| author | hoelzl | 
| Fri, 22 Mar 2013 10:41:43 +0100 | |
| changeset 51480 | 3793c3a11378 | 
| parent 51479 | 33db4b7189af | 
| child 51481 | ef949192e5d6 | 
| permissions | -rw-r--r-- | 
| 21164 | 1  | 
(* Title : Deriv.thy  | 
2  | 
Author : Jacques D. Fleuriot  | 
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3  | 
Copyright : 1998 University of Cambridge  | 
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4  | 
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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||
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theory Deriv  | 
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imports Lim  | 
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begin  | 
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text{*Standard Definitions*}
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definition  | 
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deriv :: "['a::real_normed_field \<Rightarrow> 'a, 'a, 'a] \<Rightarrow> bool"  | 
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    --{*Differentiation: D is derivative of function f at x*}
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19  | 
          ("(DERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60) where
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"DERIV f x :> D = ((%h. (f(x + h) - f x) / h) -- 0 --> D)"  | 
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subsection {* Derivatives *}
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lemma DERIV_iff: "(DERIV f x :> D) = ((%h. (f(x + h) - f(x))/h) -- 0 --> D)"  | 
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by (simp add: deriv_def)  | 
26  | 
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lemma DERIV_D: "DERIV f x :> D ==> (%h. (f(x + h) - f(x))/h) -- 0 --> D"  | 
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by (simp add: deriv_def)  | 
29  | 
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30  | 
lemma DERIV_const [simp]: "DERIV (\<lambda>x. k) x :> 0"  | 
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by (simp add: deriv_def tendsto_const)  | 
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lemma DERIV_ident [simp]: "DERIV (\<lambda>x. x) x :> 1"  | 
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by (simp add: deriv_def tendsto_const cong: LIM_cong)  | 
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lemma DERIV_add:  | 
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"\<lbrakk>DERIV f x :> D; DERIV g x :> E\<rbrakk> \<Longrightarrow> DERIV (\<lambda>x. f x + g x) x :> D + E"  | 
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by (simp only: deriv_def add_diff_add add_divide_distrib tendsto_add)  | 
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lemma DERIV_minus:  | 
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"DERIV f x :> D \<Longrightarrow> DERIV (\<lambda>x. - f x) x :> - D"  | 
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by (simp only: deriv_def minus_diff_minus divide_minus_left tendsto_minus)  | 
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lemma DERIV_diff:  | 
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"\<lbrakk>DERIV f x :> D; DERIV g x :> E\<rbrakk> \<Longrightarrow> DERIV (\<lambda>x. f x - g x) x :> D - E"  | 
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by (simp only: diff_minus DERIV_add DERIV_minus)  | 
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lemma DERIV_add_minus:  | 
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"\<lbrakk>DERIV f x :> D; DERIV g x :> E\<rbrakk> \<Longrightarrow> DERIV (\<lambda>x. f x + - g x) x :> D + - E"  | 
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by (simp only: DERIV_add DERIV_minus)  | 
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lemma DERIV_isCont: "DERIV f x :> D \<Longrightarrow> isCont f x"  | 
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proof (unfold isCont_iff)  | 
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assume "DERIV f x :> D"  | 
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hence "(\<lambda>h. (f(x+h) - f(x)) / h) -- 0 --> D"  | 
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by (rule DERIV_D)  | 
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hence "(\<lambda>h. (f(x+h) - f(x)) / h * h) -- 0 --> D * 0"  | 
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by (intro tendsto_mult tendsto_ident_at)  | 
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hence "(\<lambda>h. (f(x+h) - f(x)) * (h / h)) -- 0 --> 0"  | 
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by simp  | 
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hence "(\<lambda>h. f(x+h) - f(x)) -- 0 --> 0"  | 
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by (simp cong: LIM_cong)  | 
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thus "(\<lambda>h. f(x+h)) -- 0 --> f(x)"  | 
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by (simp add: LIM_def dist_norm)  | 
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qed  | 
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lemma DERIV_mult_lemma:  | 
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fixes a b c d :: "'a::real_field"  | 
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shows "(a * b - c * d) / h = a * ((b - d) / h) + ((a - c) / h) * d"  | 
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by (simp add: field_simps diff_divide_distrib)  | 
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lemma DERIV_mult':  | 
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assumes f: "DERIV f x :> D"  | 
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assumes g: "DERIV g x :> E"  | 
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shows "DERIV (\<lambda>x. f x * g x) x :> f x * E + D * g x"  | 
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proof (unfold deriv_def)  | 
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from f have "isCont f x"  | 
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by (rule DERIV_isCont)  | 
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hence "(\<lambda>h. f(x+h)) -- 0 --> f x"  | 
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by (simp only: isCont_iff)  | 
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hence "(\<lambda>h. f(x+h) * ((g(x+h) - g x) / h) +  | 
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((f(x+h) - f x) / h) * g x)  | 
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-- 0 --> f x * E + D * g x"  | 
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by (intro tendsto_intros DERIV_D f g)  | 
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thus "(\<lambda>h. (f(x+h) * g(x+h) - f x * g x) / h)  | 
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-- 0 --> f x * E + D * g x"  | 
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by (simp only: DERIV_mult_lemma)  | 
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qed  | 
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lemma DERIV_mult:  | 
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"DERIV f x :> Da \<Longrightarrow> DERIV g x :> Db \<Longrightarrow> DERIV (\<lambda>x. f x * g x) x :> Da * g x + Db * f x"  | 
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by (drule (1) DERIV_mult', simp only: mult_commute add_commute)  | 
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lemma DERIV_unique:  | 
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"DERIV f x :> D \<Longrightarrow> DERIV f x :> E \<Longrightarrow> D = E"  | 
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unfolding deriv_def by (rule LIM_unique)  | 
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text{*Differentiation of finite sum*}
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lemma DERIV_setsum:  | 
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assumes "finite S"  | 
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and "\<And> n. n \<in> S \<Longrightarrow> DERIV (%x. f x n) x :> (f' x n)"  | 
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shows "DERIV (%x. setsum (f x) S) x :> setsum (f' x) S"  | 
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using assms by induct (auto intro!: DERIV_add)  | 
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lemma DERIV_sumr [rule_format (no_asm)]:  | 
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"(\<forall>r. m \<le> r & r < (m + n) --> DERIV (%x. f r x) x :> (f' r x))  | 
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--> DERIV (%x. \<Sum>n=m..<n::nat. f n x :: real) x :> (\<Sum>r=m..<n. f' r x)"  | 
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by (auto intro: DERIV_setsum)  | 
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text{*Alternative definition for differentiability*}
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lemma DERIV_LIM_iff:  | 
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  fixes f :: "'a::{real_normed_vector,inverse} \<Rightarrow> 'a" shows
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"((%h. (f(a + h) - f(a)) / h) -- 0 --> D) =  | 
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((%x. (f(x)-f(a)) / (x-a)) -- a --> D)"  | 
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apply (rule iffI)  | 
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apply (drule_tac k="- a" in LIM_offset)  | 
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apply (simp add: diff_minus)  | 
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apply (drule_tac k="a" in LIM_offset)  | 
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apply (simp add: add_commute)  | 
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done  | 
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lemma DERIV_iff2: "(DERIV f x :> D) = ((%z. (f(z) - f(x)) / (z-x)) -- x --> D)"  | 
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by (simp add: deriv_def diff_minus [symmetric] DERIV_LIM_iff)  | 
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lemma DERIV_inverse_lemma:  | 
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"\<lbrakk>a \<noteq> 0; b \<noteq> (0::'a::real_normed_field)\<rbrakk>  | 
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\<Longrightarrow> (inverse a - inverse b) / h  | 
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= - (inverse a * ((a - b) / h) * inverse b)"  | 
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by (simp add: inverse_diff_inverse)  | 
132  | 
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133  | 
lemma DERIV_inverse':  | 
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assumes der: "DERIV f x :> D"  | 
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assumes neq: "f x \<noteq> 0"  | 
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shows "DERIV (\<lambda>x. inverse (f x)) x :> - (inverse (f x) * D * inverse (f x))"  | 
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(is "DERIV _ _ :> ?E")  | 
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proof (unfold DERIV_iff2)  | 
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from der have lim_f: "f -- x --> f x"  | 
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by (rule DERIV_isCont [unfolded isCont_def])  | 
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from neq have "0 < norm (f x)" by simp  | 
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with LIM_D [OF lim_f] obtain s  | 
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where s: "0 < s"  | 
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and less_fx: "\<And>z. \<lbrakk>z \<noteq> x; norm (z - x) < s\<rbrakk>  | 
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\<Longrightarrow> norm (f z - f x) < norm (f x)"  | 
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by fast  | 
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show "(\<lambda>z. (inverse (f z) - inverse (f x)) / (z - x)) -- x --> ?E"  | 
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proof (rule LIM_equal2 [OF s])  | 
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fix z  | 
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assume "z \<noteq> x" "norm (z - x) < s"  | 
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hence "norm (f z - f x) < norm (f x)" by (rule less_fx)  | 
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hence "f z \<noteq> 0" by auto  | 
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thus "(inverse (f z) - inverse (f x)) / (z - x) =  | 
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156  | 
- (inverse (f z) * ((f z - f x) / (z - x)) * inverse (f x))"  | 
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using neq by (rule DERIV_inverse_lemma)  | 
158  | 
next  | 
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from der have "(\<lambda>z. (f z - f x) / (z - x)) -- x --> D"  | 
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by (unfold DERIV_iff2)  | 
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161  | 
thus "(\<lambda>z. - (inverse (f z) * ((f z - f x) / (z - x)) * inverse (f x)))  | 
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-- x --> ?E"  | 
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163  | 
by (intro tendsto_intros lim_f neq)  | 
| 21164 | 164  | 
qed  | 
165  | 
qed  | 
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167  | 
lemma DERIV_divide:  | 
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168  | 
"\<lbrakk>DERIV f x :> D; DERIV g x :> E; g x \<noteq> 0\<rbrakk>  | 
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169  | 
\<Longrightarrow> DERIV (\<lambda>x. f x / g x) x :> (D * g x - f x * E) / (g x * g x)"  | 
| 21164 | 170  | 
apply (subgoal_tac "f x * - (inverse (g x) * E * inverse (g x)) +  | 
171  | 
D * inverse (g x) = (D * g x - f x * E) / (g x * g x)")  | 
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172  | 
apply (erule subst)  | 
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173  | 
apply (unfold divide_inverse)  | 
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174  | 
apply (erule DERIV_mult')  | 
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175  | 
apply (erule (1) DERIV_inverse')  | 
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176  | 
apply (simp add: ring_distribs nonzero_inverse_mult_distrib)  | 
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done  | 
178  | 
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179  | 
lemma DERIV_power_Suc:  | 
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  fixes f :: "'a \<Rightarrow> 'a::{real_normed_field}"
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| 21164 | 181  | 
assumes f: "DERIV f x :> D"  | 
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182  | 
shows "DERIV (\<lambda>x. f x ^ Suc n) x :> (1 + of_nat n) * (D * f x ^ n)"  | 
| 21164 | 183  | 
proof (induct n)  | 
184  | 
case 0  | 
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185  | 
show ?case by (simp add: f)  | 
| 21164 | 186  | 
case (Suc k)  | 
187  | 
from DERIV_mult' [OF f Suc] show ?case  | 
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188  | 
apply (simp only: of_nat_Suc ring_distribs mult_1_left)  | 
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apply (simp only: power_Suc algebra_simps)  | 
| 21164 | 190  | 
done  | 
191  | 
qed  | 
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192  | 
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193  | 
lemma DERIV_power:  | 
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| 31017 | 194  | 
  fixes f :: "'a \<Rightarrow> 'a::{real_normed_field}"
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| 21164 | 195  | 
assumes f: "DERIV f x :> D"  | 
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196  | 
shows "DERIV (\<lambda>x. f x ^ n) x :> of_nat n * (D * f x ^ (n - Suc 0))"  | 
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197  | 
by (cases "n", simp, simp add: DERIV_power_Suc f del: power_Suc)  | 
| 21164 | 198  | 
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| 29975 | 199  | 
text {* Caratheodory formulation of derivative at a point *}
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| 21164 | 200  | 
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201  | 
lemma CARAT_DERIV:  | 
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202  | 
"(DERIV f x :> l) =  | 
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203  | 
(\<exists>g. (\<forall>z. f z - f x = g z * (z-x)) & isCont g x & g x = l)"  | 
| 21164 | 204  | 
(is "?lhs = ?rhs")  | 
205  | 
proof  | 
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206  | 
assume der: "DERIV f x :> l"  | 
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207  | 
show "\<exists>g. (\<forall>z. f z - f x = g z * (z-x)) \<and> isCont g x \<and> g x = l"  | 
| 21164 | 208  | 
proof (intro exI conjI)  | 
| 
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209  | 
let ?g = "(%z. if z = x then l else (f z - f x) / (z-x))"  | 
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210  | 
show "\<forall>z. f z - f x = ?g z * (z-x)" by simp  | 
| 21164 | 211  | 
show "isCont ?g x" using der  | 
212  | 
by (simp add: isCont_iff DERIV_iff diff_minus  | 
|
213  | 
cong: LIM_equal [rule_format])  | 
|
214  | 
show "?g x = l" by simp  | 
|
215  | 
qed  | 
|
216  | 
next  | 
|
217  | 
assume "?rhs"  | 
|
218  | 
then obtain g where  | 
|
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219  | 
"(\<forall>z. f z - f x = g z * (z-x))" and "isCont g x" and "g x = l" by blast  | 
| 21164 | 220  | 
thus "(DERIV f x :> l)"  | 
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221  | 
by (auto simp add: isCont_iff DERIV_iff cong: LIM_cong)  | 
| 21164 | 222  | 
qed  | 
223  | 
||
224  | 
lemma DERIV_chain':  | 
|
225  | 
assumes f: "DERIV f x :> D"  | 
|
226  | 
assumes g: "DERIV g (f x) :> E"  | 
|
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227  | 
shows "DERIV (\<lambda>x. g (f x)) x :> E * D"  | 
| 21164 | 228  | 
proof (unfold DERIV_iff2)  | 
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229  | 
obtain d where d: "\<forall>y. g y - g (f x) = d y * (y - f x)"  | 
| 21164 | 230  | 
and cont_d: "isCont d (f x)" and dfx: "d (f x) = E"  | 
231  | 
using CARAT_DERIV [THEN iffD1, OF g] by fast  | 
|
232  | 
from f have "f -- x --> f x"  | 
|
233  | 
by (rule DERIV_isCont [unfolded isCont_def])  | 
|
234  | 
with cont_d have "(\<lambda>z. d (f z)) -- x --> d (f x)"  | 
|
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235  | 
by (rule isCont_tendsto_compose)  | 
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236  | 
hence "(\<lambda>z. d (f z) * ((f z - f x) / (z - x)))  | 
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237  | 
-- x --> d (f x) * D"  | 
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238  | 
by (rule tendsto_mult [OF _ f [unfolded DERIV_iff2]])  | 
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239  | 
thus "(\<lambda>z. (g (f z) - g (f x)) / (z - x)) -- x --> E * D"  | 
| 35216 | 240  | 
by (simp add: d dfx)  | 
| 21164 | 241  | 
qed  | 
242  | 
||
| 31899 | 243  | 
text {*
 | 
244  | 
Let's do the standard proof, though theorem  | 
|
245  | 
 @{text "LIM_mult2"} follows from a NS proof
 | 
|
246  | 
*}  | 
|
| 21164 | 247  | 
|
248  | 
lemma DERIV_cmult:  | 
|
249  | 
"DERIV f x :> D ==> DERIV (%x. c * f x) x :> c*D"  | 
|
250  | 
by (drule DERIV_mult' [OF DERIV_const], simp)  | 
|
251  | 
||
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252  | 
lemma DERIV_cdivide: "DERIV f x :> D ==> DERIV (%x. f x / c) x :> D / c"  | 
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253  | 
apply (subgoal_tac "DERIV (%x. (1 / c) * f x) x :> (1 / c) * D", force)  | 
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254  | 
apply (erule DERIV_cmult)  | 
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255  | 
done  | 
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256  | 
|
| 31899 | 257  | 
text {* Standard version *}
 | 
| 21164 | 258  | 
lemma DERIV_chain: "[| DERIV f (g x) :> Da; DERIV g x :> Db |] ==> DERIV (f o g) x :> Da * Db"  | 
| 35216 | 259  | 
by (drule (1) DERIV_chain', simp add: o_def mult_commute)  | 
| 21164 | 260  | 
|
261  | 
lemma DERIV_chain2: "[| DERIV f (g x) :> Da; DERIV g x :> Db |] ==> DERIV (%x. f (g x)) x :> Da * Db"  | 
|
262  | 
by (auto dest: DERIV_chain simp add: o_def)  | 
|
263  | 
||
| 31899 | 264  | 
text {* Derivative of linear multiplication *}
 | 
| 21164 | 265  | 
lemma DERIV_cmult_Id [simp]: "DERIV (op * c) x :> c"  | 
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266  | 
by (cut_tac c = c and x = x in DERIV_ident [THEN DERIV_cmult], simp)  | 
| 21164 | 267  | 
|
268  | 
lemma DERIV_pow: "DERIV (%x. x ^ n) x :> real n * (x ^ (n - Suc 0))"  | 
|
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269  | 
apply (cut_tac DERIV_power [OF DERIV_ident])  | 
| 35216 | 270  | 
apply (simp add: real_of_nat_def)  | 
| 21164 | 271  | 
done  | 
272  | 
||
| 31899 | 273  | 
text {* Power of @{text "-1"} *}
 | 
| 21164 | 274  | 
|
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275  | 
lemma DERIV_inverse:  | 
| 31017 | 276  | 
  fixes x :: "'a::{real_normed_field}"
 | 
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277  | 
shows "x \<noteq> 0 ==> DERIV (%x. inverse(x)) x :> (-(inverse x ^ Suc (Suc 0)))"  | 
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278  | 
by (drule DERIV_inverse' [OF DERIV_ident]) simp  | 
| 21164 | 279  | 
|
| 31899 | 280  | 
text {* Derivative of inverse *}
 | 
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281  | 
lemma DERIV_inverse_fun:  | 
| 31017 | 282  | 
  fixes x :: "'a::{real_normed_field}"
 | 
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283  | 
shows "[| DERIV f x :> d; f(x) \<noteq> 0 |]  | 
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284  | 
==> DERIV (%x. inverse(f x)) x :> (- (d * inverse(f(x) ^ Suc (Suc 0))))"  | 
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285  | 
by (drule (1) DERIV_inverse') (simp add: mult_ac nonzero_inverse_mult_distrib)  | 
| 21164 | 286  | 
|
| 31899 | 287  | 
text {* Derivative of quotient *}
 | 
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288  | 
lemma DERIV_quotient:  | 
| 31017 | 289  | 
  fixes x :: "'a::{real_normed_field}"
 | 
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290  | 
shows "[| DERIV f x :> d; DERIV g x :> e; g(x) \<noteq> 0 |]  | 
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291  | 
==> DERIV (%y. f(y) / (g y)) x :> (d*g(x) - (e*f(x))) / (g(x) ^ Suc (Suc 0))"  | 
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292  | 
by (drule (2) DERIV_divide) (simp add: mult_commute)  | 
| 21164 | 293  | 
|
| 31899 | 294  | 
text {* @{text "DERIV_intros"} *}
 | 
295  | 
ML {*
 | 
|
| 31902 | 296  | 
structure Deriv_Intros = Named_Thms  | 
| 31899 | 297  | 
(  | 
| 45294 | 298  | 
  val name = @{binding DERIV_intros}
 | 
| 31899 | 299  | 
val description = "DERIV introduction rules"  | 
300  | 
)  | 
|
301  | 
*}  | 
|
| 31880 | 302  | 
|
| 31902 | 303  | 
setup Deriv_Intros.setup  | 
| 31880 | 304  | 
|
305  | 
lemma DERIV_cong: "\<lbrakk> DERIV f x :> X ; X = Y \<rbrakk> \<Longrightarrow> DERIV f x :> Y"  | 
|
306  | 
by simp  | 
|
307  | 
||
308  | 
declare  | 
|
309  | 
DERIV_const[THEN DERIV_cong, DERIV_intros]  | 
|
310  | 
DERIV_ident[THEN DERIV_cong, DERIV_intros]  | 
|
311  | 
DERIV_add[THEN DERIV_cong, DERIV_intros]  | 
|
312  | 
DERIV_minus[THEN DERIV_cong, DERIV_intros]  | 
|
313  | 
DERIV_mult[THEN DERIV_cong, DERIV_intros]  | 
|
314  | 
DERIV_diff[THEN DERIV_cong, DERIV_intros]  | 
|
315  | 
DERIV_inverse'[THEN DERIV_cong, DERIV_intros]  | 
|
316  | 
DERIV_divide[THEN DERIV_cong, DERIV_intros]  | 
|
317  | 
DERIV_power[where 'a=real, THEN DERIV_cong,  | 
|
318  | 
unfolded real_of_nat_def[symmetric], DERIV_intros]  | 
|
319  | 
DERIV_setsum[THEN DERIV_cong, DERIV_intros]  | 
|
| 22984 | 320  | 
|
| 31899 | 321  | 
|
| 22984 | 322  | 
subsection {* Differentiability predicate *}
 | 
| 21164 | 323  | 
|
| 29169 | 324  | 
definition  | 
325  | 
differentiable :: "['a::real_normed_field \<Rightarrow> 'a, 'a] \<Rightarrow> bool"  | 
|
326  | 
(infixl "differentiable" 60) where  | 
|
327  | 
"f differentiable x = (\<exists>D. DERIV f x :> D)"  | 
|
328  | 
||
329  | 
lemma differentiableE [elim?]:  | 
|
330  | 
assumes "f differentiable x"  | 
|
331  | 
obtains df where "DERIV f x :> df"  | 
|
| 41550 | 332  | 
using assms unfolding differentiable_def ..  | 
| 29169 | 333  | 
|
| 21164 | 334  | 
lemma differentiableD: "f differentiable x ==> \<exists>D. DERIV f x :> D"  | 
335  | 
by (simp add: differentiable_def)  | 
|
336  | 
||
337  | 
lemma differentiableI: "DERIV f x :> D ==> f differentiable x"  | 
|
338  | 
by (force simp add: differentiable_def)  | 
|
339  | 
||
| 29169 | 340  | 
lemma differentiable_ident [simp]: "(\<lambda>x. x) differentiable x"  | 
341  | 
by (rule DERIV_ident [THEN differentiableI])  | 
|
342  | 
||
343  | 
lemma differentiable_const [simp]: "(\<lambda>z. a) differentiable x"  | 
|
344  | 
by (rule DERIV_const [THEN differentiableI])  | 
|
| 21164 | 345  | 
|
| 29169 | 346  | 
lemma differentiable_compose:  | 
347  | 
assumes f: "f differentiable (g x)"  | 
|
348  | 
assumes g: "g differentiable x"  | 
|
349  | 
shows "(\<lambda>x. f (g x)) differentiable x"  | 
|
350  | 
proof -  | 
|
351  | 
from `f differentiable (g x)` obtain df where "DERIV f (g x) :> df" ..  | 
|
352  | 
moreover  | 
|
353  | 
from `g differentiable x` obtain dg where "DERIV g x :> dg" ..  | 
|
354  | 
ultimately  | 
|
355  | 
have "DERIV (\<lambda>x. f (g x)) x :> df * dg" by (rule DERIV_chain2)  | 
|
356  | 
thus ?thesis by (rule differentiableI)  | 
|
357  | 
qed  | 
|
358  | 
||
359  | 
lemma differentiable_sum [simp]:  | 
|
| 21164 | 360  | 
assumes "f differentiable x"  | 
361  | 
and "g differentiable x"  | 
|
362  | 
shows "(\<lambda>x. f x + g x) differentiable x"  | 
|
363  | 
proof -  | 
|
| 29169 | 364  | 
from `f differentiable x` obtain df where "DERIV f x :> df" ..  | 
365  | 
moreover  | 
|
366  | 
from `g differentiable x` obtain dg where "DERIV g x :> dg" ..  | 
|
367  | 
ultimately  | 
|
368  | 
have "DERIV (\<lambda>x. f x + g x) x :> df + dg" by (rule DERIV_add)  | 
|
369  | 
thus ?thesis by (rule differentiableI)  | 
|
370  | 
qed  | 
|
371  | 
||
372  | 
lemma differentiable_minus [simp]:  | 
|
373  | 
assumes "f differentiable x"  | 
|
374  | 
shows "(\<lambda>x. - f x) differentiable x"  | 
|
375  | 
proof -  | 
|
376  | 
from `f differentiable x` obtain df where "DERIV f x :> df" ..  | 
|
377  | 
hence "DERIV (\<lambda>x. - f x) x :> - df" by (rule DERIV_minus)  | 
|
378  | 
thus ?thesis by (rule differentiableI)  | 
|
| 21164 | 379  | 
qed  | 
380  | 
||
| 29169 | 381  | 
lemma differentiable_diff [simp]:  | 
| 21164 | 382  | 
assumes "f differentiable x"  | 
| 29169 | 383  | 
assumes "g differentiable x"  | 
| 21164 | 384  | 
shows "(\<lambda>x. f x - g x) differentiable x"  | 
| 41550 | 385  | 
unfolding diff_minus using assms by simp  | 
| 29169 | 386  | 
|
387  | 
lemma differentiable_mult [simp]:  | 
|
388  | 
assumes "f differentiable x"  | 
|
389  | 
assumes "g differentiable x"  | 
|
390  | 
shows "(\<lambda>x. f x * g x) differentiable x"  | 
|
| 21164 | 391  | 
proof -  | 
| 29169 | 392  | 
from `f differentiable x` obtain df where "DERIV f x :> df" ..  | 
| 21164 | 393  | 
moreover  | 
| 29169 | 394  | 
from `g differentiable x` obtain dg where "DERIV g x :> dg" ..  | 
395  | 
ultimately  | 
|
396  | 
have "DERIV (\<lambda>x. f x * g x) x :> df * g x + dg * f x" by (rule DERIV_mult)  | 
|
397  | 
thus ?thesis by (rule differentiableI)  | 
|
| 21164 | 398  | 
qed  | 
399  | 
||
| 29169 | 400  | 
lemma differentiable_inverse [simp]:  | 
401  | 
assumes "f differentiable x" and "f x \<noteq> 0"  | 
|
402  | 
shows "(\<lambda>x. inverse (f x)) differentiable x"  | 
|
| 21164 | 403  | 
proof -  | 
| 29169 | 404  | 
from `f differentiable x` obtain df where "DERIV f x :> df" ..  | 
405  | 
hence "DERIV (\<lambda>x. inverse (f x)) x :> - (inverse (f x) * df * inverse (f x))"  | 
|
406  | 
using `f x \<noteq> 0` by (rule DERIV_inverse')  | 
|
407  | 
thus ?thesis by (rule differentiableI)  | 
|
| 21164 | 408  | 
qed  | 
409  | 
||
| 29169 | 410  | 
lemma differentiable_divide [simp]:  | 
411  | 
assumes "f differentiable x"  | 
|
412  | 
assumes "g differentiable x" and "g x \<noteq> 0"  | 
|
413  | 
shows "(\<lambda>x. f x / g x) differentiable x"  | 
|
| 41550 | 414  | 
unfolding divide_inverse using assms by simp  | 
| 29169 | 415  | 
|
416  | 
lemma differentiable_power [simp]:  | 
|
| 31017 | 417  | 
  fixes f :: "'a::{real_normed_field} \<Rightarrow> 'a"
 | 
| 29169 | 418  | 
assumes "f differentiable x"  | 
419  | 
shows "(\<lambda>x. f x ^ n) differentiable x"  | 
|
| 41550 | 420  | 
apply (induct n)  | 
421  | 
apply simp  | 
|
422  | 
apply (simp add: assms)  | 
|
423  | 
done  | 
|
| 29169 | 424  | 
|
| 22984 | 425  | 
|
| 21164 | 426  | 
subsection {* Nested Intervals and Bisection *}
 | 
427  | 
||
| 
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428  | 
lemma nested_sequence_unique:  | 
| 
 
