src/HOL/Deriv.thy
author paulson <lp15@cam.ac.uk>
Tue, 10 Jul 2018 23:18:08 +0100
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(*  Title:      HOL/Deriv.thy
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    Author:     Jacques D. Fleuriot, University of Cambridge, 1998
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    Author:     Brian Huffman
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    Author:     Lawrence C Paulson, 2004
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    Author:     Benjamin Porter, 2005
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*)
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section \<open>Differentiation\<close>
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theory Deriv
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  imports Limits
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begin
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subsection \<open>Frechet derivative\<close>
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definition has_derivative :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow>
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    ('a \<Rightarrow> 'b) \<Rightarrow> 'a filter \<Rightarrow> bool"  (infix "(has'_derivative)" 50)
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  where "(f has_derivative f') F \<longleftrightarrow>
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    bounded_linear f' \<and>
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    ((\<lambda>y. ((f y - f (Lim F (\<lambda>x. x))) - f' (y - Lim F (\<lambda>x. x))) /\<^sub>R norm (y - Lim F (\<lambda>x. x))) \<longlongrightarrow> 0) F"
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text \<open>
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  Usually the filter @{term F} is @{term "at x within s"}.  @{term "(f has_derivative D)
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  (at x within s)"} means: @{term D} is the derivative of function @{term f} at point @{term x}
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  within the set @{term s}. Where @{term s} is used to express left or right sided derivatives. In
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  most cases @{term s} is either a variable or @{term UNIV}.
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\<close>
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text \<open>These are the only cases we'll care about, probably.\<close>
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lemma has_derivative_within: "(f has_derivative f') (at x within s) \<longleftrightarrow>
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    bounded_linear f' \<and> ((\<lambda>y. (1 / norm(y - x)) *\<^sub>R (f y - (f x + f' (y - x)))) \<longlongrightarrow> 0) (at x within s)"
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  unfolding has_derivative_def tendsto_iff
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  by (subst eventually_Lim_ident_at) (auto simp add: field_simps)
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lemma has_derivative_eq_rhs: "(f has_derivative f') F \<Longrightarrow> f' = g' \<Longrightarrow> (f has_derivative g') F"
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  by simp
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definition has_field_derivative :: "('a::real_normed_field \<Rightarrow> 'a) \<Rightarrow> 'a \<Rightarrow> 'a filter \<Rightarrow> bool"
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    (infix "(has'_field'_derivative)" 50)
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  where "(f has_field_derivative D) F \<longleftrightarrow> (f has_derivative ( * ) D) F"
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lemma DERIV_cong: "(f has_field_derivative X) F \<Longrightarrow> X = Y \<Longrightarrow> (f has_field_derivative Y) F"
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  by simp
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definition has_vector_derivative :: "(real \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'b \<Rightarrow> real filter \<Rightarrow> bool"
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    (infix "has'_vector'_derivative" 50)
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  where "(f has_vector_derivative f') net \<longleftrightarrow> (f has_derivative (\<lambda>x. x *\<^sub>R f')) net"
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lemma has_vector_derivative_eq_rhs:
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  "(f has_vector_derivative X) F \<Longrightarrow> X = Y \<Longrightarrow> (f has_vector_derivative Y) F"
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  by simp
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named_theorems derivative_intros "structural introduction rules for derivatives"
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setup \<open>
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  let
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    val eq_thms = @{thms has_derivative_eq_rhs DERIV_cong has_vector_derivative_eq_rhs}
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    fun eq_rule thm = get_first (try (fn eq_thm => eq_thm OF [thm])) eq_thms
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  in
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    Global_Theory.add_thms_dynamic
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      (\<^binding>\<open>derivative_eq_intros\<close>,
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        fn context =>
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          Named_Theorems.get (Context.proof_of context) @{named_theorems derivative_intros}
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          |> map_filter eq_rule)
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  end;
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\<close>
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text \<open>
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  The following syntax is only used as a legacy syntax.
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\<close>
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abbreviation (input)
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  FDERIV :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a \<Rightarrow>  ('a \<Rightarrow> 'b) \<Rightarrow> bool"
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  ("(FDERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60)
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  where "FDERIV f x :> f' \<equiv> (f has_derivative f') (at x)"
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lemma has_derivative_bounded_linear: "(f has_derivative f') F \<Longrightarrow> bounded_linear f'"
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  by (simp add: has_derivative_def)
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lemma has_derivative_linear: "(f has_derivative f') F \<Longrightarrow> linear f'"
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  using bounded_linear.linear[OF has_derivative_bounded_linear] .
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lemma has_derivative_ident[derivative_intros, simp]: "((\<lambda>x. x) has_derivative (\<lambda>x. x)) F"
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  by (simp add: has_derivative_def)
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lemma has_derivative_id [derivative_intros, simp]: "(id has_derivative id) (at a)"
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  by (metis eq_id_iff has_derivative_ident)
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lemma has_derivative_const[derivative_intros, simp]: "((\<lambda>x. c) has_derivative (\<lambda>x. 0)) F"
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  by (simp add: has_derivative_def)
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400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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lemma (in bounded_linear) bounded_linear: "bounded_linear f" ..
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lemma (in bounded_linear) has_derivative:
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  "(g has_derivative g') F \<Longrightarrow> ((\<lambda>x. f (g x)) has_derivative (\<lambda>x. f (g' x))) F"
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  unfolding has_derivative_def
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  apply safe
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   apply (erule bounded_linear_compose [OF bounded_linear])
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  apply (drule tendsto)
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  apply (simp add: scaleR diff add zero)
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  done
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lemmas has_derivative_scaleR_right [derivative_intros] =
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  bounded_linear.has_derivative [OF bounded_linear_scaleR_right]
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lemmas has_derivative_scaleR_left [derivative_intros] =
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  bounded_linear.has_derivative [OF bounded_linear_scaleR_left]
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lemmas has_derivative_mult_right [derivative_intros] =
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  bounded_linear.has_derivative [OF bounded_linear_mult_right]
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lemmas has_derivative_mult_left [derivative_intros] =
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  bounded_linear.has_derivative [OF bounded_linear_mult_left]
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lemma has_derivative_add[simp, derivative_intros]:
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  assumes f: "(f has_derivative f') F"
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    and g: "(g has_derivative g') F"
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  shows "((\<lambda>x. f x + g x) has_derivative (\<lambda>x. f' x + g' x)) F"
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  unfolding has_derivative_def
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proof safe
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  let ?x = "Lim F (\<lambda>x. x)"
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  let ?D = "\<lambda>f f' y. ((f y - f ?x) - f' (y - ?x)) /\<^sub>R norm (y - ?x)"
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parents: 61810
diff changeset
   122
  have "((\<lambda>x. ?D f f' x + ?D g g' x) \<longlongrightarrow> (0 + 0)) F"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   123
    using f g by (intro tendsto_add) (auto simp: has_derivative_def)
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wenzelm
parents: 61810
diff changeset
   124
  then show "(?D (\<lambda>x. f x + g x) (\<lambda>x. f' x + g' x) \<longlongrightarrow> 0) F"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   125
    by (simp add: field_simps scaleR_add_right scaleR_diff_right)
56181
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hoelzl
parents: 55970
diff changeset
   126
qed (blast intro: bounded_linear_add f g has_derivative_bounded_linear)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   127
64267
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nipkow
parents: 63952
diff changeset
   128
lemma has_derivative_sum[simp, derivative_intros]:
63915
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wenzelm
parents: 63717
diff changeset
   129
  "(\<And>i. i \<in> I \<Longrightarrow> (f i has_derivative f' i) F) \<Longrightarrow>
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   130
    ((\<lambda>x. \<Sum>i\<in>I. f i x) has_derivative (\<lambda>x. \<Sum>i\<in>I. f' i x)) F"
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   131
  by (induct I rule: infinite_finite_induct) simp_all
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   132
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parents: 63469
diff changeset
   133
lemma has_derivative_minus[simp, derivative_intros]:
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wenzelm
parents: 63469
diff changeset
   134
  "(f has_derivative f') F \<Longrightarrow> ((\<lambda>x. - f x) has_derivative (\<lambda>x. - f' x)) F"
56181
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hoelzl
parents: 55970
diff changeset
   135
  using has_derivative_scaleR_right[of f f' F "-1"] by simp
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   136
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   137
lemma has_derivative_diff[simp, derivative_intros]:
63558
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wenzelm
parents: 63469
diff changeset
   138
