict_univ[symmetric, of f]
have **: "negligible (\<Union>((\<lambda>(a,b). a \<inter> b) ` {(a,b). a \<in> t \<and> b \<in> {y. y \<in> t \<and> a \<noteq> y}}))"
apply (rule negligible_Union)
apply (rule finite_imageI)
apply (rule finite_subset[of _ "t \<times> t"])
defer
apply (rule finite_cartesian_product[OF assms(1,1)])
using assms(3)
apply auto
done
note assms(2)[unfolded *]
note has_integral_setsum[OF assms(1) this]
then show ?thesis
unfolding *
apply -
apply (rule has_integral_spike[OF **])
defer
apply assumption
apply safe
proof goal_cases
case prems: (1 x)
then show ?case
proof (cases "x \<in> \<Union>t")
case True
then guess s unfolding Union_iff .. note s=this
then have *: "\<forall>b\<in>t. x \<in> b \<longleftrightarrow> b = s"
using prems(3) by blast
show ?thesis
unfolding if_P[OF True]
apply (rule trans)
defer
apply (rule setsum.cong)
apply (rule refl)
apply (subst *)
apply assumption
apply (rule refl)
unfolding setsum.delta[OF assms(1)]
using s
apply auto
done
qed auto
qed
qed

text \<open>In particular adding integrals over a division, maybe not of an interval.\<close>

lemma has_integral_combine_division:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
assumes "d division_of s"
and "\<forall>k\<in>d. (f has_integral (i k)) k"
shows "(f has_integral (setsum i d)) s"
proof -
note d = division_ofD[OF assms(1)]
show ?thesis
unfolding d(6)[symmetric]
apply (rule has_integral_unions)
apply (rule d assms)+
apply rule
apply rule
apply rule
proof goal_cases
case prems: (1 s s')
from d(4)[OF this(1)] d(4)[OF this(2)] guess a c b d by (elim exE) note obt=this
from d(5)[OF prems] show ?case
unfolding obt interior_cbox
apply -
apply (rule negligible_subset[of "(cbox a b-box a b) \<union> (cbox c d-box c d)"])
apply (rule negligible_Un negligible_frontier_interval)+
apply auto
done
qed
qed

lemma integral_combine_division_bottomup:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
assumes "d division_of s"
and "\<forall>k\<in>d. f integrable_on k"
shows "integral s f = setsum (\<lambda>i. integral i f) d"
apply (rule integral_unique)
apply (rule has_integral_combine_division[OF assms(1)])
using assms(2)
unfolding has_integral_integral
apply assumption
done

lemma has_integral_combine_division_topdown:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
assumes "f integrable_on s"
and "d division_of k"
and "k \<subseteq> s"
shows "(f has_integral (setsum (\<lambda>i. integral i f) d)) k"
apply (rule has_integral_combine_division[OF assms(2)])
apply safe
unfolding has_integral_integral[symmetric]
proof goal_cases
case (1 k)
from division_ofD(2,4)[OF assms(2) this]
show ?case
apply safe
apply (rule integrable_on_subcbox)
apply (rule assms)
using assms(3)
apply auto
done
qed

lemma integral_combine_division_topdown:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
assumes "f integrable_on s"
and "d division_of s"
shows "integral s f = setsum (\<lambda>i. integral i f) d"
apply (rule integral_unique)
apply (rule has_integral_combine_division_topdown)
using assms
apply auto
done

lemma integrable_combine_division:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
assumes "d division_of s"
and "\<forall>i\<in>d. f integrable_on i"
shows "f integrable_on s"
using assms(2)
unfolding integrable_on_def
by (metis has_integral_combine_division[OF assms(1)])

lemma integrable_on_subdivision:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
assumes "d division_of i"
and "f integrable_on s"
and "i \<subseteq> s"
shows "f integrable_on i"
apply (rule integrable_combine_division assms)+
apply safe
proof goal_cases
case 1
note division_ofD(2,4)[OF assms(1) this]
then show ?case
apply safe
apply (rule integrable_on_subcbox[OF assms(2)])
using assms(3)
apply auto
done
qed

subsection \<open>Also tagged divisions\<close>

lemma has_integral_combine_tagged_division:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
assumes "p tagged_division_of s"
and "\<forall>(x,k) \<in> p. (f has_integral (i k)) k"
shows "(f has_integral (setsum (\<lambda>(x,k). i k) p)) s"
proof -
have *: "(f has_integral (setsum (\<lambda>k. integral k f) (snd ` p))) s"
apply (rule has_integral_combine_division)
apply (rule division_of_tagged_division[OF assms(1)])
using assms(2)
unfolding has_integral_integral[symmetric]
apply safe
apply auto
done
then show ?thesis
apply -
apply (rule subst[where P="\<lambda>i. (f has_integral i) s"])
defer
apply assumption
apply (rule trans[of _ "setsum (\<lambda>(x,k). integral k f) p"])
apply (subst eq_commute)
apply (rule setsum.over_tagged_division_lemma[OF assms(1)])
apply (rule integral_null)
apply assumption
apply (rule setsum.cong)
using assms(2)
apply auto
done
qed

lemma integral_combine_tagged_division_bottomup:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
assumes "p tagged_division_of (cbox a b)"
and "\<forall>(x,k)\<in>p. f integrable_on k"
shows "integral (cbox a b) f = setsum (\<lambda>(x,k). integral k f) p"
apply (rule integral_unique)
apply (rule has_integral_combine_tagged_division[OF assms(1)])
using assms(2)
apply auto
done

lemma has_integral_combine_tagged_division_topdown:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
assumes "f integrable_on cbox a b"
and "p tagged_division_of (cbox a b)"
shows "(f has_integral (setsum (\<lambda>(x,k). integral k f) p)) (cbox a b)"
apply (rule has_integral_combine_tagged_division[OF assms(2)])
apply safe
proof goal_cases
case 1
note tagged_division_ofD(3-4)[OF assms(2) this]
then show ?case
using integrable_subinterval[OF assms(1)] by blast
qed

lemma integral_combine_tagged_division_topdown:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
assumes "f integrable_on cbox a b"
and "p tagged_division_of (cbox a b)"
shows "integral (cbox a b) f = setsum (\<lambda>(x,k). integral k f) p"
apply (rule integral_unique)
apply (rule has_integral_combine_tagged_division_topdown)
using assms
apply auto
done

subsection \<open>Henstock's lemma\<close>

lemma henstock_lemma_part1:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
assumes "f integrable_on cbox a b"
and "e > 0"
and "gauge d"
and "(\<forall>p. p tagged_division_of (cbox a b) \<and> d fine p \<longrightarrow>
norm (setsum (\<lambda>(x,k). content k *\<^sub>R f x) p - integral(cbox a b) f) < e)"
and p: "p tagged_partial_division_of (cbox a b)" "d fine p"
shows "norm (setsum (\<lambda>(x,k). content k *\<^sub>R f x - integral k f) p) \<le> e"
(is "?x \<le> e")
proof -
{ presume "\<And>k. 0<k \<Longrightarrow> ?x \<le> e + k" then show ?thesis by (blast intro: field_le_epsilon) }
fix k :: real
assume k: "k > 0"
note p' = tagged_partial_division_ofD[OF p(1)]
have "\<Union>(snd ` p) \<subseteq> cbox a b"
using p'(3) by fastforce
note partial_division_of_tagged_division[OF p(1)] this
from partial_division_extend_interval[OF this] guess q . note q=this and q' = division_ofD[OF this(2)]
define r where "r = q - snd ` p"
have "snd ` p \<inter> r = {}"
unfolding r_def by auto
have r: "finite r"
using q' unfolding r_def by auto

have "\<forall>i\<in>r. \<exists>p. p tagged_division_of i \<and> d fine p \<and>
norm (setsum (\<lambda>(x,j). content j *\<^sub>R f x) p - integral i f) < k / (real (card r) + 1)"
apply safe
proof goal_cases
case (1 i)
then have i: "i \<in> q"
unfolding r_def by auto
from q'(4)[OF this] guess u v by (elim exE) note uv=this
have *: "k / (real (card r) + 1) > 0" using k by simp
have "f integrable_on cbox u v"
apply (rule integrable_subinterval[OF assms(1)])
using q'(2)[OF i]
unfolding uv
apply auto
done
note integrable_integral[OF this, unfolded has_integral[of f]]
from this[rule_format,OF *] guess dd .. note dd=conjunctD2[OF this,rule_format]
note gauge_inter[OF \<open>gauge d\<close> dd(1)]
from fine_division_exists[OF this,of u v] guess qq .
then show ?case
apply (rule_tac x=qq in exI)
using dd(2)[of qq]
unfolding fine_inter uv
apply auto
done
qed
from bchoice[OF this] guess qq .. note qq=this[rule_format]

let ?p = "p \<union> \<Union>(qq ` r)"
have "norm ((\<Sum>(x, k)\<in>?p. content k *\<^sub>R f x) - integral (cbox a b) f) < e"
apply (rule assms(4)[rule_format])
proof
show "d fine ?p"
apply (rule fine_union)
apply (rule p)
apply (rule fine_unions)
using qq
apply auto
done
note * = tagged_partial_division_of_union_self[OF p(1)]
have "p \<union> \<Union>(qq ` r) tagged_division_of \<Union>(snd ` p) \<union> \<Union>r"
using r
proof (rule tagged_division_union[OF * tagged_division_unions], goal_cases)
case 1
then show ?case
using qq by auto
next
case 2
then show ?case
apply rule
apply rule
apply rule
apply(rule q'(5))
unfolding r_def
apply auto
done
next
case 3
then show ?case
apply (rule inter_interior_unions_intervals)
apply fact
apply rule
apply rule
apply (rule q')
defer
apply rule
apply (subst Int_commute)
apply (rule inter_interior_unions_intervals)
apply (rule finite_imageI)
apply (rule p')
apply rule
defer
apply rule
apply (rule q')
using q(1) p'
unfolding r_def
apply auto
done
qed
moreover have "\<Union>(snd ` p) \<union> \<Union>r = cbox a b" and "{qq i |i. i \<in> r} = qq ` r"
unfolding Union_Un_distrib[symmetric] r_def
using q
by auto
ultimately show "?p tagged_division_of (cbox a b)"
by fastforce
qed

then have "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) + (\<Sum>(x, k)\<in>\<Union>(qq ` r). content k *\<^sub>R f x) -
integral (cbox a b) f) < e"
apply (subst setsum.union_inter_neutral[symmetric])
apply (rule p')
prefer 3
apply assumption
apply rule
apply (rule r)
apply safe
apply (drule qq)
proof -
fix x l k
assume as: "(x, l) \<in> p" "(x, l) \<in> qq k" "k \<in> r"
note qq[OF this(3)]
note tagged_division_ofD(3,4)[OF conjunct1[OF this] as(2)]
from this(2) guess u v by (elim exE) note uv=this
have "l\<in>snd ` p" unfolding image_iff apply(rule_tac x="(x,l)" in bexI) using as by auto
then have "l \<in> q" "k \<in> q" "l \<noteq> k"
using as(1,3) q(1) unfolding r_def by auto
note q'(5)[OF this]
then have "interior l = {}"
using interior_mono[OF \<open>l \<subseteq> k\<close>] by blast
then show "content l *\<^sub>R f x = 0"
unfolding uv content_eq_0_interior[symmetric] by auto
qed auto

then have "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) + setsum (setsum (\<lambda>(x, k). content k *\<^sub>R f x))
(qq ` r) - integral (cbox a b) f) < e"
apply (subst (asm) setsum.Union_comp)
prefer 2
unfolding split_paired_all split_conv image_iff
apply (erule bexE)+
proof -
fix x m k l T1 T2
assume "(x, m) \<in> T1" "(x, m) \<in> T2" "T1 \<noteq> T2" "k \<in> r" "l \<in> r" "T1 = qq k" "T2 = qq l"
note as = this(1-5)[unfolded this(6-)]
note kl = tagged_division_ofD(3,4)[OF qq[THEN conjunct1]]
from this(2)[OF as(4,1)] guess u v by (elim exE) note uv=this
have *: "interior (k \<inter> l) = {}"
by (metis DiffE \<open>T1 = qq k\<close> \<open>T1 \<noteq> T2\<close> \<open>T2 = qq l\<close> as(4) as(5) interior_Int q'(5) r_def)
have "interior m = {}"
unfolding subset_empty[symmetric]
unfolding *[symmetric]
apply (rule interior_mono)
using kl(1)[OF as(4,1)] kl(1)[OF as(5,2)]
apply auto
done
then show "content m *\<^sub>R f x = 0"
unfolding uv content_eq_0_interior[symmetric]
by auto
qed (insert qq, auto)

then have **: "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) + setsum (setsum (\<lambda>(x, k). content k *\<^sub>R f x) \<circ> qq) r -
integral (cbox a b) f) < e"
apply (subst (asm) setsum.reindex_nontrivial)
apply fact
apply (rule setsum.neutral)
apply rule
unfolding split_paired_all split_conv
defer
apply assumption
proof -
fix k l x m
assume as: "k \<in> r" "l \<in> r" "k \<noteq> l" "qq k = qq l" "(x, m) \<in> qq k"
note tagged_division_ofD(6)[OF qq[THEN conjunct1]]
from this[OF as(1)] this[OF as(2)] show "content m *\<^sub>R f x = 0"
using as(3) unfolding as by auto
qed

have *: "norm (cp - ip) \<le> e + k"
if "norm ((cp + cr) - i) < e"
and "norm (cr - ir) < k"
and "ip + ir = i"
for ir ip i cr cp
proof -
from that show ?thesis
using norm_triangle_le[of "cp + cr - i" "- (cr - ir)"]
unfolding that(3)[symmetric] norm_minus_cancel
by (auto simp add: algebra_simps)
qed

