src/HOL/Deriv.thy
author haftmann
Fri, 15 Feb 2013 08:31:31 +0100
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permissions -rw-r--r--
two target language numeral types: integer and natural, as replacement for code_numeral; former theory HOL/Library/Code_Numeral_Types replaces HOL/Code_Numeral; refined stack of theories implementing int and/or nat by target language numerals; reduced number of target language numeral types to exactly one
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(*  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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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)"
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primrec
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  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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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"
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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)
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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)
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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)
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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)
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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"
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    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)
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  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)
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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)
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          -- 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)
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         -- 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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lemma DERIV_unique:
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    "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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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)
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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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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)
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lemma DERIV_inverse_lemma:
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  "\<lbrakk>a \<noteq> 0; b \<noteq> (0::'a::real_normed_field)\<rbrakk>
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   138
   \<Longrightarrow> (inverse a - inverse b) / h
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   139
     = - (inverse a * ((a - b) / h) * inverse b)"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   140
by (simp add: inverse_diff_inverse)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   141
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   142
lemma DERIV_inverse':
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   143
  assumes der: "DERIV f x :> D"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   144
  assumes neq: "f x \<noteq> 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   145
  shows "DERIV (\<lambda>x. inverse (f x)) x :> - (inverse (f x) * D * inverse (f x))"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   146
    (is "DERIV _ _ :> ?E")
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   147
proof (unfold DERIV_iff2)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   148
  from der have lim_f: "f -- x --> f x"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   149
    by (rule DERIV_isCont [unfolded isCont_def])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   150
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   151
  from neq have "0 < norm (f x)" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   152
  with LIM_D [OF lim_f] obtain s
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   153
    where s: "0 < s"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   154
    and less_fx: "\<And>z. \<lbrakk>z \<noteq> x; norm (z - x) < s\<rbrakk>
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   155
                  \<Longrightarrow> norm (f z - f x) < norm (f x)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   156
    by fast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   157
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   158
  show "(\<lambda>z. (inverse (f z) - inverse (f x)) / (z - x)) -- x --> ?E"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   159
  proof (rule LIM_equal2 [OF s])
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   160
    fix z
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   161
    assume "z \<noteq> x" "norm (z - x) < s"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   162
    hence "norm (f z - f x) < norm (f x)" by (rule less_fx)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   163
    hence "f z \<noteq> 0" by auto
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   164
    thus "(inverse (f z) - inverse (f x)) / (z - x) =
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   165
          - (inverse (f z) * ((f z - f x) / (z - x)) * inverse (f x))"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   166
      using neq by (rule DERIV_inverse_lemma)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   167
  next
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   168
    from der have "(\<lambda>z. (f z - f x) / (z - x)) -- x --> D"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   169
      by (unfold DERIV_iff2)
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   170
    thus "(\<lambda>z. - (inverse (f z) * ((f z - f x) / (z - x)) * inverse (f x)))
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   171
          -- x --> ?E"
44568
e6f291cb5810 discontinue many legacy theorems about LIM and LIMSEQ, in favor of tendsto theorems
huffman
parents: 44317
diff changeset
   172
      by (intro tendsto_intros lim_f neq)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   173
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   174
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   175
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   176
lemma DERIV_divide:
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   177
  "\<lbrakk>DERIV f x :> D; DERIV g x :> E; g x \<noteq> 0\<rbrakk>
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   178
   \<Longrightarrow> DERIV (\<lambda>x. f x / g x) x :> (D * g x - f x * E) / (g x * g x)"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   179
apply (subgoal_tac "f x * - (inverse (g x) * E * inverse (g x)) +
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   180
          D * inverse (g x) = (D * g x - f x * E) / (g x * g x)")
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   181
apply (erule subst)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   182
apply (unfold divide_inverse)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   183
apply (erule DERIV_mult')
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   184
apply (erule (1) DERIV_inverse')
23477
f4b83f03cac9 tuned and renamed group_eq_simps and ring_eq_simps
nipkow
parents: 23441
diff changeset
   185
apply (simp add: ring_distribs nonzero_inverse_mult_distrib)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   186
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   187
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   188
lemma DERIV_power_Suc:
31017
2c227493ea56 stripped class recpower further
haftmann
parents: 30273
diff changeset
   189
  fixes f :: "'a \<Rightarrow> 'a::{real_normed_field}"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   190
  assumes f: "DERIV f x :> D"
23431
25ca91279a9b change simp rules for of_nat to work like int did previously (reorient of_nat_Suc, remove of_nat_mult [simp]); preserve original variable names in legacy int theorems
huffman
parents: 23413
diff changeset
   191
  shows "DERIV (\<lambda>x. f x ^ Suc n) x :> (1 + of_nat n) * (D * f x ^ n)"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   192
proof (induct n)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   193
case 0
30273
ecd6f0ca62ea declare power_Suc [simp]; remove redundant type-specific versions of power_Suc
huffman
parents: 30242
diff changeset
   194
  show ?case by (simp add: f)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   195
case (Suc k)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   196
  from DERIV_mult' [OF f Suc] show ?case
23477
f4b83f03cac9 tuned and renamed group_eq_simps and ring_eq_simps
nipkow
parents: 23441
diff changeset
   197
    apply (simp only: of_nat_Suc ring_distribs mult_1_left)
29667
53103fc8ffa3 Replaced group_ and ring_simps by algebra_simps;
nipkow
parents: 29472
diff changeset
   198
    apply (simp only: power_Suc algebra_simps)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   199
    done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   200
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   201
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   202
lemma DERIV_power:
31017
2c227493ea56 stripped class recpower further
haftmann
parents: 30273
diff changeset
   203
  fixes f :: "'a \<Rightarrow> 'a::{real_normed_field}"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   204
  assumes f: "DERIV f x :> D"
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   205
  shows "DERIV (\<lambda>x. f x ^ n) x :> of_nat n * (D * f x ^ (n - Suc 0))"
30273
ecd6f0ca62ea declare power_Suc [simp]; remove redundant type-specific versions of power_Suc
huffman
parents: 30242
diff changeset
   206
by (cases "n", simp, simp add: DERIV_power_Suc f del: power_Suc)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   207
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   208
text {* Caratheodory formulation of derivative at a point *}
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   209
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   210
lemma CARAT_DERIV:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   211
     "(DERIV f x :> l) =
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   212
      (\<exists>g. (\<forall>z. f z - f x = g z * (z-x)) & isCont g x & g x = l)"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   213
      (is "?lhs = ?rhs")
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   214
proof
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   215
  assume der: "DERIV f x :> l"
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   216
  show "\<exists>g. (\<forall>z. f z - f x = g z * (z-x)) \<and> isCont g x \<and> g x = l"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   217
  proof (intro exI conjI)
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   218
    let ?g = "(%z. if z = x then l else (f z - f x) / (z-x))"
23413
5caa2710dd5b tuned laws for cancellation in divisions for fields.
nipkow
parents: 23412
diff changeset
   219
    show "\<forall>z. f z - f x = ?g z * (z-x)" by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   220
    show "isCont ?g x" using der
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   221
      by (simp add: isCont_iff DERIV_iff diff_minus
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   222
               cong: LIM_equal [rule_format])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   223
    show "?g x = l" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   224
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   225
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   226
  assume "?rhs"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   227
  then obtain g where
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   228
    "(\<forall>z. f z - f x = g z * (z-x))" and "isCont g x" and "g x = l" by blast
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   229
  thus "(DERIV f x :> l)"
23413
5caa2710dd5b tuned laws for cancellation in divisions for fields.
nipkow
parents: 23412
diff changeset
   230
     by (auto simp add: isCont_iff DERIV_iff cong: LIM_cong)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   231
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   232
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   233
lemma DERIV_chain':
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   234
  assumes f: "DERIV f x :> D"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   235
  assumes g: "DERIV g (f x) :> E"
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   236
  shows "DERIV (\<lambda>x. g (f x)) x :> E * D"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   237
proof (unfold DERIV_iff2)
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   238
  obtain d where d: "\<forall>y. g y - g (f x) = d y * (y - f x)"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   239
    and cont_d: "isCont d (f x)" and dfx: "d (f x) = E"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   240
    using CARAT_DERIV [THEN iffD1, OF g] by fast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   241
  from f have "f -- x --> f x"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   242
    by (rule DERIV_isCont [unfolded isCont_def])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   243
  with cont_d have "(\<lambda>z. d (f z)) -- x --> d (f x)"
44568
e6f291cb5810 discontinue many legacy theorems about LIM and LIMSEQ, in favor of tendsto theorems
huffman
parents: 44317
diff changeset
   244
    by (rule isCont_tendsto_compose)
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   245
  hence "(\<lambda>z. d (f z) * ((f z - f x) / (z - x)))
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   246
          -- x --> d (f x) * D"
44568
e6f291cb5810 discontinue many legacy theorems about LIM and LIMSEQ, in favor of tendsto theorems
huffman
parents: 44317
diff changeset
   247
    by (rule tendsto_mult [OF _ f [unfolded DERIV_iff2]])
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   248
  thus "(\<lambda>z. (g (f z) - g (f x)) / (z - x)) -- x --> E * D"
35216
7641e8d831d2 get rid of many duplicate simp rule warnings
huffman
parents: 34941
diff changeset
   249
    by (simp add: d dfx)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   250
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   251
31899
1a7ade46061b fixed document (DERIV_intros);
wenzelm
parents: 31880
diff changeset
   252
text {*
1a7ade46061b fixed document (DERIV_intros);
wenzelm
parents: 31880
diff changeset
   253
 Let's do the standard proof, though theorem
1a7ade46061b fixed document (DERIV_intros);
wenzelm
parents: 31880
diff changeset
   254
 @{text "LIM_mult2"} follows from a NS proof
1a7ade46061b fixed document (DERIV_intros);
wenzelm
parents: 31880
diff changeset
   255
*}
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   256
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   257
lemma DERIV_cmult:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   258
      "DERIV f x :> D ==> DERIV (%x. c * f x) x :> c*D"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   259
by (drule DERIV_mult' [OF DERIV_const], simp)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   260
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   261
lemma DERIV_cdivide: "DERIV f x :> D ==> DERIV (%x. f x / c) x :> D / c"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   262
  apply (subgoal_tac "DERIV (%x. (1 / c) * f x) x :> (1 / c) * D", force)
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   263
  apply (erule DERIV_cmult)
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   264
  done