  "(f has_derivative f') F \<Longrightarrow> (g has_derivative g') F \<Longrightarrow>
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wenzelm
parents: 63469
diff changeset
   139
    ((\<lambda>x. f x - g x) has_derivative (\<lambda>x. f' x - g' x)) F"
56181
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hoelzl
parents: 55970
diff changeset
   140
  by (simp only: diff_conv_add_uminus has_derivative_add has_derivative_minus)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   141
56181
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   142
lemma has_derivative_at_within:
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parents: 55970
diff changeset
   143
  "(f has_derivative f') (at x within s) \<longleftrightarrow>
61973
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wenzelm
parents: 61810
diff changeset
   144
    (bounded_linear f' \<and> ((\<lambda>y. ((f y - f x) - f' (y - x)) /\<^sub>R norm (y - x)) \<longlongrightarrow> 0) (at x within s))"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   145
  by (cases "at x within s = bot") (simp_all add: has_derivative_def Lim_ident_at)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   146
56181
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diff changeset
   147
lemma has_derivative_iff_norm:
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parents: 55970
diff changeset
   148
  "(f has_derivative f') (at x within s) \<longleftrightarrow>
63558
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wenzelm
parents: 63469
diff changeset
   149
    bounded_linear f' \<and> ((\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x)) \<longlongrightarrow> 0) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   150
  using tendsto_norm_zero_iff[of _ "at x within s", where 'b="'b", symmetric]
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   151
  by (simp add: has_derivative_at_within divide_inverse ac_simps)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   152
56181
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   153
lemma has_derivative_at:
63558
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wenzelm
parents: 63469
diff changeset
   154
  "(f has_derivative D) (at x) \<longleftrightarrow>
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wenzelm
parents: 63469
diff changeset
   155
    (bounded_linear D \<and> (\<lambda>h. norm (f (x + h) - f x - D h) / norm h) \<midarrow>0\<rightarrow> 0)"
56181
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hoelzl
parents: 55970
diff changeset
   156
  unfolding has_derivative_iff_norm LIM_offset_zero_iff[of _ _ x] by simp
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   157
56181
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parents: 55970
diff changeset
   158
lemma field_has_derivative_at:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   159
  fixes x :: "'a::real_normed_field"
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 67149
diff changeset
   160
  shows "(f has_derivative ( * ) D) (at x) \<longleftrightarrow> (\<lambda>h. (f (x + h) - f x) / h) \<midarrow>0\<rightarrow> D"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   161
  apply (unfold has_derivative_at)
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   162
  apply (simp add: bounded_linear_mult_right)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   163
  apply (simp cong: LIM_cong add: nonzero_norm_divide [symmetric])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   164
  apply (subst diff_divide_distrib)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   165
  apply (subst times_divide_eq_left [symmetric])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   166
  apply (simp cong: LIM_cong)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   167
  apply (simp add: tendsto_norm_zero_iff LIM_zero_iff)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   168
  done
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   169
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parents: 55970
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   170
lemma has_derivativeI:
63558
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wenzelm
parents: 63469
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   171
  "bounded_linear f' \<Longrightarrow>
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wenzelm
parents: 63469
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   172
    ((\<lambda>y. ((f y - f x) - f' (y - x)) /\<^sub>R norm (y - x)) \<longlongrightarrow> 0) (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   173
    (f has_derivative f') (at x within s)"
56181
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hoelzl
parents: 55970
diff changeset
   174
  by (simp add: has_derivative_at_within)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   175
56181
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parents: 55970
diff changeset
   176
lemma has_derivativeI_sandwich:
63558
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wenzelm
parents: 63469
diff changeset
   177
  assumes e: "0 < e"
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parents: 63469
diff changeset
   178
    and bounded: "bounded_linear f'"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   179
    and sandwich: "(\<And>y. y \<in> s \<Longrightarrow> y \<noteq> x \<Longrightarrow> dist y x < e \<Longrightarrow>
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wenzelm
parents: 63469
diff changeset
   180
      norm ((f y - f x) - f' (y - x)) / norm (y - x) \<le> H y)"
61973
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parents: 61810
diff changeset
   181
    and "(H \<longlongrightarrow> 0) (at x within s)"
56181
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parents: 55970
diff changeset
   182
  shows "(f has_derivative f') (at x within s)"
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parents: 55970
diff changeset
   183
  unfolding has_derivative_iff_norm
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   184
proof safe
61973
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wenzelm
parents: 61810
diff changeset
   185
  show "((\<lambda>y. norm (f y - f x - f' (y - x)) / norm (y - x)) \<longlongrightarrow> 0) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   186
  proof (rule tendsto_sandwich[where f="\<lambda>x. 0"])
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   187
    show "(H \<longlongrightarrow> 0) (at x within s)" by fact
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   188
    show "eventually (\<lambda>n. norm (f n - f x - f' (n - x)) / norm (n - x) \<le> H n) (at x within s)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   189
      unfolding eventually_at using e sandwich by auto
58729
e8ecc79aee43 add tendsto_const and tendsto_ident_at as simp and intro rules
hoelzl
parents: 57953
diff changeset
   190
  qed (auto simp: le_divide_eq)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   191
qed fact
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   192
63558
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wenzelm
parents: 63469
diff changeset
   193
lemma has_derivative_subset:
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wenzelm
parents: 63469
diff changeset
   194
  "(f has_derivative f') (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow> (f has_derivative f') (at x within t)"
56181
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hoelzl
parents: 55970
diff changeset
   195
  by (auto simp add: has_derivative_iff_norm intro: tendsto_within_subset)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   196
63558
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parents: 63469
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   197
lemmas has_derivative_within_subset = has_derivative_subset
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   198
67685
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immler
parents: 67443
diff changeset
   199
lemma has_derivative_within_singleton_iff:
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   200
  "(f has_derivative g) (at x within {x}) \<longleftrightarrow> bounded_linear g"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   201
  by (auto intro!: has_derivativeI_sandwich[where e=1] has_derivative_bounded_linear)
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   202
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   203
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
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diff changeset
   204
subsubsection \<open>Limit transformation for derivatives\<close>
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immler
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diff changeset
   205
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
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   206
lemma has_derivative_transform_within:
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immler
parents: 67443
diff changeset
   207
  assumes "(f has_derivative f') (at x within s)"
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immler
parents: 67443
diff changeset
   208
    and "0 < d"
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immler
parents: 67443
diff changeset
   209
    and "x \<in> s"
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immler
parents: 67443
diff changeset
   210
    and "\<And>x'. \<lbrakk>x' \<in> s; dist x' x < d\<rbrakk> \<Longrightarrow> f x' = g x'"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   211
  shows "(g has_derivative f') (at x within s)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   212
  using assms
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   213
  unfolding has_derivative_within
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   214
  by (force simp add: intro: Lim_transform_within)
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   215
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   216
lemma has_derivative_transform_within_open:
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immler
parents: 67443
diff changeset
   217
  assumes "(f has_derivative f') (at x within t)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   218
    and "open s"
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immler
parents: 67443
diff changeset
   219
    and "x \<in> s"
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immler
parents: 67443
diff changeset
   220
    and "\<And>x. x\<in>s \<Longrightarrow> f x = g x"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   221
  shows "(g has_derivative f') (at x within t)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   222
  using assms unfolding has_derivative_within
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   223
  by (force simp add: intro: Lim_transform_within_open)
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   224
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   225
lemma has_derivative_transform:
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immler
parents: 67443
diff changeset
   226
  assumes "x \<in> s" "\<And>x. x \<in> s \<Longrightarrow> g x = f x"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   227
  assumes "(f has_derivative f') (at x within s)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   228
  shows "(g has_derivative f') (at x within s)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   229
  using assms
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   230
  by (intro has_derivative_transform_within[OF _ zero_less_one, where g=g]) auto
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immler
parents: 67443
diff changeset
   231
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   232
lemma has_derivative_transform_eventually:
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immler
parents: 67443
diff changeset
   233
  assumes "(f has_derivative f') (at x within s)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   234
    "(\<forall>\<^sub>F x' in at x within s. f x' = g x')"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   235
  assumes "f x = g x" "x \<in> s"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   236
  shows "(g has_derivative f') (at x within s)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   237
  using assms
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   238
proof -
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   239
  from assms(2,3) obtain d where "d > 0" "\<And>x'. x' \<in> s \<Longrightarrow> dist x' x < d \<Longrightarrow> f x' = g x'"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   240
    by (force simp: eventually_at)
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   241
  from has_derivative_transform_within[OF assms(1) this(1) assms(4) this(2)]
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   242
  show ?thesis .