have "?x =  norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - (\<Sum>(x, k)\<in>p. integral k f))"
unfolding split_def setsum_subtractf ..
also have "\<dots> \<le> e + k"
apply (rule *[OF **, where ir1="setsum (\<lambda>k. integral k f) r"])
proof goal_cases
case 1
have *: "k * real (card r) / (1 + real (card r)) < k"
using k by (auto simp add: field_simps)
show ?case
apply (rule le_less_trans[of _ "setsum (\<lambda>x. k / (real (card r) + 1)) r"])
unfolding setsum_subtractf[symmetric]
apply (rule setsum_norm_le)
apply rule
apply (drule qq)
defer
unfolding divide_inverse setsum_left_distrib[symmetric]
unfolding divide_inverse[symmetric]
using * apply (auto simp add: field_simps)
done
next
case 2
have *: "(\<Sum>(x, k)\<in>p. integral k f) = (\<Sum>k\<in>snd ` p. integral k f)"
apply (subst setsum.reindex_nontrivial)
apply fact
unfolding split_paired_all snd_conv split_def o_def
proof -
fix x l y m
assume as: "(x, l) \<in> p" "(y, m) \<in> p" "(x, l) \<noteq> (y, m)" "l = m"
from p'(4)[OF as(1)] guess u v by (elim exE) note uv=this
show "integral l f = 0"
unfolding uv
apply (rule integral_unique)
apply (rule has_integral_null)
unfolding content_eq_0_interior
using p'(5)[OF as(1-3)]
unfolding uv as(4)[symmetric]
apply auto
done
qed auto
from q(1) have **: "snd ` p \<union> q = q" by auto
show ?case
unfolding integral_combine_division_topdown[OF assms(1) q(2)] * r_def
using ** q'(1) p'(1) setsum.union_disjoint [of "snd ` p" "q - snd ` p" "\<lambda>k. integral k f", symmetric]
by simp
qed
finally show "?x \<le> e + k" .
qed

lemma henstock_lemma_part2:
fixes f :: "'m::euclidean_space \<Rightarrow> 'n::euclidean_space"
assumes "f integrable_on cbox a b"
and "e > 0"
and "gauge d"
and "\<forall>p. p tagged_division_of (cbox a b) \<and> d fine p \<longrightarrow>
norm (setsum (\<lambda>(x,k). content k *\<^sub>R f x) p - integral (cbox a b) f) < e"
and "p tagged_partial_division_of (cbox a b)"
and "d fine p"
shows "setsum (\<lambda>(x,k). norm (content k *\<^sub>R f x - integral k f)) p \<le> 2 * real (DIM('n)) * e"
unfolding split_def
apply (rule setsum_norm_allsubsets_bound)
defer
apply (rule henstock_lemma_part1[unfolded split_def,OF assms(1-3)])
apply safe
apply (rule assms[rule_format,unfolded split_def])
defer
apply (rule tagged_partial_division_subset)
apply (rule assms)
apply assumption
apply (rule fine_subset)
apply assumption
apply (rule assms)
using assms(5)
apply auto
done

lemma henstock_lemma:
fixes f :: "'m::euclidean_space \<Rightarrow> 'n::euclidean_space"
assumes "f integrable_on cbox a b"
and "e > 0"
obtains d where "gauge d"
and "\<forall>p. p tagged_partial_division_of (cbox a b) \<and> d fine p \<longrightarrow>
setsum (\<lambda>(x,k). norm(content k *\<^sub>R f x - integral k f)) p < e"
proof -
have *: "e / (2 * (real DIM('n) + 1)) > 0" using assms(2) by simp
from integrable_integral[OF assms(1),unfolded has_integral[of f],rule_format,OF this]
guess d .. note d = conjunctD2[OF this]
show thesis
apply (rule that)
apply (rule d)
proof (safe, goal_cases)
case (1 p)
note * = henstock_lemma_part2[OF assms(1) * d this]
show ?case
apply (rule le_less_trans[OF *])
using \<open>e > 0\<close>
apply (auto simp add: field_simps)
done
qed
qed

subsection \<open>Geometric progression\<close>

text \<open>FIXME: Should one or more of these theorems be moved to
\<^file>\<open>~~/src/HOL/Set_Interval.thy\<close>, alongside \<open>geometric_sum\<close>?\<close>

lemma sum_gp_basic:
fixes x :: "'a::ring_1"
shows "(1 - x) * setsum (\<lambda>i. x^i) {0 .. n} = (1 - x^(Suc n))"
proof -
define y where "y = 1 - x"
have "y * (\<Sum>i=0..n. (1 - y) ^ i) = 1 - (1 - y) ^ Suc n"
by (induct n) (simp_all add: algebra_simps)
then show ?thesis
unfolding y_def by simp
qed

lemma sum_gp_multiplied:
assumes mn: "m \<le> n"
shows "((1::'a::{field}) - x) * setsum (op ^ x) {m..n} = x^m - x^ Suc n"
(is "?lhs = ?rhs")
proof -
let ?S = "{0..(n - m)}"
from mn have mn': "n - m \<ge> 0"
by arith
let ?f = "op + m"
have i: "inj_on ?f ?S"
unfolding inj_on_def by auto
have f: "?f ` ?S = {m..n}"
using mn
apply (auto simp add: image_iff Bex_def)
apply presburger
done
have th: "op ^ x \<circ> op + m = (\<lambda>i. x^m * x^i)"
by (rule ext) (simp add: power_add power_mult)
from setsum.reindex[OF i, of "op ^ x", unfolded f th setsum_right_distrib[symmetric]]
have "?lhs = x^m * ((1 - x) * setsum (op ^ x) {0..n - m})"
by simp
then show ?thesis
unfolding sum_gp_basic
using mn
qed

lemma sum_gp:
"setsum (op ^ (x::'a::{field})) {m .. n} =
(if n < m then 0
else if x = 1 then of_nat ((n + 1) - m)
else (x^ m - x^ (Suc n)) / (1 - x))"
proof -
{
assume nm: "n < m"
then have ?thesis by simp
}
moreover
{
assume "\<not> n < m"
then have nm: "m \<le> n"
by arith
{
assume x: "x = 1"
then have ?thesis
by simp
}
moreover
{
assume x: "x \<noteq> 1"
then have nz: "1 - x \<noteq> 0"
by simp
from sum_gp_multiplied[OF nm, of x] nz have ?thesis
by (simp add: field_simps)
}
ultimately have ?thesis by blast
}
ultimately show ?thesis by blast
qed

lemma sum_gp_offset:
"setsum (op ^ (x::'a::{field})) {m .. m+n} =
(if x = 1 then of_nat n + 1 else x^m * (1 - x^Suc n) / (1 - x))"
unfolding sum_gp[of x m "m + n"] power_Suc

subsection \<open>Monotone convergence (bounded interval first)\<close>

lemma monotone_convergence_interval:
fixes f :: "nat \<Rightarrow> 'n::euclidean_space \<Rightarrow> real"
assumes "\<forall>k. (f k) integrable_on cbox a b"
and "\<forall>k. \<forall>x\<in>cbox a b.(f k x) \<le> f (Suc k) x"
and "\<forall>x\<in>cbox a b. ((\<lambda>k. f k x) \<longlongrightarrow> g x) sequentially"
and "bounded {integral (cbox a b) (f k) | k . k \<in> UNIV}"
shows "g integrable_on cbox a b \<and> ((\<lambda>k. integral (cbox a b) (f k)) \<longlongrightarrow> integral (cbox a b) g) sequentially"
proof (cases "content (cbox a b) = 0")
case True
show ?thesis
using integrable_on_null[OF True]
unfolding integral_null[OF True]
using tendsto_const
by auto
next
case False
have fg: "\<forall>x\<in>cbox a b. \<forall>k. (f k x) \<bullet> 1 \<le> (g x) \<bullet> 1"
proof safe
fix x k
assume x: "x \<in> cbox a b"
note * = Lim_component_ge[OF assms(3)[rule_format, OF x] trivial_limit_sequentially]
show "f k x \<bullet> 1 \<le> g x \<bullet> 1"
apply (rule *)
unfolding eventually_sequentially
apply (rule_tac x=k in exI)
apply -
apply (rule transitive_stepwise_le)
using assms(2)[rule_format, OF x]
apply auto
done
qed
have "\<exists>i. ((\<lambda>k. integral (cbox a b) (f k)) \<longlongrightarrow> i) sequentially"
apply (rule bounded_increasing_convergent)
defer
apply rule
apply (rule integral_le)
apply safe
apply (rule assms(1-2)[rule_format])+
using assms(4)
apply auto
done
then guess i .. note i=this
have i': "\<And>k. (integral(cbox a b) (f k)) \<le> i\<bullet>1"
apply (rule Lim_component_ge)
apply (rule i)
apply (rule trivial_limit_sequentially)
unfolding eventually_sequentially
apply (rule_tac x=k in exI)
apply (rule transitive_stepwise_le)
prefer 3
unfolding inner_simps real_inner_1_right
apply (rule integral_le)
apply (rule assms(1-2)[rule_format])+
using assms(2)
apply auto
done

have "(g has_integral i) (cbox a b)"
unfolding has_integral
proof (safe, goal_cases)
case e: (1 e)
then have "\<forall>k. (\<exists>d. gauge d \<and> (\<forall>p. p tagged_division_of (cbox a b) \<and> d fine p \<longrightarrow>
norm ((\<Sum>(x, ka)\<in>p. content ka *\<^sub>R f k x) - integral (cbox a b) (f k)) < e / 2 ^ (k + 2)))"
apply -
apply rule
apply (rule assms(1)[unfolded has_integral_integral has_integral,rule_format])
apply auto
done
from choice[OF this] guess c .. note c=conjunctD2[OF this[rule_format],rule_format]

have "\<exists>r. \<forall>k\<ge>r. 0 \<le> i\<bullet>1 - (integral (cbox a b) (f k)) \<and> i\<bullet>1 - (integral (cbox a b) (f k)) < e / 4"
proof -
have "e/4 > 0"
using e by auto
from LIMSEQ_D [OF i this] guess r ..
then show ?thesis
apply (rule_tac x=r in exI)
apply rule
apply (erule_tac x=k in allE)
subgoal for k using i'[of k] by auto
done
qed
then guess r .. note r=conjunctD2[OF this[rule_format]]

have "\<forall>x\<in>cbox a b. \<exists>n\<ge>r. \<forall>k\<ge>n. 0 \<le> (g x)\<bullet>1 - (f k x)\<bullet>1 \<and>
(g x)\<bullet>1 - (f k x)\<bullet>1 < e / (4 * content(cbox a b))"
proof (rule, goal_cases)
case prems: (1 x)
have "e / (4 * content (cbox a b)) > 0"
using \<open>e>0\<close> False content_pos_le[of a b] by auto
from assms(3)[rule_format, OF prems, THEN LIMSEQ_D, OF this]
guess n .. note n=this
then show ?case
apply (rule_tac x="n + r" in exI)
apply safe
apply (erule_tac[2-3] x=k in allE)
unfolding dist_real_def
using fg[rule_format, OF prems]
apply (auto simp add: field_simps)
done
qed
from bchoice[OF this] guess m .. note m=conjunctD2[OF this[rule_format],rule_format]
define d where "d x = c (m x) x" for x
show ?case
apply (rule_tac x=d in exI)
proof safe
show "gauge d"
using c(1) unfolding gauge_def d_def by auto
next
fix p
assume p: "p tagged_division_of (cbox a b)" "d fine p"
note p'=tagged_division_ofD[OF p(1)]
have "\<exists>a. \<forall>x\<in>p. m (fst x) \<le> a"
by (metis finite_imageI finite_nat_set_iff_bounded_le p'(1) rev_image_eqI)
then guess s .. note s=this
have *: "\<forall>a b c d. norm(a - b) \<le> e / 4 \<and> norm(b - c) < e / 2 \<and>
norm (c - d) < e / 4 \<longrightarrow> norm (a - d) < e"
proof (safe, goal_cases)
case (1 a b c d)
then show ?case
using norm_triangle_lt[of "a - b" "b - c" "3* e/4"]
norm_triangle_lt[of "a - b + (b - c)" "c - d" e]
unfolding norm_minus_cancel
by (auto simp add: algebra_simps)
qed
show "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R g x) - i) < e"
apply (rule *[rule_format,where
b="\<Sum>(x, k)\<in>p. content k *\<^sub>R f (m x) x" and c="\<Sum>(x, k)\<in>p. integral k (f (m x))"])
proof (safe, goal_cases)
case 1
show ?case
apply (rule order_trans[of _ "\<Sum>(x, k)\<in>p. content k * (e / (4 * content (cbox a b)))"])
unfolding setsum_subtractf[symmetric]
apply (rule order_trans)
apply (rule norm_setsum)
apply (rule setsum_mono)
unfolding split_paired_all split_conv
unfolding split_def setsum_left_distrib[symmetric] scaleR_diff_right[symmetric]
unfolding additive_content_tagged_division[OF p(1), unfolded split_def]
proof -
fix x k
assume xk: "(x, k) \<in> p"
then have x: "x \<in> cbox a b"
using p'(2-3)[OF xk] by auto
from p'(4)[OF xk] guess u v by (elim exE) note uv=this
show "norm (content k *\<^sub>R (g x - f (m x) x)) \<le> content k * (e / (4 * content (cbox a b)))"
unfolding norm_scaleR uv
unfolding abs_of_nonneg[OF content_pos_le]
apply (rule mult_left_mono)
using m(2)[OF x,of "m x"]
apply auto
done
qed (insert False, auto)

