src/HOL/Deriv.thy
author hoelzl
Wed, 02 Apr 2014 18:35:01 +0200
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permissions -rw-r--r--
moved generic theorems from Complex_Analysis_Basic; fixed some theorem names
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(*  Title       : Deriv.thy
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    Author      : Jacques D. Fleuriot
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    Copyright   : 1998  University of Cambridge
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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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    Author      : Brian Huffman
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    Conversion to Isar and new proofs by Lawrence C Paulson, 2004
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    GMVT by Benjamin Porter, 2005
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*)
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header{* Differentiation *}
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theory Deriv
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imports Limits
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begin
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subsection {* Frechet derivative *}
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definition
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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  has_derivative :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> ('a \<Rightarrow> 'b) \<Rightarrow> 'a filter \<Rightarrow>  bool"
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  (infix "(has'_derivative)" 50)
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where
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  "(f has_derivative f') F \<longleftrightarrow>
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    (bounded_linear f' \<and>
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     ((\<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))) ---> 0) F)"
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text {*
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  Usually the filter @{term F} is @{term "at x within s"}.  @{term "(f has_derivative D)
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  (at x within s)"} means: @{term D} is the derivative of function @{term f} at point @{term x}
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  within the set @{term s}. Where @{term s} is used to express left or right sided derivatives. In
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  most cases @{term s} is either a variable or @{term UNIV}.
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*}
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text {*
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  The following syntax is only used as a legacy syntax.
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*}
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abbreviation (input)
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  FDERIV :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a \<Rightarrow>  ('a \<Rightarrow> 'b) \<Rightarrow> bool"
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  ("(FDERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60)
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where
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  "FDERIV f x :> f' \<equiv> (f has_derivative f') (at x)"
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lemma has_derivative_eq_rhs: "(f has_derivative f') F \<Longrightarrow> f' = g' \<Longrightarrow> (f has_derivative g') F"
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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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  by simp
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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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ML {*
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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structure has_derivative_Intros = Named_Thms
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(
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  val name = @{binding has_derivative_intros}
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  val description = "introduction rules for FDERIV"
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)
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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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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*}
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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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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setup {*
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  has_derivative_Intros.setup #>
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  Global_Theory.add_thms_dynamic (@{binding has_derivative_eq_intros},
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    map_filter (try (fn thm => @{thm has_derivative_eq_rhs} OF [thm])) o has_derivative_Intros.get o Context.proof_of);
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*}
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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lemma has_derivative_bounded_linear: "(f has_derivative f') F \<Longrightarrow> bounded_linear f'"
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  by (simp add: has_derivative_def)
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lemma has_derivative_linear: "(f has_derivative f') F \<Longrightarrow> linear f'"
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  using bounded_linear.linear[OF has_derivative_bounded_linear] .
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lemma has_derivative_ident[has_derivative_intros, simp]: "((\<lambda>x. x) has_derivative (\<lambda>x. x)) F"
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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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  by (simp add: has_derivative_def tendsto_const)
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lemma has_derivative_const[has_derivative_intros, simp]: "((\<lambda>x. c) has_derivative (\<lambda>x. 0)) F"
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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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  by (simp add: has_derivative_def tendsto_const)
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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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lemma (in bounded_linear) bounded_linear: "bounded_linear f" ..
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lemma (in bounded_linear) has_derivative:
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  "(g has_derivative g') F \<Longrightarrow> ((\<lambda>x. f (g x)) has_derivative (\<lambda>x. f (g' x))) F"
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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  using assms unfolding has_derivative_def
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  apply safe
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  apply (erule bounded_linear_compose [OF bounded_linear])
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  apply (drule tendsto)
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  apply (simp add: scaleR diff add zero)
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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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  done
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lemmas has_derivative_scaleR_right [has_derivative_intros] =
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  bounded_linear.has_derivative [OF bounded_linear_scaleR_right]
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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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lemmas has_derivative_scaleR_left [has_derivative_intros] =
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  bounded_linear.has_derivative [OF bounded_linear_scaleR_left]
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lemmas has_derivative_mult_right [has_derivative_intros] =
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  bounded_linear.has_derivative [OF bounded_linear_mult_right]
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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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lemmas has_derivative_mult_left [has_derivative_intros] =
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  bounded_linear.has_derivative [OF bounded_linear_mult_left]
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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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lemma has_derivative_add[simp, has_derivative_intros]:
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  assumes f: "(f has_derivative f') F" and g: "(g has_derivative g') F"
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  shows "((\<lambda>x. f x + g x) has_derivative (\<lambda>x. f' x + g' x)) F"
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  unfolding has_derivative_def
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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proof safe
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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  let ?x = "Lim F (\<lambda>x. x)"
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  let ?D = "\<lambda>f f' y. ((f y - f ?x) - f' (y - ?x)) /\<^sub>R norm (y - ?x)"
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  have "((\<lambda>x. ?D f f' x + ?D g g' x) ---> (0 + 0)) F"
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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    using f g by (intro tendsto_add) (auto simp: has_derivative_def)
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  then show "(?D (\<lambda>x. f x + g x) (\<lambda>x. f' x + g' x) ---> 0) F"
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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    by (simp add: field_simps scaleR_add_right scaleR_diff_right)
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qed (blast intro: bounded_linear_add f g has_derivative_bounded_linear)
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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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lemma has_derivative_setsum[simp, has_derivative_intros]:
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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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   110
  assumes f: "\<And>i. i \<in> I \<Longrightarrow> (f i has_derivative f' i) F"
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: 51641
diff changeset
   111
  shows "((\<lambda>x. \<Sum>i\<in>I. f i x) has_derivative (\<lambda>x. \<Sum>i\<in>I. f' i x)) F"
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: 51641
diff changeset
   112
proof cases
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: 51641
diff changeset
   113
  assume "finite I" from this f show ?thesis
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: 51641
diff changeset
   114
    by induct (simp_all add: f)
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: 51641
diff changeset
   115
qed simp
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: 51641
diff changeset
   116
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   117
lemma has_derivative_minus[simp, has_derivative_intros]: "(f has_derivative f') F \<Longrightarrow> ((\<lambda>x. - f x) has_derivative (\<lambda>x. - f' x)) F"
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parents: 55970
diff changeset
   118
  using has_derivative_scaleR_right[of f f' F "-1"] by simp
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: 51641
diff changeset
   119
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   120
lemma has_derivative_diff[simp, has_derivative_intros]:
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   121
  "(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"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   122
  by (simp only: diff_conv_add_uminus has_derivative_add has_derivative_minus)
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: 51641
diff changeset
   123
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   124
lemma has_derivative_at_within:
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parents: 55970
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   125
  "(f has_derivative f') (at x within s) \<longleftrightarrow>
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: 51641
diff changeset
   126
    (bounded_linear f' \<and> ((\<lambda>y. ((f y - f x) - f' (y - x)) /\<^sub>R norm (y - x)) ---> 0) (at x within s))"
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: 51641
diff changeset
   127
  by (cases "at x within s = bot") (simp_all add: has_derivative_def Lim_ident_at)
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: 51641
diff changeset
   128
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   129
lemma has_derivative_iff_norm:
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   130
  "(f has_derivative f') (at x within s) \<longleftrightarrow>
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: 51641
diff changeset
   131
    (bounded_linear f' \<and> ((\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x)) ---> 0) (at x within s))"
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: 51641
diff changeset
   132
  using tendsto_norm_zero_iff[of _ "at x within s", where 'b="'b", symmetric]
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   133
  by (simp add: has_derivative_at_within divide_inverse ac_simps)
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: 51641
diff changeset
   134
56181
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   135
lemma has_derivative_at:
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diff changeset
   136
  "(f has_derivative D) (at x) \<longleftrightarrow> (bounded_linear D \<and> (\<lambda>h. norm (f (x + h) - f x - D h) / norm h) -- 0 --> 0)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   137
  unfolding has_derivative_iff_norm LIM_offset_zero_iff[of _ _ x] by simp
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: 51641
diff changeset
   138
56181
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   139
lemma field_has_derivative_at:
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: 51641
diff changeset
   140
  fixes x :: "'a::real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   141
  shows "(f has_derivative op * D) (at x) \<longleftrightarrow> (\<lambda>h. (f (x + h) - f x) / h) -- 0 --> D"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   142
  apply (unfold has_derivative_at)
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   143
  apply (simp add: bounded_linear_mult_right)
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: 51641
diff changeset
   144
  apply (simp cong: LIM_cong add: nonzero_norm_divide [symmetric])
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: 51641
diff changeset
   145
  apply (subst diff_divide_distrib)
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: 51641
diff changeset
   146
  apply (subst times_divide_eq_left [symmetric])
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: 51641
diff changeset
   147
  apply (simp cong: LIM_cong)
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: 51641
diff changeset
   148
  apply (simp add: tendsto_norm_zero_iff LIM_zero_iff)
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: 51641
diff changeset
   149
  done
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: 51641
diff changeset
   150
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   151
lemma has_derivativeI:
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: 51641
diff changeset
   152
  "bounded_linear f' \<Longrightarrow> ((\<lambda>y. ((f y - f x) - f' (y - x)) /\<^sub>R norm (y - x)) ---> 0) (at x within s) \<Longrightarrow>
56181
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diff changeset
   153
  (f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   154
  by (simp add: has_derivative_at_within)
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: 51641
diff changeset
   155
56181
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diff changeset
   156
lemma has_derivativeI_sandwich:
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: 51641
diff changeset
   157
  assumes e: "0 < e" and bounded: "bounded_linear f'"
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: 51641
diff changeset
   158
    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)"
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: 51641
diff changeset
   159
    and "(H ---> 0) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   160
  shows "(f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   161
  unfolding has_derivative_iff_norm
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: 51641
diff changeset
   162
proof safe
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: 51641
diff changeset
   163
  show "((\<lambda>y. norm (f y - f x - f' (y - x)) / norm (y - x)) ---> 0) (at x within s)"
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: 51641
diff changeset
   164
  proof (rule tendsto_sandwich[where f="\<lambda>x. 0"])
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: 51641
diff changeset
   165
    show "(H ---> 0) (at x within s)" by fact
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: 51641
diff changeset
   166
    show "eventually (\<lambda>n. norm (f n - f x - f' (n - x)) / norm (n - x) \<le> H n) (at x within s)"
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: 51641
diff changeset
   167
      unfolding eventually_at using e sandwich by auto
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: 51641
diff changeset
   168
  qed (auto simp: le_divide_eq tendsto_const)
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: 51641
diff changeset
   169
qed fact
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: 51641
diff changeset
   170
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   171
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)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   172
  by (auto simp add: has_derivative_iff_norm intro: tendsto_within_subset)
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: 51641
diff changeset
   173
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   174
lemmas has_derivative_within_subset = has_derivative_subset 
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   175
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   176
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: 51641
diff changeset
   177
subsection {* Continuity *}
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: 51641
diff changeset
   178
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   179
lemma has_derivative_continuous:
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   180
  assumes f: "(f has_derivative f') (at x within s)"
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: 51641
diff changeset
   181
  shows "continuous (at x within s) f"
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: 51641
diff changeset
   182
proof -
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diff changeset
   183
  from f interpret F: bounded_linear f' by (rule has_derivative_bounded_linear)
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: 51641
diff changeset
   184
  note F.tendsto[tendsto_intros]
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: 51641
diff changeset
   185
  let ?L = "\<lambda>f. (f ---> 0) (at x within s)"
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: 51641
diff changeset
   186
  have "?L (\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x))"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   187
    using f unfolding has_derivative_iff_norm by blast
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: 51641
diff changeset
   188
  then have "?L (\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x) * norm (y - x))" (is ?m)
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: 51641
diff changeset
   189
    by (rule tendsto_mult_zero) (auto intro!: tendsto_eq_intros)
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: 51641
diff changeset
   190
  also have "?m \<longleftrightarrow> ?L (\<lambda>y. norm ((f y - f x) - f' (y - x)))"
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: 51641
diff changeset
   191
    by (intro filterlim_cong) (simp_all add: eventually_at_filter)
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: 51641
diff changeset
   192
  finally have "?L (\<lambda>y. (f y - f x) - f' (y - x))"
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: 51641
diff changeset
   193
    by (rule tendsto_norm_zero_cancel)
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: 51641
diff changeset
   194
  then have "?L (\<lambda>y. ((f y - f x) - f' (y - x)) + f' (y - x))"
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: 51641
diff changeset
   195
    by (rule tendsto_eq_intros) (auto intro!: tendsto_eq_intros simp: F.zero)
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: 51641
diff changeset
   196
  then have "?L (\<lambda>y. f y - f x)"
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: 51641
diff changeset
   197
    by simp
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: 51641
diff changeset
   198
  from tendsto_add[OF this tendsto_const, of "f x"] show ?thesis
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: 51641
diff changeset
   199
    by (simp add: continuous_within)
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: 51641
diff changeset
   200
qed
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: 51641
diff changeset
   201
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: 51641
diff changeset
   202
subsection {* Composition *}
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: 51641
diff changeset
   203
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: 51641
diff changeset
   204
lemma tendsto_at_iff_tendsto_nhds_within: "f x = y \<Longrightarrow> (f ---> y) (at x within s) \<longleftrightarrow> (f ---> y) (inf (nhds x) (principal s))"
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: 51641
diff changeset
   205
  unfolding tendsto_def eventually_inf_principal eventually_at_filter
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: 51641
diff changeset
   206
  by (intro ext all_cong imp_cong) (auto elim!: eventually_elim1)
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: 51641
diff changeset
   207
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parents: 55970
diff changeset
   208
lemma has_derivative_in_compose:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   209
  assumes f: "(f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   210
  assumes g: "(g has_derivative g') (at (f x) within (f`s))"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   211
  shows "((\<lambda>x. g (f x)) has_derivative (\<lambda>x. g' (f' x))) (at x within s)"
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: 51641
diff changeset
   212
proof -
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   213
  from f interpret F: bounded_linear f' by (rule has_derivative_bounded_linear)
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   214
  from g interpret G: bounded_linear g' by (rule has_derivative_bounded_linear)
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: 51641
diff changeset
   215
  from F.bounded obtain kF where kF: "\<And>x. norm (f' x) \<le> norm x * kF" by fast
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: 51641
diff changeset
   216
  from G.bounded obtain kG where kG: "\<And>x. norm (g' x) \<le> norm x * kG" by fast
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: 51641
diff changeset
   217
  note G.tendsto[tendsto_intros]
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: 51641
diff changeset
   218
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: 51641
diff changeset
   219
  let ?L = "\<lambda>f. (f ---> 0) (at x within s)"
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: 51641
diff changeset
   220
  let ?D = "\<lambda>f f' x y. (f y - f x) - f' (y - x)"
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: 51641
diff changeset
   221
  let ?N = "\<lambda>f f' x y. norm (?D f f' x y) / norm (y - x)"
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: 51641
diff changeset
   222
  let ?gf = "\<lambda>x. g (f x)" and ?gf' = "\<lambda>x. g' (f' x)"
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: 51641
diff changeset
   223
  def Nf \<equiv> "?N f f' x"
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: 51641
diff changeset
   224
  def Ng \<equiv> "\<lambda>y. ?N g g' (f x) (f y)"
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: 51641
diff changeset
   225
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: 51641
diff changeset
   226
  show ?thesis
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   227
  proof (rule has_derivativeI_sandwich[of 1])
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: 51641
diff changeset
   228
    show "bounded_linear (\<lambda>x. g' (f' x))"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   229
      using f g by (blast intro: bounded_linear_compose has_derivative_bounded_linear)
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: 51641
diff changeset
   230
  next
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: 51641
diff changeset
   231
    fix y::'a assume neq: "y \<noteq> x"
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: 51641
diff changeset
   232
    have "?N ?gf ?gf' x y = norm (g' (?D f f' x y) + ?D g g' (f x) (f y)) / norm (y - x)"
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: 51641
diff changeset
   233
      by (simp add: G.diff G.add field_simps)
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: 51641
diff changeset
   234
    also have "\<dots> \<le> norm (g' (?D f f' x y)) / norm (y - x) + Ng y * (norm (f y - f x) / norm (y - x))"
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: 51641
diff changeset
   235
      by (simp add: add_divide_distrib[symmetric] divide_right_mono norm_triangle_ineq G.zero Ng_def)
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: 51641
diff changeset
   236
    also have "\<dots> \<le> Nf y * kG + Ng y * (Nf y + kF)"
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: 51641
diff changeset
   237
    proof (intro add_mono mult_left_mono)
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: 51641
diff changeset
   238
      have "norm (f y - f x) = norm (?D f f' x y + f' (y - x))"
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: 51641
diff changeset
   239
        by simp
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: 51641
diff changeset
   240
      also have "\<dots> \<le> norm (?D f f' x y) + norm (f' (y - x))"
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: 51641
diff changeset
   241
        by (rule norm_triangle_ineq)
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: 51641
diff changeset
   242
      also have "\<dots> \<le> norm (?D f f' x y) + norm (y - x) * kF"
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: 51641
diff changeset
   243
        using kF by (intro add_mono) simp
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: 51641
diff changeset
   244
      finally show "norm (f y - f x) / norm (y - x) \<le> Nf y + kF"
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: 51641
diff changeset
   245
        by (simp add: neq Nf_def field_simps)
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: 51641
diff changeset
   246
    qed (insert kG, simp_all add: Ng_def Nf_def neq zero_le_divide_iff field_simps)
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: 51641
diff changeset
   247
    finally show "?N ?gf ?gf' x y \<le> Nf y * kG + Ng y * (Nf y + kF)" .