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 | 
429  | 
assumes "\<forall>n. f n \<le> f (Suc n)" "\<forall>n. g (Suc n) \<le> g n" "\<forall>n. f n \<le> g n" "(\<lambda>n. f n - g n) ----> 0"  | 
| 
 
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 | 
430  | 
shows "\<exists>l::real. ((\<forall>n. f n \<le> l) \<and> f ----> l) \<and> ((\<forall>n. l \<le> g n) \<and> g ----> l)"  | 
| 
 
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431  | 
proof -  | 
| 
 
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 | 
432  | 
have "incseq f" unfolding incseq_Suc_iff by fact  | 
| 
 
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 | 
433  | 
have "decseq g" unfolding decseq_Suc_iff by fact  | 
| 21164 | 434  | 
|
| 
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435  | 
  { fix n
 | 
| 
 
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 | 
436  | 
from `decseq g` have "g n \<le> g 0" by (rule decseqD) simp  | 
| 
 
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 | 
437  | 
with `\<forall>n. f n \<le> g n`[THEN spec, of n] have "f n \<le> g 0" by auto }  | 
| 
 
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 | 
438  | 
then obtain u where "f ----> u" "\<forall>i. f i \<le> u"  | 
| 
 
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 | 
439  | 
using incseq_convergent[OF `incseq f`] by auto  | 
| 
 
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 | 
440  | 
moreover  | 
| 
 
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 | 
441  | 
  { fix n
 | 
| 
 
2990382dc066
clean up lemma_nest_unique and renamed to nested_sequence_unique
 
hoelzl 
parents: 
51476 
diff
changeset
 | 
442  | 
from `incseq f` have "f 0 \<le> f n" by (rule incseqD) simp  | 
| 
 
2990382dc066
clean up lemma_nest_unique and renamed to nested_sequence_unique
 
hoelzl 
parents: 
51476 
diff
changeset
 | 
443  | 
with `\<forall>n. f n \<le> g n`[THEN spec, of n] have "f 0 \<le> g n" by simp }  | 
| 
 
2990382dc066
clean up lemma_nest_unique and renamed to nested_sequence_unique
 
hoelzl 
parents: 
51476 
diff
changeset
 | 
444  | 
then obtain l where "g ----> l" "\<forall>i. l \<le> g i"  | 
| 
 
2990382dc066
clean up lemma_nest_unique and renamed to nested_sequence_unique
 
hoelzl 
parents: 
51476 
diff
changeset
 | 
445  | 
using decseq_convergent[OF `decseq g`] by auto  | 
| 
 
2990382dc066
clean up lemma_nest_unique and renamed to nested_sequence_unique
 
hoelzl 
parents: 
51476 
diff
changeset
 | 
446  | 
moreover note LIMSEQ_unique[OF assms(4) tendsto_diff[OF `f ----> u` `g ----> l`]]  | 
| 
 
2990382dc066
clean up lemma_nest_unique and renamed to nested_sequence_unique
 
hoelzl 
parents: 
51476 
diff
changeset
 | 
447  | 
ultimately show ?thesis by auto  | 
| 
 
