| author | immler | 
| Fri, 20 May 2016 22:01:39 +0200 | |
| changeset 63103 | 2394b0db133f | 
| parent 63092 | a949b2a5f51d | 
| child 63170 | eae6549dbea2 | 
| permissions | -rw-r--r-- | 
| 21164 | 1 | (* Title : Deriv.thy | 
| 2 | Author : Jacques D. Fleuriot | |
| 3 | Copyright : 1998 University of Cambridge | |
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changeset | 4 | Author : Brian Huffman | 
| 21164 | 5 | Conversion to Isar and new proofs by Lawrence C Paulson, 2004 | 
| 6 | GMVT by Benjamin Porter, 2005 | |
| 7 | *) | |
| 8 | ||
| 60758 | 9 | section\<open>Differentiation\<close> | 
| 21164 | 10 | |
| 11 | theory Deriv | |
| 51526 | 12 | imports Limits | 
| 21164 | 13 | begin | 
| 14 | ||
| 60758 | 15 | subsection \<open>Frechet derivative\<close> | 
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changeset | 16 | |
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changeset | 17 | definition | 
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changeset | 18 |   has_derivative :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> ('a \<Rightarrow> 'b) \<Rightarrow> 'a filter \<Rightarrow>  bool"
 | 
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changeset | 19 | (infix "(has'_derivative)" 50) | 
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changeset | 20 | where | 
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changeset | 21 | "(f has_derivative f') F \<longleftrightarrow> | 
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changeset | 22 | (bounded_linear f' \<and> | 
| 61973 | 23 | ((\<lambda>y. ((f y - f (Lim F (\<lambda>x. x))) - f' (y - Lim F (\<lambda>x. x))) /\<^sub>R norm (y - Lim F (\<lambda>x. x))) \<longlongrightarrow> 0) F)" | 
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changeset | 24 | |
| 60758 | 25 | text \<open> | 
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changeset | 26 |   Usually the filter @{term F} is @{term "at x within s"}.  @{term "(f has_derivative D)
 | 
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changeset | 27 |   (at x within s)"} means: @{term D} is the derivative of function @{term f} at point @{term x}
 | 
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changeset | 28 |   within the set @{term s}. Where @{term s} is used to express left or right sided derivatives. In
 | 
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changeset | 29 |   most cases @{term s} is either a variable or @{term UNIV}.
 | 
| 60758 | 30 | \<close> | 
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changeset | 31 | |
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changeset | 32 | lemma has_derivative_eq_rhs: "(f has_derivative f') F \<Longrightarrow> f' = g' \<Longrightarrow> (f has_derivative g') F" | 
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changeset | 33 | by simp | 
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changeset | 34 | |
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changeset | 35 | definition | 
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changeset | 36 |   has_field_derivative :: "('a::real_normed_field \<Rightarrow> 'a) \<Rightarrow> 'a \<Rightarrow> 'a filter \<Rightarrow> bool"
 | 
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changeset | 37 | (infix "(has'_field'_derivative)" 50) | 
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changeset | 38 | where | 
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changeset | 39 | "(f has_field_derivative D) F \<longleftrightarrow> (f has_derivative op * D) F" | 
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changeset | 40 | |
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changeset | 41 | lemma DERIV_cong: "(f has_field_derivative X) F \<Longrightarrow> X = Y \<Longrightarrow> (f has_field_derivative Y) F" | 
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changeset | 42 | by simp | 
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changeset | 43 | |
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changeset | 44 | definition | 
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changeset | 45 | has_vector_derivative :: "(real \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'b \<Rightarrow> real filter \<Rightarrow> bool" | 
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changeset | 46 | (infix "has'_vector'_derivative" 50) | 
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changeset | 47 | where | 
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changeset | 48 | "(f has_vector_derivative f') net \<longleftrightarrow> (f has_derivative (\<lambda>x. x *\<^sub>R f')) net" | 
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changeset | 49 | |
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changeset | 50 | lemma has_vector_derivative_eq_rhs: "(f has_vector_derivative X) F \<Longrightarrow> X = Y \<Longrightarrow> (f has_vector_derivative Y) F" | 
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changeset | 51 | by simp | 
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changeset | 52 | |
| 57953 | 53 | named_theorems derivative_intros "structural introduction rules for derivatives" | 
| 60758 | 54 | setup \<open> | 
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changeset | 55 | let | 
| 57953 | 56 |     val eq_thms = @{thms has_derivative_eq_rhs DERIV_cong has_vector_derivative_eq_rhs}
 | 
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changeset | 57 | fun eq_rule thm = get_first (try (fn eq_thm => eq_thm OF [thm])) eq_thms | 
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changeset | 58 | in | 
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changeset | 59 | Global_Theory.add_thms_dynamic | 
| 57953 | 60 |       (@{binding derivative_eq_intros},
 | 
| 61 | fn context => | |
| 62 |           Named_Theorems.get (Context.proof_of context) @{named_theorems derivative_intros}
 | |
| 63 | |> map_filter eq_rule) | |
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changeset | 64 | end; | 
| 60758 | 65 | \<close> | 
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changeset | 66 | |
| 60758 | 67 | text \<open> | 
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changeset | 68 | The following syntax is only used as a legacy syntax. | 
| 60758 | 69 | \<close> | 
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changeset | 70 | abbreviation (input) | 
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changeset | 71 |   FDERIV :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a \<Rightarrow>  ('a \<Rightarrow> 'b) \<Rightarrow> bool"
 | 
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changeset | 72 |   ("(FDERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60)
 | 
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changeset | 73 | where | 
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changeset | 74 | "FDERIV f x :> f' \<equiv> (f has_derivative f') (at x)" | 
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changeset | 75 | |
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changeset | 76 | lemma has_derivative_bounded_linear: "(f has_derivative f') F \<Longrightarrow> bounded_linear f'" | 
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changeset | 77 | by (simp add: has_derivative_def) | 
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changeset | 78 | |
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changeset | 79 | lemma has_derivative_linear: "(f has_derivative f') F \<Longrightarrow> linear f'" | 
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changeset | 80 | using bounded_linear.linear[OF has_derivative_bounded_linear] . | 
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changeset | 81 | |
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changeset | 82 | lemma has_derivative_ident[derivative_intros, simp]: "((\<lambda>x. x) has_derivative (\<lambda>x. x)) F" | 
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changeset | 83 | by (simp add: has_derivative_def) | 
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changeset | 84 | |
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changeset | 85 | lemma has_derivative_const[derivative_intros, simp]: "((\<lambda>x. c) has_derivative (\<lambda>x. 0)) F" | 
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changeset | 86 | by (simp add: has_derivative_def) | 
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changeset | 87 | |
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changeset | 88 | lemma (in bounded_linear) bounded_linear: "bounded_linear f" .. | 
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changeset | 89 | |
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changeset | 90 | lemma (in bounded_linear) has_derivative: | 
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changeset | 91 | "(g has_derivative g') F \<Longrightarrow> ((\<lambda>x. f (g x)) has_derivative (\<lambda>x. f (g' x))) F" | 
| 63092 | 92 | unfolding has_derivative_def | 
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changeset | 93 | apply safe | 
| 56219 | 94 | apply (erule bounded_linear_compose [OF bounded_linear]) | 
| 95 | apply (drule tendsto) | |
| 96 | apply (simp add: scaleR diff add zero) | |
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changeset | 97 | done | 
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changeset | 98 | |
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changeset | 99 | lemmas has_derivative_scaleR_right [derivative_intros] = | 
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changeset | 100 | bounded_linear.has_derivative [OF bounded_linear_scaleR_right] | 
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changeset | 101 | |
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changeset | 102 | lemmas has_derivative_scaleR_left [derivative_intros] = | 
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changeset | 103 | bounded_linear.has_derivative [OF bounded_linear_scaleR_left] | 
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changeset | 104 | |
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changeset | 105 | lemmas has_derivative_mult_right [derivative_intros] = | 
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changeset | 106 | bounded_linear.has_derivative [OF bounded_linear_mult_right] | 
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changeset | 107 | |
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changeset | 108 | lemmas has_derivative_mult_left [derivative_intros] = | 
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changeset | 109 | bounded_linear.has_derivative [OF bounded_linear_mult_left] | 
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changeset | 110 | |
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changeset | 111 | lemma has_derivative_add[simp, derivative_intros]: | 
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changeset | 112 | assumes f: "(f has_derivative f') F" and g: "(g has_derivative g') F" | 
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changeset | 113 | shows "((\<lambda>x. f x + g x) has_derivative (\<lambda>x. f' x + g' x)) F" | 
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changeset | 114 | unfolding has_derivative_def | 
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changeset | 115 | proof safe | 
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changeset | 116 | let ?x = "Lim F (\<lambda>x. x)" | 
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changeset | 117 | let ?D = "\<lambda>f f' y. ((f y - f ?x) - f' (y - ?x)) /\<^sub>R norm (y - ?x)" | 
| 61973 | 118 | have "((\<lambda>x. ?D f f' x + ?D g g' x) \<longlongrightarrow> (0 + 0)) F" | 
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changeset | 119 | using f g by (intro tendsto_add) (auto simp: has_derivative_def) | 
| 61973 | 120 | then show "(?D (\<lambda>x. f x + g x) (\<lambda>x. f' x + g' x) \<longlongrightarrow> 0) F" | 
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changeset | 121 | by (simp add: field_simps scaleR_add_right scaleR_diff_right) | 
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changeset | 122 | qed (blast intro: bounded_linear_add f g has_derivative_bounded_linear) | 
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changeset | 123 | |
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changeset | 124 | lemma has_derivative_setsum[simp, derivative_intros]: | 
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changeset | 125 | assumes f: "\<And>i. i \<in> I \<Longrightarrow> (f i has_derivative f' i) F" | 
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changeset | 126 | shows "((\<lambda>x. \<Sum>i\<in>I. f i x) has_derivative (\<lambda>x. \<Sum>i\<in>I. f' i x)) F" | 
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changeset | 127 | proof cases | 
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changeset | 128 | assume "finite I" from this f show ?thesis | 
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changeset | 129 | by induct (simp_all add: f) | 
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changeset | 130 | qed simp | 
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changeset | 131 | |
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changeset | 132 | lemma has_derivative_minus[simp, derivative_intros]: "(f has_derivative f') F \<Longrightarrow> ((\<lambda>x. - f x) has_derivative (\<lambda>x. - f' x)) F" | 
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changeset | 133 | using has_derivative_scaleR_right[of f f' F "-1"] by simp | 
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changeset | 134 | |
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changeset | 135 | lemma has_derivative_diff[simp, derivative_intros]: | 
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changeset | 136 | "(f has_derivative f') F \<Longrightarrow> (g has_derivative g') F \<Longrightarrow> ((\<lambda>x. f x - g x) has_derivative (\<lambda>x. f' x - g' x)) F" | 
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changeset | 137 | by (simp only: diff_conv_add_uminus has_derivative_add has_derivative_minus) | 
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changeset | 138 | |
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changeset | 139 | lemma has_derivative_at_within: | 
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changeset | 140 | "(f has_derivative f') (at x within s) \<longleftrightarrow> | 
| 61973 | 141 | (bounded_linear f' \<and> ((\<lambda>y. ((f y - f x) - f' (y - x)) /\<^sub>R norm (y - x)) \<longlongrightarrow> 0) (at x within s))" | 
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changeset | 142 | by (cases "at x within s = bot") (simp_all add: has_derivative_def Lim_ident_at) | 
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changeset | 143 | |
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changeset | 144 | lemma has_derivative_iff_norm: | 
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changeset | 145 | "(f has_derivative f') (at x within s) \<longleftrightarrow> | 
| 61973 | 146 | (bounded_linear f' \<and> ((\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x)) \<longlongrightarrow> 0) (at x within s))" | 
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changeset | 147 | using tendsto_norm_zero_iff[of _ "at x within s", where 'b="'b", symmetric] | 
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changeset | 148 | by (simp add: has_derivative_at_within divide_inverse ac_simps) | 
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changeset | 149 | |
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changeset | 150 | lemma has_derivative_at: | 
| 61976 | 151 | "(f has_derivative D) (at x) \<longleftrightarrow> (bounded_linear D \<and> (\<lambda>h. norm (f (x + h) - f x - D h) / norm h) \<midarrow>0\<rightarrow> 0)" | 
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changeset | 152 | unfolding has_derivative_iff_norm LIM_offset_zero_iff[of _ _ x] by simp | 
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changeset | 153 | |
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changeset | 154 | lemma field_has_derivative_at: | 
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changeset | 155 | fixes x :: "'a::real_normed_field" | 
| 61976 | 156 | shows "(f has_derivative op * D) (at x) \<longleftrightarrow> (\<lambda>h. (f (x + h) - f x) / h) \<midarrow>0\<rightarrow> D" | 
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changeset | 157 | apply (unfold has_derivative_at) | 
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changeset | 158 | apply (simp add: bounded_linear_mult_right) | 
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changeset | 159 | apply (simp cong: LIM_cong add: nonzero_norm_divide [symmetric]) | 
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changeset | 160 | apply (subst diff_divide_distrib) | 
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changeset | 161 | apply (subst times_divide_eq_left [symmetric]) | 
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changeset | 162 | apply (simp cong: LIM_cong) | 
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changeset | 163 | apply (simp add: tendsto_norm_zero_iff LIM_zero_iff) | 
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changeset | 164 | done | 
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changeset | 165 | |
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changeset | 166 | lemma has_derivativeI: | 
| 61973 | 167 | "bounded_linear f' \<Longrightarrow> ((\<lambda>y. ((f y - f x) - f' (y - x)) /\<^sub>R norm (y - x)) \<longlongrightarrow> 0) (at x within s) \<Longrightarrow> | 
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changeset | 168 | (f has_derivative f') (at x within s)" | 
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changeset | 169 | by (simp add: has_derivative_at_within) | 
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changeset | 170 | |
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changeset | 171 | lemma has_derivativeI_sandwich: | 
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changeset | 172 | assumes e: "0 < e" and bounded: "bounded_linear f'" | 
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changeset | 173 | and sandwich: "(\<And>y. y \<in> s \<Longrightarrow> y \<noteq> x \<Longrightarrow> dist y x < e \<Longrightarrow> norm ((f y - f x) - f' (y - x)) / norm (y - x) \<le> H y)" | 
| 61973 | 174 | and "(H \<longlongrightarrow> 0) (at x within s)" | 
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changeset | 175 | shows "(f has_derivative f') (at x within s)" | 
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changeset | 176 | unfolding has_derivative_iff_norm | 
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changeset | 177 | proof safe | 
| 61973 | 178 | show "((\<lambda>y. norm (f y - f x - f' (y - x)) / norm (y - x)) \<longlongrightarrow> 0) (at x within s)" | 
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changeset | 179 | proof (rule tendsto_sandwich[where f="\<lambda>x. 0"]) | 
| 61973 | 180 | show "(H \<longlongrightarrow> 0) (at x within s)" by fact | 
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changeset | 181 | show "eventually (\<lambda>n. norm (f n - f x - f' (n - x)) / norm (n - x) \<le> H n) (at x within s)" | 
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changeset | 182 | unfolding eventually_at using e sandwich by auto | 
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changeset | 183 | qed (auto simp: le_divide_eq) | 
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changeset | 184 | qed fact | 
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changeset | 185 | |
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changeset | 186 | lemma has_derivative_subset: "(f has_derivative f') (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow> (f has_derivative f') (at x within t)" | 
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changeset | 187 | by (auto simp add: has_derivative_iff_norm intro: tendsto_within_subset) | 
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changeset | 188 | |
| 56261 | 189 | lemmas has_derivative_within_subset = has_derivative_subset | 
| 190 | ||
| 191 | ||
| 60758 | 192 | subsection \<open>Continuity\<close> | 
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changeset | 193 | |
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changeset | 194 | lemma has_derivative_continuous: | 
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changeset | 195 | assumes f: "(f has_derivative f') (at x within s)" | 
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changeset | 196 | shows "continuous (at x within s) f" | 
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changeset | 197 | proof - | 
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changeset | 198 | from f interpret F: bounded_linear f' by (rule has_derivative_bounded_linear) | 
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changeset | 199 | note F.tendsto[tendsto_intros] | 
| 61973 | 200 | let ?L = "\<lambda>f. (f \<longlongrightarrow> 0) (at x within s)" | 
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changeset | 201 | have "?L (\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x))" | 
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changeset | 202 | using f unfolding has_derivative_iff_norm by blast | 
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changeset | 203 | then have "?L (\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x) * norm (y - x))" (is ?m) | 