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: 51641
diff changeset
   248
  next
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: 51641
diff changeset
   249
    have [tendsto_intros]: "?L Nf"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   250
      using f unfolding has_derivative_iff_norm Nf_def ..
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: 51641
diff changeset
   251
    from f have "(f ---> f x) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   252
      by (blast intro: has_derivative_continuous continuous_within[THEN iffD1])
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: 51641
diff changeset
   253
    then have f': "LIM x at x within s. f x :> inf (nhds (f x)) (principal (f`s))"
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: 51641
diff changeset
   254
      unfolding filterlim_def
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: 51641
diff changeset
   255
      by (simp add: eventually_filtermap eventually_at_filter le_principal)
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: 51641
diff changeset
   256
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: 51641
diff changeset
   257
    have "((?N g  g' (f x)) ---> 0) (at (f x) within f`s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   258
      using g unfolding has_derivative_iff_norm ..
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: 51641
diff changeset
   259
    then have g': "((?N g  g' (f x)) ---> 0) (inf (nhds (f x)) (principal (f`s)))"
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: 51641
diff changeset
   260
      by (rule tendsto_at_iff_tendsto_nhds_within[THEN iffD1, rotated]) simp
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: 51641
diff changeset
   261
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: 51641
diff changeset
   262
    have [tendsto_intros]: "?L Ng"
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: 51641
diff changeset
   263
      unfolding Ng_def by (rule filterlim_compose[OF g' f'])
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: 51641
diff changeset
   264
    show "((\<lambda>y. Nf y * kG + Ng y * (Nf y + kF)) ---> 0) (at x within s)"
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: 51641
diff changeset
   265
      by (intro tendsto_eq_intros) auto
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: 51641
diff changeset
   266
  qed simp
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: 51641
diff changeset
   267
qed
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: 51641
diff changeset
   268
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   269
lemma has_derivative_compose:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   270
  "(f has_derivative f') (at x within s) \<Longrightarrow> (g has_derivative g') (at (f x)) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   271
  ((\<lambda>x. g (f x)) has_derivative (\<lambda>x. g' (f' x))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   272
  by (blast intro: has_derivative_in_compose has_derivative_subset)
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: 51641
diff changeset
   273
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: 51641
diff changeset
   274
lemma (in bounded_bilinear) FDERIV:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   275
  assumes f: "(f has_derivative f') (at x within s)" and g: "(g has_derivative g') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   276
  shows "((\<lambda>x. f x ** g x) has_derivative (\<lambda>h. f x ** g' h + f' h ** g x)) (at x within s)"
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: 51641
diff changeset
   277
proof -
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   278
  from bounded_linear.bounded [OF has_derivative_bounded_linear [OF f]]
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: 51641
diff changeset
   279
  obtain KF where norm_F: "\<And>x. norm (f' x) \<le> norm x * KF" by fast
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: 51641
diff changeset
   280
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: 51641
diff changeset
   281
  from pos_bounded obtain K where K: "0 < K" and norm_prod:
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: 51641
diff changeset
   282
    "\<And>a b. norm (a ** b) \<le> norm a * norm b * K" by fast
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: 51641
diff changeset
   283
  let ?D = "\<lambda>f f' y. f y - f x - f' (y - x)"
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: 51641
diff changeset
   284
  let ?N = "\<lambda>f f' y. norm (?D f f' y) / norm (y - x)"
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: 51641
diff changeset
   285
  def Ng =="?N g g'" and Nf =="?N f f'"
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: 51641
diff changeset
   286
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: 51641
diff changeset
   287
  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)"
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: 51641
diff changeset
   288
  let ?fun2 = "\<lambda>y. norm (f x) * Ng y * K + Nf y * norm (g y) * K + KF * norm (g y - g x) * K"
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: 51641
diff changeset
   289
  let ?F = "at x within s"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   290
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: 51641
diff changeset
   291
  show ?thesis
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   292
  proof (rule has_derivativeI_sandwich[of 1])
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: 51641
diff changeset
   293
    show "bounded_linear (\<lambda>h. f x ** g' h + f' h ** g x)"
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: 51641
diff changeset
   294
      by (intro bounded_linear_add
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: 51641
diff changeset
   295
        bounded_linear_compose [OF bounded_linear_right] bounded_linear_compose [OF bounded_linear_left]
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   296
        has_derivative_bounded_linear [OF g] has_derivative_bounded_linear [OF f])
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: 51641
diff changeset
   297
  next
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: 51641
diff changeset
   298
    from g have "(g ---> g x) ?F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   299
      by (intro continuous_within[THEN iffD1] has_derivative_continuous)
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: 51641
diff changeset
   300
    moreover from f g have "(Nf ---> 0) ?F" "(Ng ---> 0) ?F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   301
      by (simp_all add: has_derivative_iff_norm Ng_def Nf_def)
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: 51641
diff changeset
   302
    ultimately have "(?fun2 ---> norm (f x) * 0 * K + 0 * norm (g x) * K + KF * norm (0::'b) * K) ?F"
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: 51641
diff changeset
   303
      by (intro tendsto_intros) (simp_all add: LIM_zero_iff)
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: 51641
diff changeset
   304
    then show "(?fun2 ---> 0) ?F"
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: 51641
diff changeset
   305
      by simp
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: 51641
diff changeset
   306
  next
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: 51641
diff changeset
   307
    fix y::'d assume "y \<noteq> x"
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: 51641
diff changeset
   308
    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)"
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: 51641
diff changeset
   309
      by (simp add: diff_left diff_right add_left add_right field_simps)
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: 51641
diff changeset
   310
    also have "\<dots> \<le> (norm (f x) * norm (?D g g' y) * K + norm (?D f f' y) * norm (g y) * K +
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: 51641
diff changeset
   311
        norm (y - x) * KF * norm (g y - g x) * K) / norm (y - x)"
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: 51641
diff changeset
   312
      by (intro divide_right_mono mult_mono'
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: 51641
diff changeset
   313
                order_trans [OF norm_triangle_ineq add_mono]
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: 51641
diff changeset
   314
                order_trans [OF norm_prod mult_right_mono]
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: 51641
diff changeset
   315
                mult_nonneg_nonneg order_refl norm_ge_zero norm_F
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: 51641
diff changeset
   316
                K [THEN order_less_imp_le])
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: 51641
diff changeset
   317
    also have "\<dots> = ?fun2 y"
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: 51641
diff changeset
   318
      by (simp add: add_divide_distrib Ng_def Nf_def)
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: 51641
diff changeset
   319
    finally show "?fun1 y \<le> ?fun2 y" .
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: 51641
diff changeset
   320
  qed simp
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: 51641
diff changeset
   321
qed
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: 51641
diff changeset
   322
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   323
lemmas has_derivative_mult[simp, has_derivative_intros] = bounded_bilinear.FDERIV[OF bounded_bilinear_mult]
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   324
lemmas has_derivative_scaleR[simp, has_derivative_intros] = bounded_bilinear.FDERIV[OF bounded_bilinear_scaleR]
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: 51641
diff changeset
   325
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   326
lemma has_derivative_setprod[simp, has_derivative_intros]:
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: 51641
diff changeset
   327
  fixes f :: "'i \<Rightarrow> 'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   328
  assumes f: "\<And>i. i \<in> I \<Longrightarrow> (f i has_derivative f' i) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   329
  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)"
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: 51641
diff changeset
   330
proof cases
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: 51641
diff changeset
   331
  assume "finite I" from this f show ?thesis
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: 51641
diff changeset
   332
  proof induct
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: 51641
diff changeset
   333
    case (insert i I)
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: 51641
diff changeset
   334
    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)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   335
    have "((\<lambda>x. f i x * (\<Prod>i\<in>I. f i x)) has_derivative ?P) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   336
      using insert by (intro has_derivative_mult) auto
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: 51641
diff changeset
   337
    also have "?P = (\<lambda>y. \<Sum>i'\<in>insert i I. f' i' y * (\<Prod>j\<in>insert i I - {i'}. f j x))"
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: 51641
diff changeset
   338
      using insert(1,2) by (auto simp add: setsum_right_distrib insert_Diff_if intro!: ext setsum_cong)
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: 51641
diff changeset
   339
    finally show ?case
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: 51641
diff changeset
   340
      using insert by simp
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: 51641
diff changeset
   341
  qed simp  
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: 51641
diff changeset
   342
qed simp
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: 51641
diff changeset
   343
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   344
lemma has_derivative_power[simp, has_derivative_intros]:
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: 51641
diff changeset
   345
  fixes f :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   346
  assumes f: "(f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   347
  shows "((\<lambda>x. f x^n) has_derivative (\<lambda>y. of_nat n * f' y * f x^(n - 1))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   348
  using has_derivative_setprod[OF f, of "{..< n}"] by (simp add: setprod_constant ac_simps)
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: 51641
diff changeset
   349
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   350
lemma has_derivative_inverse':
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: 51641
diff changeset
   351
  fixes x :: "'a::real_normed_div_algebra"
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: 51641
diff changeset
   352
  assumes x: "x \<noteq> 0"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   353
  shows "(inverse has_derivative (\<lambda>h. - (inverse x * h * inverse x))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   354
        (is "(?inv has_derivative ?f) _")
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   355
proof (rule has_derivativeI_sandwich)
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: 51641
diff changeset
   356
  show "bounded_linear (\<lambda>h. - (?inv x * h * ?inv x))"
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: 51641
diff changeset
   357
    apply (rule bounded_linear_minus)
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: 51641
diff changeset
   358
    apply (rule bounded_linear_mult_const)
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: 51641
diff changeset
   359
    apply (rule bounded_linear_const_mult)
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: 51641
diff changeset
   360
    apply (rule bounded_linear_ident)
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: 51641
diff changeset
   361
    done
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: 51641
diff changeset
   362
next
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: 51641
diff changeset
   363
  show "0 < norm x" using x by simp
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: 51641
diff changeset
   364
next
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: 51641
diff changeset
   365
  show "((\<lambda>y. norm (?inv y - ?inv x) * norm (?inv x)) ---> 0) (at x within s)"
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: 51641
diff changeset
   366
    apply (rule tendsto_mult_left_zero)
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: 51641
diff changeset
   367
    apply (rule tendsto_norm_zero)
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: 51641
diff changeset
   368
    apply (rule LIM_zero)
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: 51641
diff changeset
   369
    apply (rule tendsto_inverse)
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: 51641
diff changeset
   370
    apply (rule tendsto_ident_at)
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: 51641
diff changeset
   371
    apply (rule x)
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: 51641
diff changeset
   372
    done
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: 51641
diff changeset
   373
next
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: 51641
diff changeset
   374
  fix y::'a assume h: "y \<noteq> x" "dist y x < norm x"
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: 51641
diff changeset
   375
  then have "y \<noteq> 0"
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: 51641
diff changeset
   376
    by (auto simp: norm_conv_dist dist_commute)
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: 51641
diff changeset
   377
  have "norm (?inv y - ?inv x - ?f (y -x)) / norm (y - x) = norm ((?inv y - ?inv x) * (y - x) * ?inv x) / norm (y - x)"
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: 51641
diff changeset
   378
    apply (subst inverse_diff_inverse [OF `y \<noteq> 0` x])
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: 51641
diff changeset
   379
    apply (subst minus_diff_minus)
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: 51641
diff changeset
   380
    apply (subst norm_minus_cancel)
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: 51641
diff changeset
   381
    apply (simp add: left_diff_distrib)
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: 51641
diff changeset
   382
    done
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: 51641
diff changeset
   383
  also have "\<dots> \<le> norm (?inv y - ?inv x) * norm (y - x) * norm (?inv x) / norm (y - x)"
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: 51641
diff changeset
   384
    apply (rule divide_right_mono [OF _ norm_ge_zero])
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: 51641
diff changeset
   385
    apply (rule order_trans [OF norm_mult_ineq])
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: 51641
diff changeset
   386
    apply (rule mult_right_mono [OF _ norm_ge_zero])
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: 51641
diff changeset
   387
    apply (rule norm_mult_ineq)
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: 51641
diff changeset
   388
    done
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: 51641
diff changeset
   389
  also have "\<dots> = norm (?inv y - ?inv x) * norm (?inv x)"
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: 51641
diff changeset
   390
    by simp
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: 51641
diff changeset
   391
  finally show "norm (?inv y - ?inv x - ?f (y -x)) / norm (y - x) \<le>
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: 51641
diff changeset
   392
      norm (?inv y - ?inv x) * norm (?inv x)" .
