src/HOL/Complex_Analysis/Cauchy_Integral_Formula.thy
author paulson <lp15@cam.ac.uk>
Thu, 17 Sep 2020 18:48:06 +0100
changeset 72266 1e02b86eb517
parent 71201 6617fb368a06
child 72379 504fe7365820
permissions -rw-r--r--
de-applying
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
     1
section \<open>Cauchy's Integral Formula\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
     2
theory Cauchy_Integral_Formula
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
     3
  imports Winding_Numbers
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
     4
begin
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
     5
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
     6
subsection\<open>Proof\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
     7
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
     8
lemma Cauchy_integral_formula_weak:
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
     9
    assumes S: "convex S" and "finite k" and conf: "continuous_on S f"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    10
        and fcd: "(\<And>x. x \<in> interior S - k \<Longrightarrow> f field_differentiable at x)"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    11
        and z: "z \<in> interior S - k" and vpg: "valid_path \<gamma>"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    12
        and pasz: "path_image \<gamma> \<subseteq> S - {z}" and loop: "pathfinish \<gamma> = pathstart \<gamma>"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    13
      shows "((\<lambda>w. f w / (w - z)) has_contour_integral (2*pi * \<i> * winding_number \<gamma> z * f z)) \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    14
proof -
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    15
  let ?fz = "\<lambda>w. (f w - f z)/(w - z)"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    16
  obtain f' where f': "(f has_field_derivative f') (at z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    17
    using fcd [OF z] by (auto simp: field_differentiable_def)
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    18
  have pas: "path_image \<gamma> \<subseteq> S" and znotin: "z \<notin> path_image \<gamma>" using pasz by blast+
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    19
  have c: "continuous (at x within S) (\<lambda>w. if w = z then f' else (f w - f z) / (w - z))" if "x \<in> S" for x
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    20
  proof (cases "x = z")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    21
    case True then show ?thesis
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    22
      using LIM_equal [of "z" ?fz "\<lambda>w. if w = z then f' else ?fz w"] has_field_derivativeD [OF f'] 
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    23
      by (force simp add: continuous_within Lim_at_imp_Lim_at_within)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    24
  next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    25
    case False
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    26
    then have dxz: "dist x z > 0" by auto
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    27
    have cf: "continuous (at x within S) f"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    28
      using conf continuous_on_eq_continuous_within that by blast
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    29
    have "continuous (at x within S) (\<lambda>w. (f w - f z) / (w - z))"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    30
      by (rule cf continuous_intros | simp add: False)+
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    31
    then show ?thesis
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    32
      apply (rule continuous_transform_within [OF _ dxz that, of ?fz])
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    33
      apply (force simp: dist_commute)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    34
      done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    35
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    36
  have fink': "finite (insert z k)" using \<open>finite k\<close> by blast
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    37
  have *: "((\<lambda>w. if w = z then f' else ?fz w) has_contour_integral 0) \<gamma>"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    38
  proof (rule Cauchy_theorem_convex [OF _ S fink' _ vpg pas loop])
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    39
    show "(\<lambda>w. if w = z then f' else ?fz w) field_differentiable at w" 
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    40
      if "w \<in> interior S - insert z k" for w
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    41
    proof (rule field_differentiable_transform_within)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    42
      show "(\<lambda>w. ?fz w) field_differentiable at w"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    43
        using that by (intro derivative_intros fcd; simp)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    44
    qed (use that in \<open>auto simp add: dist_pos_lt dist_commute\<close>)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    45
  qed (use c in \<open>force simp: continuous_on_eq_continuous_within\<close>)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    46
  show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    47
    apply (rule has_contour_integral_eq)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    48
    using znotin has_contour_integral_add [OF has_contour_integral_lmul [OF has_contour_integral_winding_number [OF vpg znotin], of "f z"] *]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    49
    apply (auto simp: ac_simps divide_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    50
    done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    51
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    52
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    53
theorem Cauchy_integral_formula_convex_simple:
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    54
  assumes "convex S" and holf: "f holomorphic_on S" and "z \<in> interior S" "valid_path \<gamma>" "path_image \<gamma> \<subseteq> S - {z}"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    55
      "pathfinish \<gamma> = pathstart \<gamma>"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    56
    shows "((\<lambda>w. f w / (w - z)) has_contour_integral (2*pi * \<i> * winding_number \<gamma> z * f z)) \<gamma>"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    57
proof -
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    58
  have "\<And>x. x \<in> interior S \<Longrightarrow> f field_differentiable at x"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    59
    using holf at_within_interior holomorphic_onD interior_subset by fastforce
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    60
  then show ?thesis
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    61
    using assms
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    62
    by (intro Cauchy_integral_formula_weak [where k = "{}"]) (auto simp: holomorphic_on_imp_continuous_on)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    63
qed
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    64
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    65
text\<open> Hence the Cauchy formula for points inside a circle.\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    66
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    67
theorem Cauchy_integral_circlepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    68
  assumes contf: "continuous_on (cball z r) f" and holf: "f holomorphic_on (ball z r)" and wz: "norm(w - z) < r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    69
  shows "((\<lambda>u. f u/(u - w)) has_contour_integral (2 * of_real pi * \<i> * f w))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    70
         (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    71
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    72
  have "r > 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    73
    using assms le_less_trans norm_ge_zero by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    74
  have "((\<lambda>u. f u / (u - w)) has_contour_integral (2 * pi) * \<i> * winding_number (circlepath z r) w * f w)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    75
        (circlepath z r)"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    76
  proof (rule Cauchy_integral_formula_weak [where S = "cball z r" and k = "{}"])
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    77
    show "\<And>x. x \<in> interior (cball z r) - {} \<Longrightarrow>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    78
         f field_differentiable at x"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    79
      using holf holomorphic_on_imp_differentiable_at by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    80
    have "w \<notin> sphere z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    81
      by simp (metis dist_commute dist_norm not_le order_refl wz)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    82
    then show "path_image (circlepath z r) \<subseteq> cball z r - {w}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    83
      using \<open>r > 0\<close> by (auto simp add: cball_def sphere_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    84
  qed (use wz in \<open>simp_all add: dist_norm norm_minus_commute contf\<close>)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    85
  then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    86
    by (simp add: winding_number_circlepath assms)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    87
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    88
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    89
corollary\<^marker>\<open>tag unimportant\<close> Cauchy_integral_circlepath_simple:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    90
  assumes "f holomorphic_on cball z r" "norm(w - z) < r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    91
  shows "((\<lambda>u. f u/(u - w)) has_contour_integral (2 * of_real pi * \<i> * f w))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    92
         (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    93
using assms by (force simp: holomorphic_on_imp_continuous_on holomorphic_on_subset Cauchy_integral_circlepath)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    94
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    95
subsection\<^marker>\<open>tag unimportant\<close> \<open>General stepping result for derivative formulas\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    96
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    97
lemma Cauchy_next_derivative:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    98
  assumes "continuous_on (path_image \<gamma>) f'"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    99
      and leB: "\<And>t. t \<in> {0..1} \<Longrightarrow> norm (vector_derivative \<gamma> (at t)) \<le> B"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   100
      and int: "\<And>w. w \<in> S - path_image \<gamma> \<Longrightarrow> ((\<lambda>u. f' u / (u - w)^k) has_contour_integral f w) \<gamma>"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   101
      and k: "k \<noteq> 0"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   102
      and "open S"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   103
      and \<gamma>: "valid_path \<gamma>"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   104
      and w: "w \<in> S - path_image \<gamma>"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   105
    shows "(\<lambda>u. f' u / (u - w)^(Suc k)) contour_integrable_on \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   106
      and "(f has_field_derivative (k * contour_integral \<gamma> (\<lambda>u. f' u/(u - w)^(Suc k))))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   107
           (at w)"  (is "?thes2")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   108
proof -
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   109
  have "open (S - path_image \<gamma>)" using \<open>open S\<close> closed_valid_path_image \<gamma> by blast
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   110
  then obtain d where "d>0" and d: "ball w d \<subseteq> S - path_image \<gamma>" using w
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   111
    using open_contains_ball by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   112
  have [simp]: "\<And>n. cmod (1 + of_nat n) = 1 + of_nat n"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   113
    by (metis norm_of_nat of_nat_Suc)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   114
  have cint: "\<And>x. \<lbrakk>x \<noteq> w; cmod (x - w) < d\<rbrakk>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   115
         \<Longrightarrow> (\<lambda>z. (f' z / (z - x) ^ k - f' z / (z - w) ^ k) / (x * k - w * k)) contour_integrable_on \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   116
    using int w d
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   117
    apply (intro contour_integrable_div contour_integrable_diff has_contour_integral_integrable)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   118
    by (force simp: dist_norm norm_minus_commute)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   119
  have 1: "\<forall>\<^sub>F n in at w. (\<lambda>x. f' x * (inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / of_nat k)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   120
                         contour_integrable_on \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   121
    unfolding eventually_at
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   122
    apply (rule_tac x=d in exI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   123
    apply (simp add: \<open>d > 0\<close> dist_norm field_simps cint)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   124
    done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   125
  have bim_g: "bounded (image f' (path_image \<gamma>))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   126
    by (simp add: compact_imp_bounded compact_continuous_image compact_valid_path_image assms)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   127
  then obtain C where "C > 0" and C: "\<And>x. \<lbrakk>0 \<le> x; x \<le> 1\<rbrakk> \<Longrightarrow> cmod (f' (\<gamma> x)) \<le> C"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   128
    by (force simp: bounded_pos path_image_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   129
  have twom: "\<forall>\<^sub>F n in at w.
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   130
               \<forall>x\<in>path_image \<gamma>.
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   131
                cmod ((inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / k - inverse (x - w) ^ Suc k) < e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   132
         if "0 < e" for e
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   133
  proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   134
    have *: "cmod ((inverse (x - u) ^ k - inverse (x - w) ^ k) / ((u - w) * k) - inverse (x - w) ^ Suc k)   < e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   135
            if x: "x \<in> path_image \<gamma>" and "u \<noteq> w" and uwd: "cmod (u - w) < d/2"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   136
                and uw_less: "cmod (u - w) < e * (d/2) ^ (k+2) / (1 + real k)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   137
            for u x
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   138
    proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   139
      define ff where [abs_def]:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   140
        "ff n w =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   141
          (if n = 0 then inverse(x - w)^k
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   142
           else if n = 1 then k / (x - w)^(Suc k)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   143
           else (k * of_real(Suc k)) / (x - w)^(k + 2))" for n :: nat and w
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   144
      have km1: "\<And>z::complex. z \<noteq> 0 \<Longrightarrow> z ^ (k - Suc 0) = z ^ k / z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   145
        by (simp add: field_simps) (metis Suc_pred \<open>k \<noteq> 0\<close> neq0_conv power_Suc)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   146
      have ff1: "(ff i has_field_derivative ff (Suc i) z) (at z within ball w (d/2))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   147
              if "z \<in> ball w (d/2)" "i \<le> 1" for i z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   148
      proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   149
        have "z \<notin> path_image \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   150
          using \<open>x \<in> path_image \<gamma>\<close> d that ball_divide_subset_numeral by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   151
        then have xz[simp]: "x \<noteq> z" using \<open>x \<in> path_image \<gamma>\<close> by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   152
        then have neq: "x * x + z * z \<noteq> x * (z * 2)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   153
          by (blast intro: dest!: sum_sqs_eq)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   154
        with xz have "\<And>v. v \<noteq> 0 \<Longrightarrow> (x * x + z * z) * v \<noteq> (x * (z * 2) * v)" by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   155
        then have neqq: "\<And>v. v \<noteq> 0 \<Longrightarrow> x * (x * v) + z * (z * v) \<noteq> x * (z * (2 * v))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   156
          by (simp add: algebra_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   157
        show ?thesis using \<open>i \<le> 1\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   158
          apply (simp add: ff_def dist_norm Nat.le_Suc_eq km1, safe)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   159
          apply (rule derivative_eq_intros | simp add: km1 | simp add: field_simps neq neqq)+
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   160
          done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   161
      qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   162
      { fix a::real and b::real assume ab: "a > 0" "b > 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   163
        then have "k * (1 + real k) * (1 / a) \<le> k * (1 + real k) * (4 / b) \<longleftrightarrow> b \<le> 4 * a"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   164
          by (subst mult_le_cancel_left_pos)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   165
            (use \<open>k \<noteq> 0\<close> in \<open>auto simp: divide_simps\<close>)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   166
        with ab have "real k * (1 + real k) / a \<le> (real k * 4 + real k * real k * 4) / b \<longleftrightarrow> b \<le> 4 * a"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   167
          by (simp add: field_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   168
      } note canc = this
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   169
      have ff2: "cmod (ff (Suc 1) v) \<le> real (k * (k + 1)) / (d/2) ^ (k + 2)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   170
                if "v \<in> ball w (d/2)" for v
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   171
      proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   172
        have lessd: "\<And>z. cmod (\<gamma> z - v) < d/2 \<Longrightarrow> cmod (w - \<gamma> z) < d"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   173
          by (metis that norm_minus_commute norm_triangle_half_r dist_norm mem_ball)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   174
        have "d/2 \<le> cmod (x - v)" using d x that
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   175
          using lessd d x
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   176
          by (auto simp add: dist_norm path_image_def ball_def not_less [symmetric] del: divide_const_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   177
        then have "d \<le> cmod (x - v) * 2"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   178
          by (simp add: field_split_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   179
        then have dpow_le: "d ^ (k+2) \<le> (cmod (x - v) * 2) ^ (k+2)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   180
          using \<open>0 < d\<close> order_less_imp_le power_mono by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   181
        have "x \<noteq> v" using that
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   182
          using \<open>x \<in> path_image \<gamma>\<close> ball_divide_subset_numeral d by fastforce
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   183
        then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   184
        using \<open>d > 0\<close> apply (simp add: ff_def norm_mult norm_divide norm_power dist_norm canc)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   185
        using dpow_le apply (simp add: field_split_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   186
        done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   187
      qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   188
      have ub: "u \<in> ball w (d/2)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   189
        using uwd by (simp add: dist_commute dist_norm)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   190
      have "cmod (inverse (x - u) ^ k - (inverse (x - w) ^ k + of_nat k * (u - w) / ((x - w) * (x - w) ^ k)))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   191
                  \<le> (real k * 4 + real k * real k * 4) * (cmod (u - w) * cmod (u - w)) / (d * (d * (d/2) ^ k))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   192
        using complex_Taylor [OF _ ff1 ff2 _ ub, of w, simplified]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   193
        by (simp add: ff_def \<open>0 < d\<close>)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   194
      then have "cmod (inverse (x - u) ^ k - (inverse (x - w) ^ k + of_nat k * (u - w) / ((x - w) * (x - w) ^ k)))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   195
                  \<le> (cmod (u - w) * real k) * (1 + real k) * cmod (u - w) / (d/2) ^ (k+2)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   196
        by (simp add: field_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   197
      then have "cmod (inverse (x - u) ^ k - (inverse (x - w) ^ k + of_nat k * (u - w) / ((x - w) * (x - w) ^ k)))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   198
                 / (cmod (u - w) * real k)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   199
                  \<le> (1 + real k) * cmod (u - w) / (d/2) ^ (k+2)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   200
        using \<open>k \<noteq> 0\<close> \<open>u \<noteq> w\<close> by (simp add: mult_ac zero_less_mult_iff pos_divide_le_eq)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   201
      also have "\<dots> < e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   202
        using uw_less \<open>0 < d\<close> by (simp add: mult_ac divide_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   203
      finally have e: "cmod (inverse (x-u)^k - (inverse (x-w)^k + of_nat k * (u-w) / ((x-w) * (x-w)^k)))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   204
                        / cmod ((u - w) * real k)   <   e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   205
        by (simp add: norm_mult)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   206
      have "x \<noteq> u"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   207
        using uwd \<open>0 < d\<close> x d by (force simp: dist_norm ball_def norm_minus_commute)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   208
      show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   209
        apply (rule le_less_trans [OF _ e])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   210
        using \<open>k \<noteq> 0\<close> \<open>x \<noteq> u\<close> \<open>u \<noteq> w\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   211
        apply (simp add: field_simps norm_divide [symmetric])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   212
        done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   213
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   214
    show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   215
      unfolding eventually_at
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   216
      apply (rule_tac x = "min (d/2) ((e*(d/2)^(k + 2))/(Suc k))" in exI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   217
      apply (force simp: \<open>d > 0\<close> dist_norm that simp del: power_Suc intro: *)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   218
      done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   219
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   220
  have 2: "uniform_limit (path_image \<gamma>) (\<lambda>n x. f' x * (inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / of_nat k) (\<lambda>x. f' x / (x - w) ^ Suc k) (at w)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   221
    unfolding uniform_limit_iff dist_norm
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   222
  proof clarify
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   223
    fix e::real
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   224
    assume "0 < e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   225
    have *: "cmod (f' (\<gamma> x) * (inverse (\<gamma> x - u) ^ k - inverse (\<gamma> x - w) ^ k) / ((u - w) * k) -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   226
                        f' (\<gamma> x) / ((\<gamma> x - w) * (\<gamma> x - w) ^ k)) < e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   227
              if ec: "cmod ((inverse (\<gamma> x - u) ^ k - inverse (\<gamma> x - w) ^ k) / ((u - w) * k) -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   228
                      inverse (\<gamma> x - w) * inverse (\<gamma> x - w) ^ k) < e / C"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   229
                 and x: "0 \<le> x" "x \<le> 1"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   230
              for u x
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   231
    proof (cases "(f' (\<gamma> x)) = 0")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   232
      case True then show ?thesis by (simp add: \<open>0 < e\<close>)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   233
    next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   234
      case False
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   235
      have "cmod (f' (\<gamma> x) * (inverse (\<gamma> x - u) ^ k - inverse (\<gamma> x - w) ^ k) / ((u - w) * k) -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   236
                        f' (\<gamma> x) / ((\<gamma> x - w) * (\<gamma> x - w) ^ k)) =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   237
            cmod (f' (\<gamma> x) * ((inverse (\<gamma> x - u) ^ k - inverse (\<gamma> x - w) ^ k) / ((u - w) * k) -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   238
                             inverse (\<gamma> x - w) * inverse (\<gamma> x - w) ^ k))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   239
        by (simp add: field_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   240
      also have "\<dots> = cmod (f' (\<gamma> x)) *
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   241
                       cmod ((inverse (\<gamma> x - u) ^ k - inverse (\<gamma> x - w) ^ k) / ((u - w) * k) -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   242
                             inverse (\<gamma> x - w) * inverse (\<gamma> x - w) ^ k)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   243
        by (simp add: norm_mult)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   244
      also have "\<dots> < cmod (f' (\<gamma> x)) * (e/C)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   245
        using False mult_strict_left_mono [OF ec] by force
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   246
      also have "\<dots> \<le> e" using C
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   247
        by (metis False \<open>0 < e\<close> frac_le less_eq_real_def mult.commute pos_le_divide_eq x zero_less_norm_iff)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   248
      finally show ?thesis .
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   249
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   250
    show "\<forall>\<^sub>F n in at w.
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   251
              \<forall>x\<in>path_image \<gamma>.