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changeset | 204 | by (rule tendsto_mult_zero) (auto intro!: tendsto_eq_intros) | 
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changeset | 205 | also have "?m \<longleftrightarrow> ?L (\<lambda>y. norm ((f y - f x) - f' (y - x)))" | 
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changeset | 206 | by (intro filterlim_cong) (simp_all add: eventually_at_filter) | 
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changeset | 207 | finally have "?L (\<lambda>y. (f y - f x) - f' (y - x))" | 
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changeset | 208 | by (rule tendsto_norm_zero_cancel) | 
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changeset | 209 | then have "?L (\<lambda>y. ((f y - f x) - f' (y - x)) + f' (y - x))" | 
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changeset | 210 | by (rule tendsto_eq_intros) (auto intro!: tendsto_eq_intros simp: F.zero) | 
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changeset | 211 | then have "?L (\<lambda>y. f y - f x)" | 
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changeset | 212 | by simp | 
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changeset | 213 | from tendsto_add[OF this tendsto_const, of "f x"] show ?thesis | 
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changeset | 214 | by (simp add: continuous_within) | 
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changeset | 215 | qed | 
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changeset | 216 | |
| 60758 | 217 | subsection \<open>Composition\<close> | 
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changeset | 218 | |
| 61973 | 219 | lemma tendsto_at_iff_tendsto_nhds_within: "f x = y \<Longrightarrow> (f \<longlongrightarrow> y) (at x within s) \<longleftrightarrow> (f \<longlongrightarrow> y) (inf (nhds x) (principal s))" | 
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changeset | 220 | unfolding tendsto_def eventually_inf_principal eventually_at_filter | 
| 61810 | 221 | by (intro ext all_cong imp_cong) (auto elim!: eventually_mono) | 
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changeset | 222 | |
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changeset | 223 | lemma has_derivative_in_compose: | 
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changeset | 224 | assumes f: "(f has_derivative f') (at x within s)" | 
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changeset | 225 | assumes g: "(g has_derivative g') (at (f x) within (f`s))" | 
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changeset | 226 | shows "((\<lambda>x. g (f x)) has_derivative (\<lambda>x. g' (f' x))) (at x within s)" | 
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changeset | 227 | proof - | 
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changeset | 228 | from f interpret F: bounded_linear f' by (rule has_derivative_bounded_linear) | 
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changeset | 229 | from g interpret G: bounded_linear g' by (rule has_derivative_bounded_linear) | 
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changeset | 230 | from F.bounded obtain kF where kF: "\<And>x. norm (f' x) \<le> norm x * kF" by fast | 
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changeset | 231 | from G.bounded obtain kG where kG: "\<And>x. norm (g' x) \<le> norm x * kG" by fast | 
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changeset | 232 | note G.tendsto[tendsto_intros] | 
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changeset | 233 | |
| 61973 | 234 | let ?L = "\<lambda>f. (f \<longlongrightarrow> 0) (at x within s)" | 
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changeset | 235 | let ?D = "\<lambda>f f' x y. (f y - f x) - f' (y - x)" | 
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changeset | 236 | let ?N = "\<lambda>f f' x y. norm (?D f f' x y) / norm (y - x)" | 
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changeset | 237 | let ?gf = "\<lambda>x. g (f x)" and ?gf' = "\<lambda>x. g' (f' x)" | 
| 63040 | 238 | define Nf where "Nf = ?N f f' x" | 
| 239 | define Ng where [abs_def]: "Ng y = ?N g g' (f x) (f y)" for y | |
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changeset | 240 | |
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changeset | 241 | show ?thesis | 
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changeset | 242 | proof (rule has_derivativeI_sandwich[of 1]) | 
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changeset | 243 | show "bounded_linear (\<lambda>x. g' (f' x))" | 
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changeset | 244 | using f g by (blast intro: bounded_linear_compose has_derivative_bounded_linear) | 
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changeset | 245 | next | 
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changeset | 246 | fix y::'a assume neq: "y \<noteq> x" | 
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changeset | 247 | have "?N ?gf ?gf' x y = norm (g' (?D f f' x y) + ?D g g' (f x) (f y)) / norm (y - x)" | 
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changeset | 248 | by (simp add: G.diff G.add field_simps) | 
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changeset | 249 | also have "\<dots> \<le> norm (g' (?D f f' x y)) / norm (y - x) + Ng y * (norm (f y - f x) / norm (y - x))" | 
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changeset | 250 | by (simp add: add_divide_distrib[symmetric] divide_right_mono norm_triangle_ineq G.zero Ng_def) | 
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changeset | 251 | also have "\<dots> \<le> Nf y * kG + Ng y * (Nf y + kF)" | 
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changeset | 252 | proof (intro add_mono mult_left_mono) | 
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changeset | 253 | have "norm (f y - f x) = norm (?D f f' x y + f' (y - x))" | 
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changeset | 254 | by simp | 
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changeset | 255 | also have "\<dots> \<le> norm (?D f f' x y) + norm (f' (y - x))" | 
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changeset | 256 | by (rule norm_triangle_ineq) | 
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changeset | 257 | also have "\<dots> \<le> norm (?D f f' x y) + norm (y - x) * kF" | 
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changeset | 258 | using kF by (intro add_mono) simp | 
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changeset | 259 | finally show "norm (f y - f x) / norm (y - x) \<le> Nf y + kF" | 
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changeset | 260 | by (simp add: neq Nf_def field_simps) | 
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changeset | 261 | qed (insert kG, simp_all add: Ng_def Nf_def neq zero_le_divide_iff field_simps) | 
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changeset | 262 | finally show "?N ?gf ?gf' x y \<le> Nf y * kG + Ng y * (Nf y + kF)" . | 
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changeset | 263 | next | 
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changeset | 264 | have [tendsto_intros]: "?L Nf" | 
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changeset | 265 | using f unfolding has_derivative_iff_norm Nf_def .. | 
| 61973 | 266 | from f have "(f \<longlongrightarrow> f x) (at x within s)" | 
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changeset | 267 | by (blast intro: has_derivative_continuous continuous_within[THEN iffD1]) | 
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changeset | 268 | then have f': "LIM x at x within s. f x :> inf (nhds (f x)) (principal (f`s))" | 
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changeset | 269 | unfolding filterlim_def | 
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changeset | 270 | by (simp add: eventually_filtermap eventually_at_filter le_principal) | 
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changeset | 271 | |
| 61973 | 272 | have "((?N g g' (f x)) \<longlongrightarrow> 0) (at (f x) within f`s)" | 
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changeset | 273 | using g unfolding has_derivative_iff_norm .. | 
| 61973 | 274 | then have g': "((?N g g' (f x)) \<longlongrightarrow> 0) (inf (nhds (f x)) (principal (f`s)))" | 
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changeset | 275 | by (rule tendsto_at_iff_tendsto_nhds_within[THEN iffD1, rotated]) simp | 
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changeset | 276 | |
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changeset | 277 | have [tendsto_intros]: "?L Ng" | 
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changeset | 278 | unfolding Ng_def by (rule filterlim_compose[OF g' f']) | 
| 61973 | 279 | show "((\<lambda>y. Nf y * kG + Ng y * (Nf y + kF)) \<longlongrightarrow> 0) (at x within s)" | 
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changeset | 280 | by (intro tendsto_eq_intros) auto | 
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changeset | 281 | qed simp | 
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changeset | 282 | qed | 
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changeset | 283 | |
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changeset | 284 | lemma has_derivative_compose: | 
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changeset | 285 | "(f has_derivative f') (at x within s) \<Longrightarrow> (g has_derivative g') (at (f x)) \<Longrightarrow> | 
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changeset | 286 | ((\<lambda>x. g (f x)) has_derivative (\<lambda>x. g' (f' x))) (at x within s)" | 
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changeset | 287 | by (blast intro: has_derivative_in_compose has_derivative_subset) | 
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changeset | 288 | |
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changeset | 289 | lemma (in bounded_bilinear) FDERIV: | 
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changeset | 290 | assumes f: "(f has_derivative f') (at x within s)" and g: "(g has_derivative g') (at x within s)" | 
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changeset | 291 | shows "((\<lambda>x. f x ** g x) has_derivative (\<lambda>h. f x ** g' h + f' h ** g x)) (at x within s)" | 
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changeset | 292 | proof - | 
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changeset | 293 | from bounded_linear.bounded [OF has_derivative_bounded_linear [OF f]] | 
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changeset | 294 | obtain KF where norm_F: "\<And>x. norm (f' x) \<le> norm x * KF" by fast | 
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changeset | 295 | |
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changeset | 296 | from pos_bounded obtain K where K: "0 < K" and norm_prod: | 
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changeset | 297 | "\<And>a b. norm (a ** b) \<le> norm a * norm b * K" by fast | 
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changeset | 298 | let ?D = "\<lambda>f f' y. f y - f x - f' (y - x)" | 
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changeset | 299 | let ?N = "\<lambda>f f' y. norm (?D f f' y) / norm (y - x)" | 
| 63040 | 300 | define Ng where "Ng = ?N g g'" | 
| 301 | define Nf where "Nf = ?N f f'" | |
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changeset | 302 | |
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changeset | 303 | let ?fun1 = "\<lambda>y. norm (f y ** g y - f x ** g x - (f x ** g' (y - x) + f' (y - x) ** g x)) / norm (y - x)" | 
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changeset | 304 | let ?fun2 = "\<lambda>y. norm (f x) * Ng y * K + Nf y * norm (g y) * K + KF * norm (g y - g x) * K" | 
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changeset | 305 | let ?F = "at x within s" | 
| 21164 | 306 | |
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changeset | 307 | show ?thesis | 
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changeset | 308 | proof (rule has_derivativeI_sandwich[of 1]) | 
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changeset | 309 | show "bounded_linear (\<lambda>h. f x ** g' h + f' h ** g x)" | 
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changeset | 310 | by (intro bounded_linear_add | 
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changeset | 311 | bounded_linear_compose [OF bounded_linear_right] bounded_linear_compose [OF bounded_linear_left] | 
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changeset | 312 | has_derivative_bounded_linear [OF g] has_derivative_bounded_linear [OF f]) | 
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changeset | 313 | next | 
| 61973 | 314 | from g have "(g \<longlongrightarrow> g x) ?F" | 
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changeset | 315 | by (intro continuous_within[THEN iffD1] has_derivative_continuous) | 
| 61973 | 316 | moreover from f g have "(Nf \<longlongrightarrow> 0) ?F" "(Ng \<longlongrightarrow> 0) ?F" | 
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changeset | 317 | by (simp_all add: has_derivative_iff_norm Ng_def Nf_def) | 
| 61973 | 318 | ultimately have "(?fun2 \<longlongrightarrow> norm (f x) * 0 * K + 0 * norm (g x) * K + KF * norm (0::'b) * K) ?F" | 
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changeset | 319 | by (intro tendsto_intros) (simp_all add: LIM_zero_iff) | 
| 61973 | 320 | then show "(?fun2 \<longlongrightarrow> 0) ?F" | 
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changeset | 321 | by simp | 
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changeset | 322 | next | 
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changeset | 323 | fix y::'d assume "y \<noteq> x" | 
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changeset | 324 | have "?fun1 y = norm (f x ** ?D g g' y + ?D f f' y ** g y + f' (y - x) ** (g y - g x)) / norm (y - x)" | 
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changeset | 325 | by (simp add: diff_left diff_right add_left add_right field_simps) | 
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changeset | 326 | also have "\<dots> \<le> (norm (f x) * norm (?D g g' y) * K + norm (?D f f' y) * norm (g y) * K + | 
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changeset | 327 | norm (y - x) * KF * norm (g y - g x) * K) / norm (y - x)" | 
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changeset | 328 | by (intro divide_right_mono mult_mono' | 
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changeset | 329 | order_trans [OF norm_triangle_ineq add_mono] | 
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changeset | 330 | order_trans [OF norm_prod mult_right_mono] | 
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changeset | 331 | mult_nonneg_nonneg order_refl norm_ge_zero norm_F | 
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changeset | 332 | K [THEN order_less_imp_le]) | 
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changeset | 333 | also have "\<dots> = ?fun2 y" | 
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changeset | 334 | by (simp add: add_divide_distrib Ng_def Nf_def) | 
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changeset | 335 | finally show "?fun1 y \<le> ?fun2 y" . | 
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changeset | 336 | qed simp | 
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changeset | 337 | qed | 
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changeset | 338 | |
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changeset | 339 | lemmas has_derivative_mult[simp, derivative_intros] = bounded_bilinear.FDERIV[OF bounded_bilinear_mult] | 
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changeset | 340 | lemmas has_derivative_scaleR[simp, derivative_intros] = bounded_bilinear.FDERIV[OF bounded_bilinear_scaleR] | 
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changeset | 341 | |
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changeset | 342 | lemma has_derivative_setprod[simp, derivative_intros]: | 
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changeset | 343 | fixes f :: "'i \<Rightarrow> 'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field" | 
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changeset | 344 | assumes f: "\<And>i. i \<in> I \<Longrightarrow> (f i has_derivative f' i) (at x within s)" | 
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changeset | 345 |   shows "((\<lambda>x. \<Prod>i\<in>I. f i x) has_derivative (\<lambda>y. \<Sum>i\<in>I. f' i y * (\<Prod>j\<in>I - {i}. f j x))) (at x within s)"
 | 
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changeset | 346 | proof cases | 
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changeset | 347 | assume "finite I" from this f show ?thesis | 
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changeset | 348 | proof induct | 
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changeset | 349 | case (insert i I) | 
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changeset | 350 |     let ?P = "\<lambda>y. f i x * (\<Sum>i\<in>I. f' i y * (\<Prod>j\<in>I - {i}. f j x)) + (f' i y) * (\<Prod>i\<in>I. f i x)"
 | 
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changeset | 351 | have "((\<lambda>x. f i x * (\<Prod>i\<in>I. f i x)) has_derivative ?P) (at x within s)" | 
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changeset | 352 | using insert by (intro has_derivative_mult) auto | 
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changeset | 353 |     also have "?P = (\<lambda>y. \<Sum>i'\<in>insert i I. f' i' y * (\<Prod>j\<in>insert i I - {i'}. f j x))"
 | 
| 57418 | 354 | using insert(1,2) by (auto simp add: setsum_right_distrib insert_Diff_if intro!: ext setsum.cong) | 
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changeset | 355 | finally show ?case | 
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changeset | 356 | using insert by simp | 
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changeset | 357 | qed simp | 
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changeset | 358 | qed simp | 
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changeset | 359 | |
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changeset | 360 | lemma has_derivative_power[simp, derivative_intros]: | 
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changeset | 361 | fixes f :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field" | 
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changeset | 362 | assumes f: "(f has_derivative f') (at x within s)" | 
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changeset | 363 | shows "((\<lambda>x. f x^n) has_derivative (\<lambda>y. of_nat n * f' y * f x^(n - 1))) (at x within s)" | 
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changeset | 364 |   using has_derivative_setprod[OF f, of "{..< n}"] by (simp add: setprod_constant ac_simps)
 | 
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changeset | 365 | |
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changeset | 366 | lemma has_derivative_inverse': | 
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changeset | 367 | fixes x :: "'a::real_normed_div_algebra" | 
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changeset | 368 | assumes x: "x \<noteq> 0" | 
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changeset | 369 | shows "(inverse has_derivative (\<lambda>h. - (inverse x * h * inverse x))) (at x within s)" | 
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changeset | 370 | (is "(?inv has_derivative ?f) _") | 
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changeset | 371 | proof (rule has_derivativeI_sandwich) | 
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changeset | 372 | show "bounded_linear (\<lambda>h. - (?inv x * h * ?inv x))" | 
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changeset | 373 | apply (rule bounded_linear_minus) | 
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changeset | 374 | apply (rule bounded_linear_mult_const) | 
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changeset | 375 | apply (rule bounded_linear_const_mult) | 
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changeset | 376 | apply (rule bounded_linear_ident) | 
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changeset | 377 | done | 
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changeset | 378 | next | 
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changeset | 379 | show "0 < norm x" using x by simp | 
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changeset | 380 | next | 
| 61973 | 381 | show "((\<lambda>y. norm (?inv y - ?inv x) * norm (?inv x)) \<longlongrightarrow> 0) (at x within s)" | 
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changeset | 382 | apply (rule tendsto_mult_left_zero) | 
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changeset | 383 | apply (rule tendsto_norm_zero) | 
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changeset | 384 | apply (rule LIM_zero) | 
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changeset | 385 | apply (rule tendsto_inverse) | 
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changeset | 386 | apply (rule tendsto_ident_at) | 
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changeset | 387 | apply (rule x) | 