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   265
31899
1a7ade46061b fixed document (DERIV_intros);
wenzelm
parents: 31880
diff changeset
   266
text {* Standard version *}
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   267
lemma DERIV_chain: "[| DERIV f (g x) :> Da; DERIV g x :> Db |] ==> DERIV (f o g) x :> Da * Db"
35216
7641e8d831d2 get rid of many duplicate simp rule warnings
huffman
parents: 34941
diff changeset
   268
by (drule (1) DERIV_chain', simp add: o_def mult_commute)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   269
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   270
lemma DERIV_chain2: "[| DERIV f (g x) :> Da; DERIV g x :> Db |] ==> DERIV (%x. f (g x)) x :> Da * Db"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   271
by (auto dest: DERIV_chain simp add: o_def)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   272
31899
1a7ade46061b fixed document (DERIV_intros);
wenzelm
parents: 31880
diff changeset
   273
text {* Derivative of linear multiplication *}
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   274
lemma DERIV_cmult_Id [simp]: "DERIV (op * c) x :> c"
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by (cut_tac c = c and x = x in DERIV_ident [THEN DERIV_cmult], simp)
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lemma DERIV_pow: "DERIV (%x. x ^ n) x :> real n * (x ^ (n - Suc 0))"
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apply (cut_tac DERIV_power [OF DERIV_ident])
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apply (simp add: real_of_nat_def)
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done
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text {* Power of @{text "-1"} *}
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lemma DERIV_inverse:
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  fixes x :: "'a::{real_normed_field}"
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  shows "x \<noteq> 0 ==> DERIV (%x. inverse(x)) x :> (-(inverse x ^ Suc (Suc 0)))"
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by (drule DERIV_inverse' [OF DERIV_ident]) simp
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text {* Derivative of inverse *}
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lemma DERIV_inverse_fun:
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  fixes x :: "'a::{real_normed_field}"
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  shows "[| DERIV f x :> d; f(x) \<noteq> 0 |]
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      ==> DERIV (%x. inverse(f x)) x :> (- (d * inverse(f(x) ^ Suc (Suc 0))))"
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by (drule (1) DERIV_inverse') (simp add: mult_ac nonzero_inverse_mult_distrib)
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text {* Derivative of quotient *}
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lemma DERIV_quotient:
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  fixes x :: "'a::{real_normed_field}"
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  shows "[| DERIV f x :> d; DERIV g x :> e; g(x) \<noteq> 0 |]
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       ==> DERIV (%y. f(y) / (g y)) x :> (d*g(x) - (e*f(x))) / (g(x) ^ Suc (Suc 0))"
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by (drule (2) DERIV_divide) (simp add: mult_commute)
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text {* @{text "DERIV_intros"} *}
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ML {*
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structure Deriv_Intros = Named_Thms
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(
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  val name = @{binding DERIV_intros}
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  val description = "DERIV introduction rules"
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)
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*}
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setup Deriv_Intros.setup
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lemma DERIV_cong: "\<lbrakk> DERIV f x :> X ; X = Y \<rbrakk> \<Longrightarrow> DERIV f x :> Y"
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  by simp
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declare
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  DERIV_const[THEN DERIV_cong, DERIV_intros]
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  DERIV_ident[THEN DERIV_cong, DERIV_intros]
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  DERIV_add[THEN DERIV_cong, DERIV_intros]
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  DERIV_minus[THEN DERIV_cong, DERIV_intros]
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  DERIV_mult[THEN DERIV_cong, DERIV_intros]
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  DERIV_diff[THEN DERIV_cong, DERIV_intros]
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  DERIV_inverse'[THEN DERIV_cong, DERIV_intros]
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  DERIV_divide[THEN DERIV_cong, DERIV_intros]
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  DERIV_power[where 'a=real, THEN DERIV_cong,
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              unfolded real_of_nat_def[symmetric], DERIV_intros]
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  DERIV_setsum[THEN DERIV_cong, DERIV_intros]
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subsection {* Differentiability predicate *}
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definition
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  differentiable :: "['a::real_normed_field \<Rightarrow> 'a, 'a] \<Rightarrow> bool"
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    (infixl "differentiable" 60) where
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  "f differentiable x = (\<exists>D. DERIV f x :> D)"
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lemma differentiableE [elim?]:
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  assumes "f differentiable x"
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  obtains df where "DERIV f x :> df"
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  using assms unfolding differentiable_def ..
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lemma differentiableD: "f differentiable x ==> \<exists>D. DERIV f x :> D"
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by (simp add: differentiable_def)
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lemma differentiableI: "DERIV f x :> D ==> f differentiable x"
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by (force simp add: differentiable_def)
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lemma differentiable_ident [simp]: "(\<lambda>x. x) differentiable x"
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  by (rule DERIV_ident [THEN differentiableI])
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lemma differentiable_const [simp]: "(\<lambda>z. a) differentiable x"
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  by (rule DERIV_const [THEN differentiableI])
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lemma differentiable_compose:
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  assumes f: "f differentiable (g x)"
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  assumes g: "g differentiable x"
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  shows "(\<lambda>x. f (g x)) differentiable x"
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proof -
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   360
  from `f differentiable (g x)` obtain df where "DERIV f (g x) :> df" ..
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  moreover
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   362
  from `g differentiable x` obtain dg where "DERIV g x :> dg" ..
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  ultimately
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  have "DERIV (\<lambda>x. f (g x)) x :> df * dg" by (rule DERIV_chain2)
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  thus ?thesis by (rule differentiableI)
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qed
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lemma differentiable_sum [simp]:
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  assumes "f differentiable x"
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  and "g differentiable x"
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  shows "(\<lambda>x. f x + g x) differentiable x"
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parents:
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   372
proof -
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   373
  from `f differentiable x` obtain df where "DERIV f x :> df" ..
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   374
  moreover
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   375
  from `g differentiable x` obtain dg where "DERIV g x :> dg" ..
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   376
  ultimately
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   377
  have "DERIV (\<lambda>x. f x + g x) x :> df + dg" by (rule DERIV_add)
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  thus ?thesis by (rule differentiableI)
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qed
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   380
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lemma differentiable_minus [simp]:
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  assumes "f differentiable x"
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   383
  shows "(\<lambda>x. - f x) differentiable x"
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parents: 29166
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   384
proof -
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   385
  from `f differentiable x` obtain df where "DERIV f x :> df" ..
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   386
  hence "DERIV (\<lambda>x. - f x) x :> - df" by (rule DERIV_minus)
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  thus ?thesis by (rule differentiableI)
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qed
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parents:
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   389
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   390
lemma differentiable_diff [simp]:
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   391
  assumes "f differentiable x"
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   392
  assumes "g differentiable x"
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parents:
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   393
  shows "(\<lambda>x. f x - g x) differentiable x"
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parents: 41368
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   394
  unfolding diff_minus using assms by simp
29169
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   395
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   396
lemma differentiable_mult [simp]:
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   397
  assumes "f differentiable x"
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diff changeset
   398
  assumes "g differentiable x"
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   399
  shows "(\<lambda>x. f x * g x) differentiable x"
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parents:
diff changeset
   400
proof -
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parents: 29166
diff changeset
   401
  from `f differentiable x` obtain df where "DERIV f x :> df" ..
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   402
  moreover
29169
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parents: 29166
diff changeset
   403
  from `g differentiable x` obtain dg where "DERIV g x :> dg" ..
6a5f1d8d7344 more proofs about differentiable
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parents: 29166
diff changeset
   404
  ultimately
6a5f1d8d7344 more proofs about differentiable
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parents: 29166
diff changeset
   405
  have "DERIV (\<lambda>x. f x * g x) x :> df * g x + dg * f x" by (rule DERIV_mult)
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parents: 29166
diff changeset
   406
  thus ?thesis by (rule differentiableI)
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huffman
parents:
diff changeset
   407
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   408
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   409
lemma differentiable_inverse [simp]:
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   410
  assumes "f differentiable x" and "f x \<noteq> 0"
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parents: 29166
diff changeset
   411
  shows "(\<lambda>x. inverse (f x)) differentiable x"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   412
proof -
29169
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huffman
parents: 29166
diff changeset
   413
  from `f differentiable x` obtain df where "DERIV f x :> df" ..
6a5f1d8d7344 more proofs about differentiable
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parents: 29166
diff changeset
   414
  hence "DERIV (\<lambda>x. inverse (f x)) x :> - (inverse (f x) * df * inverse (f x))"
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huffman
parents: 29166
diff changeset
   415
    using `f x \<noteq> 0` by (rule DERIV_inverse')
6a5f1d8d7344 more proofs about differentiable
huffman
parents: 29166
diff changeset
   416
  thus ?thesis by (rule differentiableI)
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huffman
parents:
diff changeset
   417
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   418
29169
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   419
lemma differentiable_divide [simp]:
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parents: 29166
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   420
  assumes "f differentiable x"
6a5f1d8d7344 more proofs about differentiable
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parents: 29166
diff changeset
   421
  assumes "g differentiable x" and "g x \<noteq> 0"
6a5f1d8d7344 more proofs about differentiable
huffman
parents: 29166
diff changeset
   422
  shows "(\<lambda>x. f x / g x) differentiable x"
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
   423
  unfolding divide_inverse using assms by simp
29169
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parents: 29166
diff changeset
   424
6a5f1d8d7344 more proofs about differentiable
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diff changeset
   425
lemma differentiable_power [simp]:
31017
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haftmann
parents: 30273
diff changeset
   426
  fixes f :: "'a::{real_normed_field} \<Rightarrow> 'a"
29169
6a5f1d8d7344 more proofs about differentiable
huffman
parents: 29166
diff changeset
   427
  assumes "f differentiable x"
6a5f1d8d7344 more proofs about differentiable
huffman
parents: 29166
diff changeset
   428
  shows "(\<lambda>x. f x ^ n) differentiable x"
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
   429
  apply (induct n)
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
   430
  apply simp
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
   431
  apply (simp add: assms)
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
   432
  done
29169
6a5f1d8d7344 more proofs about differentiable
huffman
parents: 29166
diff changeset
   433
22984
67d434ad9ef8 section labels
huffman
parents: 22653
diff changeset
   434
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   435
subsection {* Nested Intervals and Bisection *}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   436
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   437
text{*Lemmas about nested intervals and proof by bisection (cf.Harrison).