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   252
               cmod (f' x * (inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / of_nat k - f' x / (x - w) ^ Suc k) < e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   253
      using twom [OF divide_pos_pos [OF \<open>0 < e\<close> \<open>C > 0\<close>]]   unfolding path_image_def
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   254
      by (force intro: * elim: eventually_mono)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   255
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   256
  show "(\<lambda>u. f' u / (u - w) ^ (Suc k)) contour_integrable_on \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   257
    by (rule contour_integral_uniform_limit [OF 1 2 leB \<gamma>]) auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   258
  have *: "(\<lambda>n. contour_integral \<gamma> (\<lambda>x. f' x * (inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / k))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   259
           \<midarrow>w\<rightarrow> contour_integral \<gamma> (\<lambda>u. f' u / (u - w) ^ (Suc k))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   260
    by (rule contour_integral_uniform_limit [OF 1 2 leB \<gamma>]) auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   261
  have **: "contour_integral \<gamma> (\<lambda>x. f' x * (inverse (x - u) ^ k - inverse (x - w) ^ k) / ((u - w) * k)) =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   262
              (f u - f w) / (u - w) / k"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   263
    if "dist u w < d" for u
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   264
  proof -
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   265
    have u: "u \<in> S - path_image \<gamma>"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   266
      by (metis subsetD d dist_commute mem_ball that)
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   267
    have \<section>: "((\<lambda>x. f' x * inverse (x - u) ^ k) has_contour_integral f u) \<gamma>"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   268
            "((\<lambda>x. f' x * inverse (x - w) ^ k) has_contour_integral f w) \<gamma>"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   269
      using u w by (simp_all add: field_simps int)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   270
    show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   271
      apply (rule contour_integral_unique)
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   272
      apply (simp add: diff_divide_distrib algebra_simps \<section> has_contour_integral_diff has_contour_integral_div)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   273
      done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   274
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   275
  show ?thes2
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   276
    apply (simp add: has_field_derivative_iff del: power_Suc)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   277
    apply (rule Lim_transform_within [OF tendsto_mult_left [OF *] \<open>0 < d\<close> ])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   278
    apply (simp add: \<open>k \<noteq> 0\<close> **)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   279
    done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   280
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   281
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   282
lemma Cauchy_next_derivative_circlepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   283
  assumes contf: "continuous_on (path_image (circlepath z r)) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   284
      and int: "\<And>w. w \<in> ball z r \<Longrightarrow> ((\<lambda>u. f u / (u - w)^k) has_contour_integral g w) (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   285
      and k: "k \<noteq> 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   286
      and w: "w \<in> ball z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   287
    shows "(\<lambda>u. f u / (u - w)^(Suc k)) contour_integrable_on (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   288
           (is "?thes1")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   289
      and "(g has_field_derivative (k * contour_integral (circlepath z r) (\<lambda>u. f u/(u - w)^(Suc k)))) (at w)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   290
           (is "?thes2")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   291
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   292
  have "r > 0" using w
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   293
    using ball_eq_empty by fastforce
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   294
  have wim: "w \<in> ball z r - path_image (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   295
    using w by (auto simp: dist_norm)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   296
  show ?thes1 ?thes2
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   297
    by (rule Cauchy_next_derivative [OF contf _ int k open_ball valid_path_circlepath wim, where B = "2 * pi * \<bar>r\<bar>"];
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   298
        auto simp: vector_derivative_circlepath norm_mult)+
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   299
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   300
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   301
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   302
text\<open> In particular, the first derivative formula.\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   303
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   304
lemma Cauchy_derivative_integral_circlepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   305
  assumes contf: "continuous_on (cball z r) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   306
      and holf: "f holomorphic_on ball z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   307
      and w: "w \<in> ball z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   308
    shows "(\<lambda>u. f u/(u - w)^2) contour_integrable_on (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   309
           (is "?thes1")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   310
      and "(f has_field_derivative (1 / (2 * of_real pi * \<i>) * contour_integral(circlepath z r) (\<lambda>u. f u / (u - w)^2))) (at w)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   311
           (is "?thes2")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   312
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   313
  have [simp]: "r \<ge> 0" using w
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   314
    using ball_eq_empty by fastforce
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   315
  have f: "continuous_on (path_image (circlepath z r)) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   316
    by (rule continuous_on_subset [OF contf]) (force simp: cball_def sphere_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   317
  have int: "\<And>w. dist z w < r \<Longrightarrow>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   318
                 ((\<lambda>u. f u / (u - w)) has_contour_integral (\<lambda>x. 2 * of_real pi * \<i> * f x) w) (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   319
    by (rule Cauchy_integral_circlepath [OF contf holf]) (simp add: dist_norm norm_minus_commute)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   320
  show ?thes1
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   321
    apply (simp add: power2_eq_square)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   322
    apply (rule Cauchy_next_derivative_circlepath [OF f _ _ w, where k=1, simplified])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   323
    apply (blast intro: int)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   324
    done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   325
  have "((\<lambda>x. 2 * of_real pi * \<i> * f x) has_field_derivative contour_integral (circlepath z r) (\<lambda>u. f u / (u - w)^2)) (at w)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   326
    apply (simp add: power2_eq_square)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   327
    apply (rule Cauchy_next_derivative_circlepath [OF f _ _ w, where k=1 and g = "\<lambda>x. 2 * of_real pi * \<i> * f x", simplified])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   328
    apply (blast intro: int)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   329
    done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   330
  then have fder: "(f has_field_derivative contour_integral (circlepath z r) (\<lambda>u. f u / (u - w)^2) / (2 * of_real pi * \<i>)) (at w)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   331
    by (rule DERIV_cdivide [where f = "\<lambda>x. 2 * of_real pi * \<i> * f x" and c = "2 * of_real pi * \<i>", simplified])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   332
  show ?thes2
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   333
    by simp (rule fder)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   334
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   335
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   336
subsection\<open>Existence of all higher derivatives\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   337
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   338
proposition derivative_is_holomorphic:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   339
  assumes "open S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   340
      and fder: "\<And>z. z \<in> S \<Longrightarrow> (f has_field_derivative f' z) (at z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   341
    shows "f' holomorphic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   342
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   343
  have *: "\<exists>h. (f' has_field_derivative h) (at z)" if "z \<in> S" for z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   344
  proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   345
    obtain r where "r > 0" and r: "cball z r \<subseteq> S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   346
      using open_contains_cball \<open>z \<in> S\<close> \<open>open S\<close> by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   347
    then have holf_cball: "f holomorphic_on cball z r"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   348
      unfolding holomorphic_on_def
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   349
      using field_differentiable_at_within field_differentiable_def fder by fastforce
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   350
    then have "continuous_on (path_image (circlepath z r)) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   351
      using \<open>r > 0\<close> by (force elim: holomorphic_on_subset [THEN holomorphic_on_imp_continuous_on])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   352
    then have contfpi: "continuous_on (path_image (circlepath z r)) (\<lambda>x. 1/(2 * of_real pi*\<i>) * f x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   353
      by (auto intro: continuous_intros)+
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   354
    have contf_cball: "continuous_on (cball z r) f" using holf_cball
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   355
      by (simp add: holomorphic_on_imp_continuous_on holomorphic_on_subset)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   356
    have holf_ball: "f holomorphic_on ball z r" using holf_cball
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   357
      using ball_subset_cball holomorphic_on_subset by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   358
    { fix w  assume w: "w \<in> ball z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   359
      have intf: "(\<lambda>u. f u / (u - w)\<^sup>2) contour_integrable_on circlepath z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   360
        by (blast intro: w Cauchy_derivative_integral_circlepath [OF contf_cball holf_ball])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   361
      have fder': "(f has_field_derivative 1 / (2 * of_real pi * \<i>) * contour_integral (circlepath z r) (\<lambda>u. f u / (u - w)\<^sup>2))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   362
                  (at w)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   363
        by (blast intro: w Cauchy_derivative_integral_circlepath [OF contf_cball holf_ball])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   364
      have f'_eq: "f' w = contour_integral (circlepath z r) (\<lambda>u. f u / (u - w)\<^sup>2) / (2 * of_real pi * \<i>)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   365
        using fder' ball_subset_cball r w by (force intro: DERIV_unique [OF fder])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   366
      have "((\<lambda>u. f u / (u - w)\<^sup>2 / (2 * of_real pi * \<i>)) has_contour_integral
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   367
                contour_integral (circlepath z r) (\<lambda>u. f u / (u - w)\<^sup>2) / (2 * of_real pi * \<i>))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   368
                (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   369
        by (rule has_contour_integral_div [OF has_contour_integral_integral [OF intf]])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   370
      then have "((\<lambda>u. f u / (2 * of_real pi * \<i> * (u - w)\<^sup>2)) has_contour_integral
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   371
                contour_integral (circlepath z r) (\<lambda>u. f u / (u - w)\<^sup>2) / (2 * of_real pi * \<i>))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   372
                (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   373
        by (simp add: algebra_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   374
      then have "((\<lambda>u. f u / (2 * of_real pi * \<i> * (u - w)\<^sup>2)) has_contour_integral f' w) (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   375
        by (simp add: f'_eq)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   376
    } note * = this
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   377
    show ?thesis
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   378
      using Cauchy_next_derivative_circlepath [OF contfpi, of 2 f'] \<open>0 < r\<close> *
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   379
      using centre_in_ball mem_ball by force
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   380
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   381
  show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   382
    by (simp add: holomorphic_on_open [OF \<open>open S\<close>] *)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   383
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   384
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   385
lemma holomorphic_deriv [holomorphic_intros]:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   386
    "\<lbrakk>f holomorphic_on S; open S\<rbrakk> \<Longrightarrow> (deriv f) holomorphic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   387
by (metis DERIV_deriv_iff_field_differentiable at_within_open derivative_is_holomorphic holomorphic_on_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   388
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   389
lemma analytic_deriv [analytic_intros]: "f analytic_on S \<Longrightarrow> (deriv f) analytic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   390
  using analytic_on_holomorphic holomorphic_deriv by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   391
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   392
lemma holomorphic_higher_deriv [holomorphic_intros]: "\<lbrakk>f holomorphic_on S; open S\<rbrakk> \<Longrightarrow> (deriv ^^ n) f holomorphic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   393
  by (induction n) (auto simp: holomorphic_deriv)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   394
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   395
lemma analytic_higher_deriv [analytic_intros]: "f analytic_on S \<Longrightarrow> (deriv ^^ n) f analytic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   396
  unfolding analytic_on_def using holomorphic_higher_deriv by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   397
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   398
lemma has_field_derivative_higher_deriv:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   399
     "\<lbrakk>f holomorphic_on S; open S; x \<in> S\<rbrakk>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   400
      \<Longrightarrow> ((deriv ^^ n) f has_field_derivative (deriv ^^ (Suc n)) f x) (at x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   401
by (metis (no_types, hide_lams) DERIV_deriv_iff_field_differentiable at_within_open comp_apply
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   402
         funpow.simps(2) holomorphic_higher_deriv holomorphic_on_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   403
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   404
lemma valid_path_compose_holomorphic:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   405
  assumes "valid_path g" and holo:"f holomorphic_on S" and "open S" "path_image g \<subseteq> S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   406
  shows "valid_path (f \<circ> g)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   407
proof (rule valid_path_compose[OF \<open>valid_path g\<close>])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   408
  fix x assume "x \<in> path_image g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   409
  then show "f field_differentiable at x"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   410
    using analytic_on_imp_differentiable_at analytic_on_open assms holo by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   411
next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   412
  have "deriv f holomorphic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   413
    using holomorphic_deriv holo \<open>open S\<close> by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   414
  then show "continuous_on (path_image g) (deriv f)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   415
    using assms(4) holomorphic_on_imp_continuous_on holomorphic_on_subset by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   416
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   417
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   418
subsection\<open>Morera's theorem\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   419
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   420
lemma Morera_local_triangle_ball:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   421
  assumes "\<And>z. z \<in> S
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   422
          \<Longrightarrow> \<exists>e a. 0 < e \<and> z \<in> ball a e \<and> continuous_on (ball a e) f \<and>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   423
                    (\<forall>b c. closed_segment b c \<subseteq> ball a e
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   424
                           \<longrightarrow> contour_integral (linepath a b) f +
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   425
                               contour_integral (linepath b c) f +
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   426
                               contour_integral (linepath c a) f = 0)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   427
  shows "f analytic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   428
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   429
  { fix z  assume "z \<in> S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   430
    with assms obtain e a where
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   431
            "0 < e" and z: "z \<in> ball a e" and contf: "continuous_on (ball a e) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   432
        and 0: "\<And>b c. closed_segment b c \<subseteq> ball a e
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   433
                      \<Longrightarrow> contour_integral (linepath a b) f +
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   434
                          contour_integral (linepath b c) f +
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   435
                          contour_integral (linepath c a) f = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   436
      by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   437
    have az: "dist a z < e" using mem_ball z by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   438
    have "\<exists>e>0. f holomorphic_on ball z e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   439
    proof (intro exI conjI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   440
      show "f holomorphic_on ball z (e - dist a z)"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   441
      proof (rule holomorphic_on_subset)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   442
        show "ball z (e - dist a z) \<subseteq> ball a e"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   443
          by (simp add: dist_commute ball_subset_ball_iff)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   444
        have sub_ball: "\<And>y. dist a y < e \<Longrightarrow> closed_segment a y \<subseteq> ball a e"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   445
          by (meson \<open>0 < e\<close> centre_in_ball convex_ball convex_contains_segment mem_ball)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   446
        show "f holomorphic_on ball a e"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   447
          using triangle_contour_integrals_starlike_primitive [OF contf _ open_ball, of a]
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   448
            derivative_is_holomorphic[OF open_ball]
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   449
          by (force simp add: 0 \<open>0 < e\<close> sub_ball)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   450
      qed
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   451
    qed (simp add: az)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   452
  }
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   453
  then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   454
    by (simp add: analytic_on_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   455
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   456
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   457
lemma Morera_local_triangle:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   458
  assumes "\<And>z. z \<in> S
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   459
          \<Longrightarrow> \<exists>t. open t \<and> z \<in> t \<and> continuous_on t f \<and>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   460
                  (\<forall>a b c. convex hull {a,b,c} \<subseteq> t
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   461
                              \<longrightarrow> contour_integral (linepath a b) f +
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   462
                                  contour_integral (linepath b c) f +
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   463
                                  contour_integral (linepath c a) f = 0)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   464
  shows "f analytic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   465
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   466
  { fix z  assume "z \<in> S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   467
    with assms obtain t where
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   468
            "open t" and z: "z \<in> t" and contf: "continuous_on t f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   469
        and 0: "\<And>a b c. convex hull {a,b,c} \<subseteq> t
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   470
                      \<Longrightarrow> contour_integral (linepath a b) f +
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   471
                          contour_integral (linepath b c) f +
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   472
                          contour_integral (linepath c a) f = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   473
      by force
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   474
    then obtain e where "e>0" and e: "ball z e \<subseteq> t"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   475
      using open_contains_ball by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   476
    have [simp]: "continuous_on (ball z e) f" using contf
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   477
      using continuous_on_subset e by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   478
    have eq0: "\<And>b c. closed_segment b c \<subseteq> ball z e \<Longrightarrow>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   479
                         contour_integral (linepath z b) f +
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   480
                         contour_integral (linepath b c) f +
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   481
                         contour_integral (linepath c z) f = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   482
      by (meson 0 z \<open>0 < e\<close> centre_in_ball closed_segment_subset convex_ball dual_order.trans e starlike_convex_subset)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   483
    have "\<exists>e a. 0 < e \<and> z \<in> ball a e \<and> continuous_on (ball a e) f \<and>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   484
                (\<forall>b c. closed_segment b c \<subseteq> ball a e \<longrightarrow>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   485
                       contour_integral (linepath a b) f + contour_integral (linepath b c) f + contour_integral (linepath c a) f = 0)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   486
      using \<open>e > 0\<close> eq0 by force
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   487
  }
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   488
  then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   489
    by (simp add: Morera_local_triangle_ball)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   490
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   491
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   492
proposition Morera_triangle:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   493
    "\<lbrakk>continuous_on S f; open S;
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   494
      \<And>a b c. convex hull {a,b,c} \<subseteq> S
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   495
              \<longrightarrow> contour_integral (linepath a b) f +
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   496
                  contour_integral (linepath b c) f +
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   497
                  contour_integral (linepath c a) f = 0\<rbrakk>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   498
     \<Longrightarrow> f analytic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   499
  using Morera_local_triangle by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   500
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   501
subsection\<open>Combining theorems for higher derivatives including Leibniz rule\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   502
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   503
lemma higher_deriv_linear [simp]:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   504
    "(deriv ^^ n) (\<lambda>w. c*w) = (\<lambda>z. if n = 0 then c*z else if n = 1 then c else 0)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   505
  by (induction n) auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   506
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   507
lemma higher_deriv_const [simp]: "(deriv ^^ n) (\<lambda>w. c) = (\<lambda>w. if n=0 then c else 0)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   508
  by (induction n) auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   509
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   510
lemma higher_deriv_ident [simp]:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   511
     "(deriv ^^ n) (\<lambda>w. w) z = (if n = 0 then z else if n = 1 then 1 else 0)"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   512
proof (induction n)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   513
  case (Suc n)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   514
  then show ?case by (metis higher_deriv_linear lambda_one)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   515
qed auto
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   516
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   517
lemma higher_deriv_id [simp]:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   518
     "(deriv ^^ n) id z = (if n = 0 then z else if n = 1 then 1 else 0)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   519
  by (simp add: id_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   520
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   521
lemma has_complex_derivative_funpow_1:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   522
     "\<lbrakk>(f has_field_derivative 1) (at z); f z = z\<rbrakk> \<Longrightarrow> (f^^n has_field_derivative 1) (at z)"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   523
proof (induction n)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   524
  case 0
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   525
  then show ?case
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   526
    by (simp add: id_def)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   527
next
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   528
  case (Suc n)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   529
  then show ?case
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   530
    by (metis DERIV_chain funpow_Suc_right mult.right_neutral)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   531
qed
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   532
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   533
lemma higher_deriv_uminus:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   534
  assumes "f holomorphic_on S" "open S" and z: "z \<in> S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   535
    shows "(deriv ^^ n) (\<lambda>w. -(f w)) z = - ((deriv ^^ n) f z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   536
using z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   537
proof (induction n arbitrary: z)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   538
  case 0 then show ?case by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   539
next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   540
  case (Suc n z)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   541
  have *: "((deriv ^^ n) f has_field_derivative deriv ((deriv ^^ n) f) z) (at z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   542
    using Suc.prems assms has_field_derivative_higher_deriv by auto
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   543
  have "\<And>x. x \<in> S \<Longrightarrow> - (deriv ^^ n) f x = (deriv ^^ n) (\<lambda>w. - f w) x"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   544
    by (auto simp add: Suc)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   545
  then have "((deriv ^^ n) (\<lambda>w. - f w) has_field_derivative - deriv ((deriv ^^ n) f) z) (at z)"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   546
    using  has_field_derivative_transform_within_open [of "\<lambda>w. -((deriv ^^ n) f w)"]
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   547
    using "*" DERIV_minus Suc.prems \<open>open S\<close> by blast
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   548
  then show ?case
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   549
    by (simp add: DERIV_imp_deriv)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   550
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   551
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   552
lemma higher_deriv_add:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   553
  fixes z::complex
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   554
  assumes "f holomorphic_on S" "g holomorphic_on S" "open S" and z: "z \<in> S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   555
    shows "(deriv ^^ n) (\<lambda>w. f w + g w) z = (deriv ^^ n) f z + (deriv ^^ n) g z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   556
using z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   557
proof (induction n arbitrary: z)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   558
  case 0 then show ?case by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   559
next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   560
  case (Suc n z)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   561
  have *: "((deriv ^^ n) f has_field_derivative deriv ((deriv ^^ n) f) z) (at z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   562
          "((deriv ^^ n) g has_field_derivative deriv ((deriv ^^ n) g) z) (at z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   563
    using Suc.prems assms has_field_derivative_higher_deriv by auto
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   564
  have "\<And>x. x \<in> S \<Longrightarrow> (deriv ^^ n) f x + (deriv ^^ n) g x = (deriv ^^ n) (\<lambda>w. f w + g w) x"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   565
    by (auto simp add: Suc)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   566
  then have "((deriv ^^ n) (\<lambda>w. f w + g w) has_field_derivative
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   567
        deriv ((deriv ^^ n) f) z + deriv ((deriv ^^ n) g) z) (at z)"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   568
    using  has_field_derivative_transform_within_open [of "\<lambda>w. (deriv ^^ n) f w + (deriv ^^ n) g w"]
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   569
    using "*" Deriv.field_differentiable_add Suc.prems \<open>open S\<close> by blast
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   570
  then show ?case
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   571
    by (simp add: DERIV_imp_deriv)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   572
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   573
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   574
lemma higher_deriv_diff:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   575
  fixes z::complex
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   576
  assumes "f holomorphic_on S" "g holomorphic_on S" "open S" "z \<in> S"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   577
    shows "(deriv ^^ n) (\<lambda>w. f w - g w) z = (deriv ^^ n) f z - (deriv ^^ n) g z"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   578
  unfolding diff_conv_add_uminus higher_deriv_add
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   579
  using assms higher_deriv_add higher_deriv_uminus holomorphic_on_minus by presburger
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   580
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   581
lemma bb: "Suc n choose k = (n choose k) + (if k = 0 then 0 else (n choose (k - 1)))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   582
  by (cases k) simp_all
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   583
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   584
lemma higher_deriv_mult:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   585
  fixes z::complex
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   586
  assumes "f holomorphic_on S" "g holomorphic_on S" "open S" and z: "z \<in> S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   587
    shows "(deriv ^^ n) (\<lambda>w. f w * g w) z =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   588
           (\<Sum>i = 0..n. of_nat (n choose i) * (deriv ^^ i) f z * (deriv ^^ (n - i)) g z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   589
using z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   590
proof (induction n arbitrary: z)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   591
  case 0 then show ?case by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   592
next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   593
  case (Suc n z)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   594
  have *: "\<And>n. ((deriv ^^ n) f has_field_derivative deriv ((deriv ^^ n) f) z) (at z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   595
          "\<And>n. ((deriv ^^ n) g has_field_derivative deriv ((deriv ^^ n) g) z) (at z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   596
    using Suc.prems assms has_field_derivative_higher_deriv by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   597
  have sumeq: "(\<Sum>i = 0..n.
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   598
               of_nat (n choose i) * (deriv ((deriv ^^ i) f) z * (deriv ^^ (n - i)) g z + deriv ((deriv ^^ (n - i)) g) z * (deriv ^^ i) f z)) =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   599
            g z * deriv ((deriv ^^ n) f) z + (\<Sum>i = 0..n. (deriv ^^ i) f z * (of_nat (Suc n choose i) * (deriv ^^ (Suc n - i)) g z))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   600
    apply (simp add: bb algebra_simps sum.distrib)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   601
    apply (subst (4) sum_Suc_reindex)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   602
    apply (auto simp: algebra_simps Suc_diff_le intro: sum.cong)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   603
    done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   604
  have "((deriv ^^ n) (\<lambda>w. f w * g w) has_field_derivative
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   605
         (\<Sum>i = 0..Suc n. (Suc n choose i) * (deriv ^^ i) f z * (deriv ^^ (Suc n - i)) g z))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   606
        (at z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   607
    apply (rule has_field_derivative_transform_within_open
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   608
        [of "\<lambda>w. (\<Sum>i = 0..n. of_nat (n choose i) * (deriv ^^ i) f w * (deriv ^^ (n - i)) g w)" _ _ S])
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   609
       apply (simp add: algebra_simps)
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   610
       apply (rule derivative_eq_intros | simp)+
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   611
           apply (auto intro: DERIV_mult * \<open>open S\<close> Suc.prems Suc.IH [symmetric])
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   612
    by (metis (no_types, lifting) mult.commute sum.cong sumeq)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   613
  then show ?case
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   614
    unfolding funpow.simps o_apply
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   615
    by (simp add: DERIV_imp_deriv)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   616
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   617
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   618
lemma higher_deriv_transform_within_open:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   619
  fixes z::complex
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   620
  assumes "f holomorphic_on S" "g holomorphic_on S" "open S" and z: "z \<in> S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   621
      and fg: "\<And>w. w \<in> S \<Longrightarrow> f w = g w"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   622
    shows "(deriv ^^ i) f z = (deriv ^^ i) g z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   623
using z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   624
by (induction i arbitrary: z)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   625
   (auto simp: fg intro: complex_derivative_transform_within_open holomorphic_higher_deriv assms)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   626
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   627
lemma higher_deriv_compose_linear:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   628
  fixes z::complex
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   629
  assumes f: "f holomorphic_on T" and S: "open S" and T: "open T" and z: "z \<in> S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   630
      and fg: "\<And>w. w \<in> S \<Longrightarrow> u * w \<in> T"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   631
    shows "(deriv ^^ n) (\<lambda>w. f (u * w)) z = u^n * (deriv ^^ n) f (u * z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   632
using z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   633
proof (induction n arbitrary: z)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   634
  case 0 then show ?case by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   635
next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   636
  case (Suc n z)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   637
  have holo0: "f holomorphic_on (*) u ` S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   638
    by (meson fg f holomorphic_on_subset image_subset_iff)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   639
  have holo2: "(deriv ^^ n) f holomorphic_on (*) u ` S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   640
    by (meson f fg holomorphic_higher_deriv holomorphic_on_subset image_subset_iff T)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   641
  have holo3: "(\<lambda>z. u ^ n * (deriv ^^ n) f (u * z)) holomorphic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   642
    by (intro holo2 holomorphic_on_compose [where g="(deriv ^^ n) f", unfolded o_def] holomorphic_intros)
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   643
  have "(*) u holomorphic_on S" "f holomorphic_on (*) u ` S"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   644
    by (rule holo0 holomorphic_intros)+
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   645
  then have holo1: "(\<lambda>w. f (u * w)) holomorphic_on S"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   646
    by (rule holomorphic_on_compose [where g=f, unfolded o_def])
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   647
  have "deriv ((deriv ^^ n) (\<lambda>w. f (u * w))) z = deriv (\<lambda>z. u^n * (deriv ^^ n) f (u*z)) z"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   648
  proof (rule complex_derivative_transform_within_open [OF _ holo3 S Suc.prems])
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   649
    show "(deriv ^^ n) (\<lambda>w. f (u * w)) holomorphic_on S"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   650
      by (rule holomorphic_higher_deriv [OF holo1 S])
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   651
  qed (simp add: Suc.IH)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   652
  also have "\<dots> = u^n * deriv (\<lambda>z. (deriv ^^ n) f (u * z)) z"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   653
  proof -
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   654
    have "(deriv ^^ n) f analytic_on T"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   655
      by (simp add: analytic_on_open f holomorphic_higher_deriv T)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   656
    then have "(\<lambda>w. (deriv ^^ n) f (u * w)) analytic_on S"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   657
    proof -
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   658
      have "(deriv ^^ n) f \<circ> (*) u holomorphic_on S"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   659
        by (simp add: holo2 holomorphic_on_compose)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   660
      then show ?thesis
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   661
        by (simp add: S analytic_on_open o_def)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   662
    qed
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   663
    then show ?thesis
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   664
      by (intro deriv_cmult analytic_on_imp_differentiable_at [OF _ Suc.prems])
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   665
  qed
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   666
  also have "\<dots> = u * u ^ n * deriv ((deriv ^^ n) f) (u * z)"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   667
  proof -
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   668
    have "(deriv ^^ n) f field_differentiable at (u * z)"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   669
      using Suc.prems T f fg holomorphic_higher_deriv holomorphic_on_imp_differentiable_at by blast
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   670
    then show ?thesis
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   671
      by (simp add: deriv_compose_linear)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   672
  qed
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   673
  finally show ?case
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   674
    by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   675
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   676
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   677
lemma higher_deriv_add_at:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   678
  assumes "f analytic_on {z}" "g analytic_on {z}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   679
    shows "(deriv ^^ n) (\<lambda>w. f w + g w) z = (deriv ^^ n) f z + (deriv ^^ n) g z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   680
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   681
  have "f analytic_on {z} \<and> g analytic_on {z}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   682
    using assms by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   683
  with higher_deriv_add show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   684
    by (auto simp: analytic_at_two)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   685
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   686
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   687
lemma higher_deriv_diff_at:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   688
  assumes "f analytic_on {z}" "g analytic_on {z}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   689
    shows "(deriv ^^ n) (\<lambda>w. f w - g w) z = (deriv ^^ n) f z - (deriv ^^ n) g z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   690
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   691
  have "f analytic_on {z} \<and> g analytic_on {z}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   692
    using assms by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   693
  with higher_deriv_diff show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   694
    by (auto simp: analytic_at_two)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   695
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   696
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   697
lemma higher_deriv_uminus_at:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   698
   "f analytic_on {z}  \<Longrightarrow> (deriv ^^ n) (\<lambda>w. -(f w)) z = - ((deriv ^^ n) f z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   699
  using higher_deriv_uminus
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   700
    by (auto simp: analytic_at)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   701
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   702
lemma higher_deriv_mult_at:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   703
  assumes "f analytic_on {z}" "g analytic_on {z}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   704
    shows "(deriv ^^ n) (\<lambda>w. f w * g w) z =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   705
           (\<Sum>i = 0..n. of_nat (n choose i) * (deriv ^^ i) f z * (deriv ^^ (n - i)) g z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   706
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   707
  have "f analytic_on {z} \<and> g analytic_on {z}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   708
    using assms by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   709
  with higher_deriv_mult show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   710
    by (auto simp: analytic_at_two)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   711
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   712
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   713
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   714
text\<open> Nonexistence of isolated singularities and a stronger integral formula.\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   715
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   716
proposition no_isolated_singularity:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   717
  fixes z::complex
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   718
  assumes f: "continuous_on S f" and holf: "f holomorphic_on (S - K)" and S: "open S" and K: "finite K"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   719
    shows "f holomorphic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   720
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   721
  { fix z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   722
    assume "z \<in> S" and cdf: "\<And>x. x \<in> S - K \<Longrightarrow> f field_differentiable at x"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   723
    have "f field_differentiable at z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   724
    proof (cases "z \<in> K")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   725
      case False then show ?thesis by (blast intro: cdf \<open>z \<in> S\<close>)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   726
    next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   727
      case True
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   728
      with finite_set_avoid [OF K, of z]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   729
      obtain d where "d>0" and d: "\<And>x. \<lbrakk>x\<in>K; x \<noteq> z\<rbrakk> \<Longrightarrow> d \<le> dist z x"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   730
        by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   731
      obtain e where "e>0" and e: "ball z e \<subseteq> S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   732
        using  S \<open>z \<in> S\<close> by (force simp: open_contains_ball)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   733
      have fde: "continuous_on (ball z (min d e)) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   734
        by (metis Int_iff ball_min_Int continuous_on_subset e f subsetI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   735
      have cont: "{a,b,c} \<subseteq> ball z (min d e) \<Longrightarrow> continuous_on (convex hull {a, b, c}) f" for a b c
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   736
        by (simp add: hull_minimal continuous_on_subset [OF fde])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   737
      have fd: "\<lbrakk>{a,b,c} \<subseteq> ball z (min d e); x \<in> interior (convex hull {a, b, c}) - K\<rbrakk>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   738
            \<Longrightarrow> f field_differentiable at x" for a b c x
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   739
        by (metis cdf Diff_iff Int_iff ball_min_Int subsetD convex_ball e interior_mono interior_subset subset_hull)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   740
      obtain g where "\<And>w. w \<in> ball z (min d e) \<Longrightarrow> (g has_field_derivative f w) (at w within ball z (min d e))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   741
        apply (rule contour_integral_convex_primitive
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   742
                     [OF convex_ball fde Cauchy_theorem_triangle_cofinite [OF _ K]])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   743
        using cont fd by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   744
      then have "f holomorphic_on ball z (min d e)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   745
        by (metis open_ball at_within_open derivative_is_holomorphic)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   746
      then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   747
        unfolding holomorphic_on_def
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   748
        by (metis open_ball \<open>0 < d\<close> \<open>0 < e\<close> at_within_open centre_in_ball min_less_iff_conj)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   749
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   750
  }
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   751
  with holf S K show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   752
    by (simp add: holomorphic_on_open open_Diff finite_imp_closed field_differentiable_def [symmetric])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   753
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   754
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   755
lemma no_isolated_singularity':
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   756
  fixes z::complex
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   757
  assumes f: "\<And>z. z \<in> K \<Longrightarrow> (f \<longlongrightarrow> f z) (at z within S)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   758
      and holf: "f holomorphic_on (S - K)" and S: "open S" and K: "finite K"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   759
    shows "f holomorphic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   760
proof (rule no_isolated_singularity[OF _ assms(2-)])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   761
  show "continuous_on S f" unfolding continuous_on_def
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   762
  proof
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   763
    fix z assume z: "z \<in> S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   764
    show "(f \<longlongrightarrow> f z) (at z within S)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   765
    proof (cases "z \<in> K")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   766
      case False
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   767
      from holf have "continuous_on (S - K) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   768
        by (rule holomorphic_on_imp_continuous_on)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   769
      with z False have "(f \<longlongrightarrow> f z) (at z within (S - K))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   770
        by (simp add: continuous_on_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   771
      also from z K S False have "at z within (S - K) = at z within S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   772
        by (subst (1 2) at_within_open) (auto intro: finite_imp_closed)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   773
      finally show "(f \<longlongrightarrow> f z) (at z within S)" .
