author | paulson <lp15@cam.ac.uk> |
Thu, 03 Apr 2014 23:51:52 +0100 | |
changeset 56409 | 36489d77c484 |
parent 56381 | 0556204bc230 |
child 56479 | 91958d4b30f7 |
permissions | -rw-r--r-- |
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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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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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|
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definition |
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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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|
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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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|
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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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by simp |
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|
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definition |
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has_field_derivative :: "('a::real_normed_field \<Rightarrow> 'a) \<Rightarrow> 'a \<Rightarrow> 'a filter \<Rightarrow> bool" |
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(infix "(has'_field'_derivative)" 50) |
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where |
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"(f has_field_derivative D) F \<longleftrightarrow> (f has_derivative op * D) F" |
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lemma DERIV_cong: "(f has_field_derivative X) F \<Longrightarrow> X = Y \<Longrightarrow> (f has_field_derivative Y) F" |
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by simp |
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|
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definition |
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has_vector_derivative :: "(real \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'b \<Rightarrow> real filter \<Rightarrow> bool" |
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(infix "has'_vector'_derivative" 50) |
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where |
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"(f has_vector_derivative f') net \<longleftrightarrow> (f has_derivative (\<lambda>x. x *\<^sub>R f')) net" |
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lemma has_vector_derivative_eq_rhs: "(f has_vector_derivative X) F \<Longrightarrow> X = Y \<Longrightarrow> (f has_vector_derivative Y) F" |
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by simp |
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|
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ML {* |
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|
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structure Derivative_Intros = Named_Thms |
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( |
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val name = @{binding derivative_intros} |
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val description = "structural introduction rules for derivatives" |
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) |
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*} |
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|
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setup {* |
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let |
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val eq_thms = [@{thm has_derivative_eq_rhs}, @{thm DERIV_cong}, @{thm has_vector_derivative_eq_rhs}] |
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fun eq_rule thm = get_first (try (fn eq_thm => eq_thm OF [thm])) eq_thms |
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in |
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Derivative_Intros.setup #> |
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Global_Theory.add_thms_dynamic |
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(@{binding derivative_eq_intros}, map_filter eq_rule o Derivative_Intros.get o Context.proof_of) |
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end; |
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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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|
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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[derivative_intros, simp]: "((\<lambda>x. x) has_derivative (\<lambda>x. x)) F" |
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by (simp add: has_derivative_def tendsto_const) |
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lemma has_derivative_const[derivative_intros, simp]: "((\<lambda>x. c) has_derivative (\<lambda>x. 0)) F" |
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by (simp add: has_derivative_def tendsto_const) |
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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" |
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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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done |
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lemmas has_derivative_scaleR_right [derivative_intros] = |
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bounded_linear.has_derivative [OF bounded_linear_scaleR_right] |
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lemmas has_derivative_scaleR_left [derivative_intros] = |
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bounded_linear.has_derivative [OF bounded_linear_scaleR_left] |
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lemmas has_derivative_mult_right [derivative_intros] = |
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bounded_linear.has_derivative [OF bounded_linear_mult_right] |
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lemmas has_derivative_mult_left [derivative_intros] = |
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116 |
bounded_linear.has_derivative [OF bounded_linear_mult_left] |
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:
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diff
changeset
|
117 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
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diff
changeset
|
118 |
lemma has_derivative_add[simp, 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:
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diff
changeset
|
119 |
assumes f: "(f has_derivative f') F" and g: "(g has_derivative 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:
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diff
changeset
|
120 |
shows "((\<lambda>x. f x + g x) has_derivative (\<lambda>x. f' x + 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
hoelzl
parents:
51641
diff
changeset
|
121 |
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
hoelzl
parents:
51641
diff
changeset
|
122 |
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
|
123 |
let ?x = "Lim F (\<lambda>x. 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:
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changeset
|
124 |
let ?D = "\<lambda>f f' y. ((f y - f ?x) - f' (y - ?x)) /\<^sub>R 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:
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diff
changeset
|
125 |
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
hoelzl
parents:
51641
diff
changeset
|
126 |
using f g by (intro tendsto_add) (auto simp: 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
hoelzl
parents:
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diff
changeset
|
127 |
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
hoelzl
parents:
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diff
changeset
|
128 |
by (simp add: field_simps scaleR_add_right scaleR_diff_right) |
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|
129 |
qed (blast intro: bounded_linear_add f g has_derivative_bounded_linear) |
51642
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move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents:
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diff
changeset
|
130 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
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parents:
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diff
changeset
|
131 |
lemma has_derivative_setsum[simp, 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:
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diff
changeset
|
132 |
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
|
133 |
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:
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diff
changeset
|
134 |
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:
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diff
changeset
|
135 |
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:
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diff
changeset
|
136 |
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:
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diff
changeset
|
137 |
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:
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diff
changeset
|
138 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
139 |
lemma has_derivative_minus[simp, derivative_intros]: "(f has_derivative f') F \<Longrightarrow> ((\<lambda>x. - f x) has_derivative (\<lambda>x. - f' x)) F" |
56181
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parents:
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diff
changeset
|
140 |
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
|
141 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
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diff
changeset
|
142 |
lemma has_derivative_diff[simp, derivative_intros]: |
56181
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parents:
55970
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changeset
|
143 |
"(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
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parents:
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diff
changeset
|
144 |
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
|
145 |
|
56181
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parents:
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diff
changeset
|
146 |
lemma has_derivative_at_within: |
2aa0b19e74f3
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parents:
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diff
changeset
|
147 |
"(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
|
148 |
(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
|
149 |
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
|
150 |
|
56181
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parents:
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diff
changeset
|
151 |
lemma has_derivative_iff_norm: |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
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parents:
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|
152 |
"(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
|
153 |
(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
|
154 |
using tendsto_norm_zero_iff[of _ "at x within s", where 'b="'b", symmetric] |
56181
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unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
155 |
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
|
156 |
|
56181
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unify syntax for has_derivative and differentiable
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parents:
55970
diff
changeset
|
157 |
lemma has_derivative_at: |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
158 |
"(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
|
159 |
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
|
160 |
|
56181
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unify syntax for has_derivative and differentiable
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parents:
55970
diff
changeset
|
161 |
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
|
162 |
fixes x :: "'a::real_normed_field" |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
163 |
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
hoelzl
parents:
55970
diff
changeset
|
164 |
apply (unfold has_derivative_at) |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
165 |
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
|
166 |
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
|
167 |
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
|
168 |
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
|
169 |
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
|
170 |
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
|
171 |
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
|
172 |
|
56181
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unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
173 |
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
|
174 |
"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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unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
175 |
(f has_derivative f') (at x within s)" |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
176 |
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
|
177 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
178 |
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
|
179 |
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
|
180 |
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
|
181 |
and "(H ---> 0) (at x within s)" |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
182 |
shows "(f has_derivative f') (at x within s)" |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
183 |
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
|
184 |
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
|
185 |
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
|
186 |
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
|
187 |
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
|
188 |
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
|
189 |
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
|
190 |
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
|
191 |
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
|
192 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
193 |
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
hoelzl
parents:
55970
diff
changeset
|
194 |
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
|
195 |
|
56261 | 196 |
lemmas has_derivative_within_subset = has_derivative_subset |
197 |
||
198 |
||
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
|
199 |
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
|
200 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
201 |
lemma has_derivative_continuous: |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
202 |
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
|
203 |
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
|
204 |
proof - |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
205 |
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
|
206 |
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
|
207 |
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
|
208 |
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
|
209 |
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
|
210 |
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
|
211 |
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
|
212 |
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
|
213 |
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
|
214 |
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
|
215 |
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
|
216 |
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
|
217 |
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
|
218 |
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
|
219 |
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
|
220 |
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
|
221 |
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
|
222 |
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
|
223 |
|
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base 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 |
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
|
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 |
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
|
227 |
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
|
228 |
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
|
229 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
230 |
lemma has_derivative_in_compose: |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
231 |
assumes f: "(f has_derivative f') (at x within s)" |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
232 |
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
|
233 |
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
|
234 |
proof - |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
235 |
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
|
236 |
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
|
237 |
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
|
238 |
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
|
239 |
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
|
240 |
|
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base 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 |
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
|
242 |
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
|
243 |
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
|
244 |
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
|
245 |
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
|
246 |
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
|
247 |
|
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base 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 |
show ?thesis |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
249 |
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
|
250 |
show "bounded_linear (\<lambda>x. g' (f' x))" |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
251 |
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
|
252 |
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
|
253 |
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
|
254 |
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
|
255 |
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
|
256 |
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
|
257 |
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
|
258 |
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
|
259 |
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
|
260 |
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
|
261 |
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
|
262 |
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
|
263 |
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
|
264 |
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
|
265 |
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
|
266 |
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
|
267 |
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
|
268 |
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
|
269 |
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
|
270 |
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
|
271 |
have [tendsto_intros]: "?L Nf" |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