2990382dc066
clean up lemma_nest_unique and renamed to nested_sequence_unique
 
hoelzl 
parents: 
51476 
diff
changeset
 | 
448  | 
qed  | 
| 21164 | 449  | 
|
| 
51476
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
450  | 
lemma Bolzano[consumes 1, case_names trans local]:  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
451  | 
fixes P :: "real \<Rightarrow> real \<Rightarrow> bool"  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
452  | 
assumes [arith]: "a \<le> b"  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
453  | 
assumes trans: "\<And>a b c. \<lbrakk>P a b; P b c; a \<le> b; b \<le> c\<rbrakk> \<Longrightarrow> P a c"  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
454  | 
assumes local: "\<And>x. a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> \<exists>d>0. \<forall>a b. a \<le> x \<and> x \<le> b \<and> b - a < d \<longrightarrow> P a b"  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
455  | 
shows "P a b"  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
456  | 
proof -  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
457  | 
def bisect \<equiv> "nat_rec (a, b) (\<lambda>n (x, y). if P x ((x+y) / 2) then ((x+y)/2, y) else (x, (x+y)/2))"  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
458  | 
def l \<equiv> "\<lambda>n. fst (bisect n)" and u \<equiv> "\<lambda>n. snd (bisect n)"  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
459  | 
have l[simp]: "l 0 = a" "\<And>n. l (Suc n) = (if P (l n) ((l n + u n) / 2) then (l n + u n) / 2 else l n)"  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
460  | 
and u[simp]: "u 0 = b" "\<And>n. u (Suc n) = (if P (l n) ((l n + u n) / 2) then u n else (l n + u n) / 2)"  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
461  | 
by (simp_all add: l_def u_def bisect_def split: prod.split)  | 
| 21164 | 462  | 
|
| 
51476
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
463  | 
  { fix n have "l n \<le> u n" by (induct n) auto } note this[simp]
 | 
| 21164 | 464  | 
|
| 
51476
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
465  | 
have "\<exists>x. ((\<forall>n. l n \<le> x) \<and> l ----> x) \<and> ((\<forall>n. x \<le> u n) \<and> u ----> x)"  | 
| 
51477
 
2990382dc066
clean up lemma_nest_unique and renamed to nested_sequence_unique
 
hoelzl 
parents: 
51476 
diff
changeset
 | 
466  | 
proof (safe intro!: nested_sequence_unique)  | 
| 
51476
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
467  | 
fix n show "l n \<le> l (Suc n)" "u (Suc n) \<le> u n" by (induct n) auto  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
468  | 
next  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
469  | 
    { fix n have "l n - u n = (a - b) / 2^n" by (induct n) (auto simp: field_simps) }
 | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
470  | 
then show "(\<lambda>n. l n - u n) ----> 0" by (simp add: LIMSEQ_divide_realpow_zero)  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
471  | 
qed fact  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
472  | 
then obtain x where x: "\<And>n. l n \<le> x" "\<And>n. x \<le> u n" and "l ----> x" "u ----> x" by auto  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
473  | 
obtain d where "0 < d" and d: "\<And>a b. a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> b - a < d \<Longrightarrow> P a b"  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
474  | 
using `l 0 \<le> x` `x \<le> u 0` local[of x] by auto  | 
| 21164 | 475  | 
|
| 
51476
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
476  | 
show "P a b"  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
477  | 
proof (rule ccontr)  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
478  | 
assume "\<not> P a b"  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
479  | 
    { fix n have "\<not> P (l n) (u n)"
 | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
480  | 
proof (induct n)  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
481  | 
case (Suc n) with trans[of "l n" "(l n + u n) / 2" "u n"] show ?case by auto  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
482  | 
qed (simp add: `\<not> P a b`) }  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
483  | 
moreover  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
484  | 
    { have "eventually (\<lambda>n. x - d / 2 < l n) sequentially"
 | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
485  | 
using `0 < d` `l ----> x` by (intro order_tendstoD[of _ x]) auto  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
486  | 
moreover have "eventually (\<lambda>n. u n < x + d / 2) sequentially"  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
487  | 
using `0 < d` `u ----> x` by (intro order_tendstoD[of _ x]) auto  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
488  | 
ultimately have "eventually (\<lambda>n. P (l n) (u n)) sequentially"  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
489  | 
proof eventually_elim  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
490  | 
fix n assume "x - d / 2 < l n" "u n < x + d / 2"  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
491  | 
from add_strict_mono[OF this] have "u n - l n < d" by simp  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
492  | 
with x show "P (l n) (u n)" by (rule d)  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
493  | 
qed }  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
494  | 
ultimately show False by simp  | 
| 
 
0c0efde246d1
simplify proof of the Bolzano bisection lemma; use more meta-logic to state it; renamed lemma_Bolzano to Bolzano
 
hoelzl 
parents: 
50347 
diff
changeset
 | 
495  | 
qed  | 
| 21164 | 496  | 
qed  | 
497  | 
||
498  | 
(*HOL style here: object-level formulations*)  | 
|
499  | 
lemma IVT_objl: "(f(a::real) \<le> (y::real) & y \<le> f(b) & a \<le> b &  | 
|
500  | 
(\<forall>x. a \<le> x & x \<le> b --> isCont f x))  | 
|
501  | 
--> (\<exists>x. a \<le> x & x \<le> b & f(x) = y)"  | 
|
502  | 
apply (blast intro: IVT)  | 
|
503  | 
done  | 
|
504  | 
||
505  | 
lemma IVT2_objl: "(f(b::real) \<le> (y::real) & y \<le> f(a) & a \<le> b &  | 
|
506  | 
(\<forall>x. a \<le> x & x \<le> b --> isCont f x))  | 
|
507  | 
--> (\<exists>x. a \<le> x & x \<le> b & f(x) = y)"  | 
|
508  | 
apply (blast intro: IVT2)  | 
|
509  | 
done  | 
|
510  | 
||
| 29975 | 511  | 
|
| 
51479
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
512  | 
lemma compact_Icc[simp, intro]: "compact {a .. b::real}"
 | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
513  | 
proof (cases "a \<le> b", rule compactI)  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
514  | 
  fix C assume C: "a \<le> b" "\<forall>t\<in>C. open t" "{a..b} \<subseteq> \<Union>C"
 | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
515  | 
  def T == "{a .. b}"
 | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
516  | 
  from C(1,3) show "\<exists>C'\<subseteq>C. finite C' \<and> {a..b} \<subseteq> \<Union>C'"
 | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
517  | 
proof (induct rule: Bolzano)  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
518  | 
case (trans a b c)  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
519  | 
    then have *: "{a .. c} = {a .. b} \<union> {b .. c}" by auto
 | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
520  | 
    from trans obtain C1 C2 where "C1\<subseteq>C \<and> finite C1 \<and> {a..b} \<subseteq> \<Union>C1" "C2\<subseteq>C \<and> finite C2 \<and> {b..c} \<subseteq> \<Union>C2"
 | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
521  | 
by (auto simp: *)  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
522  | 
with trans show ?case  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
523  | 
unfolding * by (intro exI[of _ "C1 \<union> C2"]) auto  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
524  | 
next  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
525  | 
case (local x)  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
526  | 
then have "x \<in> \<Union>C" using C by auto  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
527  | 
with C(2) obtain c where "x \<in> c" "open c" "c \<in> C" by auto  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
528  | 
    then obtain e where "0 < e" "{x - e <..< x + e} \<subseteq> c"
 | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
529  | 
by (auto simp: open_real_def dist_real_def subset_eq Ball_def abs_less_iff)  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
530  | 
with `c \<in> C` show ?case  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
531  | 
      by (safe intro!: exI[of _ "e/2"] exI[of _ "{c}"]) auto
 | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
532  | 
qed  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
533  | 
qed simp  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
534  | 
|
| 29975 | 535  | 
subsection {* Boundedness of continuous functions *}
 | 
536  | 
||
| 21164 | 537  | 
text{*By bisection, function continuous on closed interval is bounded above*}
 | 
538  | 
||
| 
51479
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
539  | 
lemma isCont_eq_Ub:  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
540  | 
fixes f :: "real \<Rightarrow> 'a::linorder_topology"  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
541  | 
shows "a \<le> b \<Longrightarrow> \<forall>x::real. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x \<Longrightarrow>  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
542  | 
\<exists>M. (\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> f x \<le> M) \<and> (\<exists>x. a \<le> x \<and> x \<le> b \<and> f x = M)"  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
543  | 
  using continuous_attains_sup[of "{a .. b}" f]
 | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
544  | 
apply (simp add: continuous_at_imp_continuous_on Ball_def)  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
545  | 
apply safe  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
546  | 
apply (rule_tac x="f x" in exI)  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
547  | 
apply auto  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
548  | 
done  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
549  | 
|
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
550  | 
lemma isCont_eq_Lb:  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
551  | 
fixes f :: "real \<Rightarrow> 'a::linorder_topology"  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
552  | 
shows "a \<le> b \<Longrightarrow> \<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x \<Longrightarrow>  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
553  | 
\<exists>M. (\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> M \<le> f x) \<and> (\<exists>x. a \<le> x \<and> x \<le> b \<and> f x = M)"  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
554  | 
  using continuous_attains_inf[of "{a .. b}" f]
 | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
555  | 
apply (simp add: continuous_at_imp_continuous_on Ball_def)  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
556  | 
apply safe  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
557  | 
apply (rule_tac x="f x" in exI)  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
558  | 
apply auto  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
559  | 
done  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
560  | 
|
| 21164 | 561  | 
lemma isCont_bounded:  | 
| 
51479
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
562  | 
fixes f :: "real \<Rightarrow> 'a::linorder_topology"  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
563  | 
shows "a \<le> b \<Longrightarrow> \<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x \<Longrightarrow> \<exists>M. \<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> f x \<le> M"  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
564  | 
using isCont_eq_Ub[of a b f] by auto  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
565  | 
|
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
566  | 
lemma isCont_has_Ub:  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
567  | 
fixes f :: "real \<Rightarrow> 'a::linorder_topology"  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
568  | 
shows "a \<le> b \<Longrightarrow> \<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x \<Longrightarrow>  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
569  | 
\<exists>M. (\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> f x \<le> M) \<and> (\<forall>N. N < M \<longrightarrow> (\<exists>x. a \<le> x \<and> x \<le> b \<and> N < f x))"  | 
| 
 
33db4b7189af
move compact to the HOL image; prove compactness of real closed intervals; show that continuous functions attain supremum and infimum on compact sets
 