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   243
qed
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   244
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   245
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   246
subsection \<open>Continuity\<close>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   247
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   248
lemma has_derivative_continuous:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   249
  assumes f: "(f has_derivative f') (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   250
  shows "continuous (at x within s) f"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   251
proof -
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   252
  from f interpret F: bounded_linear f'
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   253
    by (rule has_derivative_bounded_linear)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   254
  note F.tendsto[tendsto_intros]
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   255
  let ?L = "\<lambda>f. (f \<longlongrightarrow> 0) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   256
  have "?L (\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x))"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   257
    using f unfolding has_derivative_iff_norm by blast
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   258
  then have "?L (\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x) * norm (y - x))" (is ?m)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   259
    by (rule tendsto_mult_zero) (auto intro!: tendsto_eq_intros)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   260
  also have "?m \<longleftrightarrow> ?L (\<lambda>y. norm ((f y - f x) - f' (y - x)))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   261
    by (intro filterlim_cong) (simp_all add: eventually_at_filter)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   262
  finally have "?L (\<lambda>y. (f y - f x) - f' (y - x))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   263
    by (rule tendsto_norm_zero_cancel)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   264
  then have "?L (\<lambda>y. ((f y - f x) - f' (y - x)) + f' (y - x))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   265
    by (rule tendsto_eq_intros) (auto intro!: tendsto_eq_intros simp: F.zero)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   266
  then have "?L (\<lambda>y. f y - f x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   267
    by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   268
  from tendsto_add[OF this tendsto_const, of "f x"] show ?thesis
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   269
    by (simp add: continuous_within)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   270
qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   271
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   272
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   273
subsection \<open>Composition\<close>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   274
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   275
lemma tendsto_at_iff_tendsto_nhds_within:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   276
  "f x = y \<Longrightarrow> (f \<longlongrightarrow> y) (at x within s) \<longleftrightarrow> (f \<longlongrightarrow> y) (inf (nhds x) (principal s))"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   277
  unfolding tendsto_def eventually_inf_principal eventually_at_filter
61810
3c5040d5694a sorted out eventually_mono
paulson <lp15@cam.ac.uk>
parents: 61799
diff changeset
   278
  by (intro ext all_cong imp_cong) (auto elim!: eventually_mono)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   279
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   280
lemma has_derivative_in_compose:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   281
  assumes f: "(f has_derivative f') (at x within s)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   282
    and g: "(g has_derivative g') (at (f x) within (f`s))"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   283
  shows "((\<lambda>x. g (f x)) has_derivative (\<lambda>x. g' (f' x))) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   284
proof -
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   285
  from f interpret F: bounded_linear f'
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   286
    by (rule has_derivative_bounded_linear)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   287
  from g interpret G: bounded_linear g'
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   288
    by (rule has_derivative_bounded_linear)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   289
  from F.bounded obtain kF where kF: "\<And>x. norm (f' x) \<le> norm x * kF"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   290
    by fast
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   291
  from G.bounded obtain kG where kG: "\<And>x. norm (g' x) \<le> norm x * kG"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   292
    by fast
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   293
  note G.tendsto[tendsto_intros]
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   294
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   295
  let ?L = "\<lambda>f. (f \<longlongrightarrow> 0) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   296
  let ?D = "\<lambda>f f' x y. (f y - f x) - f' (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   297
  let ?N = "\<lambda>f f' x y. norm (?D f f' x y) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   298
  let ?gf = "\<lambda>x. g (f x)" and ?gf' = "\<lambda>x. g' (f' x)"
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62398
diff changeset
   299
  define Nf where "Nf = ?N f f' x"
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62398
diff changeset
   300
  define Ng where [abs_def]: "Ng y = ?N g g' (f x) (f y)" for y
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   301
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   302
  show ?thesis
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   303
  proof (rule has_derivativeI_sandwich[of 1])
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   304
    show "bounded_linear (\<lambda>x. g' (f' x))"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   305
      using f g by (blast intro: bounded_linear_compose has_derivative_bounded_linear)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   306
  next
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   307
    fix y :: 'a
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   308
    assume neq: "y \<noteq> x"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   309
    have "?N ?gf ?gf' x y = norm (g' (?D f f' x y) + ?D g g' (f x) (f y)) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   310
      by (simp add: G.diff G.add field_simps)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   311
    also have "\<dots> \<le> norm (g' (?D f f' x y)) / norm (y - x) + Ng y * (norm (f y - f x) / norm (y - x))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   312
      by (simp add: add_divide_distrib[symmetric] divide_right_mono norm_triangle_ineq G.zero Ng_def)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   313
    also have "\<dots> \<le> Nf y * kG + Ng y * (Nf y + kF)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   314
    proof (intro add_mono mult_left_mono)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   315
      have "norm (f y - f x) = norm (?D f f' x y + f' (y - x))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   316
        by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   317
      also have "\<dots> \<le> norm (?D f f' x y) + norm (f' (y - x))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   318
        by (rule norm_triangle_ineq)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   319
      also have "\<dots> \<le> norm (?D f f' x y) + norm (y - x) * kF"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   320
        using kF by (intro add_mono) simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   321
      finally show "norm (f y - f x) / norm (y - x) \<le> Nf y + kF"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   322
        by (simp add: neq Nf_def field_simps)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   323
    qed (use kG in \<open>simp_all add: Ng_def Nf_def neq zero_le_divide_iff field_simps\<close>)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   324
    finally show "?N ?gf ?gf' x y \<le> Nf y * kG + Ng y * (Nf y + kF)" .
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   325
  next
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   326
    have [tendsto_intros]: "?L Nf"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   327
      using f unfolding has_derivative_iff_norm Nf_def ..
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   328
    from f have "(f \<longlongrightarrow> f x) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   329
      by (blast intro: has_derivative_continuous continuous_within[THEN iffD1])
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   330
    then have f': "LIM x at x within s. f x :> inf (nhds (f x)) (principal (f`s))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   331
      unfolding filterlim_def
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   332
      by (simp add: eventually_filtermap eventually_at_filter le_principal)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   333
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   334
    have "((?N g  g' (f x)) \<longlongrightarrow> 0) (at (f x) within f`s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   335
      using g unfolding has_derivative_iff_norm ..