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: 51641
diff changeset
   393
qed
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: 51641
diff changeset
   394
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   395
lemma has_derivative_inverse[simp, has_derivative_intros]:
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: 51641
diff changeset
   396
  fixes f :: "_ \<Rightarrow> 'a::real_normed_div_algebra"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   397
  assumes x:  "f x \<noteq> 0" and f: "(f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   398
  shows "((\<lambda>x. inverse (f x)) has_derivative (\<lambda>h. - (inverse (f x) * f' h * inverse (f x)))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   399
  using has_derivative_compose[OF f has_derivative_inverse', OF x] .
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: 51641
diff changeset
   400
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   401
lemma has_derivative_divide[simp, has_derivative_intros]:
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: 51641
diff changeset
   402
  fixes f :: "_ \<Rightarrow> 'a::real_normed_div_algebra"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   403
  assumes f: "(f has_derivative f') (at x within s)" and g: "(g has_derivative g') (at x within s)" 
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   404
  assumes x: "g x \<noteq> 0"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   405
  shows "((\<lambda>x. f x / g x) has_derivative
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   406
                (\<lambda>h. - f x * (inverse (g x) * g' h * inverse (g x)) + f' h / g x)) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   407
  using has_derivative_mult[OF f has_derivative_inverse[OF x g]]
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   408
  by (simp add: divide_inverse field_simps)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   409
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   410
text{*Conventional form requires mult-AC laws. Types real and complex only.*}
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   411
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   412
lemma has_derivative_divide'[has_derivative_intros]: 
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   413
  fixes f :: "_ \<Rightarrow> 'a::real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   414
  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"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   415
  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
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   416
proof -
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   417
  { fix h
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   418
    have "f' h / g x - f x * (inverse (g x) * g' h * inverse (g x)) =
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   419
          (f' h * g x - f x * g' h) / (g x * g x)"
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   420
      by (simp add: divide_inverse field_simps nonzero_inverse_mult_distrib x)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   421
   }
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   422
  then show ?thesis
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   423
    using has_derivative_divide [OF f g] x
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   424
    by simp
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   425
qed
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: 51641
diff changeset
   426
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: 51641
diff changeset
   427
subsection {* Uniqueness *}
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: 51641
diff changeset
   428
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: 51641
diff changeset
   429
text {*
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: 51641
diff changeset
   430
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   431
This can not generally shown for @{const has_derivative}, as we need to approach the point from
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: 51641
diff changeset
   432
all directions. There is a proof in @{text Multivariate_Analysis} for @{text euclidean_space}.
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: 51641
diff changeset
   433
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: 51641
diff changeset
   434
*}
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: 51641
diff changeset
   435
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   436
lemma has_derivative_zero_unique:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   437
  assumes "((\<lambda>x. 0) has_derivative F) (at x)" shows "F = (\<lambda>h. 0)"
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: 51641
diff changeset
   438
proof -
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: 51641
diff changeset
   439
  interpret F: bounded_linear F
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   440
    using assms by (rule has_derivative_bounded_linear)
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: 51641
diff changeset
   441
  let ?r = "\<lambda>h. norm (F h) / norm h"
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: 51641
diff changeset
   442
  have *: "?r -- 0 --> 0"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   443
    using assms unfolding has_derivative_at by simp
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: 51641
diff changeset
   444
  show "F = (\<lambda>h. 0)"
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: 51641
diff changeset
   445
  proof
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: 51641
diff changeset
   446
    fix h show "F h = 0"
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: 51641
diff changeset
   447
    proof (rule ccontr)
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
   448
      assume **: "F h \<noteq> 0"
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
   449
      then have h: "h \<noteq> 0"
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: 51641
diff changeset
   450
        by (clarsimp simp add: F.zero)
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
   451
      with ** have "0 < ?r h"
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: 51641
diff changeset
   452
        by (simp add: divide_pos_pos)
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: 51641
diff changeset
   453
      from LIM_D [OF * this] obtain s where s: "0 < s"
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: 51641
diff changeset
   454
        and r: "\<And>x. x \<noteq> 0 \<Longrightarrow> norm x < s \<Longrightarrow> ?r x < ?r h" by auto
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: 51641
diff changeset
   455
      from dense [OF s] obtain t where t: "0 < t \<and> t < s" ..
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: 51641
diff changeset
   456
      let ?x = "scaleR (t / norm h) h"
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: 51641
diff changeset
   457
      have "?x \<noteq> 0" and "norm ?x < s" using t h by simp_all
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: 51641
diff changeset
   458
      hence "?r ?x < ?r h" by (rule r)
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: 51641
diff changeset
   459
      thus "False" using t h by (simp add: F.scaleR)
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: 51641
diff changeset
   460
    qed
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: 51641
diff changeset
   461
  qed
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: 51641
diff changeset
   462
qed
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: 51641
diff changeset
   463
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   464
lemma has_derivative_unique:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   465
  assumes "(f has_derivative F) (at x)" and "(f has_derivative F') (at x)" shows "F = F'"
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: 51641
diff changeset
   466
proof -
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   467
  have "((\<lambda>x. 0) has_derivative (\<lambda>h. F h - F' h)) (at x)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   468
    using has_derivative_diff [OF assms] by simp
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: 51641
diff changeset
   469
  hence "(\<lambda>h. F h - F' h) = (\<lambda>h. 0)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   470
    by (rule has_derivative_zero_unique)
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: 51641
diff changeset
   471
  thus "F = F'"
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: 51641
diff changeset
   472
    unfolding fun_eq_iff right_minus_eq .
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: 51641
diff changeset
   473
qed
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: 51641
diff changeset
   474
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: 51641
diff changeset
   475
subsection {* Differentiability predicate *}
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: 51641
diff changeset
   476
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   477
definition
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   478
  differentiable :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a filter \<Rightarrow> bool"
56182
528fae0816ea update syntax of has_*derivative to infix 50; fixed proofs
hoelzl
parents: 56181
diff changeset
   479
  (infix "differentiable" 50)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   480
where
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   481
  "f differentiable F \<longleftrightarrow> (\<exists>D. (f has_derivative D) F)"
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: 51641
diff changeset
   482
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   483
lemma differentiable_subset: "f differentiable (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow> f differentiable (at x within t)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   484
  unfolding differentiable_def by (blast intro: has_derivative_subset)
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: 51641
diff changeset
   485
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   486
lemmas differentiable_within_subset = differentiable_subset
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   487
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   488
lemma differentiable_ident [simp]: "(\<lambda>x. x) differentiable F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   489
  unfolding differentiable_def by (blast intro: has_derivative_ident)
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: 51641
diff changeset
   490
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   491
lemma differentiable_const [simp]: "(\<lambda>z. a) differentiable F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   492
  unfolding differentiable_def by (blast intro: has_derivative_const)
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: 51641
diff changeset
   493
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: 51641
diff changeset
   494
lemma differentiable_in_compose:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   495
  "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)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   496
  unfolding differentiable_def by (blast intro: has_derivative_in_compose)
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: 51641
diff changeset
   497
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: 51641
diff changeset
   498
lemma differentiable_compose:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   499
  "f differentiable (at (g x)) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f (g x)) differentiable (at x within s)"
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: 51641
diff changeset
   500
  by (blast intro: differentiable_in_compose differentiable_subset)
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: 51641
diff changeset
   501
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: 51641
diff changeset
   502
lemma differentiable_sum [simp]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   503
  "f differentiable F \<Longrightarrow> g differentiable F \<Longrightarrow> (\<lambda>x. f x + g x) differentiable F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   504
  unfolding differentiable_def by (blast intro: has_derivative_add)
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: 51641
diff changeset
   505
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: 51641
diff changeset
   506
lemma differentiable_minus [simp]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   507
  "f differentiable F \<Longrightarrow> (\<lambda>x. - f x) differentiable F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   508
  unfolding differentiable_def by (blast intro: has_derivative_minus)
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: 51641
diff changeset
   509
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: 51641
diff changeset
   510
lemma differentiable_diff [simp]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   511
  "f differentiable F \<Longrightarrow> g differentiable F \<Longrightarrow> (\<lambda>x. f x - g x) differentiable F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   512
  unfolding differentiable_def by (blast intro: has_derivative_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: 51641
diff changeset
   513
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: 51641
diff changeset
   514
lemma differentiable_mult [simp]:
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: 51641
diff changeset
   515
  fixes f g :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_algebra"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   516
  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)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   517
  unfolding differentiable_def by (blast intro: has_derivative_mult)
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: 51641
diff changeset
   518
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: 51641
diff changeset
   519
lemma differentiable_inverse [simp]:
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: 51641
diff changeset
   520
  fixes f :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   521
  shows "f differentiable (at x within s) \<Longrightarrow> f x \<noteq> 0 \<Longrightarrow> (\<lambda>x. inverse (f x)) differentiable (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   522
  unfolding differentiable_def by (blast intro: has_derivative_inverse)
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: 51641
diff changeset
   523
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: 51641
diff changeset
   524
lemma differentiable_divide [simp]:
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: 51641
diff changeset
   525
  fixes f g :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   526
  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)"
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: 51641
diff changeset
   527
  unfolding divide_inverse using assms by simp
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: 51641
diff changeset
   528
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: 51641
diff changeset
   529
lemma differentiable_power [simp]:
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: 51641
diff changeset
   530
  fixes f g :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   531
  shows "f differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f x ^ n) differentiable (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   532
  unfolding differentiable_def by (blast intro: has_derivative_power)
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: 51641
diff changeset
   533
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: 51641
diff changeset
   534
lemma differentiable_scaleR [simp]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   535
  "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)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   536
  unfolding differentiable_def by (blast intro: has_derivative_scaleR)
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: 51641
diff changeset
   537
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: 51641
diff changeset
   538
definition 
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   539
  has_field_derivative :: "('a::real_normed_field \<Rightarrow> 'a) \<Rightarrow> 'a \<Rightarrow> 'a filter \<Rightarrow> bool"
56182
528fae0816ea update syntax of has_*derivative to infix 50; fixed proofs
hoelzl
parents: 56181
diff changeset
   540
  (infix "(has'_field'_derivative)" 50)
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: 51641
diff changeset
   541
where
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   542
  "(f has_field_derivative D) F \<longleftrightarrow> (f has_derivative op * D) F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   543
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   544
lemma has_derivative_imp_has_field_derivative:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   545
  "(f has_derivative D) F \<Longrightarrow> (\<And>x. x * D' = D x) \<Longrightarrow> (f has_field_derivative D') F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   546
  unfolding has_field_derivative_def 
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   547
  by (rule has_derivative_eq_rhs[of f D]) (simp_all add: fun_eq_iff mult_commute)
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   548
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   549
lemma has_field_derivative_imp_has_derivative: "(f has_field_derivative D) F \<Longrightarrow> (f has_derivative op * D) F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   550
  by (simp add: has_field_derivative_def)
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: 51641
diff changeset
   551
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   552
lemma DERIV_subset: 
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   553
  "(f has_field_derivative f') (at x within s) \<Longrightarrow> t \<subseteq> s 
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   554
   \<Longrightarrow> (f has_field_derivative f') (at x within t)"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   555
  by (simp add: has_field_derivative_def has_derivative_within_subset)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   556
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   557
abbreviation (input)
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   558
  deriv :: "('a::real_normed_field \<Rightarrow> 'a) \<Rightarrow> 'a \<Rightarrow> 'a \<Rightarrow> bool"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   559
  ("(DERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60)
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: 51641
diff changeset
   560
where
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   561
  "DERIV f x :> D \<equiv> (f has_field_derivative D) (at x)"
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: 51641
diff changeset
   562
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   563
abbreviation 
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   564
  has_real_derivative :: "(real \<Rightarrow> real) \<Rightarrow> real \<Rightarrow> real filter \<Rightarrow> bool"
56182
528fae0816ea update syntax of has_*derivative to infix 50; fixed proofs
hoelzl
parents: 56181
diff changeset
   565
  (infix "(has'_real'_derivative)" 50)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   566
where
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   567
  "(f has_real_derivative D) F \<equiv> (f has_field_derivative D) F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   568
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   569
lemma real_differentiable_def:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   570
  "f differentiable at x within s \<longleftrightarrow> (\<exists>D. (f has_real_derivative D) (at x within s))"
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: 51641
diff changeset
   571
proof safe
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   572
  assume "f differentiable at x within s"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   573
  then obtain f' where *: "(f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   574
    unfolding differentiable_def by auto
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   575
  then obtain c where "f' = (op * c)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   576
    by (metis real_bounded_linear has_derivative_bounded_linear mult_commute fun_eq_iff)
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   577
  with * show "\<exists>D. (f has_real_derivative D) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   578
    unfolding has_field_derivative_def by auto
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   579
qed (auto simp: differentiable_def has_field_derivative_def)
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: 51641
diff changeset
   580
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   581
lemma real_differentiableE [elim?]:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   582
  assumes f: "f differentiable (at x within s)" obtains df where "(f has_real_derivative df) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   583
  using assms by (auto simp: real_differentiable_def)
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: 51641
diff changeset
   584
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   585
lemma differentiableD: "f differentiable (at x within s) \<Longrightarrow> \<exists>D. (f has_real_derivative D) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   586
  by (auto elim: real_differentiableE)
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: 51641
diff changeset
   587
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   588
lemma differentiableI: "(f has_real_derivative D) (at x within s) \<Longrightarrow> f differentiable (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   589
  by (force simp add: real_differentiable_def)
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: 51641
diff changeset
   590
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: 51641
diff changeset
   591
lemma deriv_def:
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: 51641
diff changeset
   592
  "DERIV f x :> D \<longleftrightarrow> (\<lambda>h. (f (x + h) - f x) / h) -- 0 --> D"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   593
  apply (simp add: has_field_derivative_def has_derivative_at bounded_linear_mult_right LIM_zero_iff[symmetric, of _ D])
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: 51641
diff changeset
   594
  apply (subst (2) tendsto_norm_zero_iff[symmetric])
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: 51641
diff changeset
   595
  apply (rule filterlim_cong)
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: 51641
diff changeset
   596
  apply (simp_all add: eventually_at_filter field_simps nonzero_norm_divide)
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: 51641
diff changeset
   597
  done
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   598
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   599
lemma mult_commute_abs: "(\<lambda>x. x * c) = op * (c::'a::ab_semigroup_mult)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   600
  by (simp add: fun_eq_iff mult_commute)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   601
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   602
subsection {* Derivatives *}
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   603
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: 51641
diff changeset
   604
lemma DERIV_D: "DERIV f x :> D \<Longrightarrow> (\<lambda>h. (f (x + h) - f x) / h) -- 0 --> D"
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: 51641
diff changeset
   605
  by (simp add: deriv_def)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   606
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   607
lemma DERIV_const [simp]: "((\<lambda>x. k) has_field_derivative 0) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   608
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_const]) auto
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   609
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   610
lemma DERIV_ident [simp]: "((\<lambda>x. x) has_field_derivative 1) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   611
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_ident]) auto
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   612
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   613
lemma field_differentiable_add:
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   614
  assumes "(f has_field_derivative f') F" "(g has_field_derivative g') F"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   615
    shows "((\<lambda>z. f z + g z) has_field_derivative f' + g') F"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   616
  apply (rule has_derivative_imp_has_field_derivative[OF has_derivative_add])
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   617
