author | haftmann |
Fri, 15 Feb 2013 08:31:31 +0100 | |
changeset 51143 | 0a2371e7ced3 |
parent 50347 | 77e3effa50b6 |
child 51476 | 0c0efde246d1 |
permissions | -rw-r--r-- |
21164 | 1 |
(* Title : Deriv.thy |
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Author : Jacques D. Fleuriot |
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Copyright : 1998 University of Cambridge |
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Conversion to Isar and new proofs by Lawrence C Paulson, 2004 |
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GMVT by Benjamin Porter, 2005 |
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*) |
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header{* Differentiation *} |
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theory Deriv |
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29987 | 11 |
imports Lim |
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begin |
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text{*Standard Definitions*} |
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definition |
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deriv :: "['a::real_normed_field \<Rightarrow> 'a, 'a, 'a] \<Rightarrow> bool" |
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--{*Differentiation: D is derivative of function f at x*} |
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("(DERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60) where |
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"DERIV f x :> D = ((%h. (f(x + h) - f x) / h) -- 0 --> D)" |
21164 | 21 |
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primrec |
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34941 | 23 |
Bolzano_bisect :: "(real \<times> real \<Rightarrow> bool) \<Rightarrow> real \<Rightarrow> real \<Rightarrow> nat \<Rightarrow> real \<times> real" where |
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"Bolzano_bisect P a b 0 = (a, b)" |
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| "Bolzano_bisect P a b (Suc n) = |
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(let (x, y) = Bolzano_bisect P a b n |
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in if P (x, (x+y) / 2) then ((x+y)/2, y) |
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else (x, (x+y)/2))" |
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21164 | 29 |
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subsection {* Derivatives *} |
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lemma DERIV_iff: "(DERIV f x :> D) = ((%h. (f(x + h) - f(x))/h) -- 0 --> D)" |
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by (simp add: deriv_def) |
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lemma DERIV_D: "DERIV f x :> D ==> (%h. (f(x + h) - f(x))/h) -- 0 --> D" |
21164 | 37 |
by (simp add: deriv_def) |
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lemma DERIV_const [simp]: "DERIV (\<lambda>x. k) x :> 0" |
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by (simp add: deriv_def tendsto_const) |
21164 | 41 |
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lemma DERIV_ident [simp]: "DERIV (\<lambda>x. x) x :> 1" |
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by (simp add: deriv_def tendsto_const cong: LIM_cong) |
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lemma DERIV_add: |
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"\<lbrakk>DERIV f x :> D; DERIV g x :> E\<rbrakk> \<Longrightarrow> DERIV (\<lambda>x. f x + g x) x :> D + E" |
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by (simp only: deriv_def add_diff_add add_divide_distrib tendsto_add) |
21164 | 48 |
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lemma DERIV_minus: |
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"DERIV f x :> D \<Longrightarrow> DERIV (\<lambda>x. - f x) x :> - D" |
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by (simp only: deriv_def minus_diff_minus divide_minus_left tendsto_minus) |
21164 | 52 |
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lemma DERIV_diff: |
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"\<lbrakk>DERIV f x :> D; DERIV g x :> E\<rbrakk> \<Longrightarrow> DERIV (\<lambda>x. f x - g x) x :> D - E" |
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by (simp only: diff_minus DERIV_add DERIV_minus) |
21164 | 56 |
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lemma DERIV_add_minus: |
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"\<lbrakk>DERIV f x :> D; DERIV g x :> E\<rbrakk> \<Longrightarrow> DERIV (\<lambda>x. f x + - g x) x :> D + - E" |
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by (simp only: DERIV_add DERIV_minus) |
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lemma DERIV_isCont: "DERIV f x :> D \<Longrightarrow> isCont f x" |
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proof (unfold isCont_iff) |
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assume "DERIV f x :> D" |
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hence "(\<lambda>h. (f(x+h) - f(x)) / h) -- 0 --> D" |
21164 | 65 |
by (rule DERIV_D) |
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hence "(\<lambda>h. (f(x+h) - f(x)) / h * h) -- 0 --> D * 0" |
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by (intro tendsto_mult tendsto_ident_at) |
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hence "(\<lambda>h. (f(x+h) - f(x)) * (h / h)) -- 0 --> 0" |
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by simp |
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hence "(\<lambda>h. f(x+h) - f(x)) -- 0 --> 0" |
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by (simp cong: LIM_cong) |
21164 | 72 |
thus "(\<lambda>h. f(x+h)) -- 0 --> f(x)" |
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by (simp add: LIM_def dist_norm) |
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qed |
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lemma DERIV_mult_lemma: |
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fixes a b c d :: "'a::real_field" |
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shows "(a * b - c * d) / h = a * ((b - d) / h) + ((a - c) / h) * d" |
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by (simp add: field_simps diff_divide_distrib) |
21164 | 80 |
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lemma DERIV_mult': |
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assumes f: "DERIV f x :> D" |
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assumes g: "DERIV g x :> E" |
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shows "DERIV (\<lambda>x. f x * g x) x :> f x * E + D * g x" |
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proof (unfold deriv_def) |
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from f have "isCont f x" |
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by (rule DERIV_isCont) |
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hence "(\<lambda>h. f(x+h)) -- 0 --> f x" |
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by (simp only: isCont_iff) |
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hence "(\<lambda>h. f(x+h) * ((g(x+h) - g x) / h) + |
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((f(x+h) - f x) / h) * g x) |
21164 | 92 |
-- 0 --> f x * E + D * g x" |
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by (intro tendsto_intros DERIV_D f g) |
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thus "(\<lambda>h. (f(x+h) * g(x+h) - f x * g x) / h) |
21164 | 95 |
-- 0 --> f x * E + D * g x" |
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by (simp only: DERIV_mult_lemma) |
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qed |
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lemma DERIV_mult: |
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"DERIV f x :> Da \<Longrightarrow> DERIV g x :> Db \<Longrightarrow> DERIV (\<lambda>x. f x * g x) x :> Da * g x + Db * f x" |
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by (drule (1) DERIV_mult', simp only: mult_commute add_commute) |
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21164 | 102 |
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lemma DERIV_unique: |
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50331 | 104 |
"DERIV f x :> D \<Longrightarrow> DERIV f x :> E \<Longrightarrow> D = E" |
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unfolding deriv_def by (rule LIM_unique) |
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21164 | 106 |
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text{*Differentiation of finite sum*} |
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lemma DERIV_setsum: |
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assumes "finite S" |
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and "\<And> n. n \<in> S \<Longrightarrow> DERIV (%x. f x n) x :> (f' x n)" |
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shows "DERIV (%x. setsum (f x) S) x :> setsum (f' x) S" |
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using assms by induct (auto intro!: DERIV_add) |
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lemma DERIV_sumr [rule_format (no_asm)]: |
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"(\<forall>r. m \<le> r & r < (m + n) --> DERIV (%x. f r x) x :> (f' r x)) |
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--> DERIV (%x. \<Sum>n=m..<n::nat. f n x :: real) x :> (\<Sum>r=m..<n. f' r x)" |
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by (auto intro: DERIV_setsum) |
21164 | 119 |
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text{*Alternative definition for differentiability*} |
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lemma DERIV_LIM_iff: |
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fixes f :: "'a::{real_normed_vector,inverse} \<Rightarrow> 'a" shows |
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"((%h. (f(a + h) - f(a)) / h) -- 0 --> D) = |
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((%x. (f(x)-f(a)) / (x-a)) -- a --> D)" |
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apply (rule iffI) |
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apply (drule_tac k="- a" in LIM_offset) |
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apply (simp add: diff_minus) |
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apply (drule_tac k="a" in LIM_offset) |
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apply (simp add: add_commute) |
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done |
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||
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lemma DERIV_iff2: "(DERIV f x :> D) = ((%z. (f(z) - f(x)) / (z-x)) -- x --> D)" |
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by (simp add: deriv_def diff_minus [symmetric] DERIV_LIM_iff) |
21164 | 135 |
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lemma DERIV_inverse_lemma: |
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"\<lbrakk>a \<noteq> 0; b \<noteq> (0::'a::real_normed_field)\<rbrakk> |
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\<Longrightarrow> (inverse a - inverse b) / h |
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= - (inverse a * ((a - b) / h) * inverse b)" |
21164 | 140 |
by (simp add: inverse_diff_inverse) |
141 |
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142 |
lemma DERIV_inverse': |
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assumes der: "DERIV f x :> D" |
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assumes neq: "f x \<noteq> 0" |
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shows "DERIV (\<lambda>x. inverse (f x)) x :> - (inverse (f x) * D * inverse (f x))" |
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(is "DERIV _ _ :> ?E") |
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proof (unfold DERIV_iff2) |
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from der have lim_f: "f -- x --> f x" |
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by (rule DERIV_isCont [unfolded isCont_def]) |
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from neq have "0 < norm (f x)" by simp |
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with LIM_D [OF lim_f] obtain s |
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where s: "0 < s" |
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and less_fx: "\<And>z. \<lbrakk>z \<noteq> x; norm (z - x) < s\<rbrakk> |
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\<Longrightarrow> norm (f z - f x) < norm (f x)" |
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by fast |
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||
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show "(\<lambda>z. (inverse (f z) - inverse (f x)) / (z - x)) -- x --> ?E" |
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proof (rule LIM_equal2 [OF s]) |
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fix z |
21164 | 161 |
assume "z \<noteq> x" "norm (z - x) < s" |
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hence "norm (f z - f x) < norm (f x)" by (rule less_fx) |
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hence "f z \<noteq> 0" by auto |
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thus "(inverse (f z) - inverse (f x)) / (z - x) = |
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- (inverse (f z) * ((f z - f x) / (z - x)) * inverse (f x))" |
21164 | 166 |
using neq by (rule DERIV_inverse_lemma) |
167 |
next |
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from der have "(\<lambda>z. (f z - f x) / (z - x)) -- x --> D" |
21164 | 169 |
by (unfold DERIV_iff2) |
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thus "(\<lambda>z. - (inverse (f z) * ((f z - f x) / (z - x)) * inverse (f x))) |
21164 | 171 |
-- x --> ?E" |
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by (intro tendsto_intros lim_f neq) |
21164 | 173 |
qed |
174 |
qed |
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lemma DERIV_divide: |
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"\<lbrakk>DERIV f x :> D; DERIV g x :> E; g x \<noteq> 0\<rbrakk> |
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\<Longrightarrow> DERIV (\<lambda>x. f x / g x) x :> (D * g x - f x * E) / (g x * g x)" |
21164 | 179 |
apply (subgoal_tac "f x * - (inverse (g x) * E * inverse (g x)) + |
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D * inverse (g x) = (D * g x - f x * E) / (g x * g x)") |
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181 |
apply (erule subst) |
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apply (unfold divide_inverse) |
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apply (erule DERIV_mult') |
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apply (erule (1) DERIV_inverse') |
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apply (simp add: ring_distribs nonzero_inverse_mult_distrib) |
21164 | 186 |
done |
187 |
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188 |
lemma DERIV_power_Suc: |
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31017 | 189 |
fixes f :: "'a \<Rightarrow> 'a::{real_normed_field}" |
21164 | 190 |
assumes f: "DERIV f x :> D" |
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191 |
shows "DERIV (\<lambda>x. f x ^ Suc n) x :> (1 + of_nat n) * (D * f x ^ n)" |
21164 | 192 |
proof (induct n) |
193 |
case 0 |
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194 |
show ?case by (simp add: f) |
21164 | 195 |
case (Suc k) |
196 |
from DERIV_mult' [OF f Suc] show ?case |
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apply (simp only: of_nat_Suc ring_distribs mult_1_left) |
29667 | 198 |
apply (simp only: power_Suc algebra_simps) |
21164 | 199 |
done |
200 |
qed |
|
201 |
||
202 |
lemma DERIV_power: |
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31017 | 203 |
fixes f :: "'a \<Rightarrow> 'a::{real_normed_field}" |
21164 | 204 |
assumes f: "DERIV f x :> D" |
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205 |
shows "DERIV (\<lambda>x. f x ^ n) x :> of_nat n * (D * f x ^ (n - Suc 0))" |
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206 |
by (cases "n", simp, simp add: DERIV_power_Suc f del: power_Suc) |
21164 | 207 |
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29975 | 208 |
text {* Caratheodory formulation of derivative at a point *} |
21164 | 209 |
|
210 |
lemma CARAT_DERIV: |
|
211 |
"(DERIV f x :> l) = |
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212 |
(\<exists>g. (\<forall>z. f z - f x = g z * (z-x)) & isCont g x & g x = l)" |
21164 | 213 |
(is "?lhs = ?rhs") |
214 |
proof |
|
215 |
assume der: "DERIV f x :> l" |
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216 |
show "\<exists>g. (\<forall>z. f z - f x = g z * (z-x)) \<and> isCont g x \<and> g x = l" |
21164 | 217 |
proof (intro exI conjI) |
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218 |
let ?g = "(%z. if z = x then l else (f z - f x) / (z-x))" |
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219 |
show "\<forall>z. f z - f x = ?g z * (z-x)" by simp |
21164 | 220 |
show "isCont ?g x" using der |
221 |
by (simp add: isCont_iff DERIV_iff diff_minus |
|
222 |
cong: LIM_equal [rule_format]) |
|
223 |
show "?g x = l" by simp |
|
224 |
qed |
|
225 |
next |
|
226 |
assume "?rhs" |
|
227 |
then obtain g where |
|
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|
228 |
"(\<forall>z. f z - f x = g z * (z-x))" and "isCont g x" and "g x = l" by blast |
21164 | 229 |
thus "(DERIV f x :> l)" |
23413
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tuned laws for cancellation in divisions for fields.