272 |
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
|
273 |
from f have "(f ---> f x) (at x within s)" |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
274 |
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
|
275 |
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
|
276 |
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
|
277 |
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
|
278 |
|
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base 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 |
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
|
280 |
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
|
281 |
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
|
282 |
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
|
283 |
|
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base 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 |
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
|
285 |
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
|
286 |
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
|
287 |
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
|
288 |
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
|
289 |
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
|
290 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
291 |
lemma has_derivative_compose: |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
292 |
"(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
|
293 |
((\<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
|
294 |
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
|
295 |
|
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents:
51641
diff
changeset
|
296 |
lemma (in bounded_bilinear) FDERIV: |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
297 |
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
|
298 |
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
|
299 |
proof - |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
300 |
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
|
301 |
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
|
302 |
|
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base 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 |
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
|
304 |
"\<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
|
305 |
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
|
306 |
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
|
307 |
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
|
308 |
|
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base 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 |
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
|
310 |
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
|
311 |
let ?F = "at x within s" |
21164 | 312 |
|
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
|
313 |
show ?thesis |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
314 |
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
|
315 |
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
|
316 |
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
|
317 |
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
|
318 |
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
|
319 |
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
|
320 |
from g have "(g ---> g x) ?F" |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
321 |
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
|
322 |
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
|
323 |
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
|
324 |
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
|
325 |
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
|
326 |
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
|
327 |
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
|
328 |
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
|
329 |
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
|
330 |
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
|
331 |
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
|
332 |
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
|
333 |
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
|
334 |
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
|
335 |
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
|
336 |
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
|
337 |
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
|
338 |
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
|
339 |
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
|
340 |
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
|
341 |
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
|
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 |
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
|
344 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
345 |
lemmas has_derivative_mult[simp, derivative_intros] = bounded_bilinear.FDERIV[OF bounded_bilinear_mult] |
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
346 |
lemmas has_derivative_scaleR[simp, 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
|
347 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
348 |
lemma has_derivative_setprod[simp, 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
|
349 |
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
|
350 |
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
|
351 |
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
|
352 |
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
|
353 |
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
|
354 |
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
|
355 |
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
|
356 |
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
|
357 |
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
|
358 |
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
|
359 |
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
|
360 |
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
|
361 |
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
|
362 |
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
|
363 |
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
|
364 |
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
|
365 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
366 |
lemma has_derivative_power[simp, 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
|
367 |
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
|
368 |
assumes f: "(f has_derivative f') (at x within s)" |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
369 |
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
|
370 |
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
|
371 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
372 |
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
|
373 |
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
|
374 |
assumes x: "x \<noteq> 0" |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
375 |
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
|
376 |
(is "(?inv has_derivative ?f) _") |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
377 |
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
|
378 |
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
|
379 |
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
|
380 |
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
|
381 |
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
|
382 |
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
|
383 |
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
|
384 |
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
|
385 |
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
|
386 |
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
|
387 |
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
|
388 |
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
|
389 |
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
|
390 |
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
|
391 |
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
|
392 |
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
|
393 |
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
|
394 |
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
|
395 |
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
|
396 |
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
|
397 |
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
|
398 |
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
|
399 |
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
|
400 |
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
|
401 |
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
|
402 |
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
|
403 |
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
|
404 |
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
|
405 |
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
|
406 |
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
|
407 |
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
|
408 |
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
|
409 |
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
|
410 |
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
|
411 |
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
|
412 |
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
|
413 |
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
|
414 |
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
|
415 |
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
|
416 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
417 |
lemma has_derivative_inverse[simp, 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
|
418 |
fixes f :: "_ \<Rightarrow> 'a::real_normed_div_algebra" |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
419 |
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
|
420 |
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
|
421 |
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
|
422 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
423 |
lemma has_derivative_divide[simp, 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
|
424 |
fixes f :: "_ \<Rightarrow> 'a::real_normed_div_algebra" |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
425 |
assumes f: "(f has_derivative f') (at x within s)" and g: "(g has_derivative g') (at x within s)" |
55967 | 426 |
assumes x: "g x \<noteq> 0" |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
427 |
shows "((\<lambda>x. f x / g x) has_derivative |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
428 |
(\<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
|
429 |
using has_derivative_mult[OF f has_derivative_inverse[OF x g]] |
55967 | 430 |
by (simp add: divide_inverse field_simps) |
431 |
||
432 |
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
|
433 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
434 |
lemma has_derivative_divide'[derivative_intros]: |
55967 | 435 |
fixes f :: "_ \<Rightarrow> 'a::real_normed_field" |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
436 |
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
|
437 |
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 | 438 |
proof - |
439 |
{ fix h |
|
440 |
have "f' h / g x - f x * (inverse (g x) * g' h * inverse (g x)) = |
|
441 |
(f' h * g x - f x * g' h) / (g x * g x)" |
|
442 |
by (simp add: divide_inverse field_simps nonzero_inverse_mult_distrib x) |
|
443 |
} |
|
444 |
then show ?thesis |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
445 |
using has_derivative_divide [OF f g] x |
55967 | 446 |
by simp |
447 |
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
|
448 |
|
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents:
51641
diff
changeset
|
449 |
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
|
450 |
|
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents:
51641
diff
changeset
|
451 |
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
|
452 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
453 |
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
|
454 |
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
|
455 |
|
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base 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 |
*} |
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base 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 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
458 |
lemma has_derivative_zero_unique: |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
459 |
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
|
460 |
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
|
461 |
interpret F: bounded_linear F |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
462 |
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
|
463 |
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
|
464 |
have *: "?r -- 0 --> 0" |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
465 |
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
|
466 |
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
|
467 |
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
|
468 |
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
|
469 |
proof (rule ccontr) |
53374
a14d2a854c02
tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents:
51642
diff
changeset
|
470 |
assume **: "F h \<noteq> 0" |
a14d2a854c02
tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents:
51642
diff
changeset
|
471 |
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
|
472 |
by (clarsimp simp add: F.zero) |
53374
a14d2a854c02
tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents:
51642
diff
changeset
|
473 |
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
|
474 |
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
|
475 |
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
|
476 |
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
|
477 |
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
|
478 |
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
|
479 |
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
|
480 |
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
|
481 |
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
|
482 |
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
|
483 |
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
|
484 |
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
|
485 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
486 |
lemma has_derivative_unique: |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
487 |
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
|
488 |
proof - |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
489 |
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
|
490 |
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
|
491 |
hence "(\<lambda>h. F h - F' h) = (\<lambda>h. 0)" |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
492 |
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
|
493 |
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
|
494 |
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
|
495 |
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
|
496 |
|
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base 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 |
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
|
498 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
499 |
definition |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
500 |
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
|
501 |
(infix "differentiable" 50) |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
502 |
where |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
503 |
"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
|
504 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
505 |
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
|
506 |
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
|
507 |
|
56261 | 508 |
lemmas differentiable_within_subset = differentiable_subset |
509 |
||
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
510 |
lemma differentiable_ident [simp, derivative_intros]: "(\<lambda>x. x) differentiable F" |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
511 |
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
|
512 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
513 |
lemma differentiable_const [simp, derivative_intros]: "(\<lambda>z. a) differentiable F" |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
514 |
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
|
515 |
|
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents:
51641
diff
changeset
|
516 |
lemma differentiable_in_compose: |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
517 |
"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
|
518 |
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
|
519 |
|
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base 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 |
lemma differentiable_compose: |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
521 |
"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
|
522 |
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
|
523 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
524 |
lemma differentiable_sum [simp, derivative_intros]: |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
525 |
"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
|
526 |
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
|
527 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
528 |
lemma differentiable_minus [simp, derivative_intros]: |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
529 |
"f differentiable F \<Longrightarrow> (\<lambda>x. - f x) differentiable F" |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
530 |
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
|
531 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
532 |
lemma differentiable_diff [simp, derivative_intros]: |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
533 |
"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
|
534 |
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
|
535 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
536 |
lemma differentiable_mult [simp, 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
|
537 |
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
|
538 |
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
|
539 |
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
|
540 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
541 |
lemma differentiable_inverse [simp, 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
|
542 |
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
|
543 |
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
|
544 |
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
|
545 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
546 |
lemma differentiable_divide [simp, 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
|
547 |
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
|
548 |
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
|
549 |
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
|
550 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
551 |
lemma differentiable_power [simp, 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
|
552 |
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
|
553 |
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
|
554 |
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
|
555 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
556 |
lemma differentiable_scaleR [simp, derivative_intros]: |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
557 |