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   774
    qed (insert assms z, simp_all)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   775
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   776
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   777
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   778
proposition Cauchy_integral_formula_convex:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   779
  assumes S: "convex S" and K: "finite K" and contf: "continuous_on S f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   780
    and fcd: "(\<And>x. x \<in> interior S - K \<Longrightarrow> f field_differentiable at x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   781
    and z: "z \<in> interior S" and vpg: "valid_path \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   782
    and pasz: "path_image \<gamma> \<subseteq> S - {z}" and loop: "pathfinish \<gamma> = pathstart \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   783
  shows "((\<lambda>w. f w / (w - z)) has_contour_integral (2*pi * \<i> * winding_number \<gamma> z * f z)) \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   784
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   785
  have *: "\<And>x. x \<in> interior S \<Longrightarrow> f field_differentiable at x"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   786
    unfolding holomorphic_on_open [symmetric] field_differentiable_def
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   787
    using no_isolated_singularity [where S = "interior S"]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   788
    by (meson K contf continuous_at_imp_continuous_on continuous_on_interior fcd
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   789
          field_differentiable_at_within field_differentiable_def holomorphic_onI
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   790
          holomorphic_on_imp_differentiable_at open_interior)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   791
  show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   792
    by (rule Cauchy_integral_formula_weak [OF S finite.emptyI contf]) (use * assms in auto)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   793
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   794
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   795
text\<open> Formula for higher derivatives.\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   796
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   797
lemma Cauchy_has_contour_integral_higher_derivative_circlepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   798
  assumes contf: "continuous_on (cball z r) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   799
      and holf: "f holomorphic_on ball z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   800
      and w: "w \<in> ball z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   801
    shows "((\<lambda>u. f u / (u - w) ^ (Suc k)) has_contour_integral ((2 * pi * \<i>) / (fact k) * (deriv ^^ k) f w))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   802
           (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   803
using w
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   804
proof (induction k arbitrary: w)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   805
  case 0 then show ?case
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   806
    using assms by (auto simp: Cauchy_integral_circlepath dist_commute dist_norm)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   807
next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   808
  case (Suc k)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   809
  have [simp]: "r > 0" using w
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   810
    using ball_eq_empty by fastforce
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   811
  have f: "continuous_on (path_image (circlepath z r)) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   812
    by (rule continuous_on_subset [OF contf]) (force simp: cball_def sphere_def less_imp_le)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   813
  obtain X where X: "((\<lambda>u. f u / (u - w) ^ Suc (Suc k)) has_contour_integral X) (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   814
    using Cauchy_next_derivative_circlepath(1) [OF f Suc.IH _ Suc.prems]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   815
    by (auto simp: contour_integrable_on_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   816
  then have con: "contour_integral (circlepath z r) ((\<lambda>u. f u / (u - w) ^ Suc (Suc k))) = X"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   817
    by (rule contour_integral_unique)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   818
  have "\<And>n. ((deriv ^^ n) f has_field_derivative deriv ((deriv ^^ n) f) w) (at w)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   819
    using Suc.prems assms has_field_derivative_higher_deriv by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   820
  then have dnf_diff: "\<And>n. (deriv ^^ n) f field_differentiable (at w)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   821
    by (force simp: field_differentiable_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   822
  have "deriv (\<lambda>w. complex_of_real (2 * pi) * \<i> / (fact k) * (deriv ^^ k) f w) w =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   823
          of_nat (Suc k) * contour_integral (circlepath z r) (\<lambda>u. f u / (u - w) ^ Suc (Suc k))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   824
    by (force intro!: DERIV_imp_deriv Cauchy_next_derivative_circlepath [OF f Suc.IH _ Suc.prems])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   825
  also have "\<dots> = of_nat (Suc k) * X"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   826
    by (simp only: con)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   827
  finally have "deriv (\<lambda>w. ((2 * pi) * \<i> / (fact k)) * (deriv ^^ k) f w) w = of_nat (Suc k) * X" .
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   828
  then have "((2 * pi) * \<i> / (fact k)) * deriv (\<lambda>w. (deriv ^^ k) f w) w = of_nat (Suc k) * X"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   829
    by (metis deriv_cmult dnf_diff)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   830
  then have "deriv (\<lambda>w. (deriv ^^ k) f w) w = of_nat (Suc k) * X / ((2 * pi) * \<i> / (fact k))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   831
    by (simp add: field_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   832
  then show ?case
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   833
  using of_nat_eq_0_iff X by fastforce
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   834
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   835
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   836
lemma Cauchy_higher_derivative_integral_circlepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   837
  assumes contf: "continuous_on (cball z r) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   838
      and holf: "f holomorphic_on ball z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   839
      and w: "w \<in> ball z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   840
    shows "(\<lambda>u. f u / (u - w)^(Suc k)) contour_integrable_on (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   841
           (is "?thes1")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   842
      and "(deriv ^^ k) f w = (fact k) / (2 * pi * \<i>) * contour_integral(circlepath z r) (\<lambda>u. f u/(u - w)^(Suc k))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   843
           (is "?thes2")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   844
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   845
  have *: "((\<lambda>u. f u / (u - w) ^ Suc k) has_contour_integral (2 * pi) * \<i> / (fact k) * (deriv ^^ k) f w)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   846
           (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   847
    using Cauchy_has_contour_integral_higher_derivative_circlepath [OF assms]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   848
    by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   849
  show ?thes1 using *
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   850
    using contour_integrable_on_def by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   851
  show ?thes2
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   852
    unfolding contour_integral_unique [OF *] by (simp add: field_split_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   853
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   854
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   855
corollary Cauchy_contour_integral_circlepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   856
  assumes "continuous_on (cball z r) f" "f holomorphic_on ball z r" "w \<in> ball z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   857
    shows "contour_integral(circlepath z r) (\<lambda>u. f u/(u - w)^(Suc k)) = (2 * pi * \<i>) * (deriv ^^ k) f w / (fact k)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   858
by (simp add: Cauchy_higher_derivative_integral_circlepath [OF assms])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   859
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   860
lemma Cauchy_contour_integral_circlepath_2:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   861
  assumes "continuous_on (cball z r) f" "f holomorphic_on ball z r" "w \<in> ball z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   862
    shows "contour_integral(circlepath z r) (\<lambda>u. f u/(u - w)^2) = (2 * pi * \<i>) * deriv f w"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   863
  using Cauchy_contour_integral_circlepath [OF assms, of 1]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   864
  by (simp add: power2_eq_square)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   865
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   866
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   867
subsection\<open>A holomorphic function is analytic, i.e. has local power series\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   868
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   869
theorem holomorphic_power_series:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   870
  assumes holf: "f holomorphic_on ball z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   871
      and w: "w \<in> ball z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   872
    shows "((\<lambda>n. (deriv ^^ n) f z / (fact n) * (w - z)^n) sums f w)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   873
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   874
  \<comment> \<open>Replacing \<^term>\<open>r\<close> and the original (weak) premises with stronger ones\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   875
  obtain r where "r > 0" and holfc: "f holomorphic_on cball z r" and w: "w \<in> ball z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   876
  proof
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   877
    have "cball z ((r + dist w z) / 2) \<subseteq> ball z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   878
      using w by (simp add: dist_commute field_sum_of_halves subset_eq)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   879
    then show "f holomorphic_on cball z ((r + dist w z) / 2)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   880
      by (rule holomorphic_on_subset [OF holf])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   881
    have "r > 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   882
      using w by clarsimp (metis dist_norm le_less_trans norm_ge_zero)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   883
    then show "0 < (r + dist w z) / 2"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   884
      by simp (use zero_le_dist [of w z] in linarith)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   885
  qed (use w in \<open>auto simp: dist_commute\<close>)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   886
  then have holf: "f holomorphic_on ball z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   887
    using ball_subset_cball holomorphic_on_subset by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   888
  have contf: "continuous_on (cball z r) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   889
    by (simp add: holfc holomorphic_on_imp_continuous_on)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   890
  have cint: "\<And>k. (\<lambda>u. f u / (u - z) ^ Suc k) contour_integrable_on circlepath z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   891
    by (rule Cauchy_higher_derivative_integral_circlepath [OF contf holf]) (simp add: \<open>0 < r\<close>)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   892
  obtain B where "0 < B" and B: "\<And>u. u \<in> cball z r \<Longrightarrow> norm(f u) \<le> B"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   893
    by (metis (no_types) bounded_pos compact_cball compact_continuous_image compact_imp_bounded contf image_eqI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   894
  obtain k where k: "0 < k" "k \<le> r" and wz_eq: "norm(w - z) = r - k"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   895
             and kle: "\<And>u. norm(u - z) = r \<Longrightarrow> k \<le> norm(u - w)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   896
  proof
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   897
    show "\<And>u. cmod (u - z) = r \<Longrightarrow> r - dist z w \<le> cmod (u - w)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   898
      by (metis add_diff_eq diff_add_cancel dist_norm norm_diff_ineq)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   899
  qed (use w in \<open>auto simp: dist_norm norm_minus_commute\<close>)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   900
  have ul: "uniform_limit (sphere z r) (\<lambda>n x. (\<Sum>k<n. (w - z) ^ k * (f x / (x - z) ^ Suc k))) (\<lambda>x. f x / (x - w)) sequentially"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   901
    unfolding uniform_limit_iff dist_norm
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   902
  proof clarify
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   903
    fix e::real
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   904
    assume "0 < e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   905
    have rr: "0 \<le> (r - k) / r" "(r - k) / r < 1" using  k by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   906
    obtain n where n: "((r - k) / r) ^ n < e / B * k"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   907
      using real_arch_pow_inv [of "e/B*k" "(r - k)/r"] \<open>0 < e\<close> \<open>0 < B\<close> k by force
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   908
    have "norm ((\<Sum>k<N. (w - z) ^ k * f u / (u - z) ^ Suc k) - f u / (u - w)) < e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   909
         if "n \<le> N" and r: "r = dist z u"  for N u
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   910
    proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   911
      have N: "((r - k) / r) ^ N < e / B * k"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   912
        using le_less_trans [OF power_decreasing n]
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   913
        using \<open>n \<le> N\<close> k by auto
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   914
      have u [simp]: "(u \<noteq> z) \<and> (u \<noteq> w)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   915
        using \<open>0 < r\<close> r w by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   916
      have wzu_not1: "(w - z) / (u - z) \<noteq> 1"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   917
        by (metis (no_types) dist_norm divide_eq_1_iff less_irrefl mem_ball norm_minus_commute r w)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   918
      have "norm ((\<Sum>k<N. (w - z) ^ k * f u / (u - z) ^ Suc k) * (u - w) - f u)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   919
            = norm ((\<Sum>k<N. (((w - z) / (u - z)) ^ k)) * f u * (u - w) / (u - z) - f u)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   920
        unfolding sum_distrib_right sum_divide_distrib power_divide by (simp add: algebra_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   921
      also have "\<dots> = norm ((((w - z) / (u - z)) ^ N - 1) * (u - w) / (((w - z) / (u - z) - 1) * (u - z)) - 1) * norm (f u)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   922
        using \<open>0 < B\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   923
        apply (auto simp: geometric_sum [OF wzu_not1])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   924
        apply (simp add: field_simps norm_mult [symmetric])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   925
        done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   926
      also have "\<dots> = norm ((u-z) ^ N * (w - u) - ((w - z) ^ N - (u-z) ^ N) * (u-w)) / (r ^ N * norm (u-w)) * norm (f u)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   927
        using \<open>0 < r\<close> r by (simp add: divide_simps norm_mult norm_divide norm_power dist_norm norm_minus_commute)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   928
      also have "\<dots> = norm ((w - z) ^ N * (w - u)) / (r ^ N * norm (u - w)) * norm (f u)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   929
        by (simp add: algebra_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   930
      also have "\<dots> = norm (w - z) ^ N * norm (f u) / r ^ N"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   931
        by (simp add: norm_mult norm_power norm_minus_commute)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   932
      also have "\<dots> \<le> (((r - k)/r)^N) * B"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   933
        using \<open>0 < r\<close> w k
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   934
        by (simp add: B divide_simps mult_mono r wz_eq)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   935
      also have "\<dots> < e * k"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   936
        using \<open>0 < B\<close> N by (simp add: divide_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   937
      also have "\<dots> \<le> e * norm (u - w)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   938
        using r kle \<open>0 < e\<close> by (simp add: dist_commute dist_norm)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   939
      finally show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   940
        by (simp add: field_split_simps norm_divide del: power_Suc)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   941
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   942
    with \<open>0 < r\<close> show "\<forall>\<^sub>F n in sequentially. \<forall>x\<in>sphere z r.
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   943
                norm ((\<Sum>k<n. (w - z) ^ k * (f x / (x - z) ^ Suc k)) - f x / (x - w)) < e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   944
      by (auto simp: mult_ac less_imp_le eventually_sequentially Ball_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   945
  qed
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   946
  have \<section>: "\<And>x k. k\<in> {..<x} \<Longrightarrow>
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   947
           (\<lambda>u. (w - z) ^ k * (f u / (u - z) ^ Suc k)) contour_integrable_on circlepath z r"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   948
    using contour_integrable_lmul [OF cint, of "(w - z) ^ a" for a] by (simp add: field_simps)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   949
  have eq: "\<forall>\<^sub>F x in sequentially.
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   950
             contour_integral (circlepath z r) (\<lambda>u. \<Sum>k<x. (w - z) ^ k * (f u / (u - z) ^ Suc k)) =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   951
             (\<Sum>k<x. contour_integral (circlepath z r) (\<lambda>u. f u / (u - z) ^ Suc k) * (w - z) ^ k)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   952
    apply (rule eventuallyI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   953
    apply (subst contour_integral_sum, simp)
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   954
    apply (simp_all only: \<section> contour_integral_lmul cint algebra_simps)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   955
    done
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   956
  have "\<And>u k. k \<in> {..<u} \<Longrightarrow> (\<lambda>x. f x / (x - z) ^ Suc k) contour_integrable_on circlepath z r"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   957
    using \<open>0 < r\<close> by (force intro!: Cauchy_higher_derivative_integral_circlepath [OF contf holf])
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   958
  then have "\<And>u. (\<lambda>y. \<Sum>k<u. (w - z) ^ k * (f y / (y - z) ^ Suc k)) contour_integrable_on circlepath z r"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   959
    by (intro contour_integrable_sum contour_integrable_lmul, simp)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   960
  then have "(\<lambda>k. contour_integral (circlepath z r) (\<lambda>u. f u/(u - z)^(Suc k)) * (w - z)^k)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   961
        sums contour_integral (circlepath z r) (\<lambda>u. f u/(u - w))"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   962
    unfolding sums_def using \<open>0 < r\<close> 
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   963
    by (intro Lim_transform_eventually [OF _ eq] contour_integral_uniform_limit_circlepath [OF eventuallyI ul]) auto
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   964
  then have "(\<lambda>k. contour_integral (circlepath z r) (\<lambda>u. f u/(u - z)^(Suc k)) * (w - z)^k)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   965
             sums (2 * of_real pi * \<i> * f w)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   966
    using w by (auto simp: dist_commute dist_norm contour_integral_unique [OF Cauchy_integral_circlepath_simple [OF holfc]])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   967
  then have "(\<lambda>k. contour_integral (circlepath z r) (\<lambda>u. f u / (u - z) ^ Suc k) * (w - z)^k / (\<i> * (of_real pi * 2)))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   968
            sums ((2 * of_real pi * \<i> * f w) / (\<i> * (complex_of_real pi * 2)))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   969
    by (rule sums_divide)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   970
  then have "(\<lambda>n. (w - z) ^ n * contour_integral (circlepath z r) (\<lambda>u. f u / (u - z) ^ Suc n) / (\<i> * (of_real pi * 2)))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   971
            sums f w"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   972
    by (simp add: field_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   973
  then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   974
    by (simp add: field_simps \<open>0 < r\<close> Cauchy_higher_derivative_integral_circlepath [OF contf holf])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   975
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   976
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   977
subsection\<open>The Liouville theorem and the Fundamental Theorem of Algebra\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   978
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   979
text\<open> These weak Liouville versions don't even need the derivative formula.\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   980
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   981
lemma Liouville_weak_0:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   982
  assumes holf: "f holomorphic_on UNIV" and inf: "(f \<longlongrightarrow> 0) at_infinity"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   983
    shows "f z = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   984
proof (rule ccontr)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   985
  assume fz: "f z \<noteq> 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   986
  with inf [unfolded Lim_at_infinity, rule_format, of "norm(f z)/2"]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   987
  obtain B where B: "\<And>x. B \<le> cmod x \<Longrightarrow> norm (f x) * 2 < cmod (f z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   988
    by (auto simp: dist_norm)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   989
  define R where "R = 1 + \<bar>B\<bar> + norm z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   990
  have "R > 0" unfolding R_def
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   991
  proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   992
    have "0 \<le> cmod z + \<bar>B\<bar>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   993
      by (metis (full_types) add_nonneg_nonneg norm_ge_zero real_norm_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   994
    then show "0 < 1 + \<bar>B\<bar> + cmod z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   995
      by linarith
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   996
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   997
  have *: "((\<lambda>u. f u / (u - z)) has_contour_integral 2 * complex_of_real pi * \<i> * f z) (circlepath z R)"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   998
    using continuous_on_subset holf  holomorphic_on_subset \<open>0 < R\<close>
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   999
    by (force intro: holomorphic_on_imp_continuous_on Cauchy_integral_circlepath)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1000
  have "cmod (x - z) = R \<Longrightarrow> cmod (f x) * 2 < cmod (f z)" for x
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1001
    unfolding R_def
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1002
    by (rule B) (use norm_triangle_ineq4 [of x z] in auto)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1003
  with \<open>R > 0\<close> fz show False
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1004
    using has_contour_integral_bound_circlepath [OF *, of "norm(f z)/2/R"]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1005
    by (auto simp: less_imp_le norm_mult norm_divide field_split_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1006
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1007
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1008
proposition Liouville_weak:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1009
  assumes "f holomorphic_on UNIV" and "(f \<longlongrightarrow> l) at_infinity"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1010
    shows "f z = l"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1011
  using Liouville_weak_0 [of "\<lambda>z. f z - l"]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1012
  by (simp add: assms holomorphic_on_diff LIM_zero)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1013
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1014
proposition Liouville_weak_inverse:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1015
  assumes "f holomorphic_on UNIV" and unbounded: "\<And>B. eventually (\<lambda>x. norm (f x) \<ge> B) at_infinity"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1016
    obtains z where "f z = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1017
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1018
  { assume f: "\<And>z. f z \<noteq> 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1019
    have 1: "(\<lambda>x. 1 / f x) holomorphic_on UNIV"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1020
      by (simp add: holomorphic_on_divide assms f)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1021
    have 2: "((\<lambda>x. 1 / f x) \<longlongrightarrow> 0) at_infinity"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1022
    proof (rule tendstoI [OF eventually_mono])
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1023
      fix e::real
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1024
      assume "e > 0"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1025
      show "eventually (\<lambda>x. 2/e \<le> cmod (f x)) at_infinity"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1026
        by (rule_tac B="2/e" in unbounded)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1027
    qed (simp add: dist_norm norm_divide field_split_simps)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1028
    have False
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1029
      using Liouville_weak_0 [OF 1 2] f by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1030
  }
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1031
  then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1032
    using that by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1033
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1034
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1035
text\<open> In particular we get the Fundamental Theorem of Algebra.\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1036
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1037
theorem fundamental_theorem_of_algebra:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1038
    fixes a :: "nat \<Rightarrow> complex"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1039
  assumes "a 0 = 0 \<or> (\<exists>i \<in> {1..n}. a i \<noteq> 0)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1040
  obtains z where "(\<Sum>i\<le>n. a i * z^i) = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1041
using assms
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1042
proof (elim disjE bexE)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1043
  assume "a 0 = 0" then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1044
    by (auto simp: that [of 0])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1045
next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1046
  fix i
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1047
  assume i: "i \<in> {1..n}" and nz: "a i \<noteq> 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1048
  have 1: "(\<lambda>z. \<Sum>i\<le>n. a i * z^i) holomorphic_on UNIV"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1049
    by (rule holomorphic_intros)+
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1050
  show thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1051
  proof (rule Liouville_weak_inverse [OF 1])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1052
    show "\<forall>\<^sub>F x in at_infinity. B \<le> cmod (\<Sum>i\<le>n. a i * x ^ i)" for B
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1053
      using i nz by (intro polyfun_extremal exI[of _ i]) auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1054
  qed (use that in auto)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1055
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1056
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1057
subsection\<open>Weierstrass convergence theorem\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1058
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1059
lemma holomorphic_uniform_limit:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1060
  assumes cont: "eventually (\<lambda>n. continuous_on (cball z r) (f n) \<and> (f n) holomorphic_on ball z r) F"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1061
      and ulim: "uniform_limit (cball z r) f g F"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1062
      and F:  "\<not> trivial_limit F"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1063
  obtains "continuous_on (cball z r) g" "g holomorphic_on ball z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1064
proof (cases r "0::real" rule: linorder_cases)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1065
  case less then show ?thesis by (force simp: ball_empty less_imp_le continuous_on_def holomorphic_on_def intro: that)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1066
next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1067
  case equal then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1068
    by (force simp: holomorphic_on_def intro: that)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1069
next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1070
  case greater
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1071
  have contg: "continuous_on (cball z r) g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1072
    using cont uniform_limit_theorem [OF eventually_mono ulim F]  by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1073
  have "path_image (circlepath z r) \<subseteq> cball z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1074
    using \<open>0 < r\<close> by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1075
  then have 1: "continuous_on (path_image (circlepath z r)) (\<lambda>x. 1 / (2 * complex_of_real pi * \<i>) * g x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1076
    by (intro continuous_intros continuous_on_subset [OF contg])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1077
  have 2: "((\<lambda>u. 1 / (2 * of_real pi * \<i>) * g u / (u - w) ^ 1) has_contour_integral g w) (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1078
       if w: "w \<in> ball z r" for w
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1079
  proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1080
    define d where "d = (r - norm(w - z))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1081
    have "0 < d"  "d \<le> r" using w by (auto simp: norm_minus_commute d_def dist_norm)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1082
    have dle: "\<And>u. cmod (z - u) = r \<Longrightarrow> d \<le> cmod (u - w)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1083
      unfolding d_def by (metis add_diff_eq diff_add_cancel norm_diff_ineq norm_minus_commute)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1084
    have ev_int: "\<forall>\<^sub>F n in F. (\<lambda>u. f n u / (u - w)) contour_integrable_on circlepath z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1085
      using w
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1086
      by (auto intro: eventually_mono [OF cont] Cauchy_higher_derivative_integral_circlepath [where k=0, simplified])
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1087
    have "\<And>e. \<lbrakk>0 < r; 0 < d; 0 < e\<rbrakk>
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1088
         \<Longrightarrow> \<forall>\<^sub>F n in F.