hoelzl 
parents: 
51477 
diff
changeset
 | 
570  | 
using isCont_eq_Ub[of a b f] by auto  | 
| 21164 | 571  | 
|
572  | 
text{*Refine the above to existence of least upper bound*}
 | 
|
573  | 
||
574  | 
lemma lemma_reals_complete: "((\<exists>x. x \<in> S) & (\<exists>y. isUb UNIV S (y::real))) -->  | 
|
575  | 
(\<exists>t. isLub UNIV S t)"  | 
|
576  | 
by (blast intro: reals_complete)  | 
|
577  | 
||
578  | 
||
579  | 
text{*Another version.*}
 | 
|
580  | 
||
581  | 
lemma isCont_Lb_Ub: "[|a \<le> b; \<forall>x. a \<le> x & x \<le> b --> isCont f x |]  | 
|
582  | 
==> \<exists>L M::real. (\<forall>x::real. a \<le> x & x \<le> b --> L \<le> f(x) & f(x) \<le> M) &  | 
|
583  | 
(\<forall>y. L \<le> y & y \<le> M --> (\<exists>x. a \<le> x & x \<le> b & (f(x) = y)))"  | 
|
584  | 
apply (frule isCont_eq_Lb)  | 
|
585  | 
apply (frule_tac [2] isCont_eq_Ub)  | 
|
586  | 
apply (assumption+, safe)  | 
|
587  | 
apply (rule_tac x = "f x" in exI)  | 
|
588  | 
apply (rule_tac x = "f xa" in exI, simp, safe)  | 
|
589  | 
apply (cut_tac x = x and y = xa in linorder_linear, safe)  | 
|
590  | 
apply (cut_tac f = f and a = x and b = xa and y = y in IVT_objl)  | 
|
591  | 
apply (cut_tac [2] f = f and a = xa and b = x and y = y in IVT2_objl, safe)  | 
|
592  | 
apply (rule_tac [2] x = xb in exI)  | 
|
593  | 
apply (rule_tac [4] x = xb in exI, simp_all)  | 
|
594  | 
done  | 
|
595  | 
||
596  | 
||
| 29975 | 597  | 
subsection {* Local extrema *}
 | 
598  | 
||
| 21164 | 599  | 
text{*If @{term "0 < f'(x)"} then @{term x} is Locally Strictly Increasing At The Right*}
 | 
600  | 
||
| 
33654
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
601  | 
lemma DERIV_pos_inc_right:  | 
| 21164 | 602  | 
fixes f :: "real => real"  | 
603  | 
assumes der: "DERIV f x :> l"  | 
|
604  | 
and l: "0 < l"  | 
|
605  | 
shows "\<exists>d > 0. \<forall>h > 0. h < d --> f(x) < f(x + h)"  | 
|
606  | 
proof -  | 
|
607  | 
from l der [THEN DERIV_D, THEN LIM_D [where r = "l"]]  | 
|
608  | 
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)"  | 
|
609  | 
by (simp add: diff_minus)  | 
|
610  | 
then obtain s  | 
|
611  | 
where s: "0 < s"  | 
|
612  | 
and all: "!!z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < l"  | 
|
613  | 
by auto  | 
|
614  | 
thus ?thesis  | 
|
615  | 
proof (intro exI conjI strip)  | 
|
| 23441 | 616  | 
show "0<s" using s .  | 
| 21164 | 617  | 
fix h::real  | 
618  | 
assume "0 < h" "h < s"  | 
|
619  | 
with all [of h] show "f x < f (x+h)"  | 
|
620  | 
proof (simp add: abs_if pos_less_divide_eq diff_minus [symmetric]  | 
|
621  | 
split add: split_if_asm)  | 
|
622  | 
assume "~ (f (x+h) - f x) / h < l" and h: "0 < h"  | 
|
623  | 
with l  | 
|
624  | 
have "0 < (f (x+h) - f x) / h" by arith  | 
|
625  | 
thus "f x < f (x+h)"  | 
|
626  | 
by (simp add: pos_less_divide_eq h)  | 
|
627  | 
qed  | 
|
628  | 
qed  | 
|
629  | 
qed  | 
|
630  | 
||
| 
33654
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
631  | 
lemma DERIV_neg_dec_left:  | 
| 21164 | 632  | 
fixes f :: "real => real"  | 
633  | 
assumes der: "DERIV f x :> l"  | 
|
634  | 
and l: "l < 0"  | 
|
635  | 
shows "\<exists>d > 0. \<forall>h > 0. h < d --> f(x) < f(x-h)"  | 
|
636  | 
proof -  | 
|
637  | 
from l der [THEN DERIV_D, THEN LIM_D [where r = "-l"]]  | 
|
638  | 
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)"  | 
|
639  | 
by (simp add: diff_minus)  | 
|
640  | 
then obtain s  | 
|
641  | 
where s: "0 < s"  | 
|
642  | 
and all: "!!z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < -l"  | 
|
643  | 
by auto  | 
|
644  | 
thus ?thesis  | 
|
645  | 
proof (intro exI conjI strip)  | 
|
| 23441 | 646  | 
show "0<s" using s .  | 
| 21164 | 647  | 
fix h::real  | 
648  | 
assume "0 < h" "h < s"  | 
|
649  | 
with all [of "-h"] show "f x < f (x-h)"  | 
|
650  | 
proof (simp add: abs_if pos_less_divide_eq diff_minus [symmetric]  | 
|
651  | 
split add: split_if_asm)  | 
|
652  | 
assume " - ((f (x-h) - f x) / h) < l" and h: "0 < h"  | 
|
653  | 
with l  | 
|
654  | 
have "0 < (f (x-h) - f x) / h" by arith  | 
|
655  | 
thus "f x < f (x-h)"  | 
|
656  | 
by (simp add: pos_less_divide_eq h)  | 
|
657  | 
qed  | 
|
658  | 
qed  | 
|
659  | 
qed  | 
|
660  | 
||
| 
33654
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
661  | 
|
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
662  | 
lemma DERIV_pos_inc_left:  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
663  | 
fixes f :: "real => real"  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
664  | 
shows "DERIV f x :> l \<Longrightarrow> 0 < l \<Longrightarrow> \<exists>d > 0. \<forall>h > 0. h < d --> f(x - h) < f(x)"  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
665  | 
apply (rule DERIV_neg_dec_left [of "%x. - f x" x "-l", simplified])  | 
| 41368 | 666  | 
apply (auto simp add: DERIV_minus)  | 
| 
33654
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
667  | 
done  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
668  | 
|
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
669  | 
lemma DERIV_neg_dec_right:  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
670  | 
fixes f :: "real => real"  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
671  | 
shows "DERIV f x :> l \<Longrightarrow> l < 0 \<Longrightarrow> \<exists>d > 0. \<forall>h > 0. h < d --> f(x) > f(x + h)"  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
672  | 
apply (rule DERIV_pos_inc_right [of "%x. - f x" x "-l", simplified])  | 
| 41368 | 673  | 
apply (auto simp add: DERIV_minus)  | 
| 
33654
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
674  | 
done  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
675  | 
|
| 21164 | 676  | 
lemma DERIV_local_max:  | 
677  | 
fixes f :: "real => real"  | 
|
678  | 
assumes der: "DERIV f x :> l"  | 
|
679  | 
and d: "0 < d"  | 
|
680  | 
and le: "\<forall>y. \<bar>x-y\<bar> < d --> f(y) \<le> f(x)"  | 
|
681  | 
shows "l = 0"  | 
|
682  | 
proof (cases rule: linorder_cases [of l 0])  | 
|
| 23441 | 683  | 
case equal thus ?thesis .  | 
| 21164 | 684  | 
next  | 
685  | 
case less  | 
|
| 
33654
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
686  | 
from DERIV_neg_dec_left [OF der less]  | 
| 21164 | 687  | 
obtain d' where d': "0 < d'"  | 
688  | 
and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x-h)" by blast  | 
|
689  | 
from real_lbound_gt_zero [OF d d']  | 
|
690  | 
obtain e where "0 < e \<and> e < d \<and> e < d'" ..  | 
|
691  | 
with lt le [THEN spec [where x="x-e"]]  | 
|
692  | 
show ?thesis by (auto simp add: abs_if)  | 
|
693  | 
next  | 
|
694  | 
case greater  | 
|
| 
33654
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
695  | 
from DERIV_pos_inc_right [OF der greater]  | 
| 21164 | 696  | 
obtain d' where d': "0 < d'"  | 
697  | 
and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x + h)" by blast  | 
|
698  | 
from real_lbound_gt_zero [OF d d']  | 
|
699  | 
obtain e where "0 < e \<and> e < d \<and> e < d'" ..  | 
|
700  | 
with lt le [THEN spec [where x="x+e"]]  | 
|
701  | 
show ?thesis by (auto simp add: abs_if)  | 
|
702  | 
qed  | 
|
703  | 
||
704  | 
||
705  | 
text{*Similar theorem for a local minimum*}
 | 
|
706  | 
lemma DERIV_local_min:  | 
|
707  | 
fixes f :: "real => real"  | 
|
708  | 
shows "[| DERIV f x :> l; 0 < d; \<forall>y. \<bar>x-y\<bar> < d --> f(x) \<le> f(y) |] ==> l = 0"  | 
|
709  | 
by (drule DERIV_minus [THEN DERIV_local_max], auto)  | 
|
710  | 
||
711  | 
||
712  | 
text{*In particular, if a function is locally flat*}
 | 
|
713  | 
lemma DERIV_local_const:  | 
|
714  | 
fixes f :: "real => real"  | 
|
715  | 
shows "[| DERIV f x :> l; 0 < d; \<forall>y. \<bar>x-y\<bar> < d --> f(x) = f(y) |] ==> l = 0"  | 
|
716  | 
by (auto dest!: DERIV_local_max)  | 
|
717  | 
||
| 29975 | 718  | 
|
719  | 
subsection {* Rolle's Theorem *}
 | 
|
720  | 
||
| 21164 | 721  | 
text{*Lemma about introducing open ball in open interval*}
 | 
722  | 
lemma lemma_interval_lt:  | 
|
723  | 
"[| a < x; x < b |]  | 
|
724  | 
==> \<exists>d::real. 0 < d & (\<forall>y. \<bar>x-y\<bar> < d --> a < y & y < b)"  | 
|
| 27668 | 725  | 
|
| 22998 | 726  | 
apply (simp add: abs_less_iff)  | 
| 21164 | 727  | 
apply (insert linorder_linear [of "x-a" "b-x"], safe)  | 
728  | 
apply (rule_tac x = "x-a" in exI)  | 
|
729  | 
apply (rule_tac [2] x = "b-x" in exI, auto)  | 
|
730  | 
done  | 
|
731  | 
||
732  | 
lemma lemma_interval: "[| a < x; x < b |] ==>  | 
|
733  | 
\<exists>d::real. 0 < d & (\<forall>y. \<bar>x-y\<bar> < d --> a \<le> y & y \<le> b)"  | 
|
734  | 
apply (drule lemma_interval_lt, auto)  | 
|
| 44921 | 735  | 
apply force  | 
| 21164 | 736  | 
done  | 
737  | 
||
738  | 
text{*Rolle's Theorem.
 | 
|
739  | 
   If @{term f} is defined and continuous on the closed interval
 | 
|
740  | 
   @{text "[a,b]"} and differentiable on the open interval @{text "(a,b)"},
 | 
|
741  | 
   and @{term "f(a) = f(b)"},
 | 
|
742  | 
   then there exists @{text "x0 \<in> (a,b)"} such that @{term "f'(x0) = 0"}*}
 | 
|
743  | 
theorem Rolle:  | 
|
744  | 
assumes lt: "a < b"  | 
|
745  | 
and eq: "f(a) = f(b)"  | 
|
746  | 
and con: "\<forall>x. a \<le> x & x \<le> b --> isCont f x"  | 
|
747  | 
and dif [rule_format]: "\<forall>x. a < x & x < b --> f differentiable x"  | 
|
| 
21784
 
e76faa6e65fd
changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
 
huffman 
parents: 
21404 
diff
changeset
 | 
748  | 
shows "\<exists>z::real. a < z & z < b & DERIV f z :> 0"  | 
| 21164 | 749  | 
proof -  | 
750  | 
have le: "a \<le> b" using lt by simp  | 
|
751  | 
from isCont_eq_Ub [OF le con]  | 
|
752  | 
obtain x where x_max: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f z \<le> f x"  | 
|
753  | 
and alex: "a \<le> x" and xleb: "x \<le> b"  | 
|
754  | 
by blast  | 
|
755  | 
from isCont_eq_Lb [OF le con]  | 
|
756  | 
obtain x' where x'_min: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f x' \<le> f z"  | 
|
757  | 
and alex': "a \<le> x'" and x'leb: "x' \<le> b"  | 
|
758  | 
by blast  | 
|
759  | 
show ?thesis  | 
|
760  | 
proof cases  | 
|
761  | 
assume axb: "a < x & x < b"  | 
|
762  | 
        --{*@{term f} attains its maximum within the interval*}
 | 
|
| 27668 | 763  | 
hence ax: "a<x" and xb: "x<b" by arith +  | 
| 21164 | 764  | 
from lemma_interval [OF ax xb]  | 
765  | 
obtain d where d: "0<d" and bound: "\<forall>y. \<bar>x-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"  | 
|
766  | 
by blast  | 
|
767  | 
hence bound': "\<forall>y. \<bar>x-y\<bar> < d \<longrightarrow> f y \<le> f x" using x_max  | 
|
768  | 
by blast  | 
|
769  | 
from differentiableD [OF dif [OF axb]]  | 
|
770  | 
obtain l where der: "DERIV f x :> l" ..  | 
|
771  | 
have "l=0" by (rule DERIV_local_max [OF der d bound'])  | 
|
772  | 
        --{*the derivative at a local maximum is zero*}
 | 
|
773  | 
thus ?thesis using ax xb der by auto  | 
|
774  | 
next  | 
|
775  | 
assume notaxb: "~ (a < x & x < b)"  | 
|
776  | 
hence xeqab: "x=a | x=b" using alex xleb by arith  | 
|
777  | 
hence fb_eq_fx: "f b = f x" by (auto simp add: eq)  | 
|
778  | 
show ?thesis  | 
|
779  | 
proof cases  | 
|
780  | 
assume ax'b: "a < x' & x' < b"  | 
|
781  | 
        --{*@{term f} attains its minimum within the interval*}
 | 
|
| 27668 | 782  | 
hence ax': "a<x'" and x'b: "x'<b" by arith+  | 
| 21164 | 783  | 
from lemma_interval [OF ax' x'b]  | 
784  | 
obtain d where d: "0<d" and bound: "\<forall>y. \<bar>x'-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"  | 
|
785  | 
by blast  | 
|
786  | 
hence bound': "\<forall>y. \<bar>x'-y\<bar> < d \<longrightarrow> f x' \<le> f y" using x'_min  | 
|
787  | 
by blast  | 
|
788  | 
from differentiableD [OF dif [OF ax'b]]  | 
|
789  | 
obtain l where der: "DERIV f x' :> l" ..  | 
|
790  | 
have "l=0" by (rule DERIV_local_min [OF der d bound'])  | 
|
791  | 
        --{*the derivative at a local minimum is zero*}
 | 
|
792  | 
thus ?thesis using ax' x'b der by auto  | 
|
793  | 
next  | 
|
794  | 
assume notax'b: "~ (a < x' & x' < b)"  | 
|
795  | 
        --{*@{term f} is constant througout the interval*}
 | 
|
796  | 
hence x'eqab: "x'=a | x'=b" using alex' x'leb by arith  | 
|
797  | 
hence fb_eq_fx': "f b = f x'" by (auto simp add: eq)  | 
|
798  | 
from dense [OF lt]  | 
|
799  | 
obtain r where ar: "a < r" and rb: "r < b" by blast  | 
|
800  | 
from lemma_interval [OF ar rb]  | 
|
801  | 
obtain d where d: "0<d" and bound: "\<forall>y. \<bar>r-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"  | 
|
802  | 
by blast  | 
|
803  | 
have eq_fb: "\<forall>z. a \<le> z --> z \<le> b --> f z = f b"  | 
|
804  | 
proof (clarify)  | 
|
805  | 
fix z::real  | 
|
806  | 
assume az: "a \<le> z" and zb: "z \<le> b"  | 
|
807  | 
show "f z = f b"  | 
|
808  | 
proof (rule order_antisym)  | 
|
809  | 
show "f z \<le> f b" by (simp add: fb_eq_fx x_max az zb)  | 
|
810  | 
show "f b \<le> f z" by (simp add: fb_eq_fx' x'_min az zb)  | 
|
811  | 
qed  | 
|
812  | 
qed  | 
|
813  | 
have bound': "\<forall>y. \<bar>r-y\<bar> < d \<longrightarrow> f r = f y"  | 
|
814  | 
proof (intro strip)  | 
|
815  | 
fix y::real  | 
|
816  | 
assume lt: "\<bar>r-y\<bar> < d"  | 
|
817  | 
hence "f y = f b" by (simp add: eq_fb bound)  | 
|
818  | 
thus "f r = f y" by (simp add: eq_fb ar rb order_less_imp_le)  | 
|
819  | 
qed  | 
|
820  | 
from differentiableD [OF dif [OF conjI [OF ar rb]]]  | 
|
821  | 
obtain l where der: "DERIV f r :> l" ..  | 
|
822  | 
have "l=0" by (rule DERIV_local_const [OF der d bound'])  | 
|
823  | 
        --{*the derivative of a constant function is zero*}
 | 
|
824  | 
thus ?thesis using ar rb der by auto  | 
|
825  | 
qed  | 
|
826  | 
qed  | 
|
827  | 
qed  | 
|
828  | 
||
829  | 
||
830  | 
subsection{*Mean Value Theorem*}
 | 
|
831  | 
||
832  | 
lemma lemma_MVT:  | 
|
833  | 
"f a - (f b - f a)/(b-a) * a = f b - (f b - f a)/(b-a) * (b::real)"  | 
|
834  | 
proof cases  | 
|
835  | 
assume "a=b" thus ?thesis by simp  | 
|
836  | 
next  | 
|
837  | 
assume "a\<noteq>b"  | 
|
838  | 
hence ba: "b-a \<noteq> 0" by arith  | 
|
839  | 
show ?thesis  | 
|
840  | 
by (rule real_mult_left_cancel [OF ba, THEN iffD1],  | 
|
841  | 
simp add: right_diff_distrib,  | 
|
842  | 
simp add: left_diff_distrib)  | 
|
843  | 
qed  | 
|
844  | 
||
845  | 
theorem MVT:  | 
|
846  | 
assumes lt: "a < b"  | 
|
847  | 
and con: "\<forall>x. a \<le> x & x \<le> b --> isCont f x"  | 
|
848  | 
and dif [rule_format]: "\<forall>x. a < x & x < b --> f differentiable x"  | 
|
| 
21784
 