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changeset
|
230 |
by (auto simp add: isCont_iff DERIV_iff cong: LIM_cong) |
21164 | 231 |
qed |
232 |
||
233 |
lemma DERIV_chain': |
|
234 |
assumes f: "DERIV f x :> D" |
|
235 |
assumes g: "DERIV g (f x) :> E" |
|
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|
236 |
shows "DERIV (\<lambda>x. g (f x)) x :> E * D" |
21164 | 237 |
proof (unfold DERIV_iff2) |
21784
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|
238 |
obtain d where d: "\<forall>y. g y - g (f x) = d y * (y - f x)" |
21164 | 239 |
and cont_d: "isCont d (f x)" and dfx: "d (f x) = E" |
240 |
using CARAT_DERIV [THEN iffD1, OF g] by fast |
|
241 |
from f have "f -- x --> f x" |
|
242 |
by (rule DERIV_isCont [unfolded isCont_def]) |
|
243 |
with cont_d have "(\<lambda>z. d (f z)) -- x --> d (f x)" |
|
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|
244 |
by (rule isCont_tendsto_compose) |
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|
245 |
hence "(\<lambda>z. d (f z) * ((f z - f x) / (z - x))) |
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|
246 |
-- x --> d (f x) * D" |
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|
247 |
by (rule tendsto_mult [OF _ f [unfolded DERIV_iff2]]) |
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|
248 |
thus "(\<lambda>z. (g (f z) - g (f x)) / (z - x)) -- x --> E * D" |
35216 | 249 |
by (simp add: d dfx) |
21164 | 250 |
qed |
251 |
||
31899 | 252 |
text {* |
253 |
Let's do the standard proof, though theorem |
|
254 |
@{text "LIM_mult2"} follows from a NS proof |
|
255 |
*} |
|
21164 | 256 |
|
257 |
lemma DERIV_cmult: |
|
258 |
"DERIV f x :> D ==> DERIV (%x. c * f x) x :> c*D" |
|
259 |
by (drule DERIV_mult' [OF DERIV_const], simp) |
|
260 |
||
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|
261 |
lemma DERIV_cdivide: "DERIV f x :> D ==> DERIV (%x. f x / c) x :> D / c" |
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|
262 |
apply (subgoal_tac "DERIV (%x. (1 / c) * f x) x :> (1 / c) * D", force) |
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A number of theorems contributed by Jeremy Avigad
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|
263 |
apply (erule DERIV_cmult) |
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paulson
parents:
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|
264 |
done |
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parents:
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|
265 |
|
31899 | 266 |
text {* Standard version *} |
21164 | 267 |
lemma DERIV_chain: "[| DERIV f (g x) :> Da; DERIV g x :> Db |] ==> DERIV (f o g) x :> Da * Db" |
35216 | 268 |
by (drule (1) DERIV_chain', simp add: o_def mult_commute) |
21164 | 269 |
|
270 |
lemma DERIV_chain2: "[| DERIV f (g x) :> Da; DERIV g x :> Db |] ==> DERIV (%x. f (g x)) x :> Da * Db" |
|
271 |
by (auto dest: DERIV_chain simp add: o_def) |
|
272 |
||
31899 | 273 |
text {* Derivative of linear multiplication *} |
21164 | 274 |
lemma DERIV_cmult_Id [simp]: "DERIV (op * c) x :> c" |
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changeset
|
275 |
by (cut_tac c = c and x = x in DERIV_ident [THEN DERIV_cmult], simp) |
21164 | 276 |
|
277 |
lemma DERIV_pow: "DERIV (%x. x ^ n) x :> real n * (x ^ (n - Suc 0))" |
|
23069
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rename lemmas LIM_ident, isCont_ident, DERIV_ident
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changeset
|
278 |
apply (cut_tac DERIV_power [OF DERIV_ident]) |
35216 | 279 |
apply (simp add: real_of_nat_def) |
21164 | 280 |
done |
281 |
||
31899 | 282 |
text {* Power of @{text "-1"} *} |
21164 | 283 |
|
21784
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|
284 |
lemma DERIV_inverse: |
31017 | 285 |
fixes x :: "'a::{real_normed_field}" |
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parents:
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changeset
|
286 |
shows "x \<noteq> 0 ==> DERIV (%x. inverse(x)) x :> (-(inverse x ^ Suc (Suc 0)))" |
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huffman
parents:
30242
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changeset
|
287 |
by (drule DERIV_inverse' [OF DERIV_ident]) simp |
21164 | 288 |
|
31899 | 289 |
text {* Derivative of inverse *} |
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|
290 |
lemma DERIV_inverse_fun: |
31017 | 291 |
fixes x :: "'a::{real_normed_field}" |
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changeset
|
292 |
shows "[| DERIV f x :> d; f(x) \<noteq> 0 |] |
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|
293 |
==> DERIV (%x. inverse(f x)) x :> (- (d * inverse(f(x) ^ Suc (Suc 0))))" |
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huffman
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changeset
|
294 |
by (drule (1) DERIV_inverse') (simp add: mult_ac nonzero_inverse_mult_distrib) |
21164 | 295 |
|
31899 | 296 |
text {* Derivative of quotient *} |
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|
297 |
lemma DERIV_quotient: |
31017 | 298 |
fixes x :: "'a::{real_normed_field}" |
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changeset
|
299 |
shows "[| DERIV f x :> d; DERIV g x :> e; g(x) \<noteq> 0 |] |
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changeset
|
300 |
==> DERIV (%y. f(y) / (g y)) x :> (d*g(x) - (e*f(x))) / (g(x) ^ Suc (Suc 0))" |
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changeset
|
301 |
by (drule (2) DERIV_divide) (simp add: mult_commute) |
21164 | 302 |
|
31899 | 303 |
text {* @{text "DERIV_intros"} *} |
304 |
ML {* |
|
31902 | 305 |
structure Deriv_Intros = Named_Thms |
31899 | 306 |
( |
45294 | 307 |
val name = @{binding DERIV_intros} |
31899 | 308 |
val description = "DERIV introduction rules" |
309 |
) |
|
310 |
*} |
|
31880 | 311 |
|
31902 | 312 |
setup Deriv_Intros.setup |
31880 | 313 |
|
314 |
lemma DERIV_cong: "\<lbrakk> DERIV f x :> X ; X = Y \<rbrakk> \<Longrightarrow> DERIV f x :> Y" |
|
315 |
by simp |
|
316 |
||
317 |
declare |
|
318 |
DERIV_const[THEN DERIV_cong, DERIV_intros] |
|
319 |
DERIV_ident[THEN DERIV_cong, DERIV_intros] |
|
320 |
DERIV_add[THEN DERIV_cong, DERIV_intros] |
|
321 |
DERIV_minus[THEN DERIV_cong, DERIV_intros] |
|
322 |
DERIV_mult[THEN DERIV_cong, DERIV_intros] |
|
323 |
DERIV_diff[THEN DERIV_cong, DERIV_intros] |
|
324 |
DERIV_inverse'[THEN DERIV_cong, DERIV_intros] |
|
325 |
DERIV_divide[THEN DERIV_cong, DERIV_intros] |
|
326 |
DERIV_power[where 'a=real, THEN DERIV_cong, |
|
327 |
unfolded real_of_nat_def[symmetric], DERIV_intros] |
|
328 |
DERIV_setsum[THEN DERIV_cong, DERIV_intros] |
|
22984 | 329 |
|
31899 | 330 |
|
22984 | 331 |
subsection {* Differentiability predicate *} |
21164 | 332 |
|
29169 | 333 |
definition |
334 |
differentiable :: "['a::real_normed_field \<Rightarrow> 'a, 'a] \<Rightarrow> bool" |
|
335 |
(infixl "differentiable" 60) where |
|
336 |
"f differentiable x = (\<exists>D. DERIV f x :> D)" |
|
337 |
||
338 |
lemma differentiableE [elim?]: |
|
339 |
assumes "f differentiable x" |
|
340 |
obtains df where "DERIV f x :> df" |
|
41550 | 341 |
using assms unfolding differentiable_def .. |
29169 | 342 |
|
21164 | 343 |
lemma differentiableD: "f differentiable x ==> \<exists>D. DERIV f x :> D" |
344 |
by (simp add: differentiable_def) |
|
345 |
||
346 |
lemma differentiableI: "DERIV f x :> D ==> f differentiable x" |
|
347 |
by (force simp add: differentiable_def) |
|
348 |
||
29169 | 349 |
lemma differentiable_ident [simp]: "(\<lambda>x. x) differentiable x" |
350 |
by (rule DERIV_ident [THEN differentiableI]) |
|
351 |
||
352 |
lemma differentiable_const [simp]: "(\<lambda>z. a) differentiable x" |
|
353 |
by (rule DERIV_const [THEN differentiableI]) |
|
21164 | 354 |
|
29169 | 355 |
lemma differentiable_compose: |
356 |
assumes f: "f differentiable (g x)" |
|
357 |
assumes g: "g differentiable x" |
|
358 |
shows "(\<lambda>x. f (g x)) differentiable x" |
|
359 |
proof - |
|
360 |
from `f differentiable (g x)` obtain df where "DERIV f (g x) :> df" .. |
|
361 |
moreover |
|
362 |
from `g differentiable x` obtain dg where "DERIV g x :> dg" .. |
|
363 |
ultimately |
|
364 |
have "DERIV (\<lambda>x. f (g x)) x :> df * dg" by (rule DERIV_chain2) |
|
365 |
thus ?thesis by (rule differentiableI) |
|
366 |
qed |
|
367 |
||
368 |
lemma differentiable_sum [simp]: |
|
21164 | 369 |
assumes "f differentiable x" |
370 |
and "g differentiable x" |
|
371 |
shows "(\<lambda>x. f x + g x) differentiable x" |
|
372 |
proof - |
|
29169 | 373 |
from `f differentiable x` obtain df where "DERIV f x :> df" .. |
374 |
moreover |
|
375 |
from `g differentiable x` obtain dg where "DERIV g x :> dg" .. |
|
376 |
ultimately |
|
377 |
have "DERIV (\<lambda>x. f x + g x) x :> df + dg" by (rule DERIV_add) |
|
378 |
thus ?thesis by (rule differentiableI) |
|
379 |
qed |
|
380 |
||
381 |
lemma differentiable_minus [simp]: |
|
382 |
assumes "f differentiable x" |
|
383 |
shows "(\<lambda>x. - f x) differentiable x" |
|
384 |
proof - |
|
385 |
from `f differentiable x` obtain df where "DERIV f x :> df" .. |
|
386 |
hence "DERIV (\<lambda>x. - f x) x :> - df" by (rule DERIV_minus) |
|
387 |
thus ?thesis by (rule differentiableI) |
|
21164 | 388 |
qed |
389 |
||
29169 | 390 |
lemma differentiable_diff [simp]: |
21164 | 391 |
assumes "f differentiable x" |
29169 | 392 |
assumes "g differentiable x" |
21164 | 393 |
shows "(\<lambda>x. f x - g x) differentiable x" |
41550 | 394 |
unfolding diff_minus using assms by simp |
29169 | 395 |
|
396 |
lemma differentiable_mult [simp]: |
|
397 |
assumes "f differentiable x" |
|
398 |
assumes "g differentiable x" |
|
399 |
shows "(\<lambda>x. f x * g x) differentiable x" |
|
21164 | 400 |
proof - |
29169 | 401 |
from `f differentiable x` obtain df where "DERIV f x :> df" .. |
21164 | 402 |
moreover |
29169 | 403 |
from `g differentiable x` obtain dg where "DERIV g x :> dg" .. |
404 |
ultimately |
|
405 |
have "DERIV (\<lambda>x. f x * g x) x :> df * g x + dg * f x" by (rule DERIV_mult) |
|
406 |
thus ?thesis by (rule differentiableI) |
|
21164 | 407 |
qed |
408 |
||
29169 | 409 |
lemma differentiable_inverse [simp]: |
410 |
assumes "f differentiable x" and "f x \<noteq> 0" |
|
411 |
shows "(\<lambda>x. inverse (f x)) differentiable x" |
|
21164 | 412 |
proof - |
29169 | 413 |
from `f differentiable x` obtain df where "DERIV f x :> df" .. |
414 |
hence "DERIV (\<lambda>x. inverse (f x)) x :> - (inverse (f x) * df * inverse (f x))" |
|
415 |
using `f x \<noteq> 0` by (rule DERIV_inverse') |
|
416 |
thus ?thesis by (rule differentiableI) |
|
21164 | 417 |
qed |
418 |
||
29169 | 419 |
lemma differentiable_divide [simp]: |
420 |
assumes "f differentiable x" |
|
421 |
assumes "g differentiable x" and "g x \<noteq> 0" |
|
422 |
shows "(\<lambda>x. f x / g x) differentiable x" |
|
41550 | 423 |
unfolding divide_inverse using assms by simp |
29169 | 424 |
|
425 |
lemma differentiable_power [simp]: |
|
31017 | 426 |
fixes f :: "'a::{real_normed_field} \<Rightarrow> 'a" |
29169 | 427 |
assumes "f differentiable x" |
428 |
shows "(\<lambda>x. f x ^ n) differentiable x" |
|
41550 | 429 |
apply (induct n) |
430 |
apply simp |
|
431 |
apply (simp add: assms) |
|
432 |
done |
|
29169 | 433 |
|
22984 | 434 |
|
21164 | 435 |
subsection {* Nested Intervals and Bisection *} |
436 |
||
437 |
text{*Lemmas about nested intervals and proof by bisection (cf.Harrison). |
|
438 |
All considerably tidied by lcp.*} |
|
439 |
||
440 |
lemma lemma_f_mono_add [rule_format (no_asm)]: "(\<forall>n. (f::nat=>real) n \<le> f (Suc n)) --> f m \<le> f(m + no)" |
|
441 |
apply (induct "no") |
|
442 |
apply (auto intro: order_trans) |
|
443 |
done |
|
444 |
||
445 |
lemma f_inc_g_dec_Beq_f: "[| \<forall>n. f(n) \<le> f(Suc n); |
|
446 |
\<forall>n. g(Suc n) \<le> g(n); |
|
447 |
\<forall>n. f(n) \<le> g(n) |] |
|
448 |
==> Bseq (f :: nat \<Rightarrow> real)" |
|
449 |
apply (rule_tac k = "f 0" and K = "g 0" in BseqI2, rule allI) |
|
44921 | 450 |
apply (rule conjI) |
21164 | 451 |
apply (induct_tac "n") |
452 |
apply (auto intro: order_trans) |
|
44921 | 453 |
apply (rule_tac y = "g n" in order_trans) |
454 |
apply (induct_tac [2] "n") |
|
21164 | 455 |
apply (auto intro: order_trans) |
456 |
done |
|
457 |
||
458 |
lemma f_inc_g_dec_Beq_g: "[| \<forall>n. f(n) \<le> f(Suc n); |
|
459 |
\<forall>n. g(Suc n) \<le> g(n); |
|
460 |
\<forall>n. f(n) \<le> g(n) |] |
|
461 |
==> Bseq (g :: nat \<Rightarrow> real)" |
|
462 |
apply (subst Bseq_minus_iff [symmetric]) |
|
463 |
apply (rule_tac g = "%x. - (f x)" in f_inc_g_dec_Beq_f) |
|
464 |
apply auto |
|
465 |
done |
|
466 |
||
467 |
lemma f_inc_imp_le_lim: |
|
468 |
fixes f :: "nat \<Rightarrow> real" |
|
469 |
shows "\<lbrakk>\<forall>n. f n \<le> f (Suc n); convergent f\<rbrakk> \<Longrightarrow> f n \<le> lim f" |
|
44921 | 470 |
by (rule incseq_le, simp add: incseq_SucI, simp add: convergent_LIMSEQ_iff) |
21164 | 471 |
|
31404 | 472 |
lemma lim_uminus: |
473 |
fixes g :: "nat \<Rightarrow> 'a::real_normed_vector" |
|
474 |
shows "convergent g ==> lim (%x. - g x) = - (lim g)" |
|
44568
e6f291cb5810
discontinue many legacy theorems about LIM and LIMSEQ, in favor of tendsto theorems
huffman
parents:
44317
diff
changeset
|
475 |
apply (rule tendsto_minus [THEN limI]) |
21164 | 476 |
apply (simp add: convergent_LIMSEQ_iff) |
477 |
done |
|
478 |
||
479 |
lemma g_dec_imp_lim_le: |
|
480 |
fixes g :: "nat \<Rightarrow> real" |
|
481 |
shows "\<lbrakk>\<forall>n. g (Suc n) \<le> g(n); convergent g\<rbrakk> \<Longrightarrow> lim g \<le> g n" |
|
44921 | 482 |
by (rule decseq_le, simp add: decseq_SucI, simp add: convergent_LIMSEQ_iff) |
21164 | 483 |
|
484 |
lemma lemma_nest: "[| \<forall>n. f(n) \<le> f(Suc n); |
|
485 |
\<forall>n. g(Suc n) \<le> g(n); |
|
486 |
\<forall>n. f(n) \<le> g(n) |] |
|
487 |
==> \<exists>l m :: real. l \<le> m & ((\<forall>n. f(n) \<le> l) & f ----> l) & |
|
488 |