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1089
                \<forall>x\<in>sphere z r.
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1090
                   x \<noteq> w \<longrightarrow>
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1091
                   cmod (f n x - g x) < e * cmod (x - w)"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1092
      apply (rule_tac e1="e * d" in eventually_mono [OF uniform_limitD [OF ulim]])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1093
       apply (force simp: dist_norm intro: dle mult_left_mono less_le_trans)+
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1094
      done
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1095
    then have ul_less: "uniform_limit (sphere z r) (\<lambda>n x. f n x / (x - w)) (\<lambda>x. g x / (x - w)) F"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1096
      using greater \<open>0 < d\<close>
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1097
      by (auto simp add: uniform_limit_iff dist_norm norm_divide diff_divide_distrib [symmetric] divide_simps)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1098
    have g_cint: "(\<lambda>u. g u/(u - w)) contour_integrable_on circlepath z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1099
      by (rule contour_integral_uniform_limit_circlepath [OF ev_int ul_less F \<open>0 < r\<close>])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1100
    have cif_tends_cig: "((\<lambda>n. contour_integral(circlepath z r) (\<lambda>u. f n u / (u - w))) \<longlongrightarrow> contour_integral(circlepath z r) (\<lambda>u. g u/(u - w))) F"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1101
      by (rule contour_integral_uniform_limit_circlepath [OF ev_int ul_less F \<open>0 < r\<close>])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1102
    have f_tends_cig: "((\<lambda>n. 2 * of_real pi * \<i> * f n w) \<longlongrightarrow> contour_integral (circlepath z r) (\<lambda>u. g u / (u - w))) F"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1103
    proof (rule Lim_transform_eventually)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1104
      show "\<forall>\<^sub>F x in F. contour_integral (circlepath z r) (\<lambda>u. f x u / (u - w))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1105
                     = 2 * of_real pi * \<i> * f x w"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1106
        using w\<open>0 < d\<close> d_def
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1107
        by (auto intro: eventually_mono [OF cont contour_integral_unique [OF Cauchy_integral_circlepath]])
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1108
    qed (auto simp: cif_tends_cig)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1109
    have "\<And>e. 0 < e \<Longrightarrow> \<forall>\<^sub>F n in F. dist (f n w) (g w) < e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1110
      by (rule eventually_mono [OF uniform_limitD [OF ulim]]) (use w in auto)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1111
    then have "((\<lambda>n. 2 * of_real pi * \<i> * f n w) \<longlongrightarrow> 2 * of_real pi * \<i> * g w) F"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1112
      by (rule tendsto_mult_left [OF tendstoI])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1113
    then have "((\<lambda>u. g u / (u - w)) has_contour_integral 2 * of_real pi * \<i> * g w) (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1114
      using has_contour_integral_integral [OF g_cint] tendsto_unique [OF F f_tends_cig] w
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1115
      by fastforce
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1116
    then have "((\<lambda>u. g u / (2 * of_real pi * \<i> * (u - w))) has_contour_integral g w) (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1117
      using has_contour_integral_div [where c = "2 * of_real pi * \<i>"]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1118
      by (force simp: field_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1119
    then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1120
      by (simp add: dist_norm)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1121
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1122
  show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1123
    using Cauchy_next_derivative_circlepath(2) [OF 1 2, simplified]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1124
    by (fastforce simp add: holomorphic_on_open contg intro: that)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1125
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1126
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1127
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1128
text\<open> Version showing that the limit is the limit of the derivatives.\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1129
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1130
proposition has_complex_derivative_uniform_limit:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1131
  fixes z::complex
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1132
  assumes cont: "eventually (\<lambda>n. continuous_on (cball z r) (f n) \<and>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1133
                               (\<forall>w \<in> ball z r. ((f n) has_field_derivative (f' n w)) (at w))) F"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1134
      and ulim: "uniform_limit (cball z r) f g F"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1135
      and F:  "\<not> trivial_limit F" and "0 < r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1136
  obtains g' where
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1137
      "continuous_on (cball z r) g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1138
      "\<And>w. w \<in> ball z r \<Longrightarrow> (g has_field_derivative (g' w)) (at w) \<and> ((\<lambda>n. f' n w) \<longlongrightarrow> g' w) F"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1139
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1140
  let ?conint = "contour_integral (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1141
  have g: "continuous_on (cball z r) g" "g holomorphic_on ball z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1142
    by (rule holomorphic_uniform_limit [OF eventually_mono [OF cont] ulim F];
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1143
             auto simp: holomorphic_on_open field_differentiable_def)+
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1144
  then obtain g' where g': "\<And>x. x \<in> ball z r \<Longrightarrow> (g has_field_derivative g' x) (at x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1145
    using DERIV_deriv_iff_has_field_derivative
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1146
    by (fastforce simp add: holomorphic_on_open)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1147
  then have derg: "\<And>x. x \<in> ball z r \<Longrightarrow> deriv g x = g' x"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1148
    by (simp add: DERIV_imp_deriv)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1149
  have tends_f'n_g': "((\<lambda>n. f' n w) \<longlongrightarrow> g' w) F" if w: "w \<in> ball z r" for w
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1150
  proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1151
    have eq_f': "?conint (\<lambda>x. f n x / (x - w)\<^sup>2) - ?conint (\<lambda>x. g x / (x - w)\<^sup>2) = (f' n w - g' w) * (2 * of_real pi * \<i>)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1152
             if cont_fn: "continuous_on (cball z r) (f n)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1153
             and fnd: "\<And>w. w \<in> ball z r \<Longrightarrow> (f n has_field_derivative f' n w) (at w)" for n
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1154
    proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1155
      have hol_fn: "f n holomorphic_on ball z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1156
        using fnd by (force simp: holomorphic_on_open)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1157
      have "(f n has_field_derivative 1 / (2 * of_real pi * \<i>) * ?conint (\<lambda>u. f n u / (u - w)\<^sup>2)) (at w)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1158
        by (rule Cauchy_derivative_integral_circlepath [OF cont_fn hol_fn w])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1159
      then have f': "f' n w = 1 / (2 * of_real pi * \<i>) * ?conint (\<lambda>u. f n u / (u - w)\<^sup>2)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1160
        using DERIV_unique [OF fnd] w by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1161
      show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1162
        by (simp add: f' Cauchy_contour_integral_circlepath_2 [OF g w] derg [OF w] field_split_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1163
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1164
    define d where "d = (r - norm(w - z))^2"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1165
    have "d > 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1166
      using w by (simp add: dist_commute dist_norm d_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1167
    have dle: "d \<le> cmod ((y - w)\<^sup>2)" if "r = cmod (z - y)" for y
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1168
    proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1169
      have "w \<in> ball z (cmod (z - y))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1170
        using that w by fastforce
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1171
      then have "cmod (w - z) \<le> cmod (z - y)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1172
        by (simp add: dist_complex_def norm_minus_commute)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1173
      moreover have "cmod (z - y) - cmod (w - z) \<le> cmod (y - w)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1174
        by (metis diff_add_cancel diff_add_eq_diff_diff_swap norm_minus_commute norm_triangle_ineq2)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1175
      ultimately show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1176
        using that by (simp add: d_def norm_power power_mono)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1177
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1178
    have 1: "\<forall>\<^sub>F n in F. (\<lambda>x. f n x / (x - w)\<^sup>2) contour_integrable_on circlepath z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1179
      by (force simp: holomorphic_on_open intro: w Cauchy_derivative_integral_circlepath eventually_mono [OF cont])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1180
    have 2: "uniform_limit (sphere z r) (\<lambda>n x. f n x / (x - w)\<^sup>2) (\<lambda>x. g x / (x - w)\<^sup>2) F"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1181
      unfolding uniform_limit_iff
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1182
    proof clarify
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1183
      fix e::real
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1184
      assume "e > 0"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1185
      with \<open>r > 0\<close> 
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1186
      have "\<forall>\<^sub>F n in F. \<forall>x. x \<noteq> w \<longrightarrow> cmod (z - x) = r \<longrightarrow> cmod (f n x - g x) < e * cmod ((x - w)\<^sup>2)"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1187
        by (force simp: \<open>0 < d\<close> dist_norm dle intro: less_le_trans eventually_mono [OF uniform_limitD [OF ulim], of "e*d"])
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1188
      with \<open>r > 0\<close> \<open>e > 0\<close> 
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1189
      show "\<forall>\<^sub>F n in F. \<forall>x\<in>sphere z r. dist (f n x / (x - w)\<^sup>2) (g x / (x - w)\<^sup>2) < e"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1190
        by (simp add: norm_divide field_split_simps sphere_def dist_norm)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1191
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1192
    have "((\<lambda>n. contour_integral (circlepath z r) (\<lambda>x. f n x / (x - w)\<^sup>2))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1193
             \<longlongrightarrow> contour_integral (circlepath z r) ((\<lambda>x. g x / (x - w)\<^sup>2))) F"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1194
      by (rule contour_integral_uniform_limit_circlepath [OF 1 2 F \<open>0 < r\<close>])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1195
    then have tendsto_0: "((\<lambda>n. 1 / (2 * of_real pi * \<i>) * (?conint (\<lambda>x. f n x / (x - w)\<^sup>2) - ?conint (\<lambda>x. g x / (x - w)\<^sup>2))) \<longlongrightarrow> 0) F"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1196
      using Lim_null by (force intro!: tendsto_mult_right_zero)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1197
    have "((\<lambda>n. f' n w - g' w) \<longlongrightarrow> 0) F"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1198
      apply (rule Lim_transform_eventually [OF tendsto_0])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1199
      apply (force simp: divide_simps intro: eq_f' eventually_mono [OF cont])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1200
      done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1201
    then show ?thesis using Lim_null by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1202
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1203
  obtain g' where "\<And>w. w \<in> ball z r \<Longrightarrow> (g has_field_derivative (g' w)) (at w) \<and> ((\<lambda>n. f' n w) \<longlongrightarrow> g' w) F"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1204
      by (blast intro: tends_f'n_g' g')
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1205
  then show ?thesis using g
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1206
    using that by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1207
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1208
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1209
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1210
subsection\<^marker>\<open>tag unimportant\<close> \<open>Some more simple/convenient versions for applications\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1211
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1212
lemma holomorphic_uniform_sequence:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1213
  assumes S: "open S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1214
      and hol_fn: "\<And>n. (f n) holomorphic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1215
      and ulim_g: "\<And>x. x \<in> S \<Longrightarrow> \<exists>d. 0 < d \<and> cball x d \<subseteq> S \<and> uniform_limit (cball x d) f g sequentially"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1216
  shows "g holomorphic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1217
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1218
  have "\<exists>f'. (g has_field_derivative f') (at z)" if "z \<in> S" for z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1219
  proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1220
    obtain r where "0 < r" and r: "cball z r \<subseteq> S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1221
               and ul: "uniform_limit (cball z r) f g sequentially"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1222
      using ulim_g [OF \<open>z \<in> S\<close>] by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1223
    have *: "\<forall>\<^sub>F n in sequentially. continuous_on (cball z r) (f n) \<and> f n holomorphic_on ball z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1224
    proof (intro eventuallyI conjI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1225
      show "continuous_on (cball z r) (f x)" for x
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1226
        using hol_fn holomorphic_on_imp_continuous_on holomorphic_on_subset r by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1227
      show "f x holomorphic_on ball z r" for x
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1228
        by (metis hol_fn holomorphic_on_subset interior_cball interior_subset r)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1229
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1230
    show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1231
      using \<open>0 < r\<close> centre_in_ball ul
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1232
      by (auto simp: holomorphic_on_open intro: holomorphic_uniform_limit [OF *])
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1233
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1234
  with S show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1235
    by (simp add: holomorphic_on_open)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1236
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1237
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1238
lemma has_complex_derivative_uniform_sequence:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1239
  fixes S :: "complex set"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1240
  assumes S: "open S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1241
      and hfd: "\<And>n x. x \<in> S \<Longrightarrow> ((f n) has_field_derivative f' n x) (at x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1242
      and ulim_g: "\<And>x. x \<in> S
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1243
             \<Longrightarrow> \<exists>d. 0 < d \<and> cball x d \<subseteq> S \<and> uniform_limit (cball x d) f g sequentially"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1244
  shows "\<exists>g'. \<forall>x \<in> S. (g has_field_derivative g' x) (at x) \<and> ((\<lambda>n. f' n x) \<longlongrightarrow> g' x) sequentially"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1245
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1246
  have y: "\<exists>y. (g has_field_derivative y) (at z) \<and> (\<lambda>n. f' n z) \<longlonglongrightarrow> y" if "z \<in> S" for z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1247
  proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1248
    obtain r where "0 < r" and r: "cball z r \<subseteq> S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1249
               and ul: "uniform_limit (cball z r) f g sequentially"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1250
      using ulim_g [OF \<open>z \<in> S\<close>] by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1251
    have *: "\<forall>\<^sub>F n in sequentially. continuous_on (cball z r) (f n) \<and>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1252
                                   (\<forall>w \<in> ball z r. ((f n) has_field_derivative (f' n w)) (at w))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1253
    proof (intro eventuallyI conjI ballI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1254
      show "continuous_on (cball z r) (f x)" for x
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1255
        by (meson S continuous_on_subset hfd holomorphic_on_imp_continuous_on holomorphic_on_open r)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1256
      show "w \<in> ball z r \<Longrightarrow> (f x has_field_derivative f' x w) (at w)" for w x
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1257
        using ball_subset_cball hfd r by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1258
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1259
    show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1260
      by (rule has_complex_derivative_uniform_limit [OF *, of g]) (use \<open>0 < r\<close> ul in \<open>force+\<close>)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1261
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1262
  show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1263
    by (rule bchoice) (blast intro: y)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1264
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1265
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1266
subsection\<open>On analytic functions defined by a series\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1267
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1268
lemma series_and_derivative_comparison:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1269
  fixes S :: "complex set"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1270
  assumes S: "open S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1271
      and h: "summable h"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1272
      and hfd: "\<And>n x. x \<in> S \<Longrightarrow> (f n has_field_derivative f' n x) (at x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1273
      and to_g: "\<forall>\<^sub>F n in sequentially. \<forall>x\<in>S. norm (f n x) \<le> h n"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1274
  obtains g g' where "\<forall>x \<in> S. ((\<lambda>n. f n x) sums g x) \<and> ((\<lambda>n. f' n x) sums g' x) \<and> (g has_field_derivative g' x) (at x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1275
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1276
  obtain g where g: "uniform_limit S (\<lambda>n x. \<Sum>i<n. f i x) g sequentially"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1277
    using Weierstrass_m_test_ev [OF to_g h]  by force
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1278
  have *: "\<exists>d>0. cball x d \<subseteq> S \<and> uniform_limit (cball x d) (\<lambda>n x. \<Sum>i<n. f i x) g sequentially"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1279
         if "x \<in> S" for x
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1280
  proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1281
    obtain d where "d>0" and d: "cball x d \<subseteq> S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1282
      using open_contains_cball [of "S"] \<open>x \<in> S\<close> S by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1283
    show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1284
    proof (intro conjI exI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1285
      show "uniform_limit (cball x d) (\<lambda>n x. \<Sum>i<n. f i x) g sequentially"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1286
        using d g uniform_limit_on_subset by (force simp: dist_norm eventually_sequentially)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1287
    qed (use \<open>d > 0\<close> d in auto)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1288
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1289
  have "\<And>x. x \<in> S \<Longrightarrow> (\<lambda>n. \<Sum>i<n. f i x) \<longlonglongrightarrow> g x"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1290
    by (metis tendsto_uniform_limitI [OF g])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1291
  moreover have "\<exists>g'. \<forall>x\<in>S. (g has_field_derivative g' x) (at x) \<and> (\<lambda>n. \<Sum>i<n. f' i x) \<longlonglongrightarrow> g' x"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1292
    by (rule has_complex_derivative_uniform_sequence [OF S]) (auto intro: * hfd DERIV_sum)+
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1293
  ultimately show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1294
    by (metis sums_def that)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1295
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1296
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1297
text\<open>A version where we only have local uniform/comparative convergence.\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1298
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1299
lemma series_and_derivative_comparison_local:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1300
  fixes S :: "complex set"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1301
  assumes S: "open S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1302
      and hfd: "\<And>n x. x \<in> S \<Longrightarrow> (f n has_field_derivative f' n x) (at x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1303
      and to_g: "\<And>x. x \<in> S \<Longrightarrow> \<exists>d h. 0 < d \<and> summable h \<and> (\<forall>\<^sub>F n in sequentially. \<forall>y\<in>ball x d \<inter> S. norm (f n y) \<le> h n)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1304
  shows "\<exists>g g'. \<forall>x \<in> S. ((\<lambda>n. f n x) sums g x) \<and> ((\<lambda>n. f' n x) sums g' x) \<and> (g has_field_derivative g' x) (at x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1305
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1306
  have "\<exists>y. (\<lambda>n. f n z) sums (\<Sum>n. f n z) \<and> (\<lambda>n. f' n z) sums y \<and> ((\<lambda>x. \<Sum>n. f n x) has_field_derivative y) (at z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1307
       if "z \<in> S" for z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1308
  proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1309
    obtain d h where "0 < d" "summable h" and le_h: "\<forall>\<^sub>F n in sequentially. \<forall>y\<in>ball z d \<inter> S. norm (f n y) \<le> h n"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1310
      using to_g \<open>z \<in> S\<close> by meson
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1311
    then obtain r where "r>0" and r: "ball z r \<subseteq> ball z d \<inter> S" using \<open>z \<in> S\<close> S
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1312
      by (metis Int_iff open_ball centre_in_ball open_Int open_contains_ball_eq)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1313
    have 1: "open (ball z d \<inter> S)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1314
      by (simp add: open_Int S)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1315
    have 2: "\<And>n x. x \<in> ball z d \<inter> S \<Longrightarrow> (f n has_field_derivative f' n x) (at x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1316
      by (auto simp: hfd)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1317
    obtain g g' where gg': "\<forall>x \<in> ball z d \<inter> S. ((\<lambda>n. f n x) sums g x) \<and>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1318
                                    ((\<lambda>n. f' n x) sums g' x) \<and> (g has_field_derivative g' x) (at x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1319
      by (auto intro: le_h series_and_derivative_comparison [OF 1 \<open>summable h\<close> hfd])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1320
    then have "(\<lambda>n. f' n z) sums g' z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1321
      by (meson \<open>0 < r\<close> centre_in_ball contra_subsetD r)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1322
    moreover have "(\<lambda>n. f n z) sums (\<Sum>n. f n z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1323
      using  summable_sums centre_in_ball \<open>0 < d\<close> \<open>summable h\<close> le_h
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1324
      by (metis (full_types) Int_iff gg' summable_def that)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1325
    moreover have "((\<lambda>x. \<Sum>n. f n x) has_field_derivative g' z) (at z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1326
    proof (rule has_field_derivative_transform_within)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1327
      show "\<And>x. dist x z < r \<Longrightarrow> g x = (\<Sum>n. f n x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1328
        by (metis subsetD dist_commute gg' mem_ball r sums_unique)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1329
    qed (use \<open>0 < r\<close> gg' \<open>z \<in> S\<close> \<open>0 < d\<close> in auto)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1330
    ultimately show ?thesis by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1331
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1332
  then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1333
    by (rule_tac x="\<lambda>x. suminf (\<lambda>n. f n x)" in exI) meson
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1334
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1335
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1336
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1337
text\<open>Sometimes convenient to compare with a complex series of positive reals. (?)\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1338
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1339
lemma series_and_derivative_comparison_complex:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1340
  fixes S :: "complex set"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1341
  assumes S: "open S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1342
      and hfd: "\<And>n x. x \<in> S \<Longrightarrow> (f n has_field_derivative f' n x) (at x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1343
      and to_g: "\<And>x. x \<in> S \<Longrightarrow> \<exists>d h. 0 < d \<and> summable h \<and> range h \<subseteq> \<real>\<^sub>\<ge>\<^sub>0 \<and> (\<forall>\<^sub>F n in sequentially. \<forall>y\<in>ball x d \<inter> S. cmod(f n y) \<le> cmod (h n))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1344
  shows "\<exists>g g'. \<forall>x \<in> S. ((\<lambda>n. f n x) sums g x) \<and> ((\<lambda>n. f' n x) sums g' x) \<and> (g has_field_derivative g' x) (at x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1345
apply (rule series_and_derivative_comparison_local [OF S hfd], assumption)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1346
apply (rule ex_forward [OF to_g], assumption)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1347
apply (erule exE)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1348
apply (rule_tac x="Re \<circ> h" in exI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1349
apply (force simp: summable_Re o_def nonneg_Reals_cmod_eq_Re image_subset_iff)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1350
done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1351
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1352
text\<open>Sometimes convenient to compare with a complex series of positive reals. (?)\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1353
lemma series_differentiable_comparison_complex:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1354
  fixes S :: "complex set"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1355
  assumes S: "open S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1356
    and hfd: "\<And>n x. x \<in> S \<Longrightarrow> f n field_differentiable (at x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1357
    and to_g: "\<And>x. x \<in> S \<Longrightarrow> \<exists>d h. 0 < d \<and> summable h \<and> range h \<subseteq> \<real>\<^sub>\<ge>\<^sub>0 \<and> (\<forall>\<^sub>F n in sequentially. \<forall>y\<in>ball x d \<inter> S. cmod(f n y) \<le> cmod (h n))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1358
  obtains g where "\<forall>x \<in> S. ((\<lambda>n. f n x) sums g x) \<and> g field_differentiable (at x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1359
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1360
  have hfd': "\<And>n x. x \<in> S \<Longrightarrow> (f n has_field_derivative deriv (f n) x) (at x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1361
    using hfd field_differentiable_derivI by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1362
  have "\<exists>g g'. \<forall>x \<in> S. ((\<lambda>n. f n x) sums g x) \<and> ((\<lambda>n. deriv (f n) x) sums g' x) \<and> (g has_field_derivative g' x) (at x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1363
    by (metis series_and_derivative_comparison_complex [OF S hfd' to_g])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1364
  then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1365
    using field_differentiable_def that by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1366
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1367
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1368
text\<open>In particular, a power series is analytic inside circle of convergence.\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1369
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1370
lemma power_series_and_derivative_0:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1371
  fixes a :: "nat \<Rightarrow> complex" and r::real
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1372
  assumes "summable (\<lambda>n. a n * r^n)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1373
    shows "\<exists>g g'. \<forall>z. cmod z < r \<longrightarrow>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1374
             ((\<lambda>n. a n * z^n) sums g z) \<and> ((\<lambda>n. of_nat n * a n * z^(n - 1)) sums g' z) \<and> (g has_field_derivative g' z) (at z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1375
proof (cases "0 < r")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1376
  case True
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1377
    have der: "\<And>n z. ((\<lambda>x. a n * x ^ n) has_field_derivative of_nat n * a n * z ^ (n - 1)) (at z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1378
      by (rule derivative_eq_intros | simp)+
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1379
    have y_le: "cmod y \<le> cmod (of_real r + of_real (cmod z)) / 2" 
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1380
      if "cmod (z - y) * 2 < r - cmod z" for z y
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1381
    proof -
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1382
      have "cmod y * 2 \<le> r + cmod z"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1383
        using norm_triangle_ineq2 [of y z] that
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1384
        by (simp only: diff_le_eq norm_minus_commute mult_2)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1385
      then show ?thesis
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1386
        using \<open>r > 0\<close> 
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1387
        by (auto simp: algebra_simps norm_mult norm_divide norm_power simp flip: of_real_add)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1388
    qed
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1389
    have "summable (\<lambda>n. a n * complex_of_real r ^ n)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1390
      using assms \<open>r > 0\<close> by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1391
    moreover have "\<And>z. cmod z < r \<Longrightarrow> cmod ((of_real r + of_real (cmod z)) / 2) < cmod (of_real r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1392
      using \<open>r > 0\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1393
      by (simp flip: of_real_add)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1394
    ultimately have sum: "\<And>z. cmod z < r \<Longrightarrow> summable (\<lambda>n. of_real (cmod (a n)) * ((of_real r + complex_of_real (cmod z)) / 2) ^ n)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1395
      by (rule power_series_conv_imp_absconv_weak)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1396
    have "\<exists>g g'. \<forall>z \<in> ball 0 r. (\<lambda>n.  (a n) * z ^ n) sums g z \<and>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1397
               (\<lambda>n. of_nat n * (a n) * z ^ (n - 1)) sums g' z \<and> (g has_field_derivative g' z) (at z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1398
      apply (rule series_and_derivative_comparison_complex [OF open_ball der])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1399
      apply (rule_tac x="(r - norm z)/2" in exI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1400
      apply (rule_tac x="\<lambda>n. of_real(norm(a n)*((r + norm z)/2)^n)" in exI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1401
      using \<open>r > 0\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1402
      apply (auto simp: sum eventually_sequentially norm_mult norm_power dist_norm intro!: mult_left_mono power_mono y_le)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1403
      done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1404
  then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1405
    by (simp add: ball_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1406
next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1407
  case False then show ?thesis
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1408
    unfolding not_less
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1409
    using less_le_trans norm_not_less_zero by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1410
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1411
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1412
proposition\<^marker>\<open>tag unimportant\<close> power_series_and_derivative:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1413
  fixes a :: "nat \<Rightarrow> complex" and r::real
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1414
  assumes "summable (\<lambda>n. a n * r^n)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1415
    obtains g g' where "\<forall>z \<in> ball w r.