e76faa6e65fd
changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
 
huffman 
parents: 
21404 
diff
changeset
 | 
849  | 
shows "\<exists>l z::real. a < z & z < b & DERIV f z :> l &  | 
| 21164 | 850  | 
(f(b) - f(a) = (b-a) * l)"  | 
851  | 
proof -  | 
|
852  | 
let ?F = "%x. f x - ((f b - f a) / (b-a)) * x"  | 
|
| 44233 | 853  | 
have contF: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?F x"  | 
854  | 
using con by (fast intro: isCont_intros)  | 
|
| 21164 | 855  | 
have difF: "\<forall>x. a < x \<and> x < b \<longrightarrow> ?F differentiable x"  | 
856  | 
proof (clarify)  | 
|
857  | 
fix x::real  | 
|
858  | 
assume ax: "a < x" and xb: "x < b"  | 
|
859  | 
from differentiableD [OF dif [OF conjI [OF ax xb]]]  | 
|
860  | 
obtain l where der: "DERIV f x :> l" ..  | 
|
861  | 
show "?F differentiable x"  | 
|
862  | 
by (rule differentiableI [where D = "l - (f b - f a)/(b-a)"],  | 
|
863  | 
blast intro: DERIV_diff DERIV_cmult_Id der)  | 
|
864  | 
qed  | 
|
865  | 
from Rolle [where f = ?F, OF lt lemma_MVT contF difF]  | 
|
866  | 
obtain z where az: "a < z" and zb: "z < b" and der: "DERIV ?F z :> 0"  | 
|
867  | 
by blast  | 
|
868  | 
have "DERIV (%x. ((f b - f a)/(b-a)) * x) z :> (f b - f a)/(b-a)"  | 
|
869  | 
by (rule DERIV_cmult_Id)  | 
|
870  | 
hence derF: "DERIV (\<lambda>x. ?F x + (f b - f a) / (b - a) * x) z  | 
|
871  | 
:> 0 + (f b - f a) / (b - a)"  | 
|
872  | 
by (rule DERIV_add [OF der])  | 
|
873  | 
show ?thesis  | 
|
874  | 
proof (intro exI conjI)  | 
|
| 23441 | 875  | 
show "a < z" using az .  | 
876  | 
show "z < b" using zb .  | 
|
| 21164 | 877  | 
show "f b - f a = (b - a) * ((f b - f a)/(b-a))" by (simp)  | 
878  | 
show "DERIV f z :> ((f b - f a)/(b-a))" using derF by simp  | 
|
879  | 
qed  | 
|
880  | 
qed  | 
|
881  | 
||
| 
29803
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
882  | 
lemma MVT2:  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
883  | 
"[| 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
 | 
884  | 
==> \<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
 | 
885  | 
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
 | 
886  | 
apply (blast intro: DERIV_isCont)  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
887  | 
apply (force dest: order_less_imp_le simp add: differentiable_def)  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
888  | 
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
 | 
889  | 
done  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
890  | 
|
| 21164 | 891  | 
|
892  | 
text{*A function is constant if its derivative is 0 over an interval.*}
 | 
|
893  | 
||
894  | 
lemma DERIV_isconst_end:  | 
|
895  | 
fixes f :: "real => real"  | 
|
896  | 
shows "[| a < b;  | 
|
897  | 
\<forall>x. a \<le> x & x \<le> b --> isCont f x;  | 
|
898  | 
\<forall>x. a < x & x < b --> DERIV f x :> 0 |]  | 
|
899  | 
==> f b = f a"  | 
|
900  | 
apply (drule MVT, assumption)  | 
|
901  | 
apply (blast intro: differentiableI)  | 
|
902  | 
apply (auto dest!: DERIV_unique simp add: diff_eq_eq)  | 
|
903  | 
done  | 
|
904  | 
||
905  | 
lemma DERIV_isconst1:  | 
|
906  | 
fixes f :: "real => real"  | 
|
907  | 
shows "[| a < b;  | 
|
908  | 
\<forall>x. a \<le> x & x \<le> b --> isCont f x;  | 
|
909  | 
\<forall>x. a < x & x < b --> DERIV f x :> 0 |]  | 
|
910  | 
==> \<forall>x. a \<le> x & x \<le> b --> f x = f a"  | 
|
911  | 
apply safe  | 
|
912  | 
apply (drule_tac x = a in order_le_imp_less_or_eq, safe)  | 
|
913  | 
apply (drule_tac b = x in DERIV_isconst_end, auto)  | 
|
914  | 
done  | 
|
915  | 
||
916  | 
lemma DERIV_isconst2:  | 
|
917  | 
fixes f :: "real => real"  | 
|
918  | 
shows "[| a < b;  | 
|
919  | 
\<forall>x. a \<le> x & x \<le> b --> isCont f x;  | 
|
920  | 
\<forall>x. a < x & x < b --> DERIV f x :> 0;  | 
|
921  | 
a \<le> x; x \<le> b |]  | 
|
922  | 
==> f x = f a"  | 
|
923  | 
apply (blast dest: DERIV_isconst1)  | 
|
924  | 
done  | 
|
925  | 
||
| 
29803
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
926  | 
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
 | 
927  | 
  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
 | 
928  | 
  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
 | 
929  | 
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
 | 
930  | 
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
 | 
931  | 
case False  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
932  | 
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
 | 
933  | 
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
 | 
934  | 
|
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
935  | 
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
 | 
936  | 
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
 | 
937  | 
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
 | 
938  | 
    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
 | 
939  | 
    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
 | 
940  | 
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
 | 
941  | 
qed  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
942  | 
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
 | 
943  | 
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
 | 
944  | 
|
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
945  | 
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
 | 
946  | 
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
 | 
947  | 
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
 | 
948  | 
qed auto  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
949  | 
|
| 21164 | 950  | 
lemma DERIV_isconst_all:  | 
951  | 
fixes f :: "real => real"  | 
|
952  | 
shows "\<forall>x. DERIV f x :> 0 ==> f(x) = f(y)"  | 
|
953  | 
apply (rule linorder_cases [of x y])  | 
|
954  | 
apply (blast intro: sym DERIV_isCont DERIV_isconst_end)+  | 
|
955  | 
done  | 
|
956  | 
||
957  | 
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
 | 
958  | 
fixes f :: "real => real"  | 
| 
 
e76faa6e65fd
changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
 
huffman 
parents: 
21404 
diff
changeset
 | 
959  | 
shows "[|a \<noteq> b; \<forall>x. DERIV f x :> k |] ==> (f(b) - f(a)) = (b-a) * k"  | 
| 21164 | 960  | 
apply (rule linorder_cases [of a b], auto)  | 
961  | 
apply (drule_tac [!] f = f in MVT)  | 
|
962  | 
apply (auto dest: DERIV_isCont DERIV_unique simp add: differentiable_def)  | 
|
| 
23477
 
f4b83f03cac9
tuned and renamed group_eq_simps and ring_eq_simps
 
nipkow 
parents: 
23441 
diff
changeset
 | 
963  | 
apply (auto dest: DERIV_unique simp add: ring_distribs diff_minus)  | 
| 21164 | 964  | 
done  | 
965  | 
||
966  | 
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
 | 
967  | 
fixes f :: "real => real"  | 
| 
 
e76faa6e65fd
changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
 
huffman 
parents: 
21404 
diff
changeset
 | 
968  | 
shows "[|a \<noteq> b; \<forall>x. DERIV f x :> k |] ==> (f(b) - f(a))/(b-a) = k"  | 
| 21164 | 969  | 
apply (rule_tac c1 = "b-a" in real_mult_right_cancel [THEN iffD1])  | 
970  | 
apply (auto dest!: DERIV_const_ratio_const simp add: mult_assoc)  | 
|
971  | 
done  | 
|
972  | 
||
973  | 
lemma real_average_minus_first [simp]: "((a + b) /2 - a) = (b-a)/(2::real)"  | 
|
974  | 
by (simp)  | 
|
975  | 
||
976  | 
lemma real_average_minus_second [simp]: "((b + a)/2 - a) = (b-a)/(2::real)"  | 
|
977  | 
by (simp)  | 
|
978  | 
||
979  | 
text{*Gallileo's "trick": average velocity = av. of end velocities*}
 | 
|
980  | 
||
981  | 
lemma DERIV_const_average:  | 
|
982  | 
fixes v :: "real => real"  | 
|
983  | 
assumes neq: "a \<noteq> (b::real)"  | 
|
984  | 
and der: "\<forall>x. DERIV v x :> k"  | 
|
985  | 
shows "v ((a + b)/2) = (v a + v b)/2"  | 
|
986  | 
proof (cases rule: linorder_cases [of a b])  | 
|
987  | 
case equal with neq show ?thesis by simp  | 
|
988  | 
next  | 
|
989  | 
case less  | 
|
990  | 
have "(v b - v a) / (b - a) = k"  | 
|
991  | 
by (rule DERIV_const_ratio_const2 [OF neq der])  | 
|
992  | 
hence "(b-a) * ((v b - v a) / (b-a)) = (b-a) * k" by simp  | 
|
993  | 
moreover have "(v ((a + b) / 2) - v a) / ((a + b) / 2 - a) = k"  | 
|
994  | 
by (rule DERIV_const_ratio_const2 [OF _ der], simp add: neq)  | 
|
995  | 
ultimately show ?thesis using neq by force  | 
|
996  | 
next  | 
|
997  | 
case greater  | 
|
998  | 
have "(v b - v a) / (b - a) = k"  | 
|
999  | 
by (rule DERIV_const_ratio_const2 [OF neq der])  | 
|
1000  | 
hence "(b-a) * ((v b - v a) / (b-a)) = (b-a) * k" by simp  | 
|
1001  | 
moreover have " (v ((b + a) / 2) - v a) / ((b + a) / 2 - a) = k"  | 
|
1002  | 
by (rule DERIV_const_ratio_const2 [OF _ der], simp add: neq)  | 
|
1003  | 
ultimately show ?thesis using neq by (force simp add: add_commute)  | 
|
1004  | 
qed  | 
|
1005  | 
||
| 
33654
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1006  | 
(* A function with positive derivative is increasing.  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1007  | 
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
 | 
1008  | 
*)  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1009  | 
lemma DERIV_pos_imp_increasing:  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1010  | 
fixes a::real and b::real and f::"real => real"  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1011  | 
assumes "a < b" and "\<forall>x. a \<le> x & x \<le> b --> (EX y. DERIV f x :> y & y > 0)"  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1012  | 
shows "f a < f b"  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1013  | 
proof (rule ccontr)  | 
| 41550 | 1014  | 
assume f: "~ f a < f b"  | 
| 33690 | 1015  | 
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
 | 
1016  | 
& f b - f a = (b - a) * l"  | 
| 33690 | 1017  | 
apply (rule MVT)  | 
1018  | 
using assms  | 
|
1019  | 
apply auto  | 
|
1020  | 
apply (metis DERIV_isCont)  | 
|
| 
36777
 
be5461582d0f
avoid using real-specific versions of generic lemmas
 
huffman 
parents: 
35216 
diff
changeset
 | 
1021  | 
apply (metis differentiableI less_le)  | 
| 33690 | 1022  | 
done  | 
| 41550 | 1023  | 
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
 | 
1024  | 
and "f b - f a = (b - a) * l"  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1025  | 
by auto  | 
| 41550 | 1026  | 
with assms f have "~(l > 0)"  | 
| 
36777
 
be5461582d0f
avoid using real-specific versions of generic lemmas
 
huffman 
parents: 
35216 
diff
changeset
 | 
1027  | 
by (metis linorder_not_le mult_le_0_iff diff_le_0_iff_le)  | 
| 41550 | 1028  | 
with assms z show False  | 
| 
36777
 
be5461582d0f
avoid using real-specific versions of generic lemmas
 
huffman 
parents: 
35216 
diff
changeset
 | 
1029  | 
by (metis DERIV_unique less_le)  | 
| 
33654
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1030  | 
qed  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1031  | 
|
| 45791 | 1032  | 
lemma DERIV_nonneg_imp_nondecreasing:  | 
| 
33654
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1033  | 
fixes a::real and b::real and f::"real => real"  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1034  | 
assumes "a \<le> b" and  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1035  | 
"\<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
 | 
1036  | 
shows "f a \<le> f b"  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1037  | 
proof (rule ccontr, cases "a = b")  | 
| 41550 | 1038  | 
assume "~ f a \<le> f b" and "a = b"  | 
1039  | 
then show False by auto  | 
|
| 37891 | 1040  | 
next  | 
1041  | 
assume A: "~ f a \<le> f b"  | 
|
1042  | 
assume B: "a ~= b"  | 
|
| 
33654
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1043  | 
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
 | 
1044  | 
& f b - f a = (b - a) * l"  | 
| 33690 | 1045  | 
apply -  | 
1046  | 
apply (rule MVT)  | 
|
1047  | 
apply auto  | 
|
1048  | 
apply (metis DERIV_isCont)  | 
|
| 
36777
 