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changeset | 388 | done | 
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changeset | 389 | next | 
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changeset | 390 | fix y::'a assume h: "y \<noteq> x" "dist y x < norm x" | 
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changeset | 391 | then have "y \<noteq> 0" by auto | 
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changeset | 392 | have "norm (?inv y - ?inv x - ?f (y -x)) / norm (y - x) = norm ((?inv y - ?inv x) * (y - x) * ?inv x) / norm (y - x)" | 
| 60758 | 393 | apply (subst inverse_diff_inverse [OF \<open>y \<noteq> 0\<close> x]) | 
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changeset | 394 | apply (subst minus_diff_minus) | 
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changeset | 395 | apply (subst norm_minus_cancel) | 
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changeset | 396 | apply (simp add: left_diff_distrib) | 
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changeset | 397 | done | 
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changeset | 398 | also have "\<dots> \<le> norm (?inv y - ?inv x) * norm (y - x) * norm (?inv x) / norm (y - x)" | 
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changeset | 399 | apply (rule divide_right_mono [OF _ norm_ge_zero]) | 
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changeset | 400 | apply (rule order_trans [OF norm_mult_ineq]) | 
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changeset | 401 | apply (rule mult_right_mono [OF _ norm_ge_zero]) | 
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changeset | 402 | apply (rule norm_mult_ineq) | 
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changeset | 403 | done | 
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changeset | 404 | also have "\<dots> = norm (?inv y - ?inv x) * norm (?inv x)" | 
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changeset | 405 | by simp | 
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changeset | 406 | finally show "norm (?inv y - ?inv x - ?f (y -x)) / norm (y - x) \<le> | 
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changeset | 407 | norm (?inv y - ?inv x) * norm (?inv x)" . | 
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changeset | 408 | qed | 
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changeset | 409 | |
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changeset | 410 | lemma has_derivative_inverse[simp, derivative_intros]: | 
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changeset | 411 | fixes f :: "_ \<Rightarrow> 'a::real_normed_div_algebra" | 
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changeset | 412 | assumes x: "f x \<noteq> 0" and f: "(f has_derivative f') (at x within s)" | 
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changeset | 413 | shows "((\<lambda>x. inverse (f x)) has_derivative (\<lambda>h. - (inverse (f x) * f' h * inverse (f x)))) (at x within s)" | 
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changeset | 414 | using has_derivative_compose[OF f has_derivative_inverse', OF x] . | 
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changeset | 415 | |
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changeset | 416 | lemma has_derivative_divide[simp, derivative_intros]: | 
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changeset | 417 | fixes f :: "_ \<Rightarrow> 'a::real_normed_div_algebra" | 
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changeset | 418 | assumes f: "(f has_derivative f') (at x within s)" and g: "(g has_derivative g') (at x within s)" | 
| 55967 | 419 | assumes x: "g x \<noteq> 0" | 
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changeset | 420 | shows "((\<lambda>x. f x / g x) has_derivative | 
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changeset | 421 | (\<lambda>h. - f x * (inverse (g x) * g' h * inverse (g x)) + f' h / g x)) (at x within s)" | 
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changeset | 422 | using has_derivative_mult[OF f has_derivative_inverse[OF x g]] | 
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changeset | 423 | by (simp add: field_simps) | 
| 55967 | 424 | |
| 60758 | 425 | text\<open>Conventional form requires mult-AC laws. Types real and complex only.\<close> | 
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changeset | 426 | |
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changeset | 427 | lemma has_derivative_divide'[derivative_intros]: | 
| 55967 | 428 | fixes f :: "_ \<Rightarrow> 'a::real_normed_field" | 
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changeset | 429 | assumes f: "(f has_derivative f') (at x within s)" and g: "(g has_derivative g') (at x within s)" and x: "g x \<noteq> 0" | 
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changeset | 430 | shows "((\<lambda>x. f x / g x) has_derivative (\<lambda>h. (f' h * g x - f x * g' h) / (g x * g x))) (at x within s)" | 
| 55967 | 431 | proof - | 
| 432 |   { fix h
 | |
| 433 | have "f' h / g x - f x * (inverse (g x) * g' h * inverse (g x)) = | |
| 434 | (f' h * g x - f x * g' h) / (g x * g x)" | |
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changeset | 435 | by (simp add: field_simps x) | 
| 55967 | 436 | } | 
| 437 | then show ?thesis | |
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changeset | 438 | using has_derivative_divide [OF f g] x | 
| 55967 | 439 | by simp | 
| 440 | qed | |
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changeset | 441 | |
| 60758 | 442 | subsection \<open>Uniqueness\<close> | 
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changeset | 443 | |
| 60758 | 444 | text \<open> | 
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changeset | 445 | |
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changeset | 446 | This can not generally shown for @{const has_derivative}, as we need to approach the point from
 | 
| 61799 | 447 | all directions. There is a proof in \<open>Multivariate_Analysis\<close> for \<open>euclidean_space\<close>. | 
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changeset | 448 | |
| 60758 | 449 | \<close> | 
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changeset | 450 | |
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changeset | 451 | lemma has_derivative_zero_unique: | 
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changeset | 452 | assumes "((\<lambda>x. 0) has_derivative F) (at x)" shows "F = (\<lambda>h. 0)" | 
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changeset | 453 | proof - | 
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changeset | 454 | interpret F: bounded_linear F | 
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changeset | 455 | using assms by (rule has_derivative_bounded_linear) | 
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changeset | 456 | let ?r = "\<lambda>h. norm (F h) / norm h" | 
| 61976 | 457 | have *: "?r \<midarrow>0\<rightarrow> 0" | 
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changeset | 458 | using assms unfolding has_derivative_at by simp | 
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changeset | 459 | show "F = (\<lambda>h. 0)" | 
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changeset | 460 | proof | 
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changeset | 461 | fix h show "F h = 0" | 
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changeset | 462 | proof (rule ccontr) | 
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changeset | 463 | assume **: "F h \<noteq> 0" | 
| 56541 | 464 | hence h: "h \<noteq> 0" by (clarsimp simp add: F.zero) | 
| 465 | with ** have "0 < ?r h" by simp | |
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changeset | 466 | from LIM_D [OF * this] obtain s where s: "0 < s" | 
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changeset | 467 | and r: "\<And>x. x \<noteq> 0 \<Longrightarrow> norm x < s \<Longrightarrow> ?r x < ?r h" by auto | 
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changeset | 468 | from dense [OF s] obtain t where t: "0 < t \<and> t < s" .. | 
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changeset | 469 | let ?x = "scaleR (t / norm h) h" | 
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changeset | 470 | have "?x \<noteq> 0" and "norm ?x < s" using t h by simp_all | 
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changeset | 471 | hence "?r ?x < ?r h" by (rule r) | 
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changeset | 472 | thus "False" using t h by (simp add: F.scaleR) | 
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changeset | 473 | qed | 
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changeset | 474 | qed | 
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changeset | 475 | qed | 
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changeset | 476 | |
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changeset | 477 | lemma has_derivative_unique: | 
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changeset | 478 | assumes "(f has_derivative F) (at x)" and "(f has_derivative F') (at x)" shows "F = F'" | 
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changeset | 479 | proof - | 
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changeset | 480 | have "((\<lambda>x. 0) has_derivative (\<lambda>h. F h - F' h)) (at x)" | 
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changeset | 481 | using has_derivative_diff [OF assms] by simp | 
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changeset | 482 | hence "(\<lambda>h. F h - F' h) = (\<lambda>h. 0)" | 
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changeset | 483 | by (rule has_derivative_zero_unique) | 
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changeset | 484 | thus "F = F'" | 
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changeset | 485 | unfolding fun_eq_iff right_minus_eq . | 
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changeset | 486 | qed | 
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changeset | 487 | |
| 60758 | 488 | subsection \<open>Differentiability predicate\<close> | 
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changeset | 489 | |
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changeset | 490 | definition | 
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changeset | 491 |   differentiable :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a filter \<Rightarrow> bool"
 | 
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changeset | 492 | (infix "differentiable" 50) | 
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changeset | 493 | where | 
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changeset | 494 | "f differentiable F \<longleftrightarrow> (\<exists>D. (f has_derivative D) F)" | 
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changeset | 495 | |
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changeset | 496 | lemma differentiable_subset: "f differentiable (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow> f differentiable (at x within t)" | 
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changeset | 497 | unfolding differentiable_def by (blast intro: has_derivative_subset) | 
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changeset | 498 | |
| 56261 | 499 | lemmas differentiable_within_subset = differentiable_subset | 
| 500 | ||
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changeset | 501 | lemma differentiable_ident [simp, derivative_intros]: "(\<lambda>x. x) differentiable F" | 
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changeset | 502 | unfolding differentiable_def by (blast intro: has_derivative_ident) | 
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changeset | 503 | |
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changeset | 504 | lemma differentiable_const [simp, derivative_intros]: "(\<lambda>z. a) differentiable F" | 
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changeset | 505 | unfolding differentiable_def by (blast intro: has_derivative_const) | 
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changeset | 506 | |
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changeset | 507 | lemma differentiable_in_compose: | 
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changeset | 508 | "f differentiable (at (g x) within (g`s)) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f (g x)) differentiable (at x within s)" | 
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changeset | 509 | unfolding differentiable_def by (blast intro: has_derivative_in_compose) | 
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changeset | 510 | |
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changeset | 511 | lemma differentiable_compose: | 
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changeset | 512 | "f differentiable (at (g x)) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f (g x)) differentiable (at x within s)" | 
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changeset | 513 | by (blast intro: differentiable_in_compose differentiable_subset) | 
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changeset | 514 | |
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changeset | 515 | lemma differentiable_sum [simp, derivative_intros]: | 
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changeset | 516 | "f differentiable F \<Longrightarrow> g differentiable F \<Longrightarrow> (\<lambda>x. f x + g x) differentiable F" | 
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changeset | 517 | unfolding differentiable_def by (blast intro: has_derivative_add) | 
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changeset | 518 | |
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changeset | 519 | lemma differentiable_minus [simp, derivative_intros]: | 
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changeset | 520 | "f differentiable F \<Longrightarrow> (\<lambda>x. - f x) differentiable F" | 
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changeset | 521 | unfolding differentiable_def by (blast intro: has_derivative_minus) | 
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changeset | 522 | |
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changeset | 523 | lemma differentiable_diff [simp, derivative_intros]: | 
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changeset | 524 | "f differentiable F \<Longrightarrow> g differentiable F \<Longrightarrow> (\<lambda>x. f x - g x) differentiable F" | 
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changeset | 525 | unfolding differentiable_def by (blast intro: has_derivative_diff) | 
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changeset | 526 | |
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changeset | 527 | lemma differentiable_mult [simp, derivative_intros]: | 
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changeset | 528 | fixes f g :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_algebra" | 
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changeset | 529 | shows "f differentiable (at x within s) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f x * g x) differentiable (at x within s)" | 
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changeset | 530 | unfolding differentiable_def by (blast intro: has_derivative_mult) | 
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changeset | 531 | |
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changeset | 532 | lemma differentiable_inverse [simp, derivative_intros]: | 
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changeset | 533 | fixes f :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field" | 
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changeset | 534 | shows "f differentiable (at x within s) \<Longrightarrow> f x \<noteq> 0 \<Longrightarrow> (\<lambda>x. inverse (f x)) differentiable (at x within s)" | 
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changeset | 535 | unfolding differentiable_def by (blast intro: has_derivative_inverse) | 
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changeset | 536 | |
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changeset | 537 | lemma differentiable_divide [simp, derivative_intros]: | 
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changeset | 538 | fixes f g :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field" | 
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changeset | 539 | shows "f differentiable (at x within s) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> g x \<noteq> 0 \<Longrightarrow> (\<lambda>x. f x / g x) differentiable (at x within s)" | 
| 63092 | 540 | unfolding divide_inverse by simp | 
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changeset | 541 | |
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changeset | 542 | lemma differentiable_power [simp, derivative_intros]: | 
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changeset | 543 | fixes f g :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field" | 
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changeset | 544 | shows "f differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f x ^ n) differentiable (at x within s)" | 
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changeset | 545 | unfolding differentiable_def by (blast intro: has_derivative_power) | 
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changeset | 546 | |
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changeset | 547 | lemma differentiable_scaleR [simp, derivative_intros]: | 
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changeset | 548 | "f differentiable (at x within s) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f x *\<^sub>R g x) differentiable (at x within s)" | 
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changeset | 549 | unfolding differentiable_def by (blast intro: has_derivative_scaleR) | 
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changeset | 550 | |
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changeset | 551 | lemma has_derivative_imp_has_field_derivative: | 
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changeset | 552 | "(f has_derivative D) F \<Longrightarrow> (\<And>x. x * D' = D x) \<Longrightarrow> (f has_field_derivative D') F" | 
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changeset | 553 | unfolding has_field_derivative_def | 
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changeset | 554 | by (rule has_derivative_eq_rhs[of f D]) (simp_all add: fun_eq_iff mult.commute) | 
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changeset | 555 | |
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changeset | 556 | lemma has_field_derivative_imp_has_derivative: "(f has_field_derivative D) F \<Longrightarrow> (f has_derivative op * D) F" | 
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changeset | 557 | by (simp add: has_field_derivative_def) | 
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changeset | 558 | |
| 56261 | 559 | lemma DERIV_subset: | 
| 560 | "(f has_field_derivative f') (at x within s) \<Longrightarrow> t \<subseteq> s | |
| 561 | \<Longrightarrow> (f has_field_derivative f') (at x within t)" | |
| 562 | by (simp add: has_field_derivative_def has_derivative_within_subset) | |
| 563 | ||
| 59862 | 564 | lemma has_field_derivative_at_within: | 
| 565 | "(f has_field_derivative f') (at x) \<Longrightarrow> (f has_field_derivative f') (at x within s)" | |
| 566 | using DERIV_subset by blast | |
| 567 | ||
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changeset | 568 | abbreviation (input) | 
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changeset | 569 |   DERIV :: "('a::real_normed_field \<Rightarrow> 'a) \<Rightarrow> 'a \<Rightarrow> 'a \<Rightarrow> bool"
 | 
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changeset | 570 |   ("(DERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60)
 | 
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changeset | 571 | where | 
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changeset | 572 | "DERIV f x :> D \<equiv> (f has_field_derivative D) (at x)" | 
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changeset | 573 | |
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changeset | 574 | abbreviation | 
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changeset | 575 | has_real_derivative :: "(real \<Rightarrow> real) \<Rightarrow> real \<Rightarrow> real filter \<Rightarrow> bool" | 
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changeset | 576 | (infix "(has'_real'_derivative)" 50) | 
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changeset | 577 | where | 
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changeset | 578 | "(f has_real_derivative D) F \<equiv> (f has_field_derivative D) F" | 
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changeset | 579 | |
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changeset | 580 | lemma real_differentiable_def: | 
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changeset | 581 | "f differentiable at x within s \<longleftrightarrow> (\<exists>D. (f has_real_derivative D) (at x within s))" | 
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changeset | 582 | proof safe | 
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changeset | 583 | assume "f differentiable at x within s" | 