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1416
             ((\<lambda>n. a n * (z - w) ^ n) sums g z) \<and> ((\<lambda>n. of_nat n * a n * (z - w) ^ (n - 1)) sums g' z) \<and>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1417
              (g has_field_derivative g' z) (at z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1418
  using power_series_and_derivative_0 [OF assms]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1419
  apply clarify
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1420
  apply (rule_tac g="(\<lambda>z. g(z - w))" in that)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1421
  using DERIV_shift [where z="-w"]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1422
  apply (auto simp: norm_minus_commute Ball_def dist_norm)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1423
  done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1424
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1425
proposition\<^marker>\<open>tag unimportant\<close> power_series_holomorphic:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1426
  assumes "\<And>w. w \<in> ball z r \<Longrightarrow> ((\<lambda>n. a n*(w - z)^n) sums f w)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1427
    shows "f holomorphic_on ball z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1428
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1429
  have "\<exists>f'. (f has_field_derivative f') (at w)" if w: "dist z w < r" for w
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1430
  proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1431
    have inb: "z + complex_of_real ((dist z w + r) / 2) \<in> ball z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1432
    proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1433
      have wz: "cmod (w - z) < r" using w
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1434
        by (auto simp: field_split_simps dist_norm norm_minus_commute)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1435
      then have "0 \<le> r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1436
        by (meson less_eq_real_def norm_ge_zero order_trans)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1437
      show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1438
        using w by (simp add: dist_norm \<open>0\<le>r\<close> flip: of_real_add)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1439
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1440
    have sum: "summable (\<lambda>n. a n * of_real (((cmod (z - w) + r) / 2) ^ n))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1441
      using assms [OF inb] by (force simp: summable_def dist_norm)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1442
    obtain g g' where gg': "\<And>u. u \<in> ball z ((cmod (z - w) + r) / 2) \<Longrightarrow>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1443
                               (\<lambda>n. a n * (u - z) ^ n) sums g u \<and>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1444
                               (\<lambda>n. of_nat n * a n * (u - z) ^ (n - 1)) sums g' u \<and> (g has_field_derivative g' u) (at u)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1445
      by (rule power_series_and_derivative [OF sum, of z]) fastforce
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1446
    have [simp]: "g u = f u" if "cmod (u - w) < (r - cmod (z - w)) / 2" for u
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1447
    proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1448
      have less: "cmod (z - u) * 2 < cmod (z - w) + r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1449
        using that dist_triangle2 [of z u w]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1450
        by (simp add: dist_norm [symmetric] algebra_simps)
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1451
      have "(\<lambda>n. a n * (u - z) ^ n) sums g u" "(\<lambda>n. a n * (u - z) ^ n) sums f u"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1452
        using gg' [of u] less w by (auto simp: assms dist_norm)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1453
      then show ?thesis
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1454
        by (metis sums_unique2)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1455
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1456
    have "(f has_field_derivative g' w) (at w)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1457
      by (rule has_field_derivative_transform_within [where d="(r - norm(z - w))/2"])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1458
      (use w gg' [of w] in \<open>(force simp: dist_norm)+\<close>)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1459
    then show ?thesis ..
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1460
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1461
  then show ?thesis by (simp add: holomorphic_on_open)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1462
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1463
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1464
corollary holomorphic_iff_power_series:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1465
     "f holomorphic_on ball z r \<longleftrightarrow>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1466
      (\<forall>w \<in> ball z r. (\<lambda>n. (deriv ^^ n) f z / (fact n) * (w - z)^n) sums f w)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1467
  apply (intro iffI ballI holomorphic_power_series, assumption+)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1468
  apply (force intro: power_series_holomorphic [where a = "\<lambda>n. (deriv ^^ n) f z / (fact n)"])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1469
  done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1470
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1471
lemma power_series_analytic:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1472
     "(\<And>w. w \<in> ball z r \<Longrightarrow> (\<lambda>n. a n*(w - z)^n) sums f w) \<Longrightarrow> f analytic_on ball z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1473
  by (force simp: analytic_on_open intro!: power_series_holomorphic)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1474
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1475
lemma analytic_iff_power_series:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1476
     "f analytic_on ball z r \<longleftrightarrow>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1477
      (\<forall>w \<in> ball z r. (\<lambda>n. (deriv ^^ n) f z / (fact n) * (w - z)^n) sums f w)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1478
  by (simp add: analytic_on_open holomorphic_iff_power_series)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1479
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1480
subsection\<^marker>\<open>tag unimportant\<close> \<open>Equality between holomorphic functions, on open ball then connected set\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1481
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1482
lemma holomorphic_fun_eq_on_ball:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1483
   "\<lbrakk>f holomorphic_on ball z r; g holomorphic_on ball z r;
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1484
     w \<in> ball z r;
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1485
     \<And>n. (deriv ^^ n) f z = (deriv ^^ n) g z\<rbrakk>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1486
     \<Longrightarrow> f w = g w"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1487
  by (auto simp: holomorphic_iff_power_series sums_unique2 [of "\<lambda>n. (deriv ^^ n) f z / (fact n) * (w - z)^n"])
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1488
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1489
lemma holomorphic_fun_eq_0_on_ball:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1490
   "\<lbrakk>f holomorphic_on ball z r;  w \<in> ball z r;
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1491
     \<And>n. (deriv ^^ n) f z = 0\<rbrakk>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1492
     \<Longrightarrow> f w = 0"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1493
  by (auto simp: holomorphic_iff_power_series sums_unique2 [of "\<lambda>n. (deriv ^^ n) f z / (fact n) * (w - z)^n"])
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1494
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1495
lemma holomorphic_fun_eq_0_on_connected:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1496
  assumes holf: "f holomorphic_on S" and "open S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1497
      and cons: "connected S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1498
      and der: "\<And>n. (deriv ^^ n) f z = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1499
      and "z \<in> S" "w \<in> S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1500
    shows "f w = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1501
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1502
  have *: "ball x e \<subseteq> (\<Inter>n. {w \<in> S. (deriv ^^ n) f w = 0})"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1503
    if "\<forall>u. (deriv ^^ u) f x = 0" "ball x e \<subseteq> S" for x e
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1504
  proof -
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1505
    have "(deriv ^^ m) ((deriv ^^ n) f) x = 0" for m n
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1506
      by (metis funpow_add o_apply that(1))
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1507
    then have "\<And>x' n. dist x x' < e \<Longrightarrow> (deriv ^^ n) f x' = 0"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1508
      using \<open>open S\<close> 
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1509
      by (meson holf holomorphic_fun_eq_0_on_ball holomorphic_higher_deriv holomorphic_on_subset mem_ball that(2))
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1510
    with that show ?thesis by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1511
  qed
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1512
  obtain e where "e>0" and e: "ball w e \<subseteq> S" using openE [OF \<open>open S\<close> \<open>w \<in> S\<close>] .
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1513
  then have holfb: "f holomorphic_on ball w e"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1514
    using holf holomorphic_on_subset by blast
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1515
  have "open (\<Inter>n. {w \<in> S. (deriv ^^ n) f w = 0})"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1516
    using \<open>open S\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1517
    apply (simp add: open_contains_ball Ball_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1518
    apply (erule all_forward)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1519
    using "*" by auto blast+
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1520
  then have "openin (top_of_set S) (\<Inter>n. {w \<in> S. (deriv ^^ n) f w = 0})"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1521
    by (force intro: open_subset)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1522
  moreover have "closedin (top_of_set S) (\<Inter>n. {w \<in> S. (deriv ^^ n) f w = 0})"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1523
    using assms
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1524
    by (auto intro: continuous_closedin_preimage_constant holomorphic_on_imp_continuous_on holomorphic_higher_deriv)
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1525
  moreover have "(\<Inter>n. {w \<in> S. (deriv ^^ n) f w = 0}) = S \<Longrightarrow> f w = 0"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1526
    using \<open>e>0\<close> e by (force intro: holomorphic_fun_eq_0_on_ball [OF holfb])
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1527
  ultimately show ?thesis
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1528
    using cons der \<open>z \<in> S\<close>
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1529
    by (auto simp add: connected_clopen)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1530
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1531
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1532
lemma holomorphic_fun_eq_on_connected:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1533
  assumes "f holomorphic_on S" "g holomorphic_on S" and "open S"  "connected S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1534
      and "\<And>n. (deriv ^^ n) f z = (deriv ^^ n) g z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1535
      and "z \<in> S" "w \<in> S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1536
    shows "f w = g w"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1537
proof (rule holomorphic_fun_eq_0_on_connected [of "\<lambda>x. f x - g x" S z, simplified])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1538
  show "(\<lambda>x. f x - g x) holomorphic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1539
    by (intro assms holomorphic_intros)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1540
  show "\<And>n. (deriv ^^ n) (\<lambda>x. f x - g x) z = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1541
    using assms higher_deriv_diff by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1542
qed (use assms in auto)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1543
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1544
lemma holomorphic_fun_eq_const_on_connected:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1545
  assumes holf: "f holomorphic_on S" and "open S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1546
      and cons: "connected S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1547
      and der: "\<And>n. 0 < n \<Longrightarrow> (deriv ^^ n) f z = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1548
      and "z \<in> S" "w \<in> S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1549
    shows "f w = f z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1550
proof (rule holomorphic_fun_eq_0_on_connected [of "\<lambda>w. f w - f z" S z, simplified])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1551
  show "(\<lambda>w. f w - f z) holomorphic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1552
    by (intro assms holomorphic_intros)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1553
  show "\<And>n. (deriv ^^ n) (\<lambda>w. f w - f z) z = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1554
    by (subst higher_deriv_diff) (use assms in \<open>auto intro: holomorphic_intros\<close>)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1555
qed (use assms in auto)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1556
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1557
subsection\<^marker>\<open>tag unimportant\<close> \<open>Some basic lemmas about poles/singularities\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1558
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1559
lemma pole_lemma:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1560
  assumes holf: "f holomorphic_on S" and a: "a \<in> interior S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1561
    shows "(\<lambda>z. if z = a then deriv f a
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1562
                 else (f z - f a) / (z - a)) holomorphic_on S" (is "?F holomorphic_on S")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1563
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1564
  have F1: "?F field_differentiable (at u within S)" if "u \<in> S" "u \<noteq> a" for u
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1565
  proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1566
    have fcd: "f field_differentiable at u within S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1567
      using holf holomorphic_on_def by (simp add: \<open>u \<in> S\<close>)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1568
    have cd: "(\<lambda>z. (f z - f a) / (z - a)) field_differentiable at u within S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1569
      by (rule fcd derivative_intros | simp add: that)+
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1570
    have "0 < dist a u" using that dist_nz by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1571
    then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1572
      by (rule field_differentiable_transform_within [OF _ _ _ cd]) (auto simp: \<open>u \<in> S\<close>)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1573
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1574
  have F2: "?F field_differentiable at a" if "0 < e" "ball a e \<subseteq> S" for e
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1575
  proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1576
    have holfb: "f holomorphic_on ball a e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1577
      by (rule holomorphic_on_subset [OF holf \<open>ball a e \<subseteq> S\<close>])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1578
    have 2: "?F holomorphic_on ball a e - {a}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1579
      using mem_ball that
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1580
      by (auto simp add: holomorphic_on_def simp flip: field_differentiable_def intro: F1 field_differentiable_within_subset)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1581
    have "isCont (\<lambda>z. if z = a then deriv f a else (f z - f a) / (z - a)) x"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1582
            if "dist a x < e" for x
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1583
    proof (cases "x=a")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1584
      case True
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1585
      then have "f field_differentiable at a"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1586
        using holfb \<open>0 < e\<close> holomorphic_on_imp_differentiable_at by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1587
      with True show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1588
        by (auto simp: continuous_at has_field_derivative_iff simp flip: DERIV_deriv_iff_field_differentiable
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1589
                elim: rev_iffD1 [OF _ LIM_equal])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1590
    next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1591
      case False with 2 that show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1592
        by (force simp: holomorphic_on_open open_Diff field_differentiable_def [symmetric] field_differentiable_imp_continuous_at)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1593
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1594
    then have 1: "continuous_on (ball a e) ?F"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1595
      by (clarsimp simp:  continuous_on_eq_continuous_at)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1596
    have "?F holomorphic_on ball a e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1597
      by (auto intro: no_isolated_singularity [OF 1 2])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1598
    with that show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1599
      by (simp add: holomorphic_on_open field_differentiable_def [symmetric]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1600
                    field_differentiable_at_within)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1601
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1602
  show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1603
  proof
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1604
    fix x assume "x \<in> S" show "?F field_differentiable at x within S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1605
    proof (cases "x=a")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1606
      case True then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1607
      using a by (auto simp: mem_interior intro: field_differentiable_at_within F2)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1608
    next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1609
      case False with F1 \<open>x \<in> S\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1610
      show ?thesis by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1611
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1612
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1613
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1614
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1615
lemma pole_theorem:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1616
  assumes holg: "g holomorphic_on S" and a: "a \<in> interior S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1617
      and eq: "\<And>z. z \<in> S - {a} \<Longrightarrow> g z = (z - a) * f z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1618
    shows "(\<lambda>z. if z = a then deriv g a
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1619
                 else f z - g a/(z - a)) holomorphic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1620
  using pole_lemma [OF holg a]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1621
  by (rule holomorphic_transform) (simp add: eq field_split_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1622
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1623
lemma pole_lemma_open:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1624
  assumes "f holomorphic_on S" "open S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1625
    shows "(\<lambda>z. if z = a then deriv f a else (f z - f a)/(z - a)) holomorphic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1626
proof (cases "a \<in> S")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1627
  case True with assms interior_eq pole_lemma
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1628
    show ?thesis by fastforce
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1629
next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1630
  case False with assms show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1631
    apply (simp add: holomorphic_on_def field_differentiable_def [symmetric], clarify)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1632
    apply (rule field_differentiable_transform_within [where f = "\<lambda>z. (f z - f a)/(z - a)" and d = 1])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1633
    apply (rule derivative_intros | force)+
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1634
    done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1635
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1636
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1637
lemma pole_theorem_open:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1638
  assumes holg: "g holomorphic_on S" and S: "open S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1639
      and eq: "\<And>z. z \<in> S - {a} \<Longrightarrow> g z = (z - a) * f z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1640
    shows "(\<lambda>z. if z = a then deriv g a
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1641
                 else f z - g a/(z - a)) holomorphic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1642
  using pole_lemma_open [OF holg S]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1643
  by (rule holomorphic_transform) (auto simp: eq divide_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1644
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1645
lemma pole_theorem_0:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1646
  assumes holg: "g holomorphic_on S" and a: "a \<in> interior S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1647
      and eq: "\<And>z. z \<in> S - {a} \<Longrightarrow> g z = (z - a) * f z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1648
      and [simp]: "f a = deriv g a" "g a = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1649
    shows "f holomorphic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1650
  using pole_theorem [OF holg a eq]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1651
  by (rule holomorphic_transform) (auto simp: eq field_split_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1652
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1653
lemma pole_theorem_open_0:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1654
  assumes holg: "g holomorphic_on S" and S: "open S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1655
      and eq: "\<And>z. z \<in> S - {a} \<Longrightarrow> g z = (z - a) * f z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1656
      and [simp]: "f a = deriv g a" "g a = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1657
    shows "f holomorphic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1658
  using pole_theorem_open [OF holg S eq]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1659
  by (rule holomorphic_transform) (auto simp: eq field_split_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1660
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1661
lemma pole_theorem_analytic:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1662
  assumes g: "g analytic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1663
      and eq: "\<And>z. z \<in> S
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1664
             \<Longrightarrow> \<exists>d. 0 < d \<and> (\<forall>w \<in> ball z d - {a}. g w = (w - a) * f w)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1665
    shows "(\<lambda>z. if z = a then deriv g a else f z - g a/(z - a)) analytic_on S" (is "?F analytic_on S")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1666
  unfolding analytic_on_def
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1667
proof
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1668
  fix x
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1669
  assume "x \<in> S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1670
  with g obtain e where "0 < e" and e: "g holomorphic_on ball x e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1671
    by (auto simp add: analytic_on_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1672
  obtain d where "0 < d" and d: "\<And>w. w \<in> ball x d - {a} \<Longrightarrow> g w = (w - a) * f w"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1673
    using \<open>x \<in> S\<close> eq by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1674
  have "?F holomorphic_on ball x (min d e)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1675
    using d e \<open>x \<in> S\<close> by (fastforce simp: holomorphic_on_subset subset_ball intro!: pole_theorem_open)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1676
  then show "\<exists>e>0. ?F holomorphic_on ball x e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1677
    using \<open>0 < d\<close> \<open>0 < e\<close> not_le by fastforce
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1678
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1679
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1680
lemma pole_theorem_analytic_0:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1681
  assumes g: "g analytic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1682
      and eq: "\<And>z. z \<in> S \<Longrightarrow> \<exists>d. 0 < d \<and> (\<forall>w \<in> ball z d - {a}. g w = (w - a) * f w)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1683
      and [simp]: "f a = deriv g a" "g a = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1684
    shows "f analytic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1685
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1686
  have [simp]: "(\<lambda>z. if z = a then deriv g a else f z - g a / (z - a)) = f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1687
    by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1688
  show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1689
    using pole_theorem_analytic [OF g eq] by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1690
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1691
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1692
lemma pole_theorem_analytic_open_superset:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1693
  assumes g: "g analytic_on S" and "S \<subseteq> T" "open T"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1694
      and eq: "\<And>z. z \<in> T - {a} \<Longrightarrow> g z = (z - a) * f z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1695
    shows "(\<lambda>z. if z = a then deriv g a
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1696
                 else f z - g a/(z - a)) analytic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1697
proof (rule pole_theorem_analytic [OF g])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1698
  fix z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1699
  assume "z \<in> S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1700
  then obtain e where "0 < e" and e: "ball z e \<subseteq> T"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1701
    using assms openE by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1702
  then show "\<exists>d>0. \<forall>w\<in>ball z d - {a}. g w = (w - a) * f w"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1703
    using eq by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1704
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1705
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1706
lemma pole_theorem_analytic_open_superset_0:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1707
  assumes g: "g analytic_on S" "S \<subseteq> T" "open T" "\<And>z. z \<in> T - {a} \<Longrightarrow> g z = (z - a) * f z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1708
      and [simp]: "f a = deriv g a" "g a = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1709
    shows "f analytic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1710
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1711
  have [simp]: "(\<lambda>z. if z = a then deriv g a else f z - g a / (z - a)) = f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1712
    by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1713
  have "(\<lambda>z. if z = a then deriv g a else f z - g a/(z - a)) analytic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1714
    by (rule pole_theorem_analytic_open_superset [OF g])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1715
  then show ?thesis by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1716
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1717
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1718
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1719
subsection\<open>General, homology form of Cauchy's theorem\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1720
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1721
text\<open>Proof is based on Dixon's, as presented in Lang's "Complex Analysis" book (page 147).\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1722
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1723
lemma contour_integral_continuous_on_linepath_2D:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1724
  assumes "open U" and cont_dw: "\<And>w. w \<in> U \<Longrightarrow> F w contour_integrable_on (linepath a b)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1725
      and cond_uu: "continuous_on (U \<times> U) (\<lambda>(x,y). F x y)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1726
      and abu: "closed_segment a b \<subseteq> U"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1727
    shows "continuous_on U (\<lambda>w. contour_integral (linepath a b) (F w))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1728
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1729
  have *: "\<exists>d>0. \<forall>x'\<in>U. dist x' w < d \<longrightarrow>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1730
                         dist (contour_integral (linepath a b) (F x'))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1731
                              (contour_integral (linepath a b) (F w)) \<le> \<epsilon>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1732
          if "w \<in> U" "0 < \<epsilon>" "a \<noteq> b" for w \<epsilon>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1733
  proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1734
    obtain \<delta> where "\<delta>>0" and \<delta>: "cball w \<delta> \<subseteq> U" using open_contains_cball \<open>open U\<close> \<open>w \<in> U\<close> by force
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1735
    let ?TZ = "cball w \<delta>  \<times> closed_segment a b"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1736
    have "uniformly_continuous_on ?TZ (\<lambda>(x,y). F x y)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1737
    proof (rule compact_uniformly_continuous)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1738
      show "continuous_on ?TZ (\<lambda>(x,y). F x y)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1739
        by (rule continuous_on_subset[OF cond_uu]) (use SigmaE \<delta> abu in blast)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1740
      show "compact ?TZ"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1741
        by (simp add: compact_Times)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1742
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1743
    then obtain \<eta> where "\<eta>>0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1744
        and \<eta>: "\<And>x x'. \<lbrakk>x\<in>?TZ; x'\<in>?TZ; dist x' x < \<eta>\<rbrakk> \<Longrightarrow>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1745
                         dist ((\<lambda>(x,y). F x y) x') ((\<lambda>(x,y). F x y) x) < \<epsilon>/norm(b - a)"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1746
      using \<open>0 < \<epsilon>\<close> \<open>a \<noteq> b\<close>
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1747
      by (auto elim: uniformly_continuous_onE [where e = "\<epsilon>/norm(b - a)"])
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1748
    have \<eta>: "\<lbrakk>norm (w - x1) \<le> \<delta>;   x2 \<in> closed_segment a b;
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1749
              norm (w - x1') \<le> \<delta>;  x2' \<in> closed_segment a b; norm ((x1', x2') - (x1, x2)) < \<eta>\<rbrakk>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1750
              \<Longrightarrow> norm (F x1' x2' - F x1 x2) \<le> \<epsilon> / cmod (b - a)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1751
             for x1 x2 x1' x2'
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1752
      using \<eta> [of "(x1,x2)" "(x1',x2')"] by (force simp: dist_norm)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1753
    have le_ee: "cmod (contour_integral (linepath a b) (\<lambda>x. F x' x - F w x)) \<le> \<epsilon>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1754
                if "x' \<in> U" "cmod (x' - w) < \<delta>" "cmod (x' - w) < \<eta>"  for x'
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1755
    proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1756
      have "(\<lambda>x. F x' x - F w x) contour_integrable_on linepath a b"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1757
        by (simp add: \<open>w \<in> U\<close> cont_dw contour_integrable_diff that)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1758
      then have "cmod (contour_integral (linepath a b) (\<lambda>x. F x' x - F w x)) \<le> \<epsilon>/norm(b - a) * norm(b - a)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1759
        apply (rule has_contour_integral_bound_linepath [OF has_contour_integral_integral _ \<eta>])
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1760
        using \<open>0 < \<epsilon>\<close> \<open>0 < \<delta>\<close> that by (auto simp: norm_minus_commute)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1761
      also have "\<dots> = \<epsilon>" using \<open>a \<noteq> b\<close> by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1762
      finally show ?thesis .