  using assms 
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   618
  by (auto simp: has_field_derivative_def field_simps mult_commute_abs)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   619
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   620
corollary DERIV_add:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   621
  "(f has_field_derivative D) (at x within s) \<Longrightarrow> (g has_field_derivative E) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   622
  ((\<lambda>x. f x + g x) has_field_derivative D + E) (at x within s)"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   623
  by (rule field_differentiable_add)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   624
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   625
lemma field_differentiable_minus:
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   626
  assumes "(f has_field_derivative f') F" 
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   627
    shows "((\<lambda>z. - (f z)) has_field_derivative -f') F"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   628
  apply (rule has_derivative_imp_has_field_derivative[OF has_derivative_minus])
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   629
  using assms 
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   630
  by (auto simp: has_field_derivative_def field_simps mult_commute_abs)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   631
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   632
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)"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   633
  by (rule field_differentiable_minus)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   634
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   635
lemma field_differentiable_diff:
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   636
  assumes "(f has_field_derivative f') F" "(g has_field_derivative g') F"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   637
    shows "((\<lambda>z. f z - g z) has_field_derivative f' - g') F"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   638
by (simp only: assms diff_conv_add_uminus field_differentiable_add field_differentiable_minus)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   639
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   640
corollary DERIV_diff:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   641
  "(f has_field_derivative D) (at x within s) \<Longrightarrow> (g has_field_derivative E) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   642
  ((\<lambda>x. f x - g x) has_field_derivative D - E) (at x within s)"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   643
  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: 51641
diff changeset
   644
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   645
lemma DERIV_continuous: "(f has_field_derivative D) (at x within s) \<Longrightarrow> continuous (at x within s) f"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   646
  by (drule has_derivative_continuous[OF has_field_derivative_imp_has_derivative]) simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   647
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   648
corollary DERIV_isCont: "DERIV f x :> D \<Longrightarrow> isCont f x"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   649
  by (rule DERIV_continuous)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   650
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   651
lemma DERIV_continuous_on:
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   652
  "(\<And>x. x \<in> s \<Longrightarrow> (f has_field_derivative D) (at x)) \<Longrightarrow> continuous_on s f"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   653
  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
hoelzl
parents: 51641
diff changeset
   654
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   655
lemma DERIV_mult':
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   656
  "(f has_field_derivative D) (at x within s) \<Longrightarrow> (g has_field_derivative E) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   657
  ((\<lambda>x. f x * g x) has_field_derivative f x * E + D * g x) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   658
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_mult])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   659
     (auto simp: field_simps mult_commute_abs dest: has_field_derivative_imp_has_derivative)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   660
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   661
lemma DERIV_mult:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   662
  "(f has_field_derivative Da) (at x within s) \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   663
  ((\<lambda>x. f x * g x) has_field_derivative Da * g x + Db * f x) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   664
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_mult])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   665
     (auto simp: field_simps 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
hoelzl
parents: 51641
diff changeset
   666
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: 51641
diff changeset
   667
text {* Derivative of linear multiplication *}
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   668
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: 51641
diff changeset
   669
lemma DERIV_cmult:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   670
  "(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 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: 51641
diff changeset
   671
  by (drule DERIV_mult' [OF DERIV_const], simp)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   672
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   673
lemma DERIV_cmult_right:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   674
  "(f has_field_derivative D) (at x within s) ==> ((\<lambda>x. f x * c) has_field_derivative D * c) (at x within s)"
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   675
  using DERIV_cmult   by (force simp add: mult_ac)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   676
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   677
lemma DERIV_cmult_Id [simp]: "(op * c has_field_derivative c) (at x within s)"
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: 51641
diff changeset
   678
  by (cut_tac c = c and x = x in DERIV_ident [THEN DERIV_cmult], simp)
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: 51641
diff changeset
   679
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   680
lemma DERIV_cdivide:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   681
  "(f has_field_derivative D) (at x within s) \<Longrightarrow> ((\<lambda>x. f x / c) has_field_derivative D / c) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   682
  using DERIV_cmult_right[of f D x s "1 / c"] by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   683
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   684
lemma DERIV_unique:
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: 51641
diff changeset
   685
  "DERIV f x :> D \<Longrightarrow> DERIV f x :> E \<Longrightarrow> D = E"
50331
4b6dc5077e98 use filterlim in Lim and SEQ; tuned proofs
hoelzl
parents: 50330
diff changeset
   686
  unfolding deriv_def by (rule LIM_unique) 
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   687
31880
6fb86c61747c Added DERIV_intros
hoelzl
parents: 31404
diff changeset
   688
lemma DERIV_setsum:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   689
  "(\<And> n. n \<in> S \<Longrightarrow> ((\<lambda>x. f x n) has_field_derivative (f' x n)) F) \<Longrightarrow> 
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   690
    ((\<lambda>x. setsum (f x) S) has_field_derivative setsum (f' x) S) F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   691
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_setsum])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   692
     (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
hoelzl
parents: 51641
diff changeset
   693
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: 51641
diff changeset
   694
lemma DERIV_inverse':
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   695
  "(f has_field_derivative D) (at x within s) \<Longrightarrow> f x \<noteq> 0 \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   696
  ((\<lambda>x. inverse (f x)) has_field_derivative - (inverse (f x) * D * inverse (f x))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   697
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_inverse])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   698
     (auto 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
hoelzl
parents: 51641
diff changeset
   699
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: 51641
diff changeset
   700
text {* Power of @{text "-1"} *}
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: 51641
diff changeset
   701
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: 51641
diff changeset
   702
lemma DERIV_inverse:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   703
  "x \<noteq> 0 \<Longrightarrow> ((\<lambda>x. inverse(x)) has_field_derivative - (inverse x ^ Suc (Suc 0))) (at x within s)"
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: 51641
diff changeset
   704
  by (drule DERIV_inverse' [OF DERIV_ident]) simp
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: 51641
diff changeset
   705
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: 51641
diff changeset
   706
text {* Derivative of inverse *}
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: 51641
diff changeset
   707
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: 51641
diff changeset
   708
lemma DERIV_inverse_fun:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   709
  "(f has_field_derivative d) (at x within s) \<Longrightarrow> f x \<noteq> 0 \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   710
  ((\<lambda>x. inverse (f x)) has_field_derivative (- (d * inverse(f x ^ Suc (Suc 0))))) (at x within s)"
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: 51641
diff changeset
   711
  by (drule (1) DERIV_inverse') (simp add: mult_ac nonzero_inverse_mult_distrib)
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: 51641
diff changeset
   712
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: 51641
diff changeset
   713
text {* Derivative of quotient *}
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: 51641
diff changeset
   714
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: 51641
diff changeset
   715
lemma DERIV_divide:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   716
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   717
  (g has_field_derivative E) (at x within s) \<Longrightarrow> g x \<noteq> 0 \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   718
  ((\<lambda>x. f x / g x) has_field_derivative (D * g x - f x * E) / (g x * g x)) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   719
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_divide])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   720
     (auto dest: has_field_derivative_imp_has_derivative simp: field_simps nonzero_inverse_mult_distrib divide_inverse)
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: 51641
diff changeset
   721
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: 51641
diff changeset
   722
lemma DERIV_quotient:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   723
  "(f has_field_derivative d) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   724
  (g has_field_derivative e) (at x within s)\<Longrightarrow> g x \<noteq> 0 \<Longrightarrow> 
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   725
  ((\<lambda>y. f y / g y) has_field_derivative (d * g x - (e * f x)) / (g x ^ Suc (Suc 0))) (at x within s)"
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: 51641
diff changeset
   726
  by (drule (2) DERIV_divide) (simp add: mult_commute)
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: 51641
diff changeset
   727
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: 51641
diff changeset
   728
lemma DERIV_power_Suc:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   729
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   730
  ((\<lambda>x. f x ^ Suc n) has_field_derivative (1 + of_nat n) * (D * f x ^ n)) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   731
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_power])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   732
     (auto simp: has_field_derivative_def)
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: 51641
diff changeset
   733
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: 51641
diff changeset
   734
lemma DERIV_power:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   735
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   736
  ((\<lambda>x. f x ^ n) has_field_derivative of_nat n * (D * f x ^ (n - Suc 0))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   737
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_power])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   738
     (auto simp: has_field_derivative_def)
31880
6fb86c61747c Added DERIV_intros
hoelzl
parents: 31404
diff changeset
   739
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   740
lemma DERIV_pow: "((\<lambda>x. x ^ n) has_field_derivative real n * (x ^ (n - Suc 0))) (at x within s)"
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: 51641
diff changeset
   741
  apply (cut_tac DERIV_power [OF DERIV_ident])
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: 51641
diff changeset
   742
  apply (simp add: real_of_nat_def)
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: 51641
diff changeset
   743
  done
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: 51641
diff changeset
   744
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   745
lemma DERIV_chain': "(f has_field_derivative D) (at x within s) \<Longrightarrow> DERIV g (f x) :> E \<Longrightarrow> 
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   746
  ((\<lambda>x. g (f x)) has_field_derivative E * D) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   747
  using has_derivative_compose[of f "op * D" x s g "op * E"]
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   748
  unfolding has_field_derivative_def mult_commute_abs ac_simps .
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: 51641
diff changeset
   749
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   750
corollary DERIV_chain2: "DERIV f (g x) :> Da \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   751
  ((\<lambda>x. f (g x)) has_field_derivative Da * Db) (at x within s)"
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   752
  by (rule DERIV_chain')
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   753
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: 51641
diff changeset
   754
text {* Standard version *}
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: 51641
diff changeset
   755
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   756
lemma DERIV_chain:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   757
  "DERIV f (g x) :> Da \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow> 
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   758
  (f o g has_field_derivative Da * Db) (at x within s)"
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: 51641
diff changeset
   759
  by (drule (1) DERIV_chain', simp add: o_def mult_commute)
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: 51641
diff changeset
   760
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   761
lemma DERIV_image_chain: 
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   762
  "(f has_field_derivative Da) (at (g x) within (g ` s)) \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   763
  (f o g has_field_derivative Da * Db) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   764
  using has_derivative_in_compose [of g "op * Db" x s f "op * Da "]
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   765
  by (simp add: has_field_derivative_def o_def mult_commute_abs ac_simps)
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   766
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   767
(*These two are from HOL Light: HAS_COMPLEX_DERIVATIVE_CHAIN*)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   768
lemma DERIV_chain_s:
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   769
  assumes "(\<And>x. x \<in> s \<Longrightarrow> DERIV g x :> g'(x))"
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   770
      and "DERIV f x :> f'" 
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   771
      and "f x \<in> s"
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   772
    shows "DERIV (\<lambda>x. g(f x)) x :> f' * g'(f x)"
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   773
  by (metis (full_types) DERIV_chain' mult_commute assms)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   774
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   775
lemma DERIV_chain3: (*HAS_COMPLEX_DERIVATIVE_CHAIN_UNIV*)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   776
  assumes "(\<And>x. DERIV g x :> g'(x))"
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   777
      and "DERIV f x :> f'" 
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   778
    shows "DERIV (\<lambda>x. g(f x)) x :> f' * g'(f x)"
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   779
  by (metis UNIV_I DERIV_chain_s [of UNIV] assms)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   780
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: 51641
diff changeset
   781
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: 51641
diff changeset
   782
subsubsection {* @{text "DERIV_intros"} *}
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: 51641
diff changeset
   783
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: 51641
diff changeset
   784
ML {*
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: 51641
diff changeset
   785
structure Deriv_Intros = Named_Thms
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: 51641
diff changeset
   786
(
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: 51641
diff changeset
   787
  val name = @{binding DERIV_intros}
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: 51641
diff changeset
   788
  val description = "DERIV introduction rules"
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: 51641
diff changeset
   789
)
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: 51641
diff changeset
   790
*}
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: 51641
diff changeset
   791
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: 51641
diff changeset
   792
setup Deriv_Intros.setup
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: 51641
diff changeset
   793
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   794
lemma DERIV_cong: "(f has_field_derivative X) (at x within s) \<Longrightarrow> X = Y \<Longrightarrow> (f has_field_derivative Y) (at x within s)"
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: 51641
diff changeset
   795
  by simp
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: 51641
diff changeset
   796
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: 51641
diff changeset
   797
declare
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: 51641
diff changeset
   798
  DERIV_const[THEN DERIV_cong, DERIV_intros]
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: 51641
diff changeset
   799
  DERIV_ident[THEN DERIV_cong, DERIV_intros]
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: 51641
diff changeset
   800
  DERIV_add[THEN DERIV_cong, DERIV_intros]
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: 51641
diff changeset
   801
  DERIV_minus[THEN DERIV_cong, DERIV_intros]
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: 51641
diff changeset
   802
  DERIV_mult[THEN DERIV_cong, DERIV_intros]
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: 51641
diff changeset
   803
  DERIV_diff[THEN DERIV_cong, DERIV_intros]
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: 51641
diff changeset
   804
  DERIV_inverse'[THEN DERIV_cong, DERIV_intros]
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: 51641
diff changeset
   805
  DERIV_divide[THEN DERIV_cong, DERIV_intros]
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: 51641
diff changeset
   806
  DERIV_power[where 'a=real, THEN DERIV_cong,
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: 51641
diff changeset
   807
              unfolded real_of_nat_def[symmetric], DERIV_intros]
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: 51641
diff changeset
   808
  DERIV_setsum[THEN DERIV_cong, DERIV_intros]
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   809
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   810
text{*Alternative definition for differentiability*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   811
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   812
lemma DERIV_LIM_iff:
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   813
  fixes f :: "'a::{real_normed_vector,inverse} \<Rightarrow> 'a" shows
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   814
     "((%h. (f(a + h) - f(a)) / h) -- 0 --> D) =
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   815
      ((%x. (f(x)-f(a)) / (x-a)) -- a --> D)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   816
apply (rule iffI)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   817
apply (drule_tac k="- a" in LIM_offset)
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53381
diff changeset
   818
apply simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   819
apply (drule_tac k="a" in LIM_offset)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   820
apply (simp add: add_commute)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   821
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   822
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: 51641
diff changeset
   823
lemma DERIV_iff2: "(DERIV f x :> D) \<longleftrightarrow> (\<lambda>z. (f z - f x) / (z - x)) --x --> D"
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53381
diff changeset
   824
  by (simp add: deriv_def DERIV_LIM_iff)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   825
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: 51641
diff changeset
   826
lemma DERIV_cong_ev: "x = y \<Longrightarrow> eventually (\<lambda>x. f x = g x) (nhds x) \<Longrightarrow> u = v \<Longrightarrow>
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: 51641
diff changeset
   827
    DERIV f x :> u \<longleftrightarrow> DERIV g y :> v"
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: 51641
diff changeset
   828
  unfolding DERIV_iff2
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: 51641
diff changeset
   829
proof (rule filterlim_cong)
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
   830
  assume *: "eventually (\<lambda>x. f x = g x) (nhds x)"
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
   831
  moreover from * have "f x = g x" by (auto simp: eventually_nhds)
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: 51641
diff changeset
   832
  moreover assume "x = y" "u = v"
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: 51641
diff changeset
   833
  ultimately show "eventually (\<lambda>xa. (f xa - f x) / (xa - x) = (g xa - g y) / (xa - y)) (at x)"
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: 51641
diff changeset
   834
    by (auto simp: eventually_at_filter elim: eventually_elim1)
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: 51641
diff changeset
   835
qed simp_all
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   836
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: 51641
diff changeset
   837
lemma DERIV_shift:
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: 51641
diff changeset
   838
  "(DERIV f (x + z) :> y) \<longleftrightarrow> (DERIV (\<lambda>x. f (x + z)) x :> y)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   839
  by (simp add: deriv_def field_simps)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   840
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: 51641
diff changeset
   841
lemma DERIV_mirror:
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: 51641
diff changeset
   842
  "(DERIV f (- x) :> y) \<longleftrightarrow> (DERIV (\<lambda>x. f (- x::real) :: real) x :> - y)"
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: 51641
diff changeset
   843
  by (simp add: deriv_def filterlim_at_split filterlim_at_left_to_right
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: 51641
diff changeset
   844
                tendsto_minus_cancel_left field_simps conj_commute)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   845
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   846
text {* Caratheodory formulation of derivative at a point *}
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   847
55970
6d123f0ae358 Some new proofs. Tidying up, esp to remove "apply rule".