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   438
     All considerably tidied by lcp.*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   439
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   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)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   441
apply (induct "no")
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   442
apply (auto intro: order_trans)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   443
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   444
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   445
lemma f_inc_g_dec_Beq_f: "[| \<forall>n. f(n) \<le> f(Suc n);
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   446
         \<forall>n. g(Suc n) \<le> g(n);
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   447
         \<forall>n. f(n) \<le> g(n) |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   448
      ==> Bseq (f :: nat \<Rightarrow> real)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   449
apply (rule_tac k = "f 0" and K = "g 0" in BseqI2, rule allI)
44921
58eef4843641 tuned proofs
huffman
parents: 44890
diff changeset
   450
apply (rule conjI)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   451
apply (induct_tac "n")
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   452
apply (auto intro: order_trans)
44921
58eef4843641 tuned proofs
huffman
parents: 44890
diff changeset
   453
apply (rule_tac y = "g n" in order_trans)
58eef4843641 tuned proofs
huffman
parents: 44890
diff changeset
   454
apply (induct_tac [2] "n")
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   455
apply (auto intro: order_trans)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   456
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   457
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   458
lemma f_inc_g_dec_Beq_g: "[| \<forall>n. f(n) \<le> f(Suc n);
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   459
         \<forall>n. g(Suc n) \<le> g(n);
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   460
         \<forall>n. f(n) \<le> g(n) |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   461
      ==> Bseq (g :: nat \<Rightarrow> real)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   462
apply (subst Bseq_minus_iff [symmetric])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   463
apply (rule_tac g = "%x. - (f x)" in f_inc_g_dec_Beq_f)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   464
apply auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   465
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   466
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   467
lemma f_inc_imp_le_lim:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   468
  fixes f :: "nat \<Rightarrow> real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   469
  shows "\<lbrakk>\<forall>n. f n \<le> f (Suc n); convergent f\<rbrakk> \<Longrightarrow> f n \<le> lim f"
44921
58eef4843641 tuned proofs
huffman
parents: 44890
diff changeset
   470
  by (rule incseq_le, simp add: incseq_SucI, simp add: convergent_LIMSEQ_iff)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   471
31404
05d2eddc5d41 generalize type of constant lim
huffman
parents: 31338
diff changeset
   472
lemma lim_uminus:
05d2eddc5d41 generalize type of constant lim
huffman
parents: 31338
diff changeset
   473
  fixes g :: "nat \<Rightarrow> 'a::real_normed_vector"
05d2eddc5d41 generalize type of constant lim
huffman
parents: 31338
diff changeset
   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
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   476
apply (simp add: convergent_LIMSEQ_iff)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   477
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   478
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   479
lemma g_dec_imp_lim_le:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   480
  fixes g :: "nat \<Rightarrow> real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   481
  shows "\<lbrakk>\<forall>n. g (Suc n) \<le> g(n); convergent g\<rbrakk> \<Longrightarrow> lim g \<le> g n"
44921
58eef4843641 tuned proofs
huffman
parents: 44890
diff changeset
   482
  by (rule decseq_le, simp add: decseq_SucI, simp add: convergent_LIMSEQ_iff)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   483
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   484
lemma lemma_nest: "[| \<forall>n. f(n) \<le> f(Suc n);
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   485
         \<forall>n. g(Suc n) \<le> g(n);
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   486
         \<forall>n. f(n) \<le> g(n) |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   487
      ==> \<exists>l m :: real. l \<le> m &  ((\<forall>n. f(n) \<le> l) & f ----> l) &
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   488
                            ((\<forall>n. m \<le> g(n)) & g ----> m)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   489
apply (subgoal_tac "monoseq f & monoseq g")
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   490
prefer 2 apply (force simp add: LIMSEQ_iff monoseq_Suc)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   491
apply (subgoal_tac "Bseq f & Bseq g")
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   492
prefer 2 apply (blast intro: f_inc_g_dec_Beq_f f_inc_g_dec_Beq_g)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   493
apply (auto dest!: Bseq_monoseq_convergent simp add: convergent_LIMSEQ_iff)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   494
apply (rule_tac x = "lim f" in exI)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   495
apply (rule_tac x = "lim g" in exI)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   496
apply (auto intro: LIMSEQ_le)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   497
apply (auto simp add: f_inc_imp_le_lim g_dec_imp_lim_le convergent_LIMSEQ_iff)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   498
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   499
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   500
lemma lemma_nest_unique: "[| \<forall>n. f(n) \<le> f(Suc n);
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   501
         \<forall>n. g(Suc n) \<le> g(n);
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   502
         \<forall>n. f(n) \<le> g(n);
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   503
         (%n. f(n) - g(n)) ----> 0 |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   504
      ==> \<exists>l::real. ((\<forall>n. f(n) \<le> l) & f ----> l) &
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   505
                ((\<forall>n. l \<le> g(n)) & g ----> l)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   506
apply (drule lemma_nest, auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   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
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   509
apply (auto intro: LIMSEQ_unique)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   510
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   511
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   512
text{*The universal quantifiers below are required for the declaration
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   513
  of @{text Bolzano_nest_unique} below.*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   514
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   515
lemma Bolzano_bisect_le:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   516
 "a \<le> b ==> \<forall>n. fst (Bolzano_bisect P a b n) \<le> snd (Bolzano_bisect P a b n)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   517
apply (rule allI)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   518
apply (induct_tac "n")
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   519
apply (auto simp add: Let_def split_def)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   520
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   521
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   522
lemma Bolzano_bisect_fst_le_Suc: "a \<le> b ==>
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   523
   \<forall>n. fst(Bolzano_bisect P a b n) \<le> fst (Bolzano_bisect P a b (Suc n))"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   524
apply (rule allI)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   525
apply (induct_tac "n")
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   526
apply (auto simp add: Bolzano_bisect_le Let_def split_def)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   527
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   528
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   529
lemma Bolzano_bisect_Suc_le_snd: "a \<le> b ==>
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   530
   \<forall>n. snd(Bolzano_bisect P a b (Suc n)) \<le> snd (Bolzano_bisect P a b n)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   531
apply (rule allI)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   532
apply (induct_tac "n")
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   533
apply (auto simp add: Bolzano_bisect_le Let_def split_def)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   534
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   535
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   536
lemma eq_divide_2_times_iff: "((x::real) = y / (2 * z)) = (2 * x = y/z)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   537
apply (auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   538
apply (drule_tac f = "%u. (1/2) *u" in arg_cong)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   539
apply (simp)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   540
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   541
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   542
lemma Bolzano_bisect_diff:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   543
     "a \<le> b ==>
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   544
      snd(Bolzano_bisect P a b n) - fst(Bolzano_bisect P a b n) =
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   545
      (b-a) / (2 ^ n)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   546
apply (induct "n")
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   547
apply (auto simp add: eq_divide_2_times_iff add_divide_distrib Let_def split_def)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   548
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   549
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   550
lemmas Bolzano_nest_unique =
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   551
    lemma_nest_unique
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   552
    [OF Bolzano_bisect_fst_le_Suc Bolzano_bisect_Suc_le_snd Bolzano_bisect_le]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   553
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   554
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   555
lemma not_P_Bolzano_bisect:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   556
  assumes P:    "!!a b c. [| P(a,b); P(b,c); a \<le> b; b \<le> c|] ==> P(a,c)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   557
      and notP: "~ P(a,b)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   558
      and le:   "a \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   559
  shows "~ P(fst(Bolzano_bisect P a b n), snd(Bolzano_bisect P a b n))"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   560
proof (induct n)
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
   561
  case 0 show ?case using notP by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   562
 next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   563
  case (Suc n)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   564
  thus ?case
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   565
 by (auto simp del: surjective_pairing [symmetric]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   566
             simp add: Let_def split_def Bolzano_bisect_le [OF le]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   567
     P [of "fst (Bolzano_bisect P a b n)" _ "snd (Bolzano_bisect P a b n)"])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   568
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   569
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   570
(*Now we re-package P_prem as a formula*)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   571
lemma not_P_Bolzano_bisect':
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   572
     "[| \<forall>a b c. P(a,b) & P(b,c) & a \<le> b & b \<le> c --> P(a,c);
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   573
         ~ P(a,b);  a \<le> b |] ==>
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   574
      \<forall>n. ~ P(fst(Bolzano_bisect P a b n), snd(Bolzano_bisect P a b n))"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   575
by (blast elim!: not_P_Bolzano_bisect [THEN [2] rev_notE])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   576
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   577
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   578
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   579
lemma lemma_BOLZANO:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   580
     "[| \<forall>a b c. P(a,b) & P(b,c) & a \<le> b & b \<le> c --> P(a,c);
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   581
         \<forall>x. \<exists>d::real. 0 < d &
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   582
                (\<forall>a b. a \<le> x & x \<le> b & (b-a) < d --> P(a,b));
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   583
         a \<le> b |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   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
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   587
apply (simp (no_asm_simp) add: Bolzano_bisect_diff LIMSEQ_divide_realpow_zero)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   588
apply (rule ccontr)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   589
apply (drule not_P_Bolzano_bisect', assumption+)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   590
apply (rename_tac "l")
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   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
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   593
apply (drule_tac P = "%r. 0<r --> ?Q r" and x = "d/2" in spec)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   594
apply (drule_tac P = "%r. 0<r --> ?Q r" and x = "d/2" in spec)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   595
apply (drule real_less_half_sum, auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   596
apply (drule_tac x = "fst (Bolzano_bisect P a b (no + noa))" in spec)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   597
apply (drule_tac x = "snd (Bolzano_bisect P a b (no + noa))" in spec)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   598
apply safe
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   599
apply (simp_all (no_asm_simp))
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   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)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   601
apply (simp (no_asm_simp) add: abs_if)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   602
apply (rule real_sum_of_halves [THEN subst])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   603
apply (rule add_strict_mono)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   604
apply (simp_all add: diff_minus [symmetric])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   605
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   606
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   607
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   608
lemma lemma_BOLZANO2: "((\<forall>a b c. (a \<le> b & b \<le> c & P(a,b) & P(b,c)) --> P(a,c)) &
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   609
       (\<forall>x. \<exists>d::real. 0 < d &
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   610
                (\<forall>a b. a \<le> x & x \<le> b & (b-a) < d --> P(a,b))))
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   611
      --> (\<forall>a b. a \<le> b --> P(a,b))"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   612
apply clarify
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   613
apply (blast intro: lemma_BOLZANO)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   614
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   615
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   616
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   617
subsection {* Intermediate Value Theorem *}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   618
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   619
text {*Prove Contrapositive by Bisection*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   620
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   621
lemma IVT: "[| f(a::real) \<le> (y::real); y \<le> f(b);
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   622
         a \<le> b;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   623
         (\<forall>x. a \<le> x & x \<le> b --> isCont f x) |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   624
      ==> \<exists>x. a \<le> x & x \<le> b & f(x) = y"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   625
apply (rule contrapos_pp, assumption)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   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)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   627
apply safe
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   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
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   630
apply (rule ccontr)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   631
apply (subgoal_tac "a \<le> x & x \<le> b")
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   632
 prefer 2
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   633
 apply simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   634
 apply (drule_tac P = "%d. 0<d --> ?P d" and x = 1 in spec, arith)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   635
apply (drule_tac x = x in spec)+
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   636
apply simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   637
apply (drule_tac P = "%r. ?P r --> (\<exists>s>0. ?Q r s) " and x = "\<bar>y - f x\<bar>" in spec)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   638
apply safe
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   639
apply simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   640
apply (drule_tac x = s in spec, clarify)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   641
apply (cut_tac x = "f x" and y = y in linorder_less_linear, safe)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   642
apply (drule_tac x = "ba-x" in spec)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   643
apply (simp_all add: abs_if)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   644
apply (drule_tac x = "aa-x" in spec)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   645
apply (case_tac "x \<le> aa", simp_all)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   646
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   647
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   648
lemma IVT2: "[| f(b::real) \<le> (y::real); y \<le> f(a);
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   649
         a \<le> b;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   650