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1763
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1764
    show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1765
      apply (rule_tac x="min \<delta> \<eta>" in exI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1766
      using \<open>0 < \<delta>\<close> \<open>0 < \<eta>\<close>
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1767
      by (auto simp: dist_norm contour_integral_diff [OF cont_dw cont_dw, symmetric] \<open>w \<in> U\<close> intro: le_ee)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1768
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1769
  show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1770
  proof (cases "a=b")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1771
    case False
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1772
    show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1773
      by (rule continuous_onI) (use False in \<open>auto intro: *\<close>)
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1774
  qed auto
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1775
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1776
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1777
text\<open>This version has \<^term>\<open>polynomial_function \<gamma>\<close> as an additional assumption.\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1778
lemma Cauchy_integral_formula_global_weak:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1779
  assumes "open U" and holf: "f holomorphic_on U"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1780
        and z: "z \<in> U" and \<gamma>: "polynomial_function \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1781
        and pasz: "path_image \<gamma> \<subseteq> U - {z}" and loop: "pathfinish \<gamma> = pathstart \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1782
        and zero: "\<And>w. w \<notin> U \<Longrightarrow> winding_number \<gamma> w = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1783
      shows "((\<lambda>w. f w / (w - z)) has_contour_integral (2*pi * \<i> * winding_number \<gamma> z * f z)) \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1784
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1785
  obtain \<gamma>' where pf\<gamma>': "polynomial_function \<gamma>'" and \<gamma>': "\<And>x. (\<gamma> has_vector_derivative (\<gamma>' x)) (at x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1786
    using has_vector_derivative_polynomial_function [OF \<gamma>] by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1787
  then have "bounded(path_image \<gamma>')"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1788
    by (simp add: path_image_def compact_imp_bounded compact_continuous_image continuous_on_polymonial_function)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1789
  then obtain B where "B>0" and B: "\<And>x. x \<in> path_image \<gamma>' \<Longrightarrow> norm x \<le> B"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1790
    using bounded_pos by force
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1791
  define d where [abs_def]: "d z w = (if w = z then deriv f z else (f w - f z)/(w - z))" for z w
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1792
  define v where "v = {w. w \<notin> path_image \<gamma> \<and> winding_number \<gamma> w = 0}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1793
  have "path \<gamma>" "valid_path \<gamma>" using \<gamma>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1794
    by (auto simp: path_polynomial_function valid_path_polynomial_function)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1795
  then have ov: "open v"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1796
    by (simp add: v_def open_winding_number_levelsets loop)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1797
  have uv_Un: "U \<union> v = UNIV"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1798
    using pasz zero by (auto simp: v_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1799
  have conf: "continuous_on U f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1800
    by (metis holf holomorphic_on_imp_continuous_on)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1801
  have hol_d: "(d y) holomorphic_on U" if "y \<in> U" for y
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1802
  proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1803
    have *: "(\<lambda>c. if c = y then deriv f y else (f c - f y) / (c - y)) holomorphic_on U"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1804
      by (simp add: holf pole_lemma_open \<open>open U\<close>)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1805
    then have "isCont (\<lambda>x. if x = y then deriv f y else (f x - f y) / (x - y)) y"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1806
      using at_within_open field_differentiable_imp_continuous_at holomorphic_on_def that \<open>open U\<close> by fastforce
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1807
    then have "continuous_on U (d y)"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1808
      using "*" d_def holomorphic_on_imp_continuous_on by auto
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1809
    moreover have "d y holomorphic_on U - {y}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1810
    proof -
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1811
      have "(\<lambda>w. if w = y then deriv f y else (f w - f y) / (w - y)) field_differentiable at w"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1812
        if "w \<in> U - {y}" for w
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1813
      proof (rule field_differentiable_transform_within)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1814
        show "(\<lambda>w. (f w - f y) / (w - y)) field_differentiable at w"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1815
          using that \<open>open U\<close> holf 
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1816
          by (auto intro!: holomorphic_on_imp_differentiable_at derivative_intros)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1817
        show "dist w y > 0"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1818
          using that by auto
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1819
      qed (auto simp: dist_commute)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1820
      then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1821
        unfolding field_differentiable_def by (simp add: d_def holomorphic_on_open \<open>open U\<close> open_delete)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1822
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1823
    ultimately show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1824
      by (rule no_isolated_singularity) (auto simp: \<open>open U\<close>)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1825
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1826
  have cint_fxy: "(\<lambda>x. (f x - f y) / (x - y)) contour_integrable_on \<gamma>" if "y \<notin> path_image \<gamma>" for y
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1827
  proof (rule contour_integrable_holomorphic_simple [where S = "U-{y}"])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1828
    show "(\<lambda>x. (f x - f y) / (x - y)) holomorphic_on U - {y}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1829
      by (force intro: holomorphic_intros holomorphic_on_subset [OF holf])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1830
    show "path_image \<gamma> \<subseteq> U - {y}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1831
      using pasz that by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1832
  qed (auto simp: \<open>open U\<close> open_delete \<open>valid_path \<gamma>\<close>)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1833
  define h where
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1834
    "h z = (if z \<in> U then contour_integral \<gamma> (d z) else contour_integral \<gamma> (\<lambda>w. f w/(w - z)))" for z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1835
  have U: "((d z) has_contour_integral h z) \<gamma>" if "z \<in> U" for z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1836
  proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1837
    have "d z holomorphic_on U"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1838
      by (simp add: hol_d that)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1839
    with that show ?thesis
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1840
      by (metis Diff_subset \<open>valid_path \<gamma>\<close> \<open>open U\<close> contour_integrable_holomorphic_simple h_def has_contour_integral_integral pasz subset_trans)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1841
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1842
  have V: "((\<lambda>w. f w / (w - z)) has_contour_integral h z) \<gamma>" if z: "z \<in> v" for z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1843
  proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1844
    have 0: "0 = (f z) * 2 * of_real (2 * pi) * \<i> * winding_number \<gamma> z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1845
      using v_def z by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1846
    then have "((\<lambda>x. 1 / (x - z)) has_contour_integral 0) \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1847
     using z v_def  has_contour_integral_winding_number [OF \<open>valid_path \<gamma>\<close>] by fastforce
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1848
    then have "((\<lambda>x. f z * (1 / (x - z))) has_contour_integral 0) \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1849
      using has_contour_integral_lmul by fastforce
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1850
    then have "((\<lambda>x. f z / (x - z)) has_contour_integral 0) \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1851
      by (simp add: field_split_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1852
    moreover have "((\<lambda>x. (f x - f z) / (x - z)) has_contour_integral contour_integral \<gamma> (d z)) \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1853
      using z
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1854
      apply (simp add: v_def)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1855
      apply (metis (no_types, lifting) contour_integrable_eq d_def has_contour_integral_eq has_contour_integral_integral cint_fxy)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1856
      done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1857
    ultimately have *: "((\<lambda>x. f z / (x - z) + (f x - f z) / (x - z)) has_contour_integral (0 + contour_integral \<gamma> (d z))) \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1858
      by (rule has_contour_integral_add)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1859
    have "((\<lambda>w. f w / (w - z)) has_contour_integral contour_integral \<gamma> (d z)) \<gamma>"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1860
      if "z \<in> U"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1861
      using * by (auto simp: divide_simps has_contour_integral_eq)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1862
    moreover have "((\<lambda>w. f w / (w - z)) has_contour_integral contour_integral \<gamma> (\<lambda>w. f w / (w - z))) \<gamma>"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1863
      if "z \<notin> U"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1864
    proof (rule has_contour_integral_integral [OF contour_integrable_holomorphic_simple [where S=U]])
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1865
      show "(\<lambda>w. f w / (w - z)) holomorphic_on U"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1866
        by (rule holomorphic_intros assms | use that in force)+
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1867
    qed (use \<open>open U\<close> pasz \<open>valid_path \<gamma>\<close> in auto)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1868
    ultimately show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1869
      using z by (simp add: h_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1870
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1871
  have znot: "z \<notin> path_image \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1872
    using pasz by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1873
  obtain d0 where "d0>0" and d0: "\<And>x y. x \<in> path_image \<gamma> \<Longrightarrow> y \<in> - U \<Longrightarrow> d0 \<le> dist x y"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1874
    using separate_compact_closed [of "path_image \<gamma>" "-U"] pasz \<open>open U\<close> \<open>path \<gamma>\<close> compact_path_image
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1875
    by blast    
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1876
  obtain dd where "0 < dd" and dd: "{y + k | y k. y \<in> path_image \<gamma> \<and> k \<in> ball 0 dd} \<subseteq> U"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1877
  proof
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1878
    show "0 < d0 / 2" using \<open>0 < d0\<close> by auto
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1879
  qed (use \<open>0 < d0\<close> d0 in \<open>force simp: dist_norm\<close>)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1880
  define T where "T \<equiv> {y + k |y k. y \<in> path_image \<gamma> \<and> k \<in> cball 0 (dd / 2)}"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1881
  have "\<And>x x'. \<lbrakk>x \<in> path_image \<gamma>; dist x x' * 2 < dd\<rbrakk> \<Longrightarrow> \<exists>y k. x' = y + k \<and> y \<in> path_image \<gamma> \<and> dist 0 k * 2 \<le> dd"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1882
    apply (rule_tac x=x in exI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1883
    apply (rule_tac x="x'-x" in exI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1884
    apply (force simp: dist_norm)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1885
    done
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1886
  then have subt: "path_image \<gamma> \<subseteq> interior T"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1887
    using \<open>0 < dd\<close> 
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1888
    apply (clarsimp simp add: mem_interior T_def)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1889
    apply (rule_tac x="dd/2" in exI, auto)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1890
    done
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1891
  have "compact T"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1892
    unfolding T_def
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1893
    by (fastforce simp add: \<open>valid_path \<gamma>\<close> compact_valid_path_image intro!: compact_sums)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1894
  have T: "T \<subseteq> U"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1895
    unfolding T_def using \<open>0 < dd\<close> dd by fastforce
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1896
  obtain L where "L>0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1897
           and L: "\<And>f B. \<lbrakk>f holomorphic_on interior T; \<And>z. z\<in>interior T \<Longrightarrow> cmod (f z) \<le> B\<rbrakk> \<Longrightarrow>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1898
                         cmod (contour_integral \<gamma> f) \<le> L * B"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1899
      using contour_integral_bound_exists [OF open_interior \<open>valid_path \<gamma>\<close> subt]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1900
      by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1901
  have "bounded(f ` T)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1902
    by (meson \<open>compact T\<close> compact_continuous_image compact_imp_bounded conf continuous_on_subset T)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1903
  then obtain D where "D>0" and D: "\<And>x. x \<in> T \<Longrightarrow> norm (f x) \<le> D"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1904
    by (auto simp: bounded_pos)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1905
  obtain C where "C>0" and C: "\<And>x. x \<in> T \<Longrightarrow> norm x \<le> C"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1906
    using \<open>compact T\<close> bounded_pos compact_imp_bounded by force
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1907
  have "dist (h y) 0 \<le> e" if "0 < e" and le: "D * L / e + C \<le> cmod y" for e y
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1908
  proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1909
    have "D * L / e > 0"  using \<open>D>0\<close> \<open>L>0\<close> \<open>e>0\<close> by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1910
    with le have ybig: "norm y > C" by force
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1911
    with C have "y \<notin> T"  by force
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1912
    then have ynot: "y \<notin> path_image \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1913
      using subt interior_subset by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1914
    have [simp]: "winding_number \<gamma> y = 0"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1915
    proof (rule winding_number_zero_outside)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1916
      show "path_image \<gamma> \<subseteq> cball 0 C"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1917
        by (meson C interior_subset mem_cball_0 subset_eq subt)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1918
    qed (use ybig loop \<open>path \<gamma>\<close> in auto)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1919
    have [simp]: "h y = contour_integral \<gamma> (\<lambda>w. f w/(w - y))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1920
      by (rule contour_integral_unique [symmetric]) (simp add: v_def ynot V)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1921
    have holint: "(\<lambda>w. f w / (w - y)) holomorphic_on interior T"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1922
    proof (intro holomorphic_intros)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1923
      show "f holomorphic_on interior T"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1924
        using holf holomorphic_on_subset interior_subset T by blast
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1925
    qed (use \<open>y \<notin> T\<close> interior_subset in auto)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1926
    have leD: "cmod (f z / (z - y)) \<le> D * (e / L / D)" if z: "z \<in> interior T" for z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1927
    proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1928
      have "D * L / e + cmod z \<le> cmod y"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1929
        using le C [of z] z using interior_subset by force
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1930
      then have DL2: "D * L / e \<le> cmod (z - y)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1931
        using norm_triangle_ineq2 [of y z] by (simp add: norm_minus_commute)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1932
      have "cmod (f z / (z - y)) = cmod (f z) * inverse (cmod (z - y))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1933
        by (simp add: norm_mult norm_inverse Fields.field_class.field_divide_inverse)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1934
      also have "\<dots> \<le> D * (e / L / D)"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1935
      proof (rule mult_mono)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1936
        show "cmod (f z) \<le> D"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1937
          using D interior_subset z by blast 
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1938
        show "inverse (cmod (z - y)) \<le> e / L / D" "D \<ge> 0"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1939
          using \<open>L>0\<close> \<open>e>0\<close> \<open>D>0\<close> DL2 by (auto simp: norm_divide field_split_simps)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1940
      qed auto
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1941
      finally show ?thesis .
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1942
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1943
    have "dist (h y) 0 = cmod (contour_integral \<gamma> (\<lambda>w. f w / (w - y)))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1944
      by (simp add: dist_norm)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1945
    also have "\<dots> \<le> L * (D * (e / L / D))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1946
      by (rule L [OF holint leD])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1947
    also have "\<dots> = e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1948
      using  \<open>L>0\<close> \<open>0 < D\<close> by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1949
    finally show ?thesis .
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1950
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1951
  then have "(h \<longlongrightarrow> 0) at_infinity"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1952
    by (meson Lim_at_infinityI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1953
  moreover have "h holomorphic_on UNIV"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1954
  proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1955
    have con_ff: "continuous (at (x,z)) (\<lambda>(x,y). (f y - f x) / (y - x))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1956
                 if "x \<in> U" "z \<in> U" "x \<noteq> z" for x z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1957
      using that conf
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1958
      apply (simp add: split_def continuous_on_eq_continuous_at \<open>open U\<close>)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1959
      apply (simp | rule continuous_intros continuous_within_compose2 [where g=f])+
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1960
      done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1961
    have con_fstsnd: "continuous_on UNIV (\<lambda>x. (fst x - snd x) ::complex)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1962
      by (rule continuous_intros)+
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1963
    have open_uu_Id: "open (U \<times> U - Id)"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1964
    proof (rule open_Diff)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1965
      show "open (U \<times> U)"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1966
        by (simp add: open_Times \<open>open U\<close>)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1967
      show "closed (Id :: complex rel)"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1968
        using continuous_closed_preimage_constant [OF con_fstsnd closed_UNIV, of 0]
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1969
        by (auto simp: Id_fstsnd_eq algebra_simps)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1970
    qed
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1971
    have con_derf: "continuous (at z) (deriv f)" if "z \<in> U" for z
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1972
    proof (rule continuous_on_interior)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1973
      show "continuous_on U (deriv f)"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1974
        by (simp add: holf holomorphic_deriv holomorphic_on_imp_continuous_on \<open>open U\<close>)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1975
    qed (simp add: interior_open that \<open>open U\<close>)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1976
    have tendsto_f': "((\<lambda>(x,y). if y = x then deriv f (x)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1977
                                else (f (y) - f (x)) / (y - x)) \<longlongrightarrow> deriv f x)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1978
                      (at (x, x) within U \<times> U)" if "x \<in> U" for x
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1979
    proof (rule Lim_withinI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1980
      fix e::real assume "0 < e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1981
      obtain k1 where "k1>0" and k1: "\<And>x'. norm (x' - x) \<le> k1 \<Longrightarrow> norm (deriv f x' - deriv f x) < e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1982
        using \<open>0 < e\<close> continuous_within_E [OF con_derf [OF \<open>x \<in> U\<close>]]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1983
        by (metis UNIV_I dist_norm)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1984
      obtain k2 where "k2>0" and k2: "ball x k2 \<subseteq> U"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1985
        by (blast intro: openE [OF \<open>open U\<close>] \<open>x \<in> U\<close>)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1986
      have neq: "norm ((f z' - f x') / (z' - x') - deriv f x) \<le> e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1987
                    if "z' \<noteq> x'" and less_k1: "norm (x'-x, z'-x) < k1" and less_k2: "norm (x'-x, z'-x) < k2"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1988
                 for x' z'
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1989
      proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1990
        have cs_less: "w \<in> closed_segment x' z' \<Longrightarrow> cmod (w - x) \<le> norm (x'-x, z'-x)" for w
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1991
          using segment_furthest_le [of w x' z' x]
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1992
          by (metis (no_types) dist_commute dist_norm norm_fst_le norm_snd_le order_trans)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1993
        have derf_le: "w \<in> closed_segment x' z' \<Longrightarrow> z' \<noteq> x' \<Longrightarrow> cmod (deriv f w - deriv f x) \<le> e" for w
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1994
          by (blast intro: cs_less less_k1 k1 [unfolded divide_const_simps dist_norm] less_imp_le le_less_trans)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1995
        have f_has_der: "\<And>x. x \<in> U \<Longrightarrow> (f has_field_derivative deriv f x) (at x within U)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1996
          by (metis DERIV_deriv_iff_field_differentiable at_within_open holf holomorphic_on_def \<open>open U\<close>)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1997
        have "closed_segment x' z' \<subseteq> U"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1998
          by (rule order_trans [OF _ k2]) (simp add: cs_less  le_less_trans [OF _ less_k2] dist_complex_def norm_minus_commute subset_iff)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1999
        then have cint_derf: "(deriv f has_contour_integral f z' - f x') (linepath x' z')"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2000
          using contour_integral_primitive [OF f_has_der valid_path_linepath] pasz  by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2001
        then have *: "((\<lambda>x. deriv f x / (z' - x')) has_contour_integral (f z' - f x') / (z' - x')) (linepath x' z')"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2002
          by (rule has_contour_integral_div)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2003
        have "norm ((f z' - f x') / (z' - x') - deriv f x) \<le> e/norm(z' - x') * norm(z' - x')"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2004
          apply (rule has_contour_integral_bound_linepath [OF has_contour_integral_diff [OF *]])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2005
          using has_contour_integral_div [where c = "z' - x'", OF has_contour_integral_const_linepath [of "deriv f x" z' x']]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2006
                 \<open>e > 0\<close>  \<open>z' \<noteq> x'\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2007
          apply (auto simp: norm_divide divide_simps derf_le)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2008
          done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2009
        also have "\<dots> \<le> e" using \<open>0 < e\<close> by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2010
        finally show ?thesis .
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2011
      qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2012
      show "\<exists>d>0. \<forall>xa\<in>U \<times> U.
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2013
                  0 < dist xa (x, x) \<and> dist xa (x, x) < d \<longrightarrow>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2014
                  dist (case xa of (x, y) \<Rightarrow> if y = x then deriv f x else (f y - f x) / (y - x)) (deriv f x) \<le> e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2015
        apply (rule_tac x="min k1 k2" in exI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2016
        using \<open>k1>0\<close> \<open>k2>0\<close> \<open>e>0\<close>
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2017
        by (force simp: dist_norm neq intro: dual_order.strict_trans2 k1 less_imp_le norm_fst_le)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2018
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2019
    have con_pa_f: "continuous_on (path_image \<gamma>) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2020
      by (meson holf holomorphic_on_imp_continuous_on holomorphic_on_subset interior_subset subt T)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2021
    have le_B: "\<And>T. T \<in> {0..1} \<Longrightarrow> cmod (vector_derivative \<gamma> (at T)) \<le> B"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2022
      using \<gamma>' B by (simp add: path_image_def vector_derivative_at rev_image_eqI)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2023
    have f_has_cint: "\<And>w. w \<in> v - path_image \<gamma> \<Longrightarrow> ((\<lambda>u. f u / (u - w) ^ 1) has_contour_integral h w) \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2024
      by (simp add: V)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2025
    have cond_uu: "continuous_on (U \<times> U) (\<lambda>(x,y). d x y)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2026
      apply (simp add: continuous_on_eq_continuous_within d_def continuous_within tendsto_f')
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2027
      apply (simp add: tendsto_within_open_NO_MATCH open_Times \<open>open U\<close>, clarify)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2028
      apply (rule Lim_transform_within_open [OF _ open_uu_Id, where f = "(\<lambda>(x,y). (f y - f x) / (y - x))"])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2029
      using con_ff
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2030
      apply (auto simp: continuous_within)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2031
      done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2032
    have hol_dw: "(\<lambda>z. d z w) holomorphic_on U" if "w \<in> U" for w
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2033
    proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2034
      have "continuous_on U ((\<lambda>(x,y). d x y) \<circ> (\<lambda>z. (w,z)))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2035
        by (rule continuous_on_compose continuous_intros continuous_on_subset [OF cond_uu] | force intro: that)+
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2036
      then have *: "continuous_on U (\<lambda>z. if w = z then deriv f z else (f w - f z) / (w - z))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2037
        by (rule rev_iffD1 [OF _ continuous_on_cong [OF refl]]) (simp add: d_def field_simps)
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2038
      have **: "(\<lambda>z. if w = z then deriv f z else (f w - f z) / (w - z)) field_differentiable at x"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2039
        if "x \<in> U" "x \<noteq> w" for x
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2040
      proof (rule_tac f = "\<lambda>x. (f w - f x)/(w - x)" and d = "dist x w" in field_differentiable_transform_within)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2041
        show "(\<lambda>x. (f w - f x) / (w - x)) field_differentiable at x"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2042
          using that \<open>open U\<close>
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2043
          by (intro derivative_intros holomorphic_on_imp_differentiable_at [OF holf]; force)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2044
      qed (use that \<open>open U\<close> in \<open>auto simp: dist_commute\<close>)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2045
      show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2046
        unfolding d_def
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2047
      proof (rule no_isolated_singularity [OF * _ \<open>open U\<close>])
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2048
        show "(\<lambda>z. if w = z then deriv f z else (f w - f z) / (w - z)) holomorphic_on U - {w}"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2049
          by (auto simp: field_differentiable_def [symmetric] holomorphic_on_open open_Diff \<open>open U\<close> **)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2050
      qed auto
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2051
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2052
    { fix a b
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2053
      assume abu: "closed_segment a b \<subseteq> U"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2054
      have cont_cint_d: "continuous_on U (\<lambda>w. contour_integral (linepath a b) (\<lambda>z. d z w))"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2055
      proof (rule contour_integral_continuous_on_linepath_2D [OF \<open>open U\<close> _ _ abu])
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2056
        show "\<And>w. w \<in> U \<Longrightarrow> (\<lambda>z. d z w) contour_integrable_on (linepath a b)"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2057
          by (metis abu hol_dw continuous_on_subset contour_integrable_continuous_linepath holomorphic_on_imp_continuous_on)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2058
        show "continuous_on (U \<times> U) (\<lambda>(x, y). d y x)"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2059
          by (auto intro: continuous_on_swap_args cond_uu)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2060
      qed
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2061
      have cont_cint_d\<gamma>: "continuous_on {0..1} ((\<lambda>w. contour_integral (linepath a b) (\<lambda>z. d z w)) \<circ> \<gamma>)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2062
      proof (rule continuous_on_compose)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2063
        show "continuous_on {0..1} \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2064
          using \<open>path \<gamma>\<close> path_def by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2065
        show "continuous_on (\<gamma> ` {0..1}) (\<lambda>w. contour_integral (linepath a b) (\<lambda>z. d z w))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2066
          using pasz unfolding path_image_def
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2067
          by (auto intro!: continuous_on_subset [OF cont_cint_d])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2068
      qed
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2069
      have "continuous_on {0..1} (\<lambda>x. vector_derivative \<gamma> (at x))"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2070
        using pf\<gamma>' by (simp add: continuous_on_polymonial_function vector_derivative_at [OF \<gamma>'])
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2071
      then      have cint_cint: "(\<lambda>w. contour_integral (linepath a b) (\<lambda>z. d z w)) contour_integrable_on \<gamma>"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2072
        apply (simp add: contour_integrable_on)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2073
        apply (rule integrable_continuous_real)
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2074
        by (rule continuous_on_mult [OF cont_cint_d\<gamma> [unfolded o_def]])
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2075
      have "contour_integral (linepath a b) h = contour_integral (linepath a b) (\<lambda>z. contour_integral \<gamma> (d z))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2076
        using abu  by (force simp: h_def intro: contour_integral_eq)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2077
      also have "\<dots> =  contour_integral \<gamma> (\<lambda>w. contour_integral (linepath a b) (\<lambda>z. d z w))"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2078
      proof (rule contour_integral_swap)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2079
        show "continuous_on (path_image (linepath a b) \<times> path_image \<gamma>) (\<lambda>(y1, y2). d y1 y2)"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2080
          using abu pasz by (auto intro: continuous_on_subset [OF cond_uu])
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2081
        show "continuous_on {0..1} (\<lambda>t. vector_derivative (linepath a b) (at t))"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2082
          by (auto intro!: continuous_intros)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2083
        show "continuous_on {0..1} (\<lambda>t. vector_derivative \<gamma> (at t))"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2084
          by (metis \<gamma>' continuous_on_eq path_def path_polynomial_function pf\<gamma>' vector_derivative_at)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2085
      qed (use \<open>valid_path \<gamma>\<close> in auto)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2086
      finally have cint_h_eq:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2087
          "contour_integral (linepath a b) h =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2088
                    contour_integral \<gamma> (\<lambda>w. contour_integral (linepath a b) (\<lambda>z. d z w))" .