next
case 2
show ?case
apply (rule le_less_trans[of _ "norm (\<Sum>j = 0..s.
\<Sum>(x, k)\<in>{xk\<in>p. m (fst xk) = j}. content k *\<^sub>R f (m x) x - integral k (f (m x)))"])
apply (subst setsum_group)
apply fact
apply (rule finite_atLeastAtMost)
defer
apply (subst split_def)+
unfolding setsum_subtractf
apply rule
proof -
show "norm (\<Sum>j = 0..s. \<Sum>(x, k)\<in>{xk \<in> p.
m (fst xk) = j}. content k *\<^sub>R f (m x) x - integral k (f (m x))) < e / 2"
apply (rule le_less_trans[of _ "setsum (\<lambda>i. e / 2^(i+2)) {0..s}"])
apply (rule setsum_norm_le)
proof
show "(\<Sum>i = 0..s. e / 2 ^ (i + 2)) < e / 2"
unfolding power_add divide_inverse inverse_mult_distrib
unfolding setsum_right_distrib[symmetric] setsum_left_distrib[symmetric]
unfolding power_inverse [symmetric] sum_gp
apply(rule mult_strict_left_mono[OF _ e])
unfolding power2_eq_square
apply auto
done
fix t
assume "t \<in> {0..s}"
show "norm (\<Sum>(x, k)\<in>{xk \<in> p. m (fst xk) = t}. content k *\<^sub>R f (m x) x -
integral k (f (m x))) \<le> e / 2 ^ (t + 2)"
apply (rule order_trans
[of _ "norm (setsum (\<lambda>(x,k). content k *\<^sub>R f t x - integral k (f t)) {xk \<in> p. m (fst xk) = t})"])
apply (rule eq_refl)
apply (rule arg_cong[where f=norm])
apply (rule setsum.cong)
apply (rule refl)
defer
apply (rule henstock_lemma_part1)
apply (rule assms(1)[rule_format])
apply (simp add: e)
apply safe
apply (rule c)+
apply rule
apply assumption+
apply (rule tagged_partial_division_subset[of p])
apply (rule p(1)[unfolded tagged_division_of_def,THEN conjunct1])
defer
unfolding fine_def
apply safe
apply (drule p(2)[unfolded fine_def,rule_format])
unfolding d_def
apply auto
done
qed
qed (insert s, auto)
next
case 3
note comb = integral_combine_tagged_division_topdown[OF assms(1)[rule_format] p(1)]
have *: "\<And>sr sx ss ks kr::real. kr = sr \<longrightarrow> ks = ss \<longrightarrow>
ks \<le> i \<and> sr \<le> sx \<and> sx \<le> ss \<and> 0 \<le> i\<bullet>1 - kr\<bullet>1 \<and> i\<bullet>1 - kr\<bullet>1 < e/4 \<longrightarrow> \<bar>sx - i\<bar> < e/4"
by auto
show ?case
unfolding real_norm_def
apply (rule *[rule_format])
apply safe
apply (rule comb[of r])
apply (rule comb[of s])
apply (rule i'[unfolded real_inner_1_right])
apply (rule_tac[1-2] setsum_mono)
unfolding split_paired_all split_conv
apply (rule_tac[1-2] integral_le[OF ])
proof safe
show "0 \<le> i\<bullet>1 - (integral (cbox a b) (f r))\<bullet>1"
using r(1) by auto
show "i\<bullet>1 - (integral (cbox a b) (f r))\<bullet>1 < e / 4"
using r(2) by auto
fix x k
assume xk: "(x, k) \<in> p"
from p'(4)[OF this] guess u v by (elim exE) note uv=this
show "f r integrable_on k"
and "f s integrable_on k"
and "f (m x) integrable_on k"
and "f (m x) integrable_on k"
unfolding uv
apply (rule_tac[!] integrable_on_subcbox[OF assms(1)[rule_format]])
using p'(3)[OF xk]
unfolding uv
apply auto
done
fix y
assume "y \<in> k"
then have "y \<in> cbox a b"
using p'(3)[OF xk] by auto
then have *: "\<And>m. \<forall>n\<ge>m. f m y \<le> f n y"
apply -
apply (rule transitive_stepwise_le)
using assms(2)
apply auto
done
show "f r y \<le> f (m x) y" and "f (m x) y \<le> f s y"
apply (rule_tac[!] *[rule_format])
using s[rule_format,OF xk] m(1)[of x] p'(2-3)[OF xk]
apply auto
done
qed
qed
qed
qed note * = this

have "integral (cbox a b) g = i"
by (rule integral_unique) (rule *)
then show ?thesis
using i * by auto
qed

lemma monotone_convergence_increasing:
fixes f :: "nat \<Rightarrow> 'n::euclidean_space \<Rightarrow> real"
assumes "\<forall>k. (f k) integrable_on s"
and "\<forall>k. \<forall>x\<in>s. (f k x) \<le> (f (Suc k) x)"
and "\<forall>x\<in>s. ((\<lambda>k. f k x) \<longlongrightarrow> g x) sequentially"
and "bounded {integral s (f k)| k. True}"
shows "g integrable_on s \<and> ((\<lambda>k. integral s (f k)) \<longlongrightarrow> integral s g) sequentially"
proof -
have lem: "g integrable_on s \<and> ((\<lambda>k. integral s (f k)) \<longlongrightarrow> integral s g) sequentially"
if "\<forall>k. \<forall>x\<in>s. 0 \<le> f k x"
and "\<forall>k. (f k) integrable_on s"
and "\<forall>k. \<forall>x\<in>s. f k x \<le> f (Suc k) x"
and "\<forall>x\<in>s. ((\<lambda>k. f k x) \<longlongrightarrow> g x) sequentially"
and "bounded {integral s (f k)| k. True}"
for f :: "nat \<Rightarrow> 'n::euclidean_space \<Rightarrow> real" and g s
proof -
note assms=that[rule_format]
have "\<forall>x\<in>s. \<forall>k. (f k x)\<bullet>1 \<le> (g x)\<bullet>1"
apply safe
apply (rule Lim_component_ge)
apply (rule that(4)[rule_format])
apply assumption
apply (rule trivial_limit_sequentially)
unfolding eventually_sequentially
apply (rule_tac x=k in exI)
apply (rule transitive_stepwise_le)
using that(3)
apply auto
done
note fg=this[rule_format]

have "\<exists>i. ((\<lambda>k. integral s (f k)) \<longlongrightarrow> i) sequentially"
apply (rule bounded_increasing_convergent)
apply (rule that(5))
apply rule
apply (rule integral_le)
apply (rule that(2)[rule_format])+
using that(3)
apply auto
done
then guess i .. note i=this
have "\<And>k. \<forall>x\<in>s. \<forall>n\<ge>k. f k x \<le> f n x"
apply rule
apply (rule transitive_stepwise_le)
using that(3)
apply auto
done
then have i': "\<forall>k. (integral s (f k))\<bullet>1 \<le> i\<bullet>1"
apply -
apply rule
apply (rule Lim_component_ge)
apply (rule i)
apply (rule trivial_limit_sequentially)
unfolding eventually_sequentially
apply (rule_tac x=k in exI)
apply safe
apply (rule integral_component_le)
apply simp
apply (rule that(2)[rule_format])+
apply auto
done

note int = assms(2)[unfolded integrable_alt[of _ s],THEN conjunct1,rule_format]
have ifif: "\<And>k t. (\<lambda>x. if x \<in> t then if x \<in> s then f k x else 0 else 0) =
(\<lambda>x. if x \<in> t \<inter> s then f k x else 0)"
by (rule ext) auto
have int': "\<And>k a b. f k integrable_on cbox a b \<inter> s"
apply (subst integrable_restrict_univ[symmetric])
apply (subst ifif[symmetric])
apply (subst integrable_restrict_univ)
apply (rule int)
done
have "\<And>a b. (\<lambda>x. if x \<in> s then g x else 0) integrable_on cbox a b \<and>
((\<lambda>k. integral (cbox a b) (\<lambda>x. if x \<in> s then f k x else 0)) \<longlongrightarrow>
integral (cbox a b) (\<lambda>x. if x \<in> s then g x else 0)) sequentially"
proof (rule monotone_convergence_interval, safe, goal_cases)
case 1
show ?case by (rule int)
next
case (2 _ _ _ x)
then show ?case
apply (cases "x \<in> s")
using assms(3)
apply auto
done
next
case (3 _ _ x)
then show ?case
apply (cases "x \<in> s")
using assms(4)
apply auto
done
next
case (4 a b)
note * = integral_nonneg
have "\<And>k. norm (integral (cbox a b) (\<lambda>x. if x \<in> s then f k x else 0)) \<le> norm (integral s (f k))"
unfolding real_norm_def
apply (subst abs_of_nonneg)
apply (rule *[OF int])
apply safe
apply (case_tac "x \<in> s")
apply (drule assms(1))
prefer 3
apply (subst abs_of_nonneg)
apply (rule *[OF assms(2) that(1)[THEN spec]])
apply (subst integral_restrict_univ[symmetric,OF int])
unfolding ifif
unfolding integral_restrict_univ[OF int']
apply (rule integral_subset_le[OF _ int' assms(2)])
using assms(1)
apply auto
done
then show ?case
using assms(5)
unfolding bounded_iff
apply safe
apply (rule_tac x=aa in exI)
apply safe
apply (erule_tac x="integral s (f k)" in ballE)
apply (rule order_trans)
apply assumption
apply auto
done
qed
note g = conjunctD2[OF this]

have "(g has_integral i) s"
unfolding has_integral_alt'
apply safe
apply (rule g(1))
proof goal_cases
case (1 e)
then have "e/4>0"
by auto
from LIMSEQ_D [OF i this] guess N .. note N=this
note assms(2)[of N,unfolded has_integral_integral has_integral_alt'[of "f N"]]
from this[THEN conjunct2,rule_format,OF \<open>e/4>0\<close>] guess B .. note B=conjunctD2[OF this]
show ?case
apply rule
apply rule
apply (rule B)
apply safe
proof -
fix a b :: 'n
assume ab: "ball 0 B \<subseteq> cbox a b"
from \<open>e > 0\<close> have "e/2 > 0"
by auto
from LIMSEQ_D [OF g(2)[of a b] this] guess M .. note M=this
have **: "norm (integral (cbox a b) (\<lambda>x. if x \<in> s then f N x else 0) - i) < e/2"
apply (rule norm_triangle_half_l)
using B(2)[rule_format,OF ab] N[rule_format,of N]
apply -
defer
apply (subst norm_minus_commute)
apply auto
done
have *: "\<And>f1 f2 g. \<bar>f1 - i\<bar> < e / 2 \<longrightarrow> \<bar>f2 - g\<bar> < e / 2 \<longrightarrow>
f1 \<le> f2 \<longrightarrow> f2 \<le> i \<longrightarrow> \<bar>g - i\<bar> < e"
unfolding real_inner_1_right by arith
show "norm (integral (cbox a b) (\<lambda>x. if x \<in> s then g x else 0) - i) < e"
unfolding real_norm_def
apply (rule *[rule_format])
apply (rule **[unfolded real_norm_def])
apply (rule M[rule_format,of "M + N",unfolded real_norm_def])
apply (rule integral_le[OF int int])
defer
apply (rule order_trans[OF _ i'[rule_format,of "M + N",unfolded real_inner_1_right]])
proof (safe, goal_cases)
case (2 x)
have "\<And>m. x \<in> s \<Longrightarrow> \<forall>n\<ge>m. (f m x)\<bullet>1 \<le> (f n x)\<bullet>1"
apply (rule transitive_stepwise_le)
using assms(3)
apply auto
done
then show ?case
by auto
next
case 1
show ?case
apply (subst integral_restrict_univ[symmetric,OF int])
unfolding ifif integral_restrict_univ[OF int']
apply (rule integral_subset_le[OF _ int'])
using assms
apply auto
done
qed
qed
qed
then show ?thesis
apply safe
defer
apply (drule integral_unique)
using i
apply auto
done
qed

have sub: "\<And>k. integral s (\<lambda>x. f k x - f 0 x) = integral s (f k) - integral s (f 0)"
apply (subst integral_diff)
apply (rule assms(1)[rule_format])+
apply rule
done
have "\<And>x m. x \<in> s \<Longrightarrow> \<forall>n\<ge>m. f m x \<le> f n x"
apply (rule transitive_stepwise_le)
using assms(2)
apply auto
done
note * = this[rule_format]
have "(\<lambda>x. g x - f 0 x) integrable_on s \<and> ((\<lambda>k. integral s (\<lambda>x. f (Suc k) x - f 0 x)) \<longlongrightarrow>
integral s (\<lambda>x. g x - f 0 x)) sequentially"
apply (rule lem)
apply safe
proof goal_cases
case (1 k x)
then show ?case
using *[of x 0 "Suc k"] by auto
next
case (2 k)
then show ?case
apply (rule integrable_diff)
using assms(1)
apply auto
done
next
case (3 k x)
then show ?case
using *[of x "Suc k" "Suc (Suc k)"] by auto
next
case (4 x)
then show ?case
apply -
apply (rule tendsto_diff)
using LIMSEQ_ignore_initial_segment[OF assms(3)[rule_format],of x 1]
apply auto
done
next
case 5
then show ?case
using assms(4)
unfolding bounded_iff
apply safe
apply (rule_tac x="a + norm (integral s (\<lambda>x. f 0 x))" in exI)
apply safe
apply (erule_tac x="integral s (\<lambda>x. f (Suc k) x)" in ballE)
unfolding sub
apply (rule order_trans[OF norm_triangle_ineq4])
apply auto
done
qed
note conjunctD2[OF this]
note tendsto_add[OF this(2) tendsto_const[of "integral s (f 0)"]]
integrable_add[OF this(1) assms(1)[rule_format,of 0]]
then show ?thesis
unfolding sub
apply -
apply rule
defer
apply (subst(asm) integral_diff)
using assms(1)
apply auto
apply (rule LIMSEQ_imp_Suc)
apply assumption
done
qed