         (\<forall>x. a \<le> x & x \<le> b --> isCont f x)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   651
      |] ==> \<exists>x. a \<le> x & x \<le> b & f(x) = y"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   652
apply (subgoal_tac "- f a \<le> -y & -y \<le> - f b", clarify)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   653
apply (drule IVT [where f = "%x. - f x"], assumption)
44233
aa74ce315bae add simp rules for isCont
huffman
parents: 44209
diff changeset
   654
apply simp_all
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   655
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   656
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   657
(*HOL style here: object-level formulations*)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   658
lemma IVT_objl: "(f(a::real) \<le> (y::real) & y \<le> f(b) & a \<le> b &
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   659
      (\<forall>x. a \<le> x & x \<le> b --> isCont f x))
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   660
      --> (\<exists>x. a \<le> x & x \<le> b & f(x) = y)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   661
apply (blast intro: IVT)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   662
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   663
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   664
lemma IVT2_objl: "(f(b::real) \<le> (y::real) & y \<le> f(a) & a \<le> b &
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   665
      (\<forall>x. a \<le> x & x \<le> b --> isCont f x))
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   666
      --> (\<exists>x. a \<le> x & x \<le> b & f(x) = y)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   667
apply (blast intro: IVT2)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   668
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   669
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   670
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   671
subsection {* Boundedness of continuous functions *}
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   672
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   673
text{*By bisection, function continuous on closed interval is bounded above*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   674
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   675
lemma isCont_bounded:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   676
     "[| a \<le> b; \<forall>x. a \<le> x & x \<le> b --> isCont f x |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   677
      ==> \<exists>M::real. \<forall>x::real. a \<le> x & x \<le> b --> f(x) \<le> M"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   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)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   679
apply safe
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   680
apply simp_all
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   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
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   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
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   687
apply (drule_tac x = x in spec, auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   688
apply (erule_tac V = "\<forall>M. \<exists>x. a \<le> x & x \<le> b & ~ f x \<le> M" in thin_rl)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   689
apply (drule_tac x = 1 in spec, auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   690
apply (rule_tac x = s in exI, clarify)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   691
apply (rule_tac x = "\<bar>f x\<bar> + 1" in exI, clarify)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   692
apply (drule_tac x = "xa-x" in spec)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   693
apply (auto simp add: abs_ge_self)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   694
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   695
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   696
text{*Refine the above to existence of least upper bound*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   697
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   698
lemma lemma_reals_complete: "((\<exists>x. x \<in> S) & (\<exists>y. isUb UNIV S (y::real))) -->
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   699
      (\<exists>t. isLub UNIV S t)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   700
by (blast intro: reals_complete)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   701
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   702
lemma isCont_has_Ub: "[| a \<le> b; \<forall>x. a \<le> x & x \<le> b --> isCont f x |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   703
         ==> \<exists>M::real. (\<forall>x::real. a \<le> x & x \<le> b --> f(x) \<le> M) &
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   704
                   (\<forall>N. N < M --> (\<exists>x. a \<le> x & x \<le> b & N < f(x)))"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   705
apply (cut_tac S = "Collect (%y. \<exists>x. a \<le> x & x \<le> b & y = f x)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   706
        in lemma_reals_complete)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   707
apply auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   708
apply (drule isCont_bounded, assumption)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   709
apply (auto simp add: isUb_def leastP_def isLub_def setge_def setle_def)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   710
apply (rule exI, auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   711
apply (auto dest!: spec simp add: linorder_not_less)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   712
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   713
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   714
text{*Now show that it attains its upper bound*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   715
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   716
lemma isCont_eq_Ub:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   717
  assumes le: "a \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   718
      and con: "\<forall>x::real. a \<le> x & x \<le> b --> isCont f x"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   719
  shows "\<exists>M::real. (\<forall>x. a \<le> x & x \<le> b --> f(x) \<le> M) &
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   720
             (\<exists>x. a \<le> x & x \<le> b & f(x) = M)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   721
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   722
  from isCont_has_Ub [OF le con]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   723
  obtain M where M1: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> f x \<le> M"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   724
             and M2: "!!N. N<M ==> \<exists>x. a \<le> x \<and> x \<le> b \<and> N < f x"  by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   725
  show ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   726
  proof (intro exI, intro conjI)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   727
    show " \<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> f x \<le> M" by (rule M1)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   728
    show "\<exists>x. a \<le> x \<and> x \<le> b \<and> f x = M"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   729
    proof (rule ccontr)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   730
      assume "\<not> (\<exists>x. a \<le> x \<and> x \<le> b \<and> f x = M)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   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
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   733
      hence "\<forall>x. a \<le> x & x \<le> b --> isCont (%x. inverse (M - f x)) x"
44233
aa74ce315bae add simp rules for isCont
huffman
parents: 44209
diff changeset
   734
        by (auto simp add: con)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   735
      from isCont_bounded [OF le this]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   736
      obtain k where k: "!!x. a \<le> x & x \<le> b --> inverse (M - f x) \<le> k" by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   737
      have Minv: "!!x. a \<le> x & x \<le> b --> 0 < inverse (M - f (x))"
29667
53103fc8ffa3 Replaced group_ and ring_simps by algebra_simps;
nipkow
parents: 29472
diff changeset
   738
        by (simp add: M3 algebra_simps)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   739
      have "!!x. a \<le> x & x \<le> b --> inverse (M - f x) < k+1" using k
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   740
        by (auto intro: order_le_less_trans [of _ k])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   741
      with Minv
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   742
      have "!!x. a \<le> x & x \<le> b --> inverse(k+1) < inverse(inverse(M - f x))"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   743
        by (intro strip less_imp_inverse_less, simp_all)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   744
      hence invlt: "!!x. a \<le> x & x \<le> b --> inverse(k+1) < M - f x"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   745
        by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   746
      have "M - inverse (k+1) < M" using k [of a] Minv [of a] le
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   747
        by (simp, arith)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   748
      from M2 [OF this]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   749
      obtain x where ax: "a \<le> x & x \<le> b & M - inverse(k+1) < f x" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   750
      thus False using invlt [of x] by force
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   751
    qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   752
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   753
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   754
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   755
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   756
text{*Same theorem for lower bound*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   757
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   758
lemma isCont_eq_Lb: "[| a \<le> b; \<forall>x. a \<le> x & x \<le> b --> isCont f x |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   759
         ==> \<exists>M::real. (\<forall>x::real. a \<le> x & x \<le> b --> M \<le> f(x)) &
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   760
                   (\<exists>x. a \<le> x & x \<le> b & f(x) = M)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   761
apply (subgoal_tac "\<forall>x. a \<le> x & x \<le> b --> isCont (%x. - (f x)) x")
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   762
prefer 2 apply (blast intro: isCont_minus)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   763
apply (drule_tac f = "(%x. - (f x))" in isCont_eq_Ub)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   764
apply safe
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   765
apply auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   766
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   767
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   768
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   769
text{*Another version.*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   770
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   771
lemma isCont_Lb_Ub: "[|a \<le> b; \<forall>x. a \<le> x & x \<le> b --> isCont f x |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   772
      ==> \<exists>L M::real. (\<forall>x::real. a \<le> x & x \<le> b --> L \<le> f(x) & f(x) \<le> M) &
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   773
          (\<forall>y. L \<le> y & y \<le> M --> (\<exists>x. a \<le> x & x \<le> b & (f(x) = y)))"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   774
apply (frule isCont_eq_Lb)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   775
apply (frule_tac [2] isCont_eq_Ub)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   776
apply (assumption+, safe)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   777
apply (rule_tac x = "f x" in exI)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   778
apply (rule_tac x = "f xa" in exI, simp, safe)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   779
apply (cut_tac x = x and y = xa in linorder_linear, safe)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   780
apply (cut_tac f = f and a = x and b = xa and y = y in IVT_objl)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   781
apply (cut_tac [2] f = f and a = xa and b = x and y = y in IVT2_objl, safe)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   782
apply (rule_tac [2] x = xb in exI)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   783
apply (rule_tac [4] x = xb in exI, simp_all)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   784
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   785
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   786
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   787
subsection {* Local extrema *}
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   788
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   789
text{*If @{term "0 < f'(x)"} then @{term x} is Locally Strictly Increasing At The Right*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   790
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   791
lemma DERIV_pos_inc_right:
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   792
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   793
  assumes der: "DERIV f x :> l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   794
      and l:   "0 < l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   795
  shows "\<exists>d > 0. \<forall>h > 0. h < d --> f(x) < f(x + h)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   796
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   797
  from l der [THEN DERIV_D, THEN LIM_D [where r = "l"]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   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)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   799
    by (simp add: diff_minus)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   800
  then obtain s
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   801
        where s:   "0 < s"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   802
          and all: "!!z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   803
    by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   804
  thus ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   805
  proof (intro exI conjI strip)
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
   806
    show "0<s" using s .
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   807
    fix h::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   808
    assume "0 < h" "h < s"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   809
    with all [of h] show "f x < f (x+h)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   810
    proof (simp add: abs_if pos_less_divide_eq diff_minus [symmetric]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   811
    split add: split_if_asm)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   812
      assume "~ (f (x+h) - f x) / h < l" and h: "0 < h"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   813
      with l
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   814
      have "0 < (f (x+h) - f x) / h" by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   815
      thus "f x < f (x+h)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   816
  by (simp add: pos_less_divide_eq h)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   817
    qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   818
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   819
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   820
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   821
lemma DERIV_neg_dec_left:
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   822
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   823
  assumes der: "DERIV f x :> l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   824
      and l:   "l < 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   825
  shows "\<exists>d > 0. \<forall>h > 0. h < d --> f(x) < f(x-h)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   826
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   827
  from l der [THEN DERIV_D, THEN LIM_D [where r = "-l"]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   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)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   829
    by (simp add: diff_minus)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   830
  then obtain s
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   831
        where s:   "0 < s"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   832
          and all: "!!z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < -l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   833
    by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   834
  thus ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   835
  proof (intro exI conjI strip)
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
   836
    show "0<s" using s .
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   837
    fix h::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   838
    assume "0 < h" "h < s"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   839
    with all [of "-h"] show "f x < f (x-h)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   840
    proof (simp add: abs_if pos_less_divide_eq diff_minus [symmetric]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   841
    split add: split_if_asm)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   842
      assume " - ((f (x-h) - f x) / h) < l" and h: "0 < h"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   843
      with l
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   844
      have "0 < (f (x-h) - f x) / h" by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   845
      thus "f x < f (x-h)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   846
  by (simp add: pos_less_divide_eq h)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   847
    qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   848
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   849
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   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
8afa26855137 use DERIV_intros
hoelzl
parents: 37891
diff changeset
   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
8afa26855137 use DERIV_intros
hoelzl
parents: 37891
diff changeset
   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
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   866
lemma DERIV_local_max:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   867
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   868
  assumes der: "DERIV f x :> l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   869
      and d:   "0 < d"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   870
      and le:  "\<forall>y. \<bar>x-y\<bar> < d --> f(y) \<le> f(x)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   871
  shows "l = 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   872
proof (cases rule: linorder_cases [of l 0])
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
   873
  case equal thus ?thesis .