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2089
      note cint_cint cint_h_eq
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2090
    } note cint_h = this
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2091
    have conthu: "continuous_on U h"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2092
    proof (simp add: continuous_on_sequentially, clarify)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2093
      fix a x
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2094
      assume x: "x \<in> U" and au: "\<forall>n. a n \<in> U" and ax: "a \<longlonglongrightarrow> x"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2095
      then have A1: "\<forall>\<^sub>F n in sequentially. d (a n) contour_integrable_on \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2096
        by (meson U contour_integrable_on_def eventuallyI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2097
      obtain dd where "dd>0" and dd: "cball x dd \<subseteq> U" using open_contains_cball \<open>open U\<close> x by force
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2098
      have A2: "uniform_limit (path_image \<gamma>) (\<lambda>n. d (a n)) (d x) sequentially"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2099
        unfolding uniform_limit_iff dist_norm
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2100
      proof clarify
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2101
        fix ee::real
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2102
        assume "0 < ee"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2103
        show "\<forall>\<^sub>F n in sequentially. \<forall>\<xi>\<in>path_image \<gamma>. cmod (d (a n) \<xi> - d x \<xi>) < ee"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2104
        proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2105
          let ?ddpa = "{(w,z) |w z. w \<in> cball x dd \<and> z \<in> path_image \<gamma>}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2106
          have "uniformly_continuous_on ?ddpa (\<lambda>(x,y). d x y)"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2107
          proof (rule compact_uniformly_continuous [OF continuous_on_subset[OF cond_uu]])
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2108
            show "compact {(w, z) |w z. w \<in> cball x dd \<and> z \<in> path_image \<gamma>}"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2109
              using \<open>valid_path \<gamma>\<close>
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2110
              by (auto simp: compact_Times compact_valid_path_image simp del: mem_cball)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2111
          qed (use dd pasz in auto)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2112
          then obtain kk where "kk>0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2113
            and kk: "\<And>x x'. \<lbrakk>x \<in> ?ddpa; x' \<in> ?ddpa; dist x' x < kk\<rbrakk> \<Longrightarrow>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2114
                             dist ((\<lambda>(x,y). d x y) x') ((\<lambda>(x,y). d x y) x) < ee"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2115
            by (rule uniformly_continuous_onE [where e = ee]) (use \<open>0 < ee\<close> in auto)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2116
          have kk: "\<lbrakk>norm (w - x) \<le> dd; z \<in> path_image \<gamma>; norm ((w, z) - (x, z)) < kk\<rbrakk> \<Longrightarrow> norm (d w z - d x z) < ee"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2117
            for  w z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2118
            using \<open>dd>0\<close> kk [of "(x,z)" "(w,z)"] by (force simp: norm_minus_commute dist_norm)
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2119
          obtain no where "\<forall>n\<ge>no. dist (a n) x < min dd kk"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2120
            using ax unfolding lim_sequentially
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2121
            by (meson \<open>0 < dd\<close> \<open>0 < kk\<close> min_less_iff_conj)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2122
          then show ?thesis
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2123
            using \<open>dd > 0\<close> \<open>kk > 0\<close> by (fastforce simp: eventually_sequentially kk dist_norm)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2124
        qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2125
      qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2126
      have "(\<lambda>n. contour_integral \<gamma> (d (a n))) \<longlonglongrightarrow> contour_integral \<gamma> (d x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2127
        by (rule contour_integral_uniform_limit [OF A1 A2 le_B]) (auto simp: \<open>valid_path \<gamma>\<close>)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2128
      then have tendsto_hx: "(\<lambda>n. contour_integral \<gamma> (d (a n))) \<longlonglongrightarrow> h x"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2129
        by (simp add: h_def x)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2130
      then show "(h \<circ> a) \<longlonglongrightarrow> h x"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2131
        by (simp add: h_def x au o_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2132
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2133
    show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2134
    proof (simp add: holomorphic_on_open field_differentiable_def [symmetric], clarify)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2135
      fix z0
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2136
      consider "z0 \<in> v" | "z0 \<in> U" using uv_Un by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2137
      then show "h field_differentiable at z0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2138
      proof cases
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2139
        assume "z0 \<in> v" then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2140
          using Cauchy_next_derivative [OF con_pa_f le_B f_has_cint _ ov] V f_has_cint \<open>valid_path \<gamma>\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2141
          by (auto simp: field_differentiable_def v_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2142
      next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2143
        assume "z0 \<in> U" then
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2144
        obtain e where "e>0" and e: "ball z0 e \<subseteq> U" by (blast intro: openE [OF \<open>open U\<close>])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2145
        have *: "contour_integral (linepath a b) h + contour_integral (linepath b c) h + contour_integral (linepath c a) h = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2146
                if abc_subset: "convex hull {a, b, c} \<subseteq> ball z0 e"  for a b c
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2147
        proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2148
          have *: "\<And>x1 x2 z. z \<in> U \<Longrightarrow> closed_segment x1 x2 \<subseteq> U \<Longrightarrow> (\<lambda>w. d w z) contour_integrable_on linepath x1 x2"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2149
            using  hol_dw holomorphic_on_imp_continuous_on \<open>open U\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2150
            by (auto intro!: contour_integrable_holomorphic_simple)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2151
          have abc: "closed_segment a b \<subseteq> U"  "closed_segment b c \<subseteq> U"  "closed_segment c a \<subseteq> U"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2152
            using that e segments_subset_convex_hull by fastforce+
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2153
          have eq0: "\<And>w. w \<in> U \<Longrightarrow> contour_integral (linepath a b +++ linepath b c +++ linepath c a) (\<lambda>z. d z w) = 0"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2154
          proof (rule contour_integral_unique [OF Cauchy_theorem_triangle])
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2155
            show "\<And>w. w \<in> U \<Longrightarrow> (\<lambda>z. d z w) holomorphic_on convex hull {a, b, c}"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2156
              using e abc_subset by (auto intro: holomorphic_on_subset [OF hol_dw])
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2157
          qed
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2158
          have "contour_integral \<gamma>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2159
                   (\<lambda>x. contour_integral (linepath a b) (\<lambda>z. d z x) +
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2160
                        (contour_integral (linepath b c) (\<lambda>z. d z x) +
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2161
                         contour_integral (linepath c a) (\<lambda>z. d z x)))  =  0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2162
            apply (rule contour_integral_eq_0)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2163
            using abc pasz U
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2164
            apply (subst contour_integral_join [symmetric], auto intro: eq0 *)+
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2165
            done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2166
          then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2167
            by (simp add: cint_h abc contour_integrable_add contour_integral_add [symmetric] add_ac)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2168
        qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2169
        show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2170
          using e \<open>e > 0\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2171
          by (auto intro!: holomorphic_on_imp_differentiable_at [OF _ open_ball] analytic_imp_holomorphic
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2172
                           Morera_triangle continuous_on_subset [OF conthu] *)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2173
      qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2174
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2175
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2176
  ultimately have [simp]: "h z = 0" for z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2177
    by (meson Liouville_weak)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2178
  have "((\<lambda>w. 1 / (w - z)) has_contour_integral complex_of_real (2 * pi) * \<i> * winding_number \<gamma> z) \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2179
    by (rule has_contour_integral_winding_number [OF \<open>valid_path \<gamma>\<close> znot])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2180
  then have "((\<lambda>w. f z * (1 / (w - z))) has_contour_integral complex_of_real (2 * pi) * \<i> * winding_number \<gamma> z * f z) \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2181
    by (metis mult.commute has_contour_integral_lmul)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2182
  then have 1: "((\<lambda>w. f z / (w - z)) has_contour_integral complex_of_real (2 * pi) * \<i> * winding_number \<gamma> z * f z) \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2183
    by (simp add: field_split_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2184
  moreover have 2: "((\<lambda>w. (f w - f z) / (w - z)) has_contour_integral 0) \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2185
    using U [OF z] pasz d_def by (force elim: has_contour_integral_eq [where g = "\<lambda>w. (f w - f z)/(w - z)"])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2186
  show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2187
    using has_contour_integral_add [OF 1 2]  by (simp add: diff_divide_distrib)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2188
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2189
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2190
theorem Cauchy_integral_formula_global:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2191
    assumes S: "open S" and holf: "f holomorphic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2192
        and z: "z \<in> S" and vpg: "valid_path \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2193
        and pasz: "path_image \<gamma> \<subseteq> S - {z}" and loop: "pathfinish \<gamma> = pathstart \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2194
        and zero: "\<And>w. w \<notin> S \<Longrightarrow> winding_number \<gamma> w = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2195
      shows "((\<lambda>w. f w / (w - z)) has_contour_integral (2*pi * \<i> * winding_number \<gamma> z * f z)) \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2196
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2197
  have "path \<gamma>" using vpg by (blast intro: valid_path_imp_path)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2198
  have hols: "(\<lambda>w. f w / (w - z)) holomorphic_on S - {z}" "(\<lambda>w. 1 / (w - z)) holomorphic_on S - {z}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2199
    by (rule holomorphic_intros holomorphic_on_subset [OF holf] | force)+
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2200
  then have cint_fw: "(\<lambda>w. f w / (w - z)) contour_integrable_on \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2201
    by (meson contour_integrable_holomorphic_simple holomorphic_on_imp_continuous_on open_delete S vpg pasz)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2202
  obtain d where "d>0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2203
      and d: "\<And>g h. \<lbrakk>valid_path g; valid_path h; \<forall>t\<in>{0..1}. cmod (g t - \<gamma> t) < d \<and> cmod (h t - \<gamma> t) < d;
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2204
                     pathstart h = pathstart g \<and> pathfinish h = pathfinish g\<rbrakk>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2205
                     \<Longrightarrow> path_image h \<subseteq> S - {z} \<and> (\<forall>f. f holomorphic_on S - {z} \<longrightarrow> contour_integral h f = contour_integral g f)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2206
    using contour_integral_nearby_ends [OF _ \<open>path \<gamma>\<close> pasz] S by (simp add: open_Diff) metis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2207
  obtain p where polyp: "polynomial_function p"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2208
             and ps: "pathstart p = pathstart \<gamma>" and pf: "pathfinish p = pathfinish \<gamma>" and led: "\<forall>t\<in>{0..1}. cmod (p t - \<gamma> t) < d"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2209
    using path_approx_polynomial_function [OF \<open>path \<gamma>\<close> \<open>d > 0\<close>] by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2210
  then have ploop: "pathfinish p = pathstart p" using loop by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2211
  have vpp: "valid_path p"  using polyp valid_path_polynomial_function by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2212
  have [simp]: "z \<notin> path_image \<gamma>" using pasz by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2213
  have paps: "path_image p \<subseteq> S - {z}" and cint_eq: "(\<And>f. f holomorphic_on S - {z} \<Longrightarrow> contour_integral p f = contour_integral \<gamma> f)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2214
    using pf ps led d [OF vpg vpp] \<open>d > 0\<close> by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2215
  have wn_eq: "winding_number p z = winding_number \<gamma> z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2216
    using vpp paps
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2217
    by (simp add: subset_Diff_insert vpg valid_path_polynomial_function winding_number_valid_path cint_eq hols)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2218
  have "winding_number p w = winding_number \<gamma> w" if "w \<notin> S" for w
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2219
  proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2220
    have hol: "(\<lambda>v. 1 / (v - w)) holomorphic_on S - {z}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2221
      using that by (force intro: holomorphic_intros holomorphic_on_subset [OF holf])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2222
   have "w \<notin> path_image p" "w \<notin> path_image \<gamma>" using paps pasz that by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2223
   then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2224
    using vpp vpg by (simp add: subset_Diff_insert valid_path_polynomial_function winding_number_valid_path cint_eq [OF hol])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2225
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2226
  then have wn0: "\<And>w. w \<notin> S \<Longrightarrow> winding_number p w = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2227
    by (simp add: zero)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2228
  show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2229
    using Cauchy_integral_formula_global_weak [OF S holf z polyp paps ploop wn0] hols
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2230
    by (metis wn_eq cint_eq has_contour_integral_eqpath cint_fw cint_eq)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2231
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2232
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2233
theorem Cauchy_theorem_global:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2234
    assumes S: "open S" and holf: "f holomorphic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2235
        and vpg: "valid_path \<gamma>" and loop: "pathfinish \<gamma> = pathstart \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2236
        and pas: "path_image \<gamma> \<subseteq> S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2237
        and zero: "\<And>w. w \<notin> S \<Longrightarrow> winding_number \<gamma> w = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2238
      shows "(f has_contour_integral 0) \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2239
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2240
  obtain z where "z \<in> S" and znot: "z \<notin> path_image \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2241
  proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2242
    have "compact (path_image \<gamma>)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2243
      using compact_valid_path_image vpg by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2244
    then have "path_image \<gamma> \<noteq> S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2245
      by (metis (no_types) compact_open path_image_nonempty S)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2246
    with pas show ?thesis by (blast intro: that)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2247
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2248
  then have pasz: "path_image \<gamma> \<subseteq> S - {z}" using pas by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2249
  have hol: "(\<lambda>w. (w - z) * f w) holomorphic_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2250
    by (rule holomorphic_intros holf)+
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2251
  show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2252
    using Cauchy_integral_formula_global [OF S hol \<open>z \<in> S\<close> vpg pasz loop zero]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2253
    by (auto simp: znot elim!: has_contour_integral_eq)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2254
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2255
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2256
corollary Cauchy_theorem_global_outside:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2257
    assumes "open S" "f holomorphic_on S" "valid_path \<gamma>"  "pathfinish \<gamma> = pathstart \<gamma>" "path_image \<gamma> \<subseteq> S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2258
            "\<And>w. w \<notin> S \<Longrightarrow> w \<in> outside(path_image \<gamma>)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2259
      shows "(f has_contour_integral 0) \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2260
by (metis Cauchy_theorem_global assms winding_number_zero_in_outside valid_path_imp_path)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2261
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2262
lemma simply_connected_imp_winding_number_zero:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2263
  assumes "simply_connected S" "path g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2264
           "path_image g \<subseteq> S" "pathfinish g = pathstart g" "z \<notin> S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2265
    shows "winding_number g z = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2266
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2267
  have hom: "homotopic_loops S g (linepath (pathstart g) (pathstart g))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2268
    by (meson assms homotopic_paths_imp_homotopic_loops pathfinish_linepath simply_connected_eq_contractible_path)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2269
  then have "homotopic_paths (- {z}) g (linepath (pathstart g) (pathstart g))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2270
    by (meson \<open>z \<notin> S\<close> homotopic_loops_imp_homotopic_paths_null homotopic_paths_subset subset_Compl_singleton)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2271
  then have "winding_number g z = winding_number(linepath (pathstart g) (pathstart g)) z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2272
    by (rule winding_number_homotopic_paths)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2273
  also have "\<dots> = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2274
    using assms by (force intro: winding_number_trivial)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2275
  finally show ?thesis .
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2276
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2277
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2278
lemma Cauchy_theorem_simply_connected:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2279
  assumes "open S" "simply_connected S" "f holomorphic_on S" "valid_path g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2280
           "path_image g \<subseteq> S" "pathfinish g = pathstart g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2281
    shows "(f has_contour_integral 0) g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2282
using assms
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2283
apply (simp add: simply_connected_eq_contractible_path)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2284
apply (auto intro!: Cauchy_theorem_null_homotopic [where a = "pathstart g"]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2285
                         homotopic_paths_imp_homotopic_loops)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2286
using valid_path_imp_path by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2287
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2288
proposition\<^marker>\<open>tag unimportant\<close> holomorphic_logarithm_exists:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2289
  assumes A: "convex A" "open A"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2290
      and f: "f holomorphic_on A" "\<And>x. x \<in> A \<Longrightarrow> f x \<noteq> 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2291
      and z0: "z0 \<in> A"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2292
    obtains g where "g holomorphic_on A" and "\<And>x. x \<in> A \<Longrightarrow> exp (g x) = f x"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2293
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2294
  note f' = holomorphic_derivI [OF f(1) A(2)]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2295
  obtain g where g: "\<And>x. x \<in> A \<Longrightarrow> (g has_field_derivative deriv f x / f x) (at x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2296
  proof (rule holomorphic_convex_primitive' [OF A])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2297
    show "(\<lambda>x. deriv f x / f x) holomorphic_on A"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2298
      by (intro holomorphic_intros f A)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2299
  qed (auto simp: A at_within_open[of _ A])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2300
  define h where "h = (\<lambda>x. -g z0 + ln (f z0) + g x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2301
  from g and A have g_holo: "g holomorphic_on A"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2302
    by (auto simp: holomorphic_on_def at_within_open[of _ A] field_differentiable_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2303
  hence h_holo: "h holomorphic_on A"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2304
    by (auto simp: h_def intro!: holomorphic_intros)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2305
  have "\<exists>c. \<forall>x\<in>A. f x / exp (h x) - 1 = c"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2306
  proof (rule has_field_derivative_zero_constant, goal_cases)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2307
    case (2 x)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2308
    note [simp] = at_within_open[OF _ \<open>open A\<close>]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2309
    from 2 and z0 and f show ?case
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2310
      by (auto simp: h_def exp_diff field_simps intro!: derivative_eq_intros g f')
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2311
  qed fact+
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2312
  then obtain c where c: "\<And>x. x \<in> A \<Longrightarrow> f x / exp (h x) - 1 = c"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2313
    by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2314
  from c[OF z0] and z0 and f have "c = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2315
    by (simp add: h_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2316
  with c have "\<And>x. x \<in> A \<Longrightarrow> exp (h x) = f x" by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2317
  from that[OF h_holo this] show ?thesis .
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2318
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2319
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2320
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2321
(* FIXME mv to Cauchy_Integral_Theorem.thy *)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2322
subsection\<open>Cauchy's inequality and more versions of Liouville\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2323
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2324
lemma Cauchy_higher_deriv_bound:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2325
    assumes holf: "f holomorphic_on (ball z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2326
        and contf: "continuous_on (cball z r) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2327
        and fin : "\<And>w. w \<in> ball z r \<Longrightarrow> f w \<in> ball y B0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2328
        and "0 < r" and "0 < n"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2329
      shows "norm ((deriv ^^ n) f z) \<le> (fact n) * B0 / r^n"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2330
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2331
  have "0 < B0" using \<open>0 < r\<close> fin [of z]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2332
    by (metis ball_eq_empty ex_in_conv fin not_less)
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2333
  have le_B0: "cmod (f w - y) \<le> B0" if "cmod (w - z) \<le> r" for w
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2334
  proof (rule continuous_on_closure_norm_le [of "ball z r" "\<lambda>w. f w - y"], use \<open>0 < r\<close> in simp_all)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2335
    show "continuous_on (cball z r) (\<lambda>w. f w - y)"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2336
      by (intro continuous_intros contf)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2337
    show "dist z w \<le> r"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2338
      by (simp add: dist_commute dist_norm that)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2339
    qed (use fin in \<open>auto simp: dist_norm less_eq_real_def norm_minus_commute\<close>)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2340
  have "(deriv ^^ n) f z = (deriv ^^ n) (\<lambda>w. f w) z - (deriv ^^ n) (\<lambda>w. y) z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2341
    using \<open>0 < n\<close> by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2342
  also have "... = (deriv ^^ n) (\<lambda>w. f w - y) z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2343
    by (rule higher_deriv_diff [OF holf, symmetric]) (auto simp: \<open>0 < r\<close>)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2344
  finally have "(deriv ^^ n) f z = (deriv ^^ n) (\<lambda>w. f w - y) z" .
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2345
  have contf': "continuous_on (cball z r) (\<lambda>u. f u - y)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2346
    by (rule contf continuous_intros)+
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2347
  have holf': "(\<lambda>u. (f u - y)) holomorphic_on (ball z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2348
    by (simp add: holf holomorphic_on_diff)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2349
  define a where "a = (2 * pi)/(fact n)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2350
  have "0 < a"  by (simp add: a_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2351
  have "B0/r^(Suc n)*2 * pi * r = a*((fact n)*B0/r^n)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2352
    using \<open>0 < r\<close> by (simp add: a_def field_split_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2353
  have der_dif: "(deriv ^^ n) (\<lambda>w. f w - y) z = (deriv ^^ n) f z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2354
    using \<open>0 < r\<close> \<open>0 < n\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2355
    by (auto simp: higher_deriv_diff [OF holf holomorphic_on_const])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2356
  have "norm ((2 * of_real pi * \<i>)/(fact n) * (deriv ^^ n) (\<lambda>w. f w - y) z)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2357
        \<le> (B0/r^(Suc n)) * (2 * pi * r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2358
    apply (rule has_contour_integral_bound_circlepath [of "(\<lambda>u. (f u - y)/(u - z)^(Suc n))" _ z])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2359
    using Cauchy_has_contour_integral_higher_derivative_circlepath [OF contf' holf']
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2360
    using \<open>0 < B0\<close> \<open>0 < r\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2361
    apply (auto simp: norm_divide norm_mult norm_power divide_simps le_B0)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2362
    done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2363
  then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2364
    using \<open>0 < r\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2365
    by (auto simp: norm_divide norm_mult norm_power field_simps der_dif le_B0)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2366
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2367
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2368
lemma Cauchy_inequality:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2369
    assumes holf: "f holomorphic_on (ball \<xi> r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2370
        and contf: "continuous_on (cball \<xi> r) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2371
        and "0 < r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2372
        and nof: "\<And>x. norm(\<xi>-x) = r \<Longrightarrow> norm(f x) \<le> B"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2373
      shows "norm ((deriv ^^ n) f \<xi>) \<le> (fact n) * B / r^n"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2374
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2375
  obtain x where "norm (\<xi>-x) = r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2376
    by (metis abs_of_nonneg add_diff_cancel_left' \<open>0 < r\<close> diff_add_cancel
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2377
                 dual_order.strict_implies_order norm_of_real)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2378
  then have "0 \<le> B"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2379
    by (metis nof norm_not_less_zero not_le order_trans)
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2380
  have "\<xi> \<in> ball \<xi> r"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2381
    using \<open>0 < r\<close> by simp
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2382
  then have  "((\<lambda>u. f u / (u-\<xi>) ^ Suc n) has_contour_integral (2 * pi) * \<i> / fact n * (deriv ^^ n) f \<xi>)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2383
         (circlepath \<xi> r)"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2384
    by (rule Cauchy_has_contour_integral_higher_derivative_circlepath [OF contf holf])
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2385
  have "norm ((2 * pi * \<i>)/(fact n) * (deriv ^^ n) f \<xi>) \<le> (B / r^(Suc n)) * (2 * pi * r)"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2386
  proof (rule has_contour_integral_bound_circlepath)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2387
    have "\<xi> \<in> ball \<xi> r"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2388
      using \<open>0 < r\<close> by simp
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2389
    then show  "((\<lambda>u. f u / (u-\<xi>) ^ Suc n) has_contour_integral (2 * pi) * \<i> / fact n * (deriv ^^ n) f \<xi>)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2390
         (circlepath \<xi> r)"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2391
      by (rule Cauchy_has_contour_integral_higher_derivative_circlepath [OF contf holf])
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2392
    show "\<And>x. cmod (x-\<xi>) = r \<Longrightarrow> cmod (f x / (x-\<xi>) ^ Suc n) \<le> B / r ^ Suc n"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2393
      using \<open>0 \<le> B\<close> \<open>0 < r\<close>
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2394
      by (simp add: norm_divide norm_power nof frac_le norm_minus_commute del: power_Suc)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2395
  qed (use \<open>0 \<le> B\<close> \<open>0 < r\<close> in auto)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2396
  then show ?thesis using \<open>0 < r\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2397
    by (simp add: norm_divide norm_mult field_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2398
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2399
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2400
lemma Liouville_polynomial:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2401
    assumes holf: "f holomorphic_on UNIV"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2402
        and nof: "\<And>z. A \<le> norm z \<Longrightarrow> norm(f z) \<le> B * norm z ^ n"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2403
      shows "f \<xi> = (\<Sum>k\<le>n. (deriv^^k) f 0 / fact k * \<xi> ^ k)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2404
proof (cases rule: le_less_linear [THEN disjE])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2405
  assume "B \<le> 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2406
  then have "\<And>z. A \<le> norm z \<Longrightarrow> norm(f z) = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2407
    by (metis nof less_le_trans zero_less_mult_iff neqE norm_not_less_zero norm_power not_le)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2408
  then have f0: "(f \<longlongrightarrow> 0) at_infinity"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2409
    using Lim_at_infinity by force
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2410
  then have [simp]: "f = (\<lambda>w. 0)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2411
    using Liouville_weak [OF holf, of 0]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2412
    by (simp add: eventually_at_infinity f0) meson
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2413
  show ?thesis by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2414
next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2415
  assume "0 < B"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2416
  have "((\<lambda>k. (deriv ^^ k) f 0 / (fact k) * (\<xi> - 0)^k) sums f \<xi>)"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2417
  proof (rule holomorphic_power_series [where r = "norm \<xi> + 1"])
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2418
    show "f holomorphic_on ball 0 (cmod \<xi> + 1)" "\<xi> \<in> ball 0 (cmod \<xi> + 1)"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2419
      using holf holomorphic_on_subset by auto
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2420
  qed
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2421
  then have sumsf: "((\<lambda>k. (deriv ^^ k) f 0 / (fact k) * \<xi>^k) sums f \<xi>)" by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2422
  have "(deriv ^^ k) f 0 / fact k * \<xi> ^ k = 0" if "k>n" for k
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2423
  proof (cases "(deriv ^^ k) f 0 = 0")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2424
    case True then show ?thesis by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2425
  next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2426
    case False
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2427
    define w where "w = complex_of_real (fact k * B / cmod ((deriv ^^ k) f 0) + (\<bar>A\<bar> + 1))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2428
    have "1 \<le> abs (fact k * B / cmod ((deriv ^^ k) f 0) + (\<bar>A\<bar> + 1))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2429
      using \<open>0 < B\<close> by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2430
    then have wge1: "1 \<le> norm w"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2431
      by (metis norm_of_real w_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2432
    then have "w \<noteq> 0" by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2433
    have kB: "0 < fact k * B"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2434
      using \<open>0 < B\<close> by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2435
    then have "0 \<le> fact k * B / cmod ((deriv ^^ k) f 0)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2436
      by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2437
    then have wgeA: "A \<le> cmod w"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2438
      by (simp only: w_def norm_of_real)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2439
    have "fact k * B / cmod ((deriv ^^ k) f 0) < abs (fact k * B / cmod ((deriv ^^ k) f 0) + (\<bar>A\<bar> + 1))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2440
      using \<open>0 < B\<close> by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2441
    then have wge: "fact k * B / cmod ((deriv ^^ k) f 0) < norm w"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2442
      by (metis norm_of_real w_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2443
    then have "fact k * B / norm w < cmod ((deriv ^^ k) f 0)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2444
      using False by (simp add: field_split_simps mult.commute split: if_split_asm)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2445
    also have "... \<le> fact k * (B * norm w ^ n) / norm w ^ k"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2446
    proof (rule Cauchy_inequality)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2447
      show "f holomorphic_on ball 0 (cmod w)"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2448
        using holf holomorphic_on_subset by force
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2449
      show "continuous_on (cball 0 (cmod w)) f"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2450
        using holf holomorphic_on_imp_continuous_on holomorphic_on_subset by blast
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2451
      show "\<And>x. cmod (0 - x) = cmod w \<Longrightarrow> cmod (f x) \<le> B * cmod w ^ n"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2452
        by (metis nof wgeA dist_0_norm dist_norm)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2453
    qed (use \<open>w \<noteq> 0\<close> in auto)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2454
    also have "... = fact k * (B * 1 / cmod w ^ (k-n))"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2455
    proof -
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2456
      have "cmod w ^ n / cmod w ^ k = 1 / cmod w ^ (k - n)"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2457
        using \<open>k>n\<close> \<open>w \<noteq> 0\<close> \<open>0 < B\<close> by (simp add: field_split_simps semiring_normalization_rules)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2458
      then show ?thesis
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2459
        by (metis times_divide_eq_right)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2460
    qed
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2461
    also have "... = fact k * B / cmod w ^ (k-n)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2462
      by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2463
    finally have "fact k * B / cmod w < fact k * B / cmod w ^ (k - n)" .