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   336
    then have g': "((?N g  g' (f x)) \<longlongrightarrow> 0) (inf (nhds (f x)) (principal (f`s)))"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   337
      by (rule tendsto_at_iff_tendsto_nhds_within[THEN iffD1, rotated]) simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   338
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   339
    have [tendsto_intros]: "?L Ng"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   340
      unfolding Ng_def by (rule filterlim_compose[OF g' f'])
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   341
    show "((\<lambda>y. Nf y * kG + Ng y * (Nf y + kF)) \<longlongrightarrow> 0) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   342
      by (intro tendsto_eq_intros) auto
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   343
  qed simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   344
qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   345
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   346
lemma has_derivative_compose:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   347
  "(f has_derivative f') (at x within s) \<Longrightarrow> (g has_derivative g') (at (f x)) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   348
  ((\<lambda>x. g (f x)) has_derivative (\<lambda>x. g' (f' x))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   349
  by (blast intro: has_derivative_in_compose has_derivative_subset)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   350
67685
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   351
lemma has_derivative_in_compose2:
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   352
  assumes "\<And>x. x \<in> t \<Longrightarrow> (g has_derivative g' x) (at x within t)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   353
  assumes "f ` s \<subseteq> t" "x \<in> s"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   354
  assumes "(f has_derivative f') (at x within s)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   355
  shows "((\<lambda>x. g (f x)) has_derivative (\<lambda>y. g' (f x) (f' y))) (at x within s)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   356
  using assms
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   357
  by (auto intro: has_derivative_within_subset intro!: has_derivative_in_compose[of f f' x s g])
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   358
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   359
lemma (in bounded_bilinear) FDERIV:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   360
  assumes f: "(f has_derivative f') (at x within s)" and g: "(g has_derivative g') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   361
  shows "((\<lambda>x. f x ** g x) has_derivative (\<lambda>h. f x ** g' h + f' h ** g x)) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   362
proof -
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   363
  from bounded_linear.bounded [OF has_derivative_bounded_linear [OF f]]
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   364
  obtain KF where norm_F: "\<And>x. norm (f' x) \<le> norm x * KF" by fast
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   365
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   366
  from pos_bounded obtain K
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   367
    where K: "0 < K" and norm_prod: "\<And>a b. norm (a ** b) \<le> norm a * norm b * K"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   368
    by fast
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   369
  let ?D = "\<lambda>f f' y. f y - f x - f' (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   370
  let ?N = "\<lambda>f f' y. norm (?D f f' y) / norm (y - x)"
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62398
diff changeset
   371
  define Ng where "Ng = ?N g g'"
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62398
diff changeset
   372
  define Nf where "Nf = ?N f f'"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   373
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   374
  let ?fun1 = "\<lambda>y. norm (f y ** g y - f x ** g x - (f x ** g' (y - x) + f' (y - x) ** g x)) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   375
  let ?fun2 = "\<lambda>y. norm (f x) * Ng y * K + Nf y * norm (g y) * K + KF * norm (g y - g x) * K"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   376
  let ?F = "at x within s"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   377
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   378
  show ?thesis
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   379
  proof (rule has_derivativeI_sandwich[of 1])
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   380
    show "bounded_linear (\<lambda>h. f x ** g' h + f' h ** g x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   381
      by (intro bounded_linear_add
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   382
        bounded_linear_compose [OF bounded_linear_right] bounded_linear_compose [OF bounded_linear_left]
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   383
        has_derivative_bounded_linear [OF g] has_derivative_bounded_linear [OF f])
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   384
  next
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   385
    from g have "(g \<longlongrightarrow> g x) ?F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   386
      by (intro continuous_within[THEN iffD1] has_derivative_continuous)
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   387
    moreover from f g have "(Nf \<longlongrightarrow> 0) ?F" "(Ng \<longlongrightarrow> 0) ?F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   388
      by (simp_all add: has_derivative_iff_norm Ng_def Nf_def)
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   389
    ultimately have "(?fun2 \<longlongrightarrow> norm (f x) * 0 * K + 0 * norm (g x) * K + KF * norm (0::'b) * K) ?F"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   390
      by (intro tendsto_intros) (simp_all add: LIM_zero_iff)
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   391
    then show "(?fun2 \<longlongrightarrow> 0) ?F"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   392
      by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   393
  next
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   394
    fix y :: 'd
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   395
    assume "y \<noteq> x"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   396
    have "?fun1 y =
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   397
        norm (f x ** ?D g g' y + ?D f f' y ** g y + f' (y - x) ** (g y - g x)) / norm (y - x)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   398
      by (simp add: diff_left diff_right add_left add_right field_simps)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   399
    also have "\<dots> \<le> (norm (f x) * norm (?D g g' y) * K + norm (?D f f' y) * norm (g y) * K +
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   400
        norm (y - x) * KF * norm (g y - g x) * K) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   401
      by (intro divide_right_mono mult_mono'
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   402
                order_trans [OF norm_triangle_ineq add_mono]
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   403
                order_trans [OF norm_prod mult_right_mono]
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   404
                mult_nonneg_nonneg order_refl norm_ge_zero norm_F
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   405
                K [THEN order_less_imp_le])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   406
    also have "\<dots> = ?fun2 y"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   407
      by (simp add: add_divide_distrib Ng_def Nf_def)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   408
    finally show "?fun1 y \<le> ?fun2 y" .
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   409
  qed simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   410
qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   411
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   412
lemmas has_derivative_mult[simp, derivative_intros] = bounded_bilinear.FDERIV[OF bounded_bilinear_mult]
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   413
lemmas has_derivative_scaleR[simp, derivative_intros] = bounded_bilinear.FDERIV[OF bounded_bilinear_scaleR]
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   414
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   415
lemma has_derivative_prod[simp, derivative_intros]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   416
  fixes f :: "'i \<Rightarrow> 'a::real_normed_vector \<Rightarrow> 'b::real_normed_field"
63915
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   417
  shows "(\<And>i. i \<in> I \<Longrightarrow> (f i has_derivative f' i) (at x within s)) \<Longrightarrow>
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   418
    ((\<lambda>x. \<Prod>i\<in>I. f i x) has_derivative (\<lambda>y. \<Sum>i\<in>I. f' i y * (\<Prod>j\<in>I - {i}. f j x))) (at x within s)"
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   419
proof (induct I rule: infinite_finite_induct)
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   420
  case infinite
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   421
  then show ?case by simp
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   422
next
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   423
  case empty
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   424
  then show ?case by simp
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   425
next
63915
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   426
  case (insert i I)
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   427
  let ?P = "\<lambda>y. f i x * (\<Sum>i\<in>I. f' i y * (\<Prod>j\<in>I - {i}. f j x)) + (f' i y) * (\<Prod>i\<in>I. f i x)"
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   428
  have "((\<lambda>x. f i x * (\<Prod>i\<in>I. f i x)) has_derivative ?P) (at x within s)"
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   429
    using insert by (intro has_derivative_mult) auto
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   430
  also have "?P = (\<lambda>y. \<Sum>i'\<in>insert i I. f' i' y * (\<Prod>j\<in>insert i I - {i'}. f j x))"
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   431
    using insert(1,2)
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63952
diff changeset
   432
    by (auto simp add: sum_distrib_left insert_Diff_if intro!: ext sum.cong)
63915
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   433
  finally show ?case
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   434
    using insert by simp
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   435
qed
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   436
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   437
lemma has_derivative_power[simp, derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   438
  fixes f :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   439
  assumes f: "(f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   440
  shows "((\<lambda>x. f x^n) has_derivative (\<lambda>y. of_nat n * f' y * f x^(n - 1))) (at x within s)"
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   441
  using has_derivative_prod[OF f, of "{..< n}"] by (simp add: prod_constant ac_simps)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   442
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   443
lemma has_derivative_inverse':
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   444
  fixes x :: "'a::real_normed_div_algebra"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   445
  assumes x: "x \<noteq> 0"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   446
  shows "(inverse has_derivative (\<lambda>h. - (inverse x * h * inverse x))) (at x within s)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   447
    (is "(?inv has_derivative ?f) _")
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   448
proof (rule has_derivativeI_sandwich)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   449
  show "bounded_linear (\<lambda>h. - (?inv x * h * ?inv x))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   450
    apply (rule bounded_linear_minus)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   451
    apply (rule bounded_linear_mult_const)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   452
    apply (rule bounded_linear_const_mult)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   453
    apply (rule bounded_linear_ident)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   454
    done
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   455
  show "0 < norm x" using x by simp
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   456
  show "((\<lambda>y. norm (?inv y - ?inv x) * norm (?inv x)) \<longlongrightarrow> 0) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   457
    apply (rule tendsto_mult_left_zero)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   458
    apply (rule tendsto_norm_zero)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   459
    apply (rule LIM_zero)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   460
    apply (rule tendsto_inverse)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   461
     apply (rule tendsto_ident_at)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   462
    apply (rule x)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   463
    done
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   464
next
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   465
  fix y :: 'a
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   466
  assume h: "y \<noteq> x" "dist y x < norm x"
62397
5ae24f33d343 Substantial new material for multivariate analysis. Also removal of some duplicates.