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changeset | 584 | then obtain f' where *: "(f has_derivative f') (at x within s)" | 
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changeset | 585 | unfolding differentiable_def by auto | 
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changeset | 586 | then obtain c where "f' = (op * c)" | 
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changeset | 587 | by (metis real_bounded_linear has_derivative_bounded_linear mult.commute fun_eq_iff) | 
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changeset | 588 | with * show "\<exists>D. (f has_real_derivative D) (at x within s)" | 
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changeset | 589 | unfolding has_field_derivative_def by auto | 
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changeset | 590 | qed (auto simp: differentiable_def has_field_derivative_def) | 
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changeset | 591 | |
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changeset | 592 | lemma real_differentiableE [elim?]: | 
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changeset | 593 | assumes f: "f differentiable (at x within s)" obtains df where "(f has_real_derivative df) (at x within s)" | 
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changeset | 594 | using assms by (auto simp: real_differentiable_def) | 
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changeset | 595 | |
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changeset | 596 | lemma differentiableD: "f differentiable (at x within s) \<Longrightarrow> \<exists>D. (f has_real_derivative D) (at x within s)" | 
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changeset | 597 | by (auto elim: real_differentiableE) | 
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changeset | 598 | |
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changeset | 599 | lemma differentiableI: "(f has_real_derivative D) (at x within s) \<Longrightarrow> f differentiable (at x within s)" | 
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changeset | 600 | by (force simp add: real_differentiable_def) | 
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changeset | 601 | |
| 63079 | 602 | lemma has_field_derivative_iff: | 
| 603 | "(f has_field_derivative D) (at x within S) \<longleftrightarrow> | |
| 604 | ((\<lambda>y. (f y - f x) / (y - x)) \<longlongrightarrow> D) (at x within S)" | |
| 605 | apply (simp add: has_field_derivative_def has_derivative_iff_norm bounded_linear_mult_right | |
| 606 | LIM_zero_iff[symmetric, of _ D]) | |
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changeset | 607 | apply (subst (2) tendsto_norm_zero_iff[symmetric]) | 
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changeset | 608 | apply (rule filterlim_cong) | 
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changeset | 609 | apply (simp_all add: eventually_at_filter field_simps nonzero_norm_divide) | 
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changeset | 610 | done | 
| 21164 | 611 | |
| 63079 | 612 | lemma DERIV_def: "DERIV f x :> D \<longleftrightarrow> (\<lambda>h. (f (x + h) - f x) / h) \<midarrow>0\<rightarrow> D" | 
| 613 | unfolding field_has_derivative_at has_field_derivative_def has_field_derivative_iff .. | |
| 614 | ||
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changeset | 615 | lemma mult_commute_abs: "(\<lambda>x. x * c) = op * (c::'a::ab_semigroup_mult)" | 
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changeset | 616 | by (simp add: fun_eq_iff mult.commute) | 
| 21164 | 617 | |
| 60758 | 618 | subsection \<open>Vector derivative\<close> | 
| 60177 | 619 | |
| 620 | lemma has_field_derivative_iff_has_vector_derivative: | |
| 621 | "(f has_field_derivative y) F \<longleftrightarrow> (f has_vector_derivative y) F" | |
| 622 | unfolding has_vector_derivative_def has_field_derivative_def real_scaleR_def mult_commute_abs .. | |
| 623 | ||
| 624 | lemma has_field_derivative_subset: | |
| 625 | "(f has_field_derivative y) (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow> (f has_field_derivative y) (at x within t)" | |
| 626 | unfolding has_field_derivative_def by (rule has_derivative_subset) | |
| 627 | ||
| 628 | lemma has_vector_derivative_const[simp, derivative_intros]: "((\<lambda>x. c) has_vector_derivative 0) net" | |
| 629 | by (auto simp: has_vector_derivative_def) | |
| 630 | ||
| 631 | lemma has_vector_derivative_id[simp, derivative_intros]: "((\<lambda>x. x) has_vector_derivative 1) net" | |
| 632 | by (auto simp: has_vector_derivative_def) | |
| 633 | ||
| 634 | lemma has_vector_derivative_minus[derivative_intros]: | |
| 635 | "(f has_vector_derivative f') net \<Longrightarrow> ((\<lambda>x. - f x) has_vector_derivative (- f')) net" | |
| 636 | by (auto simp: has_vector_derivative_def) | |
| 637 | ||
| 638 | lemma has_vector_derivative_add[derivative_intros]: | |
| 639 | "(f has_vector_derivative f') net \<Longrightarrow> (g has_vector_derivative g') net \<Longrightarrow> | |
| 640 | ((\<lambda>x. f x + g x) has_vector_derivative (f' + g')) net" | |
| 641 | by (auto simp: has_vector_derivative_def scaleR_right_distrib) | |
| 642 | ||
| 643 | lemma has_vector_derivative_setsum[derivative_intros]: | |
| 644 | "(\<And>i. i \<in> I \<Longrightarrow> (f i has_vector_derivative f' i) net) \<Longrightarrow> | |
| 645 | ((\<lambda>x. \<Sum>i\<in>I. f i x) has_vector_derivative (\<Sum>i\<in>I. f' i)) net" | |
| 646 | by (auto simp: has_vector_derivative_def fun_eq_iff scaleR_setsum_right intro!: derivative_eq_intros) | |
| 647 | ||
| 648 | lemma has_vector_derivative_diff[derivative_intros]: | |
| 649 | "(f has_vector_derivative f') net \<Longrightarrow> (g has_vector_derivative g') net \<Longrightarrow> | |
| 650 | ((\<lambda>x. f x - g x) has_vector_derivative (f' - g')) net" | |
| 651 | by (auto simp: has_vector_derivative_def scaleR_diff_right) | |
| 652 | ||
| 61204 | 653 | lemma has_vector_derivative_add_const: | 
| 63079 | 654 | "((\<lambda>t. g t + z) has_vector_derivative f') net = ((\<lambda>t. g t) has_vector_derivative f') net" | 
| 61204 | 655 | apply (intro iffI) | 
| 656 | apply (drule has_vector_derivative_diff [where g = "\<lambda>t. z", OF _ has_vector_derivative_const], simp) | |
| 657 | apply (drule has_vector_derivative_add [OF _ has_vector_derivative_const], simp) | |
| 658 | done | |
| 659 | ||
| 660 | lemma has_vector_derivative_diff_const: | |
| 63079 | 661 | "((\<lambda>t. g t - z) has_vector_derivative f') net = ((\<lambda>t. g t) has_vector_derivative f') net" | 
| 61204 | 662 | using has_vector_derivative_add_const [where z = "-z"] | 
| 663 | by simp | |
| 664 | ||
| 60177 | 665 | lemma (in bounded_linear) has_vector_derivative: | 
| 666 | assumes "(g has_vector_derivative g') F" | |
| 667 | shows "((\<lambda>x. f (g x)) has_vector_derivative f g') F" | |
| 668 | using has_derivative[OF assms[unfolded has_vector_derivative_def]] | |
| 669 | by (simp add: has_vector_derivative_def scaleR) | |
| 670 | ||
| 671 | lemma (in bounded_bilinear) has_vector_derivative: | |
| 672 | assumes "(f has_vector_derivative f') (at x within s)" | |
| 673 | and "(g has_vector_derivative g') (at x within s)" | |
| 674 | shows "((\<lambda>x. f x ** g x) has_vector_derivative (f x ** g' + f' ** g x)) (at x within s)" | |
| 675 | using FDERIV[OF assms(1-2)[unfolded has_vector_derivative_def]] | |
| 676 | by (simp add: has_vector_derivative_def scaleR_right scaleR_left scaleR_right_distrib) | |
| 677 | ||
| 678 | lemma has_vector_derivative_scaleR[derivative_intros]: | |
| 679 | "(f has_field_derivative f') (at x within s) \<Longrightarrow> (g has_vector_derivative g') (at x within s) \<Longrightarrow> | |
| 680 | ((\<lambda>x. f x *\<^sub>R g x) has_vector_derivative (f x *\<^sub>R g' + f' *\<^sub>R g x)) (at x within s)" | |
| 681 | unfolding has_field_derivative_iff_has_vector_derivative | |
| 682 | by (rule bounded_bilinear.has_vector_derivative[OF bounded_bilinear_scaleR]) | |
| 683 | ||
| 684 | lemma has_vector_derivative_mult[derivative_intros]: | |
| 685 | "(f has_vector_derivative f') (at x within s) \<Longrightarrow> (g has_vector_derivative g') (at x within s) \<Longrightarrow> | |
| 686 | ((\<lambda>x. f x * g x) has_vector_derivative (f x * g' + f' * g x :: 'a :: real_normed_algebra)) (at x within s)" | |
| 687 | by (rule bounded_bilinear.has_vector_derivative[OF bounded_bilinear_mult]) | |
| 688 | ||
| 689 | lemma has_vector_derivative_of_real[derivative_intros]: | |
| 690 | "(f has_field_derivative D) F \<Longrightarrow> ((\<lambda>x. of_real (f x)) has_vector_derivative (of_real D)) F" | |
| 691 | by (rule bounded_linear.has_vector_derivative[OF bounded_linear_of_real]) | |
| 692 | (simp add: has_field_derivative_iff_has_vector_derivative) | |
| 693 | ||
| 694 | lemma has_vector_derivative_continuous: "(f has_vector_derivative D) (at x within s) \<Longrightarrow> continuous (at x within s) f" | |
| 695 | by (auto intro: has_derivative_continuous simp: has_vector_derivative_def) | |
| 696 | ||
| 697 | lemma has_vector_derivative_mult_right[derivative_intros]: | |
| 698 | fixes a :: "'a :: real_normed_algebra" | |
| 699 | shows "(f has_vector_derivative x) F \<Longrightarrow> ((\<lambda>x. a * f x) has_vector_derivative (a * x)) F" | |
| 700 | by (rule bounded_linear.has_vector_derivative[OF bounded_linear_mult_right]) | |
| 701 | ||
| 702 | lemma has_vector_derivative_mult_left[derivative_intros]: | |
| 703 | fixes a :: "'a :: real_normed_algebra" | |
| 704 | shows "(f has_vector_derivative x) F \<Longrightarrow> ((\<lambda>x. f x * a) has_vector_derivative (x * a)) F" | |
| 705 | by (rule bounded_linear.has_vector_derivative[OF bounded_linear_mult_left]) | |
| 706 | ||
| 707 | ||
| 60758 | 708 | subsection \<open>Derivatives\<close> | 
| 21164 | 709 | |
| 61976 | 710 | lemma DERIV_D: "DERIV f x :> D \<Longrightarrow> (\<lambda>h. (f (x + h) - f x) / h) \<midarrow>0\<rightarrow> D" | 
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changeset | 711 | by (simp add: DERIV_def) | 
| 21164 | 712 | |
| 63079 | 713 | lemma has_field_derivativeD: | 
| 714 | "(f has_field_derivative D) (at x within S) \<Longrightarrow> | |
| 715 | ((\<lambda>y. (f y - f x) / (y - x)) \<longlongrightarrow> D) (at x within S)" | |
| 716 | by (simp add: has_field_derivative_iff) | |
| 717 | ||
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changeset | 718 | lemma DERIV_const [simp, derivative_intros]: "((\<lambda>x. k) has_field_derivative 0) F" | 
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changeset | 719 | by (rule has_derivative_imp_has_field_derivative[OF has_derivative_const]) auto | 
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changeset | 720 | |
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changeset | 721 | lemma DERIV_ident [simp, derivative_intros]: "((\<lambda>x. x) has_field_derivative 1) F" | 
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changeset | 722 | by (rule has_derivative_imp_has_field_derivative[OF has_derivative_ident]) auto | 
| 21164 | 723 | |
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changeset | 724 | lemma field_differentiable_add[derivative_intros]: | 
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changeset | 725 | "(f has_field_derivative f') F \<Longrightarrow> (g has_field_derivative g') F \<Longrightarrow> | 
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changeset | 726 | ((\<lambda>z. f z + g z) has_field_derivative f' + g') F" | 
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changeset | 727 | by (rule has_derivative_imp_has_field_derivative[OF has_derivative_add]) | 
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changeset | 728 | (auto simp: has_field_derivative_def field_simps mult_commute_abs) | 
| 56261 | 729 | |
| 730 | corollary DERIV_add: | |
| 56181 
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changeset | 731 | "(f has_field_derivative D) (at x within s) \<Longrightarrow> (g has_field_derivative E) (at x within s) \<Longrightarrow> | 
| 
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changeset | 732 | ((\<lambda>x. f x + g x) has_field_derivative D + E) (at x within s)" | 
| 56261 | 733 | by (rule field_differentiable_add) | 
| 734 | ||
| 56381 
0556204bc230
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 hoelzl parents: 
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changeset | 735 | lemma field_differentiable_minus[derivative_intros]: | 
| 
0556204bc230
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 hoelzl parents: 
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changeset | 736 | "(f has_field_derivative f') F \<Longrightarrow> ((\<lambda>z. - (f z)) has_field_derivative -f') F" | 
| 
0556204bc230
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 hoelzl parents: 
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changeset | 737 | by (rule has_derivative_imp_has_field_derivative[OF has_derivative_minus]) | 
| 
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
 hoelzl parents: 
56371diff
changeset | 738 | (auto simp: has_field_derivative_def field_simps mult_commute_abs) | 
| 21164 | 739 | |
| 56261 | 740 | corollary DERIV_minus: "(f has_field_derivative D) (at x within s) \<Longrightarrow> ((\<lambda>x. - f x) has_field_derivative -D) (at x within s)" | 
| 741 | by (rule field_differentiable_minus) | |
| 21164 | 742 | |
| 56381 
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 hoelzl parents: 
56371diff
changeset | 743 | lemma field_differentiable_diff[derivative_intros]: | 
| 
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
 hoelzl parents: 
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changeset | 744 | "(f has_field_derivative f') F \<Longrightarrow> (g has_field_derivative g') F \<Longrightarrow> ((\<lambda>z. f z - g z) has_field_derivative f' - g') F" | 
| 63092 | 745 | by (simp only: diff_conv_add_uminus field_differentiable_add field_differentiable_minus) | 
| 56261 | 746 | |
| 747 | corollary DERIV_diff: | |
| 56181 
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changeset | 748 | "(f has_field_derivative D) (at x within s) \<Longrightarrow> (g has_field_derivative E) (at x within s) \<Longrightarrow> | 
| 
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 hoelzl parents: 
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changeset | 749 | ((\<lambda>x. f x - g x) has_field_derivative D - E) (at x within s)" | 
| 56261 | 750 | by (rule field_differentiable_diff) | 
| 51642 
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
 hoelzl parents: 
51641diff
changeset | 751 | |
| 56181 
2aa0b19e74f3
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changeset | 752 | lemma DERIV_continuous: "(f has_field_derivative D) (at x within s) \<Longrightarrow> continuous (at x within s) f" | 
| 
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 hoelzl parents: 
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changeset | 753 | by (drule has_derivative_continuous[OF has_field_derivative_imp_has_derivative]) simp | 
| 21164 | 754 | |
| 56261 | 755 | corollary DERIV_isCont: "DERIV f x :> D \<Longrightarrow> isCont f x" | 
| 756 | by (rule DERIV_continuous) | |
| 757 | ||
| 758 | lemma DERIV_continuous_on: | |
| 61552 
980dd46a03fb
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 eberlm parents: 
61204diff
changeset | 759 | "(\<And>x. x \<in> s \<Longrightarrow> (f has_field_derivative (D x)) (at x)) \<Longrightarrow> continuous_on s f" | 
| 56261 | 760 | by (metis DERIV_continuous continuous_at_imp_continuous_on) | 
| 51642 
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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changeset | 761 | |
| 56181 
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changeset | 762 | lemma DERIV_mult': | 
| 
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changeset | 763 | "(f has_field_derivative D) (at x within s) \<Longrightarrow> (g has_field_derivative E) (at x within s) \<Longrightarrow> | 
| 
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changeset | 764 | ((\<lambda>x. f x * g x) has_field_derivative f x * E + D * g x) (at x within s)" | 
| 
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changeset | 765 | by (rule has_derivative_imp_has_field_derivative[OF has_derivative_mult]) | 
| 
2aa0b19e74f3
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55970diff
changeset | 766 | (auto simp: field_simps mult_commute_abs dest: has_field_derivative_imp_has_derivative) | 
| 21164 | 767 | |
| 56381 
0556204bc230
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changeset | 768 | lemma DERIV_mult[derivative_intros]: | 
| 56181 
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changeset | 769 | "(f has_field_derivative Da) (at x within s) \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow> | 
| 
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 hoelzl parents: 
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changeset | 770 | ((\<lambda>x. f x * g x) has_field_derivative Da * g x + Db * f x) (at x within s)" | 
| 
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changeset | 771 | by (rule has_derivative_imp_has_field_derivative[OF has_derivative_mult]) | 
| 
2aa0b19e74f3
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 hoelzl parents: 
55970diff
changeset | 772 | (auto simp: field_simps dest: has_field_derivative_imp_has_derivative) | 
| 51642 
400ec5ae7f8f
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changeset | 773 | |
| 60758 | 774 | text \<open>Derivative of linear multiplication\<close> | 
| 21164 | 775 | |
| 51642 
400ec5ae7f8f
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changeset | 776 | lemma DERIV_cmult: | 
| 56181 
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changeset | 777 | "(f has_field_derivative D) (at x within s) ==> ((\<lambda>x. c * f x) has_field_derivative c * D) (at x within s)" | 
| 51642 
400ec5ae7f8f
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changeset | 778 | by (drule DERIV_mult' [OF DERIV_const], simp) | 
| 21164 | 779 | |
| 55967 | 780 | lemma DERIV_cmult_right: | 
| 56181 
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changeset | 781 | "(f has_field_derivative D) (at x within s) ==> ((\<lambda>x. f x * c) has_field_derivative D * c) (at x within s)" | 
| 57514 
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changeset | 782 | using DERIV_cmult by (force simp add: ac_simps) | 
| 55967 | 783 | |
| 56181 
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changeset | 784 | lemma DERIV_cmult_Id [simp]: "(op * c has_field_derivative c) (at x within s)" | 
| 51642 
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 hoelzl parents: 
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changeset | 785 | by (cut_tac c = c and x = x in DERIV_ident [THEN DERIV_cmult], simp) | 
| 
400ec5ae7f8f
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changeset | 786 | |
| 56181 
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changeset | 787 | lemma DERIV_cdivide: | 
| 
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changeset | 788 | "(f has_field_derivative D) (at x within s) \<Longrightarrow> ((\<lambda>x. f x / c) has_field_derivative D / c) (at x within s)" | 
| 
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changeset | 789 | using DERIV_cmult_right[of f D x s "1 / c"] by simp | 
| 21164 | 790 | |
| 791 | lemma DERIV_unique: | |
| 51642 
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 hoelzl parents: 
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changeset | 792 | "DERIV f x :> D \<Longrightarrow> DERIV f x :> E \<Longrightarrow> D = E" | 
| 56381 
0556204bc230
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changeset | 793 | unfolding DERIV_def by (rule LIM_unique) | 
| 21164 | 794 | |
| 56381 
0556204bc230
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changeset | 795 | lemma DERIV_setsum[derivative_intros]: | 
| 56181 
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changeset | 796 | "(\<And> n. n \<in> S \<Longrightarrow> ((\<lambda>x. f x n) has_field_derivative (f' x n)) F) \<Longrightarrow> | 
| 
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changeset | 797 | ((\<lambda>x. setsum (f x) S) has_field_derivative setsum (f' x) S) F" | 
| 
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changeset | 798 | by (rule has_derivative_imp_has_field_derivative[OF has_derivative_setsum]) | 
| 
2aa0b19e74f3
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 hoelzl parents: 
55970diff
changeset | 799 | (auto simp: setsum_right_distrib mult_commute_abs dest: has_field_derivative_imp_has_derivative) | 
| 51642 
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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changeset | 800 | |
| 56381 
0556204bc230
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changeset | 801 | lemma DERIV_inverse'[derivative_intros]: | 
| 59867 
58043346ca64
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changeset | 802 | assumes "(f has_field_derivative D) (at x within s)" | 
| 
58043346ca64
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changeset | 803 | and "f x \<noteq> 0" | 
| 
58043346ca64
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changeset | 804 | shows "((\<lambda>x. inverse (f x)) has_field_derivative - (inverse (f x) * D * inverse (f x))) (at x within s)" | 
| 
58043346ca64
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59862diff
changeset | 805 | proof - | 
| 
58043346ca64
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59862diff