paulson <lp15@cam.ac.uk>
parents: 55967
diff changeset
   848
lemma CARAT_DERIV: (*FIXME: SUPERSEDED BY THE ONE IN Deriv.thy. But still used by NSA/HDeriv.thy*)
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: 51641
diff changeset
   849
  "(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
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   850
      (is "?lhs = ?rhs")
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   851
proof
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   852
  assume der: "DERIV f x :> l"
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   853
  show "\<exists>g. (\<forall>z. f z - f x = g z * (z-x)) \<and> isCont g x \<and> g x = l"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   854
  proof (intro exI conjI)
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   855
    let ?g = "(%z. if z = x then l else (f z - f x) / (z-x))"
23413
5caa2710dd5b tuned laws for cancellation in divisions for fields.
nipkow
parents: 23412
diff changeset
   856
    show "\<forall>z. f z - f x = ?g z * (z-x)" by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   857
    show "isCont ?g x" using der
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   858
      by (simp add: isCont_iff deriv_def cong: LIM_equal [rule_format])
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   859
    show "?g x = l" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   860
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   861
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   862
  assume "?rhs"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   863
  then obtain g where
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   864
    "(\<forall>z. f z - f x = g z * (z-x))" and "isCont g x" and "g x = l" by blast
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   865
  thus "(DERIV f x :> l)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   866
     by (auto simp add: isCont_iff deriv_def cong: LIM_cong)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   867
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   868
31899
1a7ade46061b fixed document (DERIV_intros);
wenzelm
parents: 31880
diff changeset
   869
text {*
1a7ade46061b fixed document (DERIV_intros);
wenzelm
parents: 31880
diff changeset
   870
 Let's do the standard proof, though theorem
1a7ade46061b fixed document (DERIV_intros);
wenzelm
parents: 31880
diff changeset
   871
 @{text "LIM_mult2"} follows from a NS proof
1a7ade46061b fixed document (DERIV_intros);
wenzelm
parents: 31880
diff changeset
   872
*}
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   873
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   874
subsection {* Local extrema *}
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   875
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   876
text{*If @{term "0 < f'(x)"} then @{term x} is Locally Strictly Increasing At The Right*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   877
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   878
lemma DERIV_pos_inc_right:
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   879
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   880
  assumes der: "DERIV f x :> l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   881
      and l:   "0 < l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   882
  shows "\<exists>d > 0. \<forall>h > 0. h < d --> f(x) < f(x + h)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   883
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   884
  from l der [THEN DERIV_D, THEN LIM_D [where r = "l"]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   885
  have "\<exists>s > 0. (\<forall>z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < l)"
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53381
diff changeset
   886
    by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   887
  then obtain s
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   888
        where s:   "0 < s"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   889
          and all: "!!z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   890
    by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   891
  thus ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   892
  proof (intro exI conjI strip)
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
   893
    show "0<s" using s .
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   894
    fix h::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   895
    assume "0 < h" "h < s"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   896
    with all [of h] show "f x < f (x+h)"
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53381
diff changeset
   897
    proof (simp add: abs_if pos_less_divide_eq split add: split_if_asm)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   898
      assume "~ (f (x+h) - f x) / h < l" and h: "0 < h"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   899
      with l
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   900
      have "0 < (f (x+h) - f x) / h" by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   901
      thus "f x < f (x+h)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   902
  by (simp add: pos_less_divide_eq h)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   903
    qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   904
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   905
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   906
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   907
lemma DERIV_neg_dec_left:
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   908
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   909
  assumes der: "DERIV f x :> l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   910
      and l:   "l < 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   911
  shows "\<exists>d > 0. \<forall>h > 0. h < d --> f(x) < f(x-h)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   912
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   913
  from l der [THEN DERIV_D, THEN LIM_D [where r = "-l"]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   914
  have "\<exists>s > 0. (\<forall>z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < -l)"
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53381
diff changeset
   915
    by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   916
  then obtain s
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   917
        where s:   "0 < s"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   918
          and all: "!!z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < -l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   919
    by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   920
  thus ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   921
  proof (intro exI conjI strip)
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
   922
    show "0<s" using s .
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   923
    fix h::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   924
    assume "0 < h" "h < s"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   925
    with all [of "-h"] show "f x < f (x-h)"
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53381
diff changeset
   926
    proof (simp add: abs_if pos_less_divide_eq split add: split_if_asm)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   927
      assume " - ((f (x-h) - f x) / h) < l" and h: "0 < h"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   928
      with l
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   929
      have "0 < (f (x-h) - f x) / h" by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   930
      thus "f x < f (x-h)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   931
  by (simp add: pos_less_divide_eq h)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   932
    qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   933
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   934
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   935
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   936
lemma DERIV_pos_inc_left:
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   937
  fixes f :: "real => real"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   938
  shows "DERIV f x :> l \<Longrightarrow> 0 < l \<Longrightarrow> \<exists>d > 0. \<forall>h > 0. h < d --> f(x - h) < f(x)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   939
  apply (rule DERIV_neg_dec_left [of "%x. - f x" "-l" x, simplified])
41368
8afa26855137 use DERIV_intros
hoelzl
parents: 37891
diff changeset
   940
  apply (auto simp add: DERIV_minus)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   941
  done
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   942
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   943
lemma DERIV_neg_dec_right:
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   944
  fixes f :: "real => real"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   945
  shows "DERIV f x :> l \<Longrightarrow> l < 0 \<Longrightarrow> \<exists>d > 0. \<forall>h > 0. h < d --> f(x) > f(x + h)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   946
  apply (rule DERIV_pos_inc_right [of "%x. - f x" "-l" x, simplified])
41368
8afa26855137 use DERIV_intros
hoelzl
parents: 37891
diff changeset
   947
  apply (auto simp add: DERIV_minus)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   948
  done
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   949
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   950
lemma DERIV_local_max:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   951
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   952
  assumes der: "DERIV f x :> l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   953
      and d:   "0 < d"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   954
      and le:  "\<forall>y. \<bar>x-y\<bar> < d --> f(y) \<le> f(x)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   955
  shows "l = 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   956
proof (cases rule: linorder_cases [of l 0])
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
   957
  case equal thus ?thesis .
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   958
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   959
  case less
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   960
  from DERIV_neg_dec_left [OF der less]
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   961
  obtain d' where d': "0 < d'"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   962
             and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x-h)" by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   963
  from real_lbound_gt_zero [OF d d']
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   964
  obtain e where "0 < e \<and> e < d \<and> e < d'" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   965
  with lt le [THEN spec [where x="x-e"]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   966
  show ?thesis by (auto simp add: abs_if)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   967
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   968
  case greater
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   969
  from DERIV_pos_inc_right [OF der greater]
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   970
  obtain d' where d': "0 < d'"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   971
             and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x + h)" by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   972
  from real_lbound_gt_zero [OF d d']
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   973
  obtain e where "0 < e \<and> e < d \<and> e < d'" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   974
  with lt le [THEN spec [where x="x+e"]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   975
  show ?thesis by (auto simp add: abs_if)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   976
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   977
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   978
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   979
text{*Similar theorem for a local minimum*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   980
lemma DERIV_local_min:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   981
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   982
  shows "[| DERIV f x :> l; 0 < d; \<forall>y. \<bar>x-y\<bar> < d --> f(x) \<le> f(y) |] ==> l = 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   983
by (drule DERIV_minus [THEN DERIV_local_max], auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   984
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   985
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   986
text{*In particular, if a function is locally flat*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   987
lemma DERIV_local_const:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   988
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   989
  shows "[| DERIV f x :> l; 0 < d; \<forall>y. \<bar>x-y\<bar> < d --> f(x) = f(y) |] ==> l = 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   990
by (auto dest!: DERIV_local_max)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   991
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   992
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   993
subsection {* Rolle's Theorem *}
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   994
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   995
text{*Lemma about introducing open ball in open interval*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   996
lemma lemma_interval_lt:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   997
     "[| a < x;  x < b |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   998
      ==> \<exists>d::real. 0 < d & (\<forall>y. \<bar>x-y\<bar> < d --> a < y & y < b)"
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
   999
22998
97e1f9c2cc46 avoid using redundant lemmas from RealDef.thy
huffman
parents: 22984
diff changeset
  1000
apply (simp add: abs_less_iff)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1001
apply (insert linorder_linear [of "x-a" "b-x"], safe)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1002
apply (rule_tac x = "x-a" in exI)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1003
apply (rule_tac [2] x = "b-x" in exI, auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1004
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1005
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1006
lemma lemma_interval: "[| a < x;  x < b |] ==>
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1007
        \<exists>d::real. 0 < d &  (\<forall>y. \<bar>x-y\<bar> < d --> a \<le> y & y \<le> b)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1008
apply (drule lemma_interval_lt, auto)
44921
58eef4843641 tuned proofs
huffman
parents: 44890
diff changeset
  1009
apply force
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1010
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1011
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1012
text{*Rolle's Theorem.
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1013
   If @{term f} is defined and continuous on the closed interval
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1014
   @{text "[a,b]"} and differentiable on the open interval @{text "(a,b)"},
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1015
   and @{term "f(a) = f(b)"},
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1016
   then there exists @{text "x0 \<in> (a,b)"} such that @{term "f'(x0) = 0"}*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1017
theorem Rolle:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1018
  assumes lt: "a < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1019
      and eq: "f(a) = f(b)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1020
      and con: "\<forall>x. a \<le> x & x \<le> b --> isCont f x"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1021
      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: 21404
diff changeset
  1022
  shows "\<exists>z::real. a < z & z < b & DERIV f z :> 0"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1023
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1024
  have le: "a \<le> b" using lt by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1025
  from isCont_eq_Ub [OF le con]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1026
  obtain x where x_max: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f z \<le> f x"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1027
             and alex: "a \<le> x" and xleb: "x \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1028
    by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1029
  from isCont_eq_Lb [OF le con]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1030
  obtain x' where x'_min: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f x' \<le> f z"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1031
              and alex': "a \<le> x'" and x'leb: "x' \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1032
    by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1033
  show ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1034
  proof cases
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1035
    assume axb: "a < x & x < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1036
        --{*@{term f} attains its maximum within the interval*}
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
  1037
    hence ax: "a<x" and xb: "x<b" by arith + 
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1038
    from lemma_interval [OF ax xb]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1039
    obtain d where d: "0<d" and bound: "\<forall>y. \<bar>x-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1040
      by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1041
    hence bound': "\<forall>y. \<bar>x-y\<bar> < d \<longrightarrow> f y \<le> f x" using x_max
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1042
      by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1043
    from differentiableD [OF dif [OF axb]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1044
    obtain l where der: "DERIV f x :> l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1045
    have "l=0" by (rule DERIV_local_max [OF der d bound'])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1046
        --{*the derivative at a local maximum is zero*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1047
    thus ?thesis using ax xb der by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1048
  next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1049
    assume notaxb: "~ (a < x & x < b)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1050
    hence xeqab: "x=a | x=b" using alex xleb by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1051
    hence fb_eq_fx: "f b = f x" by (auto simp add: eq)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1052
    show ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1053
    proof cases
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1054
      assume ax'b: "a < x' & x' < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1055
        --{*@{term f} attains its minimum within the interval*}
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
  1056
      hence ax': "a<x'" and x'b: "x'<b" by arith+ 
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1057
      from lemma_interval [OF ax' x'b]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1058
      obtain d where d: "0<d" and bound: "\<forall>y. \<bar>x'-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1059
  by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1060
      hence bound': "\<forall>y. \<bar>x'-y\<bar> < d \<longrightarrow> f x' \<le> f y" using x'_min
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1061
  by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1062
      from differentiableD [OF dif [OF ax'b]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1063
      obtain l where der: "DERIV f x' :> l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1064
      have "l=0" by (rule DERIV_local_min [OF der d bound'])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1065
        --{*the derivative at a local minimum is zero*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1066
      thus ?thesis using ax' x'b der by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1067
    next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1068
      assume notax'b: "~ (a < x' & x' < b)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1069
        --{*@{term f} is constant througout the interval*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1070
      hence x'eqab: "x'=a | x'=b" using alex' x'leb by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1071
      hence fb_eq_fx': "f b = f x'" by (auto simp add: eq)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1072
      from dense [OF lt]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1073
      obtain r where ar: "a < r" and rb: "r < b" by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1074
      from lemma_interval [OF ar rb]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1075
      obtain d where d: "0<d" and bound: "\<forall>y. \<bar>r-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1076
  by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1077
      have eq_fb: "\<forall>z. a \<le> z --> z \<le> b --> f z = f b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1078
      proof (clarify)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1079
        fix z::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1080
        assume az: "a \<le> z" and zb: "z \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1081
        show "f z = f b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1082
        proof (rule order_antisym)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1083
          show "f z \<le> f b" by (simp add: fb_eq_fx x_max az zb)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1084
          show "f b \<le> f z" by (simp add: fb_eq_fx' x'_min az zb)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1085
        qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1086
      qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1087
      have bound': "\<forall>y. \<bar>r-y\<bar> < d \<longrightarrow> f r = f y"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1088
      proof (intro strip)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1089
        fix y::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1090
        assume lt: "\<bar>r-y\<bar> < d"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1091
        hence "f y = f b" by (simp add: eq_fb bound)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1092
        thus "f r = f y" by (simp add: eq_fb ar rb order_less_imp_le)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1093
      qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1094
      from differentiableD [OF dif [OF conjI [OF ar rb]]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1095
      obtain l where der: "DERIV f r :> l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1096
      have "l=0" by (rule DERIV_local_const [OF der d bound'])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1097
        --{*the derivative of a constant function is zero*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1098
      thus ?thesis using ar rb der by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1099
    qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1100
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1101
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1102
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1103
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1104
subsection{*Mean Value Theorem*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1105
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1106
lemma lemma_MVT:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1107
     "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: 51480
diff changeset
  1108
  by (cases "a = b") (simp_all add: field_simps)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1109
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1110
theorem MVT:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1111
  assumes lt:  "a < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1112
      and con: "\<forall>x. a \<le> x & x \<le> b --> isCont f x"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1113
      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: 21404
diff changeset
  1114
  shows "\<exists>l z::real. a < z & z < b & DERIV f z :> l &
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1115
                   (f(b) - f(a) = (b-a) * l)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1116
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1117
  let ?F = "%x. f x - ((f b - f a) / (b-a)) * x"
44233
aa74ce315bae add simp rules for isCont
huffman
parents: 44209
diff changeset
  1118
  have contF: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?F x"
aa74ce315bae add simp rules for isCont
huffman
parents: 44209
diff changeset
  1119
    using con by (fast intro: isCont_intros)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1120
  have difF: "\<forall>x. a < x \<and> x < b \<longrightarrow> ?F differentiable (at x)"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1121
  proof (clarify)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1122
    fix x::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1123
    assume ax: "a < x" and xb: "x < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1124
    from differentiableD [OF dif [OF conjI [OF ax xb]]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1125
    obtain l where der: "DERIV f x :> l" ..