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2464
    then have "1 / cmod w < 1 / cmod w ^ (k - n)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2465
      by (metis kB divide_inverse inverse_eq_divide mult_less_cancel_left_pos)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2466
    then have "cmod w ^ (k - n) < cmod w"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2467
      by (metis frac_le le_less_trans norm_ge_zero norm_one not_less order_refl wge1 zero_less_one)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2468
    with self_le_power [OF wge1] have False
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2469
      by (meson diff_is_0_eq not_gr0 not_le that)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2470
    then show ?thesis by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2471
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2472
  then have "(deriv ^^ (k + Suc n)) f 0 / fact (k + Suc n) * \<xi> ^ (k + Suc n) = 0" for k
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2473
    using not_less_eq by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2474
  then have "(\<lambda>i. (deriv ^^ (i + Suc n)) f 0 / fact (i + Suc n) * \<xi> ^ (i + Suc n)) sums 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2475
    by (rule sums_0)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2476
  with sums_split_initial_segment [OF sumsf, where n = "Suc n"]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2477
  show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2478
    using atLeast0AtMost lessThan_Suc_atMost sums_unique2 by fastforce
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2479
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2480
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2481
text\<open>Every bounded entire function is a constant function.\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2482
theorem Liouville_theorem:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2483
    assumes holf: "f holomorphic_on UNIV"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2484
        and bf: "bounded (range f)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2485
    obtains c where "\<And>z. f z = c"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2486
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2487
  obtain B where "\<And>z. cmod (f z) \<le> B"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2488
    by (meson bf bounded_pos rangeI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2489
  then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2490
    using Liouville_polynomial [OF holf, of 0 B 0, simplified] that by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2491
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2492
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2493
text\<open>A holomorphic function f has only isolated zeros unless f is 0.\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2494
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2495
lemma powser_0_nonzero:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2496
  fixes a :: "nat \<Rightarrow> 'a::{real_normed_field,banach}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2497
  assumes r: "0 < r"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2498
      and sm: "\<And>x. norm (x-\<xi>) < r \<Longrightarrow> (\<lambda>n. a n * (x-\<xi>) ^ n) sums (f x)"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2499
      and [simp]: "f \<xi> = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2500
      and m0: "a m \<noteq> 0" and "m>0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2501
  obtains s where "0 < s" and "\<And>z. z \<in> cball \<xi> s - {\<xi>} \<Longrightarrow> f z \<noteq> 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2502
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2503
  have "r \<le> conv_radius a"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2504
    using sm sums_summable by (auto simp: le_conv_radius_iff [where \<xi>=\<xi>])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2505
  obtain m where am: "a m \<noteq> 0" and az [simp]: "(\<And>n. n<m \<Longrightarrow> a n = 0)"
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2506
  proof
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2507
    show "a (LEAST n. a n \<noteq> 0) \<noteq> 0"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2508
      by (metis (mono_tags, lifting) m0 LeastI)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2509
  qed (fastforce dest!: not_less_Least)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2510
  define b where "b i = a (i+m) / a m" for i
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2511
  define g where "g x = suminf (\<lambda>i. b i * (x-\<xi>) ^ i)" for x
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2512
  have [simp]: "b 0 = 1"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2513
    by (simp add: am b_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2514
  { fix x::'a
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2515
    assume "norm (x-\<xi>) < r"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2516
    then have "(\<lambda>n. (a m * (x-\<xi>)^m) * (b n * (x-\<xi>)^n)) sums (f x)"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2517
      using am az sm sums_zero_iff_shift [of m "(\<lambda>n. a n * (x-\<xi>) ^ n)" "f x"]
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2518
      by (simp add: b_def monoid_mult_class.power_add algebra_simps)
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2519
    then have "x \<noteq> \<xi> \<Longrightarrow> (\<lambda>n. b n * (x-\<xi>)^n) sums (f x / (a m * (x-\<xi>)^m))"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2520
      using am by (simp add: sums_mult_D)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2521
  } note bsums = this
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2522
  then have  "norm (x-\<xi>) < r \<Longrightarrow> summable (\<lambda>n. b n * (x-\<xi>)^n)" for x
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2523
    using sums_summable by (cases "x=\<xi>") auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2524
  then have "r \<le> conv_radius b"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2525
    by (simp add: le_conv_radius_iff [where \<xi>=\<xi>])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2526
  then have "r/2 < conv_radius b"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2527
    using not_le order_trans r by fastforce
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2528
  then have "continuous_on (cball \<xi> (r/2)) g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2529
    using powser_continuous_suminf [of "r/2" b \<xi>] by (simp add: g_def)
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2530
  then obtain s where "s>0"  "\<And>x. \<lbrakk>norm (x-\<xi>) \<le> s; norm (x-\<xi>) \<le> r/2\<rbrakk> \<Longrightarrow> dist (g x) (g \<xi>) < 1/2"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2531
  proof (rule continuous_onE)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2532
    show "\<xi> \<in> cball \<xi> (r / 2)" "1/2 > (0::real)"
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2533
      using r by auto
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2534
  qed (auto simp: dist_commute dist_norm)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2535
  moreover have "g \<xi> = 1"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2536
    by (simp add: g_def)
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2537
  ultimately have gnz: "\<And>x. \<lbrakk>norm (x-\<xi>) \<le> s; norm (x-\<xi>) \<le> r/2\<rbrakk> \<Longrightarrow> (g x) \<noteq> 0"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2538
    by fastforce
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2539
  have "f x \<noteq> 0" if "x \<noteq> \<xi>" "norm (x-\<xi>) \<le> s" "norm (x-\<xi>) \<le> r/2" for x
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2540
    using bsums [of x] that gnz [of x] r sums_iff unfolding g_def by fastforce
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2541
  then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2542
    apply (rule_tac s="min s (r/2)" in that)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2543
    using \<open>0 < r\<close> \<open>0 < s\<close> by (auto simp: dist_commute dist_norm)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2544
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2545
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2546
subsection \<open>Complex functions and power series\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2547
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2548
text \<open>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2549
  The following defines the power series expansion of a complex function at a given point
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2550
  (assuming that it is analytic at that point).
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2551
\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2552
definition\<^marker>\<open>tag important\<close> fps_expansion :: "(complex \<Rightarrow> complex) \<Rightarrow> complex \<Rightarrow> complex fps" where
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2553
  "fps_expansion f z0 = Abs_fps (\<lambda>n. (deriv ^^ n) f z0 / fact n)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2554
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2555
lemma
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2556
  fixes r :: ereal
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2557
  assumes "f holomorphic_on eball z0 r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2558
  shows   conv_radius_fps_expansion: "fps_conv_radius (fps_expansion f z0) \<ge> r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2559
    and   eval_fps_expansion: "\<And>z. z \<in> eball z0 r \<Longrightarrow> eval_fps (fps_expansion f z0) (z - z0) = f z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2560
    and   eval_fps_expansion': "\<And>z. norm z < r \<Longrightarrow> eval_fps (fps_expansion f z0) z = f (z0 + z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2561
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2562
  have "(\<lambda>n. fps_nth (fps_expansion f z0) n * (z - z0) ^ n) sums f z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2563
    if "z \<in> ball z0 r'" "ereal r' < r" for z r'
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2564
  proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2565
    from that(2) have "ereal r' \<le> r" by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2566
    from assms(1) and this have "f holomorphic_on ball z0 r'"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2567
      by (rule holomorphic_on_subset[OF _ ball_eball_mono])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2568
    from holomorphic_power_series [OF this that(1)] 
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2569
      show ?thesis by (simp add: fps_expansion_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2570
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2571
  hence *: "(\<lambda>n. fps_nth (fps_expansion f z0) n * (z - z0) ^ n) sums f z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2572
    if "z \<in> eball z0 r" for z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2573
    using that by (subst (asm) eball_conv_UNION_balls) blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2574
  show "fps_conv_radius (fps_expansion f z0) \<ge> r" unfolding fps_conv_radius_def
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2575
  proof (rule conv_radius_geI_ex)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2576
    fix r' :: real assume r': "r' > 0" "ereal r' < r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2577
    thus "\<exists>z. norm z = r' \<and> summable (\<lambda>n. fps_nth (fps_expansion f z0) n * z ^ n)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2578
      using *[of "z0 + of_real r'"]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2579
      by (intro exI[of _ "of_real r'"]) (auto simp: summable_def dist_norm)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2580
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2581
  show "eval_fps (fps_expansion f z0) (z - z0) = f z" if "z \<in> eball z0 r" for z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2582
    using *[OF that] by (simp add: eval_fps_def sums_iff)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2583
  show "eval_fps (fps_expansion f z0) z = f (z0 + z)" if "ereal (norm z) < r" for z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2584
    using *[of "z0 + z"] and that by (simp add: eval_fps_def sums_iff dist_norm)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2585
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2586
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2587
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2588
text \<open>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2589
  We can now show several more facts about power series expansions (at least in the complex case)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2590
  with relative ease that would have been trickier without complex analysis.
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2591
\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2592
lemma
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2593
  fixes f :: "complex fps" and r :: ereal
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2594
  assumes "\<And>z. ereal (norm z) < r \<Longrightarrow> eval_fps f z \<noteq> 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2595
  shows   fps_conv_radius_inverse: "fps_conv_radius (inverse f) \<ge> min r (fps_conv_radius f)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2596
    and   eval_fps_inverse: "\<And>z. ereal (norm z) < fps_conv_radius f \<Longrightarrow> ereal (norm z) < r \<Longrightarrow> 
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2597
                               eval_fps (inverse f) z = inverse (eval_fps f z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2598
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2599
  define R where "R = min (fps_conv_radius f) r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2600
  have *: "fps_conv_radius (inverse f) \<ge> min r (fps_conv_radius f) \<and> 
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2601
          (\<forall>z\<in>eball 0 (min (fps_conv_radius f) r). eval_fps (inverse f) z = inverse (eval_fps f z))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2602
  proof (cases "min r (fps_conv_radius f) > 0")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2603
    case True
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2604
    define f' where "f' = fps_expansion (\<lambda>z. inverse (eval_fps f z)) 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2605
    have holo: "(\<lambda>z. inverse (eval_fps f z)) holomorphic_on eball 0 (min r (fps_conv_radius f))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2606
      using assms by (intro holomorphic_intros) auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2607
    from holo have radius: "fps_conv_radius f' \<ge> min r (fps_conv_radius f)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2608
      unfolding f'_def by (rule conv_radius_fps_expansion)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2609
    have eval_f': "eval_fps f' z = inverse (eval_fps f z)" 
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2610
      if "norm z < fps_conv_radius f" "norm z < r" for z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2611
      using that unfolding f'_def by (subst eval_fps_expansion'[OF holo]) auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2612
  
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2613
    have "f * f' = 1"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2614
    proof (rule eval_fps_eqD)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2615
      from radius and True have "0 < min (fps_conv_radius f) (fps_conv_radius f')"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2616
        by (auto simp: min_def split: if_splits)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2617
      also have "\<dots> \<le> fps_conv_radius (f * f')" by (rule fps_conv_radius_mult)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2618
      finally show "\<dots> > 0" .
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2619
    next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2620
      from True have "R > 0" by (auto simp: R_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2621
      hence "eventually (\<lambda>z. z \<in> eball 0 R) (nhds 0)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2622
        by (intro eventually_nhds_in_open) (auto simp: zero_ereal_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2623
      thus "eventually (\<lambda>z. eval_fps (f * f') z = eval_fps 1 z) (nhds 0)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2624
      proof eventually_elim
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2625
        case (elim z)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2626
        hence "eval_fps (f * f') z = eval_fps f z * eval_fps f' z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2627
          using radius by (intro eval_fps_mult) 
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2628
                          (auto simp: R_def min_def split: if_splits intro: less_trans)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2629
        also have "eval_fps f' z = inverse (eval_fps f z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2630
          using elim by (intro eval_f') (auto simp: R_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2631
        also from elim have "eval_fps f z \<noteq> 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2632
          by (intro assms) (auto simp: R_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2633
        hence "eval_fps f z * inverse (eval_fps f z) = eval_fps 1 z" 
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2634
          by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2635
        finally show "eval_fps (f * f') z = eval_fps 1 z" .
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2636
      qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2637
    qed simp_all
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2638
    hence "f' = inverse f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2639
      by (intro fps_inverse_unique [symmetric]) (simp_all add: mult_ac)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2640
    with eval_f' and radius show ?thesis by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2641
  next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2642
    case False
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2643
    hence *: "eball 0 R = {}" 
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2644
      by (intro eball_empty) (auto simp: R_def min_def split: if_splits)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2645
    show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2646
    proof safe
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2647
      from False have "min r (fps_conv_radius f) \<le> 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2648
        by (simp add: min_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2649
      also have "0 \<le> fps_conv_radius (inverse f)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2650
        by (simp add: fps_conv_radius_def conv_radius_nonneg)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2651
      finally show "min r (fps_conv_radius f) \<le> \<dots>" .
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2652
    qed (unfold * [unfolded R_def], auto)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2653
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2654
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2655
  from * show "fps_conv_radius (inverse f) \<ge> min r (fps_conv_radius f)" by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2656
  from * show "eval_fps (inverse f) z = inverse (eval_fps f z)" 
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2657
    if "ereal (norm z) < fps_conv_radius f" "ereal (norm z) < r" for z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2658
    using that by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2659
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2660
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2661
lemma
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2662
  fixes f g :: "complex fps" and r :: ereal
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2663
  defines "R \<equiv> Min {r, fps_conv_radius f, fps_conv_radius g}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2664
  assumes "fps_conv_radius f > 0" "fps_conv_radius g > 0" "r > 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2665
  assumes nz: "\<And>z. z \<in> eball 0 r \<Longrightarrow> eval_fps g z \<noteq> 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2666
  shows   fps_conv_radius_divide': "fps_conv_radius (f / g) \<ge> R"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2667
    and   eval_fps_divide':
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2668
            "ereal (norm z) < R \<Longrightarrow> eval_fps (f / g) z = eval_fps f z / eval_fps g z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2669
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2670
  from nz[of 0] and \<open>r > 0\<close> have nz': "fps_nth g 0 \<noteq> 0" 
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2671
    by (auto simp: eval_fps_at_0 zero_ereal_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2672
  have "R \<le> min r (fps_conv_radius g)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2673
    by (auto simp: R_def intro: min.coboundedI2)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2674
  also have "min r (fps_conv_radius g) \<le> fps_conv_radius (inverse g)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2675
    by (intro fps_conv_radius_inverse assms) (auto simp: zero_ereal_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2676
  finally have radius: "fps_conv_radius (inverse g) \<ge> R" .
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2677
  have "R \<le> min (fps_conv_radius f) (fps_conv_radius (inverse g))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2678
    by (intro radius min.boundedI) (auto simp: R_def intro: min.coboundedI1 min.coboundedI2)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2679
  also have "\<dots> \<le> fps_conv_radius (f * inverse g)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2680
    by (rule fps_conv_radius_mult)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2681
  also have "f * inverse g = f / g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2682
    by (intro fps_divide_unit [symmetric] nz')
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2683
  finally show "fps_conv_radius (f / g) \<ge> R" .
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2684
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2685
  assume z: "ereal (norm z) < R"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2686
  have "eval_fps (f * inverse g) z = eval_fps f z * eval_fps (inverse g) z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2687
    using radius by (intro eval_fps_mult less_le_trans[OF z])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2688
                    (auto simp: R_def intro: min.coboundedI1 min.coboundedI2)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2689
  also have "eval_fps (inverse g) z = inverse (eval_fps g z)" using \<open>r > 0\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2690
    by (intro eval_fps_inverse[where r = r] less_le_trans[OF z] nz)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2691
       (auto simp: R_def intro: min.coboundedI1 min.coboundedI2)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2692
  also have "f * inverse g = f / g" by fact
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2693
  finally show "eval_fps (f / g) z = eval_fps f z / eval_fps g z" by (simp add: field_split_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2694
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2695
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2696
lemma
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2697
  fixes f g :: "complex fps" and r :: ereal
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2698
  defines "R \<equiv> Min {r, fps_conv_radius f, fps_conv_radius g}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2699
  assumes "subdegree g \<le> subdegree f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2700
  assumes "fps_conv_radius f > 0" "fps_conv_radius g > 0" "r > 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2701
  assumes "\<And>z. z \<in> eball 0 r \<Longrightarrow> z \<noteq> 0 \<Longrightarrow> eval_fps g z \<noteq> 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2702
  shows   fps_conv_radius_divide: "fps_conv_radius (f / g) \<ge> R"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2703
    and   eval_fps_divide:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2704
            "ereal (norm z) < R \<Longrightarrow> c = fps_nth f (subdegree g) / fps_nth g (subdegree g) \<Longrightarrow>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2705
               eval_fps (f / g) z = (if z = 0 then c else eval_fps f z / eval_fps g z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2706
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2707
  define f' g' where "f' = fps_shift (subdegree g) f" and "g' = fps_shift (subdegree g) g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2708
  have f_eq: "f = f' * fps_X ^ subdegree g" and g_eq: "g = g' * fps_X ^ subdegree g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2709
    unfolding f'_def g'_def by (rule subdegree_decompose' le_refl | fact)+
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2710
  have subdegree: "subdegree f' = subdegree f - subdegree g" "subdegree g' = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2711
    using assms(2) by (simp_all add: f'_def g'_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2712
  have [simp]: "fps_conv_radius f' = fps_conv_radius f" "fps_conv_radius g' = fps_conv_radius g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2713
    by (simp_all add: f'_def g'_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2714
  have [simp]: "fps_nth f' 0 = fps_nth f (subdegree g)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2715
               "fps_nth g' 0 = fps_nth g (subdegree g)" by (simp_all add: f'_def g'_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2716
  have g_nz: "g \<noteq> 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2717
  proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2718
    define z :: complex where "z = (if r = \<infinity> then 1 else of_real (real_of_ereal r / 2))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2719
    from \<open>r > 0\<close> have "z \<in> eball 0 r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2720
      by (cases r) (auto simp: z_def eball_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2721
    moreover have "z \<noteq> 0" using \<open>r > 0\<close> 
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2722
      by (cases r) (auto simp: z_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2723
    ultimately have "eval_fps g z \<noteq> 0" by (rule assms(6))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2724
    thus "g \<noteq> 0" by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2725
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2726
  have fg: "f / g = f' * inverse g'"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2727
    by (subst f_eq, subst (2) g_eq) (insert g_nz, simp add: fps_divide_unit)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2728
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2729
  have g'_nz: "eval_fps g' z \<noteq> 0" if z: "norm z < min r (fps_conv_radius g)" for z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2730
  proof (cases "z = 0")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2731
    case False
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2732
    with assms and z have "eval_fps g z \<noteq> 0" by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2733
    also from z have "eval_fps g z = eval_fps g' z * z ^ subdegree g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2734
      by (subst g_eq) (auto simp: eval_fps_mult)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2735
    finally show ?thesis by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2736
  qed (insert \<open>g \<noteq> 0\<close>, auto simp: g'_def eval_fps_at_0)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2737
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2738
  have "R \<le> min (min r (fps_conv_radius g)) (fps_conv_radius g')"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2739
    by (auto simp: R_def min.coboundedI1 min.coboundedI2)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2740
  also have "\<dots> \<le> fps_conv_radius (inverse g')"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2741
    using g'_nz by (rule fps_conv_radius_inverse)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2742
  finally have conv_radius_inv: "R \<le> fps_conv_radius (inverse g')" .
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2743
  hence "R \<le> fps_conv_radius (f' * inverse g')"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2744
    by (intro order.trans[OF _ fps_conv_radius_mult])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2745
       (auto simp: R_def intro: min.coboundedI1 min.coboundedI2)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2746
  thus "fps_conv_radius (f / g) \<ge> R" by (simp add: fg)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2747
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2748
  fix z c :: complex assume z: "ereal (norm z) < R"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2749
  assume c: "c = fps_nth f (subdegree g) / fps_nth g (subdegree g)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2750
  show "eval_fps (f / g) z = (if z = 0 then c else eval_fps f z / eval_fps g z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2751
  proof (cases "z = 0")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2752
    case False
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2753
    from z and conv_radius_inv have "ereal (norm z) < fps_conv_radius (inverse g')"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2754
      by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2755
    with z have "eval_fps (f / g) z = eval_fps f' z * eval_fps (inverse g') z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2756
      unfolding fg by (subst eval_fps_mult) (auto simp: R_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2757
    also have "eval_fps (inverse g') z = inverse (eval_fps g' z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2758
      using z by (intro eval_fps_inverse[of "min r (fps_conv_radius g')"] g'_nz) (auto simp: R_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2759
    also have "eval_fps f' z * \<dots> = eval_fps f z / eval_fps g z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2760
      using z False assms(2) by (simp add: f'_def g'_def eval_fps_shift R_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2761
    finally show ?thesis using False by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2762
  qed (simp_all add: eval_fps_at_0 fg field_simps c)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2763
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2764
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2765
lemma has_fps_expansion_fps_expansion [intro]:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2766
  assumes "open A" "0 \<in> A" "f holomorphic_on A"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2767
  shows   "f has_fps_expansion fps_expansion f 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2768
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2769
  from assms(1,2) obtain r where r: "r > 0 " "ball 0 r \<subseteq> A"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2770
    by (auto simp: open_contains_ball)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2771
  have holo: "f holomorphic_on eball 0 (ereal r)" 
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2772
    using r(2) and assms(3) by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2773
  from r(1) have "0 < ereal r" by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2774
  also have "r \<le> fps_conv_radius (fps_expansion f 0)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2775
    using holo by (intro conv_radius_fps_expansion) auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2776
  finally have "\<dots> > 0" .
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2777
  moreover have "eventually (\<lambda>z. z \<in> ball 0 r) (nhds 0)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2778
    using r(1) by (intro eventually_nhds_in_open) auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2779
  hence "eventually (\<lambda>z. eval_fps (fps_expansion f 0) z = f z) (nhds 0)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2780
    by eventually_elim (subst eval_fps_expansion'[OF holo], auto)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2781
  ultimately show ?thesis using r(1) by (auto simp: has_fps_expansion_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2782
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2783
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2784
lemma fps_conv_radius_tan:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2785
  fixes c :: complex
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2786
  assumes "c \<noteq> 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2787
  shows   "fps_conv_radius (fps_tan c) \<ge> pi / (2 * norm c)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2788
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2789
  have "fps_conv_radius (fps_tan c) \<ge> 
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2790
          Min {pi / (2 * norm c), fps_conv_radius (fps_sin c), fps_conv_radius (fps_cos c)}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2791
    unfolding fps_tan_def
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2792
  proof (rule fps_conv_radius_divide)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2793
    fix z :: complex assume "z \<in> eball 0 (pi / (2 * norm c))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2794
    with cos_eq_zero_imp_norm_ge[of "c*z"] assms 
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2795
      show "eval_fps (fps_cos  c) z \<noteq> 0" by (auto simp: norm_mult field_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2796
  qed (insert assms, auto)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2797
  thus ?thesis by (simp add: min_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2798
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2799
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2800
lemma eval_fps_tan:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2801
  fixes c :: complex
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2802
  assumes "norm z < pi / (2 * norm c)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2803
  shows   "eval_fps (fps_tan c) z = tan (c * z)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2804
proof (cases "c = 0")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2805
  case False
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2806
  show ?thesis unfolding fps_tan_def
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2807
  proof (subst eval_fps_divide'[where r = "pi / (2 * norm c)"])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2808
    fix z :: complex assume "z \<in> eball 0 (pi / (2 * norm c))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2809
    with cos_eq_zero_imp_norm_ge[of "c*z"] assms 
72266
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2810
    show "eval_fps (fps_cos  c) z \<noteq> 0" using False by (auto simp: norm_mult field_simps)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2811
  qed (insert False assms, auto simp: field_simps tan_def)
1e02b86eb517 de-applying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  2812
qed simp_all
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2813
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  2814
end