lemma has_integral_monotone_convergence_increasing:
fixes f :: "nat \<Rightarrow> 'a::euclidean_space \<Rightarrow> real"
assumes f: "\<And>k. (f k has_integral x k) s"
assumes "\<And>k x. x \<in> s \<Longrightarrow> f k x \<le> f (Suc k) x"
assumes "\<And>x. x \<in> s \<Longrightarrow> (\<lambda>k. f k x) \<longlonglongrightarrow> g x"
assumes "x \<longlonglongrightarrow> x'"
shows "(g has_integral x') s"
proof -
have x_eq: "x = (\<lambda>i. integral s (f i))"
by (simp add: integral_unique[OF f])
then have x: "{integral s (f k) |k. True} = range x"
by auto

have *: "g integrable_on s \<and> (\<lambda>k. integral s (f k)) \<longlonglongrightarrow> integral s g"
proof (intro monotone_convergence_increasing allI ballI assms)
show "bounded {integral s (f k) |k. True}"
unfolding x by (rule convergent_imp_bounded) fact
qed (auto intro: f)
then have "integral s g = x'"
by (intro LIMSEQ_unique[OF _ \<open>x \<longlonglongrightarrow> x'\<close>]) (simp add: x_eq)
with * show ?thesis
by (simp add: has_integral_integral)
qed

lemma monotone_convergence_decreasing:
fixes f :: "nat \<Rightarrow> 'n::euclidean_space \<Rightarrow> real"
assumes "\<forall>k. (f k) integrable_on s"
and "\<forall>k. \<forall>x\<in>s. f (Suc k) x \<le> f k x"
and "\<forall>x\<in>s. ((\<lambda>k. f k x) \<longlongrightarrow> g x) sequentially"
and "bounded {integral s (f k)| k. True}"
shows "g integrable_on s \<and> ((\<lambda>k. integral s (f k)) \<longlongrightarrow> integral s g) sequentially"
proof -
note assm = assms[rule_format]
have *: "{integral s (\<lambda>x. - f k x) |k. True} = op *\<^sub>R (- 1) ` {integral s (f k)| k. True}"
apply safe
unfolding image_iff
apply (rule_tac x="integral s (f k)" in bexI)
prefer 3
apply (rule_tac x=k in exI)
apply auto
done
have "(\<lambda>x. - g x) integrable_on s \<and>
((\<lambda>k. integral s (\<lambda>x. - f k x)) \<longlongrightarrow> integral s (\<lambda>x. - g x)) sequentially"
apply (rule monotone_convergence_increasing)
apply safe
apply (rule integrable_neg)
apply (rule assm)
defer
apply (rule tendsto_minus)
apply (rule assm)
apply assumption
unfolding *
apply (rule bounded_scaling)
using assm
apply auto
done
note * = conjunctD2[OF this]
show ?thesis
using integrable_neg[OF *(1)] tendsto_minus[OF *(2)]
by auto
qed

subsection \<open>Absolute integrability (this is the same as Lebesgue integrability)\<close>

definition absolutely_integrable_on (infixr "absolutely'_integrable'_on" 46)
where "f absolutely_integrable_on s \<longleftrightarrow> f integrable_on s \<and> (\<lambda>x. (norm(f x))) integrable_on s"

lemma absolutely_integrable_onI[intro?]:
"f integrable_on s \<Longrightarrow>
(\<lambda>x. (norm(f x))) integrable_on s \<Longrightarrow> f absolutely_integrable_on s"
unfolding absolutely_integrable_on_def
by auto

lemma absolutely_integrable_onD[dest]:
assumes "f absolutely_integrable_on s"
shows "f integrable_on s"
and "(\<lambda>x. norm (f x)) integrable_on s"
using assms
unfolding absolutely_integrable_on_def
by auto

(*lemma absolutely_integrable_on_trans[simp]:
fixes f::"'n::euclidean_space \<Rightarrow> real"
shows "(vec1 \<circ> f) absolutely_integrable_on s \<longleftrightarrow> f absolutely_integrable_on s"
unfolding absolutely_integrable_on_def o_def by auto*)

lemma integral_norm_bound_integral:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
assumes "f integrable_on s"
and "g integrable_on s"
and "\<forall>x\<in>s. norm (f x) \<le> g x"
shows "norm (integral s f) \<le> integral s g"
proof -
have *: "\<And>x y. (\<forall>e::real. 0 < e \<longrightarrow> x < y + e) \<Longrightarrow> x \<le> y"
apply (rule ccontr)
apply (erule_tac x="x - y" in allE)
apply auto
done
have norm: "norm ig < dia + e"
if "norm sg \<le> dsa"
and "\<bar>dsa - dia\<bar> < e / 2"
and "norm (sg - ig) < e / 2"
for e dsa dia and sg ig :: 'a
apply (rule le_less_trans[OF norm_triangle_sub[of ig sg]])
apply (subst real_sum_of_halves[of e,symmetric])
defer
apply (subst norm_minus_commute)
apply (rule that(3))
apply (rule order_trans[OF that(1)])
using that(2)
apply arith
done
have lem: "norm (integral(cbox a b) f) \<le> integral (cbox a b) g"
if "f integrable_on cbox a b"
and "g integrable_on cbox a b"
and "\<forall>x\<in>cbox a b. norm (f x) \<le> g x"
for f :: "'n \<Rightarrow> 'a" and g a b
proof (rule *[rule_format])
fix e :: real
assume "e > 0"
then have *: "e/2 > 0"
by auto
from integrable_integral[OF that(1),unfolded has_integral[of f],rule_format,OF *]
guess d1 .. note d1 = conjunctD2[OF this,rule_format]
from integrable_integral[OF that(2),unfolded has_integral[of g],rule_format,OF *]
guess d2 .. note d2 = conjunctD2[OF this,rule_format]
note gauge_inter[OF d1(1) d2(1)]
from fine_division_exists[OF this, of a b] guess p . note p=this
show "norm (integral (cbox a b) f) < integral (cbox a b) g + e"
apply (rule norm)
defer
apply (rule d2(2)[OF conjI[OF p(1)],unfolded real_norm_def])
defer
apply (rule d1(2)[OF conjI[OF p(1)]])
defer
apply (rule setsum_norm_le)
proof safe
fix x k
assume "(x, k) \<in> p"
note as = tagged_division_ofD(2-4)[OF p(1) this]
from this(3) guess u v by (elim exE) note uv=this
show "norm (content k *\<^sub>R f x) \<le> content k *\<^sub>R g x"
unfolding uv norm_scaleR
unfolding abs_of_nonneg[OF content_pos_le] real_scaleR_def
apply (rule mult_left_mono)
using that(3) as
apply auto
done
qed (insert p[unfolded fine_inter], auto)
qed

{ presume "\<And>e. 0 < e \<Longrightarrow> norm (integral s f) < integral s g + e"
then show ?thesis by (rule *[rule_format]) auto }
fix e :: real
assume "e > 0"
then have e: "e/2 > 0"
by auto
note assms(1)[unfolded integrable_alt[of f]] note f=this[THEN conjunct1,rule_format]
note assms(2)[unfolded integrable_alt[of g]] note g=this[THEN conjunct1,rule_format]
from integrable_integral[OF assms(1),unfolded has_integral'[of f],rule_format,OF e]
guess B1 .. note B1=conjunctD2[OF this[rule_format],rule_format]
from integrable_integral[OF assms(2),unfolded has_integral'[of g],rule_format,OF e]
guess B2 .. note B2=conjunctD2[OF this[rule_format],rule_format]
from bounded_subset_cbox[OF bounded_ball, of "0::'n" "max B1 B2"]
guess a b by (elim exE) note ab=this[unfolded ball_max_Un]

have "ball 0 B1 \<subseteq> cbox a b"
using ab by auto
from B1(2)[OF this] guess z .. note z=conjunctD2[OF this]
have "ball 0 B2 \<subseteq> cbox a b"
using ab by auto
from B2(2)[OF this] guess w .. note w=conjunctD2[OF this]

show "norm (integral s f) < integral s g + e"
apply (rule norm)
apply (rule lem[OF f g, of a b])
unfolding integral_unique[OF z(1)] integral_unique[OF w(1)]
defer
apply (rule w(2)[unfolded real_norm_def])
apply (rule z(2))
apply safe
apply (case_tac "x \<in> s")
unfolding if_P
apply (rule assms(3)[rule_format])
apply auto
done
qed

lemma integral_norm_bound_integral_component:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
fixes g :: "'n \<Rightarrow> 'b::euclidean_space"
assumes "f integrable_on s"
and "g integrable_on s"
and "\<forall>x\<in>s. norm(f x) \<le> (g x)\<bullet>k"
shows "norm (integral s f) \<le> (integral s g)\<bullet>k"
proof -
have "norm (integral s f) \<le> integral s ((\<lambda>x. x \<bullet> k) \<circ> g)"
apply (rule integral_norm_bound_integral[OF assms(1)])
apply (rule integrable_linear[OF assms(2)])
apply rule
unfolding o_def
apply (rule assms)
done
then show ?thesis
unfolding o_def integral_component_eq[OF assms(2)] .
qed

lemma has_integral_norm_bound_integral_component:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
fixes g :: "'n \<Rightarrow> 'b::euclidean_space"
assumes "(f has_integral i) s"
and "(g has_integral j) s"
and "\<forall>x\<in>s. norm (f x) \<le> (g x)\<bullet>k"
shows "norm i \<le> j\<bullet>k"
using integral_norm_bound_integral_component[of f s g k]
unfolding integral_unique[OF assms(1)] integral_unique[OF assms(2)]
using assms
by auto

lemma absolutely_integrable_le:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
assumes "f absolutely_integrable_on s"
shows "norm (integral s f) \<le> integral s (\<lambda>x. norm (f x))"
apply (rule integral_norm_bound_integral)
using assms
apply auto
done

lemma absolutely_integrable_0[intro]:
"(\<lambda>x. 0) absolutely_integrable_on s"
unfolding absolutely_integrable_on_def
by auto

lemma absolutely_integrable_cmul[intro]:
"f absolutely_integrable_on s \<Longrightarrow>
(\<lambda>x. c *\<^sub>R f x) absolutely_integrable_on s"
unfolding absolutely_integrable_on_def
using integrable_cmul[of f s c]
using integrable_cmul[of "\<lambda>x. norm (f x)" s "\<bar>c\<bar>"]
by auto

lemma absolutely_integrable_neg[intro]:
"f absolutely_integrable_on s \<Longrightarrow>
(\<lambda>x. -f(x)) absolutely_integrable_on s"
apply (drule absolutely_integrable_cmul[where c="-1"])
apply auto
done

lemma absolutely_integrable_norm[intro]:
"f absolutely_integrable_on s \<Longrightarrow>
(\<lambda>x. norm (f x)) absolutely_integrable_on s"
unfolding absolutely_integrable_on_def
by auto

lemma absolutely_integrable_abs[intro]:
"f absolutely_integrable_on s \<Longrightarrow>
(\<lambda>x. \<bar>f x::real\<bar>) absolutely_integrable_on s"
apply (drule absolutely_integrable_norm)
unfolding real_norm_def
apply assumption
done

lemma absolutely_integrable_on_subinterval:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
shows "f absolutely_integrable_on s \<Longrightarrow>
cbox a b \<subseteq> s \<Longrightarrow> f absolutely_integrable_on cbox a b"
unfolding absolutely_integrable_on_def
by (metis integrable_on_subcbox)

lemma absolutely_integrable_bounded_variation:
fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
assumes "f absolutely_integrable_on UNIV"
obtains B where "\<forall>d. d division_of (\<Union>d) \<longrightarrow> setsum (\<lambda>k. norm(integral k f)) d \<le> B"
apply (rule that[of "integral UNIV (\<lambda>x. norm (f x))"])
apply safe
proof goal_cases
case prems: (1 d)
note d = division_ofD[OF prems(2)]
have "(\<Sum>k\<in>d. norm (integral k f)) \<le> (\<Sum>i\<in>d. integral i (\<lambda>x. norm (f x)))"
apply (rule setsum_mono,rule absolutely_integrable_le)
apply (drule d(4))
apply safe
apply (rule absolutely_integrable_on_subinterval[OF assms])
apply auto
done
also have "\<dots> \<le> integral (\<Union>d) (\<lambda>x. norm (f x))"
apply (subst integral_combine_division_topdown[OF _ prems(2)])
using integrable_on_subdivision[OF prems(2)]
using assms
apply auto
done
also have "\<dots> \<le> integral UNIV (\<lambda>x. norm (f x))"
apply (rule integral_subset_le)
using integrable_on_subdivision[OF prems(2)]
using assms
apply auto
done
finally show ?case .
qed

lemma helplemma:
assumes "setsum (\<lambda>x. norm (f x - g x)) s < e"
and "finite s"
shows "\<bar>setsum (\<lambda>x. norm(f x)) s - setsum (\<lambda>x. norm(g x)) s\<bar> < e"
unfolding setsum_subtractf[symmetric]
apply (rule le_less_trans[OF setsum_abs])
apply (rule le_less_trans[OF _ assms(1)])
apply (rule setsum_mono)
apply (rule norm_triangle_ineq3)
done