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1126
    show "?F differentiable (at x)"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1127
      by (rule differentiableI [where D = "l - (f b - f a)/(b-a)"],
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1128
          blast intro: DERIV_diff DERIV_cmult_Id der)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1129
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1130
  from Rolle [where f = ?F, OF lt lemma_MVT contF difF]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1131
  obtain z where az: "a < z" and zb: "z < b" and der: "DERIV ?F z :> 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1132
    by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1133
  have "DERIV (%x. ((f b - f a)/(b-a)) * x) z :> (f b - f a)/(b-a)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1134
    by (rule DERIV_cmult_Id)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1135
  hence derF: "DERIV (\<lambda>x. ?F x + (f b - f a) / (b - a) * x) z
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1136
                   :> 0 + (f b - f a) / (b - a)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1137
    by (rule DERIV_add [OF der])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1138
  show ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1139
  proof (intro exI conjI)
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
  1140
    show "a < z" using az .
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
  1141
    show "z < b" using zb .
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1142
    show "f b - f a = (b - a) * ((f b - f a)/(b-a))" by (simp)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1143
    show "DERIV f z :> ((f b - f a)/(b-a))"  using derF by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1144
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1145
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1146
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1147
lemma MVT2:
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1148
     "[| a < b; \<forall>x. a \<le> x & x \<le> b --> DERIV f x :> f'(x) |]
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1149
      ==> \<exists>z::real. a < z & z < b & (f b - f a = (b - a) * f'(z))"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1150
apply (drule MVT)
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1151
apply (blast intro: DERIV_isCont)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1152
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: 29667
diff changeset
  1153
apply (blast dest: DERIV_unique order_less_imp_le)
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1154
done
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1155
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1156
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1157
text{*A function is constant if its derivative is 0 over an interval.*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1158
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1159
lemma DERIV_isconst_end:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1160
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1161
  shows "[| a < b;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1162
         \<forall>x. a \<le> x & x \<le> b --> isCont f x;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1163
         \<forall>x. a < x & x < b --> DERIV f x :> 0 |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1164
        ==> f b = f a"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1165
apply (drule MVT, assumption)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1166
apply (blast intro: differentiableI)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1167
apply (auto dest!: DERIV_unique simp add: diff_eq_eq)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1168
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1169
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1170
lemma DERIV_isconst1:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1171
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1172
  shows "[| a < b;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1173
         \<forall>x. a \<le> x & x \<le> b --> isCont f x;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1174
         \<forall>x. a < x & x < b --> DERIV f x :> 0 |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1175
        ==> \<forall>x. a \<le> x & x \<le> b --> f x = f a"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1176
apply safe
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1177
apply (drule_tac x = a in order_le_imp_less_or_eq, safe)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1178
apply (drule_tac b = x in DERIV_isconst_end, auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1179
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1180
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1181
lemma DERIV_isconst2:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1182
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1183
  shows "[| a < b;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1184
         \<forall>x. a \<le> x & x \<le> b --> isCont f x;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1185
         \<forall>x. a < x & x < b --> DERIV f x :> 0;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1186
         a \<le> x; x \<le> b |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1187
        ==> f x = f a"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1188
apply (blast dest: DERIV_isconst1)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1189
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1190
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1191
lemma DERIV_isconst3: fixes a b x y :: real
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1192
  assumes "a < b" and "x \<in> {a <..< b}" and "y \<in> {a <..< b}"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1193
  assumes derivable: "\<And>x. x \<in> {a <..< b} \<Longrightarrow> DERIV f x :> 0"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1194
  shows "f x = f y"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1195
proof (cases "x = y")
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1196
  case False
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1197
  let ?a = "min x y"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1198
  let ?b = "max x y"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1199
  
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1200
  have "\<forall>z. ?a \<le> z \<and> z \<le> ?b \<longrightarrow> DERIV f z :> 0"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1201
  proof (rule allI, rule impI)
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1202
    fix z :: real assume "?a \<le> z \<and> z \<le> ?b"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1203
    hence "a < z" and "z < b" using `x \<in> {a <..< b}` and `y \<in> {a <..< b}` by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1204
    hence "z \<in> {a<..<b}" by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1205
    thus "DERIV f z :> 0" by (rule derivable)
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1206
  qed
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1207
  hence isCont: "\<forall>z. ?a \<le> z \<and> z \<le> ?b \<longrightarrow> isCont f z"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1208
    and DERIV: "\<forall>z. ?a < z \<and> z < ?b \<longrightarrow> DERIV f z :> 0" using DERIV_isCont by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1209
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1210
  have "?a < ?b" using `x \<noteq> y` by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1211
  from DERIV_isconst2[OF this isCont DERIV, of x] and DERIV_isconst2[OF this isCont DERIV, of y]
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1212
  show ?thesis by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1213
qed auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1214
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1215
lemma DERIV_isconst_all:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1216
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1217
  shows "\<forall>x. DERIV f x :> 0 ==> f(x) = f(y)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1218
apply (rule linorder_cases [of x y])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1219
apply (blast intro: sym DERIV_isCont DERIV_isconst_end)+
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1220
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1221
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1222
lemma DERIV_const_ratio_const:
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1223
  fixes f :: "real => real"
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1224
  shows "[|a \<noteq> b; \<forall>x. DERIV f x :> k |] ==> (f(b) - f(a)) = (b-a) * k"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1225
apply (rule linorder_cases [of a b], auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1226
apply (drule_tac [!] f = f in MVT)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1227
apply (auto dest: DERIV_isCont DERIV_unique simp add: real_differentiable_def)
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53381
diff changeset
  1228
apply (auto dest: DERIV_unique simp add: ring_distribs)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1229
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1230
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1231
lemma DERIV_const_ratio_const2:
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1232
  fixes f :: "real => real"
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1233
  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: 56182
diff changeset
  1234
apply (rule_tac c1 = "b-a" in mult_right_cancel [THEN iffD1])
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1235
apply (auto dest!: DERIV_const_ratio_const simp add: mult_assoc)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1236
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1237
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1238
lemma real_average_minus_first [simp]: "((a + b) /2 - a) = (b-a)/(2::real)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1239
by (simp)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1240
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1241
lemma real_average_minus_second [simp]: "((b + a)/2 - a) = (b-a)/(2::real)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1242
by (simp)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1243
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1244
text{*Gallileo's "trick": average velocity = av. of end velocities*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1245
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1246
lemma DERIV_const_average:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1247
  fixes v :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1248
  assumes neq: "a \<noteq> (b::real)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1249
      and der: "\<forall>x. DERIV v x :> k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1250
  shows "v ((a + b)/2) = (v a + v b)/2"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1251
proof (cases rule: linorder_cases [of a b])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1252
  case equal with neq show ?thesis by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1253
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1254
  case less
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1255
  have "(v b - v a) / (b - a) = k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1256
    by (rule DERIV_const_ratio_const2 [OF neq der])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1257
  hence "(b-a) * ((v b - v a) / (b-a)) = (b-a) * k" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1258
  moreover have "(v ((a + b) / 2) - v a) / ((a + b) / 2 - a) = k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1259
    by (rule DERIV_const_ratio_const2 [OF _ der], simp add: neq)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1260
  ultimately show ?thesis using neq by force
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1261
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1262
  case greater
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1263
  have "(v b - v a) / (b - a) = k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1264
    by (rule DERIV_const_ratio_const2 [OF neq der])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1265
  hence "(b-a) * ((v b - v a) / (b-a)) = (b-a) * k" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1266
  moreover have " (v ((b + a) / 2) - v a) / ((b + a) / 2 - a) = k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1267
    by (rule DERIV_const_ratio_const2 [OF _ der], simp add: neq)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1268
  ultimately show ?thesis using neq by (force simp add: add_commute)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1269
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1270
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1271
(* A function with positive derivative is increasing. 
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1272
   A simple proof using the MVT, by Jeremy Avigad. And variants.
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1273
*)
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1274
lemma DERIV_pos_imp_increasing_open:
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1275
  fixes a::real and b::real and f::"real => real"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1276
  assumes "a < b" and "\<And>x. a < x \<Longrightarrow> x < b \<Longrightarrow> (EX y. DERIV f x :> y & y > 0)"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1277
      and con: "\<And>x. a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> isCont f x"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1278
  shows "f a < f b"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1279
proof (rule ccontr)
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1280
  assume f: "~ f a < f b"
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1281
  have "EX l z. a < z & z < b & DERIV f z :> l
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1282
      & f b - f a = (b - a) * l"
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1283
    apply (rule MVT)
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1284
      using assms Deriv.differentiableI
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1285
      apply force+
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1286
    done
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1287
  then obtain l z where z: "a < z" "z < b" "DERIV f z :> l"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1288
      and "f b - f a = (b - a) * l"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1289
    by auto
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1290
  with assms f have "~(l > 0)"
36777
be5461582d0f avoid using real-specific versions of generic lemmas
huffman
parents: 35216
diff changeset
  1291
    by (metis linorder_not_le mult_le_0_iff diff_le_0_iff_le)
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1292
  with assms z show False
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1293
    by (metis DERIV_unique)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1294
qed
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1295
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1296
lemma DERIV_pos_imp_increasing:
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1297
  fixes a::real and b::real and f::"real => real"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1298
  assumes "a < b" and "\<forall>x. a \<le> x & x \<le> b --> (EX y. DERIV f x :> y & y > 0)"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1299
  shows "f a < f b"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1300
by (metis DERIV_pos_imp_increasing_open [of a b f] assms DERIV_continuous less_imp_le)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1301
45791
d985ec974815 more systematic lemma name
noschinl
parents: 45600
diff changeset
  1302
lemma DERIV_nonneg_imp_nondecreasing:
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1303
  fixes a::real and b::real and f::"real => real"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1304
  assumes "a \<le> b" and
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1305
    "\<forall>x. a \<le> x & x \<le> b --> (\<exists>y. DERIV f x :> y & y \<ge> 0)"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1306
  shows "f a \<le> f b"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1307
proof (rule ccontr, cases "a = b")
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1308
  assume "~ f a \<le> f b" and "a = b"
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1309
  then show False by auto
37891
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1310
next
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1311
  assume A: "~ f a \<le> f b"
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1312
  assume B: "a ~= b"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1313
  with assms have "EX l z. a < z & z < b & DERIV f z :> l
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1314
      & f b - f a = (b - a) * l"
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1315
    apply -
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1316
    apply (rule MVT)
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1317
      apply auto
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1318
      apply (metis DERIV_isCont)
36777
be5461582d0f avoid using real-specific versions of generic lemmas
huffman
parents: 35216
diff changeset
  1319
     apply (metis differentiableI less_le)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1320
    done
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1321
  then obtain l z where z: "a < z" "z < b" "DERIV f z :> l"
37891
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1322
      and C: "f b - f a = (b - a) * l"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1323
    by auto
37891
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1324
  with A have "a < b" "f b < f a" by auto
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1325
  with C have "\<not> l \<ge> 0" by (auto simp add: not_le algebra_simps)
45051
c478d1876371 discontinued legacy theorem names from RealDef.thy
huffman
parents: 44921
diff changeset
  1326
    (metis A add_le_cancel_right assms(1) less_eq_real_def mult_right_mono add_left_mono linear order_refl)
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1327
  with assms z show False
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1328
    by (metis DERIV_unique order_less_imp_le)
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1329
qed
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1330
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1331
lemma DERIV_neg_imp_decreasing_open:
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1332
  fixes a::real and b::real and f::"real => real"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1333
  assumes "a < b" and "\<And>x. a < x \<Longrightarrow> x < b \<Longrightarrow> (EX y. DERIV f x :> y & y < 0)"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1334
      and con: "\<And>x. a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> isCont f x"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1335
  shows "f a > f b"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1336
proof -
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1337
  have "(%x. -f x) a < (%x. -f x) b"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1338
    apply (rule DERIV_pos_imp_increasing_open [of a b "%x. -f x"])
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1339
    using assms
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1340
    apply auto
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1341
    apply (metis field_differentiable_minus neg_0_less_iff_less)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1342
    done
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1343
  thus ?thesis
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1344
    by simp
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1345
qed
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1346
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1347
lemma DERIV_neg_imp_decreasing:
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1348
  fixes a::real and b::real and f::"real => real"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1349
  assumes "a < b" and
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1350
    "\<forall>x. a \<le> x & x \<le> b --> (\<exists>y. DERIV f x :> y & y < 0)"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1351
  shows "f a > f b"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1352
by (metis DERIV_neg_imp_decreasing_open [of a b f] assms DERIV_continuous less_imp_le)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1353
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1354
lemma DERIV_nonpos_imp_nonincreasing:
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1355
  fixes a::real and b::real and f::"real => real"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1356
  assumes "a \<le> b" and
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1357
    "\<forall>x. a \<le> x & x \<le> b --> (\<exists>y. DERIV f x :> y & y \<le> 0)"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1358
  shows "f a \<ge> f b"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1359
proof -
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1360
  have "(%x. -f x) a \<le> (%x. -f x) b"
45791
d985ec974815 more systematic lemma name
noschinl
parents: 45600
diff changeset
  1361
    apply (rule DERIV_nonneg_imp_nondecreasing [of a b "%x. -f x"])
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1362
    using assms
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1363
    apply auto
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1364
    apply (metis DERIV_minus neg_0_le_iff_le)
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1365
    done
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1366
  thus ?thesis
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1367
    by simp
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1368
qed
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1369
56289
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1370
lemma DERIV_pos_imp_increasing_at_bot:
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1371
  fixes f :: "real => real"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1372
  assumes "\<And>x. x \<le> b \<Longrightarrow> (EX y. DERIV f x :> y & y > 0)"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1373
      and lim: "(f ---> flim) at_bot"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1374
  shows "flim < f b"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1375
proof -
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1376
  have "flim \<le> f (b - 1)"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1377
    apply (rule tendsto_ge_const [OF _ lim])
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1378
    apply (auto simp: trivial_limit_at_bot_linorder eventually_at_bot_linorder)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1379
    apply (rule_tac x="b - 2" in exI)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1380
    apply (force intro: order.strict_implies_order DERIV_pos_imp_increasing [where f=f] assms)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1381
    done
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1382
  also have "... < f b"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1383
    by (force intro: DERIV_pos_imp_increasing [where f=f] assms)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1384
  finally show ?thesis .