paulson <lp15@cam.ac.uk>
parents: 61976
diff changeset
   467
  then have "y \<noteq> 0" by auto
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   468
  have "norm (?inv y - ?inv x - ?f (y -x)) / norm (y - x) =
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   469
      norm ((?inv y - ?inv x) * (y - x) * ?inv x) / norm (y - x)"
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   470
    apply (subst inverse_diff_inverse [OF \<open>y \<noteq> 0\<close> x])
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   471
    apply (subst minus_diff_minus)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   472
    apply (subst norm_minus_cancel)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   473
    apply (simp add: left_diff_distrib)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   474
    done
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   475
  also have "\<dots> \<le> norm (?inv y - ?inv x) * norm (y - x) * norm (?inv x) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   476
    apply (rule divide_right_mono [OF _ norm_ge_zero])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   477
    apply (rule order_trans [OF norm_mult_ineq])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   478
    apply (rule mult_right_mono [OF _ norm_ge_zero])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   479
    apply (rule norm_mult_ineq)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   480
    done
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   481
  also have "\<dots> = norm (?inv y - ?inv x) * norm (?inv x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   482
    by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   483
  finally show "norm (?inv y - ?inv x - ?f (y -x)) / norm (y - x) \<le>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   484
    norm (?inv y - ?inv x) * norm (?inv x)" .
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   485
qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   486
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   487
lemma has_derivative_inverse[simp, derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   488
  fixes f :: "_ \<Rightarrow> 'a::real_normed_div_algebra"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   489
  assumes x:  "f x \<noteq> 0"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   490
    and f: "(f has_derivative f') (at x within s)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   491
  shows "((\<lambda>x. inverse (f x)) has_derivative (\<lambda>h. - (inverse (f x) * f' h * inverse (f x))))
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   492
    (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   493
  using has_derivative_compose[OF f has_derivative_inverse', OF x] .
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   494
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   495
lemma has_derivative_divide[simp, derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   496
  fixes f :: "_ \<Rightarrow> 'a::real_normed_div_algebra"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   497
  assumes f: "(f has_derivative f') (at x within s)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   498
    and g: "(g has_derivative g') (at x within s)"
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   499
  assumes x: "g x \<noteq> 0"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   500
  shows "((\<lambda>x. f x / g x) has_derivative
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   501
                (\<lambda>h. - f x * (inverse (g x) * g' h * inverse (g x)) + f' h / g x)) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   502
  using has_derivative_mult[OF f has_derivative_inverse[OF x g]]
56480
093ea91498e6 field_simps: better support for negation and division, and power
hoelzl
parents: 56479
diff changeset
   503
  by (simp add: field_simps)
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   504
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   505
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   506
text \<open>Conventional form requires mult-AC laws. Types real and complex only.\<close>
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   507
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   508
lemma has_derivative_divide'[derivative_intros]:
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   509
  fixes f :: "_ \<Rightarrow> 'a::real_normed_field"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   510
  assumes f: "(f has_derivative f') (at x within s)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   511
    and g: "(g has_derivative g') (at x within s)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   512
    and x: "g x \<noteq> 0"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   513
  shows "((\<lambda>x. f x / g x) has_derivative (\<lambda>h. (f' h * g x - f x * g' h) / (g x * g x))) (at x within s)"
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   514
proof -
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   515
  have "f' h / g x - f x * (inverse (g x) * g' h * inverse (g x)) =
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   516
      (f' h * g x - f x * g' h) / (g x * g x)" for h
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   517
    by (simp add: field_simps x)
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   518
  then show ?thesis
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   519
    using has_derivative_divide [OF f g] x
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   520
    by simp
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   521
qed
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   522
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   523
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   524
subsection \<open>Uniqueness\<close>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   525
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   526
text \<open>
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   527
This can not generally shown for @{const has_derivative}, as we need to approach the point from
63627
6ddb43c6b711 rename HOL-Multivariate_Analysis to HOL-Analysis.
hoelzl
parents: 63558
diff changeset
   528
all directions. There is a proof in \<open>Analysis\<close> for \<open>euclidean_space\<close>.
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   529
\<close>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   530
67685
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   531
lemma has_derivative_at2: "(f has_derivative f') (at x) \<longleftrightarrow>
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   532
    bounded_linear f' \<and> ((\<lambda>y. (1 / (norm(y - x))) *\<^sub>R (f y - (f x + f' (y - x)))) \<longlongrightarrow> 0) (at x)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   533
  using has_derivative_within [of f f' x UNIV]
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   534
  by simp
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   535
lemma has_derivative_zero_unique:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   536
  assumes "((\<lambda>x. 0) has_derivative F) (at x)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   537
  shows "F = (\<lambda>h. 0)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   538
proof -
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   539
  interpret F: bounded_linear F
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   540
    using assms by (rule has_derivative_bounded_linear)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   541
  let ?r = "\<lambda>h. norm (F h) / norm h"
61976
3a27957ac658 more symbols;
wenzelm
parents: 61973
diff changeset
   542
  have *: "?r \<midarrow>0\<rightarrow> 0"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   543
    using assms unfolding has_derivative_at by simp
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   544
  show "F = (\<lambda>h. 0)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   545
  proof
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   546
    show "F h = 0" for h
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   547
    proof (rule ccontr)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   548
      assume **: "\<not> ?thesis"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   549
      then have h: "h \<noteq> 0"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   550
        by (auto simp add: F.zero)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   551
      with ** have "0 < ?r h"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   552
        by simp
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   553
      from LIM_D [OF * this] obtain s
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   554
        where s: "0 < s" and r: "\<And>x. x \<noteq> 0 \<Longrightarrow> norm x < s \<Longrightarrow> ?r x < ?r h"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   555
        by auto
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   556
      from dense [OF s] obtain t where t: "0 < t \<and> t < s" ..
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   557
      let ?x = "scaleR (t / norm h) h"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   558
      have "?x \<noteq> 0" and "norm ?x < s"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   559
        using t h by simp_all
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   560
      then have "?r ?x < ?r h"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   561
        by (rule r)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   562
      then show False
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   563
        using t h by (simp add: F.scaleR)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   564
    qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   565
  qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   566
qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   567
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   568
lemma has_derivative_unique:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   569
  assumes "(f has_derivative F) (at x)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   570
    and "(f has_derivative F') (at x)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   571
  shows "F = F'"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   572
proof -
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   573
  have "((\<lambda>x. 0) has_derivative (\<lambda>h. F h - F' h)) (at x)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   574
    using has_derivative_diff [OF assms] by simp
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   575
  then have "(\<lambda>h. F h - F' h) = (\<lambda>h. 0)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   576
    by (rule has_derivative_zero_unique)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   577
  then show "F = F'"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   578
    unfolding fun_eq_iff right_minus_eq .