be5461582d0f
avoid using real-specific versions of generic lemmas
 
huffman 
parents: 
35216 
diff
changeset
 | 
1049  | 
apply (metis differentiableI less_le)  | 
| 
33654
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1050  | 
done  | 
| 41550 | 1051  | 
then obtain l z where z: "a < z" "z < b" "DERIV f z :> l"  | 
| 37891 | 1052  | 
and C: "f b - f a = (b - a) * l"  | 
| 
33654
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1053  | 
by auto  | 
| 37891 | 1054  | 
with A have "a < b" "f b < f a" by auto  | 
1055  | 
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
 | 
1056  | 
(metis A add_le_cancel_right assms(1) less_eq_real_def mult_right_mono add_left_mono linear order_refl)  | 
| 41550 | 1057  | 
with assms z show False  | 
| 
33654
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1058  | 
by (metis DERIV_unique order_less_imp_le)  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1059  | 
qed  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1060  | 
|
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1061  | 
lemma DERIV_neg_imp_decreasing:  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1062  | 
fixes a::real and b::real and f::"real => real"  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1063  | 
assumes "a < b" and  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1064  | 
"\<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
 | 
1065  | 
shows "f a > f b"  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1066  | 
proof -  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1067  | 
have "(%x. -f x) a < (%x. -f x) b"  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1068  | 
apply (rule DERIV_pos_imp_increasing [of a b "%x. -f x"])  | 
| 33690 | 1069  | 
using assms  | 
1070  | 
apply auto  | 
|
| 
33654
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1071  | 
apply (metis DERIV_minus neg_0_less_iff_less)  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1072  | 
done  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1073  | 
thus ?thesis  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1074  | 
by simp  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1075  | 
qed  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1076  | 
|
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1077  | 
lemma DERIV_nonpos_imp_nonincreasing:  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1078  | 
fixes a::real and b::real and f::"real => real"  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1079  | 
assumes "a \<le> b" and  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1080  | 
"\<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
 | 
1081  | 
shows "f a \<ge> f b"  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1082  | 
proof -  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1083  | 
have "(%x. -f x) a \<le> (%x. -f x) b"  | 
| 45791 | 1084  | 
apply (rule DERIV_nonneg_imp_nondecreasing [of a b "%x. -f x"])  | 
| 33690 | 1085  | 
using assms  | 
1086  | 
apply auto  | 
|
| 
33654
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1087  | 
apply (metis DERIV_minus neg_0_le_iff_le)  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1088  | 
done  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1089  | 
thus ?thesis  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1090  | 
by simp  | 
| 
 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 
paulson 
parents: 
31902 
diff
changeset
 | 
1091  | 
qed  | 
| 21164 | 1092  | 
|
| 29975 | 1093  | 
subsection {* Continuous injective functions *}
 | 
1094  | 
||
| 21164 | 1095  | 
text{*Dull lemma: an continuous injection on an interval must have a
 | 
1096  | 
strict maximum at an end point, not in the middle.*}  | 
|
1097  | 
||
1098  | 
lemma lemma_isCont_inj:  | 
|
1099  | 
fixes f :: "real \<Rightarrow> real"  | 
|
1100  | 
assumes d: "0 < d"  | 
|
1101  | 
and inj [rule_format]: "\<forall>z. \<bar>z-x\<bar> \<le> d --> g(f z) = z"  | 
|
1102  | 
and cont: "\<forall>z. \<bar>z-x\<bar> \<le> d --> isCont f z"  | 
|
1103  | 
shows "\<exists>z. \<bar>z-x\<bar> \<le> d & f x < f z"  | 
|
1104  | 
proof (rule ccontr)  | 
|
1105  | 
assume "~ (\<exists>z. \<bar>z-x\<bar> \<le> d & f x < f z)"  | 
|
1106  | 
hence all [rule_format]: "\<forall>z. \<bar>z - x\<bar> \<le> d --> f z \<le> f x" by auto  | 
|
1107  | 
show False  | 
|
1108  | 
proof (cases rule: linorder_le_cases [of "f(x-d)" "f(x+d)"])  | 
|
1109  | 
case le  | 
|
1110  | 
from d cont all [of "x+d"]  | 
|
1111  | 
have flef: "f(x+d) \<le> f x"  | 
|
1112  | 
and xlex: "x - d \<le> x"  | 
|
1113  | 
and cont': "\<forall>z. x - d \<le> z \<and> z \<le> x \<longrightarrow> isCont f z"  | 
|
1114  | 
by (auto simp add: abs_if)  | 
|
1115  | 
from IVT [OF le flef xlex cont']  | 
|
1116  | 
obtain x' where "x-d \<le> x'" "x' \<le> x" "f x' = f(x+d)" by blast  | 
|
1117  | 
moreover  | 
|
1118  | 
hence "g(f x') = g (f(x+d))" by simp  | 
|
1119  | 
ultimately show False using d inj [of x'] inj [of "x+d"]  | 
|
| 22998 | 1120  | 
by (simp add: abs_le_iff)  | 
| 21164 | 1121  | 
next  | 
1122  | 
case ge  | 
|
1123  | 
from d cont all [of "x-d"]  | 
|
1124  | 
have flef: "f(x-d) \<le> f x"  | 
|
1125  | 
and xlex: "x \<le> x+d"  | 
|
1126  | 
and cont': "\<forall>z. x \<le> z \<and> z \<le> x+d \<longrightarrow> isCont f z"  | 
|
1127  | 
by (auto simp add: abs_if)  | 
|
1128  | 
from IVT2 [OF ge flef xlex cont']  | 
|
1129  | 
obtain x' where "x \<le> x'" "x' \<le> x+d" "f x' = f(x-d)" by blast  | 
|
1130  | 
moreover  | 
|
1131  | 
hence "g(f x') = g (f(x-d))" by simp  | 
|
1132  | 
ultimately show False using d inj [of x'] inj [of "x-d"]  | 
|
| 22998 | 1133  | 
by (simp add: abs_le_iff)  | 
| 21164 | 1134  | 
qed  | 
1135  | 
qed  | 
|
1136  | 
||
1137  | 
||
1138  | 
text{*Similar version for lower bound.*}
 | 
|
1139  | 
||
1140  | 
lemma lemma_isCont_inj2:  | 
|
1141  | 
fixes f g :: "real \<Rightarrow> real"  | 
|
1142  | 
shows "[|0 < d; \<forall>z. \<bar>z-x\<bar> \<le> d --> g(f z) = z;  | 
|
1143  | 
\<forall>z. \<bar>z-x\<bar> \<le> d --> isCont f z |]  | 
|
1144  | 
==> \<exists>z. \<bar>z-x\<bar> \<le> d & f z < f x"  | 
|
1145  | 
apply (insert lemma_isCont_inj  | 
|
1146  | 
[where f = "%x. - f x" and g = "%y. g(-y)" and x = x and d = d])  | 
|
| 44233 | 1147  | 
apply (simp add: linorder_not_le)  | 
| 21164 | 1148  | 
done  | 
1149  | 
||
1150  | 
text{*Show there's an interval surrounding @{term "f(x)"} in
 | 
|
1151  | 
@{text "f[[x - d, x + d]]"} .*}
 | 
|
1152  | 
||
1153  | 
lemma isCont_inj_range:  | 
|
1154  | 
fixes f :: "real \<Rightarrow> real"  | 
|
1155  | 
assumes d: "0 < d"  | 
|
1156  | 
and inj: "\<forall>z. \<bar>z-x\<bar> \<le> d --> g(f z) = z"  | 
|
1157  | 
and cont: "\<forall>z. \<bar>z-x\<bar> \<le> d --> isCont f z"  | 
|
1158  | 
shows "\<exists>e>0. \<forall>y. \<bar>y - f x\<bar> \<le> e --> (\<exists>z. \<bar>z-x\<bar> \<le> d & f z = y)"  | 
|
1159  | 
proof -  | 
|
1160  | 
have "x-d \<le> x+d" "\<forall>z. x-d \<le> z \<and> z \<le> x+d \<longrightarrow> isCont f z" using cont d  | 
|
| 22998 | 1161  | 
by (auto simp add: abs_le_iff)  | 
| 21164 | 1162  | 
from isCont_Lb_Ub [OF this]  | 
1163  | 
obtain L M  | 
|
1164  | 
where all1 [rule_format]: "\<forall>z. x-d \<le> z \<and> z \<le> x+d \<longrightarrow> L \<le> f z \<and> f z \<le> M"  | 
|
1165  | 
and all2 [rule_format]:  | 
|
1166  | 
"\<forall>y. L \<le> y \<and> y \<le> M \<longrightarrow> (\<exists>z. x-d \<le> z \<and> z \<le> x+d \<and> f z = y)"  | 
|
1167  | 
by auto  | 
|
1168  | 
with d have "L \<le> f x & f x \<le> M" by simp  | 
|
1169  | 
moreover have "L \<noteq> f x"  | 
|
1170  | 
proof -  | 
|
1171  | 
from lemma_isCont_inj2 [OF d inj cont]  | 
|
1172  | 
obtain u where "\<bar>u - x\<bar> \<le> d" "f u < f x" by auto  | 
|
1173  | 
thus ?thesis using all1 [of u] by arith  | 
|
1174  | 
qed  | 
|
1175  | 
moreover have "f x \<noteq> M"  | 
|
1176  | 
proof -  | 
|
1177  | 
from lemma_isCont_inj [OF d inj cont]  | 
|
1178  | 
obtain u where "\<bar>u - x\<bar> \<le> d" "f x < f u" by auto  | 
|
1179  | 
thus ?thesis using all1 [of u] by arith  | 
|
1180  | 
qed  | 
|
1181  | 
ultimately have "L < f x & f x < M" by arith  | 
|
1182  | 
hence "0 < f x - L" "0 < M - f x" by arith+  | 
|
1183  | 
from real_lbound_gt_zero [OF this]  | 
|
1184  | 
obtain e where e: "0 < e" "e < f x - L" "e < M - f x" by auto  | 
|
1185  | 
thus ?thesis  | 
|
1186  | 
proof (intro exI conjI)  | 
|
| 23441 | 1187  | 
show "0<e" using e(1) .  | 
| 21164 | 1188  | 
show "\<forall>y. \<bar>y - f x\<bar> \<le> e \<longrightarrow> (\<exists>z. \<bar>z - x\<bar> \<le> d \<and> f z = y)"  | 
1189  | 
proof (intro strip)  | 
|
1190  | 
fix y::real  | 
|
1191  | 
assume "\<bar>y - f x\<bar> \<le> e"  | 
|
1192  | 
with e have "L \<le> y \<and> y \<le> M" by arith  | 
|
1193  | 
from all2 [OF this]  | 
|
1194  | 
obtain z where "x - d \<le> z" "z \<le> x + d" "f z = y" by blast  | 
|
| 27668 | 1195  | 
thus "\<exists>z. \<bar>z - x\<bar> \<le> d \<and> f z = y"  | 
| 22998 | 1196  | 
by (force simp add: abs_le_iff)  | 
| 21164 | 1197  | 
qed  | 
1198  | 
qed  | 
|
1199  | 
qed  | 
|
1200  | 
||
1201  | 
||
1202  | 
text{*Continuity of inverse function*}
 | 
|
1203  | 
||
1204  | 
lemma isCont_inverse_function:  | 
|
1205  | 
fixes f g :: "real \<Rightarrow> real"  | 
|
1206  | 
assumes d: "0 < d"  | 
|
1207  | 
and inj: "\<forall>z. \<bar>z-x\<bar> \<le> d --> g(f z) = z"  | 
|
1208  | 
and cont: "\<forall>z. \<bar>z-x\<bar> \<le> d --> isCont f z"  | 
|
1209  | 
shows "isCont g (f x)"  | 
|
1210  | 
proof (simp add: isCont_iff LIM_eq)  | 
|
1211  | 
show "\<forall>r. 0 < r \<longrightarrow>  | 
|
1212  | 
(\<exists>s>0. \<forall>z. z\<noteq>0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>g(f x + z) - g(f x)\<bar> < r)"  | 
|
1213  | 
proof (intro strip)  | 
|
1214  | 
fix r::real  | 
|
1215  | 
assume r: "0<r"  | 
|
1216  | 
from real_lbound_gt_zero [OF r d]  | 
|
1217  | 
obtain e where e: "0 < e" and e_lt: "e < r \<and> e < d" by blast  | 
|
1218  | 
with inj cont  | 
|
1219  | 
have e_simps: "\<forall>z. \<bar>z-x\<bar> \<le> e --> g (f z) = z"  | 
|
1220  | 
"\<forall>z. \<bar>z-x\<bar> \<le> e --> isCont f z" by auto  | 
|
1221  | 
from isCont_inj_range [OF e this]  | 
|
1222  | 
obtain e' where e': "0 < e'"  | 
|
1223  | 
and all: "\<forall>y. \<bar>y - f x\<bar> \<le> e' \<longrightarrow> (\<exists>z. \<bar>z - x\<bar> \<le> e \<and> f z = y)"  | 
|
1224  | 
by blast  | 
|
1225  | 
show "\<exists>s>0. \<forall>z. z\<noteq>0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>g(f x + z) - g(f x)\<bar> < r"  | 
|
1226  | 
proof (intro exI conjI)  | 
|
| 23441 | 1227  | 
show "0<e'" using e' .  | 
| 21164 | 1228  | 
show "\<forall>z. z \<noteq> 0 \<and> \<bar>z\<bar> < e' \<longrightarrow> \<bar>g (f x + z) - g (f x)\<bar> < r"  | 
1229  | 
proof (intro strip)  | 
|
1230  | 
fix z::real  | 
|
1231  | 
assume z: "z \<noteq> 0 \<and> \<bar>z\<bar> < e'"  | 
|
1232  | 
with e e_lt e_simps all [rule_format, of "f x + z"]  | 
|
1233  | 
show "\<bar>g (f x + z) - g (f x)\<bar> < r" by force  | 
|
1234  | 
qed  | 
|
1235  | 
qed  | 
|
1236  | 
qed  | 
|
1237  | 
qed  | 
|
1238  | 
||
| 23041 | 1239  | 
text {* Derivative of inverse function *}
 | 
1240  | 
||
1241  | 
lemma DERIV_inverse_function:  | 
|
1242  | 
fixes f g :: "real \<Rightarrow> real"  | 
|
1243  | 
assumes der: "DERIV f (g x) :> D"  | 
|
1244  | 
assumes neq: "D \<noteq> 0"  | 
|
| 23044 | 1245  | 
assumes a: "a < x" and b: "x < b"  | 
1246  | 
assumes inj: "\<forall>y. a < y \<and> y < b \<longrightarrow> f (g y) = y"  | 
|
| 23041 | 1247  | 
assumes cont: "isCont g x"  | 
1248  | 
shows "DERIV g x :> inverse D"  | 
|
1249  | 
unfolding DERIV_iff2  | 
|
| 23044 | 1250  | 
proof (rule LIM_equal2)  | 
1251  | 
show "0 < min (x - a) (b - x)"  | 
|
| 27668 | 1252  | 
using a b by arith  | 
| 23044 | 1253  | 
next  | 
| 23041 | 1254  | 
fix y  | 
| 23044 | 1255  | 
assume "norm (y - x) < min (x - a) (b - x)"  | 
| 27668 | 1256  | 
hence "a < y" and "y < b"  | 
| 23044 | 1257  | 
by (simp_all add: abs_less_iff)  | 
| 23041 | 1258  | 
thus "(g y - g x) / (y - x) =  | 
1259  | 
inverse ((f (g y) - x) / (g y - g x))"  | 
|
1260  | 
by (simp add: inj)  | 
|
1261  | 
next  | 
|
1262  | 
have "(\<lambda>z. (f z - f (g x)) / (z - g x)) -- g x --> D"  | 
|
1263  | 
by (rule der [unfolded DERIV_iff2])  | 
|
1264  | 
hence 1: "(\<lambda>z. (f z - x) / (z - g x)) -- g x --> D"  | 
|
| 23044 | 1265  | 
using inj a b by simp  | 
| 23041 | 1266  | 
have 2: "\<exists>d>0. \<forall>y. y \<noteq> x \<and> norm (y - x) < d \<longrightarrow> g y \<noteq> g x"  | 
1267  | 
proof (safe intro!: exI)  | 
|
| 23044 | 1268  | 
show "0 < min (x - a) (b - x)"  | 
1269  | 
using a b by simp  | 
|
| 23041 | 1270  | 
next  | 
1271  | 
fix y  | 
|
| 23044 | 1272  | 
assume "norm (y - x) < min (x - a) (b - x)"  | 
1273  | 
hence y: "a < y" "y < b"  | 
|
1274  | 
by (simp_all add: abs_less_iff)  | 
|
| 23041 | 1275  | 
assume "g y = g x"  | 
1276  | 
hence "f (g y) = f (g x)" by simp  | 
|
| 23044 | 1277  | 
hence "y = x" using inj y a b by simp  | 
| 23041 | 1278  | 
also assume "y \<noteq> x"  | 
1279  | 
finally show False by simp  | 
|
1280  | 
qed  | 
|
1281  | 
have "(\<lambda>y. (f (g y) - x) / (g y - g x)) -- x --> D"  | 
|
1282  | 
using cont 1 2 by (rule isCont_LIM_compose2)  | 
|
1283  | 
thus "(\<lambda>y. inverse ((f (g y) - x) / (g y - g x)))  | 
|
1284  | 
-- x --> inverse D"  | 
|
| 
44568
 
e6f291cb5810
discontinue many legacy theorems about LIM and LIMSEQ, in favor of tendsto theorems
 
huffman 
parents: 
44317 
diff
changeset
 | 
1285  | 
using neq by (rule tendsto_inverse)  | 
| 23041 | 1286  | 
qed  | 
1287  | 
||
| 29975 | 1288  | 
|
1289  | 
subsection {* Generalized Mean Value Theorem *}
 | 
|
1290  | 
||
| 21164 | 1291  | 
theorem GMVT:  | 
| 
21784
 
e76faa6e65fd
changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
 
huffman 
parents: 
21404 
diff
changeset
 | 
1292  | 
fixes a b :: real  | 
| 21164 | 1293  | 
assumes alb: "a < b"  | 
| 41550 | 1294  | 
and fc: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x"  | 
1295  | 
and fd: "\<forall>x. a < x \<and> x < b \<longrightarrow> f differentiable x"  | 
|
1296  | 
and gc: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont g x"  | 
|
1297  | 
and gd: "\<forall>x. a < x \<and> x < b \<longrightarrow> g differentiable x"  | 
|
| 21164 | 1298  | 
shows "\<exists>g'c f'c c. DERIV g c :> g'c \<and> DERIV f c :> f'c \<and> a < c \<and> c < b \<and> ((f b - f a) * g'c) = ((g b - g a) * f'c)"  | 
1299  | 
proof -  | 
|
1300  | 
let ?h = "\<lambda>x. (f b - f a)*(g x) - (g b - g a)*(f x)"  | 
|
| 41550 | 1301  | 
from assms have "a < b" by simp  | 
| 21164 | 1302  | 
moreover have "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?h x"  | 
| 44233 | 1303  | 
using fc gc by simp  | 
1304  | 
moreover have "\<forall>x. a < x \<and> x < b \<longrightarrow> ?h differentiable x"  | 
|
1305  | 
using fd gd by simp  | 
|
| 21164 | 1306  | 
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)  | 
1307  | 
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" ..  | 
|
1308  | 
then obtain c where cdef: "a < c \<and> c < b \<and> DERIV ?h c :> l \<and> ?h b - ?h a = (b - a) * l" ..  | 
|
1309  | 
||
1310  | 
from cdef have cint: "a < c \<and> c < b" by auto  | 
|
1311  | 
with gd have "g differentiable c" by simp  | 
|
1312  | 
hence "\<exists>D. DERIV g c :> D" by (rule differentiableD)  | 
|
1313  | 
then obtain g'c where g'cdef: "DERIV g c :> g'c" ..  | 
|
1314  | 
||
1315  | 
from cdef have "a < c \<and> c < b" by auto  | 
|
1316  | 
with fd have "f differentiable c" by simp  | 
|
1317  | 
hence "\<exists>D. DERIV f c :> D" by (rule differentiableD)  | 
|
1318  | 
then obtain f'c where f'cdef: "DERIV f c :> f'c" ..  | 
|
1319  | 
||
1320  | 
from cdef have "DERIV ?h c :> l" by auto  | 
|
| 41368 | 1321  | 
moreover have "DERIV ?h c :> g'c * (f b - f a) - f'c * (g b - g a)"  | 
1322  | 
using g'cdef f'cdef by (auto intro!: DERIV_intros)  | 
|
| 21164 | 1323  | 
ultimately have leq: "l = g'c * (f b - f a) - f'c * (g b - g a)" by (rule DERIV_unique)  | 
1324  | 
||
1325  | 
  {
 | 
|
1326  | 
from cdef have "?h b - ?h a = (b - a) * l" by auto  | 
|
1327  | 
also with leq have "\<dots> = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" by simp  | 
|
1328  | 
finally have "?h b - ?h a = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" by simp  | 
|
1329  | 
}  | 
|
1330  | 
moreover  | 
|
1331  | 
  {
 | 
|
1332  | 
have "?h b - ?h a =  | 
|
1333  | 
((f b)*(g b) - (f a)*(g b) - (g b)*(f b) + (g a)*(f b)) -  | 
|
1334  | 
((f b)*(g a) - (f a)*(g a) - (g b)*(f a) + (g a)*(f a))"  | 
|
| 29667 | 1335  | 
by (simp add: algebra_simps)  | 
| 21164 | 1336  | 
hence "?h b - ?h a = 0" by auto  | 
1337  | 
}  | 
|
1338  | 
ultimately have "(b - a) * (g'c * (f b - f a) - f'c * (g b - g a)) = 0" by auto  | 
|
1339  | 
with alb have "g'c * (f b - f a) - f'c * (g b - g a) = 0" by simp  | 
|
1340  | 
hence "g'c * (f b - f a) = f'c * (g b - g a)" by simp  | 
|
1341  | 
hence "(f b - f a) * g'c = (g b - g a) * f'c" by (simp add: mult_ac)  | 
|
1342  | 
||
1343  | 
with g'cdef f'cdef cint show ?thesis by auto  | 
|
1344  | 
qed  | 
|
1345  | 
||
| 
29470
 