"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
|
558 |
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
|
559 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
560 |
lemma has_derivative_imp_has_field_derivative: |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
561 |
"(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
|
562 |
unfolding has_field_derivative_def |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
563 |
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
|
564 |
|
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
565 |
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
|
566 |
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
|
567 |
|
56261 | 568 |
lemma DERIV_subset: |
569 |
"(f has_field_derivative f') (at x within s) \<Longrightarrow> t \<subseteq> s |
|
570 |
\<Longrightarrow> (f has_field_derivative f') (at x within t)" |
|
571 |
by (simp add: has_field_derivative_def has_derivative_within_subset) |
|
572 |
||
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
573 |
abbreviation (input) |
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
574 |
DERIV :: "('a::real_normed_field \<Rightarrow> 'a) \<Rightarrow> 'a \<Rightarrow> 'a \<Rightarrow> bool" |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
575 |
("(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
|
576 |
where |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
577 |
"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
|
578 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
579 |
abbreviation |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
580 |
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
|
581 |
(infix "(has'_real'_derivative)" 50) |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
582 |
where |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
583 |
"(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
|
584 |
|
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
585 |
lemma real_differentiable_def: |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
586 |
"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
|
587 |
proof safe |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
588 |
assume "f differentiable at x within s" |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
589 |
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
|
590 |
unfolding differentiable_def by auto |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
591 |
then obtain c where "f' = (op * c)" |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
592 |
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
|
593 |
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
|
594 |
unfolding has_field_derivative_def by auto |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
595 |
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
|
596 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
597 |
lemma real_differentiableE [elim?]: |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
598 |
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
|
599 |
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
|
600 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
601 |
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
|
602 |
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
|
603 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
604 |
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
|
605 |
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
|
606 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
607 |
lemma DERIV_def: "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
|
608 |
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
|
609 |
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
|
610 |
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
|
611 |
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
|
612 |
done |
21164 | 613 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
614 |
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
|
615 |
by (simp add: fun_eq_iff mult_commute) |
21164 | 616 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
617 |
subsection {* Derivatives *} |
21164 | 618 |
|
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
|
619 |
lemma DERIV_D: "DERIV f x :> D \<Longrightarrow> (\<lambda>h. (f (x + h) - f x) / h) -- 0 --> D" |
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
620 |
by (simp add: DERIV_def) |
21164 | 621 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
622 |
lemma DERIV_const [simp, derivative_intros]: "((\<lambda>x. k) has_field_derivative 0) F" |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
623 |
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
|
624 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
625 |
lemma DERIV_ident [simp, derivative_intros]: "((\<lambda>x. x) has_field_derivative 1) F" |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
626 |
by (rule has_derivative_imp_has_field_derivative[OF has_derivative_ident]) auto |
21164 | 627 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
628 |
lemma field_differentiable_add[derivative_intros]: |
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
629 |
"(f has_field_derivative f') F \<Longrightarrow> (g has_field_derivative g') F \<Longrightarrow> |
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
630 |
((\<lambda>z. f z + g z) has_field_derivative f' + g') F" |
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
631 |
by (rule has_derivative_imp_has_field_derivative[OF has_derivative_add]) |
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
632 |
(auto simp: has_field_derivative_def field_simps mult_commute_abs) |
56261 | 633 |
|
634 |
corollary DERIV_add: |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
635 |
"(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
|
636 |
((\<lambda>x. f x + g x) has_field_derivative D + E) (at x within s)" |
56261 | 637 |
by (rule field_differentiable_add) |
638 |
||
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
639 |
lemma field_differentiable_minus[derivative_intros]: |
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
640 |
"(f has_field_derivative f') F \<Longrightarrow> ((\<lambda>z. - (f z)) has_field_derivative -f') F" |
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
641 |
by (rule has_derivative_imp_has_field_derivative[OF has_derivative_minus]) |
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
642 |
(auto simp: has_field_derivative_def field_simps mult_commute_abs) |
21164 | 643 |
|
56261 | 644 |
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)" |
645 |
by (rule field_differentiable_minus) |
|
21164 | 646 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
647 |
lemma field_differentiable_diff[derivative_intros]: |
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
648 |
"(f has_field_derivative f') F \<Longrightarrow> (g has_field_derivative g') F \<Longrightarrow> ((\<lambda>z. f z - g z) has_field_derivative f' - g') F" |
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
649 |
by (simp only: assms diff_conv_add_uminus field_differentiable_add field_differentiable_minus) |
56261 | 650 |
|
651 |
corollary DERIV_diff: |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
652 |
"(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
|
653 |
((\<lambda>x. f x - g x) has_field_derivative D - E) (at x within s)" |
56261 | 654 |
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
|
655 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
656 |
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
|
657 |
by (drule has_derivative_continuous[OF has_field_derivative_imp_has_derivative]) simp |
21164 | 658 |
|
56261 | 659 |
corollary DERIV_isCont: "DERIV f x :> D \<Longrightarrow> isCont f x" |
660 |
by (rule DERIV_continuous) |
|
661 |
||
662 |
lemma DERIV_continuous_on: |
|
663 |
"(\<And>x. x \<in> s \<Longrightarrow> (f has_field_derivative D) (at x)) \<Longrightarrow> continuous_on s f" |
|
664 |
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
|
665 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
666 |
lemma DERIV_mult': |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
667 |
"(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
|
668 |
((\<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
|
669 |
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
|
670 |
(auto simp: field_simps mult_commute_abs dest: has_field_derivative_imp_has_derivative) |
21164 | 671 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
672 |
lemma DERIV_mult[derivative_intros]: |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
673 |
"(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
|
674 |
((\<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
|
675 |
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
|
676 |
(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
|
677 |
|
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base 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 |
text {* Derivative of linear multiplication *} |
21164 | 679 |
|
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
|
680 |
lemma DERIV_cmult: |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
681 |
"(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
|
682 |
by (drule DERIV_mult' [OF DERIV_const], simp) |
21164 | 683 |
|
55967 | 684 |
lemma DERIV_cmult_right: |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
685 |
"(f has_field_derivative D) (at x within s) ==> ((\<lambda>x. f x * c) has_field_derivative D * c) (at x within s)" |
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
686 |
using DERIV_cmult by (force simp add: mult_ac) |
55967 | 687 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
688 |
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
|
689 |
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
|
690 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
691 |
lemma DERIV_cdivide: |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
692 |
"(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
|
693 |
using DERIV_cmult_right[of f D x s "1 / c"] by simp |
21164 | 694 |
|
695 |
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
|
696 |
"DERIV f x :> D \<Longrightarrow> DERIV f x :> E \<Longrightarrow> D = E" |
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
697 |
unfolding DERIV_def by (rule LIM_unique) |
21164 | 698 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
699 |
lemma DERIV_setsum[derivative_intros]: |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
700 |
"(\<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
|
701 |
((\<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
|
702 |
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
|
703 |
(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
|
704 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
705 |
lemma DERIV_inverse'[derivative_intros]: |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
706 |
"(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
|
707 |
((\<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
|
708 |
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
|
709 |
(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
|
710 |
|
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base 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 |
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
|
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 |
lemma DERIV_inverse: |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
714 |
"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
|
715 |
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
|
716 |
|
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents:
51641
diff
changeset
|
717 |
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
|
718 |
|
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents:
51641
diff
changeset
|
719 |
lemma DERIV_inverse_fun: |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
720 |
"(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
|
721 |
((\<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
|
722 |
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
|
723 |
|
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents:
51641
diff
changeset
|
724 |
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
|
725 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
726 |
lemma DERIV_divide[derivative_intros]: |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
727 |
"(f has_field_derivative D) (at x within s) \<Longrightarrow> |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
728 |
(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
|
729 |
((\<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
|
730 |
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
|
731 |
(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
|
732 |
|
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base 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 |
lemma DERIV_quotient: |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
734 |
"(f has_field_derivative d) (at x within s) \<Longrightarrow> |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
735 |
(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
|
736 |
((\<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
|
737 |
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
|
738 |
|
400ec5ae7f8f
move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents:
51641
diff
changeset
|
739 |
lemma DERIV_power_Suc: |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
740 |
"(f has_field_derivative D) (at x within s) \<Longrightarrow> |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
741 |
((\<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
|
742 |
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
|
743 |
(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
|
744 |
|
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
745 |
lemma DERIV_power[derivative_intros]: |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
746 |
"(f has_field_derivative D) (at x within s) \<Longrightarrow> |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
747 |
((\<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
|
748 |
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
|
749 |
(auto simp: has_field_derivative_def) |
31880 | 750 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
751 |
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
|
752 |
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
|
753 |
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
|
754 |
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
|
755 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
756 |
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
|
757 |
((\<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
|
758 |
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
|
759 |
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
|
760 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
761 |
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
|
762 |
((\<lambda>x. f (g x)) has_field_derivative Da * Db) (at x within s)" |
55967 | 763 |
by (rule DERIV_chain') |
764 |
||
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
|
765 |
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
|
766 |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
767 |
lemma DERIV_chain: |
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
768 |
"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
|
769 |
(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
|
770 |
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
|
771 |
|
55967 | 772 |
lemma DERIV_image_chain: |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
773 |
"(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
|
774 |
(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
|
775 |
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
|
776 |
by (simp add: has_field_derivative_def o_def mult_commute_abs ac_simps) |
55967 | 777 |
|
778 |
(*These two are from HOL Light: HAS_COMPLEX_DERIVATIVE_CHAIN*) |
|
779 |
lemma DERIV_chain_s: |
|
780 |
assumes "(\<And>x. x \<in> s \<Longrightarrow> DERIV g x :> g'(x))" |
|
781 |
and "DERIV f x :> f'" |
|
782 |
and "f x \<in> s" |
|
783 |
shows "DERIV (\<lambda>x. g(f x)) x :> f' * g'(f x)" |
|
784 |
by (metis (full_types) DERIV_chain' mult_commute assms) |
|
785 |
||
786 |
lemma DERIV_chain3: (*HAS_COMPLEX_DERIVATIVE_CHAIN_UNIV*) |
|
787 |
assumes "(\<And>x. DERIV g x :> g'(x))" |
|
788 |
and "DERIV f x :> f'" |
|
789 |
shows "DERIV (\<lambda>x. g(f x)) x :> f' * g'(f x)" |
|
790 |
by (metis UNIV_I DERIV_chain_s [of UNIV] assms) |
|
791 |
||
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
|
792 |
declare |
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
793 |
DERIV_power[where 'a=real, unfolded real_of_nat_def[symmetric], derivative_intros] |
21164 | 794 |
|
795 |
text{*Alternative definition for differentiability*} |
|
796 |
||
797 |
lemma DERIV_LIM_iff: |
|
31338
d41a8ba25b67
generalize constants from Lim.thy to class metric_space
huffman
parents:
31336
diff
changeset
|
798 |
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
|
799 |
"((%h. (f(a + h) - f(a)) / h) -- 0 --> D) = |
21164 | 800 |
((%x. (f(x)-f(a)) / (x-a)) -- a --> D)" |
801 |
apply (rule iffI) |
|
802 |
apply (drule_tac k="- a" in LIM_offset) |
|
54230
b1d955791529
more simplification rules on unary and binary minus
haftmann
parents:
53381
diff
changeset
|
803 |
apply simp |
21164 | 804 |
apply (drule_tac k="a" in LIM_offset) |
805 |
apply (simp add: add_commute) |
|
806 |
done |
|
807 |
||
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
|
808 |
lemma DERIV_iff2: "(DERIV f x :> D) \<longleftrightarrow> (\<lambda>z. (f z - f x) / (z - x)) --x --> D" |
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
809 |
by (simp add: DERIV_def DERIV_LIM_iff) |
21164 | 810 |
|
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
|
811 |
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
|
812 |
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
|
813 |
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
|
814 |
proof (rule filterlim_cong) |
53374
a14d2a854c02
tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents:
51642
diff
changeset
|
815 |
assume *: "eventually (\<lambda>x. f x = g x) (nhds x)" |
a14d2a854c02
tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents:
51642
diff
changeset
|
816 |
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
|
817 |
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
|
818 |
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
|
819 |
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
|
820 |
qed simp_all |
21164 | 821 |
|
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
|
822 |
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
|
823 |
"(DERIV f (x + z) :> y) \<longleftrightarrow> (DERIV (\<lambda>x. f (x + z)) x :> y)" |
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
824 |
by (simp add: DERIV_def field_simps) |
21164 | 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_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
|
827 |
"(DERIV f (- x) :> y) \<longleftrightarrow> (DERIV (\<lambda>x. f (- x::real) :: real) x :> - y)" |
56409
36489d77c484
removing simprule status for divide_minus_left and divide_minus_right
paulson <lp15@cam.ac.uk>
parents:
56381
diff
changeset
|
828 |
by (simp add: DERIV_def filterlim_at_split filterlim_at_left_to_right divide_minus_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
|
829 |
tendsto_minus_cancel_left field_simps conj_commute) |
21164 | 830 |
|
29975 | 831 |
text {* Caratheodory formulation of derivative at a point *} |
21164 | 832 |
|
55970
6d123f0ae358
Some new proofs. Tidying up, esp to remove "apply rule".