lemma bounded_variation_absolutely_integrable_interval:
fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
assumes f: "f integrable_on cbox a b"
and *: "\<forall>d. d division_of (cbox a b) \<longrightarrow> setsum (\<lambda>k. norm(integral k f)) d \<le> B"
shows "f absolutely_integrable_on cbox a b"
proof -
let ?f = "\<lambda>d. \<Sum>k\<in>d. norm (integral k f)" and ?D = "{d. d division_of (cbox a b)}"
have D_1: "?D \<noteq> {}"
by (rule elementary_interval[of a b]) auto
have D_2: "bdd_above (?f`?D)"
by (metis * mem_Collect_eq bdd_aboveI2)
note D = D_1 D_2
let ?S = "SUP x:?D. ?f x"
show ?thesis
apply (rule absolutely_integrable_onI [OF f has_integral_integrable])
apply (subst has_integral[of _ ?S])
apply safe
proof goal_cases
case e: (1 e)
then have "?S - e / 2 < ?S" by simp
then obtain d where d: "d division_of (cbox a b)" "?S - e / 2 < (\<Sum>k\<in>d. norm (integral k f))"
unfolding less_cSUP_iff[OF D] by auto
note d' = division_ofD[OF this(1)]

have "\<forall>x. \<exists>e>0. \<forall>i\<in>d. x \<notin> i \<longrightarrow> ball x e \<inter> i = {}"
proof
fix x
have "\<exists>da>0. \<forall>xa\<in>\<Union>{i \<in> d. x \<notin> i}. da \<le> dist x xa"
apply (rule separate_point_closed)
apply (rule closed_Union)
apply (rule finite_subset[OF _ d'(1)])
using d'(4)
apply auto
done
then show "\<exists>e>0. \<forall>i\<in>d. x \<notin> i \<longrightarrow> ball x e \<inter> i = {}"
by force
qed
from choice[OF this] guess k .. note k=conjunctD2[OF this[rule_format],rule_format]

have "e/2 > 0"
using e by auto
from henstock_lemma[OF assms(1) this] guess g . note g=this[rule_format]
let ?g = "\<lambda>x. g x \<inter> ball x (k x)"
show ?case
apply (rule_tac x="?g" in exI)
apply safe
proof -
show "gauge ?g"
using g(1) k(1)
unfolding gauge_def
by auto
fix p
assume "p tagged_division_of (cbox a b)" and "?g fine p"
note p = this(1) conjunctD2[OF this(2)[unfolded fine_inter]]
note p' = tagged_division_ofD[OF p(1)]
define p' where "p' = {(x,k) | x k. \<exists>i l. x \<in> i \<and> i \<in> d \<and> (x,l) \<in> p \<and> k = i \<inter> l}"
have gp': "g fine p'"
using p(2)
unfolding p'_def fine_def
by auto
have p'': "p' tagged_division_of (cbox a b)"
apply (rule tagged_division_ofI)
proof -
show "finite p'"
apply (rule finite_subset[of _ "(\<lambda>(k,(x,l)). (x,k \<inter> l)) `
{(k,xl) | k xl. k \<in> d \<and> xl \<in> p}"])
unfolding p'_def
defer
apply (rule finite_imageI,rule finite_product_dependent[OF d'(1) p'(1)])
apply safe
unfolding image_iff
apply (rule_tac x="(i,x,l)" in bexI)
apply auto
done
fix x k
assume "(x, k) \<in> p'"
then have "\<exists>i l. x \<in> i \<and> i \<in> d \<and> (x, l) \<in> p \<and> k = i \<inter> l"
unfolding p'_def by auto
then guess i l by (elim exE) note il=conjunctD4[OF this]
show "x \<in> k" and "k \<subseteq> cbox a b"
using p'(2-3)[OF il(3)] il by auto
show "\<exists>a b. k = cbox a b"
unfolding il using p'(4)[OF il(3)] d'(4)[OF il(2)]
apply safe
unfolding inter_interval
apply auto
done
next
fix x1 k1
assume "(x1, k1) \<in> p'"
then have "\<exists>i l. x1 \<in> i \<and> i \<in> d \<and> (x1, l) \<in> p \<and> k1 = i \<inter> l"
unfolding p'_def by auto
then guess i1 l1 by (elim exE) note il1=conjunctD4[OF this]
fix x2 k2
assume "(x2,k2)\<in>p'"
then have "\<exists>i l. x2 \<in> i \<and> i \<in> d \<and> (x2, l) \<in> p \<and> k2 = i \<inter> l"
unfolding p'_def by auto
then guess i2 l2 by (elim exE) note il2=conjunctD4[OF this]
assume "(x1, k1) \<noteq> (x2, k2)"
then have "interior i1 \<inter> interior i2 = {} \<or> interior l1 \<inter> interior l2 = {}"
using d'(5)[OF il1(2) il2(2)] p'(5)[OF il1(3) il2(3)]
unfolding il1 il2
by auto
then show "interior k1 \<inter> interior k2 = {}"
unfolding il1 il2 by auto
next
have *: "\<forall>(x, X) \<in> p'. X \<subseteq> cbox a b"
unfolding p'_def using d' by auto
show "\<Union>{k. \<exists>x. (x, k) \<in> p'} = cbox a b"
apply rule
apply (rule Union_least)
unfolding mem_Collect_eq
apply (erule exE)
apply (drule *[rule_format])
apply safe
proof -
fix y
assume y: "y \<in> cbox a b"
then have "\<exists>x l. (x, l) \<in> p \<and> y\<in>l"
unfolding p'(6)[symmetric] by auto
then guess x l by (elim exE) note xl=conjunctD2[OF this]
then have "\<exists>k. k \<in> d \<and> y \<in> k"
using y unfolding d'(6)[symmetric] by auto
then guess i .. note i = conjunctD2[OF this]
have "x \<in> i"
using fineD[OF p(3) xl(1)]
using k(2)[OF i(1), of x]
using i(2) xl(2)
by auto
then show "y \<in> \<Union>{k. \<exists>x. (x, k) \<in> p'}"
unfolding p'_def Union_iff
apply (rule_tac x="i \<inter> l" in bexI)
using i xl
apply auto
done
qed
qed

then have "(\<Sum>(x, k)\<in>p'. norm (content k *\<^sub>R f x - integral k f)) < e / 2"
apply -
apply (rule g(2)[rule_format])
unfolding tagged_division_of_def
apply safe
apply (rule gp')
done
then have **: "\<bar>(\<Sum>(x,k)\<in>p'. norm (content k *\<^sub>R f x)) - (\<Sum>(x,k)\<in>p'. norm (integral k f))\<bar> < e / 2"
unfolding split_def
using p''
by (force intro!: helplemma)

have p'alt: "p' = {(x,(i \<inter> l)) | x i l. (x,l) \<in> p \<and> i \<in> d \<and> i \<inter> l \<noteq> {}}"
proof (safe, goal_cases)
case prems: (2 _ _ x i l)
have "x \<in> i"
using fineD[OF p(3) prems(1)] k(2)[OF prems(2), of x] prems(4-)
by auto
then have "(x, i \<inter> l) \<in> p'"
unfolding p'_def
using prems
apply safe
apply (rule_tac x=x in exI)
apply (rule_tac x="i \<inter> l" in exI)
apply safe
using prems
apply auto
done
then show ?case
using prems(3) by auto
next
fix x k
assume "(x, k) \<in> p'"
then have "\<exists>i l. x \<in> i \<and> i \<in> d \<and> (x, l) \<in> p \<and> k = i \<inter> l"
unfolding p'_def by auto
then guess i l by (elim exE) note il=conjunctD4[OF this]
then show "\<exists>y i l. (x, k) = (y, i \<inter> l) \<and> (y, l) \<in> p \<and> i \<in> d \<and> i \<inter> l \<noteq> {}"
apply (rule_tac x=x in exI)
apply (rule_tac x=i in exI)
apply (rule_tac x=l in exI)
using p'(2)[OF il(3)]
apply auto
done
qed
have sum_p': "(\<Sum>(x, k)\<in>p'. norm (integral k f)) = (\<Sum>k\<in>snd ` p'. norm (integral k f))"
apply (subst setsum.over_tagged_division_lemma[OF p'',of "\<lambda>k. norm (integral k f)"])
unfolding norm_eq_zero
apply (rule integral_null)
apply assumption
apply rule
done
note snd_p = division_ofD[OF division_of_tagged_division[OF p(1)]]