((\<forall>n. m \<le> g(n)) & g ----> m)" |
|
489 |
apply (subgoal_tac "monoseq f & monoseq g") |
|
490 |
prefer 2 apply (force simp add: LIMSEQ_iff monoseq_Suc) |
|
491 |
apply (subgoal_tac "Bseq f & Bseq g") |
|
492 |
prefer 2 apply (blast intro: f_inc_g_dec_Beq_f f_inc_g_dec_Beq_g) |
|
493 |
apply (auto dest!: Bseq_monoseq_convergent simp add: convergent_LIMSEQ_iff) |
|
494 |
apply (rule_tac x = "lim f" in exI) |
|
495 |
apply (rule_tac x = "lim g" in exI) |
|
496 |
apply (auto intro: LIMSEQ_le) |
|
497 |
apply (auto simp add: f_inc_imp_le_lim g_dec_imp_lim_le convergent_LIMSEQ_iff) |
|
498 |
done |
|
499 |
||
500 |
lemma lemma_nest_unique: "[| \<forall>n. f(n) \<le> f(Suc n); |
|
501 |
\<forall>n. g(Suc n) \<le> g(n); |
|
502 |
\<forall>n. f(n) \<le> g(n); |
|
503 |
(%n. f(n) - g(n)) ----> 0 |] |
|
504 |
==> \<exists>l::real. ((\<forall>n. f(n) \<le> l) & f ----> l) & |
|
505 |
((\<forall>n. l \<le> g(n)) & g ----> l)" |
|
506 |
apply (drule lemma_nest, auto) |
|
507 |
apply (subgoal_tac "l = m") |
|
44568
e6f291cb5810
discontinue many legacy theorems about LIM and LIMSEQ, in favor of tendsto theorems
huffman
parents:
44317
diff
changeset
|
508 |
apply (drule_tac [2] f = f in tendsto_diff) |
21164 | 509 |
apply (auto intro: LIMSEQ_unique) |
510 |
done |
|
511 |
||
512 |
text{*The universal quantifiers below are required for the declaration |
|
513 |
of @{text Bolzano_nest_unique} below.*} |
|
514 |
||
515 |
lemma Bolzano_bisect_le: |
|
516 |
"a \<le> b ==> \<forall>n. fst (Bolzano_bisect P a b n) \<le> snd (Bolzano_bisect P a b n)" |
|
517 |
apply (rule allI) |
|
518 |
apply (induct_tac "n") |
|
519 |
apply (auto simp add: Let_def split_def) |
|
520 |
done |
|
521 |
||
522 |
lemma Bolzano_bisect_fst_le_Suc: "a \<le> b ==> |
|
523 |
\<forall>n. fst(Bolzano_bisect P a b n) \<le> fst (Bolzano_bisect P a b (Suc n))" |
|
524 |
apply (rule allI) |
|
525 |
apply (induct_tac "n") |
|
526 |
apply (auto simp add: Bolzano_bisect_le Let_def split_def) |
|
527 |
done |
|
528 |
||
529 |
lemma Bolzano_bisect_Suc_le_snd: "a \<le> b ==> |
|
530 |
\<forall>n. snd(Bolzano_bisect P a b (Suc n)) \<le> snd (Bolzano_bisect P a b n)" |
|
531 |
apply (rule allI) |
|
532 |
apply (induct_tac "n") |
|
533 |
apply (auto simp add: Bolzano_bisect_le Let_def split_def) |
|
534 |
done |
|
535 |
||
536 |
lemma eq_divide_2_times_iff: "((x::real) = y / (2 * z)) = (2 * x = y/z)" |
|
537 |
apply (auto) |
|
538 |
apply (drule_tac f = "%u. (1/2) *u" in arg_cong) |
|
539 |
apply (simp) |
|
540 |
done |
|
541 |
||
542 |
lemma Bolzano_bisect_diff: |
|
543 |
"a \<le> b ==> |
|
544 |
snd(Bolzano_bisect P a b n) - fst(Bolzano_bisect P a b n) = |
|
545 |
(b-a) / (2 ^ n)" |
|
546 |
apply (induct "n") |
|
547 |
apply (auto simp add: eq_divide_2_times_iff add_divide_distrib Let_def split_def) |
|
548 |
done |
|
549 |
||
550 |
lemmas Bolzano_nest_unique = |
|
551 |
lemma_nest_unique |
|
552 |
[OF Bolzano_bisect_fst_le_Suc Bolzano_bisect_Suc_le_snd Bolzano_bisect_le] |
|
553 |
||
554 |
||
555 |
lemma not_P_Bolzano_bisect: |
|
556 |
assumes P: "!!a b c. [| P(a,b); P(b,c); a \<le> b; b \<le> c|] ==> P(a,c)" |
|
557 |
and notP: "~ P(a,b)" |
|
558 |
and le: "a \<le> b" |
|
559 |
shows "~ P(fst(Bolzano_bisect P a b n), snd(Bolzano_bisect P a b n))" |
|
560 |
proof (induct n) |
|
23441 | 561 |
case 0 show ?case using notP by simp |
21164 | 562 |
next |
563 |
case (Suc n) |
|
564 |
thus ?case |
|
565 |
by (auto simp del: surjective_pairing [symmetric] |
|
566 |
simp add: Let_def split_def Bolzano_bisect_le [OF le] |
|
567 |
P [of "fst (Bolzano_bisect P a b n)" _ "snd (Bolzano_bisect P a b n)"]) |
|
568 |
qed |
|
569 |
||
570 |
(*Now we re-package P_prem as a formula*) |
|
571 |
lemma not_P_Bolzano_bisect': |
|
572 |
"[| \<forall>a b c. P(a,b) & P(b,c) & a \<le> b & b \<le> c --> P(a,c); |
|
573 |
~ P(a,b); a \<le> b |] ==> |
|
574 |
\<forall>n. ~ P(fst(Bolzano_bisect P a b n), snd(Bolzano_bisect P a b n))" |
|
575 |
by (blast elim!: not_P_Bolzano_bisect [THEN [2] rev_notE]) |
|
576 |
||
577 |
||
578 |
||
579 |
lemma lemma_BOLZANO: |
|
580 |
"[| \<forall>a b c. P(a,b) & P(b,c) & a \<le> b & b \<le> c --> P(a,c); |
|
581 |
\<forall>x. \<exists>d::real. 0 < d & |
|
582 |
(\<forall>a b. a \<le> x & x \<le> b & (b-a) < d --> P(a,b)); |
|
583 |
a \<le> b |] |
|
584 |
==> P(a,b)" |
|
45600
1bbbac9a0cb0
'lemmas' / 'theorems' commands allow 'for' fixes and standardize the result before storing;
wenzelm
parents:
45294
diff
changeset
|
585 |
apply (rule Bolzano_nest_unique [where P=P, THEN exE], assumption+) |
44568
e6f291cb5810
discontinue many legacy theorems about LIM and LIMSEQ, in favor of tendsto theorems
huffman
parents:
44317
diff
changeset
|
586 |
apply (rule tendsto_minus_cancel) |
21164 | 587 |
apply (simp (no_asm_simp) add: Bolzano_bisect_diff LIMSEQ_divide_realpow_zero) |
588 |
apply (rule ccontr) |
|
589 |
apply (drule not_P_Bolzano_bisect', assumption+) |
|
590 |
apply (rename_tac "l") |
|
591 |
apply (drule_tac x = l in spec, clarify) |
|
31336
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
huffman
parents:
31017
diff
changeset
|
592 |
apply (simp add: LIMSEQ_iff) |
21164 | 593 |
apply (drule_tac P = "%r. 0<r --> ?Q r" and x = "d/2" in spec) |
594 |
apply (drule_tac P = "%r. 0<r --> ?Q r" and x = "d/2" in spec) |
|
595 |
apply (drule real_less_half_sum, auto) |
|
596 |
apply (drule_tac x = "fst (Bolzano_bisect P a b (no + noa))" in spec) |
|
597 |
apply (drule_tac x = "snd (Bolzano_bisect P a b (no + noa))" in spec) |
|
598 |
apply safe |
|
599 |
apply (simp_all (no_asm_simp)) |
|
600 |
apply (rule_tac y = "abs (fst (Bolzano_bisect P a b (no + noa)) - l) + abs (snd (Bolzano_bisect P a b (no + noa)) - l)" in order_le_less_trans) |
|
601 |
apply (simp (no_asm_simp) add: abs_if) |
|
602 |
apply (rule real_sum_of_halves [THEN subst]) |
|
603 |
apply (rule add_strict_mono) |
|
604 |
apply (simp_all add: diff_minus [symmetric]) |
|
605 |
done |
|
606 |
||
607 |
||
608 |
lemma lemma_BOLZANO2: "((\<forall>a b c. (a \<le> b & b \<le> c & P(a,b) & P(b,c)) --> P(a,c)) & |
|
609 |
(\<forall>x. \<exists>d::real. 0 < d & |
|
610 |
(\<forall>a b. a \<le> x & x \<le> b & (b-a) < d --> P(a,b)))) |
|
611 |
--> (\<forall>a b. a \<le> b --> P(a,b))" |
|
612 |
apply clarify |
|
613 |
apply (blast intro: lemma_BOLZANO) |
|
614 |
done |
|
615 |
||
616 |
||
617 |
subsection {* Intermediate Value Theorem *} |
|
618 |
||
619 |
text {*Prove Contrapositive by Bisection*} |
|
620 |
||
621 |
lemma IVT: "[| f(a::real) \<le> (y::real); y \<le> f(b); |
|
622 |
a \<le> b; |
|
623 |
(\<forall>x. a \<le> x & x \<le> b --> isCont f x) |] |
|
624 |
==> \<exists>x. a \<le> x & x \<le> b & f(x) = y" |
|
625 |
apply (rule contrapos_pp, assumption) |
|
626 |
apply (cut_tac P = "% (u,v) . a \<le> u & u \<le> v & v \<le> b --> ~ (f (u) \<le> y & y \<le> f (v))" in lemma_BOLZANO2) |
|
627 |
apply safe |
|
628 |
apply simp_all |
|
31338
d41a8ba25b67
generalize constants from Lim.thy to class metric_space
huffman
parents:
31336
diff
changeset
|
629 |
apply (simp add: isCont_iff LIM_eq) |
21164 | 630 |
apply (rule ccontr) |
631 |
apply (subgoal_tac "a \<le> x & x \<le> b") |
|
632 |
prefer 2 |
|
633 |
apply simp |
|
634 |
apply (drule_tac P = "%d. 0<d --> ?P d" and x = 1 in spec, arith) |
|
635 |
apply (drule_tac x = x in spec)+ |
|
636 |
apply simp |
|
637 |
apply (drule_tac P = "%r. ?P r --> (\<exists>s>0. ?Q r s) " and x = "\<bar>y - f x\<bar>" in spec) |
|
638 |
apply safe |
|
639 |
apply simp |
|
640 |
apply (drule_tac x = s in spec, clarify) |
|
641 |
apply (cut_tac x = "f x" and y = y in linorder_less_linear, safe) |
|
642 |
apply (drule_tac x = "ba-x" in spec) |
|
643 |
apply (simp_all add: abs_if) |
|
644 |
apply (drule_tac x = "aa-x" in spec) |
|
645 |
apply (case_tac "x \<le> aa", simp_all) |
|
646 |
done |
|
647 |
||
648 |
lemma IVT2: "[| f(b::real) \<le> (y::real); y \<le> f(a); |
|
649 |
a \<le> b; |
|
650 |
(\<forall>x. a \<le> x & x \<le> b --> isCont f x) |
|
651 |
|] ==> \<exists>x. a \<le> x & x \<le> b & f(x) = y" |
|
652 |
apply (subgoal_tac "- f a \<le> -y & -y \<le> - f b", clarify) |
|
653 |
apply (drule IVT [where f = "%x. - f x"], assumption) |
|
44233 | 654 |
apply simp_all |
21164 | 655 |
done |
656 |
||
657 |
(*HOL style here: object-level formulations*) |
|
658 |
lemma IVT_objl: "(f(a::real) \<le> (y::real) & y \<le> f(b) & a \<le> b & |
|
659 |
(\<forall>x. a \<le> x & x \<le> b --> isCont f x)) |
|
660 |
--> (\<exists>x. a \<le> x & x \<le> b & f(x) = y)" |
|
661 |
apply (blast intro: IVT) |
|
662 |
done |
|
663 |
||
664 |
lemma IVT2_objl: "(f(b::real) \<le> (y::real) & y \<le> f(a) & a \<le> b & |
|
665 |
(\<forall>x. a \<le> x & x \<le> b --> isCont f x)) |
|
666 |
--> (\<exists>x. a \<le> x & x \<le> b & f(x) = y)" |
|
667 |
apply (blast intro: IVT2) |
|
668 |
done |
|
669 |
||
29975 | 670 |
|
671 |
subsection {* Boundedness of continuous functions *} |
|
672 |
||
21164 | 673 |
text{*By bisection, function continuous on closed interval is bounded above*} |
674 |
||
675 |
lemma isCont_bounded: |
|
676 |
"[| a \<le> b; \<forall>x. a \<le> x & x \<le> b --> isCont f x |] |
|
677 |
==> \<exists>M::real. \<forall>x::real. a \<le> x & x \<le> b --> f(x) \<le> M" |
|
678 |
apply (cut_tac P = "% (u,v) . a \<le> u & u \<le> v & v \<le> b --> (\<exists>M. \<forall>x. u \<le> x & x \<le> v --> f x \<le> M)" in lemma_BOLZANO2) |
|
679 |
apply safe |
|
680 |
apply simp_all |
|
681 |
apply (rename_tac x xa ya M Ma) |
|
36777
be5461582d0f
avoid using real-specific versions of generic lemmas
huffman
parents:
35216
diff
changeset
|
682 |
apply (metis linorder_not_less order_le_less order_trans) |
21164 | 683 |
apply (case_tac "a \<le> x & x \<le> b") |
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
684 |
prefer 2 |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
685 |
apply (rule_tac x = 1 in exI, force) |
31338
d41a8ba25b67
generalize constants from Lim.thy to class metric_space
huffman
parents:
31336
diff
changeset
|
686 |
apply (simp add: LIM_eq isCont_iff) |
21164 | 687 |
apply (drule_tac x = x in spec, auto) |
688 |
apply (erule_tac V = "\<forall>M. \<exists>x. a \<le> x & x \<le> b & ~ f x \<le> M" in thin_rl) |
|
689 |
apply (drule_tac x = 1 in spec, auto) |
|
690 |
apply (rule_tac x = s in exI, clarify) |
|
691 |
apply (rule_tac x = "\<bar>f x\<bar> + 1" in exI, clarify) |
|
692 |
apply (drule_tac x = "xa-x" in spec) |
|
693 |
apply (auto simp add: abs_ge_self) |
|
694 |
done |
|
695 |
||
696 |
text{*Refine the above to existence of least upper bound*} |
|
697 |
||
698 |
lemma lemma_reals_complete: "((\<exists>x. x \<in> S) & (\<exists>y. isUb UNIV S (y::real))) --> |
|
699 |
(\<exists>t. isLub UNIV S t)" |
|
700 |
by (blast intro: reals_complete) |
|
701 |
||
702 |
lemma isCont_has_Ub: "[| a \<le> b; \<forall>x. a \<le> x & x \<le> b --> isCont f x |] |
|
703 |
==> \<exists>M::real. (\<forall>x::real. a \<le> x & x \<le> b --> f(x) \<le> M) & |
|
704 |
(\<forall>N. N < M --> (\<exists>x. a \<le> x & x \<le> b & N < f(x)))" |
|
705 |
apply (cut_tac S = "Collect (%y. \<exists>x. a \<le> x & x \<le> b & y = f x)" |
|
706 |
in lemma_reals_complete) |
|
707 |
apply auto |
|
708 |
apply (drule isCont_bounded, assumption) |
|
709 |
apply (auto simp add: isUb_def leastP_def isLub_def setge_def setle_def) |
|
710 |
apply (rule exI, auto) |
|
711 |
apply (auto dest!: spec simp add: linorder_not_less) |
|
712 |
done |
|
713 |
||
714 |
text{*Now show that it attains its upper bound*} |
|
715 |
||
716 |
lemma isCont_eq_Ub: |
|
717 |
assumes le: "a \<le> b" |
|
718 |
and con: "\<forall>x::real. a \<le> x & x \<le> b --> isCont f x" |
|
719 |
shows "\<exists>M::real. (\<forall>x. a \<le> x & x \<le> b --> f(x) \<le> M) & |
|
720 |
(\<exists>x. a \<le> x & x \<le> b & f(x) = M)" |
|
721 |
proof - |
|
722 |
from isCont_has_Ub [OF le con] |
|
723 |
obtain M where M1: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> f x \<le> M" |
|
724 |
and M2: "!!N. N<M ==> \<exists>x. a \<le> x \<and> x \<le> b \<and> N < f x" by blast |
|
725 |
show ?thesis |
|
726 |
proof (intro exI, intro conjI) |
|
727 |
show " \<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> f x \<le> M" by (rule M1) |
|
728 |
show "\<exists>x. a \<le> x \<and> x \<le> b \<and> f x = M" |
|
729 |
proof (rule ccontr) |
|
730 |
assume "\<not> (\<exists>x. a \<le> x \<and> x \<le> b \<and> f x = M)" |
|
731 |
with M1 have M3: "\<forall>x. a \<le> x & x \<le> b --> f x < M" |
|
44890
22f665a2e91c
new fastforce replacing fastsimp - less confusing name
nipkow
parents:
44568
diff
changeset
|
732 |
by (fastforce simp add: linorder_not_le [symmetric]) |
21164 | 733 |
hence "\<forall>x. a \<le> x & x \<le> b --> isCont (%x. inverse (M - f x)) x" |
44233 | 734 |
by (auto simp add: con) |
21164 | 735 |
from isCont_bounded [OF le this] |
736 |
obtain k where k: "!!x. a \<le> x & x \<le> b --> inverse (M - f x) \<le> k" by auto |
|
737 |
have Minv: "!!x. a \<le> x & x \<le> b --> 0 < inverse (M - f (x))" |
|
29667 | 738 |
by (simp add: M3 algebra_simps) |
21164 | 739 |
have "!!x. a \<le> x & x \<le> b --> inverse (M - f x) < k+1" using k |
740 |
by (auto intro: order_le_less_trans [of _ k]) |
|
741 |
with Minv |
|
742 |
have "!!x. a \<le> x & x \<le> b --> inverse(k+1) < inverse(inverse(M - f x))" |
|
743 |
by (intro strip less_imp_inverse_less, simp_all) |
|
744 |
hence invlt: "!!x. a \<le> x & x \<le> b --> inverse(k+1) < M - f x" |
|
745 |
by simp |
|
746 |
have "M - inverse (k+1) < M" using k [of a] Minv [of a] le |
|
747 |
by (simp, arith) |
|
748 |
from M2 [OF this] |
|
749 |
obtain x where ax: "a \<le> x & x \<le> b & M - inverse(k+1) < f x" .. |
|
750 |
thus False using invlt [of x] by force |
|
751 |
qed |
|
752 |
qed |
|
753 |
qed |
|
754 |
||
755 |
||
756 |
text{*Same theorem for lower bound*} |
|
757 |
||
758 |
lemma isCont_eq_Lb: "[| a \<le> b; \<forall>x. a \<le> x & x \<le> b --> isCont f x |] |