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1385
qed
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1386
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1387
lemma DERIV_neg_imp_decreasing_at_top:
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1388
  fixes f :: "real => real"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1389
  assumes der: "\<And>x. x \<ge> b \<Longrightarrow> (EX y. DERIV f x :> y & y < 0)"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1390
      and lim: "(f ---> flim) at_top"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1391
  shows "flim < f b"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1392
  apply (rule DERIV_pos_imp_increasing_at_bot [where f = "\<lambda>i. f (-i)" and b = "-b", simplified])
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1393
  apply (metis DERIV_mirror der le_minus_iff neg_0_less_iff_less)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1394
  apply (metis filterlim_at_top_mirror lim)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1395
  done
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1396
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1397
text {* Derivative of inverse function *}
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1398
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1399
lemma DERIV_inverse_function:
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1400
  fixes f g :: "real \<Rightarrow> real"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1401
  assumes der: "DERIV f (g x) :> D"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1402
  assumes neq: "D \<noteq> 0"
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1403
  assumes a: "a < x" and b: "x < b"
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1404
  assumes inj: "\<forall>y. a < y \<and> y < b \<longrightarrow> f (g y) = y"
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1405
  assumes cont: "isCont g x"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1406
  shows "DERIV g x :> inverse D"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1407
unfolding DERIV_iff2
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1408
proof (rule LIM_equal2)
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1409
  show "0 < min (x - a) (b - x)"
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
  1410
    using a b by arith 
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1411
next
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1412
  fix y
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1413
  assume "norm (y - x) < min (x - a) (b - x)"
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
  1414
  hence "a < y" and "y < b" 
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1415
    by (simp_all add: abs_less_iff)
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1416
  thus "(g y - g x) / (y - x) =
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1417
        inverse ((f (g y) - x) / (g y - g x))"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1418
    by (simp add: inj)
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1419
next
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1420
  have "(\<lambda>z. (f z - f (g x)) / (z - g x)) -- g x --> D"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1421
    by (rule der [unfolded DERIV_iff2])
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1422
  hence 1: "(\<lambda>z. (f z - x) / (z - g x)) -- g x --> D"
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1423
    using inj a b by simp
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1424
  have 2: "\<exists>d>0. \<forall>y. y \<noteq> x \<and> norm (y - x) < d \<longrightarrow> g y \<noteq> g x"
56219
bf80d125406b tuned proofs;
wenzelm
parents: 56217
diff changeset
  1425
  proof (rule exI, safe)
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1426
    show "0 < min (x - a) (b - x)"
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1427
      using a b by simp
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1428
  next
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1429
    fix y
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1430
    assume "norm (y - x) < min (x - a) (b - x)"
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1431
    hence y: "a < y" "y < b"
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1432
      by (simp_all add: abs_less_iff)
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1433
    assume "g y = g x"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1434
    hence "f (g y) = f (g x)" by simp
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1435
    hence "y = x" using inj y a b by simp
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1436
    also assume "y \<noteq> x"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1437
    finally show False by simp
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1438
  qed
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1439
  have "(\<lambda>y. (f (g y) - x) / (g y - g x)) -- x --> D"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1440
    using cont 1 2 by (rule isCont_LIM_compose2)
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1441
  thus "(\<lambda>y. inverse ((f (g y) - x) / (g y - g x)))
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1442
        -- x --> inverse D"
44568
e6f291cb5810 discontinue many legacy theorems about LIM and LIMSEQ, in favor of tendsto theorems
huffman
parents: 44317
diff changeset
  1443
    using neq by (rule tendsto_inverse)
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1444
qed
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1445
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
  1446
subsection {* Generalized Mean Value Theorem *}
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
  1447
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1448
theorem GMVT:
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1449
  fixes a b :: real
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1450
  assumes alb: "a < b"
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1451
    and fc: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1452
    and fd: "\<forall>x. a < x \<and> x < b \<longrightarrow> f differentiable (at x)"
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1453
    and gc: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont g x"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1454
    and gd: "\<forall>x. a < x \<and> x < b \<longrightarrow> g differentiable (at x)"
53381
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1455
  shows "\<exists>g'c f'c c.
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1456
    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
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1457
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1458
  let ?h = "\<lambda>x. (f b - f a)*(g x) - (g b - g a)*(f x)"
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1459
  from assms have "a < b" by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1460
  moreover have "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?h x"
44233
aa74ce315bae add simp rules for isCont
huffman
parents: 44209
diff changeset
  1461
    using fc gc by simp
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1462
  moreover have "\<forall>x. a < x \<and> x < b \<longrightarrow> ?h differentiable (at x)"
44233
aa74ce315bae add simp rules for isCont
huffman
parents: 44209
diff changeset
  1463
    using fd gd by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1464
  ultimately have "\<exists>l z. a < z \<and> z < b \<and> DERIV ?h z :> l \<and> ?h b - ?h a = (b - a) * l" by (rule MVT)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1465
  then obtain l where ldef: "\<exists>z. a < z \<and> z < b \<and> DERIV ?h z :> l \<and> ?h b - ?h a = (b - a) * l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1466
  then obtain c where cdef: "a < c \<and> c < b \<and> DERIV ?h c :> l \<and> ?h b - ?h a = (b - a) * l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1467
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1468
  from cdef have cint: "a < c \<and> c < b" by auto
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1469
  with gd have "g differentiable (at c)" by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1470
  hence "\<exists>D. DERIV g c :> D" by (rule differentiableD)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1471
  then obtain g'c where g'cdef: "DERIV g c :> g'c" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1472
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1473
  from cdef have "a < c \<and> c < b" by auto
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1474
  with fd have "f differentiable (at c)" by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1475
  hence "\<exists>D. DERIV f c :> D" by (rule differentiableD)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1476
  then obtain f'c where f'cdef: "DERIV f c :> f'c" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1477
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1478
  from cdef have "DERIV ?h c :> l" by auto
41368
8afa26855137 use DERIV_intros
hoelzl
parents: 37891
diff changeset
  1479
  moreover have "DERIV ?h c :>  g'c * (f b - f a) - f'c * (g b - g a)"
8afa26855137 use DERIV_intros
hoelzl
parents: 37891
diff changeset
  1480
    using g'cdef f'cdef by (auto intro!: DERIV_intros)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1481
  ultimately have leq: "l =  g'c * (f b - f a) - f'c * (g b - g a)" by (rule DERIV_unique)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1482
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1483
  {
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1484
    from cdef have "?h b - ?h a = (b - a) * l" by auto
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
  1485
    also from leq have "\<dots> = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1486
    finally have "?h b - ?h a = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1487
  }
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1488
  moreover
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1489
  {
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1490
    have "?h b - ?h a =
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1491
         ((f b)*(g b) - (f a)*(g b) - (g b)*(f b) + (g a)*(f b)) -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1492
          ((f b)*(g a) - (f a)*(g a) - (g b)*(f a) + (g a)*(f a))"
29667
53103fc8ffa3 Replaced group_ and ring_simps by algebra_simps;
nipkow
parents: 29472
diff changeset
  1493
      by (simp add: algebra_simps)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1494
    hence "?h b - ?h a = 0" by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1495
  }
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1496
  ultimately have "(b - a) * (g'c * (f b - f a) - f'c * (g b - g a)) = 0" by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1497
  with alb have "g'c * (f b - f a) - f'c * (g b - g a) = 0" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1498
  hence "g'c * (f b - f a) = f'c * (g b - g a)" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1499
  hence "(f b - f a) * g'c = (g b - g a) * f'c" by (simp add: mult_ac)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1500
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1501
  with g'cdef f'cdef cint show ?thesis by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1502
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1503
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1504
lemma GMVT':
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1505
  fixes f g :: "real \<Rightarrow> real"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1506
  assumes "a < b"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1507
  assumes isCont_f: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont f z"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1508
  assumes isCont_g: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont g z"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1509
  assumes DERIV_g: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV g z :> (g' z)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1510
  assumes DERIV_f: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV f z :> (f' z)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1511
  shows "\<exists>c. a < c \<and> c < b \<and> (f b - f a) * g' c = (g b - g a) * f' c"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1512
proof -
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1513
  have "\<exists>g'c f'c c. DERIV g c :> g'c \<and> DERIV f c :> f'c \<and>
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1514
    a < c \<and> c < b \<and> (f b - f a) * g'c = (g b - g a) * f'c"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1515
    using assms by (intro GMVT) (force simp: real_differentiable_def)+
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1516
  then obtain c where "a < c" "c < b" "(f b - f a) * g' c = (g b - g a) * f' c"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1517
    using DERIV_f DERIV_g by (force dest: DERIV_unique)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1518
  then show ?thesis
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1519
    by auto
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1520
qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1521
51529
2d2f59e6055a move theorems about compactness of real closed intervals, the intermediate value theorem, and lemmas about continuity of bijective functions from Deriv.thy to Limits.thy
hoelzl
parents: 51526
diff changeset
  1522
2d2f59e6055a move theorems about compactness of real closed intervals, the intermediate value theorem, and lemmas about continuity of bijective functions from Deriv.thy to Limits.thy
hoelzl
parents: 51526
diff changeset
  1523
subsection {* L'Hopitals rule *}
2d2f59e6055a move theorems about compactness of real closed intervals, the intermediate value theorem, and lemmas about continuity of bijective functions from Deriv.thy to Limits.thy
hoelzl
parents: 51526
diff changeset
  1524
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1525
lemma isCont_If_ge:
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1526
  fixes a :: "'a :: linorder_topology"
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1527
  shows "continuous (at_left a) g \<Longrightarrow> (f ---> g a) (at_right a) \<Longrightarrow> isCont (\<lambda>x. if x \<le> a then g x else f x) a"
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1528
  unfolding isCont_def continuous_within
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1529
  apply (intro filterlim_split_at)
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1530
  apply (subst filterlim_cong[OF refl refl, where g=g])
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1531
  apply (simp_all add: eventually_at_filter less_le)
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1532
  apply (subst filterlim_cong[OF refl refl, where g=f])
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1533
  apply (simp_all add: eventually_at_filter less_le)
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1534
  done
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1535
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1536
lemma lhopital_right_0:
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1537
  fixes f0 g0 :: "real \<Rightarrow> real"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1538
  assumes f_0: "(f0 ---> 0) (at_right 0)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1539
  assumes g_0: "(g0 ---> 0) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1540
  assumes ev:
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1541
    "eventually (\<lambda>x. g0 x \<noteq> 0) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1542
    "eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)"
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1543
    "eventually (\<lambda>x. DERIV f0 x :> f' x) (at_right 0)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1544
    "eventually (\<lambda>x. DERIV g0 x :> g' x) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1545
  assumes lim: "((\<lambda> x. (f' x / g' x)) ---> x) (at_right 0)"
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1546
  shows "((\<lambda> x. f0 x / g0 x) ---> x) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1547
proof -
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1548
  def f \<equiv> "\<lambda>x. if x \<le> 0 then 0 else f0 x"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1549
  then have "f 0 = 0" by simp
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1550
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1551
  def g \<equiv> "\<lambda>x. if x \<le> 0 then 0 else g0 x"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1552
  then have "g 0 = 0" by simp
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1553
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1554
  have "eventually (\<lambda>x. g0 x \<noteq> 0 \<and> g' x \<noteq> 0 \<and>
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1555
      DERIV f0 x :> (f' x) \<and> DERIV g0 x :> (g' x)) (at_right 0)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1556
    using ev by eventually_elim auto
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1557
  then obtain a where [arith]: "0 < a"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1558
    and g0_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g0 x \<noteq> 0"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1559
    and g'_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g' x \<noteq> 0"
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1560
    and f0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV f0 x :> (f' x)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1561
    and g0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV g0 x :> (g' x)"
56219
bf80d125406b tuned proofs;
wenzelm
parents: 56217
diff changeset
  1562
    unfolding eventually_at by (auto simp: dist_real_def)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1563
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1564
  have g_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g x \<noteq> 0"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1565
    using g0_neq_0 by (simp add: g_def)
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1566
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1567
  { fix x assume x: "0 < x" "x < a" then have "DERIV f x :> (f' x)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1568
      by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ f0[OF x]])
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1569
         (auto simp: f_def eventually_nhds_metric dist_real_def intro!: exI[of _ x]) }
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1570
  note f = this
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1571
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1572
  { fix x assume x: "0 < x" "x < a" then have "DERIV g x :> (g' x)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1573
      by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ g0[OF x]])
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1574
         (auto simp: g_def eventually_nhds_metric dist_real_def intro!: exI[of _ x]) }
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1575
  note g = this
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1576
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1577
  have "isCont f 0"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1578
    unfolding f_def by (intro isCont_If_ge f_0 continuous_const)
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1579
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1580
  have "isCont g 0"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1581
    unfolding g_def by (intro isCont_If_ge g_0 continuous_const)
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1582
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1583
  have "\<exists>\<zeta>. \<forall>x\<in>{0 <..< a}. 0 < \<zeta> x \<and> \<zeta> x < x \<and> f x / g x = f' (\<zeta> x) / g' (\<zeta> x)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1584
  proof (rule bchoice, rule)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1585
    fix x assume "x \<in> {0 <..< a}"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1586
    then have x[arith]: "0 < x" "x < a" by auto
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1587
    with g'_neq_0 g_neq_0 `g 0 = 0` have g': "\<And>x. 0 < x \<Longrightarrow> x < a  \<Longrightarrow> 0 \<noteq> g' x" "g 0 \<noteq> g x"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1588
      by auto
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1589
    have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont f x"
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1590
      using `isCont f 0` f by (auto intro: DERIV_isCont simp: le_less)
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1591
    moreover have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont g x"
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1592
      using `isCont g 0` g by (auto intro: DERIV_isCont simp: le_less)
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1593
    ultimately have "\<exists>c. 0 < c \<and> c < x \<and> (f x - f 0) * g' c = (g x - g 0) * f' c"
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1594
      using f g `x < a` by (intro GMVT') auto
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
  1595
    then obtain c where *: "0 < c" "c < x" "(f x - f 0) * g' c = (g x - g 0) * f' c"
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
  1596
      by blast
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1597
    moreover
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
  1598
    from * g'(1)[of c] g'(2) have "(f x - f 0)  / (g x - g 0) = f' c / g' c"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1599
      by (simp add: field_simps)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1600
    ultimately show "\<exists>y. 0 < y \<and> y < x \<and> f x / g x = f' y / g' y"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1601
      using `f 0 = 0` `g 0 = 0` by (auto intro!: exI[of _ c])
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1602
  qed
53381
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1603
  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
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1604
  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
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1605
    unfolding eventually_at by (intro exI[of _ a]) (auto simp: dist_real_def)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1606
  moreover
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1607
  from \<zeta> have "eventually (\<lambda>x. norm (\<zeta> x) \<le> x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1608
    by eventually_elim auto
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1609
  then have "((\<lambda>x. norm (\<zeta> x)) ---> 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1610
    by (rule_tac real_tendsto_sandwich[where f="\<lambda>x. 0" and h="\<lambda>x. x"])
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1611
       (auto intro: tendsto_const tendsto_ident_at)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1612
  then have "(\<zeta> ---> 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1613
    by (rule tendsto_norm_zero_cancel)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1614
  with \<zeta> have "filterlim \<zeta> (at_right 0) (at_right 0)"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1615
    by (auto elim!: eventually_elim1 simp: filterlim_at)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1616
  from this lim have "((\<lambda>t. f' (\<zeta> t) / g' (\<zeta> t)) ---> x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1617
    by (rule_tac filterlim_compose[of _ _ _ \<zeta>])
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1618
  ultimately have "((\<lambda>t. f t / g t) ---> x) (at_right 0)" (is ?P)
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1619
    by (rule_tac filterlim_cong[THEN iffD1, OF refl refl])
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1620
       (auto elim: eventually_elim1)
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1621
  also have "?P \<longleftrightarrow> ?thesis"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1622
    by (rule filterlim_cong) (auto simp: f_def g_def eventually_at_filter)
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1623
  finally show ?thesis .