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   579
qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   580
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   581
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   582
subsection \<open>Differentiability predicate\<close>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   583
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   584
definition differentiable :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a filter \<Rightarrow> bool"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   585
    (infix "differentiable" 50)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   586
  where "f differentiable F \<longleftrightarrow> (\<exists>D. (f has_derivative D) F)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   587
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   588
lemma differentiable_subset:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   589
  "f differentiable (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow> f differentiable (at x within t)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   590
  unfolding differentiable_def by (blast intro: has_derivative_subset)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   591
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   592
lemmas differentiable_within_subset = differentiable_subset
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   593
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   594
lemma differentiable_ident [simp, derivative_intros]: "(\<lambda>x. x) differentiable F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   595
  unfolding differentiable_def by (blast intro: has_derivative_ident)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   596
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   597
lemma differentiable_const [simp, derivative_intros]: "(\<lambda>z. a) differentiable F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   598
  unfolding differentiable_def by (blast intro: has_derivative_const)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   599
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   600
lemma differentiable_in_compose:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   601
  "f differentiable (at (g x) within (g`s)) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   602
    (\<lambda>x. f (g x)) differentiable (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   603
  unfolding differentiable_def by (blast intro: has_derivative_in_compose)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   604
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   605
lemma differentiable_compose:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   606
  "f differentiable (at (g x)) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   607
    (\<lambda>x. f (g x)) differentiable (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   608
  by (blast intro: differentiable_in_compose differentiable_subset)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   609
67685
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   610
lemma differentiable_add [simp, derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   611
  "f differentiable F \<Longrightarrow> g differentiable F \<Longrightarrow> (\<lambda>x. f x + g x) differentiable F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   612
  unfolding differentiable_def by (blast intro: has_derivative_add)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   613
67685
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   614
lemma differentiable_sum[simp, derivative_intros]:
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   615
  assumes "finite s" "\<forall>a\<in>s. (f a) differentiable net"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   616
  shows "(\<lambda>x. sum (\<lambda>a. f a x) s) differentiable net"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   617
proof -
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   618
  from bchoice[OF assms(2)[unfolded differentiable_def]]
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   619
  show ?thesis
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   620
    by (auto intro!: has_derivative_sum simp: differentiable_def)
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   621
qed
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   622
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   623
lemma differentiable_minus [simp, derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   624
  "f differentiable F \<Longrightarrow> (\<lambda>x. - f x) differentiable F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   625
  unfolding differentiable_def by (blast intro: has_derivative_minus)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   626
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   627
lemma differentiable_diff [simp, derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   628
  "f differentiable F \<Longrightarrow> g differentiable F \<Longrightarrow> (\<lambda>x. f x - g x) differentiable F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   629
  unfolding differentiable_def by (blast intro: has_derivative_diff)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   630
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   631
lemma differentiable_mult [simp, derivative_intros]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   632
  fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_algebra"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   633
  shows "f differentiable (at x within s) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   634
    (\<lambda>x. f x * g x) differentiable (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   635
  unfolding differentiable_def by (blast intro: has_derivative_mult)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   636
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   637
lemma differentiable_inverse [simp, derivative_intros]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   638
  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_field"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   639
  shows "f differentiable (at x within s) \<Longrightarrow> f x \<noteq> 0 \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   640
    (\<lambda>x. inverse (f x)) differentiable (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   641
  unfolding differentiable_def by (blast intro: has_derivative_inverse)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   642
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   643
lemma differentiable_divide [simp, derivative_intros]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   644
  fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_field"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   645
  shows "f differentiable (at x within s) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   646
    g x \<noteq> 0 \<Longrightarrow> (\<lambda>x. f x / g x) differentiable (at x within s)"
63092
a949b2a5f51d eliminated use of empty "assms";
wenzelm
parents: 63079
diff changeset
   647
  unfolding divide_inverse by simp
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   648
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   649
lemma differentiable_power [simp, derivative_intros]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   650
  fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   651
  shows "f differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f x ^ n) differentiable (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   652
  unfolding differentiable_def by (blast intro: has_derivative_power)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   653
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   654
lemma differentiable_scaleR [simp, derivative_intros]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   655
  "f differentiable (at x within s) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   656
    (\<lambda>x. f x *\<^sub>R g x) differentiable (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   657
  unfolding differentiable_def by (blast intro: has_derivative_scaleR)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   658
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   659
lemma has_derivative_imp_has_field_derivative:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   660
  "(f has_derivative D) F \<Longrightarrow> (\<And>x. x * D' = D x) \<Longrightarrow> (f has_field_derivative D') F"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   661
  unfolding has_field_derivative_def
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   662
  by (rule has_derivative_eq_rhs[of f D]) (simp_all add: fun_eq_iff mult.commute)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   663
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   664
lemma has_field_derivative_imp_has_derivative:
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 67149
diff changeset
   665
  "(f has_field_derivative D) F \<Longrightarrow> (f has_derivative ( * ) D) F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   666
  by (simp add: has_field_derivative_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   667
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   668
lemma DERIV_subset:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   669
  "(f has_field_derivative f') (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   670
    (f has_field_derivative f') (at x within t)"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   671
  by (simp add: has_field_derivative_def has_derivative_within_subset)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   672
59862
44b3f4fa33ca New material and binomial fix
paulson <lp15@cam.ac.uk>
parents: 59615
diff changeset
   673
lemma has_field_derivative_at_within:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   674
  "(f has_field_derivative f') (at x) \<Longrightarrow> (f has_field_derivative f') (at x within s)"
59862
44b3f4fa33ca New material and binomial fix
paulson <lp15@cam.ac.uk>
parents: 59615
diff changeset
   675
  using DERIV_subset by blast
44b3f4fa33ca New material and binomial fix
paulson <lp15@cam.ac.uk>
parents: 59615
diff changeset
   676
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   677
abbreviation (input)
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   678
  DERIV :: "('a::real_normed_field \<Rightarrow> 'a) \<Rightarrow> 'a \<Rightarrow> 'a \<Rightarrow> bool"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   679
    ("(DERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   680
  where "DERIV f x :> D \<equiv> (f has_field_derivative D) (at x)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   681
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   682
abbreviation has_real_derivative :: "(real \<Rightarrow> real) \<Rightarrow> real \<Rightarrow> real filter \<Rightarrow> bool"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   683
    (infix "(has'_real'_derivative)" 50)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   684
  where "(f has_real_derivative D) F \<equiv> (f has_field_derivative D) F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   685
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   686
lemma real_differentiable_def:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   687
  "f differentiable at x within s \<longleftrightarrow> (\<exists>D. (f has_real_derivative D) (at x within s))"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   688
proof safe
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   689
  assume "f differentiable at x within s"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   690
  then obtain f' where *: "(f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   691
    unfolding differentiable_def by auto
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 67149
diff changeset
   692
  then obtain c where "f' = (( * ) c)"
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   693
    by (metis real_bounded_linear has_derivative_bounded_linear mult.commute fun_eq_iff)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   694
  with * show "\<exists>D. (f has_real_derivative D) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   695
    unfolding has_field_derivative_def by auto
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   696
qed (auto simp: differentiable_def has_field_derivative_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   697
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   698
lemma real_differentiableE [elim?]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   699
  assumes f: "f differentiable (at x within s)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   700
  obtains df where "(f has_real_derivative df) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   701
  using assms by (auto simp: real_differentiable_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   702
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   703
lemma differentiableD:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   704
  "f differentiable (at x within s) \<Longrightarrow> \<exists>D. (f has_real_derivative D) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   705
  by (auto elim: real_differentiableE)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   706
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   707
lemma differentiableI:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   708
  "(f has_real_derivative D) (at x within s) \<Longrightarrow> f differentiable (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   709
  by (force simp add: real_differentiable_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   710
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
   711
lemma has_field_derivative_iff:
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
   712
  "(f has_field_derivative D) (at x within S) \<longleftrightarrow>
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
   713
    ((\<lambda>y. (f y - f x) / (y - x)) \<longlongrightarrow> D) (at x within S)"
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
   714
  apply (simp add: has_field_derivative_def has_derivative_iff_norm bounded_linear_mult_right
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   715
      LIM_zero_iff[symmetric, of _ D])
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   716
  apply (subst (2) tendsto_norm_zero_iff[symmetric])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   717
  apply (rule filterlim_cong)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   718
    apply (simp_all add: eventually_at_filter field_simps nonzero_norm_divide)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   719
  done
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   720
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
   721
lemma DERIV_def: "DERIV f x :> D \<longleftrightarrow> (\<lambda>h. (f (x + h) - f x) / h) \<midarrow>0\<rightarrow> D"
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
   722
  unfolding field_has_derivative_at has_field_derivative_def has_field_derivative_iff ..