|
759 |
==> \<exists>M::real. (\<forall>x::real. a \<le> x & x \<le> b --> M \<le> f(x)) & |
|
760 |
(\<exists>x. a \<le> x & x \<le> b & f(x) = M)" |
|
761 |
apply (subgoal_tac "\<forall>x. a \<le> x & x \<le> b --> isCont (%x. - (f x)) x") |
|
762 |
prefer 2 apply (blast intro: isCont_minus) |
|
763 |
apply (drule_tac f = "(%x. - (f x))" in isCont_eq_Ub) |
|
764 |
apply safe |
|
765 |
apply auto |
|
766 |
done |
|
767 |
||
768 |
||
769 |
text{*Another version.*} |
|
770 |
||
771 |
lemma isCont_Lb_Ub: "[|a \<le> b; \<forall>x. a \<le> x & x \<le> b --> isCont f x |] |
|
772 |
==> \<exists>L M::real. (\<forall>x::real. a \<le> x & x \<le> b --> L \<le> f(x) & f(x) \<le> M) & |
|
773 |
(\<forall>y. L \<le> y & y \<le> M --> (\<exists>x. a \<le> x & x \<le> b & (f(x) = y)))" |
|
774 |
apply (frule isCont_eq_Lb) |
|
775 |
apply (frule_tac [2] isCont_eq_Ub) |
|
776 |
apply (assumption+, safe) |
|
777 |
apply (rule_tac x = "f x" in exI) |
|
778 |
apply (rule_tac x = "f xa" in exI, simp, safe) |
|
779 |
apply (cut_tac x = x and y = xa in linorder_linear, safe) |
|
780 |
apply (cut_tac f = f and a = x and b = xa and y = y in IVT_objl) |
|
781 |
apply (cut_tac [2] f = f and a = xa and b = x and y = y in IVT2_objl, safe) |
|
782 |
apply (rule_tac [2] x = xb in exI) |
|
783 |
apply (rule_tac [4] x = xb in exI, simp_all) |
|
784 |
done |
|
785 |
||
786 |
||
29975 | 787 |
subsection {* Local extrema *} |
788 |
||
21164 | 789 |
text{*If @{term "0 < f'(x)"} then @{term x} is Locally Strictly Increasing At The Right*} |
790 |
||
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
791 |
lemma DERIV_pos_inc_right: |
21164 | 792 |
fixes f :: "real => real" |
793 |
assumes der: "DERIV f x :> l" |
|
794 |
and l: "0 < l" |
|
795 |
shows "\<exists>d > 0. \<forall>h > 0. h < d --> f(x) < f(x + h)" |
|
796 |
proof - |
|
797 |
from l der [THEN DERIV_D, THEN LIM_D [where r = "l"]] |
|
798 |
have "\<exists>s > 0. (\<forall>z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < l)" |
|
799 |
by (simp add: diff_minus) |
|
800 |
then obtain s |
|
801 |
where s: "0 < s" |
|
802 |
and all: "!!z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < l" |
|
803 |
by auto |
|
804 |
thus ?thesis |
|
805 |
proof (intro exI conjI strip) |
|
23441 | 806 |
show "0<s" using s . |
21164 | 807 |
fix h::real |
808 |
assume "0 < h" "h < s" |
|
809 |
with all [of h] show "f x < f (x+h)" |
|
810 |
proof (simp add: abs_if pos_less_divide_eq diff_minus [symmetric] |
|
811 |
split add: split_if_asm) |
|
812 |
assume "~ (f (x+h) - f x) / h < l" and h: "0 < h" |
|
813 |
with l |
|
814 |
have "0 < (f (x+h) - f x) / h" by arith |
|
815 |
thus "f x < f (x+h)" |
|
816 |
by (simp add: pos_less_divide_eq h) |
|
817 |
qed |
|
818 |
qed |
|
819 |
qed |
|
820 |
||
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
821 |
lemma DERIV_neg_dec_left: |
21164 | 822 |
fixes f :: "real => real" |
823 |
assumes der: "DERIV f x :> l" |
|
824 |
and l: "l < 0" |
|
825 |
shows "\<exists>d > 0. \<forall>h > 0. h < d --> f(x) < f(x-h)" |
|
826 |
proof - |
|
827 |
from l der [THEN DERIV_D, THEN LIM_D [where r = "-l"]] |
|
828 |
have "\<exists>s > 0. (\<forall>z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < -l)" |
|
829 |
by (simp add: diff_minus) |
|
830 |
then obtain s |
|
831 |
where s: "0 < s" |
|
832 |
and all: "!!z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < -l" |
|
833 |
by auto |
|
834 |
thus ?thesis |
|
835 |
proof (intro exI conjI strip) |
|
23441 | 836 |
show "0<s" using s . |
21164 | 837 |
fix h::real |
838 |
assume "0 < h" "h < s" |
|
839 |
with all [of "-h"] show "f x < f (x-h)" |
|
840 |
proof (simp add: abs_if pos_less_divide_eq diff_minus [symmetric] |
|
841 |
split add: split_if_asm) |
|
842 |
assume " - ((f (x-h) - f x) / h) < l" and h: "0 < h" |
|
843 |
with l |
|
844 |
have "0 < (f (x-h) - f x) / h" by arith |
|
845 |
thus "f x < f (x-h)" |
|
846 |
by (simp add: pos_less_divide_eq h) |
|
847 |
qed |
|
848 |
qed |
|
849 |
qed |
|
850 |
||
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
851 |
|
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
852 |
lemma DERIV_pos_inc_left: |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
853 |
fixes f :: "real => real" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
854 |
shows "DERIV f x :> l \<Longrightarrow> 0 < l \<Longrightarrow> \<exists>d > 0. \<forall>h > 0. h < d --> f(x - h) < f(x)" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
855 |
apply (rule DERIV_neg_dec_left [of "%x. - f x" x "-l", simplified]) |
41368 | 856 |
apply (auto simp add: DERIV_minus) |
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
857 |
done |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
858 |
|
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
859 |
lemma DERIV_neg_dec_right: |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
860 |
fixes f :: "real => real" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
861 |
shows "DERIV f x :> l \<Longrightarrow> l < 0 \<Longrightarrow> \<exists>d > 0. \<forall>h > 0. h < d --> f(x) > f(x + h)" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
862 |
apply (rule DERIV_pos_inc_right [of "%x. - f x" x "-l", simplified]) |
41368 | 863 |
apply (auto simp add: DERIV_minus) |
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
864 |
done |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
865 |
|
21164 | 866 |
lemma DERIV_local_max: |
867 |
fixes f :: "real => real" |
|
868 |
assumes der: "DERIV f x :> l" |
|
869 |
and d: "0 < d" |
|
870 |
and le: "\<forall>y. \<bar>x-y\<bar> < d --> f(y) \<le> f(x)" |
|
871 |
shows "l = 0" |
|
872 |
proof (cases rule: linorder_cases [of l 0]) |
|
23441 | 873 |
case equal thus ?thesis . |
21164 | 874 |
next |
875 |
case less |
|
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
876 |
from DERIV_neg_dec_left [OF der less] |
21164 | 877 |
obtain d' where d': "0 < d'" |
878 |
and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x-h)" by blast |
|
879 |
from real_lbound_gt_zero [OF d d'] |
|
880 |
obtain e where "0 < e \<and> e < d \<and> e < d'" .. |
|
881 |
with lt le [THEN spec [where x="x-e"]] |
|
882 |
show ?thesis by (auto simp add: abs_if) |
|
883 |
next |
|
884 |
case greater |
|
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
885 |
from DERIV_pos_inc_right [OF der greater] |
21164 | 886 |
obtain d' where d': "0 < d'" |
887 |
and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x + h)" by blast |
|
888 |
from real_lbound_gt_zero [OF d d'] |
|
889 |
obtain e where "0 < e \<and> e < d \<and> e < d'" .. |
|
890 |
with lt le [THEN spec [where x="x+e"]] |
|
891 |
show ?thesis by (auto simp add: abs_if) |
|
892 |
qed |
|
893 |
||
894 |
||
895 |
text{*Similar theorem for a local minimum*} |
|
896 |
lemma DERIV_local_min: |
|
897 |
fixes f :: "real => real" |
|
898 |
shows "[| DERIV f x :> l; 0 < d; \<forall>y. \<bar>x-y\<bar> < d --> f(x) \<le> f(y) |] ==> l = 0" |
|
899 |
by (drule DERIV_minus [THEN DERIV_local_max], auto) |
|
900 |
||
901 |
||
902 |
text{*In particular, if a function is locally flat*} |
|
903 |
lemma DERIV_local_const: |
|
904 |
fixes f :: "real => real" |
|
905 |
shows "[| DERIV f x :> l; 0 < d; \<forall>y. \<bar>x-y\<bar> < d --> f(x) = f(y) |] ==> l = 0" |
|
906 |
by (auto dest!: DERIV_local_max) |
|
907 |
||
29975 | 908 |
|
909 |
subsection {* Rolle's Theorem *} |
|
910 |
||
21164 | 911 |
text{*Lemma about introducing open ball in open interval*} |
912 |
lemma lemma_interval_lt: |
|
913 |
"[| a < x; x < b |] |
|
914 |
==> \<exists>d::real. 0 < d & (\<forall>y. \<bar>x-y\<bar> < d --> a < y & y < b)" |
|
27668 | 915 |
|
22998 | 916 |
apply (simp add: abs_less_iff) |
21164 | 917 |
apply (insert linorder_linear [of "x-a" "b-x"], safe) |
918 |
apply (rule_tac x = "x-a" in exI) |
|
919 |
apply (rule_tac [2] x = "b-x" in exI, auto) |
|
920 |
done |
|
921 |
||
922 |
lemma lemma_interval: "[| a < x; x < b |] ==> |
|
923 |
\<exists>d::real. 0 < d & (\<forall>y. \<bar>x-y\<bar> < d --> a \<le> y & y \<le> b)" |
|
924 |
apply (drule lemma_interval_lt, auto) |
|
44921 | 925 |
apply force |
21164 | 926 |
done |
927 |
||
928 |
text{*Rolle's Theorem. |
|
929 |
If @{term f} is defined and continuous on the closed interval |
|
930 |
@{text "[a,b]"} and differentiable on the open interval @{text "(a,b)"}, |
|
931 |
and @{term "f(a) = f(b)"}, |
|
932 |
then there exists @{text "x0 \<in> (a,b)"} such that @{term "f'(x0) = 0"}*} |
|
933 |
theorem Rolle: |
|
934 |
assumes lt: "a < b" |
|
935 |
and eq: "f(a) = f(b)" |
|
936 |
and con: "\<forall>x. a \<le> x & x \<le> b --> isCont f x" |
|
937 |
and dif [rule_format]: "\<forall>x. a < x & x < b --> f differentiable x" |
|
21784
e76faa6e65fd
changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents:
21404
diff
changeset
|
938 |
shows "\<exists>z::real. a < z & z < b & DERIV f z :> 0" |
21164 | 939 |
proof - |
940 |
have le: "a \<le> b" using lt by simp |
|
941 |
from isCont_eq_Ub [OF le con] |
|
942 |
obtain x where x_max: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f z \<le> f x" |
|
943 |
and alex: "a \<le> x" and xleb: "x \<le> b" |
|
944 |
by blast |
|
945 |
from isCont_eq_Lb [OF le con] |
|
946 |
obtain x' where x'_min: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f x' \<le> f z" |
|
947 |
and alex': "a \<le> x'" and x'leb: "x' \<le> b" |
|
948 |
by blast |
|
949 |
show ?thesis |
|
950 |
proof cases |
|
951 |
assume axb: "a < x & x < b" |
|
952 |
--{*@{term f} attains its maximum within the interval*} |
|
27668 | 953 |
hence ax: "a<x" and xb: "x<b" by arith + |
21164 | 954 |
from lemma_interval [OF ax xb] |
955 |
obtain d where d: "0<d" and bound: "\<forall>y. \<bar>x-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b" |
|
956 |
by blast |
|
957 |
hence bound': "\<forall>y. \<bar>x-y\<bar> < d \<longrightarrow> f y \<le> f x" using x_max |
|
958 |
by blast |
|
959 |
from differentiableD [OF dif [OF axb]] |
|
960 |
obtain l where der: "DERIV f x :> l" .. |
|
961 |
have "l=0" by (rule DERIV_local_max [OF der d bound']) |
|
962 |
--{*the derivative at a local maximum is zero*} |
|
963 |
thus ?thesis using ax xb der by auto |
|
964 |
next |
|
965 |
assume notaxb: "~ (a < x & x < b)" |
|
966 |
hence xeqab: "x=a | x=b" using alex xleb by arith |
|
967 |
hence fb_eq_fx: "f b = f x" by (auto simp add: eq) |
|
968 |
show ?thesis |
|
969 |
proof cases |
|
970 |
assume ax'b: "a < x' & x' < b" |
|
971 |
--{*@{term f} attains its minimum within the interval*} |
|
27668 | 972 |
hence ax': "a<x'" and x'b: "x'<b" by arith+ |
21164 | 973 |
from lemma_interval [OF ax' x'b] |
974 |
obtain d where d: "0<d" and bound: "\<forall>y. \<bar>x'-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b" |
|
975 |
by blast |
|
976 |
hence bound': "\<forall>y. \<bar>x'-y\<bar> < d \<longrightarrow> f x' \<le> f y" using x'_min |
|
977 |
by blast |
|
978 |
from differentiableD [OF dif [OF ax'b]] |
|
979 |
obtain l where der: "DERIV f x' :> l" .. |
|
980 |
have "l=0" by (rule DERIV_local_min [OF der d bound']) |
|
981 |
--{*the derivative at a local minimum is zero*} |
|
982 |
thus ?thesis using ax' x'b der by auto |
|
983 |
next |
|
984 |
assume notax'b: "~ (a < x' & x' < b)" |
|
985 |
--{*@{term f} is constant througout the interval*} |
|
986 |
hence x'eqab: "x'=a | x'=b" using alex' x'leb by arith |
|
987 |
hence fb_eq_fx': "f b = f x'" by (auto simp add: eq) |
|
988 |
from dense [OF lt] |
|
989 |
obtain r where ar: "a < r" and rb: "r < b" by blast |
|
990 |
from lemma_interval [OF ar rb] |
|
991 |
obtain d where d: "0<d" and bound: "\<forall>y. \<bar>r-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b" |
|
992 |
by blast |
|
993 |
have eq_fb: "\<forall>z. a \<le> z --> z \<le> b --> f z = f b" |
|
994 |
proof (clarify) |
|
995 |
fix z::real |
|
996 |
assume az: "a \<le> z" and zb: "z \<le> b" |
|
997 |
show "f z = f b" |
|
998 |
proof (rule order_antisym) |
|
999 |
show "f z \<le> f b" by (simp add: fb_eq_fx x_max az zb) |
|
1000 |
show "f b \<le> f z" by (simp add: fb_eq_fx' x'_min az zb) |
|
1001 |
qed |
|
1002 |
qed |
|
1003 |
have bound': "\<forall>y. \<bar>r-y\<bar> < d \<longrightarrow> f r = f y" |
|
1004 |
proof (intro strip) |
|
1005 |
fix y::real |
|
1006 |
assume lt: "\<bar>r-y\<bar> < d" |
|
1007 |
hence "f y = f b" by (simp add: eq_fb bound) |
|
1008 |
thus "f r = f y" by (simp add: eq_fb ar rb order_less_imp_le) |
|
1009 |
qed |
|
1010 |
from differentiableD [OF dif [OF conjI [OF ar rb]]] |
|
1011 |
obtain l where der: "DERIV f r :> l" .. |
|
1012 |
have "l=0" by (rule DERIV_local_const [OF der d bound']) |
|
1013 |
--{*the derivative of a constant function is zero*} |
|
1014 |
thus ?thesis using ar rb der by auto |
|
1015 |
qed |
|
1016 |
qed |
|
1017 |
qed |
|
1018 |
||
1019 |
||
1020 |
subsection{*Mean Value Theorem*} |
|
1021 |
||
1022 |
lemma lemma_MVT: |
|
1023 |
"f a - (f b - f a)/(b-a) * a = f b - (f b - f a)/(b-a) * (b::real)" |
|
1024 |
proof cases |
|
1025 |
assume "a=b" thus ?thesis by simp |
|
1026 |
next |
|
1027 |
assume "a\<noteq>b" |
|
1028 |
hence ba: "b-a \<noteq> 0" by arith |
|
1029 |
show ?thesis |
|
1030 |
by (rule real_mult_left_cancel [OF ba, THEN iffD1], |
|
1031 |
simp add: right_diff_distrib, |
|
1032 |
simp add: left_diff_distrib) |
|
1033 |
qed |
|
1034 |
||
1035 |
theorem MVT: |
|
1036 |
assumes lt: "a < b" |
|
1037 |
and con: "\<forall>x. a \<le> x & x \<le> b --> isCont f x" |
|
1038 |
and dif [rule_format]: "\<forall>x. a < x & x < b --> f differentiable x" |
|
21784
e76faa6e65fd
changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents:
21404
diff
changeset
|
1039 |
shows "\<exists>l z::real. a < z & z < b & DERIV f z :> l & |
21164 | 1040 |
(f(b) - f(a) = (b-a) * l)" |
1041 |
proof - |
|
1042 |
let ?F = "%x. f x - ((f b - f a) / (b-a)) * x" |
|
44233 | 1043 |
have contF: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?F x" |
1044 |
using con by (fast intro: isCont_intros) |