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1624
qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1625
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1626
lemma lhopital_right:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1627
  "((f::real \<Rightarrow> real) ---> 0) (at_right x) \<Longrightarrow> (g ---> 0) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1628
    eventually (\<lambda>x. g x \<noteq> 0) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1629
    eventually (\<lambda>x. g' x \<noteq> 0) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1630
    eventually (\<lambda>x. DERIV f x :> f' x) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1631
    eventually (\<lambda>x. DERIV g x :> g' x) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1632
    ((\<lambda> x. (f' x / g' x)) ---> y) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1633
  ((\<lambda> x. f x / g x) ---> y) (at_right x)"
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1634
  unfolding eventually_at_right_to_0[of _ x] filterlim_at_right_to_0[of _ _ x] DERIV_shift
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1635
  by (rule lhopital_right_0)
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1636
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1637
lemma lhopital_left:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1638
  "((f::real \<Rightarrow> real) ---> 0) (at_left x) \<Longrightarrow> (g ---> 0) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1639
    eventually (\<lambda>x. g x \<noteq> 0) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1640
    eventually (\<lambda>x. g' x \<noteq> 0) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1641
    eventually (\<lambda>x. DERIV f x :> f' x) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1642
    eventually (\<lambda>x. DERIV g x :> g' x) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1643
    ((\<lambda> x. (f' x / g' x)) ---> y) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1644
  ((\<lambda> x. f x / g x) ---> y) (at_left x)"
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1645
  unfolding eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1646
  by (rule lhopital_right[where f'="\<lambda>x. - f' (- x)"]) (auto simp: DERIV_mirror)
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1647
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1648
lemma lhopital:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1649
  "((f::real \<Rightarrow> real) ---> 0) (at x) \<Longrightarrow> (g ---> 0) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1650
    eventually (\<lambda>x. g x \<noteq> 0) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1651
    eventually (\<lambda>x. g' x \<noteq> 0) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1652
    eventually (\<lambda>x. DERIV f x :> f' x) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1653
    eventually (\<lambda>x. DERIV g x :> g' x) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1654
    ((\<lambda> x. (f' x / g' x)) ---> y) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1655
  ((\<lambda> x. f x / g x) ---> y) (at x)"
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1656
  unfolding eventually_at_split filterlim_at_split
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1657
  by (auto intro!: lhopital_right[of f x g g' f'] lhopital_left[of f x g g' f'])
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1658
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1659
lemma lhopital_right_0_at_top:
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1660
  fixes f g :: "real \<Rightarrow> real"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1661
  assumes g_0: "LIM x at_right 0. g x :> at_top"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1662
  assumes ev:
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1663
    "eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1664
    "eventually (\<lambda>x. DERIV f x :> f' x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1665
    "eventually (\<lambda>x. DERIV g x :> g' x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1666
  assumes lim: "((\<lambda> x. (f' x / g' x)) ---> x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1667
  shows "((\<lambda> x. f x / g x) ---> x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1668
  unfolding tendsto_iff
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1669
proof safe
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1670
  fix e :: real assume "0 < e"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1671
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1672
  with lim[unfolded tendsto_iff, rule_format, of "e / 4"]
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1673
  have "eventually (\<lambda>t. dist (f' t / g' t) x < e / 4) (at_right 0)" by simp
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1674
  from eventually_conj[OF eventually_conj[OF ev(1) ev(2)] eventually_conj[OF ev(3) this]]
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1675
  obtain a where [arith]: "0 < a"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1676
    and g'_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g' x \<noteq> 0"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1677
    and f0: "\<And>x. 0 < x \<Longrightarrow> x \<le> a \<Longrightarrow> DERIV f x :> (f' x)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1678
    and g0: "\<And>x. 0 < x \<Longrightarrow> x \<le> a \<Longrightarrow> DERIV g x :> (g' x)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1679
    and Df: "\<And>t. 0 < t \<Longrightarrow> t < a \<Longrightarrow> dist (f' t / g' t) x < e / 4"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1680
    unfolding eventually_at_le by (auto simp: dist_real_def)
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1681
    
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1682
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1683
  from Df have
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1684
    "eventually (\<lambda>t. t < a) (at_right 0)" "eventually (\<lambda>t::real. 0 < t) (at_right 0)"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1685
    unfolding eventually_at by (auto intro!: exI[of _ a] simp: dist_real_def)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1686
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1687
  moreover
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1688
  have "eventually (\<lambda>t. 0 < g t) (at_right 0)" "eventually (\<lambda>t. g a < g t) (at_right 0)"
50346
a75c6429c3c3 add filterlim rules for eventually monotone bijective functions; mirror rules for at_top, at_bot; apply them to prove convergence of arctan at infinity and tan at pi/2
hoelzl
parents: 50331
diff changeset
  1689
    using g_0 by (auto elim: eventually_elim1 simp: filterlim_at_top_dense)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1690
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1691
  moreover
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1692
  have inv_g: "((\<lambda>x. inverse (g x)) ---> 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1693
    using tendsto_inverse_0 filterlim_mono[OF g_0 at_top_le_at_infinity order_refl]
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1694
    by (rule filterlim_compose)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1695
  then have "((\<lambda>x. norm (1 - g a * inverse (g x))) ---> norm (1 - g a * 0)) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1696
    by (intro tendsto_intros)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1697
  then have "((\<lambda>x. norm (1 - g a / g x)) ---> 1) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1698
    by (simp add: inverse_eq_divide)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1699
  from this[unfolded tendsto_iff, rule_format, of 1]
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1700
  have "eventually (\<lambda>x. norm (1 - g a / g x) < 2) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1701
    by (auto elim!: eventually_elim1 simp: dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1702
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1703
  moreover
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1704
  from inv_g have "((\<lambda>t. norm ((f a - x * g a) * inverse (g t))) ---> norm ((f a - x * g a) * 0)) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1705
    by (intro tendsto_intros)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1706
  then have "((\<lambda>t. norm (f a - x * g a) / norm (g t)) ---> 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1707
    by (simp add: inverse_eq_divide)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1708
  from this[unfolded tendsto_iff, rule_format, of "e / 2"] `0 < e`
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1709
  have "eventually (\<lambda>t. norm (f a - x * g a) / norm (g t) < e / 2) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1710
    by (auto simp: dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1711
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1712
  ultimately show "eventually (\<lambda>t. dist (f t / g t) x < e) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1713
  proof eventually_elim
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1714
    fix t assume t[arith]: "0 < t" "t < a" "g a < g t" "0 < g t"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1715
    assume ineq: "norm (1 - g a / g t) < 2" "norm (f a - x * g a) / norm (g t) < e / 2"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1716
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1717
    have "\<exists>y. t < y \<and> y < a \<and> (g a - g t) * f' y = (f a - f t) * g' y"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1718
      using f0 g0 t(1,2) by (intro GMVT') (force intro!: DERIV_isCont)+
53381
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1719
    then obtain y where [arith]: "t < y" "y < a"
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1720
      and D_eq0: "(g a - g t) * f' y = (f a - f t) * g' y"
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1721
      by blast
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1722
    from D_eq0 have D_eq: "(f t - f a) / (g t - g a) = f' y / g' y"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1723
      using `g a < g t` g'_neq_0[of y] by (auto simp add: field_simps)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1724
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1725
    have *: "f t / g t - x = ((f t - f a) / (g t - g a) - x) * (1 - g a / g t) + (f a - x * g a) / g t"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1726
      by (simp add: field_simps)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1727
    have "norm (f t / g t - x) \<le>
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1728
        norm (((f t - f a) / (g t - g a) - x) * (1 - g a / g t)) + norm ((f a - x * g a) / g t)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1729
      unfolding * by (rule norm_triangle_ineq)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1730
    also have "\<dots> = dist (f' y / g' y) x * norm (1 - g a / g t) + norm (f a - x * g a) / norm (g t)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1731
      by (simp add: abs_mult D_eq dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1732
    also have "\<dots> < (e / 4) * 2 + e / 2"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1733
      using ineq Df[of y] `0 < e` by (intro add_le_less_mono mult_mono) auto
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1734
    finally show "dist (f t / g t) x < e"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1735
      by (simp add: dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1736
  qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1737
qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1738
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1739
lemma lhopital_right_at_top:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1740
  "LIM x at_right x. (g::real \<Rightarrow> real) x :> at_top \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1741
    eventually (\<lambda>x. g' x \<noteq> 0) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1742
    eventually (\<lambda>x. DERIV f x :> f' x) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1743
    eventually (\<lambda>x. DERIV g x :> g' x) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1744
    ((\<lambda> x. (f' x / g' x)) ---> y) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1745
    ((\<lambda> x. f x / g x) ---> y) (at_right x)"
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1746
  unfolding eventually_at_right_to_0[of _ x] filterlim_at_right_to_0[of _ _ x] DERIV_shift
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1747
  by (rule lhopital_right_0_at_top)
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1748
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1749
lemma lhopital_left_at_top:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1750
  "LIM x at_left x. (g::real \<Rightarrow> real) x :> at_top \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1751
    eventually (\<lambda>x. g' x \<noteq> 0) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1752
    eventually (\<lambda>x. DERIV f x :> f' x) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1753
    eventually (\<lambda>x. DERIV g x :> g' x) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1754
    ((\<lambda> x. (f' x / g' x)) ---> y) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1755
    ((\<lambda> x. f x / g x) ---> y) (at_left x)"
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1756
  unfolding eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1757
  by (rule lhopital_right_at_top[where f'="\<lambda>x. - f' (- x)"]) (auto simp: DERIV_mirror)
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1758
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1759
lemma lhopital_at_top:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1760
  "LIM x at x. (g::real \<Rightarrow> real) x :> at_top \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1761
    eventually (\<lambda>x. g' x \<noteq> 0) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1762
    eventually (\<lambda>x. DERIV f x :> f' x) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1763
    eventually (\<lambda>x. DERIV g x :> g' x) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1764
    ((\<lambda> x. (f' x / g' x)) ---> y) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1765
    ((\<lambda> x. f x / g x) ---> y) (at x)"
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1766
  unfolding eventually_at_split filterlim_at_split
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1767
  by (auto intro!: lhopital_right_at_top[of g x g' f f'] lhopital_left_at_top[of g x g' f f'])
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1768
50347
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1769
lemma lhospital_at_top_at_top:
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1770
  fixes f g :: "real \<Rightarrow> real"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1771
  assumes g_0: "LIM x at_top. g x :> at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1772
  assumes g': "eventually (\<lambda>x. g' x \<noteq> 0) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1773
  assumes Df: "eventually (\<lambda>x. DERIV f x :> f' x) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1774
  assumes Dg: "eventually (\<lambda>x. DERIV g x :> g' x) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1775
  assumes lim: "((\<lambda> x. (f' x / g' x)) ---> x) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1776
  shows "((\<lambda> x. f x / g x) ---> x) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1777
  unfolding filterlim_at_top_to_right
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1778
proof (rule lhopital_right_0_at_top)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1779
  let ?F = "\<lambda>x. f (inverse x)"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1780
  let ?G = "\<lambda>x. g (inverse x)"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1781
  let ?R = "at_right (0::real)"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1782
  let ?D = "\<lambda>f' x. f' (inverse x) * - (inverse x ^ Suc (Suc 0))"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1783
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1784
  show "LIM x ?R. ?G x :> at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1785
    using g_0 unfolding filterlim_at_top_to_right .
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1786
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1787
  show "eventually (\<lambda>x. DERIV ?G x  :> ?D g' x) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1788
    unfolding eventually_at_right_to_top
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1789
    using Dg eventually_ge_at_top[where c="1::real"]
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1790
    apply eventually_elim
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1791
    apply (rule DERIV_cong)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1792
    apply (rule DERIV_chain'[where f=inverse])
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1793
    apply (auto intro!:  DERIV_inverse)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1794
    done
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1795
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1796
  show "eventually (\<lambda>x. DERIV ?F x  :> ?D f' x) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1797
    unfolding eventually_at_right_to_top
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1798
    using Df eventually_ge_at_top[where c="1::real"]
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1799
    apply eventually_elim
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1800
    apply (rule DERIV_cong)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1801
    apply (rule DERIV_chain'[where f=inverse])
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1802
    apply (auto intro!:  DERIV_inverse)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1803
    done
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1804
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1805
  show "eventually (\<lambda>x. ?D g' x \<noteq> 0) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1806
    unfolding eventually_at_right_to_top
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1807
    using g' eventually_ge_at_top[where c="1::real"]
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1808
    by eventually_elim auto
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1809
    
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1810
  show "((\<lambda>x. ?D f' x / ?D g' x) ---> x) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1811
    unfolding filterlim_at_right_to_top
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1812
    apply (intro filterlim_cong[THEN iffD2, OF refl refl _ lim])
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1813
    using eventually_ge_at_top[where c="1::real"]
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1814
    by eventually_elim simp
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1815
qed
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1816
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1817
end