paulson <lp15@cam.ac.uk>
parents:
55967
diff
changeset
|
833 |
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
|
834 |
"(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 | 835 |
(is "?lhs = ?rhs") |
836 |
proof |
|
837 |
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
|
838 |
show "\<exists>g. (\<forall>z. f z - f x = g z * (z-x)) \<and> isCont g x \<and> g x = l" |
21164 | 839 |
proof (intro exI conjI) |
21784
e76faa6e65fd
changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents:
21404
diff
changeset
|
840 |
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
|
841 |
show "\<forall>z. f z - f x = ?g z * (z-x)" by simp |
21164 | 842 |
show "isCont ?g x" using der |
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
843 |
by (simp add: isCont_iff DERIV_def cong: LIM_equal [rule_format]) |
21164 | 844 |
show "?g x = l" by simp |
845 |
qed |
|
846 |
next |
|
847 |
assume "?rhs" |
|
848 |
then obtain g where |
|
21784
e76faa6e65fd
changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents:
21404
diff
changeset
|
849 |
"(\<forall>z. f z - f x = g z * (z-x))" and "isCont g x" and "g x = l" by blast |
21164 | 850 |
thus "(DERIV f x :> l)" |
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
851 |
by (auto simp add: isCont_iff DERIV_def cong: LIM_cong) |
21164 | 852 |
qed |
853 |
||
31899 | 854 |
text {* |
855 |
Let's do the standard proof, though theorem |
|
856 |
@{text "LIM_mult2"} follows from a NS proof |
|
857 |
*} |
|
21164 | 858 |
|
29975 | 859 |
subsection {* Local extrema *} |
860 |
||
21164 | 861 |
text{*If @{term "0 < f'(x)"} then @{term x} is Locally Strictly Increasing At The Right*} |
862 |
||
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
863 |
lemma DERIV_pos_inc_right: |
21164 | 864 |
fixes f :: "real => real" |
865 |
assumes der: "DERIV f x :> l" |
|
866 |
and l: "0 < l" |
|
867 |
shows "\<exists>d > 0. \<forall>h > 0. h < d --> f(x) < f(x + h)" |
|
868 |
proof - |
|
869 |
from l der [THEN DERIV_D, THEN LIM_D [where r = "l"]] |
|
870 |
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
|
871 |
by simp |
21164 | 872 |
then obtain s |
873 |
where s: "0 < s" |
|
874 |
and all: "!!z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < l" |
|
875 |
by auto |
|
876 |
thus ?thesis |
|
877 |
proof (intro exI conjI strip) |
|
23441 | 878 |
show "0<s" using s . |
21164 | 879 |
fix h::real |
880 |
assume "0 < h" "h < s" |
|
881 |
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
|
882 |
proof (simp add: abs_if pos_less_divide_eq split add: split_if_asm) |
21164 | 883 |
assume "~ (f (x+h) - f x) / h < l" and h: "0 < h" |
884 |
with l |
|
885 |
have "0 < (f (x+h) - f x) / h" by arith |
|
886 |
thus "f x < f (x+h)" |
|
887 |
by (simp add: pos_less_divide_eq h) |
|
888 |
qed |
|
889 |
qed |
|
890 |
qed |
|
891 |
||
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
892 |
lemma DERIV_neg_dec_left: |
21164 | 893 |
fixes f :: "real => real" |
894 |
assumes der: "DERIV f x :> l" |
|
895 |
and l: "l < 0" |
|
896 |
shows "\<exists>d > 0. \<forall>h > 0. h < d --> f(x) < f(x-h)" |
|
897 |
proof - |
|
898 |
from l der [THEN DERIV_D, THEN LIM_D [where r = "-l"]] |
|
899 |
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
|
900 |
by simp |
21164 | 901 |
then obtain s |
902 |
where s: "0 < s" |
|
903 |
and all: "!!z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < -l" |
|
904 |
by auto |
|
905 |
thus ?thesis |
|
906 |
proof (intro exI conjI strip) |
|
23441 | 907 |
show "0<s" using s . |
21164 | 908 |
fix h::real |
909 |
assume "0 < h" "h < s" |
|
910 |
with all [of "-h"] show "f x < f (x-h)" |
|
56409
36489d77c484
removing simprule status for divide_minus_left and divide_minus_right
paulson <lp15@cam.ac.uk>
parents:
56381
diff
changeset
|
911 |
proof (simp add: abs_if pos_less_divide_eq divide_minus_right split add: split_if_asm) |
36489d77c484
removing simprule status for divide_minus_left and divide_minus_right
paulson <lp15@cam.ac.uk>
parents:
56381
diff
changeset
|
912 |
assume "- ((f (x-h) - f x) / h) < l" and h: "0 < h" |
21164 | 913 |
with l |
914 |
have "0 < (f (x-h) - f x) / h" by arith |
|
915 |
thus "f x < f (x-h)" |
|
916 |
by (simp add: pos_less_divide_eq h) |
|
917 |
qed |
|
918 |
qed |
|
919 |
qed |
|
920 |
||
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
921 |
lemma DERIV_pos_inc_left: |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
922 |
fixes f :: "real => real" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
923 |
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
|
924 |
apply (rule DERIV_neg_dec_left [of "%x. - f x" "-l" x, simplified]) |
41368 | 925 |
apply (auto simp add: DERIV_minus) |
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
926 |
done |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
927 |
|
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
928 |
lemma DERIV_neg_dec_right: |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
929 |
fixes f :: "real => real" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
930 |
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
|
931 |
apply (rule DERIV_pos_inc_right [of "%x. - f x" "-l" x, simplified]) |
41368 | 932 |
apply (auto simp add: DERIV_minus) |
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
933 |
done |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
934 |
|
21164 | 935 |
lemma DERIV_local_max: |
936 |
fixes f :: "real => real" |
|
937 |
assumes der: "DERIV f x :> l" |
|
938 |
and d: "0 < d" |
|
939 |
and le: "\<forall>y. \<bar>x-y\<bar> < d --> f(y) \<le> f(x)" |
|
940 |
shows "l = 0" |
|
941 |
proof (cases rule: linorder_cases [of l 0]) |
|
23441 | 942 |
case equal thus ?thesis . |
21164 | 943 |
next |
944 |
case less |
|
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
945 |
from DERIV_neg_dec_left [OF der less] |
21164 | 946 |
obtain d' where d': "0 < d'" |
947 |
and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x-h)" by blast |
|
948 |
from real_lbound_gt_zero [OF d d'] |
|
949 |
obtain e where "0 < e \<and> e < d \<and> e < d'" .. |
|
950 |
with lt le [THEN spec [where x="x-e"]] |
|
951 |
show ?thesis by (auto simp add: abs_if) |
|
952 |
next |
|
953 |
case greater |
|
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
954 |
from DERIV_pos_inc_right [OF der greater] |
21164 | 955 |
obtain d' where d': "0 < d'" |
956 |
and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x + h)" by blast |
|
957 |
from real_lbound_gt_zero [OF d d'] |
|
958 |
obtain e where "0 < e \<and> e < d \<and> e < d'" .. |
|
959 |
with lt le [THEN spec [where x="x+e"]] |
|
960 |
show ?thesis by (auto simp add: abs_if) |
|
961 |
qed |
|
962 |
||
963 |
||
964 |
text{*Similar theorem for a local minimum*} |
|
965 |
lemma DERIV_local_min: |
|
966 |
fixes f :: "real => real" |
|
967 |
shows "[| DERIV f x :> l; 0 < d; \<forall>y. \<bar>x-y\<bar> < d --> f(x) \<le> f(y) |] ==> l = 0" |
|
968 |
by (drule DERIV_minus [THEN DERIV_local_max], auto) |
|
969 |
||
970 |
||
971 |
text{*In particular, if a function is locally flat*} |
|
972 |
lemma DERIV_local_const: |
|
973 |
fixes f :: "real => real" |
|
974 |
shows "[| DERIV f x :> l; 0 < d; \<forall>y. \<bar>x-y\<bar> < d --> f(x) = f(y) |] ==> l = 0" |
|
975 |
by (auto dest!: DERIV_local_max) |
|
976 |
||
29975 | 977 |
|
978 |
subsection {* Rolle's Theorem *} |
|
979 |
||
21164 | 980 |
text{*Lemma about introducing open ball in open interval*} |
981 |
lemma lemma_interval_lt: |
|
982 |
"[| a < x; x < b |] |
|
983 |
==> \<exists>d::real. 0 < d & (\<forall>y. \<bar>x-y\<bar> < d --> a < y & y < b)" |
|
27668 | 984 |
|
22998 | 985 |
apply (simp add: abs_less_iff) |
21164 | 986 |
apply (insert linorder_linear [of "x-a" "b-x"], safe) |
987 |
apply (rule_tac x = "x-a" in exI) |
|
988 |
apply (rule_tac [2] x = "b-x" in exI, auto) |
|
989 |
done |
|
990 |
||
991 |
lemma lemma_interval: "[| a < x; x < b |] ==> |
|
992 |
\<exists>d::real. 0 < d & (\<forall>y. \<bar>x-y\<bar> < d --> a \<le> y & y \<le> b)" |
|
993 |
apply (drule lemma_interval_lt, auto) |
|
44921 | 994 |
apply force |
21164 | 995 |
done |
996 |
||
997 |
text{*Rolle's Theorem. |
|
998 |
If @{term f} is defined and continuous on the closed interval |
|
999 |
@{text "[a,b]"} and differentiable on the open interval @{text "(a,b)"}, |
|
1000 |
and @{term "f(a) = f(b)"}, |
|
1001 |
then there exists @{text "x0 \<in> (a,b)"} such that @{term "f'(x0) = 0"}*} |
|
1002 |
theorem Rolle: |
|
1003 |
assumes lt: "a < b" |
|
1004 |
and eq: "f(a) = f(b)" |
|
1005 |
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
|
1006 |
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
|
1007 |
shows "\<exists>z::real. a < z & z < b & DERIV f z :> 0" |
21164 | 1008 |
proof - |
1009 |
have le: "a \<le> b" using lt by simp |
|
1010 |
from isCont_eq_Ub [OF le con] |
|
1011 |
obtain x where x_max: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f z \<le> f x" |
|
1012 |
and alex: "a \<le> x" and xleb: "x \<le> b" |
|
1013 |
by blast |
|
1014 |
from isCont_eq_Lb [OF le con] |
|
1015 |
obtain x' where x'_min: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f x' \<le> f z" |
|
1016 |
and alex': "a \<le> x'" and x'leb: "x' \<le> b" |
|
1017 |
by blast |
|
1018 |
show ?thesis |
|
1019 |
proof cases |
|
1020 |
assume axb: "a < x & x < b" |
|
1021 |
--{*@{term f} attains its maximum within the interval*} |
|
27668 | 1022 |
hence ax: "a<x" and xb: "x<b" by arith + |
21164 | 1023 |
from lemma_interval [OF ax xb] |
1024 |
obtain d where d: "0<d" and bound: "\<forall>y. \<bar>x-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b" |
|
1025 |
by blast |
|
1026 |
hence bound': "\<forall>y. \<bar>x-y\<bar> < d \<longrightarrow> f y \<le> f x" using x_max |
|
1027 |
by blast |
|
1028 |
from differentiableD [OF dif [OF axb]] |
|
1029 |
obtain l where der: "DERIV f x :> l" .. |
|
1030 |
have "l=0" by (rule DERIV_local_max [OF der d bound']) |
|
1031 |
--{*the derivative at a local maximum is zero*} |
|
1032 |
thus ?thesis using ax xb der by auto |
|
1033 |
next |
|
1034 |
assume notaxb: "~ (a < x & x < b)" |
|
1035 |
hence xeqab: "x=a | x=b" using alex xleb by arith |
|
1036 |
hence fb_eq_fx: "f b = f x" by (auto simp add: eq) |
|
1037 |
show ?thesis |
|
1038 |
proof cases |
|
1039 |
assume ax'b: "a < x' & x' < b" |
|
1040 |
--{*@{term f} attains its minimum within the interval*} |
|
27668 | 1041 |
hence ax': "a<x'" and x'b: "x'<b" by arith+ |
21164 | 1042 |
from lemma_interval [OF ax' x'b] |
1043 |
obtain d where d: "0<d" and bound: "\<forall>y. \<bar>x'-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b" |
|
1044 |
by blast |
|
1045 |
hence bound': "\<forall>y. \<bar>x'-y\<bar> < d \<longrightarrow> f x' \<le> f y" using x'_min |
|
1046 |
by blast |
|
1047 |
from differentiableD [OF dif [OF ax'b]] |
|
1048 |
obtain l where der: "DERIV f x' :> l" .. |
|
1049 |
have "l=0" by (rule DERIV_local_min [OF der d bound']) |