1851088a1f87
convert Deriv.thy to use new Polynomial library (incomplete)
 
huffman 
parents: 
29169 
diff
changeset
 | 
1346  | 
|
| 
29166
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1347  | 
subsection {* Theorems about Limits *}
 | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1348  | 
|
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1349  | 
(* need to rename second isCont_inverse *)  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1350  | 
|
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1351  | 
lemma isCont_inv_fun:  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1352  | 
fixes f g :: "real \<Rightarrow> real"  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1353  | 
shows "[| 0 < d; \<forall>z. \<bar>z - x\<bar> \<le> d --> g(f(z)) = z;  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1354  | 
\<forall>z. \<bar>z - x\<bar> \<le> d --> isCont f z |]  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1355  | 
==> isCont g (f x)"  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1356  | 
by (rule isCont_inverse_function)  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1357  | 
|
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1358  | 
lemma isCont_inv_fun_inv:  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1359  | 
fixes f g :: "real \<Rightarrow> real"  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1360  | 
shows "[| 0 < d;  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1361  | 
\<forall>z. \<bar>z - x\<bar> \<le> d --> g(f(z)) = z;  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1362  | 
\<forall>z. \<bar>z - x\<bar> \<le> d --> isCont f z |]  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1363  | 
==> \<exists>e. 0 < e &  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1364  | 
(\<forall>y. 0 < \<bar>y - f(x)\<bar> & \<bar>y - f(x)\<bar> < e --> f(g(y)) = y)"  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1365  | 
apply (drule isCont_inj_range)  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1366  | 
prefer 2 apply (assumption, assumption, auto)  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1367  | 
apply (rule_tac x = e in exI, auto)  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1368  | 
apply (rotate_tac 2)  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1369  | 
apply (drule_tac x = y in spec, auto)  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1370  | 
done  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1371  | 
|
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1372  | 
|
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1373  | 
text{*Bartle/Sherbert: Introduction to Real Analysis, Theorem 4.2.9, p. 110*}
 | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1374  | 
lemma LIM_fun_gt_zero:  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1375  | 
"[| f -- c --> (l::real); 0 < l |]  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1376  | 
==> \<exists>r. 0 < r & (\<forall>x::real. x \<noteq> c & \<bar>c - x\<bar> < r --> 0 < f x)"  | 
| 44209 | 1377  | 
apply (drule (1) LIM_D, clarify)  | 
| 
29166
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1378  | 
apply (rule_tac x = s in exI)  | 
| 44209 | 1379  | 
apply (simp add: abs_less_iff)  | 
| 
29166
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1380  | 
done  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1381  | 
|
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1382  | 
lemma LIM_fun_less_zero:  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1383  | 
"[| f -- c --> (l::real); l < 0 |]  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1384  | 
==> \<exists>r. 0 < r & (\<forall>x::real. x \<noteq> c & \<bar>c - x\<bar> < r --> f x < 0)"  | 
| 44209 | 1385  | 
apply (drule LIM_D [where r="-l"], simp, clarify)  | 
| 
29166
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1386  | 
apply (rule_tac x = s in exI)  | 
| 44209 | 1387  | 
apply (simp add: abs_less_iff)  | 
| 
29166
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1388  | 
done  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1389  | 
|
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1390  | 
lemma LIM_fun_not_zero:  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1391  | 
"[| f -- c --> (l::real); l \<noteq> 0 |]  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1392  | 
==> \<exists>r. 0 < r & (\<forall>x::real. x \<noteq> c & \<bar>c - x\<bar> < r --> f x \<noteq> 0)"  | 
| 44209 | 1393  | 
apply (rule linorder_cases [of l 0])  | 
1394  | 
apply (drule (1) LIM_fun_less_zero, force)  | 
|
1395  | 
apply simp  | 
|
1396  | 
apply (drule (1) LIM_fun_gt_zero, force)  | 
|
| 
29166
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1397  | 
done  | 
| 
 
c23b2d108612
move theorems about limits from Transcendental.thy to Deriv.thy
 
huffman 
parents: 
28952 
diff
changeset
 | 
1398  | 
|
| 50327 | 1399  | 
lemma GMVT':  | 
1400  | 
fixes f g :: "real \<Rightarrow> real"  | 
|
1401  | 
assumes "a < b"  | 
|
1402  | 
assumes isCont_f: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont f z"  | 
|
1403  | 
assumes isCont_g: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont g z"  | 
|
1404  | 
assumes DERIV_g: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV g z :> (g' z)"  | 
|
1405  | 
assumes DERIV_f: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV f z :> (f' z)"  | 
|
1406  | 
shows "\<exists>c. a < c \<and> c < b \<and> (f b - f a) * g' c = (g b - g a) * f' c"  | 
|
1407  | 
proof -  | 
|
1408  | 
have "\<exists>g'c f'c c. DERIV g c :> g'c \<and> DERIV f c :> f'c \<and>  | 
|
1409  | 
a < c \<and> c < b \<and> (f b - f a) * g'c = (g b - g a) * f'c"  | 
|
1410  | 
using assms by (intro GMVT) (force simp: differentiable_def)+  | 
|
1411  | 
then obtain c where "a < c" "c < b" "(f b - f a) * g' c = (g b - g a) * f' c"  | 
|
1412  | 
using DERIV_f DERIV_g by (force dest: DERIV_unique)  | 
|
1413  | 
then show ?thesis  | 
|
1414  | 
by auto  | 
|
1415  | 
qed  | 
|
1416  | 
||
| 50329 | 1417  | 
lemma DERIV_cong_ev: "x = y \<Longrightarrow> eventually (\<lambda>x. f x = g x) (nhds x) \<Longrightarrow> u = v \<Longrightarrow>  | 
1418  | 
DERIV f x :> u \<longleftrightarrow> DERIV g y :> v"  | 
|
1419  | 
unfolding DERIV_iff2  | 
|
1420  | 
proof (rule filterlim_cong)  | 
|
1421  | 
assume "eventually (\<lambda>x. f x = g x) (nhds x)"  | 
|
1422  | 
moreover then have "f x = g x" by (auto simp: eventually_nhds)  | 
|
1423  | 
moreover assume "x = y" "u = v"  | 
|
1424  | 
ultimately show "eventually (\<lambda>xa. (f xa - f x) / (xa - x) = (g xa - g y) / (xa - y)) (at x)"  | 
|
1425  | 
by (auto simp: eventually_within at_def elim: eventually_elim1)  | 
|
1426  | 
qed simp_all  | 
|
1427  | 
||
| 
50330
 
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
 
hoelzl 
parents: 
50329 
diff
changeset
 | 
1428  | 
lemma DERIV_shift:  | 
| 
 
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
 
hoelzl 
parents: 
50329 
diff
changeset
 | 
1429  | 
"(DERIV f (x + z) :> y) \<longleftrightarrow> (DERIV (\<lambda>x. f (x + z)) x :> y)"  | 
| 
 
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
 
hoelzl 
parents: 
50329 
diff
changeset
 | 
1430  | 
by (simp add: DERIV_iff field_simps)  | 
| 50329 | 1431  | 
|
| 
50330
 
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
 
hoelzl 
parents: 
50329 
diff
changeset
 | 
1432  | 
lemma DERIV_mirror:  | 
| 
 
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
 
hoelzl 
parents: 
50329 
diff
changeset
 | 
1433  | 
"(DERIV f (- x) :> y) \<longleftrightarrow> (DERIV (\<lambda>x. f (- x::real) :: real) x :> - y)"  | 
| 
 
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
 
hoelzl 
parents: 
50329 
diff
changeset
 | 
1434  | 
by (simp add: deriv_def filterlim_at_split filterlim_at_left_to_right  | 
| 
 
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
 
hoelzl 
parents: 
50329 
diff
changeset
 | 
1435  | 
tendsto_minus_cancel_left field_simps conj_commute)  | 
| 50329 | 1436  | 
|
| 50327 | 1437  | 
lemma lhopital_right_0:  | 
| 50329 | 1438  | 
fixes f0 g0 :: "real \<Rightarrow> real"  | 
1439  | 
assumes f_0: "(f0 ---> 0) (at_right 0)"  | 
|
1440  | 
assumes g_0: "(g0 ---> 0) (at_right 0)"  | 
|
| 50327 | 1441  | 
assumes ev:  | 
| 50329 | 1442  | 
"eventually (\<lambda>x. g0 x \<noteq> 0) (at_right 0)"  | 
| 50327 | 1443  | 
"eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)"  | 
| 50329 | 1444  | 
"eventually (\<lambda>x. DERIV f0 x :> f' x) (at_right 0)"  | 
1445  | 
"eventually (\<lambda>x. DERIV g0 x :> g' x) (at_right 0)"  | 
|
| 50327 | 1446  | 
assumes lim: "((\<lambda> x. (f' x / g' x)) ---> x) (at_right 0)"  | 
| 50329 | 1447  | 
shows "((\<lambda> x. f0 x / g0 x) ---> x) (at_right 0)"  | 
| 50327 | 1448  | 
proof -  | 
| 50329 | 1449  | 
def f \<equiv> "\<lambda>x. if x \<le> 0 then 0 else f0 x"  | 
1450  | 
then have "f 0 = 0" by simp  | 
|
1451  | 
||
1452  | 
def g \<equiv> "\<lambda>x. if x \<le> 0 then 0 else g0 x"  | 
|
1453  | 
then have "g 0 = 0" by simp  | 
|
1454  | 
||
1455  | 
have "eventually (\<lambda>x. g0 x \<noteq> 0 \<and> g' x \<noteq> 0 \<and>  | 
|
1456  | 
DERIV f0 x :> (f' x) \<and> DERIV g0 x :> (g' x)) (at_right 0)"  | 
|
1457  | 
using ev by eventually_elim auto  | 
|
1458  | 
then obtain a where [arith]: "0 < a"  | 
|
1459  | 
and g0_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g0 x \<noteq> 0"  | 
|
| 50327 | 1460  | 
and g'_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g' x \<noteq> 0"  | 
| 50329 | 1461  | 
and f0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV f0 x :> (f' x)"  | 
1462  | 
and g0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV g0 x :> (g' x)"  | 
|
| 50327 | 1463  | 
unfolding eventually_within eventually_at by (auto simp: dist_real_def)  | 
1464  | 
||
| 50329 | 1465  | 
have g_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g x \<noteq> 0"  | 
1466  | 
using g0_neq_0 by (simp add: g_def)  | 
|
1467  | 
||
1468  | 
  { fix x assume x: "0 < x" "x < a" then have "DERIV f x :> (f' x)"
 | 
|
1469  | 
by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ f0[OF x]])  | 
|
1470  | 
(auto simp: f_def eventually_nhds_metric dist_real_def intro!: exI[of _ x]) }  | 
|
1471  | 
note f = this  | 
|
1472  | 
||
1473  | 
  { fix x assume x: "0 < x" "x < a" then have "DERIV g x :> (g' x)"
 | 
|
1474  | 
by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ g0[OF x]])  | 
|
1475  | 
(auto simp: g_def eventually_nhds_metric dist_real_def intro!: exI[of _ x]) }  | 
|
1476  | 
note g = this  | 
|
1477  | 
||
1478  | 
have "isCont f 0"  | 
|
1479  | 
using tendsto_const[of "0::real" "at 0"] f_0  | 
|
1480  | 
unfolding isCont_def f_def  | 
|
1481  | 
by (intro filterlim_split_at_real)  | 
|
1482  | 
(auto elim: eventually_elim1  | 
|
1483  | 
simp add: filterlim_def le_filter_def eventually_within eventually_filtermap)  | 
|
1484  | 
||
1485  | 
have "isCont g 0"  | 
|
1486  | 
using tendsto_const[of "0::real" "at 0"] g_0  | 
|
1487  | 
unfolding isCont_def g_def  | 
|
1488  | 
by (intro filterlim_split_at_real)  | 
|
1489  | 
(auto elim: eventually_elim1  | 
|
1490  | 
simp add: filterlim_def le_filter_def eventually_within eventually_filtermap)  | 
|
1491  | 
||
| 50327 | 1492  | 
  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)"
 | 
1493  | 
proof (rule bchoice, rule)  | 
|
1494  | 
    fix x assume "x \<in> {0 <..< a}"
 | 
|
1495  | 
then have x[arith]: "0 < x" "x < a" by auto  | 
|
1496  | 
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"  | 
|
1497  | 
by auto  | 
|
| 50328 | 1498  | 
have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont f x"  | 
1499  | 
using `isCont f 0` f by (auto intro: DERIV_isCont simp: le_less)  | 
|
1500  | 
moreover have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont g x"  | 
|
1501  | 
using `isCont g 0` g by (auto intro: DERIV_isCont simp: le_less)  | 
|
1502  | 
ultimately have "\<exists>c. 0 < c \<and> c < x \<and> (f x - f 0) * g' c = (g x - g 0) * f' c"  | 
|
1503  | 
using f g `x < a` by (intro GMVT') auto  | 
|
| 50327 | 1504  | 
then guess c ..  | 
1505  | 
moreover  | 
|
1506  | 
with g'(1)[of c] g'(2) have "(f x - f 0) / (g x - g 0) = f' c / g' c"  | 
|
1507  | 
by (simp add: field_simps)  | 
|
1508  | 
ultimately show "\<exists>y. 0 < y \<and> y < x \<and> f x / g x = f' y / g' y"  | 
|
1509  | 
using `f 0 = 0` `g 0 = 0` by (auto intro!: exI[of _ c])  | 
|
1510  | 
qed  | 
|
1511  | 
then guess \<zeta> ..  | 
|
1512  | 
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)"  | 
|
1513  | 
unfolding eventually_within eventually_at by (intro exI[of _ a]) (auto simp: dist_real_def)  | 
|
1514  | 
moreover  | 
|
1515  | 
from \<zeta> have "eventually (\<lambda>x. norm (\<zeta> x) \<le> x) (at_right 0)"  | 
|
1516  | 
by eventually_elim auto  | 
|
1517  | 
then have "((\<lambda>x. norm (\<zeta> x)) ---> 0) (at_right 0)"  | 
|
1518  | 
by (rule_tac real_tendsto_sandwich[where f="\<lambda>x. 0" and h="\<lambda>x. x"])  | 
|
1519  | 
(auto intro: tendsto_const tendsto_ident_at_within)  | 
|
1520  | 
then have "(\<zeta> ---> 0) (at_right 0)"  | 
|
1521  | 
by (rule tendsto_norm_zero_cancel)  | 
|
1522  | 
with \<zeta> have "filterlim \<zeta> (at_right 0) (at_right 0)"  | 
|
1523  | 
by (auto elim!: eventually_elim1 simp: filterlim_within filterlim_at)  | 
|
1524  | 
from this lim have "((\<lambda>t. f' (\<zeta> t) / g' (\<zeta> t)) ---> x) (at_right 0)"  | 
|
1525  | 
by (rule_tac filterlim_compose[of _ _ _ \<zeta>])  | 
|
| 50329 | 1526  | 
ultimately have "((\<lambda>t. f t / g t) ---> x) (at_right 0)" (is ?P)  | 
| 50328 | 1527  | 
by (rule_tac filterlim_cong[THEN iffD1, OF refl refl])  | 
1528  | 
(auto elim: eventually_elim1)  | 
|
| 50329 | 1529  | 
also have "?P \<longleftrightarrow> ?thesis"  | 
1530  | 
by (rule filterlim_cong) (auto simp: f_def g_def eventually_within)  | 
|
1531  | 
finally show ?thesis .  | 
|
| 50327 | 1532  | 
qed  | 
1533  | 
||
| 
50330
 