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   874
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   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
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   877
  obtain d' where d': "0 < d'"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   878
             and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x-h)" by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   879
  from real_lbound_gt_zero [OF d d']
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   880
  obtain e where "0 < e \<and> e < d \<and> e < d'" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   881
  with lt le [THEN spec [where x="x-e"]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   882
  show ?thesis by (auto simp add: abs_if)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   883
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   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
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   886
  obtain d' where d': "0 < d'"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   887
             and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x + h)" by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   888
  from real_lbound_gt_zero [OF d d']
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   889
  obtain e where "0 < e \<and> e < d \<and> e < d'" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   890
  with lt le [THEN spec [where x="x+e"]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   891
  show ?thesis by (auto simp add: abs_if)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   892
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   893
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   894
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   895
text{*Similar theorem for a local minimum*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   896
lemma DERIV_local_min:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   897
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   898
  shows "[| DERIV f x :> l; 0 < d; \<forall>y. \<bar>x-y\<bar> < d --> f(x) \<le> f(y) |] ==> l = 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   899
by (drule DERIV_minus [THEN DERIV_local_max], auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   900
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   901
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   902
text{*In particular, if a function is locally flat*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   903
lemma DERIV_local_const:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   904
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   905
  shows "[| DERIV f x :> l; 0 < d; \<forall>y. \<bar>x-y\<bar> < d --> f(x) = f(y) |] ==> l = 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   906
by (auto dest!: DERIV_local_max)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   907
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   908
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   909
subsection {* Rolle's Theorem *}
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   910
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   911
text{*Lemma about introducing open ball in open interval*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   912
lemma lemma_interval_lt:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   913
     "[| a < x;  x < b |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   914
      ==> \<exists>d::real. 0 < d & (\<forall>y. \<bar>x-y\<bar> < d --> a < y & y < b)"
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
   915
22998
97e1f9c2cc46 avoid using redundant lemmas from RealDef.thy
huffman
parents: 22984
diff changeset
   916
apply (simp add: abs_less_iff)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   917
apply (insert linorder_linear [of "x-a" "b-x"], safe)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   918
apply (rule_tac x = "x-a" in exI)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   919
apply (rule_tac [2] x = "b-x" in exI, auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   920
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   921
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   922
lemma lemma_interval: "[| a < x;  x < b |] ==>
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   923
        \<exists>d::real. 0 < d &  (\<forall>y. \<bar>x-y\<bar> < d --> a \<le> y & y \<le> b)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   924
apply (drule lemma_interval_lt, auto)
44921
58eef4843641 tuned proofs
huffman
parents: 44890
diff changeset
   925
apply force
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   926
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   927
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   928
text{*Rolle's Theorem.
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   929
   If @{term f} is defined and continuous on the closed interval
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   930
   @{text "[a,b]"} and differentiable on the open interval @{text "(a,b)"},
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   931
   and @{term "f(a) = f(b)"},
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   932
   then there exists @{text "x0 \<in> (a,b)"} such that @{term "f'(x0) = 0"}*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   933
theorem Rolle:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   934
  assumes lt: "a < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   935
      and eq: "f(a) = f(b)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   936
      and con: "\<forall>x. a \<le> x & x \<le> b --> isCont f x"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   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
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   939
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   940
  have le: "a \<le> b" using lt by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   941
  from isCont_eq_Ub [OF le con]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   942
  obtain x where x_max: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f z \<le> f x"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   943
             and alex: "a \<le> x" and xleb: "x \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   944
    by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   945
  from isCont_eq_Lb [OF le con]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   946
  obtain x' where x'_min: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f x' \<le> f z"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   947
              and alex': "a \<le> x'" and x'leb: "x' \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   948
    by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   949
  show ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   950
  proof cases
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   951
    assume axb: "a < x & x < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   952
        --{*@{term f} attains its maximum within the interval*}
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
   953
    hence ax: "a<x" and xb: "x<b" by arith + 
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   954
    from lemma_interval [OF ax xb]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   955
    obtain d where d: "0<d" and bound: "\<forall>y. \<bar>x-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   956
      by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   957
    hence bound': "\<forall>y. \<bar>x-y\<bar> < d \<longrightarrow> f y \<le> f x" using x_max
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   958
      by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   959
    from differentiableD [OF dif [OF axb]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   960
    obtain l where der: "DERIV f x :> l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   961
    have "l=0" by (rule DERIV_local_max [OF der d bound'])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   962
        --{*the derivative at a local maximum is zero*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   963
    thus ?thesis using ax xb der by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   964
  next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   965
    assume notaxb: "~ (a < x & x < b)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   966
    hence xeqab: "x=a | x=b" using alex xleb by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   967
    hence fb_eq_fx: "f b = f x" by (auto simp add: eq)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   968
    show ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   969
    proof cases
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   970
      assume ax'b: "a < x' & x' < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   971
        --{*@{term f} attains its minimum within the interval*}
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
   972
      hence ax': "a<x'" and x'b: "x'<b" by arith+ 
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   973
      from lemma_interval [OF ax' x'b]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   974
      obtain d where d: "0<d" and bound: "\<forall>y. \<bar>x'-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   975
  by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   976
      hence bound': "\<forall>y. \<bar>x'-y\<bar> < d \<longrightarrow> f x' \<le> f y" using x'_min
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   977
  by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   978
      from differentiableD [OF dif [OF ax'b]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   979
      obtain l where der: "DERIV f x' :> l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   980
      have "l=0" by (rule DERIV_local_min [OF der d bound'])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   981
        --{*the derivative at a local minimum is zero*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   982
      thus ?thesis using ax' x'b der by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   983
    next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   984
      assume notax'b: "~ (a < x' & x' < b)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   985
        --{*@{term f} is constant througout the interval*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   986
      hence x'eqab: "x'=a | x'=b" using alex' x'leb by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   987
      hence fb_eq_fx': "f b = f x'" by (auto simp add: eq)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   988
      from dense [OF lt]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   989
      obtain r where ar: "a < r" and rb: "r < b" by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   990
      from lemma_interval [OF ar rb]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   991
      obtain d where d: "0<d" and bound: "\<forall>y. \<bar>r-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   992
  by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   993
      have eq_fb: "\<forall>z. a \<le> z --> z \<le> b --> f z = f b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   994
      proof (clarify)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   995
        fix z::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   996
        assume az: "a \<le> z" and zb: "z \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   997
        show "f z = f b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   998
        proof (rule order_antisym)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   999
          show "f z \<le> f b" by (simp add: fb_eq_fx x_max az zb)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1000
          show "f b \<le> f z" by (simp add: fb_eq_fx' x'_min az zb)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1001
        qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1002
      qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1003
      have bound': "\<forall>y. \<bar>r-y\<bar> < d \<longrightarrow> f r = f y"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1004
      proof (intro strip)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1005
        fix y::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1006
        assume lt: "\<bar>r-y\<bar> < d"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1007
        hence "f y = f b" by (simp add: eq_fb bound)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1008
        thus "f r = f y" by (simp add: eq_fb ar rb order_less_imp_le)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1009
      qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1010
      from differentiableD [OF dif [OF conjI [OF ar rb]]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1011
      obtain l where der: "DERIV f r :> l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1012
      have "l=0" by (rule DERIV_local_const [OF der d bound'])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1013
        --{*the derivative of a constant function is zero*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1014
      thus ?thesis using ar rb der by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1015
    qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1016
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1017
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1018
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1019
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1020
subsection{*Mean Value Theorem*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1021
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1022
lemma lemma_MVT:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1023
     "f a - (f b - f a)/(b-a) * a = f b - (f b - f a)/(b-a) * (b::real)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1024
proof cases
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1025
  assume "a=b" thus ?thesis by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1026
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1027
  assume "a\<noteq>b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1028
  hence ba: "b-a \<noteq> 0" by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1029
  show ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1030
    by (rule real_mult_left_cancel [OF ba, THEN iffD1],
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1031
        simp add: right_diff_distrib,
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1032
        simp add: left_diff_distrib)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1033
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1034
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1035
theorem MVT:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1036
  assumes lt:  "a < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1037
      and con: "\<forall>x. a \<le> x & x \<le> b --> isCont f x"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  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
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1040
                   (f(b) - f(a) = (b-a) * l)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1041
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1042
  let ?F = "%x. f x - ((f b - f a) / (b-a)) * x"
44233
aa74ce315bae add simp rules for isCont
huffman
parents: 44209
diff changeset
  1043
  have contF: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?F x"
aa74ce315bae add simp rules for isCont
huffman
parents: 44209
diff changeset
  1044
    using con by (fast intro: isCont_intros)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1045
  have difF: "\<forall>x. a < x \<and> x < b \<longrightarrow> ?F differentiable x"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1046
  proof (clarify)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1047
    fix x::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1048
    assume ax: "a < x" and xb: "x < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1049
    from differentiableD [OF dif [OF conjI [OF ax xb]]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1050
    obtain l where der: "DERIV f x :> l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1051
    show "?F differentiable x"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1052
      by (rule differentiableI [where D = "l - (f b - f a)/(b-a)"],
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1053
          blast intro: DERIV_diff DERIV_cmult_Id der)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1054
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1055
  from Rolle [where f = ?F, OF lt lemma_MVT contF difF]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1056
  obtain z where az: "a < z" and zb: "z < b" and der: "DERIV ?F z :> 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1057
    by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1058
  have "DERIV (%x. ((f b - f a)/(b-a)) * x) z :> (f b - f a)/(b-a)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1059
    by (rule DERIV_cmult_Id)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1060
  hence derF: "DERIV (\<lambda>x. ?F x + (f b - f a) / (b - a) * x) z
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1061
                   :> 0 + (f b - f a) / (b - a)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1062
    by (rule DERIV_add [OF der])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1063
  show ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1064
  proof (intro exI conjI)
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
  1065
    show "a < z" using az .
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
  1066
    show "z < b" using zb .