changeset | 806 | have "(f has_derivative (\<lambda>x. x * D)) = (f has_derivative op * D)" | 
| 
58043346ca64
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 haftmann parents: 
59862diff
changeset | 807 | by (rule arg_cong [of "\<lambda>x. x * D"]) (simp add: fun_eq_iff) | 
| 
58043346ca64
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 haftmann parents: 
59862diff
changeset | 808 | with assms have "(f has_derivative (\<lambda>x. x * D)) (at x within s)" | 
| 
58043346ca64
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 haftmann parents: 
59862diff
changeset | 809 | by (auto dest!: has_field_derivative_imp_has_derivative) | 
| 60758 | 810 | then show ?thesis using \<open>f x \<noteq> 0\<close> | 
| 59867 
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 haftmann parents: 
59862diff
changeset | 811 | by (auto intro: has_derivative_imp_has_field_derivative has_derivative_inverse) | 
| 
58043346ca64
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 haftmann parents: 
59862diff
changeset | 812 | qed | 
| 51642 
400ec5ae7f8f
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 hoelzl parents: 
51641diff
changeset | 813 | |
| 61799 | 814 | text \<open>Power of \<open>-1\<close>\<close> | 
| 51642 
400ec5ae7f8f
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 hoelzl parents: 
51641diff
changeset | 815 | |
| 
400ec5ae7f8f
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 hoelzl parents: 
51641diff
changeset | 816 | lemma DERIV_inverse: | 
| 56181 
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 hoelzl parents: 
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changeset | 817 | "x \<noteq> 0 \<Longrightarrow> ((\<lambda>x. inverse(x)) has_field_derivative - (inverse x ^ Suc (Suc 0))) (at x within s)" | 
| 51642 
400ec5ae7f8f
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 hoelzl parents: 
51641diff
changeset | 818 | by (drule DERIV_inverse' [OF DERIV_ident]) simp | 
| 
400ec5ae7f8f
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 hoelzl parents: 
51641diff
changeset | 819 | |
| 60758 | 820 | text \<open>Derivative of inverse\<close> | 
| 51642 
400ec5ae7f8f
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 hoelzl parents: 
51641diff
changeset | 821 | |
| 
400ec5ae7f8f
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 hoelzl parents: 
51641diff
changeset | 822 | lemma DERIV_inverse_fun: | 
| 56181 
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 hoelzl parents: 
55970diff
changeset | 823 | "(f has_field_derivative d) (at x within s) \<Longrightarrow> f x \<noteq> 0 \<Longrightarrow> | 
| 
2aa0b19e74f3
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 hoelzl parents: 
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changeset | 824 | ((\<lambda>x. inverse (f x)) has_field_derivative (- (d * inverse(f x ^ Suc (Suc 0))))) (at x within s)" | 
| 57514 
bdc2c6b40bf2
prefer ac_simps collections over separate name bindings for add and mult
 haftmann parents: 
57512diff
changeset | 825 | by (drule (1) DERIV_inverse') (simp add: ac_simps nonzero_inverse_mult_distrib) | 
| 51642 
400ec5ae7f8f
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 hoelzl parents: 
51641diff
changeset | 826 | |
| 60758 | 827 | text \<open>Derivative of quotient\<close> | 
| 51642 
400ec5ae7f8f
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 hoelzl parents: 
51641diff
changeset | 828 | |
| 56381 
0556204bc230
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 hoelzl parents: 
56371diff
changeset | 829 | lemma DERIV_divide[derivative_intros]: | 
| 56181 
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changeset | 830 | "(f has_field_derivative D) (at x within s) \<Longrightarrow> | 
| 
2aa0b19e74f3
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 hoelzl parents: 
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changeset | 831 | (g has_field_derivative E) (at x within s) \<Longrightarrow> g x \<noteq> 0 \<Longrightarrow> | 
| 
2aa0b19e74f3
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 hoelzl parents: 
55970diff
changeset | 832 | ((\<lambda>x. f x / g x) has_field_derivative (D * g x - f x * E) / (g x * g x)) (at x within s)" | 
| 
2aa0b19e74f3
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 hoelzl parents: 
55970diff
changeset | 833 | by (rule has_derivative_imp_has_field_derivative[OF has_derivative_divide]) | 
| 56480 
093ea91498e6
field_simps: better support for negation and division, and power
 hoelzl parents: 
56479diff
changeset | 834 | (auto dest: has_field_derivative_imp_has_derivative simp: field_simps) | 
| 51642 
400ec5ae7f8f
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 hoelzl parents: 
51641diff
changeset | 835 | |
| 
400ec5ae7f8f
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 hoelzl parents: 
51641diff
changeset | 836 | lemma DERIV_quotient: | 
| 56181 
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 hoelzl parents: 
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changeset | 837 | "(f has_field_derivative d) (at x within s) \<Longrightarrow> | 
| 
2aa0b19e74f3
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 hoelzl parents: 
55970diff
changeset | 838 | (g has_field_derivative e) (at x within s)\<Longrightarrow> g x \<noteq> 0 \<Longrightarrow> | 
| 
2aa0b19e74f3
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 hoelzl parents: 
55970diff
changeset | 839 | ((\<lambda>y. f y / g y) has_field_derivative (d * g x - (e * f x)) / (g x ^ Suc (Suc 0))) (at x within s)" | 
| 57512 
cc97b347b301
reduced name variants for assoc and commute on plus and mult
 haftmann parents: 
57418diff
changeset | 840 | by (drule (2) DERIV_divide) (simp add: mult.commute) | 
| 51642 
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
 hoelzl parents: 
51641diff
changeset | 841 | |
| 
400ec5ae7f8f
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 hoelzl parents: 
51641diff
changeset | 842 | lemma DERIV_power_Suc: | 
| 56181 
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changeset | 843 | "(f has_field_derivative D) (at x within s) \<Longrightarrow> | 
| 
2aa0b19e74f3
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 hoelzl parents: 
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changeset | 844 | ((\<lambda>x. f x ^ Suc n) has_field_derivative (1 + of_nat n) * (D * f x ^ n)) (at x within s)" | 
| 
2aa0b19e74f3
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 hoelzl parents: 
55970diff
changeset | 845 | by (rule has_derivative_imp_has_field_derivative[OF has_derivative_power]) | 
| 
2aa0b19e74f3
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 hoelzl parents: 
55970diff
changeset | 846 | (auto simp: has_field_derivative_def) | 
| 51642 
400ec5ae7f8f
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 hoelzl parents: 
51641diff
changeset | 847 | |
| 56381 
0556204bc230
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 hoelzl parents: 
56371diff
changeset | 848 | lemma DERIV_power[derivative_intros]: | 
| 56181 
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 hoelzl parents: 
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changeset | 849 | "(f has_field_derivative D) (at x within s) \<Longrightarrow> | 
| 
2aa0b19e74f3
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 hoelzl parents: 
55970diff
changeset | 850 | ((\<lambda>x. f x ^ n) has_field_derivative of_nat n * (D * f x ^ (n - Suc 0))) (at x within s)" | 
| 
2aa0b19e74f3
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 hoelzl parents: 
55970diff
changeset | 851 | by (rule has_derivative_imp_has_field_derivative[OF has_derivative_power]) | 
| 
2aa0b19e74f3
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 hoelzl parents: 
55970diff
changeset | 852 | (auto simp: has_field_derivative_def) | 
| 31880 | 853 | |
| 56181 
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changeset | 854 | lemma DERIV_pow: "((\<lambda>x. x ^ n) has_field_derivative real n * (x ^ (n - Suc 0))) (at x within s)" | 
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changeset | 855 | using DERIV_power [OF DERIV_ident] by simp | 
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changeset | 856 | |
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changeset | 857 | lemma DERIV_chain': "(f has_field_derivative D) (at x within s) \<Longrightarrow> DERIV g (f x) :> E \<Longrightarrow> | 
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changeset | 858 | ((\<lambda>x. g (f x)) has_field_derivative E * D) (at x within s)" | 
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changeset | 859 | using has_derivative_compose[of f "op * D" x s g "op * E"] | 
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changeset | 860 | unfolding has_field_derivative_def mult_commute_abs ac_simps . | 
| 51642 
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changeset | 861 | |
| 56181 
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changeset | 862 | corollary DERIV_chain2: "DERIV f (g x) :> Da \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow> | 
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changeset | 863 | ((\<lambda>x. f (g x)) has_field_derivative Da * Db) (at x within s)" | 
| 55967 | 864 | by (rule DERIV_chain') | 
| 865 | ||
| 60758 | 866 | text \<open>Standard version\<close> | 
| 51642 
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changeset | 867 | |
| 56181 
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changeset | 868 | lemma DERIV_chain: | 
| 
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changeset | 869 | "DERIV f (g x) :> Da \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow> | 
| 
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changeset | 870 | (f o g has_field_derivative Da * Db) (at x within s)" | 
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changeset | 871 | by (drule (1) DERIV_chain', simp add: o_def mult.commute) | 
| 51642 
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changeset | 872 | |
| 55967 | 873 | lemma DERIV_image_chain: | 
| 56181 
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changeset | 874 | "(f has_field_derivative Da) (at (g x) within (g ` s)) \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow> | 
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changeset | 875 | (f o g has_field_derivative Da * Db) (at x within s)" | 
| 
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changeset | 876 | using has_derivative_in_compose [of g "op * Db" x s f "op * Da "] | 
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changeset | 877 | by (simp add: has_field_derivative_def o_def mult_commute_abs ac_simps) | 
| 55967 | 878 | |
| 879 | (*These two are from HOL Light: HAS_COMPLEX_DERIVATIVE_CHAIN*) | |
| 880 | lemma DERIV_chain_s: | |
| 881 | assumes "(\<And>x. x \<in> s \<Longrightarrow> DERIV g x :> g'(x))" | |
| 882 | and "DERIV f x :> f'" | |
| 883 | and "f x \<in> s" | |
| 884 | shows "DERIV (\<lambda>x. g(f x)) x :> f' * g'(f x)" | |
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changeset | 885 | by (metis (full_types) DERIV_chain' mult.commute assms) | 
| 55967 | 886 | |
| 887 | lemma DERIV_chain3: (*HAS_COMPLEX_DERIVATIVE_CHAIN_UNIV*) | |
| 888 | assumes "(\<And>x. DERIV g x :> g'(x))" | |
| 889 | and "DERIV f x :> f'" | |
| 890 | shows "DERIV (\<lambda>x. g(f x)) x :> f' * g'(f x)" | |
| 891 | by (metis UNIV_I DERIV_chain_s [of UNIV] assms) | |
| 892 | ||
| 60758 | 893 | text\<open>Alternative definition for differentiability\<close> | 
| 21164 | 894 | |
| 895 | lemma DERIV_LIM_iff: | |
| 31338 
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changeset | 896 |   fixes f :: "'a::{real_normed_vector,inverse} \<Rightarrow> 'a" shows
 | 
| 61976 | 897 | "((%h. (f(a + h) - f(a)) / h) \<midarrow>0\<rightarrow> D) = | 
| 898 | ((%x. (f(x)-f(a)) / (x-a)) \<midarrow>a\<rightarrow> D)" | |
| 21164 | 899 | apply (rule iffI) | 
| 900 | apply (drule_tac k="- a" in LIM_offset) | |
| 54230 
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changeset | 901 | apply simp | 
| 21164 | 902 | apply (drule_tac k="a" in LIM_offset) | 
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changeset | 903 | apply (simp add: add.commute) | 
| 21164 | 904 | done | 
| 905 | ||
| 63079 | 906 | lemmas DERIV_iff2 = has_field_derivative_iff | 
| 907 | ||
| 908 | lemma has_field_derivative_cong_ev: | |
| 909 | assumes "x = y" | |
| 910 | and *: "eventually (\<lambda>x. x \<in> s \<longrightarrow> f x = g x) (nhds x)" | |
| 911 | and "u = v" "s = t" "x \<in> s" | |
| 912 | shows "(f has_field_derivative u) (at x within s) = (g has_field_derivative v) (at y within t)" | |
| 913 | unfolding DERIV_iff2 | |
| 914 | proof (rule filterlim_cong) | |
| 915 | from assms have "f y = g y" by (auto simp: eventually_nhds) | |
| 916 | with * show "\<forall>\<^sub>F xa in at x within s. (f xa - f x) / (xa - x) = (g xa - g y) / (xa - y)" | |
| 917 | unfolding eventually_at_filter | |
| 918 | by eventually_elim (auto simp: assms \<open>f y = g y\<close>) | |
| 919 | qed (simp_all add: assms) | |
| 21164 | 920 | |
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changeset | 921 | lemma DERIV_cong_ev: "x = y \<Longrightarrow> eventually (\<lambda>x. f x = g x) (nhds x) \<Longrightarrow> u = v \<Longrightarrow> | 
| 
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changeset | 922 | DERIV f x :> u \<longleftrightarrow> DERIV g y :> v" | 
| 63079 | 923 | by (rule has_field_derivative_cong_ev) simp_all | 
| 21164 | 924 | |
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changeset | 925 | lemma DERIV_shift: | 
| 63079 | 926 | "(f has_field_derivative y) (at (x + z)) = ((\<lambda>x. f (x + z)) has_field_derivative y) (at x)" | 
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changeset | 927 | by (simp add: DERIV_def field_simps) | 
| 21164 | 928 | |
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changeset | 929 | lemma DERIV_mirror: | 
| 
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changeset | 930 | "(DERIV f (- x) :> y) \<longleftrightarrow> (DERIV (\<lambda>x. f (- x::real) :: real) x :> - y)" | 
| 56479 
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changeset | 931 | by (simp add: DERIV_def filterlim_at_split filterlim_at_left_to_right | 
| 51642 
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changeset | 932 | tendsto_minus_cancel_left field_simps conj_commute) | 
| 21164 | 933 | |
| 60758 | 934 | text \<open>Caratheodory formulation of derivative at a point\<close> | 
| 21164 | 935 | |
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changeset | 936 | lemma CARAT_DERIV: (*FIXME: SUPERSEDED BY THE ONE IN Deriv.thy. But still used by NSA/HDeriv.thy*) | 
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changeset | 937 | "(DERIV f x :> l) \<longleftrightarrow> (\<exists>g. (\<forall>z. f z - f x = g z * (z - x)) \<and> isCont g x \<and> g x = l)" | 
| 21164 | 938 | (is "?lhs = ?rhs") | 
| 939 | proof | |
| 940 | assume der: "DERIV f x :> l" | |
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changeset | 941 | show "\<exists>g. (\<forall>z. f z - f x = g z * (z-x)) \<and> isCont g x \<and> g x = l" | 
| 21164 | 942 | proof (intro exI conjI) | 
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changeset | 943 | let ?g = "(%z. if z = x then l else (f z - f x) / (z-x))" | 
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changeset | 944 | show "\<forall>z. f z - f x = ?g z * (z-x)" by simp | 
| 21164 | 945 | show "isCont ?g x" using der | 
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changeset | 946 | by (simp add: isCont_iff DERIV_def cong: LIM_equal [rule_format]) | 
| 21164 | 947 | show "?g x = l" by simp | 
| 948 | qed | |
| 949 | next | |
| 950 | assume "?rhs" | |
| 951 | then obtain g where | |
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changeset | 952 | "(\<forall>z. f z - f x = g z * (z-x))" and "isCont g x" and "g x = l" by blast | 
| 21164 | 953 | thus "(DERIV f x :> l)" | 
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changeset | 954 | by (auto simp add: isCont_iff DERIV_def cong: LIM_cong) | 
| 21164 | 955 | qed | 
| 956 | ||
| 957 | ||
| 60758 | 958 | subsection \<open>Local extrema\<close> | 
| 29975 | 959 | |
| 60758 | 960 | text\<open>If @{term "0 < f'(x)"} then @{term x} is Locally Strictly Increasing At The Right\<close>
 | 
| 21164 | 961 | |
| 63079 | 962 | lemma has_real_derivative_pos_inc_right: | 
| 963 | fixes f :: "real => real" | |
| 964 | assumes der: "(f has_real_derivative l) (at x within S)" | |
| 965 | and l: "0 < l" | |
| 966 | shows "\<exists>d > 0. \<forall>h > 0. x + h \<in> S \<longrightarrow> h < d \<longrightarrow> f x < f (x + h)" | |
| 967 | using assms | |
| 968 | proof - | |
| 969 | from der [THEN has_field_derivativeD, THEN tendstoD, OF l, unfolded eventually_at] | |
| 970 | obtain s where s: "0 < s" | |
| 971 | and all: "\<And>xa. xa\<in>S \<Longrightarrow> xa \<noteq> x \<and> dist xa x < s \<longrightarrow> abs ((f xa - f x) / (xa - x) - l) < l" | |
| 972 | by (auto simp: dist_real_def) | |
| 973 | then show ?thesis | |
| 974 | proof (intro exI conjI strip) | |
| 975 | show "0<s" using s . | |
| 976 | fix h::real | |
| 977 | assume "0 < h" "h < s" "x + h \<in> S" | |
| 978 | with all [of "x + h"] show "f x < f (x+h)" | |
| 979 | proof (simp add: abs_if dist_real_def pos_less_divide_eq split: if_split_asm) | |
| 980 | assume "\<not> (f (x+h) - f x) / h < l" and h: "0 < h" | |
| 981 | with l | |
| 982 | have "0 < (f (x+h) - f x) / h" by arith | |
| 983 | thus "f x < f (x+h)" | |
| 984 | by (simp add: pos_less_divide_eq h) | |
| 985 | qed | |
| 986 | qed | |
| 987 | qed | |
| 988 | ||
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changeset | 989 | lemma DERIV_pos_inc_right: | 
| 21164 | 990 | fixes f :: "real => real" | 
| 991 | assumes der: "DERIV f x :> l" | |
| 992 | and l: "0 < l" | |
| 993 | shows "\<exists>d > 0. \<forall>h > 0. h < d --> f(x) < f(x + h)" | |
| 63079 | 994 | using has_real_derivative_pos_inc_right[OF assms] | 
| 995 | by auto | |
| 996 | ||
| 997 | lemma has_real_derivative_neg_dec_left: | |
| 998 | fixes f :: "real => real" | |
| 999 | assumes der: "(f has_real_derivative l) (at x within S)" | |
| 1000 | and "l < 0" | |
| 1001 | shows "\<exists>d > 0. \<forall>h > 0. x - h \<in> S \<longrightarrow> h < d \<longrightarrow> f x < f (x - h)" | |
| 21164 | 1002 | proof - | 
| 63079 | 1003 | from \<open>l < 0\<close> have l: "- l > 0" by simp | 
| 1004 | from der [THEN has_field_derivativeD, THEN tendstoD, OF l, unfolded eventually_at] | |
| 1005 | obtain s where s: "0 < s" | |
| 1006 | and all: "\<And>xa. xa\<in>S \<Longrightarrow> xa \<noteq> x \<and> dist xa x < s \<longrightarrow> abs ((f xa - f x) / (xa - x) - l) < - l" | |
| 1007 | by (auto simp: dist_real_def) | |
| 21164 | 1008 | thus ?thesis | 
| 1009 | proof (intro exI conjI strip) | |
| 23441 | 1010 | show "0<s" using s . | 
| 21164 | 1011 | fix h::real | 
| 63079 | 1012 | assume "0 < h" "h < s" "x - h \<in> S" | 
| 1013 | with all [of "x - h"] show "f x < f (x-h)" | |
| 1014 | proof (simp add: abs_if pos_less_divide_eq dist_real_def split add: if_split_asm) | |
| 1015 | assume " - ((f (x-h) - f x) / h) < l" and h: "0 < h" | |
| 21164 | 1016 | with l | 
| 63079 | 1017 | have "0 < (f (x-h) - f x) / h" by arith | 
| 1018 | thus "f x < f (x-h)" | |
| 1019 | by (simp add: pos_less_divide_eq h) | |
| 21164 | 1020 | qed | 
| 1021 | qed | |
| 1022 | qed | |
| 1023 | ||
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changeset | 1024 | lemma DERIV_neg_dec_left: | 
| 21164 | 1025 | fixes f :: "real => real" | 
| 1026 | assumes der: "DERIV f x :> l" | |
| 1027 | and l: "l < 0" | |
| 1028 | shows "\<exists>d > 0. \<forall>h > 0. h < d --> f(x) < f(x-h)" | |
| 63079 | 1029 | using has_real_derivative_neg_dec_left[OF assms] | 
| 1030 | by auto | |
| 1031 | ||
| 1032 | lemma has_real_derivative_pos_inc_left: | |
| 1033 | fixes f :: "real => real" | |
| 1034 | shows "(f has_real_derivative l) (at x within S) \<Longrightarrow> 0 < l \<Longrightarrow> \<exists>d>0. \<forall>h>0. x - h \<in> S \<longrightarrow> h < d \<longrightarrow> f (x - h) < f x" | |
| 1035 | by (rule has_real_derivative_neg_dec_left [of "%x. - f x" "-l" x S, simplified]) | |
| 1036 | (auto simp add: DERIV_minus) | |
| 21164 | 1037 | |
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changeset | 1038 | lemma DERIV_pos_inc_left: | 
| 
abf780db30ea
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changeset | 1039 | fixes f :: "real => real" | 
| 
abf780db30ea
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changeset | 1040 | shows "DERIV f x :> l \<Longrightarrow> 0 < l \<Longrightarrow> \<exists>d > 0. \<forall>h > 0. h < d --> f(x - h) < f(x)" | 
| 63079 | 1041 | using has_real_derivative_pos_inc_left | 
| 1042 | by blast | |
| 1043 | ||
| 1044 | lemma has_real_derivative_neg_dec_right: | |
| 1045 | fixes f :: "real => real" | |
| 1046 | shows "(f has_real_derivative l) (at x within S) \<Longrightarrow> l < 0 \<Longrightarrow> \<exists>d > 0. \<forall>h > 0. x + h \<in> S \<longrightarrow> h < d \<longrightarrow> f(x) > f(x + h)" | |
| 1047 | by (rule has_real_derivative_pos_inc_right [of "%x. - f x" "-l" x S, simplified]) | |
| 1048 | (auto simp add: DERIV_minus) | |
| 33654 
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changeset | 1049 | |
| 
abf780db30ea
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changeset | 1050 | lemma DERIV_neg_dec_right: | 
| 
abf780db30ea
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changeset | 1051 | fixes f :: "real => real" | 
| 