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
   723
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 67149
diff changeset
   724
lemma mult_commute_abs: "(\<lambda>x. x * c) = ( * ) c"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   725
  for c :: "'a::ab_semigroup_mult"
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   726
  by (simp add: fun_eq_iff mult.commute)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   727
67685
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   728
lemma DERIV_compose_FDERIV:
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   729
  fixes f::"real\<Rightarrow>real"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   730
  assumes "DERIV f (g x) :> f'"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   731
  assumes "(g has_derivative g') (at x within s)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   732
  shows "((\<lambda>x. f (g x)) has_derivative (\<lambda>x. g' x * f')) (at x within s)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   733
  using assms has_derivative_compose[of g g' x s f "( * ) f'"]
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   734
  by (auto simp: has_field_derivative_def ac_simps)
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   735
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   736
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   737
subsection \<open>Vector derivative\<close>
60177
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   738
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   739
lemma has_field_derivative_iff_has_vector_derivative:
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   740
  "(f has_field_derivative y) F \<longleftrightarrow> (f has_vector_derivative y) F"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   741
  unfolding has_vector_derivative_def has_field_derivative_def real_scaleR_def mult_commute_abs ..
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   742
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   743
lemma has_field_derivative_subset:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   744
  "(f has_field_derivative y) (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   745
    (f has_field_derivative y) (at x within t)"
60177
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   746
  unfolding has_field_derivative_def by (rule has_derivative_subset)
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   747
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   748
lemma has_vector_derivative_const[simp, derivative_intros]: "((\<lambda>x. c) has_vector_derivative 0) net"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   749
  by (auto simp: has_vector_derivative_def)
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   750
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   751
lemma has_vector_derivative_id[simp, derivative_intros]: "((\<lambda>x. x) has_vector_derivative 1) net"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   752
  by (auto simp: has_vector_derivative_def)
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   753
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   754
lemma has_vector_derivative_minus[derivative_intros]:
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   755
  "(f has_vector_derivative f') net \<Longrightarrow> ((\<lambda>x. - f x) has_vector_derivative (- f')) net"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   756
  by (auto simp: has_vector_derivative_def)
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   757
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   758
lemma has_vector_derivative_add[derivative_intros]:
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   759
  "(f has_vector_derivative f') net \<Longrightarrow> (g has_vector_derivative g') net \<Longrightarrow>
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   760
    ((\<lambda>x. f x + g x) has_vector_derivative (f' + g')) net"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   761
  by (auto simp: has_vector_derivative_def scaleR_right_distrib)
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   762
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63952
diff changeset
   763
lemma has_vector_derivative_sum[derivative_intros]:
60177
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   764
  "(\<And>i. i \<in> I \<Longrightarrow> (f i has_vector_derivative f' i) net) \<Longrightarrow>
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   765
    ((\<lambda>x. \<Sum>i\<in>I. f i x) has_vector_derivative (\<Sum>i\<in>I. f' i)) net"
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63952
diff changeset
   766
  by (auto simp: has_vector_derivative_def fun_eq_iff scaleR_sum_right intro!: derivative_eq_intros)
60177
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   767
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   768
lemma has_vector_derivative_diff[derivative_intros]:
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   769
  "(f has_vector_derivative f') net \<Longrightarrow> (g has_vector_derivative g') net \<Longrightarrow>
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   770
    ((\<lambda>x. f x - g x) has_vector_derivative (f' - g')) net"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   771
  by (auto simp: has_vector_derivative_def scaleR_diff_right)
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   772
61204
3e491e34a62e new lemmas and movement of lemmas into place
paulson
parents: 60758
diff changeset
   773
lemma has_vector_derivative_add_const:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   774
  "((\<lambda>t. g t + z) has_vector_derivative f') net = ((\<lambda>t. g t) has_vector_derivative f') net"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   775
  apply (intro iffI)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   776
   apply (drule has_vector_derivative_diff [where g = "\<lambda>t. z", OF _ has_vector_derivative_const])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   777
   apply simp
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   778
  apply (drule has_vector_derivative_add [OF _ has_vector_derivative_const])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   779
  apply simp
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   780
  done
61204
3e491e34a62e new lemmas and movement of lemmas into place
paulson
parents: 60758
diff changeset
   781
3e491e34a62e new lemmas and movement of lemmas into place
paulson
parents: 60758
diff changeset
   782
lemma has_vector_derivative_diff_const:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   783
  "((\<lambda>t. g t - z) has_vector_derivative f') net = ((\<lambda>t. g t) has_vector_derivative f') net"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   784
  using has_vector_derivative_add_const [where z = "-z"]
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   785
  by simp
61204
3e491e34a62e new lemmas and movement of lemmas into place
paulson
parents: 60758
diff changeset
   786
60177
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   787
lemma (in bounded_linear) has_vector_derivative:
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   788
  assumes "(g has_vector_derivative g') F"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   789
  shows "((\<lambda>x. f (g x)) has_vector_derivative f g') F"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   790
  using has_derivative[OF assms[unfolded has_vector_derivative_def]]
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   791
  by (simp add: has_vector_derivative_def scaleR)
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   792
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   793
lemma (in bounded_bilinear) has_vector_derivative:
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   794
  assumes "(f has_vector_derivative f') (at x within s)"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   795
    and "(g has_vector_derivative g') (at x within s)"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   796
  shows "((\<lambda>x. f x ** g x) has_vector_derivative (f x ** g' + f' ** g x)) (at x within s)"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   797
  using FDERIV[OF assms(1-2)[unfolded has_vector_derivative_def]]
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   798
  by (simp add: has_vector_derivative_def scaleR_right scaleR_left scaleR_right_distrib)
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   799
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   800
lemma has_vector_derivative_scaleR[derivative_intros]:
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   801
  "(f has_field_derivative f') (at x within s) \<Longrightarrow> (g has_vector_derivative g') (at x within s) \<Longrightarrow>
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   802
    ((\<lambda>x. f x *\<^sub>R g x) has_vector_derivative (f x *\<^sub>R g' + f' *\<^sub>R g x)) (at x within s)"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   803
  unfolding has_field_derivative_iff_has_vector_derivative
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   804
  by (rule bounded_bilinear.has_vector_derivative[OF bounded_bilinear_scaleR])
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   805
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   806
lemma has_vector_derivative_mult[derivative_intros]:
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   807
  "(f has_vector_derivative f') (at x within s) \<Longrightarrow> (g has_vector_derivative g') (at x within s) \<Longrightarrow>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   808
    ((\<lambda>x. f x * g x) has_vector_derivative (f x * g' + f' * g x)) (at x within s)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   809
  for f g :: "real \<Rightarrow> 'a::real_normed_algebra"
60177
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   810
  by (rule bounded_bilinear.has_vector_derivative[OF bounded_bilinear_mult])
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   811
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   812
lemma has_vector_derivative_of_real[derivative_intros]:
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   813
  "(f has_field_derivative D) F \<Longrightarrow> ((\<lambda>x. of_real (f x)) has_vector_derivative (of_real D)) F"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   814
  by (rule bounded_linear.has_vector_derivative[OF bounded_linear_of_real])
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   815
    (simp add: has_field_derivative_iff_has_vector_derivative)
60177
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   816
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   817
lemma has_vector_derivative_continuous:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   818
  "(f has_vector_derivative D) (at x within s) \<Longrightarrow> continuous (at x within s) f"
60177
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   819
  by (auto intro: has_derivative_continuous simp: has_vector_derivative_def)
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   820
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   821
lemma has_vector_derivative_mult_right[derivative_intros]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   822
  fixes a :: "'a::real_normed_algebra"
60177
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   823
  shows "(f has_vector_derivative x) F \<Longrightarrow> ((\<lambda>x. a * f x) has_vector_derivative (a * x)) F"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   824
  by (rule bounded_linear.has_vector_derivative[OF bounded_linear_mult_right])
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   825