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1067
    show "f b - f a = (b - a) * ((f b - f a)/(b-a))" by (simp)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1068
    show "DERIV f z :> ((f b - f a)/(b-a))"  using derF by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1069
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1070
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  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
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1081
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1082
text{*A function is constant if its derivative is 0 over an interval.*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1083
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1084
lemma DERIV_isconst_end:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1085
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1086
  shows "[| a < b;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1087
         \<forall>x. a \<le> x & x \<le> b --> isCont f x;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1088
         \<forall>x. a < x & x < b --> DERIV f x :> 0 |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1089
        ==> f b = f a"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1090
apply (drule MVT, assumption)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1091
apply (blast intro: differentiableI)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1092
apply (auto dest!: DERIV_unique simp add: diff_eq_eq)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1093
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1094
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1095
lemma DERIV_isconst1:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1096
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1097
  shows "[| a < b;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1098
         \<forall>x. a \<le> x & x \<le> b --> isCont f x;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1099
         \<forall>x. a < x & x < b --> DERIV f x :> 0 |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1100
        ==> \<forall>x. a \<le> x & x \<le> b --> f x = f a"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1101
apply safe
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1102
apply (drule_tac x = a in order_le_imp_less_or_eq, safe)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1103
apply (drule_tac b = x in DERIV_isconst_end, auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1104
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1105
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1106
lemma DERIV_isconst2:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1107
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1108
  shows "[| a < b;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1109
         \<forall>x. a \<le> x & x \<le> b --> isCont f x;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1110
         \<forall>x. a < x & x < b --> DERIV f x :> 0;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1111
         a \<le> x; x \<le> b |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1112
        ==> f x = f a"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1113
apply (blast dest: DERIV_isconst1)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1114
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  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
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1140
lemma DERIV_isconst_all:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1141
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1142
  shows "\<forall>x. DERIV f x :> 0 ==> f(x) = f(y)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1143
apply (rule linorder_cases [of x y])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1144
apply (blast intro: sym DERIV_isCont DERIV_isconst_end)+
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1145
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1146
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  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
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1150
apply (rule linorder_cases [of a b], auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1151
apply (drule_tac [!] f = f in MVT)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  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
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1154
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1155
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  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
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1159
apply (rule_tac c1 = "b-a" in real_mult_right_cancel [THEN iffD1])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1160
apply (auto dest!: DERIV_const_ratio_const simp add: mult_assoc)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1161
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1162
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1163
lemma real_average_minus_first [simp]: "((a + b) /2 - a) = (b-a)/(2::real)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1164
by (simp)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1165
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1166
lemma real_average_minus_second [simp]: "((b + a)/2 - a) = (b-a)/(2::real)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1167
by (simp)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1168
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1169
text{*Gallileo's "trick": average velocity = av. of end velocities*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1170
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1171
lemma DERIV_const_average:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1172
  fixes v :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1173
  assumes neq: "a \<noteq> (b::real)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1174
      and der: "\<forall>x. DERIV v x :> k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1175
  shows "v ((a + b)/2) = (v a + v b)/2"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1176
proof (cases rule: linorder_cases [of a b])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1177
  case equal with neq show ?thesis by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1178
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1179
  case less
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1180
  have "(v b - v a) / (b - a) = k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1181
    by (rule DERIV_const_ratio_const2 [OF neq der])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1182
  hence "(b-a) * ((v b - v a) / (b-a)) = (b-a) * k" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1183
  moreover have "(v ((a + b) / 2) - v a) / ((a + b) / 2 - a) = k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1184
    by (rule DERIV_const_ratio_const2 [OF _ der], simp add: neq)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1185
  ultimately show ?thesis using neq by force
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1186
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1187
  case greater
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1188
  have "(v b - v a) / (b - a) = k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1189
    by (rule DERIV_const_ratio_const2 [OF neq der])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1190
  hence "(b-a) * ((v b - v a) / (b-a)) = (b-a) * k" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1191
  moreover have " (v ((b + a) / 2) - v a) / ((b + a) / 2 - a) = k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1192
    by (rule DERIV_const_ratio_const2 [OF _ der], simp add: neq)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1193
  ultimately show ?thesis using neq by (force simp add: add_commute)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1194
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  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
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1204
  assume f: "~ f a < f b"
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  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
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1207
    apply (rule MVT)
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1208
      using assms
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1209
      apply auto
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  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
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1212
    done
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  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
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  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
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  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
d985ec974815 more systematic lemma name
noschinl
parents: 45600
diff changeset
  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
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1228
  assume "~ f a \<le> f b" and "a = b"
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1229
  then show False by auto
37891
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1230
next
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1231
  assume A: "~ f a \<le> f b"
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  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
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1235
    apply -
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1236
    apply (rule MVT)
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1237
      apply auto
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  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
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1241
  then obtain l z where z: "a < z" "z < b" "DERIV f z :> l"
37891
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  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
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1244
  with A have "a < b" "f b < f a" by auto
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  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
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  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
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1259
    using assms
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  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
d985ec974815 more systematic lemma name
noschinl
parents: 45600
diff changeset
  1274
    apply (rule DERIV_nonneg_imp_nondecreasing [of a b "%x. -f x"])
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1275
    using assms
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  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
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1282
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
  1283
subsection {* Continuous injective functions *}
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
  1284
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1285
text{*Dull lemma: an continuous injection on an interval must have a
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1286
strict maximum at an end point, not in the middle.*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1287
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1288
lemma lemma_isCont_inj:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1289
  fixes f :: "real \<Rightarrow> real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1290
  assumes d: "0 < d"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1291
      and inj [rule_format]: "\<forall>z. \<bar>z-x\<bar> \<le> d --> g(f z) = z"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1292
      and cont: "\<forall>z. \<bar>z-x\<bar> \<le> d --> isCont f z"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1293
  shows "\<exists>z. \<bar>z-x\<bar> \<le> d & f x < f z"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1294
proof (rule ccontr)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1295
  assume  "~ (\<exists>z. \<bar>z-x\<bar> \<le> d & f x < f z)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1296
  hence all [rule_format]: "\<forall>z. \<bar>z - x\<bar> \<le> d --> f z \<le> f x" by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1297
  show False
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1298
  proof (cases rule: linorder_le_cases [of "f(x-d)" "f(x+d)"])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1299
    case le
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1300
    from d cont all [of "x+d"]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1301
    have flef: "f(x+d) \<le> f x"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1302
     and xlex: "x - d \<le> x"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1303
     and cont': "\<forall>z. x - d \<le> z \<and> z \<le> x \<longrightarrow> isCont f z"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1304
       by (auto simp add: abs_if)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1305
    from IVT [OF le flef xlex cont']
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1306
    obtain x' where "x-d \<le> x'" "x' \<le> x" "f x' = f(x+d)" by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1307
    moreover
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1308
    hence "g(f x') = g (f(x+d))" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1309
    ultimately show False using d inj [of x'] inj [of "x+d"]
22998
97e1f9c2cc46 avoid using redundant lemmas from RealDef.thy
huffman
parents: 22984
diff changeset
  1310
      by (simp add: abs_le_iff)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1311
  next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1312
    case ge
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1313
    from d cont all [of "x-d"]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1314
    have flef: "f(x-d) \<le> f x"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1315
     and xlex: "x \<le> x+d"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1316
     and cont': "\<forall>z. x \<le> z \<and> z \<le> x+d \<longrightarrow> isCont f z"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1317
       by (auto simp add: abs_if)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1318
    from IVT2 [OF ge flef xlex cont']
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1319
    obtain x' where "x \<le> x'" "x' \<le> x+d" "f x' = f(x-d)" by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1320
    moreover
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1321
    hence "g(f x') = g (f(x-d))" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1322
    ultimately show False using d inj [of x'] inj [of "x-d"]
22998
97e1f9c2cc46 avoid using redundant lemmas from RealDef.thy
huffman
parents: 22984
diff changeset
  1323
      by (simp add: abs_le_iff)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1324
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1325
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1326
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1327
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1328
text{*Similar version for lower bound.*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1329
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1330
lemma lemma_isCont_inj2:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1331
  fixes f g :: "real \<Rightarrow> real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1332
  shows "[|0 < d; \<forall>z. \<bar>z-x\<bar> \<le> d --> g(f z) = z;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1333
        \<forall>z. \<bar>z-x\<bar> \<le> d --> isCont f z |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1334
      ==> \<exists>z. \<bar>z-x\<bar> \<le> d & f z < f x"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1335
apply (insert lemma_isCont_inj
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1336
          [where f = "%x. - f x" and g = "%y. g(-y)" and x = x and d = d])
44233
aa74ce315bae add simp rules for isCont
huffman
parents: 44209
diff changeset
  1337
apply (simp add: linorder_not_le)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1338
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1339
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1340
text{*Show there's an interval surrounding @{term "f(x)"} in
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1341
@{text "f[[x - d, x + d]]"} .*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1342
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1343
lemma isCont_inj_range:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1344
  fixes f :: "real \<Rightarrow> real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1345
  assumes d: "0 < d"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1346
      and inj: "\<forall>z. \<bar>z-x\<bar> \<le> d --> g(f z) = z"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1347
      and cont: "\<forall>z. \<bar>z-x\<bar> \<le> d --> isCont f z"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  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)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1349
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  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
97e1f9c2cc46 avoid using redundant lemmas from RealDef.thy
huffman
parents: 22984
diff changeset
  1351
    by (auto simp add: abs_le_iff)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1352
  from isCont_Lb_Ub [OF this]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1353
  obtain L M
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  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"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1355
    and all2 [rule_format]:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  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)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1357
    by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1358
  with d have "L \<le> f x & f x \<le> M" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1359
  moreover have "L \<noteq> f x"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1360
  proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1361
    from lemma_isCont_inj2 [OF d inj cont]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1362
    obtain u where "\<bar>u - x\<bar> \<le> d" "f u < f x"  by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1363
    thus ?thesis using all1 [of u] by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1364
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1365
  moreover have "f x \<noteq> M"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1366
  proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1367
    from lemma_isCont_inj [OF d inj cont]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1368
    obtain u where "\<bar>u - x\<bar> \<le> d" "f x < f u"  by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1369
    thus ?thesis using all1 [of u] by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1370
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1371
  ultimately have "L < f x & f x < M" by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1372
  hence "0 < f x - L" "0 < M - f x" by arith+
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1373
  from real_lbound_gt_zero [OF this]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1374
  obtain e where e: "0 < e" "e < f x - L" "e < M - f x" by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1375
  thus ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1376
  proof (intro exI conjI)
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
  1377
    show "0<e" using e(1) .
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1378
    show "\<forall>y. \<bar>y - f x\<bar> \<le> e \<longrightarrow> (\<exists>z. \<bar>z - x\<bar> \<le> d \<and> f z = y)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1379
    proof (intro strip)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1380
      fix y::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1381
      assume "\<bar>y - f x\<bar> \<le> e"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1382
      with e have "L \<le> y \<and> y \<le> M" by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1383
      from all2 [OF this]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1384
      obtain z where "x - d \<le> z" "z \<le> x + d" "f z = y" by blast
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
  1385
      thus "\<exists>z. \<bar>z - x\<bar> \<le> d \<and> f z = y" 
22998
97e1f9c2cc46 avoid using redundant lemmas from RealDef.thy
huffman
parents: 22984
diff changeset
  1386
        by (force simp add: abs_le_iff)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1387
    qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1388
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1389
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1390
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1391
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1392
text{*Continuity of inverse function*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1393
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1394
lemma isCont_inverse_function:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1395
  fixes f g :: "real \<Rightarrow> real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1396
  assumes d: "0 < d"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1397
      and inj: "\<forall>z. \<bar>z-x\<bar> \<le> d --> g(f z) = z"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1398
      and cont: "\<forall>z. \<bar>z-x\<bar> \<le> d --> isCont f z"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1399
  shows "isCont g (f x)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1400
proof (simp add: isCont_iff LIM_eq)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1401
  show "\<forall>r. 0 < r \<longrightarrow>
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  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)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1403
  proof (intro strip)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1404
    fix r::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1405
    assume r: "0<r"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1406
    from real_lbound_gt_zero [OF r d]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1407
    obtain e where e: "0 < e" and e_lt: "e < r \<and> e < d" by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1408
    with inj cont
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1409
    have e_simps: "\<forall>z. \<bar>z-x\<bar> \<le> e --> g (f z) = z"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1410
                  "\<forall>z. \<bar>z-x\<bar> \<le> e --> isCont f z"   by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1411
    from isCont_inj_range [OF e this]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1412
    obtain e' where e': "0 < e'"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  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)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1414
          by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  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"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1416
    proof (intro exI conjI)
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
  1417
      show "0<e'" using e' .