have *: "\<And>sni sni' sf sf'. \<bar>sf' - sni'\<bar> < e / 2 \<longrightarrow> ?S - e / 2 < sni \<and> sni' \<le> ?S \<and>
sni \<le> sni' \<and> sf' = sf \<longrightarrow> \<bar>sf - ?S\<bar> < e"
by arith
show "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R norm (f x)) - ?S) < e"
unfolding real_norm_def
apply (rule *[rule_format,OF **])
apply safe
apply(rule d(2))
proof goal_cases
case 1
show ?case
by (auto simp: sum_p' division_of_tagged_division[OF p''] D intro!: cSUP_upper)
next
case 2
have *: "{k \<inter> l | k l. k \<in> d \<and> l \<in> snd ` p} =
(\<lambda>(k,l). k \<inter> l) ` {(k,l)|k l. k \<in> d \<and> l \<in> snd ` p}"
by auto
have "(\<Sum>k\<in>d. norm (integral k f)) \<le> (\<Sum>i\<in>d. \<Sum>l\<in>snd ` p. norm (integral (i \<inter> l) f))"
proof (rule setsum_mono, goal_cases)
case k: (1 k)
from d'(4)[OF this] guess u v by (elim exE) note uv=this
define d' where "d' = {cbox u v \<inter> l |l. l \<in> snd ` p \<and>  cbox u v \<inter> l \<noteq> {}}"
note uvab = d'(2)[OF k[unfolded uv]]
have "d' division_of cbox u v"
apply (subst d'_def)
apply (rule division_inter_1)
apply (rule division_of_tagged_division[OF p(1)])
apply (rule uvab)
done
then have "norm (integral k f) \<le> setsum (\<lambda>k. norm (integral k f)) d'"
unfolding uv
apply (subst integral_combine_division_topdown[of _ _ d'])
apply (rule integrable_on_subcbox[OF assms(1) uvab])
apply assumption
apply (rule setsum_norm_le)
apply auto
done
also have "\<dots> = (\<Sum>k\<in>{k \<inter> l |l. l \<in> snd ` p}. norm (integral k f))"
apply (rule setsum.mono_neutral_left)
apply (subst simple_image)
apply (rule finite_imageI)+
apply fact
unfolding d'_def uv
apply blast
proof (rule, goal_cases)
case prems: (1 i)
then have "i \<in> {cbox u v \<inter> l |l. l \<in> snd ` p}"
by auto
from this[unfolded mem_Collect_eq] guess l .. note l=this
then have "cbox u v \<inter> l = {}"
using prems by auto
then show ?case
using l by auto
qed
also have "\<dots> = (\<Sum>l\<in>snd ` p. norm (integral (k \<inter> l) f))"
unfolding simple_image
apply (rule setsum.reindex_nontrivial [unfolded o_def])
apply (rule finite_imageI)
apply (rule p')
proof goal_cases
case prems: (1 l y)
have "interior (k \<inter> l) \<subseteq> interior (l \<inter> y)"
apply (subst(2) interior_Int)
apply (rule Int_greatest)
defer
apply (subst prems(4))
apply auto
done
then have *: "interior (k \<inter> l) = {}"
using snd_p(5)[OF prems(1-3)] by auto
from d'(4)[OF k] snd_p(4)[OF prems(1)] guess u1 v1 u2 v2 by (elim exE) note uv=this
show ?case
using *
unfolding uv inter_interval content_eq_0_interior[symmetric]
by auto
qed
finally show ?case .
qed
also have "\<dots> = (\<Sum>(i,l)\<in>{(i, l) |i l. i \<in> d \<and> l \<in> snd ` p}. norm (integral (i\<inter>l) f))"
apply (subst sum_sum_product[symmetric])
apply fact
using p'(1)
apply auto
done
also have "\<dots> = (\<Sum>x\<in>{(i, l) |i l. i \<in> d \<and> l \<in> snd ` p}. norm (integral (case_prod op \<inter> x) f))"
unfolding split_def ..
also have "\<dots> = (\<Sum>k\<in>{i \<inter> l |i l. i \<in> d \<and> l \<in> snd ` p}. norm (integral k f))"
unfolding *
apply (rule setsum.reindex_nontrivial [symmetric, unfolded o_def])
apply (rule finite_product_dependent)
apply fact
apply (rule finite_imageI)
apply (rule p')
unfolding split_paired_all mem_Collect_eq split_conv o_def
proof -
note * = division_ofD(4,5)[OF division_of_tagged_division,OF p(1)]
fix l1 l2 k1 k2
assume as:
"(l1, k1) \<noteq> (l2, k2)"
"l1 \<inter> k1 = l2 \<inter> k2"
"\<exists>i l. (l1, k1) = (i, l) \<and> i \<in> d \<and> l \<in> snd ` p"
"\<exists>i l. (l2, k2) = (i, l) \<and> i \<in> d \<and> l \<in> snd ` p"
then have "l1 \<in> d" and "k1 \<in> snd ` p"
by auto from d'(4)[OF this(1)] *(1)[OF this(2)]
guess u1 v1 u2 v2 by (elim exE) note uv=this
have "l1 \<noteq> l2 \<or> k1 \<noteq> k2"
using as by auto
then have "interior k1 \<inter> interior k2 = {} \<or> interior l1 \<inter> interior l2 = {}"
apply -
apply (erule disjE)
apply (rule disjI2)
apply (rule d'(5))
prefer 4
apply (rule disjI1)
apply (rule *)
using as
apply auto
done
moreover have "interior (l1 \<inter> k1) = interior (l2 \<inter> k2)"
using as(2) by auto
ultimately have "interior(l1 \<inter> k1) = {}"
by auto
then show "norm (integral (l1 \<inter> k1) f) = 0"
unfolding uv inter_interval
unfolding content_eq_0_interior[symmetric]
by auto
qed
also have "\<dots> = (\<Sum>(x, k)\<in>p'. norm (integral k f))"
unfolding sum_p'
apply (rule setsum.mono_neutral_right)
apply (subst *)
apply (rule finite_imageI[OF finite_product_dependent])
apply fact
apply (rule finite_imageI[OF p'(1)])
apply safe
proof goal_cases
case (2 i ia l a b)
then have "ia \<inter> b = {}"
unfolding p'alt image_iff Bex_def not_ex
apply (erule_tac x="(a, ia \<inter> b)" in allE)
apply auto
done
then show ?case
by auto
next
case (1 x a b)
then show ?case
unfolding p'_def
apply safe
apply (rule_tac x=i in exI)
apply (rule_tac x=l in exI)
unfolding snd_conv image_iff
apply safe
apply (rule_tac x="(a,l)" in bexI)
apply auto
done
qed
finally show ?case .
next
case 3
let ?S = "{(x, i \<inter> l) |x i l. (x, l) \<in> p \<and> i \<in> d}"
have Sigma_alt: "\<And>s t. s \<times> t = {(i, j) |i j. i \<in> s \<and> j \<in> t}"
by auto
have *: "?S = (\<lambda>(xl,i). (fst xl, snd xl \<inter> i)) ` (p \<times> d)"
apply safe
unfolding image_iff
apply (rule_tac x="((x,l),i)" in bexI)
apply auto
done
note pdfin = finite_cartesian_product[OF p'(1) d'(1)]
have "(\<Sum>(x, k)\<in>p'. norm (content k *\<^sub>R f x)) = (\<Sum>(x, k)\<in>?S. \<bar>content k\<bar> * norm (f x))"
unfolding norm_scaleR
apply (rule setsum.mono_neutral_left)
apply (subst *)
apply (rule finite_imageI)
apply fact
unfolding p'alt
apply blast
apply safe
apply (rule_tac x=x in exI)
apply (rule_tac x=i in exI)
apply (rule_tac x=l in exI)
apply auto
done
also have "\<dots> = (\<Sum>((x,l),i)\<in>p \<times> d. \<bar>content (l \<inter> i)\<bar> * norm (f x))"
unfolding *
apply (subst setsum.reindex_nontrivial)
apply fact
unfolding split_paired_all
unfolding o_def split_def snd_conv fst_conv mem_Sigma_iff prod.inject
apply (elim conjE)
proof -
fix x1 l1 k1 x2 l2 k2
assume as: "(x1, l1) \<in> p" "(x2, l2) \<in> p" "k1 \<in> d" "k2 \<in> d"
"x1 = x2" "l1 \<inter> k1 = l2 \<inter> k2" "\<not> ((x1 = x2 \<and> l1 = l2) \<and> k1 = k2)"
from d'(4)[OF as(3)] p'(4)[OF as(1)] guess u1 v1 u2 v2 by (elim exE) note uv=this
from as have "l1 \<noteq> l2 \<or> k1 \<noteq> k2"
by auto
then have "interior k1 \<inter> interior k2 = {} \<or> interior l1 \<inter> interior l2 = {}"
apply -
apply (erule disjE)
apply (rule disjI2)
defer
apply (rule disjI1)
apply (rule d'(5)[OF as(3-4)])
apply assumption
apply (rule p'(5)[OF as(1-2)])
apply auto
done
moreover have "interior (l1 \<inter> k1) = interior (l2 \<inter> k2)"
unfolding  as ..
ultimately have "interior (l1 \<inter> k1) = {}"
by auto
then show "\<bar>content (l1 \<inter> k1)\<bar> * norm (f x1) = 0"
unfolding uv inter_interval
unfolding content_eq_0_interior[symmetric]
by auto
qed safe
also have "\<dots> = (\<Sum>(x, k)\<in>p. content k *\<^sub>R norm (f x))"
unfolding Sigma_alt
apply (subst sum_sum_product[symmetric])
apply (rule p')
apply rule
apply (rule d')
apply (rule setsum.cong)
apply (rule refl)
unfolding split_paired_all split_conv
proof -
fix x l
assume as: "(x, l) \<in> p"
note xl = p'(2-4)[OF this]
from this(3) guess u v by (elim exE) note uv=this
have "(\<Sum>i\<in>d. \<bar>content (l \<inter> i)\<bar>) = (\<Sum>k\<in>d. content (k \<inter> cbox u v))"
apply (rule setsum.cong)
apply (rule refl)
apply (drule d'(4))
apply safe
apply (subst Int_commute)
unfolding inter_interval uv
apply (subst abs_of_nonneg)
apply auto
done
also have "\<dots> = setsum content {k \<inter> cbox u v| k. k \<in> d}"
unfolding simple_image
apply (rule setsum.reindex_nontrivial [unfolded o_def, symmetric])
apply (rule d')
proof goal_cases
case prems: (1 k y)
from d'(4)[OF this(1)] d'(4)[OF this(2)]
guess u1 v1 u2 v2 by (elim exE) note uv=this
have "{} = interior ((k \<inter> y) \<inter> cbox u v)"
apply (subst interior_Int)
using d'(5)[OF prems(1-3)]
apply auto
done
also have "\<dots> = interior (y \<inter> (k \<inter> cbox u v))"
by auto
also have "\<dots> = interior (k \<inter> cbox u v)"
unfolding prems(4) by auto
finally show ?case
unfolding uv inter_interval content_eq_0_interior ..
qed
also have "\<dots> = setsum content {cbox u v \<inter> k |k. k \<in> d \<and> cbox u v \<inter> k \<noteq> {}}"
apply (rule setsum.mono_neutral_right)
unfolding simple_image
apply (rule finite_imageI)
apply (rule d')
apply blast
apply safe
apply (rule_tac x=k in exI)
proof goal_cases
case prems: (1 i k)
from d'(4)[OF this(1)] guess a b by (elim exE) note ab=this
have "interior (k \<inter> cbox u v) \<noteq> {}"
using prems(2)
unfolding ab inter_interval content_eq_0_interior
by auto
then show ?case
using prems(1)
using interior_subset[of "k \<inter> cbox u v"]
by auto
qed
finally show "(\<Sum>i\<in>d. \<bar>content (l \<inter> i)\<bar> * norm (f x)) = content l *\<^sub>R norm (f x)"
unfolding setsum_left_distrib[symmetric] real_scaleR_def
apply (subst(asm) additive_content_division[OF division_inter_1[OF d(1)]])
using xl(2)[unfolded uv]
unfolding uv
apply auto
done
qed
finally show ?case .
qed
qed
qed
qed

lemma bounded_variation_absolutely_integrable:
fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
assumes "f integrable_on UNIV"
and "\<forall>d. d division_of (\<Union>d) \<longrightarrow> setsum (\<lambda>k. norm (integral k f)) d \<le> B"
shows "f absolutely_integrable_on UNIV"
proof (rule absolutely_integrable_onI, fact, rule)
let ?f = "\<lambda>d. \<Sum>k\<in>d. norm (integral k f)" and ?D = "{d. d division_of  (\<Union>d)}"
have D_1: "?D \<noteq> {}"
by (rule elementary_interval) auto
have D_2: "bdd_above (?f`?D)"
by (intro bdd_aboveI2[where M=B] assms(2)[rule_format]) simp
note D = D_1 D_2
let ?S = "SUP d:?D. ?f d"
have f_int: "\<And>a b. f absolutely_integrable_on cbox a b"
apply (rule bounded_variation_absolutely_integrable_interval[where B=B])
apply (rule integrable_on_subcbox[OF assms(1)])
defer
apply safe
apply (rule assms(2)[rule_format])
apply auto
done
show "((\<lambda>x. norm (f x)) has_integral ?S) UNIV"
apply (subst has_integral_alt')
apply safe
proof goal_cases
case (1 a b)
show ?case
using f_int[of a b] by auto
next
case prems: (2 e)
have "\<exists>y\<in>setsum (\<lambda>k. norm (integral k f)) ` {d. d division_of \<Union>d}. \<not> y \<le> ?S - e"
proof (rule ccontr)
assume "\<not> ?thesis"
then have "?S \<le> ?S - e"
by (intro cSUP_least[OF D(1)]) auto
then show False
using prems by auto
qed
then obtain K where *: "\<exists>x\<in>{d. d division_of \<Union>d}. K = (\<Sum>k\<in>x. norm (integral k f))"
"SUPREMUM {d. d division_of \<Union>d} (setsum (\<lambda>k. norm (integral k f))) - e < K"
by (auto simp add: image_iff not_le)
from this(1) obtain d where "d division_of \<Union>d"
and "K = (\<Sum>k\<in>d. norm (integral k f))"
by auto
note d = this(1) *(2)[unfolded this(2)]
note d'=division_ofD[OF this(1)]
have "bounded (\<Union>d)"
by (rule elementary_bounded,fact)
from this[unfolded bounded_pos] obtain K where
K: "0 < K" "\<forall>x\<in>\<Union>d. norm x \<le> K" by auto
show ?case
apply (rule_tac x="K + 1" in exI)
apply safe
proof -
fix a b :: 'n
assume ab: "ball 0 (K + 1) \<subseteq> cbox a b"
have *: "\<forall>s s1. ?S - e < s1 \<and> s1 \<le> s \<and> s < ?S + e \<longrightarrow> \<bar>s - ?S\<bar> < e"
by arith
show "norm (integral (cbox a b) (\<lambda>x. if x \<in> UNIV then norm (f x) else 0) - ?S) < e"
unfolding real_norm_def
apply (rule *[rule_format])
apply safe
apply (rule d(2))
proof goal_cases
case 1
have "(\<Sum>k\<in>d. norm (integral k f)) \<le> setsum (\<lambda>k. integral k (\<lambda>x. norm (f x))) d"
apply (rule setsum_mono)
apply (rule absolutely_integrable_le)
apply (drule d'(4))
apply safe
apply (rule f_int)
done
also have "\<dots> = integral (\<Union>d) (\<lambda>x. norm (f x))"
apply (rule integral_combine_division_bottomup[symmetric])
apply (rule d)
unfolding forall_in_division[OF d(1)]
using f_int
apply auto
done
also have "\<dots> \<le> integral (cbox a b) (\<lambda>x. if x \<in> UNIV then norm (f x) else 0)"
proof -
have "\<Union>d \<subseteq> cbox a b"
apply rule
apply (drule K(2)[rule_format])
apply (rule ab[unfolded subset_eq,rule_format])
apply (auto simp add: dist_norm)
done
then show ?thesis
apply -
apply (subst if_P)
apply rule
apply (rule integral_subset_le)
defer
apply (rule integrable_on_subdivision[of _ _ _ "cbox a b"])
apply (rule d)
using f_int[of a b]
apply auto
done
qed
finally show ?case .
next
note f = absolutely_integrable_onD[OF f_int[of a b]]
note * = this(2)[unfolded has_integral_integral has_integral[of "\<lambda>x. norm (f x)"],rule_format]
have "e/2>0"
using \<open>e > 0\<close> by auto
from * [OF this] obtain d1 where
d1: "gauge d1" "\<forall>p. p tagged_division_of (cbox a b) \<and> d1 fine p \<longrightarrow>
norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R norm (f x)) - integral (cbox a b) (\<lambda>x. norm (f x))) < e / 2"
by auto
from henstock_lemma [OF f(1) \<open>e/2>0\<close>] obtain d2 where
d2: "gauge d2" "\<forall>p. p tagged_partial_division_of (cbox a b) \<and> d2 fine p \<longrightarrow>
(\<Sum>(x, k)\<in>p. norm (content k *\<^sub>R f x - integral k f)) < e / 2" .
obtain p where
p: "p tagged_division_of (cbox a b)" "d1 fine p" "d2 fine p"
by (rule fine_division_exists [OF gauge_inter [OF d1(1) d2(1)], of a b])
(auto simp add: fine_inter)
have *: "\<And>sf sf' si di. sf' = sf \<longrightarrow> si \<le> ?S \<longrightarrow> \<bar>sf - si\<bar> < e / 2 \<longrightarrow>
\<bar>sf' - di\<bar> < e / 2 \<longrightarrow> di < ?S + e"
by arith
show "integral (cbox a b) (\<lambda>x. if x \<in> UNIV then norm (f x) else 0) < ?S + e"
apply (subst if_P)
apply rule
proof (rule *[rule_format])
show "\<bar>(\<Sum>(x,k)\<in>p. norm (content k *\<^sub>R f x)) - (\<Sum>(x,k)\<in>p. norm (integral k f))\<bar> < e / 2"
unfolding split_def
apply (rule helplemma)
using d2(2)[rule_format,of p]
using p(1,3)
unfolding tagged_division_of_def split_def
apply auto
done
show "\<bar>(\<Sum>(x, k)\<in>p. content k *\<^sub>R norm (f x)) - integral (cbox a b) (\<lambda>x. norm(f x))\<bar> < e / 2"
using d1(2)[rule_format,OF conjI[OF p(1,2)]]
by (simp only: real_norm_def)
show "(\<Sum>(x, k)\<in>p. content k *\<^sub>R norm (f x)) = (\<Sum>(x, k)\<in>p. norm (content k *\<^sub>R f x))"
apply (rule setsum.cong)
apply (rule refl)
unfolding split_paired_all split_conv
apply (drule tagged_division_ofD(4)[OF p(1)])
unfolding norm_scaleR
apply (subst abs_of_nonneg)
apply auto
done
show "(\<Sum>(x, k)\<in>p. norm (integral k f)) \<le> ?S"
using partial_division_of_tagged_division[of p "cbox a b"] p(1)
apply (subst setsum.over_tagged_division_lemma[OF p(1)])
apply (simp add: integral_null)
apply (intro cSUP_upper2[OF D(2), of "snd ` p"])
apply (auto simp: tagged_partial_division_of_def)
done
qed
qed
qed (insert K, auto)
qed
qed

lemma absolutely_integrable_restrict_univ:
"(\<lambda>x. if x \<in> s then f x else (0::'a::banach)) absolutely_integrable_on UNIV \<longleftrightarrow>
f absolutely_integrable_on s"
unfolding absolutely_integrable_on_def if_distrib norm_zero integrable_restrict_univ ..