|
1050 |
--{*the derivative at a local minimum is zero*} |
|
1051 |
thus ?thesis using ax' x'b der by auto |
|
1052 |
next |
|
1053 |
assume notax'b: "~ (a < x' & x' < b)" |
|
1054 |
--{*@{term f} is constant througout the interval*} |
|
1055 |
hence x'eqab: "x'=a | x'=b" using alex' x'leb by arith |
|
1056 |
hence fb_eq_fx': "f b = f x'" by (auto simp add: eq) |
|
1057 |
from dense [OF lt] |
|
1058 |
obtain r where ar: "a < r" and rb: "r < b" by blast |
|
1059 |
from lemma_interval [OF ar rb] |
|
1060 |
obtain d where d: "0<d" and bound: "\<forall>y. \<bar>r-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b" |
|
1061 |
by blast |
|
1062 |
have eq_fb: "\<forall>z. a \<le> z --> z \<le> b --> f z = f b" |
|
1063 |
proof (clarify) |
|
1064 |
fix z::real |
|
1065 |
assume az: "a \<le> z" and zb: "z \<le> b" |
|
1066 |
show "f z = f b" |
|
1067 |
proof (rule order_antisym) |
|
1068 |
show "f z \<le> f b" by (simp add: fb_eq_fx x_max az zb) |
|
1069 |
show "f b \<le> f z" by (simp add: fb_eq_fx' x'_min az zb) |
|
1070 |
qed |
|
1071 |
qed |
|
1072 |
have bound': "\<forall>y. \<bar>r-y\<bar> < d \<longrightarrow> f r = f y" |
|
1073 |
proof (intro strip) |
|
1074 |
fix y::real |
|
1075 |
assume lt: "\<bar>r-y\<bar> < d" |
|
1076 |
hence "f y = f b" by (simp add: eq_fb bound) |
|
1077 |
thus "f r = f y" by (simp add: eq_fb ar rb order_less_imp_le) |
|
1078 |
qed |
|
1079 |
from differentiableD [OF dif [OF conjI [OF ar rb]]] |
|
1080 |
obtain l where der: "DERIV f r :> l" .. |
|
1081 |
have "l=0" by (rule DERIV_local_const [OF der d bound']) |
|
1082 |
--{*the derivative of a constant function is zero*} |
|
1083 |
thus ?thesis using ar rb der by auto |
|
1084 |
qed |
|
1085 |
qed |
|
1086 |
qed |
|
1087 |
||
1088 |
||
1089 |
subsection{*Mean Value Theorem*} |
|
1090 |
||
1091 |
lemma lemma_MVT: |
|
1092 |
"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
|
1093 |
by (cases "a = b") (simp_all add: field_simps) |
21164 | 1094 |
|
1095 |
theorem MVT: |
|
1096 |
assumes lt: "a < b" |
|
1097 |
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
|
1098 |
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
|
1099 |
shows "\<exists>l z::real. a < z & z < b & DERIV f z :> l & |
21164 | 1100 |
(f(b) - f(a) = (b-a) * l)" |
1101 |
proof - |
|
1102 |
let ?F = "%x. f x - ((f b - f a) / (b-a)) * x" |
|
44233 | 1103 |
have contF: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?F x" |
56371
fb9ae0727548
extend continuous_intros; remove continuous_on_intros and isCont_intros
hoelzl
parents:
56369
diff
changeset
|
1104 |
using con by (fast intro: continuous_intros) |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
1105 |
have difF: "\<forall>x. a < x \<and> x < b \<longrightarrow> ?F differentiable (at x)" |
21164 | 1106 |
proof (clarify) |
1107 |
fix x::real |
|
1108 |
assume ax: "a < x" and xb: "x < b" |
|
1109 |
from differentiableD [OF dif [OF conjI [OF ax xb]]] |
|
1110 |
obtain l where der: "DERIV f x :> l" .. |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
1111 |
show "?F differentiable (at x)" |
21164 | 1112 |
by (rule differentiableI [where D = "l - (f b - f a)/(b-a)"], |
1113 |
blast intro: DERIV_diff DERIV_cmult_Id der) |
|
1114 |
qed |
|
1115 |
from Rolle [where f = ?F, OF lt lemma_MVT contF difF] |
|
1116 |
obtain z where az: "a < z" and zb: "z < b" and der: "DERIV ?F z :> 0" |
|
1117 |
by blast |
|
1118 |
have "DERIV (%x. ((f b - f a)/(b-a)) * x) z :> (f b - f a)/(b-a)" |
|
1119 |
by (rule DERIV_cmult_Id) |
|
1120 |
hence derF: "DERIV (\<lambda>x. ?F x + (f b - f a) / (b - a) * x) z |
|
1121 |
:> 0 + (f b - f a) / (b - a)" |
|
1122 |
by (rule DERIV_add [OF der]) |
|
1123 |
show ?thesis |
|
1124 |
proof (intro exI conjI) |
|
23441 | 1125 |
show "a < z" using az . |
1126 |
show "z < b" using zb . |
|
21164 | 1127 |
show "f b - f a = (b - a) * ((f b - f a)/(b-a))" by (simp) |
1128 |
show "DERIV f z :> ((f b - f a)/(b-a))" using derF by simp |
|
1129 |
qed |
|
1130 |
qed |
|
1131 |
||
29803
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1132 |
lemma MVT2: |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1133 |
"[| 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
|
1134 |
==> \<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
|
1135 |
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
|
1136 |
apply (blast intro: DERIV_isCont) |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
1137 |
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
|
1138 |
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
|
1139 |
done |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1140 |
|
21164 | 1141 |
|
1142 |
text{*A function is constant if its derivative is 0 over an interval.*} |
|
1143 |
||
1144 |
lemma DERIV_isconst_end: |
|
1145 |
fixes f :: "real => real" |
|
1146 |
shows "[| a < b; |
|
1147 |
\<forall>x. a \<le> x & x \<le> b --> isCont f x; |
|
1148 |
\<forall>x. a < x & x < b --> DERIV f x :> 0 |] |
|
1149 |
==> f b = f a" |
|
1150 |
apply (drule MVT, assumption) |
|
1151 |
apply (blast intro: differentiableI) |
|
1152 |
apply (auto dest!: DERIV_unique simp add: diff_eq_eq) |
|
1153 |
done |
|
1154 |
||
1155 |
lemma DERIV_isconst1: |
|
1156 |
fixes f :: "real => real" |
|
1157 |
shows "[| a < b; |
|
1158 |
\<forall>x. a \<le> x & x \<le> b --> isCont f x; |
|
1159 |
\<forall>x. a < x & x < b --> DERIV f x :> 0 |] |
|
1160 |
==> \<forall>x. a \<le> x & x \<le> b --> f x = f a" |
|
1161 |
apply safe |
|
1162 |
apply (drule_tac x = a in order_le_imp_less_or_eq, safe) |
|
1163 |
apply (drule_tac b = x in DERIV_isconst_end, auto) |
|
1164 |
done |
|
1165 |
||
1166 |
lemma DERIV_isconst2: |
|
1167 |
fixes f :: "real => real" |
|
1168 |
shows "[| a < b; |
|
1169 |
\<forall>x. a \<le> x & x \<le> b --> isCont f x; |
|
1170 |
\<forall>x. a < x & x < b --> DERIV f x :> 0; |
|
1171 |
a \<le> x; x \<le> b |] |
|
1172 |
==> f x = f a" |
|
1173 |
apply (blast dest: DERIV_isconst1) |
|
1174 |
done |
|
1175 |
||
29803
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1176 |
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
|
1177 |
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
|
1178 |
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
|
1179 |
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
|
1180 |
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
|
1181 |
case False |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1182 |
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
|
1183 |
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
|
1184 |
|
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1185 |
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
|
1186 |
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
|
1187 |
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
|
1188 |
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
|
1189 |
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
|
1190 |
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
|
1191 |
qed |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1192 |
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
|
1193 |
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
|
1194 |
|
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1195 |
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
|
1196 |
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
|
1197 |
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
|
1198 |
qed auto |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
1199 |
|
21164 | 1200 |
lemma DERIV_isconst_all: |
1201 |
fixes f :: "real => real" |
|
1202 |
shows "\<forall>x. DERIV f x :> 0 ==> f(x) = f(y)" |
|
1203 |
apply (rule linorder_cases [of x y]) |
|
1204 |
apply (blast intro: sym DERIV_isCont DERIV_isconst_end)+ |
|
1205 |
done |
|
1206 |
||
1207 |
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
|
1208 |
fixes f :: "real => real" |
e76faa6e65fd
changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents:
21404
diff
changeset
|
1209 |
shows "[|a \<noteq> b; \<forall>x. DERIV f x :> k |] ==> (f(b) - f(a)) = (b-a) * k" |
21164 | 1210 |
apply (rule linorder_cases [of a b], auto) |
1211 |
apply (drule_tac [!] f = f in MVT) |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
1212 |
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
|
1213 |
apply (auto dest: DERIV_unique simp add: ring_distribs) |
21164 | 1214 |
done |
1215 |
||
1216 |
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
|
1217 |
fixes f :: "real => real" |
e76faa6e65fd
changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents:
21404
diff
changeset
|
1218 |
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
|
1219 |
apply (rule_tac c1 = "b-a" in mult_right_cancel [THEN iffD1]) |
21164 | 1220 |
apply (auto dest!: DERIV_const_ratio_const simp add: mult_assoc) |
1221 |
done |
|
1222 |
||
1223 |
lemma real_average_minus_first [simp]: "((a + b) /2 - a) = (b-a)/(2::real)" |
|
1224 |
by (simp) |
|
1225 |
||
1226 |
lemma real_average_minus_second [simp]: "((b + a)/2 - a) = (b-a)/(2::real)" |
|
1227 |
by (simp) |
|
1228 |
||
1229 |
text{*Gallileo's "trick": average velocity = av. of end velocities*} |
|
1230 |
||
1231 |
lemma DERIV_const_average: |
|
1232 |
fixes v :: "real => real" |
|
1233 |
assumes neq: "a \<noteq> (b::real)" |
|
1234 |
and der: "\<forall>x. DERIV v x :> k" |
|
1235 |
shows "v ((a + b)/2) = (v a + v b)/2" |
|
1236 |
proof (cases rule: linorder_cases [of a b]) |
|
1237 |
case equal with neq show ?thesis by simp |
|
1238 |
next |
|
1239 |
case less |
|
1240 |
have "(v b - v a) / (b - a) = k" |
|
1241 |
by (rule DERIV_const_ratio_const2 [OF neq der]) |
|
1242 |
hence "(b-a) * ((v b - v a) / (b-a)) = (b-a) * k" by simp |
|
1243 |
moreover have "(v ((a + b) / 2) - v a) / ((a + b) / 2 - a) = k" |
|
1244 |
by (rule DERIV_const_ratio_const2 [OF _ der], simp add: neq) |
|
1245 |
ultimately show ?thesis using neq by force |
|
1246 |
next |
|
1247 |
case greater |
|
1248 |
have "(v b - v a) / (b - a) = k" |
|
1249 |
by (rule DERIV_const_ratio_const2 [OF neq der]) |
|
1250 |
hence "(b-a) * ((v b - v a) / (b-a)) = (b-a) * k" by simp |
|
1251 |
moreover have " (v ((b + a) / 2) - v a) / ((b + a) / 2 - a) = k" |
|
1252 |
by (rule DERIV_const_ratio_const2 [OF _ der], simp add: neq) |
|
1253 |
ultimately show ?thesis using neq by (force simp add: add_commute) |
|
1254 |
qed |
|
1255 |
||
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1256 |
(* A function with positive derivative is increasing. |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1257 |
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
|
1258 |
*) |
56261 | 1259 |
lemma DERIV_pos_imp_increasing_open: |
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1260 |
fixes a::real and b::real and f::"real => real" |
56261 | 1261 |
assumes "a < b" and "\<And>x. a < x \<Longrightarrow> x < b \<Longrightarrow> (EX y. DERIV f x :> y & y > 0)" |