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1418
      show "\<forall>z. z \<noteq> 0 \<and> \<bar>z\<bar> < e' \<longrightarrow> \<bar>g (f x + z) - g (f x)\<bar> < r"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1419
      proof (intro strip)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1420
        fix z::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1421
        assume z: "z \<noteq> 0 \<and> \<bar>z\<bar> < e'"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1422
        with e e_lt e_simps all [rule_format, of "f x + z"]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1423
        show "\<bar>g (f x + z) - g (f x)\<bar> < r" by force
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1424
      qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1425
    qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1426
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1427
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1428
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1429
text {* Derivative of inverse function *}
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1430
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1431
lemma DERIV_inverse_function:
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1432
  fixes f g :: "real \<Rightarrow> real"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1433
  assumes der: "DERIV f (g x) :> D"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1434
  assumes neq: "D \<noteq> 0"
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1435
  assumes a: "a < x" and b: "x < b"
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1436
  assumes inj: "\<forall>y. a < y \<and> y < b \<longrightarrow> f (g y) = y"
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1437
  assumes cont: "isCont g x"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1438
  shows "DERIV g x :> inverse D"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1439
unfolding DERIV_iff2
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1440
proof (rule LIM_equal2)
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1441
  show "0 < min (x - a) (b - x)"
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
  1442
    using a b by arith 
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1443
next
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1444
  fix y
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1445
  assume "norm (y - x) < min (x - a) (b - x)"
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
  1446
  hence "a < y" and "y < b" 
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1447
    by (simp_all add: abs_less_iff)
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1448
  thus "(g y - g x) / (y - x) =
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1449
        inverse ((f (g y) - x) / (g y - g x))"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1450
    by (simp add: inj)
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1451
next
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1452
  have "(\<lambda>z. (f z - f (g x)) / (z - g x)) -- g x --> D"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1453
    by (rule der [unfolded DERIV_iff2])
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1454
  hence 1: "(\<lambda>z. (f z - x) / (z - g x)) -- g x --> D"
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1455
    using inj a b by simp
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1456
  have 2: "\<exists>d>0. \<forall>y. y \<noteq> x \<and> norm (y - x) < d \<longrightarrow> g y \<noteq> g x"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1457
  proof (safe intro!: exI)
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1458
    show "0 < min (x - a) (b - x)"
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1459
      using a b by simp
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1460
  next
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1461
    fix y
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1462
    assume "norm (y - x) < min (x - a) (b - x)"
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1463
    hence y: "a < y" "y < b"
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1464
      by (simp_all add: abs_less_iff)
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1465
    assume "g y = g x"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1466
    hence "f (g y) = f (g x)" by simp
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1467
    hence "y = x" using inj y a b by simp
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1468
    also assume "y \<noteq> x"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1469
    finally show False by simp
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1470
  qed
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1471
  have "(\<lambda>y. (f (g y) - x) / (g y - g x)) -- x --> D"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1472
    using cont 1 2 by (rule isCont_LIM_compose2)
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1473
  thus "(\<lambda>y. inverse ((f (g y) - x) / (g y - g x)))
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  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
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1476
qed
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1477
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
  1478
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
  1479
subsection {* Generalized Mean Value Theorem *}
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
  1480
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  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
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1483
  assumes alb: "a < b"
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1484
    and fc: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x"
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1485
    and fd: "\<forall>x. a < x \<and> x < b \<longrightarrow> f differentiable x"
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1486
    and gc: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont g x"
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1487
    and gd: "\<forall>x. a < x \<and> x < b \<longrightarrow> g differentiable x"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  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)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1489
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1490
  let ?h = "\<lambda>x. (f b - f a)*(g x) - (g b - g a)*(f x)"
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1491
  from assms have "a < b" by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1492
  moreover have "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?h x"
44233
aa74ce315bae add simp rules for isCont
huffman
parents: 44209
diff changeset
  1493
    using fc gc by simp
aa74ce315bae add simp rules for isCont
huffman
parents: 44209
diff changeset
  1494
  moreover have "\<forall>x. a < x \<and> x < b \<longrightarrow> ?h differentiable x"
aa74ce315bae add simp rules for isCont
huffman
parents: 44209
diff changeset
  1495
    using fd gd by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  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)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  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" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1498
  then obtain c where cdef: "a < c \<and> c < b \<and> DERIV ?h c :> l \<and> ?h b - ?h a = (b - a) * l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1499
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1500
  from cdef have cint: "a < c \<and> c < b" by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1501
  with gd have "g differentiable c" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1502
  hence "\<exists>D. DERIV g c :> D" by (rule differentiableD)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1503
  then obtain g'c where g'cdef: "DERIV g c :> g'c" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1504
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1505
  from cdef have "a < c \<and> c < b" by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1506
  with fd have "f differentiable c" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1507
  hence "\<exists>D. DERIV f c :> D" by (rule differentiableD)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1508
  then obtain f'c where f'cdef: "DERIV f c :> f'c" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1509
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1510
  from cdef have "DERIV ?h c :> l" by auto
41368
8afa26855137 use DERIV_intros
hoelzl
parents: 37891
diff changeset
  1511
  moreover have "DERIV ?h c :>  g'c * (f b - f a) - f'c * (g b - g a)"
8afa26855137 use DERIV_intros
hoelzl
parents: 37891
diff changeset
  1512
    using g'cdef f'cdef by (auto intro!: DERIV_intros)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1513
  ultimately have leq: "l =  g'c * (f b - f a) - f'c * (g b - g a)" by (rule DERIV_unique)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1514
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1515
  {
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1516
    from cdef have "?h b - ?h a = (b - a) * l" by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1517
    also with leq have "\<dots> = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1518
    finally have "?h b - ?h a = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1519
  }
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1520
  moreover
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1521
  {
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1522
    have "?h b - ?h a =
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1523
         ((f b)*(g b) - (f a)*(g b) - (g b)*(f b) + (g a)*(f b)) -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1524
          ((f b)*(g a) - (f a)*(g a) - (g b)*(f a) + (g a)*(f a))"
29667
53103fc8ffa3 Replaced group_ and ring_simps by algebra_simps;
nipkow
parents: 29472
diff changeset
  1525
      by (simp add: algebra_simps)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1526
    hence "?h b - ?h a = 0" by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1527
  }
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1528
  ultimately have "(b - a) * (g'c * (f b - f a) - f'c * (g b - g a)) = 0" by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1529
  with alb have "g'c * (f b - f a) - f'c * (g b - g a) = 0" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1530
  hence "g'c * (f b - f a) = f'c * (g b - g a)" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1531
  hence "(f b - f a) * g'c = (g b - g a) * f'c" by (simp add: mult_ac)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1532
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1533
  with g'cdef f'cdef cint show ?thesis by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1534
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  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
00d3147dd639 simplify some proofs
huffman
parents: 44079
diff changeset
  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
00d3147dd639 simplify some proofs
huffman
parents: 44079
diff changeset
  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
00d3147dd639 simplify some proofs
huffman
parents: 44079
diff changeset
  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
00d3147dd639 simplify some proofs
huffman
parents: 44079
diff changeset
  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
00d3147dd639 simplify some proofs
huffman
parents: 44079
diff changeset
  1583
apply (rule linorder_cases [of l 0])
00d3147dd639 simplify some proofs
huffman
parents: 44079
diff changeset
  1584
apply (drule (1) LIM_fun_less_zero, force)
00d3147dd639 simplify some proofs
huffman
parents: 44079
diff changeset
  1585
apply simp
00d3147dd639 simplify some proofs
huffman
parents: 44079
diff changeset
  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
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1589
lemma GMVT':
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1590
  fixes f g :: "real \<Rightarrow> real"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1591
  assumes "a < b"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1592
  assumes isCont_f: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont f z"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1593
  assumes isCont_g: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont g z"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1594
  assumes DERIV_g: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV g z :> (g' z)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1595
  assumes DERIV_f: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV f z :> (f' z)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1596
  shows "\<exists>c. a < c \<and> c < b \<and> (f b - f a) * g' c = (g b - g a) * f' c"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1597
proof -
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1598
  have "\<exists>g'c f'c c. DERIV g c :> g'c \<and> DERIV f c :> f'c \<and>
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1599
    a < c \<and> c < b \<and> (f b - f a) * g'c = (g b - g a) * f'c"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1600
    using assms by (intro GMVT) (force simp: differentiable_def)+
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1601
  then obtain c where "a < c" "c < b" "(f b - f a) * g' c = (g b - g a) * f' c"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1602
    using DERIV_f DERIV_g by (force dest: DERIV_unique)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1603
  then show ?thesis
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1604
    by auto
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1605
qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1606
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1607
lemma DERIV_cong_ev: "x = y \<Longrightarrow> eventually (\<lambda>x. f x = g x) (nhds x) \<Longrightarrow> u = v \<Longrightarrow>
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1608
    DERIV f x :> u \<longleftrightarrow> DERIV g y :> v"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1609
  unfolding DERIV_iff2
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1610
proof (rule filterlim_cong)
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1611
  assume "eventually (\<lambda>x. f x = g x) (nhds x)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1612
  moreover then have "f x = g x" by (auto simp: eventually_nhds)
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1613
  moreover assume "x = y" "u = v"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1614
  ultimately show "eventually (\<lambda>xa. (f xa - f x) / (xa - x) = (g xa - g y) / (xa - y)) (at x)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1615
    by (auto simp: eventually_within at_def elim: eventually_elim1)
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1616
qed simp_all
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  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
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  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
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1626
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1627
lemma lhopital_right_0:
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1628
  fixes f0 g0 :: "real \<Rightarrow> real"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1629
  assumes f_0: "(f0 ---> 0) (at_right 0)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1630
  assumes g_0: "(g0 ---> 0) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1631
  assumes ev:
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1632
    "eventually (\<lambda>x. g0 x \<noteq> 0) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1633
    "eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)"
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1634
    "eventually (\<lambda>x. DERIV f0 x :> f' x) (at_right 0)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1635
    "eventually (\<lambda>x. DERIV g0 x :> g' x) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1636
  assumes lim: "((\<lambda> x. (f' x / g' x)) ---> x) (at_right 0)"
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1637
  shows "((\<lambda> x. f0 x / g0 x) ---> x) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1638
proof -
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1639
  def f \<equiv> "\<lambda>x. if x \<le> 0 then 0 else f0 x"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1640
  then have "f 0 = 0" by simp
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1641
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1642
  def g \<equiv> "\<lambda>x. if x \<le> 0 then 0 else g0 x"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1643
  then have "g 0 = 0" by simp
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1644
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1645
  have "eventually (\<lambda>x. g0 x \<noteq> 0 \<and> g' x \<noteq> 0 \<and>
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1646
      DERIV f0 x :> (f' x) \<and> DERIV g0 x :> (g' x)) (at_right 0)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1647
    using ev by eventually_elim auto
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1648
  then obtain a where [arith]: "0 < a"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1649
    and g0_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g0 x \<noteq> 0"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1650
    and g'_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g' x \<noteq> 0"
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1651
    and f0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV f0 x :> (f' x)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1652
    and g0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV g0 x :> (g' x)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1653
    unfolding eventually_within eventually_at by (auto simp: dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1654
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1655
  have g_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g x \<noteq> 0"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1656
    using g0_neq_0 by (simp add: g_def)
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1657
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1658
  { fix x assume x: "0 < x" "x < a" then have "DERIV f x :> (f' x)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1659
      by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ f0[OF x]])
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1660
         (auto simp: f_def eventually_nhds_metric dist_real_def intro!: exI[of _ x]) }
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1661
  note f = this
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1662
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1663
  { fix x assume x: "0 < x" "x < a" then have "DERIV g x :> (g' x)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1664
      by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ g0[OF x]])
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1665
         (auto simp: g_def eventually_nhds_metric dist_real_def intro!: exI[of _ x]) }
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1666
  note g = this
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1667
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1668
  have "isCont f 0"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1669
    using tendsto_const[of "0::real" "at 0"] f_0
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1670
    unfolding isCont_def f_def
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1671
    by (intro filterlim_split_at_real)
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1672
       (auto elim: eventually_elim1
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1673
             simp add: filterlim_def le_filter_def eventually_within eventually_filtermap)
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1674
    
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1675
  have "isCont g 0"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1676
    using tendsto_const[of "0::real" "at 0"] g_0
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1677
    unfolding isCont_def g_def
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1678
    by (intro filterlim_split_at_real)
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1679
       (auto elim: eventually_elim1
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1680
             simp add: filterlim_def le_filter_def eventually_within eventually_filtermap)
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1681
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  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)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1683
  proof (rule bchoice, rule)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1684
    fix x assume "x \<in> {0 <..< a}"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1685
    then have x[arith]: "0 < x" "x < a" by auto
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  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"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1687
      by auto
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1688
    have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont f x"
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1689
      using `isCont f 0` f by (auto intro: DERIV_isCont simp: le_less)
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1690
    moreover have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont g x"
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1691
      using `isCont g 0` g by (auto intro: DERIV_isCont simp: le_less)
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1692
    ultimately have "\<exists>c. 0 < c \<and> c < x \<and> (f x - f 0) * g' c = (g x - g 0) * f' c"
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1693
      using f g `x < a` by (intro GMVT') auto
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1694
    then guess c ..