|
21164 | 1045 |
have difF: "\<forall>x. a < x \<and> x < b \<longrightarrow> ?F differentiable x" |
1046 |
proof (clarify) |
|
1047 |
fix x::real |
|
1048 |
assume ax: "a < x" and xb: "x < b" |
|
1049 |
from differentiableD [OF dif [OF conjI [OF ax xb]]] |
|
1050 |
obtain l where der: "DERIV f x :> l" .. |
|
1051 |
show "?F differentiable x" |
|
1052 |
by (rule differentiableI [where D = "l - (f b - f a)/(b-a)"], |
|
1053 |
blast intro: DERIV_diff DERIV_cmult_Id der) |
|
1054 |
qed |
|
1055 |
from Rolle [where f = ?F, OF lt lemma_MVT contF difF] |
|
1056 |
obtain z where az: "a < z" and zb: "z < b" and der: "DERIV ?F z :> 0" |
|
1057 |
by blast |
|
1058 |
have "DERIV (%x. ((f b - f a)/(b-a)) * x) z :> (f b - f a)/(b-a)" |
|
1059 |
by (rule DERIV_cmult_Id) |
|
1060 |
hence derF: "DERIV (\<lambda>x. ?F x + (f b - f a) / (b - a) * x) z |
|
1061 |
:> 0 + (f b - f a) / (b - a)" |
|
1062 |
by (rule DERIV_add [OF der]) |
|
1063 |
show ?thesis |
|
1064 |
proof (intro exI conjI) |
|
23441 | 1065 |
show "a < z" using az . |
1066 |
show "z < b" using zb . |
|
21164 | 1067 |
show "f b - f a = (b - a) * ((f b - f a)/(b-a))" by (simp) |
1068 |
show "DERIV f z :> ((f b - f a)/(b-a))" using derF by simp |
|
1069 |
qed |
|
1070 |
qed |
|
1071 |
||
29803
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1072 |
lemma MVT2: |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1073 |
"[| a < b; \<forall>x. a \<le> x & x \<le> b --> DERIV f x :> f'(x) |] |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1074 |
==> \<exists>z::real. a < z & z < b & (f b - f a = (b - a) * f'(z))" |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1075 |
apply (drule MVT) |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1076 |
apply (blast intro: DERIV_isCont) |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1077 |
apply (force dest: order_less_imp_le simp add: differentiable_def) |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1078 |
apply (blast dest: DERIV_unique order_less_imp_le) |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1079 |
done |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1080 |
|
21164 | 1081 |
|
1082 |
text{*A function is constant if its derivative is 0 over an interval.*} |
|
1083 |
||
1084 |
lemma DERIV_isconst_end: |
|
1085 |
fixes f :: "real => real" |
|
1086 |
shows "[| a < b; |
|
1087 |
\<forall>x. a \<le> x & x \<le> b --> isCont f x; |
|
1088 |
\<forall>x. a < x & x < b --> DERIV f x :> 0 |] |
|
1089 |
==> f b = f a" |
|
1090 |
apply (drule MVT, assumption) |
|
1091 |
apply (blast intro: differentiableI) |
|
1092 |
apply (auto dest!: DERIV_unique simp add: diff_eq_eq) |
|
1093 |
done |
|
1094 |
||
1095 |
lemma DERIV_isconst1: |
|
1096 |
fixes f :: "real => real" |
|
1097 |
shows "[| a < b; |
|
1098 |
\<forall>x. a \<le> x & x \<le> b --> isCont f x; |
|
1099 |
\<forall>x. a < x & x < b --> DERIV f x :> 0 |] |
|
1100 |
==> \<forall>x. a \<le> x & x \<le> b --> f x = f a" |
|
1101 |
apply safe |
|
1102 |
apply (drule_tac x = a in order_le_imp_less_or_eq, safe) |
|
1103 |
apply (drule_tac b = x in DERIV_isconst_end, auto) |
|
1104 |
done |
|
1105 |
||
1106 |
lemma DERIV_isconst2: |
|
1107 |
fixes f :: "real => real" |
|
1108 |
shows "[| a < b; |
|
1109 |
\<forall>x. a \<le> x & x \<le> b --> isCont f x; |
|
1110 |
\<forall>x. a < x & x < b --> DERIV f x :> 0; |
|
1111 |
a \<le> x; x \<le> b |] |
|
1112 |
==> f x = f a" |
|
1113 |
apply (blast dest: DERIV_isconst1) |
|
1114 |
done |
|
1115 |
||
29803
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1116 |
lemma DERIV_isconst3: fixes a b x y :: real |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1117 |
assumes "a < b" and "x \<in> {a <..< b}" and "y \<in> {a <..< b}" |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1118 |
assumes derivable: "\<And>x. x \<in> {a <..< b} \<Longrightarrow> DERIV f x :> 0" |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1119 |
shows "f x = f y" |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1120 |
proof (cases "x = y") |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1121 |
case False |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1122 |
let ?a = "min x y" |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1123 |
let ?b = "max x y" |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1124 |
|
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1125 |
have "\<forall>z. ?a \<le> z \<and> z \<le> ?b \<longrightarrow> DERIV f z :> 0" |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1126 |
proof (rule allI, rule impI) |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1127 |
fix z :: real assume "?a \<le> z \<and> z \<le> ?b" |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1128 |
hence "a < z" and "z < b" using `x \<in> {a <..< b}` and `y \<in> {a <..< b}` by auto |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1129 |
hence "z \<in> {a<..<b}" by auto |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1130 |
thus "DERIV f z :> 0" by (rule derivable) |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1131 |
qed |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1132 |
hence isCont: "\<forall>z. ?a \<le> z \<and> z \<le> ?b \<longrightarrow> isCont f z" |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1133 |
and DERIV: "\<forall>z. ?a < z \<and> z < ?b \<longrightarrow> DERIV f z :> 0" using DERIV_isCont by auto |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1134 |
|
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1135 |
have "?a < ?b" using `x \<noteq> y` by auto |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1136 |
from DERIV_isconst2[OF this isCont DERIV, of x] and DERIV_isconst2[OF this isCont DERIV, of y] |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1137 |
show ?thesis by auto |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1138 |
qed auto |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1139 |
|
21164 | 1140 |
lemma DERIV_isconst_all: |
1141 |
fixes f :: "real => real" |
|
1142 |
shows "\<forall>x. DERIV f x :> 0 ==> f(x) = f(y)" |
|
1143 |
apply (rule linorder_cases [of x y]) |
|
1144 |
apply (blast intro: sym DERIV_isCont DERIV_isconst_end)+ |
|
1145 |
done |
|
1146 |
||
1147 |
lemma DERIV_const_ratio_const: |
|
21784
e76faa6e65fd
changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents:
21404
diff
changeset
|
1148 |
fixes f :: "real => real" |
e76faa6e65fd
changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents:
21404
diff
changeset
|
1149 |
shows "[|a \<noteq> b; \<forall>x. DERIV f x :> k |] ==> (f(b) - f(a)) = (b-a) * k" |
21164 | 1150 |
apply (rule linorder_cases [of a b], auto) |
1151 |
apply (drule_tac [!] f = f in MVT) |
|
1152 |
apply (auto dest: DERIV_isCont DERIV_unique simp add: differentiable_def) |
|
23477
f4b83f03cac9
tuned and renamed group_eq_simps and ring_eq_simps
nipkow
parents:
23441
diff
changeset
|
1153 |
apply (auto dest: DERIV_unique simp add: ring_distribs diff_minus) |
21164 | 1154 |
done |
1155 |
||
1156 |
lemma DERIV_const_ratio_const2: |
|
21784
e76faa6e65fd
changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents:
21404
diff
changeset
|
1157 |
fixes f :: "real => real" |
e76faa6e65fd
changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents:
21404
diff
changeset
|
1158 |
shows "[|a \<noteq> b; \<forall>x. DERIV f x :> k |] ==> (f(b) - f(a))/(b-a) = k" |
21164 | 1159 |
apply (rule_tac c1 = "b-a" in real_mult_right_cancel [THEN iffD1]) |
1160 |
apply (auto dest!: DERIV_const_ratio_const simp add: mult_assoc) |
|
1161 |
done |
|
1162 |
||
1163 |
lemma real_average_minus_first [simp]: "((a + b) /2 - a) = (b-a)/(2::real)" |
|
1164 |
by (simp) |
|
1165 |
||
1166 |
lemma real_average_minus_second [simp]: "((b + a)/2 - a) = (b-a)/(2::real)" |
|
1167 |
by (simp) |
|
1168 |
||
1169 |
text{*Gallileo's "trick": average velocity = av. of end velocities*} |
|
1170 |
||
1171 |
lemma DERIV_const_average: |
|
1172 |
fixes v :: "real => real" |
|
1173 |
assumes neq: "a \<noteq> (b::real)" |
|
1174 |
and der: "\<forall>x. DERIV v x :> k" |
|
1175 |
shows "v ((a + b)/2) = (v a + v b)/2" |
|
1176 |
proof (cases rule: linorder_cases [of a b]) |
|
1177 |
case equal with neq show ?thesis by simp |
|
1178 |
next |
|
1179 |
case less |
|
1180 |
have "(v b - v a) / (b - a) = k" |
|
1181 |
by (rule DERIV_const_ratio_const2 [OF neq der]) |
|
1182 |
hence "(b-a) * ((v b - v a) / (b-a)) = (b-a) * k" by simp |
|
1183 |
moreover have "(v ((a + b) / 2) - v a) / ((a + b) / 2 - a) = k" |
|
1184 |
by (rule DERIV_const_ratio_const2 [OF _ der], simp add: neq) |
|
1185 |
ultimately show ?thesis using neq by force |
|
1186 |
next |
|
1187 |
case greater |
|
1188 |
have "(v b - v a) / (b - a) = k" |
|
1189 |
by (rule DERIV_const_ratio_const2 [OF neq der]) |
|
1190 |
hence "(b-a) * ((v b - v a) / (b-a)) = (b-a) * k" by simp |
|
1191 |
moreover have " (v ((b + a) / 2) - v a) / ((b + a) / 2 - a) = k" |
|
1192 |
by (rule DERIV_const_ratio_const2 [OF _ der], simp add: neq) |
|
1193 |
ultimately show ?thesis using neq by (force simp add: add_commute) |
|
1194 |
qed |
|
1195 |
||
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1196 |
(* A function with positive derivative is increasing. |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1197 |
A simple proof using the MVT, by Jeremy Avigad. And variants. |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1198 |
*) |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1199 |
lemma DERIV_pos_imp_increasing: |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1200 |
fixes a::real and b::real and f::"real => real" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1201 |
assumes "a < b" and "\<forall>x. a \<le> x & x \<le> b --> (EX y. DERIV f x :> y & y > 0)" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1202 |
shows "f a < f b" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1203 |
proof (rule ccontr) |
41550 | 1204 |
assume f: "~ f a < f b" |
33690 | 1205 |
have "EX l z. a < z & z < b & DERIV f z :> l |
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1206 |
& f b - f a = (b - a) * l" |
33690 | 1207 |
apply (rule MVT) |
1208 |
using assms |
|
1209 |
apply auto |
|
1210 |
apply (metis DERIV_isCont) |
|
36777
be5461582d0f
avoid using real-specific versions of generic lemmas
huffman
parents:
35216
diff
changeset
|
1211 |
apply (metis differentiableI less_le) |
33690 | 1212 |
done |
41550 | 1213 |
then obtain l z where z: "a < z" "z < b" "DERIV f z :> l" |
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1214 |
and "f b - f a = (b - a) * l" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1215 |
by auto |
41550 | 1216 |
with assms f have "~(l > 0)" |
36777
be5461582d0f
avoid using real-specific versions of generic lemmas
huffman
parents:
35216
diff
changeset
|
1217 |
by (metis linorder_not_le mult_le_0_iff diff_le_0_iff_le) |
41550 | 1218 |
with assms z show False |
36777
be5461582d0f
avoid using real-specific versions of generic lemmas
huffman
parents:
35216
diff
changeset
|
1219 |
by (metis DERIV_unique less_le) |
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1220 |
qed |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1221 |
|
45791 | 1222 |
lemma DERIV_nonneg_imp_nondecreasing: |
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1223 |
fixes a::real and b::real and f::"real => real" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1224 |
assumes "a \<le> b" and |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1225 |
"\<forall>x. a \<le> x & x \<le> b --> (\<exists>y. DERIV f x :> y & y \<ge> 0)" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1226 |
shows "f a \<le> f b" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1227 |
proof (rule ccontr, cases "a = b") |
41550 | 1228 |
assume "~ f a \<le> f b" and "a = b" |
1229 |
then show False by auto |
|
37891 | 1230 |
next |
1231 |
assume A: "~ f a \<le> f b" |
|
1232 |
assume B: "a ~= b" |
|
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1233 |
with assms have "EX l z. a < z & z < b & DERIV f z :> l |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1234 |
& f b - f a = (b - a) * l" |
33690 | 1235 |
apply - |
1236 |
apply (rule MVT) |
|
1237 |
apply auto |
|
1238 |
apply (metis DERIV_isCont) |
|
36777
be5461582d0f
avoid using real-specific versions of generic lemmas
huffman
parents:
35216
diff
changeset
|
1239 |
apply (metis differentiableI less_le) |
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1240 |
done |
41550 | 1241 |
then obtain l z where z: "a < z" "z < b" "DERIV f z :> l" |
37891 | 1242 |
and C: "f b - f a = (b - a) * l" |
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1243 |
by auto |
37891 | 1244 |
with A have "a < b" "f b < f a" by auto |
1245 |
with C have "\<not> l \<ge> 0" by (auto simp add: not_le algebra_simps) |
|
45051
c478d1876371
discontinued legacy theorem names from RealDef.thy
huffman
parents:
44921
diff
changeset
|
1246 |
(metis A add_le_cancel_right assms(1) less_eq_real_def mult_right_mono add_left_mono linear order_refl) |
41550 | 1247 |
with assms z show False |
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1248 |
by (metis DERIV_unique order_less_imp_le) |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1249 |
qed |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1250 |
|
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1251 |
lemma DERIV_neg_imp_decreasing: |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1252 |
fixes a::real and b::real and f::"real => real" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1253 |
assumes "a < b" and |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1254 |
"\<forall>x. a \<le> x & x \<le> b --> (\<exists>y. DERIV f x :> y & y < 0)" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1255 |
shows "f a > f b" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1256 |