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changeset | 1052 | shows "DERIV f x :> l \<Longrightarrow> l < 0 \<Longrightarrow> \<exists>d > 0. \<forall>h > 0. h < d --> f(x) > f(x + h)" | 
| 63079 | 1053 | using has_real_derivative_neg_dec_right by blast | 
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changeset | 1054 | |
| 21164 | 1055 | lemma DERIV_local_max: | 
| 1056 | fixes f :: "real => real" | |
| 1057 | assumes der: "DERIV f x :> l" | |
| 1058 | and d: "0 < d" | |
| 1059 | and le: "\<forall>y. \<bar>x-y\<bar> < d --> f(y) \<le> f(x)" | |
| 1060 | shows "l = 0" | |
| 1061 | proof (cases rule: linorder_cases [of l 0]) | |
| 23441 | 1062 | case equal thus ?thesis . | 
| 21164 | 1063 | next | 
| 1064 | case less | |
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changeset | 1065 | from DERIV_neg_dec_left [OF der less] | 
| 21164 | 1066 | obtain d' where d': "0 < d'" | 
| 1067 | and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x-h)" by blast | |
| 1068 | from real_lbound_gt_zero [OF d d'] | |
| 1069 | obtain e where "0 < e \<and> e < d \<and> e < d'" .. | |
| 1070 | with lt le [THEN spec [where x="x-e"]] | |
| 1071 | show ?thesis by (auto simp add: abs_if) | |
| 1072 | next | |
| 1073 | case greater | |
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changeset | 1074 | from DERIV_pos_inc_right [OF der greater] | 
| 21164 | 1075 | obtain d' where d': "0 < d'" | 
| 1076 | and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x + h)" by blast | |
| 1077 | from real_lbound_gt_zero [OF d d'] | |
| 1078 | obtain e where "0 < e \<and> e < d \<and> e < d'" .. | |
| 1079 | with lt le [THEN spec [where x="x+e"]] | |
| 1080 | show ?thesis by (auto simp add: abs_if) | |
| 1081 | qed | |
| 1082 | ||
| 1083 | ||
| 60758 | 1084 | text\<open>Similar theorem for a local minimum\<close> | 
| 21164 | 1085 | lemma DERIV_local_min: | 
| 1086 | fixes f :: "real => real" | |
| 1087 | shows "[| DERIV f x :> l; 0 < d; \<forall>y. \<bar>x-y\<bar> < d --> f(x) \<le> f(y) |] ==> l = 0" | |
| 1088 | by (drule DERIV_minus [THEN DERIV_local_max], auto) | |
| 1089 | ||
| 1090 | ||
| 60758 | 1091 | text\<open>In particular, if a function is locally flat\<close> | 
| 21164 | 1092 | lemma DERIV_local_const: | 
| 1093 | fixes f :: "real => real" | |
| 1094 | shows "[| DERIV f x :> l; 0 < d; \<forall>y. \<bar>x-y\<bar> < d --> f(x) = f(y) |] ==> l = 0" | |
| 1095 | by (auto dest!: DERIV_local_max) | |
| 1096 | ||
| 29975 | 1097 | |
| 60758 | 1098 | subsection \<open>Rolle's Theorem\<close> | 
| 29975 | 1099 | |
| 60758 | 1100 | text\<open>Lemma about introducing open ball in open interval\<close> | 
| 21164 | 1101 | lemma lemma_interval_lt: | 
| 1102 | "[| a < x; x < b |] | |
| 1103 | ==> \<exists>d::real. 0 < d & (\<forall>y. \<bar>x-y\<bar> < d --> a < y & y < b)" | |
| 27668 | 1104 | |
| 22998 | 1105 | apply (simp add: abs_less_iff) | 
| 21164 | 1106 | apply (insert linorder_linear [of "x-a" "b-x"], safe) | 
| 1107 | apply (rule_tac x = "x-a" in exI) | |
| 1108 | apply (rule_tac [2] x = "b-x" in exI, auto) | |
| 1109 | done | |
| 1110 | ||
| 1111 | lemma lemma_interval: "[| a < x; x < b |] ==> | |
| 1112 | \<exists>d::real. 0 < d & (\<forall>y. \<bar>x-y\<bar> < d --> a \<le> y & y \<le> b)" | |
| 1113 | apply (drule lemma_interval_lt, auto) | |
| 44921 | 1114 | apply force | 
| 21164 | 1115 | done | 
| 1116 | ||
| 60758 | 1117 | text\<open>Rolle's Theorem. | 
| 21164 | 1118 |    If @{term f} is defined and continuous on the closed interval
 | 
| 61799 | 1119 | \<open>[a,b]\<close> and differentiable on the open interval \<open>(a,b)\<close>, | 
| 21164 | 1120 |    and @{term "f(a) = f(b)"},
 | 
| 61799 | 1121 |    then there exists \<open>x0 \<in> (a,b)\<close> such that @{term "f'(x0) = 0"}\<close>
 | 
| 21164 | 1122 | theorem Rolle: | 
| 1123 | assumes lt: "a < b" | |
| 1124 | and eq: "f(a) = f(b)" | |
| 1125 | and con: "\<forall>x. a \<le> x & x \<le> b --> isCont f x" | |
| 56181 
2aa0b19e74f3
unify syntax for has_derivative and differentiable
 hoelzl parents: 
55970diff
changeset | 1126 | and dif [rule_format]: "\<forall>x. a < x & x < b --> f differentiable (at x)" | 
| 21784 
e76faa6e65fd
changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
 huffman parents: 
21404diff
changeset | 1127 | shows "\<exists>z::real. a < z & z < b & DERIV f z :> 0" | 
| 21164 | 1128 | proof - | 
| 1129 | have le: "a \<le> b" using lt by simp | |
| 1130 | from isCont_eq_Ub [OF le con] | |
| 1131 | obtain x where x_max: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f z \<le> f x" | |
| 1132 | and alex: "a \<le> x" and xleb: "x \<le> b" | |
| 1133 | by blast | |
| 1134 | from isCont_eq_Lb [OF le con] | |
| 1135 | obtain x' where x'_min: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f x' \<le> f z" | |
| 1136 | and alex': "a \<le> x'" and x'leb: "x' \<le> b" | |
| 1137 | by blast | |
| 1138 | show ?thesis | |
| 1139 | proof cases | |
| 1140 | assume axb: "a < x & x < b" | |
| 61799 | 1141 |         \<comment>\<open>@{term f} attains its maximum within the interval\<close>
 | 
| 27668 | 1142 | hence ax: "a<x" and xb: "x<b" by arith + | 
| 21164 | 1143 | from lemma_interval [OF ax xb] | 
| 1144 | obtain d where d: "0<d" and bound: "\<forall>y. \<bar>x-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b" | |
| 1145 | by blast | |
| 1146 | hence bound': "\<forall>y. \<bar>x-y\<bar> < d \<longrightarrow> f y \<le> f x" using x_max | |
| 1147 | by blast | |
| 1148 | from differentiableD [OF dif [OF axb]] | |
| 1149 | obtain l where der: "DERIV f x :> l" .. | |
| 1150 | have "l=0" by (rule DERIV_local_max [OF der d bound']) | |
| 61799 | 1151 | \<comment>\<open>the derivative at a local maximum is zero\<close> | 
| 21164 | 1152 | thus ?thesis using ax xb der by auto | 
| 1153 | next | |
| 1154 | assume notaxb: "~ (a < x & x < b)" | |
| 1155 | hence xeqab: "x=a | x=b" using alex xleb by arith | |
| 1156 | hence fb_eq_fx: "f b = f x" by (auto simp add: eq) | |
| 1157 | show ?thesis | |
| 1158 | proof cases | |
| 1159 | assume ax'b: "a < x' & x' < b" | |
| 61799 | 1160 |         \<comment>\<open>@{term f} attains its minimum within the interval\<close>
 | 
| 27668 | 1161 | hence ax': "a<x'" and x'b: "x'<b" by arith+ | 
| 21164 | 1162 | from lemma_interval [OF ax' x'b] | 
| 1163 | obtain d where d: "0<d" and bound: "\<forall>y. \<bar>x'-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b" | |
| 1164 | by blast | |
| 1165 | hence bound': "\<forall>y. \<bar>x'-y\<bar> < d \<longrightarrow> f x' \<le> f y" using x'_min | |
| 1166 | by blast | |
| 1167 | from differentiableD [OF dif [OF ax'b]] | |
| 1168 | obtain l where der: "DERIV f x' :> l" .. | |
| 1169 | have "l=0" by (rule DERIV_local_min [OF der d bound']) | |
| 61799 | 1170 | \<comment>\<open>the derivative at a local minimum is zero\<close> | 
| 21164 | 1171 | thus ?thesis using ax' x'b der by auto | 
| 1172 | next | |
| 1173 | assume notax'b: "~ (a < x' & x' < b)" | |
| 61799 | 1174 |         \<comment>\<open>@{term f} is constant througout the interval\<close>
 | 
| 21164 | 1175 | hence x'eqab: "x'=a | x'=b" using alex' x'leb by arith | 
| 1176 | hence fb_eq_fx': "f b = f x'" by (auto simp add: eq) | |
| 1177 | from dense [OF lt] | |
| 1178 | obtain r where ar: "a < r" and rb: "r < b" by blast | |
| 1179 | from lemma_interval [OF ar rb] | |
| 1180 | obtain d where d: "0<d" and bound: "\<forall>y. \<bar>r-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b" | |
| 1181 | by blast | |
| 1182 | have eq_fb: "\<forall>z. a \<le> z --> z \<le> b --> f z = f b" | |
| 1183 | proof (clarify) | |
| 1184 | fix z::real | |
| 1185 | assume az: "a \<le> z" and zb: "z \<le> b" | |
| 1186 | show "f z = f b" | |
| 1187 | proof (rule order_antisym) | |
| 1188 | show "f z \<le> f b" by (simp add: fb_eq_fx x_max az zb) | |
| 1189 | show "f b \<le> f z" by (simp add: fb_eq_fx' x'_min az zb) | |
| 1190 | qed | |
| 1191 | qed | |
| 1192 | have bound': "\<forall>y. \<bar>r-y\<bar> < d \<longrightarrow> f r = f y" | |
| 1193 | proof (intro strip) | |
| 1194 | fix y::real | |
| 1195 | assume lt: "\<bar>r-y\<bar> < d" | |
| 1196 | hence "f y = f b" by (simp add: eq_fb bound) | |
| 1197 | thus "f r = f y" by (simp add: eq_fb ar rb order_less_imp_le) | |
| 1198 | qed | |
| 1199 | from differentiableD [OF dif [OF conjI [OF ar rb]]] | |
| 1200 | obtain l where der: "DERIV f r :> l" .. | |
| 1201 | have "l=0" by (rule DERIV_local_const [OF der d bound']) | |
| 61799 | 1202 | \<comment>\<open>the derivative of a constant function is zero\<close> | 
| 21164 | 1203 | thus ?thesis using ar rb der by auto | 
| 1204 | qed | |
| 1205 | qed | |
| 1206 | qed | |
| 1207 | ||
| 1208 | ||
| 60758 | 1209 | subsection\<open>Mean Value Theorem\<close> | 
| 21164 | 1210 | |
| 1211 | lemma lemma_MVT: | |
| 1212 | "f a - (f b - f a)/(b-a) * a = f b - (f b - f a)/(b-a) * (b::real)" | |
| 51481 
ef949192e5d6
move continuous_on_inv to HOL image (simplifies isCont_inverse_function)
 hoelzl parents: 
51480diff
changeset | 1213 | by (cases "a = b") (simp_all add: field_simps) | 
| 21164 | 1214 | |
| 1215 | theorem MVT: | |
| 1216 | assumes lt: "a < b" | |
| 1217 | and con: "\<forall>x. a \<le> x & x \<le> b --> isCont f x" | |
| 56181 
2aa0b19e74f3
unify syntax for has_derivative and differentiable
 hoelzl parents: 
55970diff
changeset | 1218 | and dif [rule_format]: "\<forall>x. a < x & x < b --> f differentiable (at x)" | 
| 21784 
e76faa6e65fd
changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
 huffman parents: 
21404diff
changeset | 1219 | shows "\<exists>l z::real. a < z & z < b & DERIV f z :> l & | 
| 21164 | 1220 | (f(b) - f(a) = (b-a) * l)" | 
| 1221 | proof - | |
| 1222 | let ?F = "%x. f x - ((f b - f a) / (b-a)) * x" | |
| 44233 | 1223 | have contF: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?F x" | 
| 56371 
fb9ae0727548
extend continuous_intros; remove continuous_on_intros and isCont_intros
 hoelzl parents: 
56369diff
changeset | 1224 | using con by (fast intro: continuous_intros) | 
| 56181 
2aa0b19e74f3
unify syntax for has_derivative and differentiable
 hoelzl parents: 
55970diff
changeset | 1225 | have difF: "\<forall>x. a < x \<and> x < b \<longrightarrow> ?F differentiable (at x)" | 
| 21164 | 1226 | proof (clarify) | 
| 1227 | fix x::real | |
| 1228 | assume ax: "a < x" and xb: "x < b" | |
| 1229 | from differentiableD [OF dif [OF conjI [OF ax xb]]] | |
| 1230 | obtain l where der: "DERIV f x :> l" .. | |
| 56181 
2aa0b19e74f3
unify syntax for has_derivative and differentiable
 hoelzl parents: 
55970diff
changeset | 1231 | show "?F differentiable (at x)" | 
| 21164 | 1232 | by (rule differentiableI [where D = "l - (f b - f a)/(b-a)"], | 
| 1233 | blast intro: DERIV_diff DERIV_cmult_Id der) | |
| 1234 | qed | |
| 1235 | from Rolle [where f = ?F, OF lt lemma_MVT contF difF] | |
| 1236 | obtain z where az: "a < z" and zb: "z < b" and der: "DERIV ?F z :> 0" | |
| 1237 | by blast | |
| 1238 | have "DERIV (%x. ((f b - f a)/(b-a)) * x) z :> (f b - f a)/(b-a)" | |
| 1239 | by (rule DERIV_cmult_Id) | |
| 1240 | hence derF: "DERIV (\<lambda>x. ?F x + (f b - f a) / (b - a) * x) z | |
| 1241 | :> 0 + (f b - f a) / (b - a)" | |
| 1242 | by (rule DERIV_add [OF der]) | |
| 1243 | show ?thesis | |
| 1244 | proof (intro exI conjI) | |
| 23441 | 1245 | show "a < z" using az . | 
| 1246 | show "z < b" using zb . | |
| 21164 | 1247 | show "f b - f a = (b - a) * ((f b - f a)/(b-a))" by (simp) | 
| 1248 | show "DERIV f z :> ((f b - f a)/(b-a))" using derF by simp | |
| 1249 | qed | |
| 1250 | qed | |
| 1251 | ||
| 29803 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1252 | lemma MVT2: | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1253 | "[| a < b; \<forall>x. a \<le> x & x \<le> b --> DERIV f x :> f'(x) |] | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1254 | ==> \<exists>z::real. a < z & z < b & (f b - f a = (b - a) * f'(z))" | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1255 | apply (drule MVT) | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1256 | apply (blast intro: DERIV_isCont) | 
| 56181 
2aa0b19e74f3
unify syntax for has_derivative and differentiable
 hoelzl parents: 
55970diff
changeset | 1257 | apply (force dest: order_less_imp_le simp add: real_differentiable_def) | 
| 29803 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1258 | apply (blast dest: DERIV_unique order_less_imp_le) | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1259 | done | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1260 | |
| 21164 | 1261 | |
| 60758 | 1262 | text\<open>A function is constant if its derivative is 0 over an interval.\<close> | 
| 21164 | 1263 | |
| 1264 | lemma DERIV_isconst_end: | |
| 1265 | fixes f :: "real => real" | |
| 1266 | shows "[| a < b; | |
| 1267 | \<forall>x. a \<le> x & x \<le> b --> isCont f x; | |
| 1268 | \<forall>x. a < x & x < b --> DERIV f x :> 0 |] | |
| 1269 | ==> f b = f a" | |
| 1270 | apply (drule MVT, assumption) | |
| 1271 | apply (blast intro: differentiableI) | |
| 1272 | apply (auto dest!: DERIV_unique simp add: diff_eq_eq) | |
| 1273 | done | |
| 1274 | ||
| 1275 | lemma DERIV_isconst1: | |
| 1276 | fixes f :: "real => real" | |
| 1277 | shows "[| a < b; | |
| 1278 | \<forall>x. a \<le> x & x \<le> b --> isCont f x; | |
| 1279 | \<forall>x. a < x & x < b --> DERIV f x :> 0 |] | |
| 1280 | ==> \<forall>x. a \<le> x & x \<le> b --> f x = f a" | |
| 1281 | apply safe | |
| 1282 | apply (drule_tac x = a in order_le_imp_less_or_eq, safe) | |
| 1283 | apply (drule_tac b = x in DERIV_isconst_end, auto) | |
| 1284 | done | |
| 1285 | ||
| 1286 | lemma DERIV_isconst2: | |
| 1287 | fixes f :: "real => real" | |
| 1288 | shows "[| a < b; | |
| 1289 | \<forall>x. a \<le> x & x \<le> b --> isCont f x; | |
| 1290 | \<forall>x. a < x & x < b --> DERIV f x :> 0; | |
| 1291 | a \<le> x; x \<le> b |] | |
| 1292 | ==> f x = f a" | |
| 1293 | apply (blast dest: DERIV_isconst1) | |
| 1294 | done | |
| 1295 | ||
| 29803 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1296 | lemma DERIV_isconst3: fixes a b x y :: real | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1297 |   assumes "a < b" and "x \<in> {a <..< b}" and "y \<in> {a <..< b}"
 | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1298 |   assumes derivable: "\<And>x. x \<in> {a <..< b} \<Longrightarrow> DERIV f x :> 0"
 | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1299 | shows "f x = f y" | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1300 | proof (cases "x = y") | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1301 | case False | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1302 | let ?a = "min x y" | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1303 | let ?b = "max x y" | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1304 | |
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1305 | have "\<forall>z. ?a \<le> z \<and> z \<le> ?b \<longrightarrow> DERIV f z :> 0" | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1306 | proof (rule allI, rule impI) | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1307 | fix z :: real assume "?a \<le> z \<and> z \<le> ?b" | 
| 60758 | 1308 |     hence "a < z" and "z < b" using \<open>x \<in> {a <..< b}\<close> and \<open>y \<in> {a <..< b}\<close> by auto
 | 
| 29803 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1309 |     hence "z \<in> {a<..<b}" by auto
 | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1310 | thus "DERIV f z :> 0" by (rule derivable) | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1311 | qed | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1312 | hence isCont: "\<forall>z. ?a \<le> z \<and> z \<le> ?b \<longrightarrow> isCont f z" | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1313 | and DERIV: "\<forall>z. ?a < z \<and> z < ?b \<longrightarrow> DERIV f z :> 0" using DERIV_isCont by auto | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1314 | |
| 60758 | 1315 | have "?a < ?b" using \<open>x \<noteq> y\<close> by auto | 
| 29803 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1316 | from DERIV_isconst2[OF this isCont DERIV, of x] and DERIV_isconst2[OF this isCont DERIV, of y] | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1317 | show ?thesis by auto | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1318 | qed auto | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1319 | |
| 21164 | 1320 | lemma DERIV_isconst_all: | 
| 1321 | fixes f :: "real => real" | |
| 1322 | shows "\<forall>x. DERIV f x :> 0 ==> f(x) = f(y)" | |
| 1323 | apply (rule linorder_cases [of x y]) | |
| 1324 | apply (blast intro: sym DERIV_isCont DERIV_isconst_end)+ | |
| 1325 | done | |
| 1326 | ||
| 1327 | lemma DERIV_const_ratio_const: | |
| 21784 
e76faa6e65fd
changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
 huffman parents: 
21404diff
changeset | 1328 | fixes f :: "real => real" | 
| 
e76faa6e65fd
changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
 huffman parents: 
21404diff
changeset | 1329 | shows "[|a \<noteq> b; \<forall>x. DERIV f x :> k |] ==> (f(b) - f(a)) = (b-a) * k" | 
| 21164 | 1330 | apply (rule linorder_cases [of a b], auto) | 
| 1331 | apply (drule_tac [!] f = f in MVT) | |
| 56181 
2aa0b19e74f3
unify syntax for has_derivative and differentiable
 hoelzl parents: 
55970diff
changeset | 1332 | apply (auto dest: DERIV_isCont DERIV_unique simp add: real_differentiable_def) | 
| 54230 
b1d955791529
more simplification rules on unary and binary minus
 haftmann parents: 
53381diff
changeset | 1333 | apply (auto dest: DERIV_unique simp add: ring_distribs) | 
| 21164 | 1334 | done | 
| 1335 | ||
| 1336 | lemma DERIV_const_ratio_const2: | |
| 21784 
e76faa6e65fd
changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
 huffman parents: 
21404diff
changeset | 1337 | fixes f :: "real => real" | 
| 
e76faa6e65fd
changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
 huffman parents: 
21404diff
changeset | 1338 | shows "[|a \<noteq> b; \<forall>x. DERIV f x :> k |] ==> (f(b) - f(a))/(b-a) = k" | 
| 56217 
dc429a5b13c4
Some rationalisation of basic lemmas
 paulson <lp15@cam.ac.uk> parents: 
56182diff
changeset | 1339 | apply (rule_tac c1 = "b-a" in mult_right_cancel [THEN iffD1]) | 
| 57512 
cc97b347b301
reduced name variants for assoc and commute on plus and mult
 haftmann parents: 
57418diff
changeset | 1340 | apply (auto dest!: DERIV_const_ratio_const simp add: mult.assoc) | 
| 21164 | 1341 | done | 
| 1342 | ||
| 1343 | lemma real_average_minus_first [simp]: "((a + b) /2 - a) = (b-a)/(2::real)" | |
| 1344 | by (simp) | |
| 1345 | ||
| 1346 | lemma real_average_minus_second [simp]: "((b + a)/2 - a) = (b-a)/(2::real)" | |
| 1347 | by (simp) | |
| 1348 | ||
| 60758 | 1349 | text\<open>Gallileo's "trick": average velocity = av. of end velocities\<close> | 
| 21164 | 1350 | |
| 1351 | lemma DERIV_const_average: | |
| 1352 | fixes v :: "real => real" | |
| 1353 | assumes neq: "a \<noteq> (b::real)" | |
| 1354 | and der: "\<forall>x. DERIV v x :> k" | |
| 1355 | shows "v ((a + b)/2) = (v a + v b)/2" | |
| 1356 | proof (cases rule: linorder_cases [of a b]) | |
| 1357 | case equal with neq show ?thesis by simp | |
| 1358 | next | |
| 1359 | case less | |
| 1360 | have "(v b - v a) / (b - a) = k" | |
| 1361 | by (rule DERIV_const_ratio_const2 [OF neq der]) | |
| 1362 | hence "(b-a) * ((v b - v a) / (b-a)) = (b-a) * k" by simp | |
| 1363 | moreover have "(v ((a + b) / 2) - v a) / ((a + b) / 2 - a) = k" | |
| 1364 | by (rule DERIV_const_ratio_const2 [OF _ der], simp add: neq) | |
| 1365 | ultimately show ?thesis using neq by force | |
| 1366 | next | |
| 1367 | case greater | |
| 1368 | have "(v b - v a) / (b - a) = k" | |
| 1369 | by (rule DERIV_const_ratio_const2 [OF neq der]) | |
| 1370 | hence "(b-a) * ((v b - v a) / (b-a)) = (b-a) * k" by simp | |
| 1371 | moreover have " (v ((b + a) / 2) - v a) / ((b + a) / 2 - a) = k" | |
| 1372 | by (rule DERIV_const_ratio_const2 [OF _ der], simp add: neq) | |
| 57512 
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changeset | 1373 | ultimately show ?thesis using neq by (force simp add: add.commute) | 
| 21164 | 1374 | qed | 
| 1375 | ||
| 33654 
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changeset | 1376 | (* A function with positive derivative is increasing. | 
| 
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changeset | 1377 | A simple proof using the MVT, by Jeremy Avigad. And variants. | 
| 
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changeset | 1378 | *) | 
| 56261 | 1379 | lemma DERIV_pos_imp_increasing_open: | 
| 33654 
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changeset | 1380 | fixes a::real and b::real and f::"real => real" | 
| 56261 | 1381 | assumes "a < b" and "\<And>x. a < x \<Longrightarrow> x < b \<Longrightarrow> (EX y. DERIV f x :> y & y > 0)" | 
| 1382 | and con: "\<And>x. a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> isCont f x" | |
| 33654 
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changeset | 1383 | shows "f a < f b" | 
| 
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changeset | 1384 | proof (rule ccontr) | 
| 41550 | 1385 | assume f: "~ f a < f b" | 
| 33690 | 1386 | have "EX l z. a < z & z < b & DERIV f z :> l | 
| 33654 
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changeset | 1387 | & f b - f a = (b - a) * l" | 
| 33690 | 1388 | apply (rule MVT) | 
| 56261 | 1389 | using assms Deriv.differentiableI | 
| 1390 | apply force+ | |
| 33690 | 1391 | done | 
| 41550 | 1392 | then obtain l z where z: "a < z" "z < b" "DERIV f z :> l" | 
| 33654 
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changeset | 1393 | and "f b - f a = (b - a) * l" | 