fixes f g :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
assumes "f absolutely_integrable_on s"
and "g absolutely_integrable_on s"
shows "(\<lambda>x. f x + g x) absolutely_integrable_on s"
proof -
let ?P = "\<And>f g::'n \<Rightarrow> 'm. f absolutely_integrable_on UNIV \<Longrightarrow>
g absolutely_integrable_on UNIV \<Longrightarrow> (\<lambda>x. f x + g x) absolutely_integrable_on UNIV"
{
presume as: "PROP ?P"
note a = absolutely_integrable_restrict_univ[symmetric]
have *: "\<And>x. (if x \<in> s then f x else 0) + (if x \<in> s then g x else 0) =
(if x \<in> s then f x + g x else 0)" by auto
show ?thesis
apply (subst a)
using as[OF assms[unfolded a[of f] a[of g]]]
apply (simp only: *)
done
}
fix f g :: "'n \<Rightarrow> 'm"
assume assms: "f absolutely_integrable_on UNIV" "g absolutely_integrable_on UNIV"
note absolutely_integrable_bounded_variation
from this[OF assms(1)] this[OF assms(2)] guess B1 B2 . note B=this[rule_format]
show "(\<lambda>x. f x + g x) absolutely_integrable_on UNIV"
apply (rule bounded_variation_absolutely_integrable[of _ "B1+B2"])
prefer 3
apply safe
proof goal_cases
case prems: (1 d)
have "\<And>k. k \<in> d \<Longrightarrow> f integrable_on k \<and> g integrable_on k"
apply (drule division_ofD(4)[OF prems])
apply safe
apply (rule_tac[!] integrable_on_subcbox[of _ UNIV])
using assms
apply auto
done
then have "(\<Sum>k\<in>d. norm (integral k (\<lambda>x. f x + g x))) \<le>
(\<Sum>k\<in>d. norm (integral k f)) + (\<Sum>k\<in>d. norm (integral k g))"
apply -
unfolding setsum.distrib [symmetric]
apply (rule setsum_mono)
prefer 3
apply (rule norm_triangle_ineq)
apply auto
done
also have "\<dots> \<le> B1 + B2"
using B(1)[OF prems] B(2)[OF prems] by auto
finally show ?case .
qed (insert assms, auto)
qed

lemma absolutely_integrable_sub[intro]:
fixes f g :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
assumes "f absolutely_integrable_on s"
and "g absolutely_integrable_on s"
shows "(\<lambda>x. f x - g x) absolutely_integrable_on s"
using absolutely_integrable_add[OF assms(1) absolutely_integrable_neg[OF assms(2)]]
by (simp add: algebra_simps)

lemma absolutely_integrable_linear:
fixes f :: "'m::euclidean_space \<Rightarrow> 'n::euclidean_space"
and h :: "'n::euclidean_space \<Rightarrow> 'p::euclidean_space"
assumes "f absolutely_integrable_on s"
and "bounded_linear h"
shows "(h \<circ> f) absolutely_integrable_on s"
proof -
{
presume as: "\<And>f::'m \<Rightarrow> 'n. \<And>h::'n \<Rightarrow> 'p. f absolutely_integrable_on UNIV \<Longrightarrow>
bounded_linear h \<Longrightarrow> (h \<circ> f) absolutely_integrable_on UNIV"
note a = absolutely_integrable_restrict_univ[symmetric]
show ?thesis
apply (subst a)
using as[OF assms[unfolded a[of f] a[of g]]]
apply (simp only: o_def if_distrib linear_simps[OF assms(2)])
done
}
fix f :: "'m \<Rightarrow> 'n"
fix h :: "'n \<Rightarrow> 'p"
assume assms: "f absolutely_integrable_on UNIV" "bounded_linear h"
from absolutely_integrable_bounded_variation[OF assms(1)] guess B . note B=this
from bounded_linear.pos_bounded[OF assms(2)] guess b .. note b=conjunctD2[OF this]
show "(h \<circ> f) absolutely_integrable_on UNIV"
apply (rule bounded_variation_absolutely_integrable[of _ "B * b"])
apply (rule integrable_linear[OF _ assms(2)])
apply safe
proof goal_cases
case prems: (2 d)
have "(\<Sum>k\<in>d. norm (integral k (h \<circ> f))) \<le> setsum (\<lambda>k. norm(integral k f)) d * b"
unfolding setsum_left_distrib
apply (rule setsum_mono)
proof goal_cases
case (1 k)
from division_ofD(4)[OF prems this]
guess u v by (elim exE) note uv=this
have *: "f integrable_on k"
unfolding uv
apply (rule integrable_on_subcbox[of _ UNIV])
using assms
apply auto
done
note this[unfolded has_integral_integral]
note has_integral_linear[OF this assms(2)] integrable_linear[OF * assms(2)]
note * = has_integral_unique[OF this(2)[unfolded has_integral_integral] this(1)]
show ?case
unfolding * using b by auto
qed
also have "\<dots> \<le> B * b"
apply (rule mult_right_mono)
using B prems b
apply auto
done
finally show ?case .
qed (insert assms, auto)
qed

lemma absolutely_integrable_setsum:
fixes f :: "'a \<Rightarrow> 'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
assumes "finite t"
and "\<And>a. a \<in> t \<Longrightarrow> (f a) absolutely_integrable_on s"
shows "(\<lambda>x. setsum (\<lambda>a. f a x) t) absolutely_integrable_on s"
using assms(1,2)
by induct auto

lemma absolutely_integrable_vector_abs:
fixes f :: "'a::euclidean_space => 'b::euclidean_space"
and T :: "'c::euclidean_space \<Rightarrow> 'b"
assumes f: "f absolutely_integrable_on s"
shows "(\<lambda>x. (\<Sum>i\<in>Basis. \<bar>f x\<bullet>T i\<bar> *\<^sub>R i)) absolutely_integrable_on s"
(is "?Tf absolutely_integrable_on s")
proof -
have if_distrib: "\<And>P A B x. (if P then A else B) *\<^sub>R x = (if P then A *\<^sub>R x else B *\<^sub>R x)"
by simp
have *: "\<And>x. ?Tf x = (\<Sum>i\<in>Basis.
((\<lambda>y. (\<Sum>j\<in>Basis. (if j = i then y else 0) *\<^sub>R j)) o
(\<lambda>x. (norm (\<Sum>j\<in>Basis. (if j = i then f x\<bullet>T i else 0) *\<^sub>R j)))) x)"
by (simp add: comp_def if_distrib setsum.If_cases)
show ?thesis
unfolding *
apply (rule absolutely_integrable_setsum[OF finite_Basis])
apply (rule absolutely_integrable_linear)
apply (rule absolutely_integrable_norm)
apply (rule absolutely_integrable_linear[OF f, unfolded o_def])
apply (auto simp: linear_linear euclidean_eq_iff[where 'a='c] inner_simps intro!: linearI)
done
qed

lemma absolutely_integrable_max:
fixes f g :: "'m::euclidean_space \<Rightarrow> 'n::euclidean_space"
assumes "f absolutely_integrable_on s"
and "g absolutely_integrable_on s"
shows "(\<lambda>x. (\<Sum>i\<in>Basis. max (f(x)\<bullet>i) (g(x)\<bullet>i) *\<^sub>R i)::'n) absolutely_integrable_on s"
proof -
have *:"\<And>x. (1 / 2) *\<^sub>R (((\<Sum>i\<in>Basis. \<bar>(f x - g x) \<bullet> i\<bar> *\<^sub>R i)::'n) + (f x + g x)) =
(\<Sum>i\<in>Basis. max (f(x)\<bullet>i) (g(x)\<bullet>i) *\<^sub>R i)"
unfolding euclidean_eq_iff[where 'a='n] by (auto simp: inner_simps)
note absolutely_integrable_sub[OF assms] absolutely_integrable_add[OF assms]
note absolutely_integrable_vector_abs[OF this(1), where T="\<lambda>x. x"] this(2)
note absolutely_integrable_cmul[OF this, of "1/2"]
then show ?thesis unfolding * .
qed

lemma absolutely_integrable_min:
fixes f g::"'m::euclidean_space \<Rightarrow> 'n::euclidean_space"
assumes "f absolutely_integrable_on s"
and "g absolutely_integrable_on s"
shows "(\<lambda>x. (\<Sum>i\<in>Basis. min (f(x)\<bullet>i) (g(x)\<bullet>i) *\<^sub>R i)::'n) absolutely_integrable_on s"
proof -
have *:"\<And>x. (1 / 2) *\<^sub>R ((f x + g x) - (\<Sum>i\<in>Basis. \<bar>(f x - g x) \<bullet> i\<bar> *\<^sub>R i::'n)) =
(\<Sum>i\<in>Basis. min (f(x)\<bullet>i) (g(x)\<bullet>i) *\<^sub>R i)"
unfolding euclidean_eq_iff[where 'a='n] by (auto simp: inner_simps)

note absolutely_integrable_add[OF assms] absolutely_integrable_sub[OF assms]
note this(1) absolutely_integrable_vector_abs[OF this(2), where T="\<lambda>x. x"]
note absolutely_integrable_sub[OF this]
note absolutely_integrable_cmul[OF this,of "1/2"]
then show ?thesis unfolding * .
qed

lemma absolutely_integrable_abs_eq:
fixes f::"'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
shows "f absolutely_integrable_on s \<longleftrightarrow> f integrable_on s \<and>
(\<lambda>x. (\<Sum>i\<in>Basis. \<bar>f x\<bullet>i\<bar> *\<^sub>R i)::'m) integrable_on s"
(is "?l = ?r")
proof
assume ?l
then show ?r
apply -
apply rule
defer
apply (drule absolutely_integrable_vector_abs)
apply auto
done
next
assume ?r
{
presume lem: "\<And>f::'n \<Rightarrow> 'm. f integrable_on UNIV \<Longrightarrow>
(\<lambda>x. (\<Sum>i\<in>Basis. \<bar>f x\<bullet>i\<bar> *\<^sub>R i)::'m) integrable_on UNIV \<Longrightarrow>
f absolutely_integrable_on UNIV"
have *: "\<And>x. (\<Sum>i\<in>Basis. \<bar>(if x \<in> s then f x else 0) \<bullet> i\<bar> *\<^sub>R i) =
(if x \<in> s then (\<Sum>i\<in>Basis. \<bar>f x \<bullet> i\<bar> *\<^sub>R i) else (0::'m))"
unfolding euclidean_eq_iff[where 'a='m]
by auto
show ?l
apply (subst absolutely_integrable_restrict_univ[symmetric])
apply (rule lem)
unfolding integrable_restrict_univ *
using \<open>?r\<close>
apply auto
done
}
fix f :: "'n \<Rightarrow> 'm"
assume assms: "f integrable_on UNIV" "(\<lambda>x. (\<Sum>i\<in>Basis. \<bar>f x\<bullet>i\<bar> *\<^sub>R i)::'m) integrable_on UNIV"
let ?B = "\<Sum>i\<in>Basis. integral UNIV (\<lambda>x. (\<Sum>i\<in>Basis. \<bar>f x\<bullet>i\<bar> *\<^sub>R i)::'m) \<bullet> i"
show "f absolutely_integrable_on UNIV"
apply (rule bounded_variation_absolutely_integrable[OF assms(1), where B="?B"])
apply safe
proof goal_cases
case d: (1 d)
note d'=division_ofD[OF d]
have "(\<Sum>k\<in>d. norm (integral k f)) \<le>
(\<Sum>k\<in>d. setsum (op \<bullet> (integral k (\<lambda>x. (\<Sum>i\<in>Basis. \<bar>f x\<bullet>i\<bar> *\<^sub>R i)::'m))) Basis)"
apply (rule setsum_mono)
apply (rule order_trans[OF norm_le_l1])
apply (rule setsum_mono)
unfolding lessThan_iff
proof -
fix k
fix i :: 'm
assume "k \<in> d" and i: "i \<in> Basis"
from d'(4)[OF this(1)] guess a b by (elim exE) note ab=this
show "\<bar>integral k f \<bullet> i\<bar> \<le> integral k (\<lambda>x. (\<Sum>i\<in>Basis. \<bar>f x\<bullet>i\<bar> *\<^sub>R i)::'m) \<bullet> i"
apply (rule abs_leI)
unfolding inner_minus_left[symmetric]
defer
apply (subst integral_neg[symmetric])
apply (rule_tac[1-2] integral_component_le[OF i])
using integrable_on_subcbox[OF assms(1),of a b]
integrable_on_subcbox[OF assms(2),of a b] i  integrable_neg
unfolding ab
apply auto
done
qed
also have "\<dots> \<le> setsum (op \<bullet> (integral UNIV (\<lambda>x. (\<Sum>i\<in>Basis. \<bar>f x\<bullet>i\<bar> *\<^sub>R i)::'m))) Basis"
apply (subst setsum.commute)
apply (rule setsum_mono)
proof goal_cases
case (1 j)
have *: "(\<lambda>x. \<Sum>i\<in>Basis. \<bar>f x\<bullet>i\<bar> *\<^sub>R i::'m) integrable_on \<Union>d"
using integrable_on_subdivision[OF d assms(2)] by auto
have "(\<Sum>i\<in>d. integral i (\<lambda>x. \<Sum>i\<in>Basis. \<bar>f x\<bullet>i\<bar> *\<^sub>R i::'m) \<bullet> j) =
integral (\<Union>d) (\<lambda>x. \<Sum>i\<in>Basis. \<bar>f x\<bullet>i\<bar> *\<^sub>R i::'m) \<bullet> j"
unfolding inner_setsum_left[symmetric] integral_combine_division_topdown[OF * d] ..
also have "\<dots> \<le> integral UNIV (\<lambda>x. \<Sum>i\<in>Basis. \<bar>f x\<bullet>i\<bar> *\<^sub>R i::'m) \<bullet> j"
apply (rule integral_subset_component_le)
using assms * \<open>j \<in> Basis\<close>
apply auto
done
finally show ?case .
qed
finally show ?case .
qed
qed