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
 
hoelzl 
parents: 
50329 
diff
changeset
 | 
1534  | 
lemma lhopital_right:  | 
| 
 
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
 
hoelzl 
parents: 
50329 
diff
changeset
 | 
1535  | 
"((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
 | 
1536  | 
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
 | 
1537  | 
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
 | 
1538  | 
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
 | 
1539  | 
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
 | 
1540  | 
((\<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
 | 
1541  | 
((\<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
 | 
1542  | 
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
 | 
1543  | 
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
 | 
1544  | 
|
| 
 
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
 
hoelzl 
parents: 
50329 
diff
changeset
 | 
1545  | 
lemma lhopital_left:  | 
| 
 
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
 
hoelzl 
parents: 
50329 
diff
changeset
 | 
1546  | 
"((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
 | 
1547  | 
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
 | 
1548  | 
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
 | 
1549  | 
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
 | 
1550  | 
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
 | 
1551  | 
((\<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
 | 
1552  | 
((\<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
 | 
1553  | 
unfolding eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror  | 
| 
 
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
 
hoelzl 
parents: 
50329 
diff
changeset
 | 
1554  | 
by (rule lhopital_right[where f'="\<lambda>x. - f' (- x)"]) (auto simp: DERIV_mirror)  | 
| 
 
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
 
hoelzl 
parents: 
50329 
diff
changeset
 | 
1555  | 
|
| 
 
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
 
hoelzl 
parents: 
50329 
diff
changeset
 | 
1556  | 
lemma lhopital:  | 
| 
 
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
 
hoelzl 
parents: 
50329 
diff
changeset
 | 
1557  | 
"((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
 | 
1558  | 
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
 | 
1559  | 
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
 | 
1560  | 
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
 | 
1561  | 
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
 | 
1562  | 
((\<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
 | 
1563  | 
((\<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
 | 
1564  | 
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
 | 
1565  | 
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
 | 
1566  | 
|
| 50327 | 1567  | 
lemma lhopital_right_0_at_top:  | 
1568  | 
fixes f g :: "real \<Rightarrow> real"  | 
|
1569  | 
assumes g_0: "LIM x at_right 0. g x :> at_top"  | 
|
1570  | 
assumes ev:  | 
|
1571  | 
"eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)"  | 
|
1572  | 
"eventually (\<lambda>x. DERIV f x :> f' x) (at_right 0)"  | 
|
1573  | 
"eventually (\<lambda>x. DERIV g x :> g' x) (at_right 0)"  | 
|
1574  | 
assumes lim: "((\<lambda> x. (f' x / g' x)) ---> x) (at_right 0)"  | 
|
1575  | 
shows "((\<lambda> x. f x / g x) ---> x) (at_right 0)"  | 
|
1576  | 
unfolding tendsto_iff  | 
|
1577  | 
proof safe  | 
|
1578  | 
fix e :: real assume "0 < e"  | 
|
1579  | 
||
1580  | 
with lim[unfolded tendsto_iff, rule_format, of "e / 4"]  | 
|
1581  | 
have "eventually (\<lambda>t. dist (f' t / g' t) x < e / 4) (at_right 0)" by simp  | 
|
1582  | 
from eventually_conj[OF eventually_conj[OF ev(1) ev(2)] eventually_conj[OF ev(3) this]]  | 
|
1583  | 
obtain a where [arith]: "0 < a"  | 
|
1584  | 
and g'_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g' x \<noteq> 0"  | 
|
1585  | 
and f0: "\<And>x. 0 < x \<Longrightarrow> x \<le> a \<Longrightarrow> DERIV f x :> (f' x)"  | 
|
1586  | 
and g0: "\<And>x. 0 < x \<Longrightarrow> x \<le> a \<Longrightarrow> DERIV g x :> (g' x)"  | 
|
1587  | 
and Df: "\<And>t. 0 < t \<Longrightarrow> t < a \<Longrightarrow> dist (f' t / g' t) x < e / 4"  | 
|
1588  | 
unfolding eventually_within_le by (auto simp: dist_real_def)  | 
|
1589  | 
||
1590  | 
from Df have  | 
|
| 50328 | 1591  | 
"eventually (\<lambda>t. t < a) (at_right 0)" "eventually (\<lambda>t::real. 0 < t) (at_right 0)"  | 
| 50327 | 1592  | 
unfolding eventually_within eventually_at by (auto intro!: exI[of _ a] simp: dist_real_def)  | 
1593  | 
||
1594  | 
moreover  | 
|
| 50328 | 1595  | 
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
 | 
1596  | 
using g_0 by (auto elim: eventually_elim1 simp: filterlim_at_top_dense)  | 
| 50327 | 1597  | 
|
1598  | 
moreover  | 
|
1599  | 
have inv_g: "((\<lambda>x. inverse (g x)) ---> 0) (at_right 0)"  | 
|
1600  | 
using tendsto_inverse_0 filterlim_mono[OF g_0 at_top_le_at_infinity order_refl]  | 
|
1601  | 
by (rule filterlim_compose)  | 
|
1602  | 
then have "((\<lambda>x. norm (1 - g a * inverse (g x))) ---> norm (1 - g a * 0)) (at_right 0)"  | 
|
1603  | 
by (intro tendsto_intros)  | 
|
1604  | 
then have "((\<lambda>x. norm (1 - g a / g x)) ---> 1) (at_right 0)"  | 
|
1605  | 
by (simp add: inverse_eq_divide)  | 
|
1606  | 
from this[unfolded tendsto_iff, rule_format, of 1]  | 
|
1607  | 
have "eventually (\<lambda>x. norm (1 - g a / g x) < 2) (at_right 0)"  | 
|
1608  | 
by (auto elim!: eventually_elim1 simp: dist_real_def)  | 
|
1609  | 
||
1610  | 
moreover  | 
|
1611  | 
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)"  | 
|
1612  | 
by (intro tendsto_intros)  | 
|
1613  | 
then have "((\<lambda>t. norm (f a - x * g a) / norm (g t)) ---> 0) (at_right 0)"  | 
|
1614  | 
by (simp add: inverse_eq_divide)  | 
|
1615  | 
from this[unfolded tendsto_iff, rule_format, of "e / 2"] `0 < e`  | 
|
1616  | 
have "eventually (\<lambda>t. norm (f a - x * g a) / norm (g t) < e / 2) (at_right 0)"  | 
|
1617  | 
by (auto simp: dist_real_def)  | 
|
1618  | 
||
1619  | 
ultimately show "eventually (\<lambda>t. dist (f t / g t) x < e) (at_right 0)"  | 
|
1620  | 
proof eventually_elim  | 
|
1621  | 
fix t assume t[arith]: "0 < t" "t < a" "g a < g t" "0 < g t"  | 
|
1622  | 
assume ineq: "norm (1 - g a / g t) < 2" "norm (f a - x * g a) / norm (g t) < e / 2"  | 
|
1623  | 
||
1624  | 
have "\<exists>y. t < y \<and> y < a \<and> (g a - g t) * f' y = (f a - f t) * g' y"  | 
|
1625  | 
using f0 g0 t(1,2) by (intro GMVT') (force intro!: DERIV_isCont)+  | 
|
1626  | 
then guess y ..  | 
|
1627  | 
from this  | 
|
1628  | 
have [arith]: "t < y" "y < a" and D_eq: "(f t - f a) / (g t - g a) = f' y / g' y"  | 
|
1629  | 
using `g a < g t` g'_neq_0[of y] by (auto simp add: field_simps)  | 
|
1630  | 
||
1631  | 
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"  | 
|
1632  | 
by (simp add: field_simps)  | 
|
1633  | 
have "norm (f t / g t - x) \<le>  | 
|
1634  | 
norm (((f t - f a) / (g t - g a) - x) * (1 - g a / g t)) + norm ((f a - x * g a) / g t)"  | 
|
1635  | 
unfolding * by (rule norm_triangle_ineq)  | 
|
1636  | 
also have "\<dots> = dist (f' y / g' y) x * norm (1 - g a / g t) + norm (f a - x * g a) / norm (g t)"  | 
|
1637  | 
by (simp add: abs_mult D_eq dist_real_def)  | 
|
1638  | 
also have "\<dots> < (e / 4) * 2 + e / 2"  | 
|
1639  | 
using ineq Df[of y] `0 < e` by (intro add_le_less_mono mult_mono) auto  | 
|
1640  | 
finally show "dist (f t / g t) x < e"  | 
|
1641  | 
by (simp add: dist_real_def)  | 
|
1642  | 
qed  | 
|
1643  | 
qed  | 
|
1644  | 
||
| 
50330
 
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
 
hoelzl 
parents: 
50329 
diff
changeset
 | 
1645  | 
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
 | 
1646  | 
"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
 | 
1647  | 
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
 | 
1648  | 
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
 | 
1649  | 
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
 | 
1650  | 
((\<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
 | 
1651  | 
((\<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
 | 
1652  | 
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
 | 
1653  | 
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
 | 
1654  | 
|
| 
 
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
 
hoelzl 
parents: 
50329 
diff
changeset
 | 
1655  | 
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
 | 
1656  | 
"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
 | 
1657  | 
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
 | 
1658  | 
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
 | 
1659  | 
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
 | 
1660  | 
((\<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
 | 
1661  | 
((\<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
 | 
1662  | 
unfolding eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror  | 
| 
 
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
 
hoelzl 
parents: 
50329 
diff
changeset
 | 
1663  | 
by (rule lhopital_right_at_top[where f'="\<lambda>x. - f' (- x)"]) (auto simp: DERIV_mirror)  | 
| 
 
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
 
hoelzl 
parents: 
50329 
diff
changeset
 | 
1664  | 
|
| 
 
d0b12171118e
conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
 
hoelzl 
parents: 
50329 
diff
changeset
 | 
1665  | 
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
 | 
1666  | 
"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
 | 
1667  | 
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
 | 
1668  | 
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
 | 
1669  | 
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
 | 
1670  | 
((\<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
 | 
1671  | 
((\<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
 | 
1672  | 
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
 | 
1673  | 
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
 | 
1674  | 
|
| 50347 | 1675  | 
lemma lhospital_at_top_at_top:  | 
1676  | 
fixes f g :: "real \<Rightarrow> real"  | 
|
1677  | 
assumes g_0: "LIM x at_top. g x :> at_top"  | 
|
1678  | 
assumes g': "eventually (\<lambda>x. g' x \<noteq> 0) at_top"  | 
|
1679  | 
assumes Df: "eventually (\<lambda>x. DERIV f x :> f' x) at_top"  | 
|
1680  | 
assumes Dg: "eventually (\<lambda>x. DERIV g x :> g' x) at_top"  | 
|
1681  | 
assumes lim: "((\<lambda> x. (f' x / g' x)) ---> x) at_top"  | 
|
1682  | 
shows "((\<lambda> x. f x / g x) ---> x) at_top"  | 
|
1683  | 
unfolding filterlim_at_top_to_right  | 
|
1684  | 
proof (rule lhopital_right_0_at_top)  | 
|
1685  | 
let ?F = "\<lambda>x. f (inverse x)"  | 
|
1686  | 
let ?G = "\<lambda>x. g (inverse x)"  | 
|
1687  | 
let ?R = "at_right (0::real)"  | 
|
1688  | 
let ?D = "\<lambda>f' x. f' (inverse x) * - (inverse x ^ Suc (Suc 0))"  | 
|
1689  | 
||
1690  | 
show "LIM x ?R. ?G x :> at_top"  | 
|
1691  | 
using g_0 unfolding filterlim_at_top_to_right .  | 
|
1692  | 
||
1693  | 
show "eventually (\<lambda>x. DERIV ?G x :> ?D g' x) ?R"  | 
|
1694  | 
unfolding eventually_at_right_to_top  | 
|
1695  | 
using Dg eventually_ge_at_top[where c="1::real"]  | 
|
1696  | 
apply eventually_elim  | 
|
1697  | 
apply (rule DERIV_cong)  | 
|
1698  | 
apply (rule DERIV_chain'[where f=inverse])  | 
|
1699  | 
apply (auto intro!: DERIV_inverse)  | 
|
1700  | 
done  | 
|
1701  | 
||
1702  | 
show "eventually (\<lambda>x. DERIV ?F x :> ?D f' x) ?R"  | 
|
1703  | 
unfolding eventually_at_right_to_top  | 
|
1704  | 
using Df eventually_ge_at_top[where c="1::real"]  | 
|
1705  | 
apply eventually_elim  | 
|
1706  | 
apply (rule DERIV_cong)  | 
|
1707  | 
apply (rule DERIV_chain'[where f=inverse])  | 
|
1708  | 
apply (auto intro!: DERIV_inverse)  | 
|
1709  | 
done  | 
|
1710  | 
||
1711  | 
show "eventually (\<lambda>x. ?D g' x \<noteq> 0) ?R"  | 
|
1712  | 
unfolding eventually_at_right_to_top  | 
|
1713  | 
using g' eventually_ge_at_top[where c="1::real"]  | 
|
1714  | 
by eventually_elim auto  | 
|
1715  | 
||
1716  | 
show "((\<lambda>x. ?D f' x / ?D g' x) ---> x) ?R"  | 
|
1717  | 
unfolding filterlim_at_right_to_top  | 
|
1718  | 
apply (intro filterlim_cong[THEN iffD2, OF refl refl _ lim])  | 
|
1719  | 
using eventually_ge_at_top[where c="1::real"]  | 
|
1720  | 
by eventually_elim simp  | 
|
1721  | 
qed  | 
|
1722  | 
||
| 21164 | 1723  | 
end  |