1262 |
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
|
1263 |
shows "f a < f b" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1264 |
proof (rule ccontr) |
41550 | 1265 |
assume f: "~ f a < f b" |
33690 | 1266 |
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
|
1267 |
& f b - f a = (b - a) * l" |
33690 | 1268 |
apply (rule MVT) |
56261 | 1269 |
using assms Deriv.differentiableI |
1270 |
apply force+ |
|
33690 | 1271 |
done |
41550 | 1272 |
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
|
1273 |
and "f b - f a = (b - a) * l" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1274 |
by auto |
41550 | 1275 |
with assms f have "~(l > 0)" |
36777
be5461582d0f
avoid using real-specific versions of generic lemmas
huffman
parents:
35216
diff
changeset
|
1276 |
by (metis linorder_not_le mult_le_0_iff diff_le_0_iff_le) |
41550 | 1277 |
with assms z show False |
56261 | 1278 |
by (metis DERIV_unique) |
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1279 |
qed |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1280 |
|
56261 | 1281 |
lemma DERIV_pos_imp_increasing: |
1282 |
fixes a::real and b::real and f::"real => real" |
|
1283 |
assumes "a < b" and "\<forall>x. a \<le> x & x \<le> b --> (EX y. DERIV f x :> y & y > 0)" |
|
1284 |
shows "f a < f b" |
|
1285 |
by (metis DERIV_pos_imp_increasing_open [of a b f] assms DERIV_continuous less_imp_le) |
|
1286 |
||
45791 | 1287 |
lemma DERIV_nonneg_imp_nondecreasing: |
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1288 |
fixes a::real and b::real and f::"real => real" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1289 |
assumes "a \<le> b" and |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1290 |
"\<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
|
1291 |
shows "f a \<le> f b" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1292 |
proof (rule ccontr, cases "a = b") |
41550 | 1293 |
assume "~ f a \<le> f b" and "a = b" |
1294 |
then show False by auto |
|
37891 | 1295 |
next |
1296 |
assume A: "~ f a \<le> f b" |
|
1297 |
assume B: "a ~= b" |
|
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1298 |
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
|
1299 |
& f b - f a = (b - a) * l" |
33690 | 1300 |
apply - |
1301 |
apply (rule MVT) |
|
1302 |
apply auto |
|
1303 |
apply (metis DERIV_isCont) |
|
36777
be5461582d0f
avoid using real-specific versions of generic lemmas
huffman
parents:
35216
diff
changeset
|
1304 |
apply (metis differentiableI less_le) |
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1305 |
done |
41550 | 1306 |
then obtain l z where z: "a < z" "z < b" "DERIV f z :> l" |
37891 | 1307 |
and C: "f b - f a = (b - a) * l" |
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1308 |
by auto |
37891 | 1309 |
with A have "a < b" "f b < f a" by auto |
1310 |
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
|
1311 |
(metis A add_le_cancel_right assms(1) less_eq_real_def mult_right_mono add_left_mono linear order_refl) |
41550 | 1312 |
with assms z show False |
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1313 |
by (metis DERIV_unique order_less_imp_le) |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1314 |
qed |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1315 |
|
56261 | 1316 |
lemma DERIV_neg_imp_decreasing_open: |
1317 |
fixes a::real and b::real and f::"real => real" |
|
1318 |
assumes "a < b" and "\<And>x. a < x \<Longrightarrow> x < b \<Longrightarrow> (EX y. DERIV f x :> y & y < 0)" |
|
1319 |
and con: "\<And>x. a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> isCont f x" |
|
1320 |
shows "f a > f b" |
|
1321 |
proof - |
|
1322 |
have "(%x. -f x) a < (%x. -f x) b" |
|
1323 |
apply (rule DERIV_pos_imp_increasing_open [of a b "%x. -f x"]) |
|
1324 |
using assms |
|
1325 |
apply auto |
|
1326 |
apply (metis field_differentiable_minus neg_0_less_iff_less) |
|
1327 |
done |
|
1328 |
thus ?thesis |
|
1329 |
by simp |
|
1330 |
qed |
|
1331 |
||
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1332 |
lemma DERIV_neg_imp_decreasing: |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1333 |
fixes a::real and b::real and f::"real => real" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1334 |
assumes "a < b" and |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1335 |
"\<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
|
1336 |
shows "f a > f b" |
56261 | 1337 |
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
|
1338 |
|
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1339 |
lemma DERIV_nonpos_imp_nonincreasing: |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1340 |
fixes a::real and b::real and f::"real => real" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1341 |
assumes "a \<le> b" and |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1342 |
"\<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
|
1343 |
shows "f a \<ge> f b" |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1344 |
proof - |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1345 |
have "(%x. -f x) a \<le> (%x. -f x) b" |
45791 | 1346 |
apply (rule DERIV_nonneg_imp_nondecreasing [of a b "%x. -f x"]) |
33690 | 1347 |
using assms |
1348 |
apply auto |
|
33654
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1349 |
apply (metis DERIV_minus neg_0_le_iff_le) |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1350 |
done |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1351 |
thus ?thesis |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1352 |
by simp |
abf780db30ea
A number of theorems contributed by Jeremy Avigad
paulson
parents:
31902
diff
changeset
|
1353 |
qed |
21164 | 1354 |
|
56289 | 1355 |
lemma DERIV_pos_imp_increasing_at_bot: |
1356 |
fixes f :: "real => real" |
|
1357 |
assumes "\<And>x. x \<le> b \<Longrightarrow> (EX y. DERIV f x :> y & y > 0)" |
|
1358 |
and lim: "(f ---> flim) at_bot" |
|
1359 |
shows "flim < f b" |
|
1360 |
proof - |
|
1361 |
have "flim \<le> f (b - 1)" |
|
1362 |
apply (rule tendsto_ge_const [OF _ lim]) |
|
1363 |
apply (auto simp: trivial_limit_at_bot_linorder eventually_at_bot_linorder) |
|
1364 |
apply (rule_tac x="b - 2" in exI) |
|
1365 |
apply (force intro: order.strict_implies_order DERIV_pos_imp_increasing [where f=f] assms) |
|
1366 |
done |
|
1367 |
also have "... < f b" |
|
1368 |
by (force intro: DERIV_pos_imp_increasing [where f=f] assms) |
|
1369 |
finally show ?thesis . |
|
1370 |
qed |
|
1371 |
||
1372 |
lemma DERIV_neg_imp_decreasing_at_top: |
|
1373 |
fixes f :: "real => real" |
|
1374 |
assumes der: "\<And>x. x \<ge> b \<Longrightarrow> (EX y. DERIV f x :> y & y < 0)" |
|
1375 |
and lim: "(f ---> flim) at_top" |
|
1376 |
shows "flim < f b" |
|
1377 |
apply (rule DERIV_pos_imp_increasing_at_bot [where f = "\<lambda>i. f (-i)" and b = "-b", simplified]) |
|
1378 |
apply (metis DERIV_mirror der le_minus_iff neg_0_less_iff_less) |
|
1379 |
apply (metis filterlim_at_top_mirror lim) |
|
1380 |
done |
|
1381 |
||
23041 | 1382 |
text {* Derivative of inverse function *} |
1383 |
||
1384 |
lemma DERIV_inverse_function: |
|
1385 |
fixes f g :: "real \<Rightarrow> real" |
|
1386 |
assumes der: "DERIV f (g x) :> D" |
|
1387 |
assumes neq: "D \<noteq> 0" |
|
23044 | 1388 |
assumes a: "a < x" and b: "x < b" |
1389 |
assumes inj: "\<forall>y. a < y \<and> y < b \<longrightarrow> f (g y) = y" |
|
23041 | 1390 |
assumes cont: "isCont g x" |
1391 |
shows "DERIV g x :> inverse D" |
|
1392 |
unfolding DERIV_iff2 |
|
23044 | 1393 |
proof (rule LIM_equal2) |
1394 |
show "0 < min (x - a) (b - x)" |
|
27668 | 1395 |
using a b by arith |
23044 | 1396 |
next |
23041 | 1397 |
fix y |
23044 | 1398 |
assume "norm (y - x) < min (x - a) (b - x)" |
27668 | 1399 |
hence "a < y" and "y < b" |
23044 | 1400 |
by (simp_all add: abs_less_iff) |
23041 | 1401 |
thus "(g y - g x) / (y - x) = |
1402 |
inverse ((f (g y) - x) / (g y - g x))" |
|
1403 |
by (simp add: inj) |
|
1404 |
next |
|
1405 |
have "(\<lambda>z. (f z - f (g x)) / (z - g x)) -- g x --> D" |
|
1406 |
by (rule der [unfolded DERIV_iff2]) |
|
1407 |
hence 1: "(\<lambda>z. (f z - x) / (z - g x)) -- g x --> D" |
|
23044 | 1408 |
using inj a b by simp |
23041 | 1409 |
have 2: "\<exists>d>0. \<forall>y. y \<noteq> x \<and> norm (y - x) < d \<longrightarrow> g y \<noteq> g x" |
56219 | 1410 |
proof (rule exI, safe) |
23044 | 1411 |
show "0 < min (x - a) (b - x)" |
1412 |
using a b by simp |
|
23041 | 1413 |
next |
1414 |
fix y |
|
23044 | 1415 |
assume "norm (y - x) < min (x - a) (b - x)" |
1416 |
hence y: "a < y" "y < b" |
|
1417 |
by (simp_all add: abs_less_iff) |
|
23041 | 1418 |
assume "g y = g x" |
1419 |
hence "f (g y) = f (g x)" by simp |
|
23044 | 1420 |
hence "y = x" using inj y a b by simp |
23041 | 1421 |
also assume "y \<noteq> x" |
1422 |
finally show False by simp |
|
1423 |
qed |
|
1424 |
have "(\<lambda>y. (f (g y) - x) / (g y - g x)) -- x --> D" |
|
1425 |
using cont 1 2 by (rule isCont_LIM_compose2) |
|
1426 |
thus "(\<lambda>y. inverse ((f (g y) - x) / (g y - g x))) |
|
1427 |
-- x --> inverse D" |
|
44568
e6f291cb5810
discontinue many legacy theorems about LIM and LIMSEQ, in favor of tendsto theorems
huffman
parents:
44317
diff
changeset
|
1428 |
using neq by (rule tendsto_inverse) |
23041 | 1429 |
qed |
1430 |
||
29975 | 1431 |
subsection {* Generalized Mean Value Theorem *} |
1432 |
||
21164 | 1433 |
theorem GMVT: |
21784
e76faa6e65fd
changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents:
21404
diff
changeset
|
1434 |
fixes a b :: real |
21164 | 1435 |
assumes alb: "a < b" |
41550 | 1436 |
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
|
1437 |
and fd: "\<forall>x. a < x \<and> x < b \<longrightarrow> f differentiable (at x)" |
41550 | 1438 |
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
|
1439 |
and gd: "\<forall>x. a < x \<and> x < b \<longrightarrow> g differentiable (at x)" |
53381 | 1440 |
shows "\<exists>g'c f'c c. |
1441 |
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 | 1442 |
proof - |
1443 |
let ?h = "\<lambda>x. (f b - f a)*(g x) - (g b - g a)*(f x)" |
|
41550 | 1444 |
from assms have "a < b" by simp |
21164 | 1445 |
moreover have "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?h x" |
44233 | 1446 |
using fc gc by simp |
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
1447 |
moreover have "\<forall>x. a < x \<and> x < b \<longrightarrow> ?h differentiable (at x)" |
44233 | 1448 |
using fd gd by simp |
21164 | 1449 |
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) |
1450 |
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" .. |
|
1451 |
then obtain c where cdef: "a < c \<and> c < b \<and> DERIV ?h c :> l \<and> ?h b - ?h a = (b - a) * l" .. |
|
1452 |
||
1453 |
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
|
1454 |
with gd have "g differentiable (at c)" by simp |
21164 | 1455 |