| 
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changeset | 1394 | by auto | 
| 41550 | 1395 | with assms f have "~(l > 0)" | 
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changeset | 1396 | by (metis linorder_not_le mult_le_0_iff diff_le_0_iff_le) | 
| 41550 | 1397 | with assms z show False | 
| 56261 | 1398 | by (metis DERIV_unique) | 
| 33654 
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changeset | 1399 | qed | 
| 
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changeset | 1400 | |
| 56261 | 1401 | lemma DERIV_pos_imp_increasing: | 
| 1402 | fixes a::real and b::real and f::"real => real" | |
| 1403 | assumes "a < b" and "\<forall>x. a \<le> x & x \<le> b --> (EX y. DERIV f x :> y & y > 0)" | |
| 1404 | shows "f a < f b" | |
| 1405 | by (metis DERIV_pos_imp_increasing_open [of a b f] assms DERIV_continuous less_imp_le) | |
| 1406 | ||
| 45791 | 1407 | lemma DERIV_nonneg_imp_nondecreasing: | 
| 33654 
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changeset | 1408 | fixes a::real and b::real and f::"real => real" | 
| 
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changeset | 1409 | assumes "a \<le> b" and | 
| 
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changeset | 1410 | "\<forall>x. a \<le> x & x \<le> b --> (\<exists>y. DERIV f x :> y & y \<ge> 0)" | 
| 
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changeset | 1411 | shows "f a \<le> f b" | 
| 
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changeset | 1412 | proof (rule ccontr, cases "a = b") | 
| 41550 | 1413 | assume "~ f a \<le> f b" and "a = b" | 
| 1414 | then show False by auto | |
| 37891 | 1415 | next | 
| 1416 | assume A: "~ f a \<le> f b" | |
| 1417 | assume B: "a ~= b" | |
| 33654 
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changeset | 1418 | with assms have "EX l z. a < z & z < b & DERIV f z :> l | 
| 
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changeset | 1419 | & f b - f a = (b - a) * l" | 
| 33690 | 1420 | apply - | 
| 1421 | apply (rule MVT) | |
| 1422 | apply auto | |
| 1423 | apply (metis DERIV_isCont) | |
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changeset | 1424 | apply (metis differentiableI less_le) | 
| 33654 
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changeset | 1425 | done | 
| 41550 | 1426 | then obtain l z where z: "a < z" "z < b" "DERIV f z :> l" | 
| 37891 | 1427 | and C: "f b - f a = (b - a) * l" | 
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changeset | 1428 | by auto | 
| 37891 | 1429 | with A have "a < b" "f b < f a" by auto | 
| 1430 | with C have "\<not> l \<ge> 0" by (auto simp add: not_le algebra_simps) | |
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changeset | 1431 | (metis A add_le_cancel_right assms(1) less_eq_real_def mult_right_mono add_left_mono linear order_refl) | 
| 41550 | 1432 | with assms z show False | 
| 33654 
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changeset | 1433 | by (metis DERIV_unique order_less_imp_le) | 
| 
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changeset | 1434 | qed | 
| 
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changeset | 1435 | |
| 56261 | 1436 | lemma DERIV_neg_imp_decreasing_open: | 
| 1437 | fixes a::real and b::real and f::"real => real" | |
| 1438 | assumes "a < b" and "\<And>x. a < x \<Longrightarrow> x < b \<Longrightarrow> (EX y. DERIV f x :> y & y < 0)" | |
| 1439 | and con: "\<And>x. a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> isCont f x" | |
| 1440 | shows "f a > f b" | |
| 1441 | proof - | |
| 1442 | have "(%x. -f x) a < (%x. -f x) b" | |
| 1443 | apply (rule DERIV_pos_imp_increasing_open [of a b "%x. -f x"]) | |
| 1444 | using assms | |
| 1445 | apply auto | |
| 1446 | apply (metis field_differentiable_minus neg_0_less_iff_less) | |
| 1447 | done | |
| 1448 | thus ?thesis | |
| 1449 | by simp | |
| 1450 | qed | |
| 1451 | ||
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changeset | 1452 | lemma DERIV_neg_imp_decreasing: | 
| 
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| 
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changeset | 1454 | assumes "a < b" and | 
| 
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changeset | 1455 | "\<forall>x. a \<le> x & x \<le> b --> (\<exists>y. DERIV f x :> y & y < 0)" | 
| 
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changeset | 1456 | shows "f a > f b" | 
| 56261 | 1457 | by (metis DERIV_neg_imp_decreasing_open [of a b f] assms DERIV_continuous less_imp_le) | 
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changeset | 1458 | |
| 
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changeset | 1459 | lemma DERIV_nonpos_imp_nonincreasing: | 
| 
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| 
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changeset | 1461 | assumes "a \<le> b" and | 
| 
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changeset | 1462 | "\<forall>x. a \<le> x & x \<le> b --> (\<exists>y. DERIV f x :> y & y \<le> 0)" | 
| 
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changeset | 1463 | shows "f a \<ge> f b" | 
| 
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changeset | 1464 | proof - | 
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changeset | 1465 | have "(%x. -f x) a \<le> (%x. -f x) b" | 
| 45791 | 1466 | apply (rule DERIV_nonneg_imp_nondecreasing [of a b "%x. -f x"]) | 
| 33690 | 1467 | using assms | 
| 1468 | apply auto | |
| 33654 
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changeset | 1469 | apply (metis DERIV_minus neg_0_le_iff_le) | 
| 
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changeset | 1470 | done | 
| 
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changeset | 1471 | thus ?thesis | 
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changeset | 1472 | by simp | 
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changeset | 1473 | qed | 
| 21164 | 1474 | |
| 56289 | 1475 | lemma DERIV_pos_imp_increasing_at_bot: | 
| 1476 | fixes f :: "real => real" | |
| 1477 | assumes "\<And>x. x \<le> b \<Longrightarrow> (EX y. DERIV f x :> y & y > 0)" | |
| 61973 | 1478 | and lim: "(f \<longlongrightarrow> flim) at_bot" | 
| 56289 | 1479 | shows "flim < f b" | 
| 1480 | proof - | |
| 1481 | have "flim \<le> f (b - 1)" | |
| 1482 | apply (rule tendsto_ge_const [OF _ lim]) | |
| 1483 | apply (auto simp: trivial_limit_at_bot_linorder eventually_at_bot_linorder) | |
| 1484 | apply (rule_tac x="b - 2" in exI) | |
| 1485 | apply (force intro: order.strict_implies_order DERIV_pos_imp_increasing [where f=f] assms) | |
| 1486 | done | |
| 1487 | also have "... < f b" | |
| 1488 | by (force intro: DERIV_pos_imp_increasing [where f=f] assms) | |
| 1489 | finally show ?thesis . | |
| 1490 | qed | |
| 1491 | ||
| 1492 | lemma DERIV_neg_imp_decreasing_at_top: | |
| 1493 | fixes f :: "real => real" | |
| 1494 | assumes der: "\<And>x. x \<ge> b \<Longrightarrow> (EX y. DERIV f x :> y & y < 0)" | |
| 61973 | 1495 | and lim: "(f \<longlongrightarrow> flim) at_top" | 
| 56289 | 1496 | shows "flim < f b" | 
| 1497 | apply (rule DERIV_pos_imp_increasing_at_bot [where f = "\<lambda>i. f (-i)" and b = "-b", simplified]) | |
| 1498 | apply (metis DERIV_mirror der le_minus_iff neg_0_less_iff_less) | |
| 1499 | apply (metis filterlim_at_top_mirror lim) | |
| 1500 | done | |
| 1501 | ||
| 60758 | 1502 | text \<open>Derivative of inverse function\<close> | 
| 23041 | 1503 | |
| 1504 | lemma DERIV_inverse_function: | |
| 1505 | fixes f g :: "real \<Rightarrow> real" | |
| 1506 | assumes der: "DERIV f (g x) :> D" | |
| 1507 | assumes neq: "D \<noteq> 0" | |
| 23044 | 1508 | assumes a: "a < x" and b: "x < b" | 
| 1509 | assumes inj: "\<forall>y. a < y \<and> y < b \<longrightarrow> f (g y) = y" | |
| 23041 | 1510 | assumes cont: "isCont g x" | 
| 1511 | shows "DERIV g x :> inverse D" | |
| 1512 | unfolding DERIV_iff2 | |
| 23044 | 1513 | proof (rule LIM_equal2) | 
| 1514 | show "0 < min (x - a) (b - x)" | |
| 27668 | 1515 | using a b by arith | 
| 23044 | 1516 | next | 
| 23041 | 1517 | fix y | 
| 23044 | 1518 | assume "norm (y - x) < min (x - a) (b - x)" | 
| 27668 | 1519 | hence "a < y" and "y < b" | 
| 23044 | 1520 | by (simp_all add: abs_less_iff) | 
| 23041 | 1521 | thus "(g y - g x) / (y - x) = | 
| 1522 | inverse ((f (g y) - x) / (g y - g x))" | |
| 1523 | by (simp add: inj) | |
| 1524 | next | |
| 61976 | 1525 | have "(\<lambda>z. (f z - f (g x)) / (z - g x)) \<midarrow>g x\<rightarrow> D" | 
| 23041 | 1526 | by (rule der [unfolded DERIV_iff2]) | 
| 61976 | 1527 | hence 1: "(\<lambda>z. (f z - x) / (z - g x)) \<midarrow>g x\<rightarrow> D" | 
| 23044 | 1528 | using inj a b by simp | 
| 23041 | 1529 | have 2: "\<exists>d>0. \<forall>y. y \<noteq> x \<and> norm (y - x) < d \<longrightarrow> g y \<noteq> g x" | 
| 56219 | 1530 | proof (rule exI, safe) | 
| 23044 | 1531 | show "0 < min (x - a) (b - x)" | 
| 1532 | using a b by simp | |
| 23041 | 1533 | next | 
| 1534 | fix y | |
| 23044 | 1535 | assume "norm (y - x) < min (x - a) (b - x)" | 
| 1536 | hence y: "a < y" "y < b" | |
| 1537 | by (simp_all add: abs_less_iff) | |
| 23041 | 1538 | assume "g y = g x" | 
| 1539 | hence "f (g y) = f (g x)" by simp | |
| 23044 | 1540 | hence "y = x" using inj y a b by simp | 
| 23041 | 1541 | also assume "y \<noteq> x" | 
| 1542 | finally show False by simp | |
| 1543 | qed | |
| 61976 | 1544 | have "(\<lambda>y. (f (g y) - x) / (g y - g x)) \<midarrow>x\<rightarrow> D" | 
| 23041 | 1545 | using cont 1 2 by (rule isCont_LIM_compose2) | 
| 1546 | thus "(\<lambda>y. inverse ((f (g y) - x) / (g y - g x))) | |
| 61976 | 1547 | \<midarrow>x\<rightarrow> inverse D" | 
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changeset | 1548 | using neq by (rule tendsto_inverse) | 
| 23041 | 1549 | qed | 
| 1550 | ||
| 60758 | 1551 | subsection \<open>Generalized Mean Value Theorem\<close> | 
| 29975 | 1552 | |
| 21164 | 1553 | theorem GMVT: | 
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changeset | 1554 | fixes a b :: real | 
| 21164 | 1555 | assumes alb: "a < b" | 
| 41550 | 1556 | and fc: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x" | 
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changeset | 1557 | and fd: "\<forall>x. a < x \<and> x < b \<longrightarrow> f differentiable (at x)" | 
| 41550 | 1558 | and gc: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont g x" | 
| 56181 
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changeset | 1559 | and gd: "\<forall>x. a < x \<and> x < b \<longrightarrow> g differentiable (at x)" | 
| 53381 | 1560 | shows "\<exists>g'c f'c c. | 
| 1561 | DERIV g c :> g'c \<and> DERIV f c :> f'c \<and> a < c \<and> c < b \<and> ((f b - f a) * g'c) = ((g b - g a) * f'c)" | |
| 21164 | 1562 | proof - | 
| 1563 | let ?h = "\<lambda>x. (f b - f a)*(g x) - (g b - g a)*(f x)" | |
| 41550 | 1564 | from assms have "a < b" by simp | 
| 21164 | 1565 | moreover have "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?h x" | 
| 44233 | 1566 | using fc gc by simp | 
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changeset | 1567 | moreover have "\<forall>x. a < x \<and> x < b \<longrightarrow> ?h differentiable (at x)" | 
| 44233 | 1568 | using fd gd by simp | 
| 21164 | 1569 | ultimately have "\<exists>l z. a < z \<and> z < b \<and> DERIV ?h z :> l \<and> ?h b - ?h a = (b - a) * l" by (rule MVT) | 
| 1570 | then obtain l where ldef: "\<exists>z. a < z \<and> z < b \<and> DERIV ?h z :> l \<and> ?h b - ?h a = (b - a) * l" .. | |
| 1571 | then obtain c where cdef: "a < c \<and> c < b \<and> DERIV ?h c :> l \<and> ?h b - ?h a = (b - a) * l" .. | |
| 1572 | ||
| 1573 | from cdef have cint: "a < c \<and> c < b" by auto | |
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changeset | 1574 | with gd have "g differentiable (at c)" by simp | 
| 21164 | 1575 | hence "\<exists>D. DERIV g c :> D" by (rule differentiableD) | 
| 1576 | then obtain g'c where g'cdef: "DERIV g c :> g'c" .. | |
| 1577 | ||
| 1578 | from cdef have "a < c \<and> c < b" by auto | |
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changeset | 1579 | with fd have "f differentiable (at c)" by simp | 
| 21164 | 1580 | hence "\<exists>D. DERIV f c :> D" by (rule differentiableD) | 
| 1581 | then obtain f'c where f'cdef: "DERIV f c :> f'c" .. | |
| 1582 | ||
| 1583 | from cdef have "DERIV ?h c :> l" by auto | |
| 41368 | 1584 | moreover have "DERIV ?h c :> g'c * (f b - f a) - f'c * (g b - g a)" | 
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changeset | 1585 | using g'cdef f'cdef by (auto intro!: derivative_eq_intros) | 
| 21164 | 1586 | ultimately have leq: "l = g'c * (f b - f a) - f'c * (g b - g a)" by (rule DERIV_unique) | 
| 1587 | ||
| 1588 |   {
 | |
| 1589 | from cdef have "?h b - ?h a = (b - a) * l" by auto | |
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changeset | 1590 | also from leq have "\<dots> = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" by simp | 
| 21164 | 1591 | finally have "?h b - ?h a = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" by simp | 
| 1592 | } | |
| 1593 | moreover | |
| 1594 |   {
 | |
| 1595 | have "?h b - ?h a = | |
| 1596 | ((f b)*(g b) - (f a)*(g b) - (g b)*(f b) + (g a)*(f b)) - | |
| 1597 | ((f b)*(g a) - (f a)*(g a) - (g b)*(f a) + (g a)*(f a))" | |
| 29667 | 1598 | by (simp add: algebra_simps) | 
| 21164 | 1599 | hence "?h b - ?h a = 0" by auto | 
| 1600 | } | |
| 1601 | ultimately have "(b - a) * (g'c * (f b - f a) - f'c * (g b - g a)) = 0" by auto | |
| 1602 | with alb have "g'c * (f b - f a) - f'c * (g b - g a) = 0" by simp | |
| 1603 | hence "g'c * (f b - f a) = f'c * (g b - g a)" by simp | |
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changeset | 1604 | hence "(f b - f a) * g'c = (g b - g a) * f'c" by (simp add: ac_simps) | 
| 21164 | 1605 | |
| 1606 | with g'cdef f'cdef cint show ?thesis by auto | |
| 1607 | qed | |
| 1608 | ||
| 50327 | 1609 | lemma GMVT': | 
| 1610 | fixes f g :: "real \<Rightarrow> real" | |
| 1611 | assumes "a < b" | |
| 1612 | assumes isCont_f: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont f z" | |
| 1613 | assumes isCont_g: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont g z" | |
| 1614 | assumes DERIV_g: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV g z :> (g' z)" | |
| 1615 | assumes DERIV_f: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV f z :> (f' z)" | |
| 1616 | shows "\<exists>c. a < c \<and> c < b \<and> (f b - f a) * g' c = (g b - g a) * f' c" | |
| 1617 | proof - | |
| 1618 | have "\<exists>g'c f'c c. DERIV g c :> g'c \<and> DERIV f c :> f'c \<and> | |
| 1619 | a < c \<and> c < b \<and> (f b - f a) * g'c = (g b - g a) * f'c" | |
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changeset | 1620 | using assms by (intro GMVT) (force simp: real_differentiable_def)+ | 
| 50327 | 1621 | then obtain c where "a < c" "c < b" "(f b - f a) * g' c = (g b - g a) * f' c" | 
| 1622 | using DERIV_f DERIV_g by (force dest: DERIV_unique) | |
| 1623 | then show ?thesis | |
| 1624 | by auto | |
| 1625 | qed | |
| 1626 | ||
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changeset | 1627 | |
| 60758 | 1628 | subsection \<open>L'Hopitals rule\<close> | 
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changeset | 1629 | |
| 51641 
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changeset | 1630 | lemma isCont_If_ge: | 
| 
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changeset | 1631 | fixes a :: "'a :: linorder_topology" | 
| 61973 | 1632 | shows "continuous (at_left a) g \<Longrightarrow> (f \<longlongrightarrow> g a) (at_right a) \<Longrightarrow> isCont (\<lambda>x. if x \<le> a then g x else f x) a" | 
| 51641 
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changeset | 1633 | unfolding isCont_def continuous_within | 
| 
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changeset | 1634 | apply (intro filterlim_split_at) | 
| 
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changeset | 1635 | apply (subst filterlim_cong[OF refl refl, where g=g]) | 
| 
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changeset | 1636 | apply (simp_all add: eventually_at_filter less_le) | 
| 
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changeset | 1637 | apply (subst filterlim_cong[OF refl refl, where g=f]) | 
| 
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changeset | 1638 | apply (simp_all add: eventually_at_filter less_le) | 
| 
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changeset | 1639 | done | 
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changeset | 1640 | |
| 50327 | 1641 | lemma lhopital_right_0: | 
| 50329 | 1642 | fixes f0 g0 :: "real \<Rightarrow> real" | 
| 61973 | 1643 | assumes f_0: "(f0 \<longlongrightarrow> 0) (at_right 0)" | 
| 1644 | assumes g_0: "(g0 \<longlongrightarrow> 0) (at_right 0)" | |
| 50327 | 1645 | assumes ev: | 
| 50329 | 1646 | "eventually (\<lambda>x. g0 x \<noteq> 0) (at_right 0)" | 
| 50327 | 1647 | "eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)" | 
| 50329 | 1648 | "eventually (\<lambda>x. DERIV f0 x :> f' x) (at_right 0)" | 
| 1649 | "eventually (\<lambda>x. DERIV g0 x :> g' x) (at_right 0)" | |
| 61973 | 1650 | assumes lim: "((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> x) (at_right 0)" | 
| 1651 | shows "((\<lambda> x. f0 x / g0 x) \<longlongrightarrow> x) (at_right 0)" | |
| 50327 | 1652 | proof - | 
| 63040 | 1653 | define f where [abs_def]: "f x = (if x \<le> 0 then 0 else f0 x)" for x | 
| 50329 | 1654 | then have "f 0 = 0" by simp | 
| 1655 | ||
| 63040 | 1656 | define g where [abs_def]: "g x = (if x \<le> 0 then 0 else g0 x)" for x | 
| 50329 | 1657 | then have "g 0 = 0" by simp | 
| 1658 | ||
| 1659 | have "eventually (\<lambda>x. g0 x \<noteq> 0 \<and> g' x \<noteq> 0 \<and> | |
| 1660 | DERIV f0 x :> (f' x) \<and> DERIV g0 x :> (g' x)) (at_right 0)" | |
| 1661 | using ev by eventually_elim auto | |
| 1662 | then obtain a where [arith]: "0 < a" | |
| 1663 | and g0_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g0 x \<noteq> 0" | |
| 50327 | 1664 | and g'_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g' x \<noteq> 0" | 
| 50329 | 1665 | and f0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV f0 x :> (f' x)" | 
| 1666 | and g0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV g0 x :> (g' x)" | |
| 56219 | 1667 | unfolding eventually_at by (auto simp: dist_real_def) | 
| 50327 | 1668 | |
| 50329 | 1669 | have g_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g x \<noteq> 0" | 
| 1670 | using g0_neq_0 by (simp add: g_def) | |
| 1671 | ||
| 1672 |   { fix x assume x: "0 < x" "x < a" then have "DERIV f x :> (f' x)"
 | |
| 1673 | by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ f0[OF x]]) | |
| 1674 | (auto simp: f_def eventually_nhds_metric dist_real_def intro!: exI[of _ x]) } | |
| 1675 | note f = this | |
| 1676 | ||
| 1677 |   { fix x assume x: "0 < x" "x < a" then have "DERIV g x :> (g' x)"
 | |
| 1678 | by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ g0[OF x]]) | |
| 1679 | (auto simp: g_def eventually_nhds_metric dist_real_def intro!: exI[of _ x]) } | |
| 1680 | note g = this | |
| 1681 | ||
| 1682 | have "isCont f 0" | |
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changeset | 1683 | unfolding f_def by (intro isCont_If_ge f_0 continuous_const) | 
| 
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changeset | 1684 | |
| 50329 | 1685 | have "isCont g 0" | 
| 51641 
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changeset | 1686 | unfolding g_def by (intro isCont_If_ge g_0 continuous_const) | 
| 50329 | 1687 | |
| 50327 | 1688 |   have "\<exists>\<zeta>. \<forall>x\<in>{0 <..< a}. 0 < \<zeta> x \<and> \<zeta> x < x \<and> f x / g x = f' (\<zeta> x) / g' (\<zeta> x)"
 | 
| 1689 | proof (rule bchoice, rule) | |
| 1690 |     fix x assume "x \<in> {0 <..< a}"
 | |
| 1691 | then have x[arith]: "0 < x" "x < a" by auto | |
| 60758 | 1692 | with g'_neq_0 g_neq_0 \<open>g 0 = 0\<close> have g': "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> 0 \<noteq> g' x" "g 0 \<noteq> g x" | 
| 50327 | 1693 | by auto | 
| 50328 | 1694 | have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont f x" | 
| 60758 | 1695 | using \<open>isCont f 0\<close> f by (auto intro: DERIV_isCont simp: le_less) | 
| 50328 | 1696 | moreover have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont g x" | 
| 60758 | 1697 | using \<open>isCont g 0\<close> g by (auto intro: DERIV_isCont simp: le_less) | 
| 50328 | 1698 | ultimately have "\<exists>c. 0 < c \<and> c < x \<and> (f x - f 0) * g' c = (g x - g 0) * f' c" | 
| 60758 | 1699 | using f g \<open>x < a\<close> by (intro GMVT') auto | 
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changeset | 1700 | then obtain c where *: "0 < c" "c < x" "(f x - f 0) * g' c = (g x - g 0) * f' c" | 
| 
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changeset | 1701 | by blast | 
| 50327 | 1702 | moreover | 
| 53374 
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changeset | 1703 | from * g'(1)[of c] g'(2) have "(f x - f 0) / (g x - g 0) = f' c / g' c" | 
| 50327 | 1704 | by (simp add: field_simps) | 
| 1705 | ultimately show "\<exists>y. 0 < y \<and> y < x \<and> f x / g x = f' y / g' y" | |
| 60758 | 1706 | using \<open>f 0 = 0\<close> \<open>g 0 = 0\<close> by (auto intro!: exI[of _ c]) | 
| 50327 | 1707 | qed | 
| 53381 | 1708 |   then obtain \<zeta> where "\<forall>x\<in>{0 <..< a}. 0 < \<zeta> x \<and> \<zeta> x < x \<and> f x / g x = f' (\<zeta> x) / g' (\<zeta> x)" ..