proof - |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1257 |
have "(%x. -f x) a < (%x. -f x) b" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1258 |
apply (rule DERIV_pos_imp_increasing [of a b "%x. -f x"]) |
33690 | 1259 |
using assms |
1260 |
apply auto |
|
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1261 |
apply (metis DERIV_minus neg_0_less_iff_less) |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1262 |
done |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1263 |
thus ?thesis |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1264 |
by simp |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1265 |
qed |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1266 |
|
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1267 |
lemma DERIV_nonpos_imp_nonincreasing: |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1268 |
fixes a::real and b::real and f::"real => real" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1269 |
assumes "a \<le> b" and |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1270 |
"\<forall>x. a \<le> x & x \<le> b --> (\<exists>y. DERIV f x :> y & y \<le> 0)" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1271 |
shows "f a \<ge> f b" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1272 |
proof - |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1273 |
have "(%x. -f x) a \<le> (%x. -f x) b" |
45791 | 1274 |
apply (rule DERIV_nonneg_imp_nondecreasing [of a b "%x. -f x"]) |
33690 | 1275 |
using assms |
1276 |
apply auto |
|
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1277 |
apply (metis DERIV_minus neg_0_le_iff_le) |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1278 |
done |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1279 |
thus ?thesis |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1280 |
by simp |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1281 |
qed |
21164 | 1282 |
|
29975 | 1283 |
subsection {* Continuous injective functions *} |
1284 |
||
21164 | 1285 |
text{*Dull lemma: an continuous injection on an interval must have a |
1286 |
strict maximum at an end point, not in the middle.*} |
|
1287 |
||
1288 |
lemma lemma_isCont_inj: |
|
1289 |
fixes f :: "real \<Rightarrow> real" |
|
1290 |
assumes d: "0 < d" |
|
1291 |
and inj [rule_format]: "\<forall>z. \<bar>z-x\<bar> \<le> d --> g(f z) = z" |
|
1292 |
and cont: "\<forall>z. \<bar>z-x\<bar> \<le> d --> isCont f z" |
|
1293 |
shows "\<exists>z. \<bar>z-x\<bar> \<le> d & f x < f z" |
|
1294 |
proof (rule ccontr) |
|
1295 |
assume "~ (\<exists>z. \<bar>z-x\<bar> \<le> d & f x < f z)" |
|
1296 |
hence all [rule_format]: "\<forall>z. \<bar>z - x\<bar> \<le> d --> f z \<le> f x" by auto |
|
1297 |
show False |
|
1298 |
proof (cases rule: linorder_le_cases [of "f(x-d)" "f(x+d)"]) |
|
1299 |
case le |
|
1300 |
from d cont all [of "x+d"] |
|
1301 |
have flef: "f(x+d) \<le> f x" |
|
1302 |
and xlex: "x - d \<le> x" |
|
1303 |
and cont': "\<forall>z. x - d \<le> z \<and> z \<le> x \<longrightarrow> isCont f z" |
|
1304 |
by (auto simp add: abs_if) |
|
1305 |
from IVT [OF le flef xlex cont'] |
|
1306 |
obtain x' where "x-d \<le> x'" "x' \<le> x" "f x' = f(x+d)" by blast |
|
1307 |
moreover |
|
1308 |
hence "g(f x') = g (f(x+d))" by simp |
|
1309 |
ultimately show False using d inj [of x'] inj [of "x+d"] |
|
22998 | 1310 |
by (simp add: abs_le_iff) |
21164 | 1311 |
next |
1312 |
case ge |
|
1313 |
from d cont all [of "x-d"] |
|
1314 |
have flef: "f(x-d) \<le> f x" |
|
1315 |
and xlex: "x \<le> x+d" |
|
1316 |
and cont': "\<forall>z. x \<le> z \<and> z \<le> x+d \<longrightarrow> isCont f z" |
|
1317 |
by (auto simp add: abs_if) |
|
1318 |
from IVT2 [OF ge flef xlex cont'] |
|
1319 |
obtain x' where "x \<le> x'" "x' \<le> x+d" "f x' = f(x-d)" by blast |
|
1320 |
moreover |
|
1321 |
hence "g(f x') = g (f(x-d))" by simp |
|
1322 |
ultimately show False using d inj [of x'] inj [of "x-d"] |
|
22998 | 1323 |
by (simp add: abs_le_iff) |
21164 | 1324 |
qed |
1325 |
qed |
|
1326 |
||
1327 |
||
1328 |
text{*Similar version for lower bound.*} |
|
1329 |
||
1330 |
lemma lemma_isCont_inj2: |
|
1331 |
fixes f g :: "real \<Rightarrow> real" |
|
1332 |
shows "[|0 < d; \<forall>z. \<bar>z-x\<bar> \<le> d --> g(f z) = z; |
|
1333 |
\<forall>z. \<bar>z-x\<bar> \<le> d --> isCont f z |] |
|
1334 |
==> \<exists>z. \<bar>z-x\<bar> \<le> d & f z < f x" |
|
1335 |
apply (insert lemma_isCont_inj |
|
1336 |
[where f = "%x. - f x" and g = "%y. g(-y)" and x = x and d = d]) |
|
44233 | 1337 |
apply (simp add: linorder_not_le) |
21164 | 1338 |
done |
1339 |
||
1340 |
text{*Show there's an interval surrounding @{term "f(x)"} in |
|
1341 |
@{text "f[[x - d, x + d]]"} .*} |
|
1342 |
||
1343 |
lemma isCont_inj_range: |
|
1344 |
fixes f :: "real \<Rightarrow> real" |
|
1345 |
assumes d: "0 < d" |
|
1346 |
and inj: "\<forall>z. \<bar>z-x\<bar> \<le> d --> g(f z) = z" |
|
1347 |
and cont: "\<forall>z. \<bar>z-x\<bar> \<le> d --> isCont f z" |
|
1348 |
shows "\<exists>e>0. \<forall>y. \<bar>y - f x\<bar> \<le> e --> (\<exists>z. \<bar>z-x\<bar> \<le> d & f z = y)" |
|
1349 |
proof - |
|
1350 |
have "x-d \<le> x+d" "\<forall>z. x-d \<le> z \<and> z \<le> x+d \<longrightarrow> isCont f z" using cont d |
|
22998 | 1351 |
by (auto simp add: abs_le_iff) |
21164 | 1352 |
from isCont_Lb_Ub [OF this] |
1353 |
obtain L M |
|
1354 |
where all1 [rule_format]: "\<forall>z. x-d \<le> z \<and> z \<le> x+d \<longrightarrow> L \<le> f z \<and> f z \<le> M" |
|
1355 |
and all2 [rule_format]: |
|
1356 |
"\<forall>y. L \<le> y \<and> y \<le> M \<longrightarrow> (\<exists>z. x-d \<le> z \<and> z \<le> x+d \<and> f z = y)" |
|
1357 |
by auto |
|
1358 |
with d have "L \<le> f x & f x \<le> M" by simp |
|
1359 |
moreover have "L \<noteq> f x" |
|
1360 |
proof - |
|
1361 |
from lemma_isCont_inj2 [OF d inj cont] |
|
1362 |
obtain u where "\<bar>u - x\<bar> \<le> d" "f u < f x" by auto |
|
1363 |
thus ?thesis using all1 [of u] by arith |
|
1364 |
qed |
|
1365 |
moreover have "f x \<noteq> M" |
|
1366 |
proof - |
|
1367 |
from lemma_isCont_inj [OF d inj cont] |
|
1368 |
obtain u where "\<bar>u - x\<bar> \<le> d" "f x < f u" by auto |
|
1369 |
thus ?thesis using all1 [of u] by arith |
|
1370 |
qed |
|
1371 |
ultimately have "L < f x & f x < M" by arith |
|
1372 |
hence "0 < f x - L" "0 < M - f x" by arith+ |
|
1373 |
from real_lbound_gt_zero [OF this] |
|
1374 |
obtain e where e: "0 < e" "e < f x - L" "e < M - f x" by auto |
|
1375 |
thus ?thesis |
|
1376 |
proof (intro exI conjI) |
|
23441 | 1377 |
show "0<e" using e(1) . |
21164 | 1378 |
show "\<forall>y. \<bar>y - f x\<bar> \<le> e \<longrightarrow> (\<exists>z. \<bar>z - x\<bar> \<le> d \<and> f z = y)" |
1379 |
proof (intro strip) |
|
1380 |
fix y::real |
|
1381 |
assume "\<bar>y - f x\<bar> \<le> e" |
|
1382 |
with e have "L \<le> y \<and> y \<le> M" by arith |
|
1383 |
from all2 [OF this] |
|
1384 |
obtain z where "x - d \<le> z" "z \<le> x + d" "f z = y" by blast |
|
27668 | 1385 |
thus "\<exists>z. \<bar>z - x\<bar> \<le> d \<and> f z = y" |
22998 | 1386 |
by (force simp add: abs_le_iff) |
21164 | 1387 |
qed |
1388 |
qed |
|
1389 |
qed |
|
1390 |
||
1391 |
||
1392 |
text{*Continuity of inverse function*} |
|
1393 |
||
1394 |
lemma isCont_inverse_function: |
|
1395 |
fixes f g :: "real \<Rightarrow> real" |
|
1396 |
assumes d: "0 < d" |
|
1397 |
and inj: "\<forall>z. \<bar>z-x\<bar> \<le> d --> g(f z) = z" |
|
1398 |
and cont: "\<forall>z. \<bar>z-x\<bar> \<le> d --> isCont f z" |
|
1399 |
shows "isCont g (f x)" |
|
1400 |
proof (simp add: isCont_iff LIM_eq) |
|
1401 |
show "\<forall>r. 0 < r \<longrightarrow> |
|
1402 |
(\<exists>s>0. \<forall>z. z\<noteq>0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>g(f x + z) - g(f x)\<bar> < r)" |
|
1403 |
proof (intro strip) |
|
1404 |
fix r::real |
|
1405 |
assume r: "0<r" |
|
1406 |
from real_lbound_gt_zero [OF r d] |
|
1407 |
obtain e where e: "0 < e" and e_lt: "e < r \<and> e < d" by blast |
|
1408 |
with inj cont |
|
1409 |
have e_simps: "\<forall>z. \<bar>z-x\<bar> \<le> e --> g (f z) = z" |
|
1410 |
"\<forall>z. \<bar>z-x\<bar> \<le> e --> isCont f z" by auto |
|
1411 |
from isCont_inj_range [OF e this] |
|
1412 |
obtain e' where e': "0 < e'" |
|
1413 |
and all: "\<forall>y. \<bar>y - f x\<bar> \<le> e' \<longrightarrow> (\<exists>z. \<bar>z - x\<bar> \<le> e \<and> f z = y)" |
|
1414 |
by blast |
|
1415 |
show "\<exists>s>0. \<forall>z. z\<noteq>0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>g(f x + z) - g(f x)\<bar> < r" |
|
1416 |
proof (intro exI conjI) |
|
23441 | 1417 |
show "0<e'" using e' . |
21164 | 1418 |
show "\<forall>z. z \<noteq> 0 \<and> \<bar>z\<bar> < e' \<longrightarrow> \<bar>g (f x + z) - g (f x)\<bar> < r" |
1419 |
proof (intro strip) |
|
1420 |
fix z::real |
|
1421 |
assume z: "z \<noteq> 0 \<and> \<bar>z\<bar> < e'" |
|
1422 |
with e e_lt e_simps all [rule_format, of "f x + z"] |
|
1423 |
show "\<bar>g (f x + z) - g (f x)\<bar> < r" by force |
|
1424 |
qed |
|
1425 |
qed |
|
1426 |
qed |
|
1427 |
qed |
|
1428 |
||
23041 | 1429 |
text {* Derivative of inverse function *} |
1430 |
||
1431 |
lemma DERIV_inverse_function: |
|
1432 |
fixes f g :: "real \<Rightarrow> real" |
|
1433 |
assumes der: "DERIV f (g x) :> D" |
|
1434 |
assumes neq: "D \<noteq> 0" |
|
23044 | 1435 |
assumes a: "a < x" and b: "x < b" |
1436 |
assumes inj: "\<forall>y. a < y \<and> y < b \<longrightarrow> f (g y) = y" |
|
23041 | 1437 |
assumes cont: "isCont g x" |
1438 |
shows "DERIV g x :> inverse D" |
|
1439 |
unfolding DERIV_iff2 |
|
23044 | 1440 |
proof (rule LIM_equal2) |
1441 |
show "0 < min (x - a) (b - x)" |
|
27668 | 1442 |
using a b by arith |
23044 | 1443 |
next |
23041 | 1444 |
fix y |
23044 | 1445 |
assume "norm (y - x) < min (x - a) (b - x)" |
27668 | 1446 |
hence "a < y" and "y < b" |
23044 | 1447 |
by (simp_all add: abs_less_iff) |
23041 | 1448 |
thus "(g y - g x) / (y - x) = |
1449 |
inverse ((f (g y) - x) / (g y - g x))" |
|
1450 |
by (simp add: inj) |
|
1451 |
next |
|
1452 |
have "(\<lambda>z. (f z - f (g x)) / (z - g x)) -- g x --> D" |
|
1453 |
by (rule der [unfolded DERIV_iff2]) |
|
1454 |
hence 1: "(\<lambda>z. (f z - x) / (z - g x)) -- g x --> D" |
|
23044 | 1455 |
using inj a b by simp |
23041 | 1456 |
have 2: "\<exists>d>0. \<forall>y. y \<noteq> x \<and> norm (y - x) < d \<longrightarrow> g y \<noteq> g x" |
1457 |
proof (safe intro!: exI) |
|
23044 | 1458 |
show "0 < min (x - a) (b - x)" |
1459 |
using a b by simp |
|
23041 | 1460 |
next |
1461 |
fix y |
|
23044 | 1462 |
assume "norm (y - x) < min (x - a) (b - x)" |
1463 |
hence y: "a < y" "y < b" |
|
1464 |
by (simp_all add: abs_less_iff) |
|
23041 | 1465 |
assume "g y = g x" |
1466 |
hence "f (g y) = f (g x)" by simp |
|
23044 | 1467 |
hence "y = x" using inj y a b by simp |
23041 | 1468 |
also assume "y \<noteq> x" |
1469 |
finally show False by simp |
|
1470 |
qed |
|
1471 |
have "(\<lambda>y. (f (g y) - x) / (g y - g x)) -- x --> D" |
|
1472 |
using cont 1 2 by (rule isCont_LIM_compose2) |
|
1473 |
thus "(\<lambda>y. inverse ((f (g y) - x) / (g y - g x))) |
|
1474 |
-- x --> inverse D" |
|
44568
e6f291cb5810
discontinue many legacy theorems about LIM and LIMSEQ, in favor of tendsto theorems
huffman
parents:
44317
diff
changeset
|
1475 |
using neq by (rule tendsto_inverse) |
23041 | 1476 |
qed |
1477 |
||
29975 | 1478 |
|
1479 |
subsection {* Generalized Mean Value Theorem *} |
|
1480 |
||
21164 | 1481 |
theorem GMVT: |
21784
e76faa6e65fd
changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents:
21404
diff
changeset
|
1482 |
fixes a b :: real |
21164 | 1483 |
assumes alb: "a < b" |
41550 | 1484 |
and fc: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x" |
1485 |
and fd: "\<forall>x. a < x \<and> x < b \<longrightarrow> f differentiable x" |
|
1486 |
and gc: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont g x" |
|
1487 |
and gd: "\<forall>x. a < x \<and> x < b \<longrightarrow> g differentiable x" |
|
21164 | 1488 |
shows "\<exists>g'c f'c c. DERIV g c :> g'c \<and> DERIV f c :> f'c \<and> a < c \<and> c < b \<and> ((f b - f a) * g'c) = ((g b - g a) * f'c)" |
1489 |
proof - |
|
1490 |
let ?h = "\<lambda>x. (f b - f a)*(g x) - (g b - g a)*(f x)" |
|
41550 | 1491 |
from assms have "a < b" by simp |
21164 | 1492 |
moreover have "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?h x" |
44233 | 1493 |
using fc gc by simp |
1494 |
moreover have "\<forall>x. a < x \<and> x < b \<longrightarrow> ?h differentiable x" |
|
1495 |
using fd gd by simp |
|
21164 | 1496 |
ultimately have "\<exists>l z. a < z \<and> z < b \<and> DERIV ?h z :> l \<and> ?h b - ?h a = (b - a) * l" by (rule MVT) |
1497 |
then obtain l where ldef: "\<exists>z. a < z \<and> z < b \<and> DERIV ?h z :> l \<and> ?h b - ?h a = (b - a) * l" .. |
|
1498 |
then obtain c where cdef: "a < c \<and> c < b \<and> DERIV ?h c :> l \<and> ?h b - ?h a = (b - a) * l" .. |
|
1499 |
||
1500 |
from cdef have cint: "a < c \<and> c < b" by auto |
|
1501 |
with gd have "g differentiable c" by simp |
|
1502 |
hence "\<exists>D. DERIV g c :> D" by (rule differentiableD) |
|
1503 |
then obtain g'c where g'cdef: "DERIV g c :> g'c" .. |
|
1504 |
||
1505 |
from cdef have "a < c \<and> c < b" by auto |
|
1506 |
with fd have "f differentiable c" by simp |
|
1507 |
hence "\<exists>D. DERIV f c :> D" by (rule differentiableD) |
|
1508 |
then obtain f'c where f'cdef: "DERIV f c :> f'c" .. |
|
1509 |
||
1510 |
from cdef have "DERIV ?h c :> l" by auto |
|
41368 | 1511 |
moreover have "DERIV ?h c :> g'c * (f b - f a) - f'c * (g b - g a)" |
1512 |
using g'cdef f'cdef by (auto intro!: DERIV_intros) |
|
21164 | 1513 |
ultimately have leq: "l = g'c * (f b - f a) - f'c * (g b - g a)" by (rule DERIV_unique) |
1514 |
||
1515 |
{ |
|
1516 |
from cdef have "?h b - ?h a = (b - a) * l" by auto |
|
1517 |
also with leq have "\<dots> = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" by simp |
|
1518 |