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1695
    moreover
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1696
    with g'(1)[of c] g'(2) have "(f x - f 0)  / (g x - g 0) = f' c / g' c"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1697
      by (simp add: field_simps)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1698
    ultimately show "\<exists>y. 0 < y \<and> y < x \<and> f x / g x = f' y / g' y"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1699
      using `f 0 = 0` `g 0 = 0` by (auto intro!: exI[of _ c])
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1700
  qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1701
  then guess \<zeta> ..
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  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)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1703
    unfolding eventually_within eventually_at by (intro exI[of _ a]) (auto simp: dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1704
  moreover
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1705
  from \<zeta> have "eventually (\<lambda>x. norm (\<zeta> x) \<le> x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1706
    by eventually_elim auto
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1707
  then have "((\<lambda>x. norm (\<zeta> x)) ---> 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1708
    by (rule_tac real_tendsto_sandwich[where f="\<lambda>x. 0" and h="\<lambda>x. x"])
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1709
       (auto intro: tendsto_const tendsto_ident_at_within)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1710
  then have "(\<zeta> ---> 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1711
    by (rule tendsto_norm_zero_cancel)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1712
  with \<zeta> have "filterlim \<zeta> (at_right 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1713
    by (auto elim!: eventually_elim1 simp: filterlim_within filterlim_at)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1714
  from this lim have "((\<lambda>t. f' (\<zeta> t) / g' (\<zeta> t)) ---> x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1715
    by (rule_tac filterlim_compose[of _ _ _ \<zeta>])
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1716
  ultimately have "((\<lambda>t. f t / g t) ---> x) (at_right 0)" (is ?P)
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1717
    by (rule_tac filterlim_cong[THEN iffD1, OF refl refl])
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1718
       (auto elim: eventually_elim1)
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1719
  also have "?P \<longleftrightarrow> ?thesis"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1720
    by (rule filterlim_cong) (auto simp: f_def g_def eventually_within)
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1721
  finally show ?thesis .
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1722
qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  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
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1757
lemma lhopital_right_0_at_top:
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1758
  fixes f g :: "real \<Rightarrow> real"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1759
  assumes g_0: "LIM x at_right 0. g x :> at_top"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1760
  assumes ev:
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1761
    "eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1762
    "eventually (\<lambda>x. DERIV f x :> f' x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1763
    "eventually (\<lambda>x. DERIV g x :> g' x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1764
  assumes lim: "((\<lambda> x. (f' x / g' x)) ---> x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1765
  shows "((\<lambda> x. f x / g x) ---> x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1766
  unfolding tendsto_iff
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1767
proof safe
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1768
  fix e :: real assume "0 < e"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1769
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1770
  with lim[unfolded tendsto_iff, rule_format, of "e / 4"]
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1771
  have "eventually (\<lambda>t. dist (f' t / g' t) x < e / 4) (at_right 0)" by simp
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1772
  from eventually_conj[OF eventually_conj[OF ev(1) ev(2)] eventually_conj[OF ev(3) this]]
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1773
  obtain a where [arith]: "0 < a"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1774
    and g'_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g' x \<noteq> 0"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1775
    and f0: "\<And>x. 0 < x \<Longrightarrow> x \<le> a \<Longrightarrow> DERIV f x :> (f' x)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1776
    and g0: "\<And>x. 0 < x \<Longrightarrow> x \<le> a \<Longrightarrow> DERIV g x :> (g' x)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1777
    and Df: "\<And>t. 0 < t \<Longrightarrow> t < a \<Longrightarrow> dist (f' t / g' t) x < e / 4"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1778
    unfolding eventually_within_le by (auto simp: dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1779
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1780
  from Df have
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1781
    "eventually (\<lambda>t. t < a) (at_right 0)" "eventually (\<lambda>t::real. 0 < t) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1782
    unfolding eventually_within eventually_at by (auto intro!: exI[of _ a] simp: dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1783
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1784
  moreover
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  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
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1787
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1788
  moreover
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1789
  have inv_g: "((\<lambda>x. inverse (g x)) ---> 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1790
    using tendsto_inverse_0 filterlim_mono[OF g_0 at_top_le_at_infinity order_refl]
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1791
    by (rule filterlim_compose)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1792
  then have "((\<lambda>x. norm (1 - g a * inverse (g x))) ---> norm (1 - g a * 0)) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1793
    by (intro tendsto_intros)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1794
  then have "((\<lambda>x. norm (1 - g a / g x)) ---> 1) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1795
    by (simp add: inverse_eq_divide)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1796
  from this[unfolded tendsto_iff, rule_format, of 1]
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1797
  have "eventually (\<lambda>x. norm (1 - g a / g x) < 2) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1798
    by (auto elim!: eventually_elim1 simp: dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1799
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1800
  moreover
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  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)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1802
    by (intro tendsto_intros)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1803
  then have "((\<lambda>t. norm (f a - x * g a) / norm (g t)) ---> 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1804
    by (simp add: inverse_eq_divide)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1805
  from this[unfolded tendsto_iff, rule_format, of "e / 2"] `0 < e`
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1806
  have "eventually (\<lambda>t. norm (f a - x * g a) / norm (g t) < e / 2) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1807
    by (auto simp: dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1808
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1809
  ultimately show "eventually (\<lambda>t. dist (f t / g t) x < e) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1810
  proof eventually_elim
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1811
    fix t assume t[arith]: "0 < t" "t < a" "g a < g t" "0 < g t"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1812
    assume ineq: "norm (1 - g a / g t) < 2" "norm (f a - x * g a) / norm (g t) < e / 2"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1813
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1814
    have "\<exists>y. t < y \<and> y < a \<and> (g a - g t) * f' y = (f a - f t) * g' y"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1815
      using f0 g0 t(1,2) by (intro GMVT') (force intro!: DERIV_isCont)+
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1816
    then guess y ..
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1817
    from this
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1818
    have [arith]: "t < y" "y < a" and D_eq: "(f t - f a) / (g t - g a) = f' y / g' y"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1819
      using `g a < g t` g'_neq_0[of y] by (auto simp add: field_simps)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1820
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  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"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1822
      by (simp add: field_simps)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1823
    have "norm (f t / g t - x) \<le>
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1824
        norm (((f t - f a) / (g t - g a) - x) * (1 - g a / g t)) + norm ((f a - x * g a) / g t)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1825
      unfolding * by (rule norm_triangle_ineq)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  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)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1827
      by (simp add: abs_mult D_eq dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1828
    also have "\<dots> < (e / 4) * 2 + e / 2"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1829
      using ineq Df[of y] `0 < e` by (intro add_le_less_mono mult_mono) auto
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1830
    finally show "dist (f t / g t) x < e"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1831
      by (simp add: dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1832
  qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1833
qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  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
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1865
lemma lhospital_at_top_at_top:
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1866
  fixes f g :: "real \<Rightarrow> real"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1867
  assumes g_0: "LIM x at_top. g x :> at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1868
  assumes g': "eventually (\<lambda>x. g' x \<noteq> 0) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1869
  assumes Df: "eventually (\<lambda>x. DERIV f x :> f' x) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1870
  assumes Dg: "eventually (\<lambda>x. DERIV g x :> g' x) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1871
  assumes lim: "((\<lambda> x. (f' x / g' x)) ---> x) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1872
  shows "((\<lambda> x. f x / g x) ---> x) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1873
  unfolding filterlim_at_top_to_right
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1874
proof (rule lhopital_right_0_at_top)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1875
  let ?F = "\<lambda>x. f (inverse x)"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1876
  let ?G = "\<lambda>x. g (inverse x)"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1877
  let ?R = "at_right (0::real)"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1878
  let ?D = "\<lambda>f' x. f' (inverse x) * - (inverse x ^ Suc (Suc 0))"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1879
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1880
  show "LIM x ?R. ?G x :> at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1881
    using g_0 unfolding filterlim_at_top_to_right .
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1882
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1883
  show "eventually (\<lambda>x. DERIV ?G x  :> ?D g' x) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1884
    unfolding eventually_at_right_to_top
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1885
    using Dg eventually_ge_at_top[where c="1::real"]
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1886
    apply eventually_elim
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1887
    apply (rule DERIV_cong)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1888
    apply (rule DERIV_chain'[where f=inverse])
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1889
    apply (auto intro!:  DERIV_inverse)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1890
    done
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1891
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1892
  show "eventually (\<lambda>x. DERIV ?F x  :> ?D f' x) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1893
    unfolding eventually_at_right_to_top
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1894
    using Df eventually_ge_at_top[where c="1::real"]
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1895
    apply eventually_elim
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1896
    apply (rule DERIV_cong)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1897
    apply (rule DERIV_chain'[where f=inverse])
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1898
    apply (auto intro!:  DERIV_inverse)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1899
    done
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1900
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1901
  show "eventually (\<lambda>x. ?D g' x \<noteq> 0) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1902
    unfolding eventually_at_right_to_top
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1903
    using g' eventually_ge_at_top[where c="1::real"]
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1904
    by eventually_elim auto
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1905
    
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1906
  show "((\<lambda>x. ?D f' x / ?D g' x) ---> x) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1907
    unfolding filterlim_at_right_to_top
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1908
    apply (intro filterlim_cong[THEN iffD2, OF refl refl _ lim])
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1909
    using eventually_ge_at_top[where c="1::real"]
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1910
    by eventually_elim simp
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1911
qed
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1912
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1913
end