 | 
| 50327 | 1709 | then have \<zeta>: "eventually (\<lambda>x. 0 < \<zeta> x \<and> \<zeta> x < x \<and> f x / g x = f' (\<zeta> x) / g' (\<zeta> x)) (at_right 0)" | 
| 51641 
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changeset | 1710 | unfolding eventually_at by (intro exI[of _ a]) (auto simp: dist_real_def) | 
| 50327 | 1711 | moreover | 
| 1712 | from \<zeta> have "eventually (\<lambda>x. norm (\<zeta> x) \<le> x) (at_right 0)" | |
| 1713 | by eventually_elim auto | |
| 61973 | 1714 | then have "((\<lambda>x. norm (\<zeta> x)) \<longlongrightarrow> 0) (at_right 0)" | 
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changeset | 1715 | by (rule_tac real_tendsto_sandwich[where f="\<lambda>x. 0" and h="\<lambda>x. x"]) auto | 
| 61973 | 1716 | then have "(\<zeta> \<longlongrightarrow> 0) (at_right 0)" | 
| 50327 | 1717 | by (rule tendsto_norm_zero_cancel) | 
| 1718 | with \<zeta> have "filterlim \<zeta> (at_right 0) (at_right 0)" | |
| 61810 | 1719 | by (auto elim!: eventually_mono simp: filterlim_at) | 
| 61973 | 1720 | from this lim have "((\<lambda>t. f' (\<zeta> t) / g' (\<zeta> t)) \<longlongrightarrow> x) (at_right 0)" | 
| 50327 | 1721 | by (rule_tac filterlim_compose[of _ _ _ \<zeta>]) | 
| 61973 | 1722 | ultimately have "((\<lambda>t. f t / g t) \<longlongrightarrow> x) (at_right 0)" (is ?P) | 
| 50328 | 1723 | by (rule_tac filterlim_cong[THEN iffD1, OF refl refl]) | 
| 61810 | 1724 | (auto elim: eventually_mono) | 
| 50329 | 1725 | also have "?P \<longleftrightarrow> ?thesis" | 
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changeset | 1726 | by (rule filterlim_cong) (auto simp: f_def g_def eventually_at_filter) | 
| 50329 | 1727 | finally show ?thesis . | 
| 50327 | 1728 | qed | 
| 1729 | ||
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changeset | 1730 | lemma lhopital_right: | 
| 61973 | 1731 | "((f::real \<Rightarrow> real) \<longlongrightarrow> 0) (at_right x) \<Longrightarrow> (g \<longlongrightarrow> 0) (at_right x) \<Longrightarrow> | 
| 50330 
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changeset | 1732 | eventually (\<lambda>x. g x \<noteq> 0) (at_right x) \<Longrightarrow> | 
| 
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changeset | 1733 | eventually (\<lambda>x. g' x \<noteq> 0) (at_right x) \<Longrightarrow> | 
| 
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changeset | 1734 | eventually (\<lambda>x. DERIV f x :> f' x) (at_right x) \<Longrightarrow> | 
| 
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changeset | 1735 | eventually (\<lambda>x. DERIV g x :> g' x) (at_right x) \<Longrightarrow> | 
| 61973 | 1736 | ((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> y) (at_right x) \<Longrightarrow> | 
| 1737 | ((\<lambda> x. f x / g x) \<longlongrightarrow> y) (at_right x)" | |
| 50330 
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changeset | 1738 | unfolding eventually_at_right_to_0[of _ x] filterlim_at_right_to_0[of _ _ x] DERIV_shift | 
| 
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changeset | 1739 | by (rule lhopital_right_0) | 
| 
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changeset | 1740 | |
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changeset | 1741 | lemma lhopital_left: | 
| 61973 | 1742 | "((f::real \<Rightarrow> real) \<longlongrightarrow> 0) (at_left x) \<Longrightarrow> (g \<longlongrightarrow> 0) (at_left x) \<Longrightarrow> | 
| 50330 
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changeset | 1743 | eventually (\<lambda>x. g x \<noteq> 0) (at_left x) \<Longrightarrow> | 
| 
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changeset | 1744 | eventually (\<lambda>x. g' x \<noteq> 0) (at_left x) \<Longrightarrow> | 
| 
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changeset | 1745 | eventually (\<lambda>x. DERIV f x :> f' x) (at_left x) \<Longrightarrow> | 
| 
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changeset | 1746 | eventually (\<lambda>x. DERIV g x :> g' x) (at_left x) \<Longrightarrow> | 
| 61973 | 1747 | ((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> y) (at_left x) \<Longrightarrow> | 
| 1748 | ((\<lambda> x. f x / g x) \<longlongrightarrow> y) (at_left x)" | |
| 50330 
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changeset | 1749 | unfolding eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror | 
| 56479 
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changeset | 1750 | by (rule lhopital_right[where f'="\<lambda>x. - f' (- x)"]) (auto simp: DERIV_mirror) | 
| 50330 
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changeset | 1751 | |
| 
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changeset | 1752 | lemma lhopital: | 
| 61973 | 1753 | "((f::real \<Rightarrow> real) \<longlongrightarrow> 0) (at x) \<Longrightarrow> (g \<longlongrightarrow> 0) (at x) \<Longrightarrow> | 
| 50330 
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changeset | 1754 | eventually (\<lambda>x. g x \<noteq> 0) (at x) \<Longrightarrow> | 
| 
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changeset | 1755 | eventually (\<lambda>x. g' x \<noteq> 0) (at x) \<Longrightarrow> | 
| 
d0b12171118e
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changeset | 1756 | eventually (\<lambda>x. DERIV f x :> f' x) (at x) \<Longrightarrow> | 
| 
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changeset | 1757 | eventually (\<lambda>x. DERIV g x :> g' x) (at x) \<Longrightarrow> | 
| 61973 | 1758 | ((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> y) (at x) \<Longrightarrow> | 
| 1759 | ((\<lambda> x. f x / g x) \<longlongrightarrow> y) (at x)" | |
| 50330 
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changeset | 1760 | unfolding eventually_at_split filterlim_at_split | 
| 
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changeset | 1761 | by (auto intro!: lhopital_right[of f x g g' f'] lhopital_left[of f x g g' f']) | 
| 
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changeset | 1762 | |
| 50327 | 1763 | lemma lhopital_right_0_at_top: | 
| 1764 | fixes f g :: "real \<Rightarrow> real" | |
| 1765 | assumes g_0: "LIM x at_right 0. g x :> at_top" | |
| 1766 | assumes ev: | |
| 1767 | "eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)" | |
| 1768 | "eventually (\<lambda>x. DERIV f x :> f' x) (at_right 0)" | |
| 1769 | "eventually (\<lambda>x. DERIV g x :> g' x) (at_right 0)" | |
| 61973 | 1770 | assumes lim: "((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> x) (at_right 0)" | 
| 1771 | shows "((\<lambda> x. f x / g x) \<longlongrightarrow> x) (at_right 0)" | |
| 50327 | 1772 | unfolding tendsto_iff | 
| 1773 | proof safe | |
| 1774 | fix e :: real assume "0 < e" | |
| 1775 | ||
| 1776 | with lim[unfolded tendsto_iff, rule_format, of "e / 4"] | |
| 1777 | have "eventually (\<lambda>t. dist (f' t / g' t) x < e / 4) (at_right 0)" by simp | |
| 1778 | from eventually_conj[OF eventually_conj[OF ev(1) ev(2)] eventually_conj[OF ev(3) this]] | |
| 1779 | obtain a where [arith]: "0 < a" | |
| 1780 | and g'_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g' x \<noteq> 0" | |
| 1781 | and f0: "\<And>x. 0 < x \<Longrightarrow> x \<le> a \<Longrightarrow> DERIV f x :> (f' x)" | |
| 1782 | and g0: "\<And>x. 0 < x \<Longrightarrow> x \<le> a \<Longrightarrow> DERIV g x :> (g' x)" | |
| 1783 | and Df: "\<And>t. 0 < t \<Longrightarrow> t < a \<Longrightarrow> dist (f' t / g' t) x < e / 4" | |
| 51641 
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changeset | 1784 | unfolding eventually_at_le by (auto simp: dist_real_def) | 
| 
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changeset | 1785 | |
| 50327 | 1786 | |
| 1787 | from Df have | |
| 50328 | 1788 | "eventually (\<lambda>t. t < a) (at_right 0)" "eventually (\<lambda>t::real. 0 < t) (at_right 0)" | 
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changeset | 1789 | unfolding eventually_at by (auto intro!: exI[of _ a] simp: dist_real_def) | 
| 50327 | 1790 | |
| 1791 | moreover | |
| 50328 | 1792 | have "eventually (\<lambda>t. 0 < g t) (at_right 0)" "eventually (\<lambda>t. g a < g t) (at_right 0)" | 
| 61810 | 1793 | using g_0 by (auto elim: eventually_mono simp: filterlim_at_top_dense) | 
| 50327 | 1794 | |
| 1795 | moreover | |
| 61973 | 1796 | have inv_g: "((\<lambda>x. inverse (g x)) \<longlongrightarrow> 0) (at_right 0)" | 
| 50327 | 1797 | using tendsto_inverse_0 filterlim_mono[OF g_0 at_top_le_at_infinity order_refl] | 
| 1798 | by (rule filterlim_compose) | |
| 61973 | 1799 | then have "((\<lambda>x. norm (1 - g a * inverse (g x))) \<longlongrightarrow> norm (1 - g a * 0)) (at_right 0)" | 
| 50327 | 1800 | by (intro tendsto_intros) | 
| 61973 | 1801 | then have "((\<lambda>x. norm (1 - g a / g x)) \<longlongrightarrow> 1) (at_right 0)" | 
| 50327 | 1802 | by (simp add: inverse_eq_divide) | 
| 1803 | from this[unfolded tendsto_iff, rule_format, of 1] | |
| 1804 | have "eventually (\<lambda>x. norm (1 - g a / g x) < 2) (at_right 0)" | |
| 61810 | 1805 | by (auto elim!: eventually_mono simp: dist_real_def) | 
| 50327 | 1806 | |
| 1807 | moreover | |
| 61973 | 1808 | from inv_g have "((\<lambda>t. norm ((f a - x * g a) * inverse (g t))) \<longlongrightarrow> norm ((f a - x * g a) * 0)) (at_right 0)" | 
| 50327 | 1809 | by (intro tendsto_intros) | 
| 61973 | 1810 | then have "((\<lambda>t. norm (f a - x * g a) / norm (g t)) \<longlongrightarrow> 0) (at_right 0)" | 
| 50327 | 1811 | by (simp add: inverse_eq_divide) | 
| 60758 | 1812 | from this[unfolded tendsto_iff, rule_format, of "e / 2"] \<open>0 < e\<close> | 
| 50327 | 1813 | have "eventually (\<lambda>t. norm (f a - x * g a) / norm (g t) < e / 2) (at_right 0)" | 
| 1814 | by (auto simp: dist_real_def) | |
| 1815 | ||
| 1816 | ultimately show "eventually (\<lambda>t. dist (f t / g t) x < e) (at_right 0)" | |
| 1817 | proof eventually_elim | |
| 1818 | fix t assume t[arith]: "0 < t" "t < a" "g a < g t" "0 < g t" | |
| 1819 | assume ineq: "norm (1 - g a / g t) < 2" "norm (f a - x * g a) / norm (g t) < e / 2" | |
| 1820 | ||
| 1821 | have "\<exists>y. t < y \<and> y < a \<and> (g a - g t) * f' y = (f a - f t) * g' y" | |
| 1822 | using f0 g0 t(1,2) by (intro GMVT') (force intro!: DERIV_isCont)+ | |
| 53381 | 1823 | then obtain y where [arith]: "t < y" "y < a" | 
| 1824 | and D_eq0: "(g a - g t) * f' y = (f a - f t) * g' y" | |
| 1825 | by blast | |
| 1826 | from D_eq0 have D_eq: "(f t - f a) / (g t - g a) = f' y / g' y" | |
| 60758 | 1827 | using \<open>g a < g t\<close> g'_neq_0[of y] by (auto simp add: field_simps) | 
| 50327 | 1828 | |
| 1829 | have *: "f t / g t - x = ((f t - f a) / (g t - g a) - x) * (1 - g a / g t) + (f a - x * g a) / g t" | |
| 1830 | by (simp add: field_simps) | |
| 1831 | have "norm (f t / g t - x) \<le> | |
| 1832 | norm (((f t - f a) / (g t - g a) - x) * (1 - g a / g t)) + norm ((f a - x * g a) / g t)" | |
| 1833 | unfolding * by (rule norm_triangle_ineq) | |
| 1834 | also have "\<dots> = dist (f' y / g' y) x * norm (1 - g a / g t) + norm (f a - x * g a) / norm (g t)" | |
| 1835 | by (simp add: abs_mult D_eq dist_real_def) | |
| 1836 | also have "\<dots> < (e / 4) * 2 + e / 2" | |
| 60758 | 1837 | using ineq Df[of y] \<open>0 < e\<close> by (intro add_le_less_mono mult_mono) auto | 
| 50327 | 1838 | finally show "dist (f t / g t) x < e" | 
| 1839 | by (simp add: dist_real_def) | |
| 1840 | qed | |
| 1841 | qed | |
| 1842 | ||
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changeset | 1843 | lemma lhopital_right_at_top: | 
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conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
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changeset | 1844 | "LIM x at_right x. (g::real \<Rightarrow> real) x :> at_top \<Longrightarrow> | 
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changeset | 1845 | eventually (\<lambda>x. g' x \<noteq> 0) (at_right x) \<Longrightarrow> | 
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changeset | 1846 | eventually (\<lambda>x. DERIV f x :> f' x) (at_right x) \<Longrightarrow> | 
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changeset | 1847 | eventually (\<lambda>x. DERIV g x :> g' x) (at_right x) \<Longrightarrow> | 
| 61973 | 1848 | ((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> y) (at_right x) \<Longrightarrow> | 
| 1849 | ((\<lambda> x. f x / g x) \<longlongrightarrow> y) (at_right x)" | |
| 50330 
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changeset | 1850 | unfolding eventually_at_right_to_0[of _ x] filterlim_at_right_to_0[of _ _ x] DERIV_shift | 
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changeset | 1851 | by (rule lhopital_right_0_at_top) | 
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conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
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changeset | 1852 | |
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conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
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changeset | 1853 | lemma lhopital_left_at_top: | 
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changeset | 1854 | "LIM x at_left x. (g::real \<Rightarrow> real) x :> at_top \<Longrightarrow> | 
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changeset | 1855 | eventually (\<lambda>x. g' x \<noteq> 0) (at_left x) \<Longrightarrow> | 
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changeset | 1856 | eventually (\<lambda>x. DERIV f x :> f' x) (at_left x) \<Longrightarrow> | 
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changeset | 1857 | eventually (\<lambda>x. DERIV g x :> g' x) (at_left x) \<Longrightarrow> | 
| 61973 | 1858 | ((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> y) (at_left x) \<Longrightarrow> | 
| 1859 | ((\<lambda> x. f x / g x) \<longlongrightarrow> y) (at_left x)" | |
| 50330 
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changeset | 1860 | unfolding eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror | 
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changeset | 1861 | by (rule lhopital_right_at_top[where f'="\<lambda>x. - f' (- x)"]) (auto simp: DERIV_mirror) | 
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changeset | 1862 | |
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changeset | 1863 | lemma lhopital_at_top: | 
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changeset | 1864 | "LIM x at x. (g::real \<Rightarrow> real) x :> at_top \<Longrightarrow> | 
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changeset | 1865 | eventually (\<lambda>x. g' x \<noteq> 0) (at x) \<Longrightarrow> | 
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changeset | 1866 | eventually (\<lambda>x. DERIV f x :> f' x) (at x) \<Longrightarrow> | 
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changeset | 1867 | eventually (\<lambda>x. DERIV g x :> g' x) (at x) \<Longrightarrow> | 
| 61973 | 1868 | ((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> y) (at x) \<Longrightarrow> | 
| 1869 | ((\<lambda> x. f x / g x) \<longlongrightarrow> y) (at x)" | |
| 50330 
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changeset | 1870 | unfolding eventually_at_split filterlim_at_split | 
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changeset | 1871 | by (auto intro!: lhopital_right_at_top[of g x g' f f'] lhopital_left_at_top[of g x g' f f']) | 
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changeset | 1872 | |
| 50347 | 1873 | lemma lhospital_at_top_at_top: | 
| 1874 | fixes f g :: "real \<Rightarrow> real" | |
| 1875 | assumes g_0: "LIM x at_top. g x :> at_top" | |
| 1876 | assumes g': "eventually (\<lambda>x. g' x \<noteq> 0) at_top" | |
| 1877 | assumes Df: "eventually (\<lambda>x. DERIV f x :> f' x) at_top" | |
| 1878 | assumes Dg: "eventually (\<lambda>x. DERIV g x :> g' x) at_top" | |
| 61973 | 1879 | assumes lim: "((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> x) at_top" | 
| 1880 | shows "((\<lambda> x. f x / g x) \<longlongrightarrow> x) at_top" | |
| 50347 | 1881 | unfolding filterlim_at_top_to_right | 
| 1882 | proof (rule lhopital_right_0_at_top) | |
| 1883 | let ?F = "\<lambda>x. f (inverse x)" | |
| 1884 | let ?G = "\<lambda>x. g (inverse x)" | |
| 1885 | let ?R = "at_right (0::real)" | |
| 1886 | let ?D = "\<lambda>f' x. f' (inverse x) * - (inverse x ^ Suc (Suc 0))" | |
| 1887 | ||
| 1888 | show "LIM x ?R. ?G x :> at_top" | |
| 1889 | using g_0 unfolding filterlim_at_top_to_right . | |
| 1890 | ||
| 1891 | show "eventually (\<lambda>x. DERIV ?G x :> ?D g' x) ?R" | |
| 1892 | unfolding eventually_at_right_to_top | |
| 1893 | using Dg eventually_ge_at_top[where c="1::real"] | |
| 1894 | apply eventually_elim | |
| 1895 | apply (rule DERIV_cong) | |
| 1896 | apply (rule DERIV_chain'[where f=inverse]) | |
| 1897 | apply (auto intro!: DERIV_inverse) | |
| 1898 | done | |
| 1899 | ||
| 1900 | show "eventually (\<lambda>x. DERIV ?F x :> ?D f' x) ?R" | |
| 1901 | unfolding eventually_at_right_to_top | |
| 1902 | using Df eventually_ge_at_top[where c="1::real"] | |
| 1903 | apply eventually_elim | |
| 1904 | apply (rule DERIV_cong) | |
| 1905 | apply (rule DERIV_chain'[where f=inverse]) | |
| 1906 | apply (auto intro!: DERIV_inverse) | |
| 1907 | done | |
| 1908 | ||
| 1909 | show "eventually (\<lambda>x. ?D g' x \<noteq> 0) ?R" | |
| 1910 | unfolding eventually_at_right_to_top | |
| 1911 | using g' eventually_ge_at_top[where c="1::real"] | |
| 1912 | by eventually_elim auto | |
| 1913 | ||
| 61973 | 1914 | show "((\<lambda>x. ?D f' x / ?D g' x) \<longlongrightarrow> x) ?R" | 
| 50347 | 1915 | unfolding filterlim_at_right_to_top | 
| 1916 | apply (intro filterlim_cong[THEN iffD2, OF refl refl _ lim]) | |
| 1917 | using eventually_ge_at_top[where c="1::real"] | |
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changeset | 1918 | by eventually_elim simp | 
| 50347 | 1919 | qed | 
| 1920 | ||
| 21164 | 1921 | end |