hence "\<exists>D. DERIV g c :> D" by (rule differentiableD) |
1456 |
then obtain g'c where g'cdef: "DERIV g c :> g'c" .. |
|
1457 |
||
1458 |
from cdef have "a < c \<and> c < b" by auto |
|
56181
2aa0b19e74f3
unify syntax for has_derivative and differentiable
hoelzl
parents:
55970
diff
changeset
|
1459 |
with fd have "f differentiable (at c)" by simp |
21164 | 1460 |
hence "\<exists>D. DERIV f c :> D" by (rule differentiableD) |
1461 |
then obtain f'c where f'cdef: "DERIV f c :> f'c" .. |
|
1462 |
||
1463 |
from cdef have "DERIV ?h c :> l" by auto |
|
41368 | 1464 |
moreover have "DERIV ?h c :> g'c * (f b - f a) - f'c * (g b - g a)" |
56381
0556204bc230
merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents:
56371
diff
changeset
|
1465 |
using g'cdef f'cdef by (auto intro!: derivative_eq_intros) |
21164 | 1466 |
ultimately have leq: "l = g'c * (f b - f a) - f'c * (g b - g a)" by (rule DERIV_unique) |
1467 |
||
1468 |
{ |
|
1469 |
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
|
1470 |
also from leq have "\<dots> = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" by simp |
21164 | 1471 |
finally have "?h b - ?h a = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" by simp |
1472 |
} |
|
1473 |
moreover |
|
1474 |
{ |
|
1475 |
have "?h b - ?h a = |
|
1476 |
((f b)*(g b) - (f a)*(g b) - (g b)*(f b) + (g a)*(f b)) - |
|
1477 |
((f b)*(g a) - (f a)*(g a) - (g b)*(f a) + (g a)*(f a))" |
|
29667 | 1478 |
by (simp add: algebra_simps) |
21164 | 1479 |
hence "?h b - ?h a = 0" by auto |
1480 |
} |
|
1481 |
ultimately have "(b - a) * (g'c * (f b - f a) - f'c * (g b - g a)) = 0" by auto |
|
1482 |
with alb have "g'c * (f b - f a) - f'c * (g b - g a) = 0" by simp |
|
1483 |
hence "g'c * (f b - f a) = f'c * (g b - g a)" by simp |
|
1484 |
hence "(f b - f a) * g'c = (g b - g a) * f'c" by (simp add: mult_ac) |
|
1485 |
||
1486 |
with g'cdef f'cdef cint show ?thesis by auto |
|
1487 |
qed |
|
1488 |
||
50327 | 1489 |
lemma GMVT': |
1490 |
fixes f g :: "real \<Rightarrow> real" |
|
1491 |
assumes "a < b" |
|
1492 |
assumes isCont_f: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont f z" |
|
1493 |
assumes isCont_g: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont g z" |
|
1494 |
assumes DERIV_g: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV g z :> (g' z)" |
|
1495 |
assumes DERIV_f: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV f z :> (f' z)" |
|
1496 |
shows "\<exists>c. a < c \<and> c < b \<and> (f b - f a) * g' c = (g b - g a) * f' c" |
|
1497 |
proof - |
|
1498 |
have "\<exists>g'c f'c c. DERIV g c :> g'c \<and> DERIV f c :> f'c \<and> |
|
1499 |
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
|
1500 |
using assms by (intro GMVT) (force simp: real_differentiable_def)+ |
50327 | 1501 |
then obtain c where "a < c" "c < b" "(f b - f a) * g' c = (g b - g a) * f' c" |
1502 |
using DERIV_f DERIV_g by (force dest: DERIV_unique) |
|
1503 |
then show ?thesis |
|
1504 |
by auto |
|
1505 |
qed |
|
1506 |
||
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
|
1507 |
|
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
|
1508 |
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
|
1509 |
|
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
|
1510 |
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
|
1511 |
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
|
1512 |
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
|
1513 |
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
|
1514 |
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
|
1515 |
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
|
1516 |
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
|
1517 |
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
|
1518 |
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
|
1519 |
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
|
1520 |
|
50327 | 1521 |
lemma lhopital_right_0: |
50329 | 1522 |
fixes f0 g0 :: "real \<Rightarrow> real" |
1523 |
assumes f_0: "(f0 ---> 0) (at_right 0)" |
|
1524 |
assumes g_0: "(g0 ---> 0) (at_right 0)" |
|
50327 | 1525 |
assumes ev: |
50329 | 1526 |
"eventually (\<lambda>x. g0 x \<noteq> 0) (at_right 0)" |
50327 | 1527 |
"eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)" |
50329 | 1528 |
"eventually (\<lambda>x. DERIV f0 x :> f' x) (at_right 0)" |
1529 |
"eventually (\<lambda>x. DERIV g0 x :> g' x) (at_right 0)" |
|
50327 | 1530 |
assumes lim: "((\<lambda> x. (f' x / g' x)) ---> x) (at_right 0)" |
50329 | 1531 |
shows "((\<lambda> x. f0 x / g0 x) ---> x) (at_right 0)" |
50327 | 1532 |
proof - |
50329 | 1533 |
def f \<equiv> "\<lambda>x. if x \<le> 0 then 0 else f0 x" |
1534 |
then have "f 0 = 0" by simp |
|
1535 |
||
1536 |
def g \<equiv> "\<lambda>x. if x \<le> 0 then 0 else g0 x" |
|
1537 |
then have "g 0 = 0" by simp |
|
1538 |
||
1539 |
have "eventually (\<lambda>x. g0 x \<noteq> 0 \<and> g' x \<noteq> 0 \<and> |
|
1540 |
DERIV f0 x :> (f' x) \<and> DERIV g0 x :> (g' x)) (at_right 0)" |
|
1541 |
using ev by eventually_elim auto |
|
1542 |
then obtain a where [arith]: "0 < a" |
|
1543 |
and g0_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g0 x \<noteq> 0" |
|
50327 | 1544 |
and g'_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g' x \<noteq> 0" |
50329 | 1545 |
and f0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV f0 x :> (f' x)" |
1546 |
and g0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV g0 x :> (g' x)" |
|
56219 | 1547 |
unfolding eventually_at by (auto simp: dist_real_def) |
50327 | 1548 |
|
50329 | 1549 |
have g_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g x \<noteq> 0" |
1550 |
using g0_neq_0 by (simp add: g_def) |
|
1551 |
||
1552 |
{ fix x assume x: "0 < x" "x < a" then have "DERIV f x :> (f' x)" |
|
1553 |
by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ f0[OF x]]) |
|
1554 |
(auto simp: f_def eventually_nhds_metric dist_real_def intro!: exI[of _ x]) } |
|
1555 |
note f = this |
|
1556 |
||
1557 |
{ fix x assume x: "0 < x" "x < a" then have "DERIV g x :> (g' x)" |
|
1558 |
by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ g0[OF x]]) |
|
1559 |
(auto simp: g_def eventually_nhds_metric dist_real_def intro!: exI[of _ x]) } |
|
1560 |
note g = this |
|
1561 |
||
1562 |
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
|
1563 |
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
|
1564 |
|
50329 | 1565 |
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
|
1566 |
unfolding g_def by (intro isCont_If_ge g_0 continuous_const) |
50329 | 1567 |
|
50327 | 1568 |
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)" |
1569 |
proof (rule bchoice, rule) |
|
1570 |
fix x assume "x \<in> {0 <..< a}" |
|
1571 |
then have x[arith]: "0 < x" "x < a" by auto |
|
1572 |
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" |
|
1573 |
by auto |
|
50328 | 1574 |
have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont f x" |
1575 |
using `isCont f 0` f by (auto intro: DERIV_isCont simp: le_less) |
|
1576 |
moreover have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont g x" |
|
1577 |
using `isCont g 0` g by (auto intro: DERIV_isCont simp: le_less) |
|
1578 |
ultimately have "\<exists>c. 0 < c \<and> c < x \<and> (f x - f 0) * g' c = (g x - g 0) * f' c" |
|
1579 |
using f g `x < a` by (intro GMVT') auto |
|
53374
a14d2a854c02
tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents:
51642
diff
changeset
|
1580 |
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
|
1581 |
by blast |
50327 | 1582 |
moreover |
53374
a14d2a854c02
tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents:
51642
diff
changeset
|
1583 |
from * g'(1)[of c] g'(2) have "(f x - f 0) / (g x - g 0) = f' c / g' c" |
50327 | 1584 |
by (simp add: field_simps) |
1585 |
ultimately show "\<exists>y. 0 < y \<and> y < x \<and> f x / g x = f' y / g' y" |
|
1586 |
using `f 0 = 0` `g 0 = 0` by (auto intro!: exI[of _ c]) |
|
1587 |
qed |
|
53381 | 1588 |
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 | 1589 |
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
|
1590 |
unfolding eventually_at by (intro exI[of _ a]) (auto simp: dist_real_def) |
50327 | 1591 |
moreover |
1592 |
from \<zeta> have "eventually (\<lambda>x. norm (\<zeta> x) \<le> x) (at_right 0)" |
|
1593 |
by eventually_elim auto |
|
1594 |
then have "((\<lambda>x. norm (\<zeta> x)) ---> 0) (at_right 0)" |
|
1595 |
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
|
1596 |
(auto intro: tendsto_const tendsto_ident_at) |
50327 | 1597 |
then have "(\<zeta> ---> 0) (at_right 0)" |
1598 |
by (rule tendsto_norm_zero_cancel) |
|
1599 |
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
|
1600 |
by (auto elim!: eventually_elim1 simp: filterlim_at) |
50327 | 1601 |
from this lim have "((\<lambda>t. f' (\<zeta> t) / g' (\<zeta> t)) ---> x) (at_right 0)" |
1602 |
by (rule_tac filterlim_compose[of _ _ _ \<zeta>]) |
|
50329 | 1603 |
ultimately have "((\<lambda>t. f t / g t) ---> x) (at_right 0)" (is ?P) |
50328 | 1604 |
by (rule_tac filterlim_cong[THEN iffD1, OF refl refl]) |
1605 |
(auto elim: eventually_elim1) |
|
50329 | 1606 |
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
|
1607 |
by (rule filterlim_cong) (auto simp: f_def g_def eventually_at_filter) |
50329 | 1608 |
finally show ?thesis . |
50327 | 1609 |
qed |
1610 |
||
50330
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1611 |
lemma lhopital_right: |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1612 |
"((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
|
1613 |
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
|
1614 |
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
|
1615 |
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
|
1616 |
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
|
1617 |
((\<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
|
1618 |
((\<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
|
1619 |
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
|
1620 |
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
|
1621 |
|
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1622 |
lemma lhopital_left: |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1623 |
"((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
|
1624 |
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
|
1625 |
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
|
1626 |
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
|
1627 |
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
|
1628 |
((\<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
|
1629 |
((\<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
|
1630 |
unfolding eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror |
56409
36489d77c484
removing simprule status for divide_minus_left and divide_minus_right
paulson <lp15@cam.ac.uk>
parents:
56381
diff
changeset
|
1631 |
by (rule lhopital_right[where f'="\<lambda>x. - f' (- x)"]) |