lemma nonnegative_absolutely_integrable:
fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
assumes "\<forall>x\<in>s. \<forall>i\<in>Basis. 0 \<le> f x \<bullet> i"
and "f integrable_on s"
shows "f absolutely_integrable_on s"
unfolding absolutely_integrable_abs_eq
apply rule
apply (rule assms)thm integrable_eq
apply (rule integrable_eq[of _ f])
using assms
apply (auto simp: euclidean_eq_iff[where 'a='m])
done

lemma absolutely_integrable_integrable_bound:
fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
assumes "\<forall>x\<in>s. norm (f x) \<le> g x"
and "f integrable_on s"
and "g integrable_on s"
shows "f absolutely_integrable_on s"
proof -
{
presume *: "\<And>f::'n \<Rightarrow> 'm. \<And>g. \<forall>x. norm (f x) \<le> g x \<Longrightarrow> f integrable_on UNIV \<Longrightarrow>
g integrable_on UNIV \<Longrightarrow> f absolutely_integrable_on UNIV"
show ?thesis
apply (subst absolutely_integrable_restrict_univ[symmetric])
apply (rule *[of _ "\<lambda>x. if x\<in>s then g x else 0"])
using assms
unfolding integrable_restrict_univ
apply auto
done
}
fix g
fix f :: "'n \<Rightarrow> 'm"
assume assms: "\<forall>x. norm (f x) \<le> g x" "f integrable_on UNIV" "g integrable_on UNIV"
show "f absolutely_integrable_on UNIV"
apply (rule bounded_variation_absolutely_integrable[OF assms(2),where B="integral UNIV g"])
apply safe
proof goal_cases
case d: (1 d)
note d'=division_ofD[OF d]
have "(\<Sum>k\<in>d. norm (integral k f)) \<le> (\<Sum>k\<in>d. integral k g)"
apply (rule setsum_mono)
apply (rule integral_norm_bound_integral)
apply (drule_tac[!] d'(4))
apply safe
apply (rule_tac[1-2] integrable_on_subcbox)
using assms
apply auto
done
also have "\<dots> = integral (\<Union>d) g"
apply (rule integral_combine_division_bottomup[symmetric])
apply (rule d)
apply safe
apply (drule d'(4))
apply safe
apply (rule integrable_on_subcbox[OF assms(3)])
apply auto
done
also have "\<dots> \<le> integral UNIV g"
apply (rule integral_subset_le)
defer
apply (rule integrable_on_subdivision[OF d,of _ UNIV])
prefer 4
apply rule
apply (rule_tac y="norm (f x)" in order_trans)
using assms
apply auto
done
finally show ?case .
qed
qed

lemma absolutely_integrable_absolutely_integrable_bound:
fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
and g :: "'n::euclidean_space \<Rightarrow> 'p::euclidean_space"
assumes "\<forall>x\<in>s. norm (f x) \<le> norm (g x)"
and "f integrable_on s"
and "g absolutely_integrable_on s"
shows "f absolutely_integrable_on s"
apply (rule absolutely_integrable_integrable_bound[of s f "\<lambda>x. norm (g x)"])
using assms
apply auto
done

lemma absolutely_integrable_inf_real:
assumes "finite k"
and "k \<noteq> {}"
and "\<forall>i\<in>k. (\<lambda>x. (fs x i)::real) absolutely_integrable_on s"
shows "(\<lambda>x. (Inf ((fs x) ` k))) absolutely_integrable_on s"
using assms
proof induct
case (insert a k)
let ?P = "(\<lambda>x.
if fs x ` k = {} then fs x a
else min (fs x a) (Inf (fs x ` k))) absolutely_integrable_on s"
show ?case
unfolding image_insert
apply (subst Inf_insert_finite)
apply (rule finite_imageI[OF insert(1)])
proof (cases "k = {}")
case True
then show ?P
apply (subst if_P)
defer
apply (rule insert(5)[rule_format])
apply auto
done
next
case False
then show ?P
apply (subst if_not_P)
defer
apply (rule absolutely_integrable_min[where 'n=real, unfolded Basis_real_def, simplified])
defer
apply(rule insert(3)[OF False])
using insert(5)
apply auto
done
qed
next
case empty
then show ?case by auto
qed

lemma absolutely_integrable_sup_real:
assumes "finite k"
and "k \<noteq> {}"
and "\<forall>i\<in>k. (\<lambda>x. (fs x i)::real) absolutely_integrable_on s"
shows "(\<lambda>x. (Sup ((fs x) ` k))) absolutely_integrable_on s"
using assms
proof induct
case (insert a k)
let ?P = "(\<lambda>x.
if fs x ` k = {} then fs x a
else max (fs x a) (Sup (fs x ` k))) absolutely_integrable_on s"
show ?case
unfolding image_insert
apply (subst Sup_insert_finite)
apply (rule finite_imageI[OF insert(1)])
proof (cases "k = {}")
case True
then show ?P
apply (subst if_P)
defer
apply (rule insert(5)[rule_format])
apply auto
done
next
case False
then show ?P
apply (subst if_not_P)
defer
apply (rule absolutely_integrable_max[where 'n=real, unfolded Basis_real_def, simplified])
defer
apply (rule insert(3)[OF False])
using insert(5)
apply auto
done
qed
qed auto

subsection \<open>differentiation under the integral sign\<close>

lemma tube_lemma:
assumes "compact K"
assumes "open W"
assumes "{x0} \<times> K \<subseteq> W"
shows "\<exists>X0. x0 \<in> X0 \<and> open X0 \<and> X0 \<times> K \<subseteq> W"
proof -
{
fix y assume "y \<in> K"
then have "(x0, y) \<in> W" using assms by auto
with \<open>open W\<close>
have "\<exists>X0 Y. open X0 \<and> open Y \<and> x0 \<in> X0 \<and> y \<in> Y \<and> X0 \<times> Y \<subseteq> W"
by (rule open_prod_elim) blast
}
then obtain X0 Y where
*: "\<forall>y \<in> K. open (X0 y) \<and> open (Y y) \<and> x0 \<in> X0 y \<and> y \<in> Y y \<and> X0 y \<times> Y y \<subseteq> W"
by metis
from * have "\<forall>t\<in>Y ` K. open t" "K \<subseteq> \<Union>(Y ` K)" by auto
with \<open>compact K\<close> obtain CC where CC: "CC \<subseteq> Y ` K" "finite CC" "K \<subseteq> \<Union>CC"
by (rule compactE)
then obtain c where c: "\<And>C. C \<in> CC \<Longrightarrow> c C \<in> K \<and> C = Y (c C)"
by (force intro!: choice)
with * CC show ?thesis
by (force intro!: exI[where x="\<Inter>C\<in>CC. X0 (c C)"]) (* SLOW *)
qed

lemma continuous_on_prod_compactE:
fixes fx::"'a::topological_space \<times> 'b::topological_space \<Rightarrow> 'c::metric_space"
and e::real
assumes cont_fx: "continuous_on (U \<times> C) fx"
assumes "compact C"
assumes [intro]: "x0 \<in> U"
notes [continuous_intros] = continuous_on_compose2[OF cont_fx]
assumes "e > 0"
obtains X0 where "x0 \<in> X0" "open X0"
"\<forall>x\<in>X0 \<inter> U. \<forall>t \<in> C. dist (fx (x, t)) (fx (x0, t)) \<le> e"
proof -
define psi where "psi = (\<lambda>(x, t). dist (fx (x, t)) (fx (x0, t)))"
define W0 where "W0 = {(x, t) \<in> U \<times> C. psi (x, t) < e}"
have W0_eq: "W0 = psi -` {..<e} \<inter> U \<times> C"
by (auto simp: vimage_def W0_def)
have "open {..<e}" by simp
have "continuous_on (U \<times> C) psi"
by (auto intro!: continuous_intros simp: psi_def split_beta')
from this[unfolded continuous_on_open_invariant, rule_format, OF \<open>open {..<e}\<close>]
obtain W where W: "open W" "W \<inter> U \<times> C = W0 \<inter> U \<times> C"
unfolding W0_eq by blast
have "{x0} \<times> C \<subseteq> W \<inter> U \<times> C"
unfolding W
by (auto simp: W0_def psi_def \<open>0 < e\<close>)
then have "{x0} \<times> C \<subseteq> W" by blast
from tube_lemma[OF \<open>compact C\<close> \<open>open W\<close> this]
obtain X0 where X0: "x0 \<in> X0" "open X0" "X0 \<times> C \<subseteq> W"
by blast

have "\<forall>x\<in>X0 \<inter> U. \<forall>t \<in> C. dist (fx (x, t)) (fx (x0, t)) \<le> e"
proof safe
fix x assume x: "x \<in> X0" "x \<in> U"
fix t assume t: "t \<in> C"
have "dist (fx (x, t)) (fx (x0, t)) = psi (x, t)"
by (auto simp: psi_def)
also
{
have "(x, t) \<in> X0 \<times> C"
using t x
by auto
also note \<open>\<dots> \<subseteq> W\<close>
finally have "(x, t) \<in> W" .
with t x have "(x, t) \<in> W \<inter> U \<times> C"
by blast
also note \<open>W \<inter> U \<times> C = W0 \<inter> U \<times> C\<close>
finally  have "psi (x, t) < e"
by (auto simp: W0_def)
}
finally show "dist (fx (x, t)) (fx (x0, t)) \<le> e" by simp
qed
from X0(1,2) this show ?thesis ..
qed

lemma integral_continuous_on_param:
fixes f::"'a::topological_space \<Rightarrow> 'b::euclidean_space \<Rightarrow> 'c::banach"
assumes cont_fx: "continuous_on (U \<times> cbox a b) (\<lambda>(x, t). f x t)"
shows "continuous_on U (\<lambda>x. integral (cbox a b) (f x))"
proof cases
assume "content (cbox a b) \<noteq> 0"
then have ne: "cbox a b \<noteq> {}" by auto

note [continuous_intros] =
continuous_on_compose2[OF cont_fx, where f="\<lambda>y. Pair x y" for x,
unfolded split_beta fst_conv snd_conv]

show ?thesis
unfolding continuous_on_def
proof (safe intro!: tendstoI)
fix e'::real and x
assume "e' > 0"
define e where "e = e' / (content (cbox a b) + 1)"
have "e > 0" using \<open>e' > 0\<close> by (auto simp: e_def intro!: divide_pos_pos add_nonneg_pos)
assume "x \<in> U"
from continuous_on_prod_compactE[OF cont_fx compact_cbox \<open>x \<in> U\<close> \<open>0 < e\<close>]
obtain X0 where X0: "x \<in> X0" "open X0"
and fx_bound: "\<And>y t. y \<in> X0 \<inter> U \<Longrightarrow> t \<in> cbox a b \<Longrightarrow> norm (f y t - f x t) \<le> e"
unfolding split_beta fst_conv snd_conv dist_norm
by metis
have "\<forall>\<^sub>F y in at x within U. y \<in> X0 \<inter> U"
using X0(1) X0(2) eventually_at_topological by auto
then show "\<forall>\<^sub>F y in at x within U. dist (integral (cbox a b) (f y)) (integral (cbox a b) (f x)) < e'"
proof eventually_elim
case (elim y)
have "dist (integral (cbox a b) (f y)) (integral (cbox a b) (f x)) =
norm (integral (cbox a b) (\<lambda>t. f y t - f x t))"
using elim \<open>x \<in> U\<close>
unfolding dist_norm
by (subst integral_diff)
(auto intro!: integrable_continuous continuous_intros)
also have "\<dots> \<le> e * content (cbox a b)"
using elim \<open>x \<in> U\<close>
by (intro integrable_bound)
(auto intro!: fx_bound \<open>x \<in> U \<close> less_imp_le[OF \<open>0 < e\<close>]
integrable_continuous continuous_intros)
also have "\<dots> < e'"
using \<open>0 < e'\<close> \<open>e > 0\<close>
by (auto simp: e_def divide_simps)
finally show "dist (integral (cbox a b) (f y)) (integral (cbox a b) (f x)) < e'" .
qed
qed
qed (auto intro!: continuous_on_const)

lemma eventually_closed_segment:
fixes x0::"'a::real_normed_vector"
assumes "open X0" "x0 \<in> X0"
shows "\<forall>\<^sub>F x in at x0 within U. closed_segment x0 x \<subseteq> X0"
proof -
from openE[OF assms]
obtain e where e: "0 < e" "ball x0 e \<subseteq> X0" .
then have "\<forall>\<^sub>F x in at x0 within U. x \<in> ball x0 e"
by (auto simp: dist_commute eventually_at)
then show ?thesis
```