finally have "?h b - ?h a = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" by simp |
|
1519 |
} |
|
1520 |
moreover |
|
1521 |
{ |
|
1522 |
have "?h b - ?h a = |
|
1523 |
((f b)*(g b) - (f a)*(g b) - (g b)*(f b) + (g a)*(f b)) - |
|
1524 |
((f b)*(g a) - (f a)*(g a) - (g b)*(f a) + (g a)*(f a))" |
|
29667 | 1525 |
by (simp add: algebra_simps) |
21164 | 1526 |
hence "?h b - ?h a = 0" by auto |
1527 |
} |
|
1528 |
ultimately have "(b - a) * (g'c * (f b - f a) - f'c * (g b - g a)) = 0" by auto |
|
1529 |
with alb have "g'c * (f b - f a) - f'c * (g b - g a) = 0" by simp |
|
1530 |
hence "g'c * (f b - f a) = f'c * (g b - g a)" by simp |
|
1531 |
hence "(f b - f a) * g'c = (g b - g a) * f'c" by (simp add: mult_ac) |
|
1532 |
||
1533 |
with g'cdef f'cdef cint show ?thesis by auto |
|
1534 |
qed |
|
1535 |
||
29470
1851088a1f87
convert Deriv.thy to use new Polynomial library (incomplete)
huffman
parents:
29169
diff
changeset
|
1536 |
|
29166
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1537 |
subsection {* Theorems about Limits *} |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1538 |
|
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1539 |
(* need to rename second isCont_inverse *) |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1540 |
|
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1541 |
lemma isCont_inv_fun: |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1542 |
fixes f g :: "real \<Rightarrow> real" |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1543 |
shows "[| 0 < d; \<forall>z. \<bar>z - x\<bar> \<le> d --> g(f(z)) = z; |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1544 |
\<forall>z. \<bar>z - x\<bar> \<le> d --> isCont f z |] |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1545 |
==> isCont g (f x)" |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1546 |
by (rule isCont_inverse_function) |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1547 |
|
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1548 |
lemma isCont_inv_fun_inv: |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1549 |
fixes f g :: "real \<Rightarrow> real" |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1550 |
shows "[| 0 < d; |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1551 |
\<forall>z. \<bar>z - x\<bar> \<le> d --> g(f(z)) = z; |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1552 |
\<forall>z. \<bar>z - x\<bar> \<le> d --> isCont f z |] |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1553 |
==> \<exists>e. 0 < e & |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1554 |
(\<forall>y. 0 < \<bar>y - f(x)\<bar> & \<bar>y - f(x)\<bar> < e --> f(g(y)) = y)" |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1555 |
apply (drule isCont_inj_range) |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1556 |
prefer 2 apply (assumption, assumption, auto) |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1557 |
apply (rule_tac x = e in exI, auto) |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1558 |
apply (rotate_tac 2) |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1559 |
apply (drule_tac x = y in spec, auto) |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1560 |
done |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1561 |
|
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1562 |
|
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1563 |
text{*Bartle/Sherbert: Introduction to Real Analysis, Theorem 4.2.9, p. 110*} |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1564 |
lemma LIM_fun_gt_zero: |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1565 |
"[| f -- c --> (l::real); 0 < l |] |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1566 |
==> \<exists>r. 0 < r & (\<forall>x::real. x \<noteq> c & \<bar>c - x\<bar> < r --> 0 < f x)" |
44209 | 1567 |
apply (drule (1) LIM_D, clarify) |
29166
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1568 |
apply (rule_tac x = s in exI) |
44209 | 1569 |
apply (simp add: abs_less_iff) |
29166
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1570 |
done |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1571 |
|
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1572 |
lemma LIM_fun_less_zero: |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1573 |
"[| f -- c --> (l::real); l < 0 |] |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1574 |
==> \<exists>r. 0 < r & (\<forall>x::real. x \<noteq> c & \<bar>c - x\<bar> < r --> f x < 0)" |
44209 | 1575 |
apply (drule LIM_D [where r="-l"], simp, clarify) |
29166
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1576 |
apply (rule_tac x = s in exI) |
44209 | 1577 |
apply (simp add: abs_less_iff) |
29166
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1578 |
done |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1579 |
|
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1580 |
lemma LIM_fun_not_zero: |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1581 |
"[| f -- c --> (l::real); l \<noteq> 0 |] |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1582 |
==> \<exists>r. 0 < r & (\<forall>x::real. x \<noteq> c & \<bar>c - x\<bar> < r --> f x \<noteq> 0)" |
44209 | 1583 |
apply (rule linorder_cases [of l 0]) |
1584 |
apply (drule (1) LIM_fun_less_zero, force) |
|
1585 |
apply simp |
|
1586 |
apply (drule (1) LIM_fun_gt_zero, force) |
|
29166
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1587 |
done |
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
huffman
parents:
28952
diff
changeset
|
1588 |
|
50327 | 1589 |
lemma GMVT': |
1590 |
fixes f g :: "real \<Rightarrow> real" |
|
1591 |
assumes "a < b" |
|
1592 |
assumes isCont_f: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont f z" |
|
1593 |
assumes isCont_g: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont g z" |
|
1594 |
assumes DERIV_g: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV g z :> (g' z)" |
|
1595 |
assumes DERIV_f: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV f z :> (f' z)" |
|
1596 |
shows "\<exists>c. a < c \<and> c < b \<and> (f b - f a) * g' c = (g b - g a) * f' c" |
|
1597 |
proof - |
|
1598 |
have "\<exists>g'c f'c c. DERIV g c :> g'c \<and> DERIV f c :> f'c \<and> |
|
1599 |
a < c \<and> c < b \<and> (f b - f a) * g'c = (g b - g a) * f'c" |
|
1600 |
using assms by (intro GMVT) (force simp: differentiable_def)+ |
|
1601 |
then obtain c where "a < c" "c < b" "(f b - f a) * g' c = (g b - g a) * f' c" |
|
1602 |
using DERIV_f DERIV_g by (force dest: DERIV_unique) |
|
1603 |
then show ?thesis |
|
1604 |
by auto |
|
1605 |
qed |
|
1606 |
||
50329 | 1607 |
lemma DERIV_cong_ev: "x = y \<Longrightarrow> eventually (\<lambda>x. f x = g x) (nhds x) \<Longrightarrow> u = v \<Longrightarrow> |
1608 |
DERIV f x :> u \<longleftrightarrow> DERIV g y :> v" |
|
1609 |
unfolding DERIV_iff2 |
|
1610 |
proof (rule filterlim_cong) |
|
1611 |
assume "eventually (\<lambda>x. f x = g x) (nhds x)" |
|
1612 |
moreover then have "f x = g x" by (auto simp: eventually_nhds) |
|
1613 |
moreover assume "x = y" "u = v" |
|
1614 |
ultimately show "eventually (\<lambda>xa. (f xa - f x) / (xa - x) = (g xa - g y) / (xa - y)) (at x)" |
|
1615 |
by (auto simp: eventually_within at_def elim: eventually_elim1) |
|
1616 |
qed simp_all |
|
1617 |
||
50330
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1618 |
lemma DERIV_shift: |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1619 |
"(DERIV f (x + z) :> y) \<longleftrightarrow> (DERIV (\<lambda>x. f (x + z)) x :> y)" |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1620 |
by (simp add: DERIV_iff field_simps) |
50329 | 1621 |
|
50330
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1622 |
lemma DERIV_mirror: |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1623 |
"(DERIV f (- x) :> y) \<longleftrightarrow> (DERIV (\<lambda>x. f (- x::real) :: real) x :> - y)" |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1624 |
by (simp add: deriv_def filterlim_at_split filterlim_at_left_to_right |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1625 |
tendsto_minus_cancel_left field_simps conj_commute) |
50329 | 1626 |
|
50327 | 1627 |
lemma lhopital_right_0: |
50329 | 1628 |
fixes f0 g0 :: "real \<Rightarrow> real" |
1629 |
assumes f_0: "(f0 ---> 0) (at_right 0)" |
|
1630 |
assumes g_0: "(g0 ---> 0) (at_right 0)" |
|
50327 | 1631 |
assumes ev: |
50329 | 1632 |
"eventually (\<lambda>x. g0 x \<noteq> 0) (at_right 0)" |
50327 | 1633 |
"eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)" |
50329 | 1634 |
"eventually (\<lambda>x. DERIV f0 x :> f' x) (at_right 0)" |
1635 |
"eventually (\<lambda>x. DERIV g0 x :> g' x) (at_right 0)" |
|
50327 | 1636 |
assumes lim: "((\<lambda> x. (f' x / g' x)) ---> x) (at_right 0)" |
50329 | 1637 |
shows "((\<lambda> x. f0 x / g0 x) ---> x) (at_right 0)" |
50327 | 1638 |
proof - |
50329 | 1639 |
def f \<equiv> "\<lambda>x. if x \<le> 0 then 0 else f0 x" |
1640 |
then have "f 0 = 0" by simp |
|
1641 |
||
1642 |
def g \<equiv> "\<lambda>x. if x \<le> 0 then 0 else g0 x" |
|
1643 |
then have "g 0 = 0" by simp |
|
1644 |
||
1645 |
have "eventually (\<lambda>x. g0 x \<noteq> 0 \<and> g' x \<noteq> 0 \<and> |
|
1646 |
DERIV f0 x :> (f' x) \<and> DERIV g0 x :> (g' x)) (at_right 0)" |
|
1647 |
using ev by eventually_elim auto |
|
1648 |
then obtain a where [arith]: "0 < a" |
|
1649 |
and g0_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g0 x \<noteq> 0" |
|
50327 | 1650 |
and g'_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g' x \<noteq> 0" |
50329 | 1651 |
and f0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV f0 x :> (f' x)" |
1652 |
and g0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV g0 x :> (g' x)" |
|
50327 | 1653 |
unfolding eventually_within eventually_at by (auto simp: dist_real_def) |
1654 |
||
50329 | 1655 |
have g_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g x \<noteq> 0" |
1656 |
using g0_neq_0 by (simp add: g_def) |
|
1657 |
||
1658 |
{ fix x assume x: "0 < x" "x < a" then have "DERIV f x :> (f' x)" |
|
1659 |
by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ f0[OF x]]) |
|
1660 |
(auto simp: f_def eventually_nhds_metric dist_real_def intro!: exI[of _ x]) } |
|
1661 |
note f = this |
|
1662 |
||
1663 |
{ fix x assume x: "0 < x" "x < a" then have "DERIV g x :> (g' x)" |
|
1664 |
by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ g0[OF x]]) |
|
1665 |
(auto simp: g_def eventually_nhds_metric dist_real_def intro!: exI[of _ x]) } |
|
1666 |
note g = this |
|
1667 |
||
1668 |
have "isCont f 0" |
|
1669 |
using tendsto_const[of "0::real" "at 0"] f_0 |
|
1670 |
unfolding isCont_def f_def |
|
1671 |
by (intro filterlim_split_at_real) |
|
1672 |
(auto elim: eventually_elim1 |
|
1673 |
simp add: filterlim_def le_filter_def eventually_within eventually_filtermap) |
|
1674 |
||
1675 |
have "isCont g 0" |
|
1676 |
using tendsto_const[of "0::real" "at 0"] g_0 |
|
1677 |
unfolding isCont_def g_def |
|
1678 |
by (intro filterlim_split_at_real) |
|
1679 |
(auto elim: eventually_elim1 |
|
1680 |
simp add: filterlim_def le_filter_def eventually_within eventually_filtermap) |
|
1681 |
||
50327 | 1682 |
have "\<exists>\<zeta>. \<forall>x\<in>{0 <..< a}. 0 < \<zeta> x \<and> \<zeta> x < x \<and> f x / g x = f' (\<zeta> x) / g' (\<zeta> x)" |
1683 |
proof (rule bchoice, rule) |
|
1684 |
fix x assume "x \<in> {0 <..< a}" |
|
1685 |
then have x[arith]: "0 < x" "x < a" by auto |
|
1686 |
with g'_neq_0 g_neq_0 `g 0 = 0` have g': "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> 0 \<noteq> g' x" "g 0 \<noteq> g x" |
|
1687 |
by auto |
|
50328 | 1688 |
have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont f x" |
1689 |
using `isCont f 0` f by (auto intro: DERIV_isCont simp: le_less) |
|
1690 |
moreover have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont g x" |
|
1691 |
using `isCont g 0` g by (auto intro: DERIV_isCont simp: le_less) |
|
1692 |
ultimately have "\<exists>c. 0 < c \<and> c < x \<and> (f x - f 0) * g' c = (g x - g 0) * f' c" |
|
1693 |
using f g `x < a` by (intro GMVT') auto |
|
50327 | 1694 |
then guess c .. |
1695 |
moreover |
|
1696 |
with g'(1)[of c] g'(2) have "(f x - f 0) / (g x - g 0) = f' c / g' c" |
|
1697 |
by (simp add: field_simps) |
|
1698 |
ultimately show "\<exists>y. 0 < y \<and> y < x \<and> f x / g x = f' y / g' y" |
|
1699 |
using `f 0 = 0` `g 0 = 0` by (auto intro!: exI[of _ c]) |
|
1700 |
qed |
|
1701 |
then guess \<zeta> .. |
|
1702 |
then have \<zeta>: "eventually (\<lambda>x. 0 < \<zeta> x \<and> \<zeta> x < x \<and> f x / g x = f' (\<zeta> x) / g' (\<zeta> x)) (at_right 0)" |
|
1703 |
unfolding eventually_within eventually_at by (intro exI[of _ a]) (auto simp: dist_real_def) |
|
1704 |
moreover |
|
1705 |
from \<zeta> have "eventually (\<lambda>x. norm (\<zeta> x) \<le> x) (at_right 0)" |
|
1706 |
by eventually_elim auto |
|
1707 |
then have "((\<lambda>x. norm (\<zeta> x)) ---> 0) (at_right 0)" |
|
1708 |
by (rule_tac real_tendsto_sandwich[where f="\<lambda>x. 0" and h="\<lambda>x. x"]) |
|
1709 |
(auto intro: tendsto_const tendsto_ident_at_within) |
|
1710 |
then have "(\<zeta> ---> 0) (at_right 0)" |
|
1711 |
by (rule tendsto_norm_zero_cancel) |
|
1712 |
with \<zeta> have "filterlim \<zeta> (at_right 0) (at_right 0)" |
|
1713 |
by (auto elim!: eventually_elim1 simp: filterlim_within filterlim_at) |
|
1714 |
from this lim have "((\<lambda>t. f' (\<zeta> t) / g' (\<zeta> t)) ---> x) (at_right 0)" |
|
1715 |
by (rule_tac filterlim_compose[of _ _ _ \<zeta>]) |
|
50329 | 1716 |
ultimately have "((\<lambda>t. f t / g t) ---> x) (at_right 0)" (is ?P) |
50328 | 1717 |
by (rule_tac filterlim_cong[THEN iffD1, OF refl refl]) |
1718 |
(auto elim: eventually_elim1) |
|
50329 | 1719 |
also have "?P \<longleftrightarrow> ?thesis" |
1720 |
by (rule filterlim_cong) (auto simp: f_def g_def eventually_within) |
|
1721 |
finally show ?thesis . |