36489d77c484
removing simprule status for divide_minus_left and divide_minus_right
paulson <lp15@cam.ac.uk>
parents:
56381
diff
changeset
|
1632 |
(auto simp: DERIV_mirror divide_minus_left divide_minus_right) |
50330
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1633 |
|
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1634 |
lemma lhopital: |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1635 |
"((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
|
1636 |
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
|
1637 |
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
|
1638 |
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
|
1639 |
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
|
1640 |
((\<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
|
1641 |
((\<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
|
1642 |
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
|
1643 |
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
|
1644 |
|
50327 | 1645 |
lemma lhopital_right_0_at_top: |
1646 |
fixes f g :: "real \<Rightarrow> real" |
|
1647 |
assumes g_0: "LIM x at_right 0. g x :> at_top" |
|
1648 |
assumes ev: |
|
1649 |
"eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)" |
|
1650 |
"eventually (\<lambda>x. DERIV f x :> f' x) (at_right 0)" |
|
1651 |
"eventually (\<lambda>x. DERIV g x :> g' x) (at_right 0)" |
|
1652 |
assumes lim: "((\<lambda> x. (f' x / g' x)) ---> x) (at_right 0)" |
|
1653 |
shows "((\<lambda> x. f x / g x) ---> x) (at_right 0)" |
|
1654 |
unfolding tendsto_iff |
|
1655 |
proof safe |
|
1656 |
fix e :: real assume "0 < e" |
|
1657 |
||
1658 |
with lim[unfolded tendsto_iff, rule_format, of "e / 4"] |
|
1659 |
have "eventually (\<lambda>t. dist (f' t / g' t) x < e / 4) (at_right 0)" by simp |
|
1660 |
from eventually_conj[OF eventually_conj[OF ev(1) ev(2)] eventually_conj[OF ev(3) this]] |
|
1661 |
obtain a where [arith]: "0 < a" |
|
1662 |
and g'_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g' x \<noteq> 0" |
|
1663 |
and f0: "\<And>x. 0 < x \<Longrightarrow> x \<le> a \<Longrightarrow> DERIV f x :> (f' x)" |
|
1664 |
and g0: "\<And>x. 0 < x \<Longrightarrow> x \<le> a \<Longrightarrow> DERIV g x :> (g' x)" |
|
1665 |
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
|
1666 |
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
|
1667 |
|
50327 | 1668 |
|
1669 |
from Df have |
|
50328 | 1670 |
"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
|
1671 |
unfolding eventually_at by (auto intro!: exI[of _ a] simp: dist_real_def) |
50327 | 1672 |
|
1673 |
moreover |
|
50328 | 1674 |
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
|
1675 |
using g_0 by (auto elim: eventually_elim1 simp: filterlim_at_top_dense) |
50327 | 1676 |
|
1677 |
moreover |
|
1678 |
have inv_g: "((\<lambda>x. inverse (g x)) ---> 0) (at_right 0)" |
|
1679 |
using tendsto_inverse_0 filterlim_mono[OF g_0 at_top_le_at_infinity order_refl] |
|
1680 |
by (rule filterlim_compose) |
|
1681 |
then have "((\<lambda>x. norm (1 - g a * inverse (g x))) ---> norm (1 - g a * 0)) (at_right 0)" |
|
1682 |
by (intro tendsto_intros) |
|
1683 |
then have "((\<lambda>x. norm (1 - g a / g x)) ---> 1) (at_right 0)" |
|
1684 |
by (simp add: inverse_eq_divide) |
|
1685 |
from this[unfolded tendsto_iff, rule_format, of 1] |
|
1686 |
have "eventually (\<lambda>x. norm (1 - g a / g x) < 2) (at_right 0)" |
|
1687 |
by (auto elim!: eventually_elim1 simp: dist_real_def) |
|
1688 |
||
1689 |
moreover |
|
1690 |
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)" |
|
1691 |
by (intro tendsto_intros) |
|
1692 |
then have "((\<lambda>t. norm (f a - x * g a) / norm (g t)) ---> 0) (at_right 0)" |
|
1693 |
by (simp add: inverse_eq_divide) |
|
1694 |
from this[unfolded tendsto_iff, rule_format, of "e / 2"] `0 < e` |
|
1695 |
have "eventually (\<lambda>t. norm (f a - x * g a) / norm (g t) < e / 2) (at_right 0)" |
|
1696 |
by (auto simp: dist_real_def) |
|
1697 |
||
1698 |
ultimately show "eventually (\<lambda>t. dist (f t / g t) x < e) (at_right 0)" |
|
1699 |
proof eventually_elim |
|
1700 |
fix t assume t[arith]: "0 < t" "t < a" "g a < g t" "0 < g t" |
|
1701 |
assume ineq: "norm (1 - g a / g t) < 2" "norm (f a - x * g a) / norm (g t) < e / 2" |
|
1702 |
||
1703 |
have "\<exists>y. t < y \<and> y < a \<and> (g a - g t) * f' y = (f a - f t) * g' y" |
|
1704 |
using f0 g0 t(1,2) by (intro GMVT') (force intro!: DERIV_isCont)+ |
|
53381 | 1705 |
then obtain y where [arith]: "t < y" "y < a" |
1706 |
and D_eq0: "(g a - g t) * f' y = (f a - f t) * g' y" |
|
1707 |
by blast |
|
1708 |
from D_eq0 have D_eq: "(f t - f a) / (g t - g a) = f' y / g' y" |
|
50327 | 1709 |
using `g a < g t` g'_neq_0[of y] by (auto simp add: field_simps) |
1710 |
||
1711 |
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" |
|
1712 |
by (simp add: field_simps) |
|
1713 |
have "norm (f t / g t - x) \<le> |
|
1714 |
norm (((f t - f a) / (g t - g a) - x) * (1 - g a / g t)) + norm ((f a - x * g a) / g t)" |
|
1715 |
unfolding * by (rule norm_triangle_ineq) |
|
1716 |
also have "\<dots> = dist (f' y / g' y) x * norm (1 - g a / g t) + norm (f a - x * g a) / norm (g t)" |
|
1717 |
by (simp add: abs_mult D_eq dist_real_def) |
|
1718 |
also have "\<dots> < (e / 4) * 2 + e / 2" |
|
1719 |
using ineq Df[of y] `0 < e` by (intro add_le_less_mono mult_mono) auto |
|
1720 |
finally show "dist (f t / g t) x < e" |
|
1721 |
by (simp add: dist_real_def) |
|
1722 |
qed |
|
1723 |
qed |
|
1724 |
||
50330
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1725 |
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
|
1726 |
"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
|
1727 |
eventually (\<lambda>x. g' x \<noteq> 0) (at_right x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1728 |
eventually (\<lambda>x. DERIV f x :> f' x) (at_right x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1729 |
eventually (\<lambda>x. DERIV g x :> g' x) (at_right x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1730 |
((\<lambda> x. (f' x / g' x)) ---> y) (at_right x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1731 |
((\<lambda> x. f x / g x) ---> y) (at_right x)" |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1732 |
unfolding eventually_at_right_to_0[of _ x] filterlim_at_right_to_0[of _ _ x] DERIV_shift |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1733 |
by (rule lhopital_right_0_at_top) |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1734 |
|
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1735 |
lemma lhopital_left_at_top: |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1736 |
"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
|
1737 |
eventually (\<lambda>x. g' x \<noteq> 0) (at_left x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1738 |
eventually (\<lambda>x. 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
|
1739 |
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
|
1740 |
((\<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
|
1741 |
((\<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
|
1742 |
unfolding eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror |
56409
36489d77c484
removing simprule status for divide_minus_left and divide_minus_right
paulson <lp15@cam.ac.uk>
parents:
56381
diff
changeset
|
1743 |
by (rule lhopital_right_at_top[where f'="\<lambda>x. - f' (- x)"]) |
36489d77c484
removing simprule status for divide_minus_left and divide_minus_right
paulson <lp15@cam.ac.uk>
parents:
56381
diff
changeset
|
1744 |
(auto simp: divide_minus_left divide_minus_right DERIV_mirror) |
50330
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1745 |
|
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1746 |
lemma lhopital_at_top: |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1747 |
"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
|
1748 |
eventually (\<lambda>x. g' x \<noteq> 0) (at x) \<Longrightarrow> |
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents:
50329
diff
changeset
|
1749 |
eventually (\<lambda>x. 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
|
1750 |
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
|
1751 |
((\<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
|
1752 |
((\<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
|
1753 |
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
|
1754 |
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
|
1755 |
|
50347 | 1756 |
lemma lhospital_at_top_at_top: |
1757 |
fixes f g :: "real \<Rightarrow> real" |
|
1758 |
assumes g_0: "LIM x at_top. g x :> at_top" |
|
1759 |
assumes g': "eventually (\<lambda>x. g' x \<noteq> 0) at_top" |
|
1760 |
assumes Df: "eventually (\<lambda>x. DERIV f x :> f' x) at_top" |
|
1761 |
assumes Dg: "eventually (\<lambda>x. DERIV g x :> g' x) at_top" |
|
1762 |
assumes lim: "((\<lambda> x. (f' x / g' x)) ---> x) at_top" |
|
1763 |
shows "((\<lambda> x. f x / g x) ---> x) at_top" |
|
1764 |
unfolding filterlim_at_top_to_right |
|
1765 |
proof (rule lhopital_right_0_at_top) |
|
1766 |
let ?F = "\<lambda>x. f (inverse x)" |
|
1767 |
let ?G = "\<lambda>x. g (inverse x)" |
|
1768 |
let ?R = "at_right (0::real)" |
|
1769 |
let ?D = "\<lambda>f' x. f' (inverse x) * - (inverse x ^ Suc (Suc 0))" |
|
1770 |
||
1771 |
show "LIM x ?R. ?G x :> at_top" |
|
1772 |
using g_0 unfolding filterlim_at_top_to_right . |
|
1773 |
||
1774 |
show "eventually (\<lambda>x. DERIV ?G x :> ?D g' x) ?R" |
|
1775 |
unfolding eventually_at_right_to_top |
|
1776 |
using Dg eventually_ge_at_top[where c="1::real"] |
|
1777 |
apply eventually_elim |
|
1778 |
apply (rule DERIV_cong) |
|
1779 |
apply (rule DERIV_chain'[where f=inverse]) |
|
1780 |
apply (auto intro!: DERIV_inverse) |
|
1781 |
done |
|
1782 |
||
1783 |
show "eventually (\<lambda>x. DERIV ?F x :> ?D f' x) ?R" |
|
1784 |
unfolding eventually_at_right_to_top |
|
1785 |
using Df eventually_ge_at_top[where c="1::real"] |
|
1786 |
apply eventually_elim |
|
1787 |
apply (rule DERIV_cong) |
|
1788 |
apply (rule DERIV_chain'[where f=inverse]) |
|
1789 |
apply (auto intro!: DERIV_inverse) |
|
1790 |
done |
|
1791 |
||
1792 |
show "eventually (\<lambda>x. ?D g' x \<noteq> 0) ?R" |
|
1793 |
unfolding eventually_at_right_to_top |
|
1794 |
using g' eventually_ge_at_top[where c="1::real"] |
|
1795 |
by eventually_elim auto |
|
1796 |
||
1797 |
show "((\<lambda>x. ?D f' x / ?D g' x) ---> x) ?R" |
|
1798 |
unfolding filterlim_at_right_to_top |
|
1799 |
apply (intro filterlim_cong[THEN iffD2, OF refl refl _ lim]) |
|
1800 |
using eventually_ge_at_top[where c="1::real"] |
|
56409
36489d77c484
removing simprule status for divide_minus_left and divide_minus_right
paulson <lp15@cam.ac.uk>
parents:
56381
diff
changeset
|
1801 |
by eventually_elim (simp add: divide_minus_left divide_minus_right) |
50347 | 1802 |
qed |
1803 |
||
21164 | 1804 |
end |