|
50327 | 1722 |
qed |
1723 |
||
50330
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1724 |
lemma lhopital_right: |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1725 |
"((f::real \<Rightarrow> real) ---> 0) (at_right x) \<Longrightarrow> (g ---> 0) (at_right x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1726 |
eventually (\<lambda>x. g x \<noteq> 0) (at_right x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1727 |
eventually (\<lambda>x. g' x \<noteq> 0) (at_right x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1728 |
eventually (\<lambda>x. DERIV f x :> f' x) (at_right x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1729 |
eventually (\<lambda>x. DERIV g x :> g' x) (at_right x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1730 |
((\<lambda> x. (f' x / g' x)) ---> y) (at_right x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1731 |
((\<lambda> x. f x / g x) ---> y) (at_right x)" |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1732 |
unfolding eventually_at_right_to_0[of _ x] filterlim_at_right_to_0[of _ _ x] DERIV_shift |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1733 |
by (rule lhopital_right_0) |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1734 |
|
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1735 |
lemma lhopital_left: |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1736 |
"((f::real \<Rightarrow> real) ---> 0) (at_left x) \<Longrightarrow> (g ---> 0) (at_left x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1737 |
eventually (\<lambda>x. g x \<noteq> 0) (at_left x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1738 |
eventually (\<lambda>x. g' x \<noteq> 0) (at_left x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1739 |
eventually (\<lambda>x. DERIV f x :> f' x) (at_left x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1740 |
eventually (\<lambda>x. DERIV g x :> g' x) (at_left x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1741 |
((\<lambda> x. (f' x / g' x)) ---> y) (at_left x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1742 |
((\<lambda> x. f x / g x) ---> y) (at_left x)" |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1743 |
unfolding eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1744 |
by (rule lhopital_right[where f'="\<lambda>x. - f' (- x)"]) (auto simp: DERIV_mirror) |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1745 |
|
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1746 |
lemma lhopital: |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1747 |
"((f::real \<Rightarrow> real) ---> 0) (at x) \<Longrightarrow> (g ---> 0) (at x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1748 |
eventually (\<lambda>x. g x \<noteq> 0) (at x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1749 |
eventually (\<lambda>x. g' x \<noteq> 0) (at x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1750 |
eventually (\<lambda>x. DERIV f x :> f' x) (at x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1751 |
eventually (\<lambda>x. DERIV g x :> g' x) (at x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1752 |
((\<lambda> x. (f' x / g' x)) ---> y) (at x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1753 |
((\<lambda> x. f x / g x) ---> y) (at x)" |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1754 |
unfolding eventually_at_split filterlim_at_split |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1755 |
by (auto intro!: lhopital_right[of f x g g' f'] lhopital_left[of f x g g' f']) |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1756 |
|
50327 | 1757 |
lemma lhopital_right_0_at_top: |
1758 |
fixes f g :: "real \<Rightarrow> real" |
|
1759 |
assumes g_0: "LIM x at_right 0. g x :> at_top" |
|
1760 |
assumes ev: |
|
1761 |
"eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)" |
|
1762 |
"eventually (\<lambda>x. DERIV f x :> f' x) (at_right 0)" |
|
1763 |
"eventually (\<lambda>x. DERIV g x :> g' x) (at_right 0)" |
|
1764 |
assumes lim: "((\<lambda> x. (f' x / g' x)) ---> x) (at_right 0)" |
|
1765 |
shows "((\<lambda> x. f x / g x) ---> x) (at_right 0)" |
|
1766 |
unfolding tendsto_iff |
|
1767 |
proof safe |
|
1768 |
fix e :: real assume "0 < e" |
|
1769 |
||
1770 |
with lim[unfolded tendsto_iff, rule_format, of "e / 4"] |
|
1771 |
have "eventually (\<lambda>t. dist (f' t / g' t) x < e / 4) (at_right 0)" by simp |
|
1772 |
from eventually_conj[OF eventually_conj[OF ev(1) ev(2)] eventually_conj[OF ev(3) this]] |
|
1773 |
obtain a where [arith]: "0 < a" |
|
1774 |
and g'_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g' x \<noteq> 0" |
|
1775 |
and f0: "\<And>x. 0 < x \<Longrightarrow> x \<le> a \<Longrightarrow> DERIV f x :> (f' x)" |
|
1776 |
and g0: "\<And>x. 0 < x \<Longrightarrow> x \<le> a \<Longrightarrow> DERIV g x :> (g' x)" |
|
1777 |
and Df: "\<And>t. 0 < t \<Longrightarrow> t < a \<Longrightarrow> dist (f' t / g' t) x < e / 4" |
|
1778 |
unfolding eventually_within_le by (auto simp: dist_real_def) |
|
1779 |
||
1780 |
from Df have |
|
50328 | 1781 |
"eventually (\<lambda>t. t < a) (at_right 0)" "eventually (\<lambda>t::real. 0 < t) (at_right 0)" |
50327 | 1782 |
unfolding eventually_within eventually_at by (auto intro!: exI[of _ a] simp: dist_real_def) |
1783 |
||
1784 |
moreover |
|
50328 | 1785 |
have "eventually (\<lambda>t. 0 < g t) (at_right 0)" "eventually (\<lambda>t. g a < g t) (at_right 0)" |
50346
a75c6429c3c3
add filterlim rules for eventually monotone bijective functions; mirror rules for at_top, at_bot; apply them to prove convergence of arctan at infinity and tan at pi/2
hoelzl
parents:
50331
diff
changeset
|
1786 |
using g_0 by (auto elim: eventually_elim1 simp: filterlim_at_top_dense) |
50327 | 1787 |
|
1788 |
moreover |
|
1789 |
have inv_g: "((\<lambda>x. inverse (g x)) ---> 0) (at_right 0)" |
|
1790 |
using tendsto_inverse_0 filterlim_mono[OF g_0 at_top_le_at_infinity order_refl] |
|
1791 |
by (rule filterlim_compose) |
|
1792 |
then have "((\<lambda>x. norm (1 - g a * inverse (g x))) ---> norm (1 - g a * 0)) (at_right 0)" |
|
1793 |
by (intro tendsto_intros) |
|
1794 |
then have "((\<lambda>x. norm (1 - g a / g x)) ---> 1) (at_right 0)" |
|
1795 |
by (simp add: inverse_eq_divide) |
|
1796 |
from this[unfolded tendsto_iff, rule_format, of 1] |
|
1797 |
have "eventually (\<lambda>x. norm (1 - g a / g x) < 2) (at_right 0)" |
|
1798 |
by (auto elim!: eventually_elim1 simp: dist_real_def) |
|
1799 |
||
1800 |
moreover |
|
1801 |
from inv_g have "((\<lambda>t. norm ((f a - x * g a) * inverse (g t))) ---> norm ((f a - x * g a) * 0)) (at_right 0)" |
|
1802 |
by (intro tendsto_intros) |
|
1803 |
then have "((\<lambda>t. norm (f a - x * g a) / norm (g t)) ---> 0) (at_right 0)" |
|
1804 |
by (simp add: inverse_eq_divide) |
|
1805 |
from this[unfolded tendsto_iff, rule_format, of "e / 2"] `0 < e` |
|
1806 |
have "eventually (\<lambda>t. norm (f a - x * g a) / norm (g t) < e / 2) (at_right 0)" |
|
1807 |
by (auto simp: dist_real_def) |
|
1808 |
||
1809 |
ultimately show "eventually (\<lambda>t. dist (f t / g t) x < e) (at_right 0)" |
|
1810 |
proof eventually_elim |
|
1811 |
fix t assume t[arith]: "0 < t" "t < a" "g a < g t" "0 < g t" |
|
1812 |
assume ineq: "norm (1 - g a / g t) < 2" "norm (f a - x * g a) / norm (g t) < e / 2" |
|
1813 |
||
1814 |
have "\<exists>y. t < y \<and> y < a \<and> (g a - g t) * f' y = (f a - f t) * g' y" |
|
1815 |
using f0 g0 t(1,2) by (intro GMVT') (force intro!: DERIV_isCont)+ |
|
1816 |
then guess y .. |
|
1817 |
from this |
|
1818 |
have [arith]: "t < y" "y < a" and D_eq: "(f t - f a) / (g t - g a) = f' y / g' y" |
|
1819 |
using `g a < g t` g'_neq_0[of y] by (auto simp add: field_simps) |
|
1820 |
||
1821 |
have *: "f t / g t - x = ((f t - f a) / (g t - g a) - x) * (1 - g a / g t) + (f a - x * g a) / g t" |
|
1822 |
by (simp add: field_simps) |
|
1823 |
have "norm (f t / g t - x) \<le> |
|
1824 |
norm (((f t - f a) / (g t - g a) - x) * (1 - g a / g t)) + norm ((f a - x * g a) / g t)" |
|
1825 |
unfolding * by (rule norm_triangle_ineq) |
|
1826 |
also have "\<dots> = dist (f' y / g' y) x * norm (1 - g a / g t) + norm (f a - x * g a) / norm (g t)" |
|
1827 |
by (simp add: abs_mult D_eq dist_real_def) |
|
1828 |
also have "\<dots> < (e / 4) * 2 + e / 2" |
|
1829 |
using ineq Df[of y] `0 < e` by (intro add_le_less_mono mult_mono) auto |
|
1830 |
finally show "dist (f t / g t) x < e" |
|
1831 |
by (simp add: dist_real_def) |
|
1832 |
qed |
|
1833 |
qed |
|
1834 |
||
50330
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1835 |
lemma lhopital_right_at_top: |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1836 |
"LIM x at_right x. (g::real \<Rightarrow> real) x :> at_top \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1837 |
eventually (\<lambda>x. g' x \<noteq> 0) (at_right x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1838 |
eventually (\<lambda>x. DERIV f x :> f' x) (at_right x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1839 |
eventually (\<lambda>x. DERIV g x :> g' x) (at_right x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1840 |
((\<lambda> x. (f' x / g' x)) ---> y) (at_right x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1841 |
((\<lambda> x. f x / g x) ---> y) (at_right x)" |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1842 |
unfolding eventually_at_right_to_0[of _ x] filterlim_at_right_to_0[of _ _ x] DERIV_shift |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1843 |
by (rule lhopital_right_0_at_top) |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1844 |
|
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1845 |
lemma lhopital_left_at_top: |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1846 |
"LIM x at_left x. (g::real \<Rightarrow> real) x :> at_top \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1847 |
eventually (\<lambda>x. g' x \<noteq> 0) (at_left x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1848 |
eventually (\<lambda>x. DERIV f x :> f' x) (at_left x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1849 |
eventually (\<lambda>x. DERIV g x :> g' x) (at_left x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1850 |
((\<lambda> x. (f' x / g' x)) ---> y) (at_left x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1851 |
((\<lambda> x. f x / g x) ---> y) (at_left x)" |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1852 |
unfolding eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1853 |
by (rule lhopital_right_at_top[where f'="\<lambda>x. - f' (- x)"]) (auto simp: DERIV_mirror) |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1854 |
|
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1855 |
lemma lhopital_at_top: |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1856 |
"LIM x at x. (g::real \<Rightarrow> real) x :> at_top \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1857 |
eventually (\<lambda>x. g' x \<noteq> 0) (at x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1858 |
eventually (\<lambda>x. DERIV f x :> f' x) (at x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1859 |
eventually (\<lambda>x. DERIV g x :> g' x) (at x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1860 |
((\<lambda> x. (f' x / g' x)) ---> y) (at x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1861 |
((\<lambda> x. f x / g x) ---> y) (at x)" |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1862 |
unfolding eventually_at_split filterlim_at_split |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1863 |
by (auto intro!: lhopital_right_at_top[of g x g' f f'] lhopital_left_at_top[of g x g' f f']) |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1864 |
|
50347 | 1865 |
lemma lhospital_at_top_at_top: |
1866 |
fixes f g :: "real \<Rightarrow> real" |
|
1867 |
assumes g_0: "LIM x at_top. g x :> at_top" |
|
1868 |
assumes g': "eventually (\<lambda>x. g' x \<noteq> 0) at_top" |
|
1869 |
assumes Df: "eventually (\<lambda>x. DERIV f x :> f' x) at_top" |
|
1870 |
assumes Dg: "eventually (\<lambda>x. DERIV g x :> g' x) at_top" |
|
1871 |
assumes lim: "((\<lambda> x. (f' x / g' x)) ---> x) at_top" |
|
1872 |
shows "((\<lambda> x. f x / g x) ---> x) at_top" |
|
1873 |
unfolding filterlim_at_top_to_right |
|
1874 |
proof (rule lhopital_right_0_at_top) |
|
1875 |
let ?F = "\<lambda>x. f (inverse x)" |
|
1876 |
let ?G = "\<lambda>x. g (inverse x)" |
|
1877 |
let ?R = "at_right (0::real)" |
|
1878 |
let ?D = "\<lambda>f' x. f' (inverse x) * - (inverse x ^ Suc (Suc 0))" |
|
1879 |
||
1880 |
show "LIM x ?R. ?G x :> at_top" |
|
1881 |
using g_0 unfolding filterlim_at_top_to_right . |
|
1882 |
||
1883 |
show "eventually (\<lambda>x. DERIV ?G x :> ?D g' x) ?R" |
|
1884 |
unfolding eventually_at_right_to_top |
|
1885 |
using Dg eventually_ge_at_top[where c="1::real"] |
|
1886 |
apply eventually_elim |
|
1887 |
apply (rule DERIV_cong) |
|
1888 |
apply (rule DERIV_chain'[where f=inverse]) |
|
1889 |
apply (auto intro!: DERIV_inverse) |
|
1890 |
done |
|
1891 |
||
1892 |
show "eventually (\<lambda>x. DERIV ?F x :> ?D f' x) ?R" |
|
1893 |
unfolding eventually_at_right_to_top |
|
1894 |
using Df eventually_ge_at_top[where c="1::real"] |
|
1895 |
apply eventually_elim |
|
1896 |
apply (rule DERIV_cong) |
|
1897 |
apply (rule DERIV_chain'[where f=inverse]) |
|
1898 |
apply (auto intro!: DERIV_inverse) |
|
1899 |
done |
|
1900 |
||
1901 |
show "eventually (\<lambda>x. ?D g' x \<noteq> 0) ?R" |
|
1902 |
unfolding eventually_at_right_to_top |
|
1903 |
using g' eventually_ge_at_top[where c="1::real"] |
|
1904 |
by eventually_elim auto |
|
1905 |
||
1906 |
show "((\<lambda>x. ?D f' x / ?D g' x) ---> x) ?R" |
|
1907 |
unfolding filterlim_at_right_to_top |
|
1908 |
apply (intro filterlim_cong[THEN iffD2, OF refl refl _ lim]) |
|
1909 |
using eventually_ge_at_top[where c="1::real"] |
|
1910 |
by eventually_elim simp |
|
1911 |
qed |
|
1912 |
||
21164 | 1913 |
end |