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   826
lemma has_vector_derivative_mult_left[derivative_intros]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   827
  fixes a :: "'a::real_normed_algebra"
60177
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   828
  shows "(f has_vector_derivative x) F \<Longrightarrow> ((\<lambda>x. f x * a) has_vector_derivative (x * a)) F"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   829
  by (rule bounded_linear.has_vector_derivative[OF bounded_linear_mult_left])
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   830
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   831
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   832
subsection \<open>Derivatives\<close>
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   833
61976
3a27957ac658 more symbols;
wenzelm
parents: 61973
diff changeset
   834
lemma DERIV_D: "DERIV f x :> D \<Longrightarrow> (\<lambda>h. (f (x + h) - f x) / h) \<midarrow>0\<rightarrow> D"
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   835
  by (simp add: DERIV_def)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   836
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
   837
lemma has_field_derivativeD:
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
   838
  "(f has_field_derivative D) (at x within S) \<Longrightarrow>
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
   839
    ((\<lambda>y. (f y - f x) / (y - x)) \<longlongrightarrow> D) (at x within S)"
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
   840
  by (simp add: has_field_derivative_iff)
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
   841
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   842
lemma DERIV_const [simp, derivative_intros]: "((\<lambda>x. k) has_field_derivative 0) F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   843
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_const]) auto
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   844
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   845
lemma DERIV_ident [simp, derivative_intros]: "((\<lambda>x. x) has_field_derivative 1) F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   846
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_ident]) auto
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   847
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   848
lemma field_differentiable_add[derivative_intros]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   849
  "(f has_field_derivative f') F \<Longrightarrow> (g has_field_derivative g') F \<Longrightarrow>
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   850
    ((\<lambda>z. f z + g z) has_field_derivative f' + g') F"
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   851
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_add])
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   852
     (auto simp: has_field_derivative_def field_simps mult_commute_abs)
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   853
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   854
corollary DERIV_add:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   855
  "(f has_field_derivative D) (at x within s) \<Longrightarrow> (g has_field_derivative E) (at x within s) \<Longrightarrow>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   856
    ((\<lambda>x. f x + g x) has_field_derivative D + E) (at x within s)"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   857
  by (rule field_differentiable_add)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   858
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   859
lemma field_differentiable_minus[derivative_intros]:
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   860
  "(f has_field_derivative f') F \<Longrightarrow> ((\<lambda>z. - (f z)) has_field_derivative -f') F"
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   861
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_minus])
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   862
     (auto simp: has_field_derivative_def field_simps mult_commute_abs)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   863
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   864
corollary DERIV_minus:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   865
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   866
    ((\<lambda>x. - f x) has_field_derivative -D) (at x within s)"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   867
  by (rule field_differentiable_minus)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   868
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   869
lemma field_differentiable_diff[derivative_intros]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   870
  "(f has_field_derivative f') F \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   871
    (g has_field_derivative g') F \<Longrightarrow> ((\<lambda>z. f z - g z) has_field_derivative f' - g') F"
63092
a949b2a5f51d eliminated use of empty "assms";
wenzelm
parents: 63079
diff changeset
   872
  by (simp only: diff_conv_add_uminus field_differentiable_add field_differentiable_minus)
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   873
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   874
corollary DERIV_diff:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   875
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   876
    (g has_field_derivative E) (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   877
    ((\<lambda>x. f x - g x) has_field_derivative D - E) (at x within s)"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   878
  by (rule field_differentiable_diff)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   879
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   880
lemma DERIV_continuous: "(f has_field_derivative D) (at x within s) \<Longrightarrow> continuous (at x within s) f"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   881
  by (drule has_derivative_continuous[OF has_field_derivative_imp_has_derivative]) simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   882
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   883
corollary DERIV_isCont: "DERIV f x :> D \<Longrightarrow> isCont f x"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   884
  by (rule DERIV_continuous)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   885
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   886
lemma DERIV_continuous_on:
63299
71805faedeb2 Integration by substitution
eberlm
parents: 63263
diff changeset
   887
  "(\<And>x. x \<in> s \<Longrightarrow> (f has_field_derivative (D x)) (at x within s)) \<Longrightarrow> continuous_on s f"
71805faedeb2 Integration by substitution
eberlm
parents: 63263
diff changeset
   888
  unfolding continuous_on_eq_continuous_within
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   889
  by (intro continuous_at_imp_continuous_on ballI DERIV_continuous)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   890
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   891
lemma DERIV_mult':
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   892
  "(f has_field_derivative D) (at x within s) \<Longrightarrow> (g has_field_derivative E) (at x within s) \<Longrightarrow>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   893
    ((\<lambda>x. f x * g x) has_field_derivative f x * E + D * g x) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   894
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_mult])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   895
     (auto simp: field_simps mult_commute_abs dest: has_field_derivative_imp_has_derivative)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   896
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   897
lemma DERIV_mult[derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   898
  "(f has_field_derivative Da) (at x within s) \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   899
    ((\<lambda>x. f x * g x) has_field_derivative Da * g x + Db * f x) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   900
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_mult])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   901
     (auto simp: field_simps dest: has_field_derivative_imp_has_derivative)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   902
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   903
text \<open>Derivative of linear multiplication\<close>
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   904
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   905
lemma DERIV_cmult:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   906
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   907
    ((\<lambda>x. c * f x) has_field_derivative c * D) (at x within s)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   908
  by (drule DERIV_mult' [OF DERIV_const]) simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   909
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   910
lemma DERIV_cmult_right:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   911
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   912
    ((\<lambda>x. f x * c) has_field_derivative D * c) (at x within s)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   913
  using DERIV_cmult by (auto simp add: ac_simps)
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   914
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 67149
diff changeset
   915
lemma DERIV_cmult_Id [simp]: "(( * ) c has_field_derivative c) (at x within s)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   916
  using DERIV_ident [THEN DERIV_cmult, where c = c and x = x] by simp
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   917
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   918
lemma DERIV_cdivide:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   919
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   920
    ((\<lambda>x. f x / c) has_field_derivative D / c) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   921
  using DERIV_cmult_right[of f D x s "1 / c"] by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   922
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   923
lemma DERIV_unique: "DERIV f x :> D \<Longrightarrow> DERIV f x :> E \<Longrightarrow> D = E"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   924
  unfolding DERIV_def by (rule LIM_unique)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   925
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63952
diff changeset
   926
lemma DERIV_sum[derivative_intros]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   927
  "(\<And> n. n \<in> S \<Longrightarrow> ((\<lambda>x. f x n) has_field_derivative (f' x n)) F) \<Longrightarrow>
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63952
diff changeset
   928
    ((\<lambda>x. sum (f x) S) has_field_derivative sum (f' x) S) F"
b9a1486e79be setsum -> sum
nipkow
parents: 63952
diff changeset
   929
  by (rule has_derivative_imp_has_field_derivative [OF has_derivative_sum])
b9a1486e79be setsum -> sum
nipkow
parents: 63952
diff changeset
   930
     (auto simp: sum_distrib_left mult_commute_abs dest: has_field_derivative_imp_has_derivative)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   931
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   932
lemma DERIV_inverse'[derivative_intros]:
59867
58043346ca64 given up separate type classes demanding `inverse 0 = 0`
haftmann
parents: 59862
diff changeset
   933
  assumes "(f has_field_derivative D) (at x within s)"
58043346ca64 given up separate type classes demanding `inverse 0 = 0`
haftmann
parents: 59862
diff changeset
   934
    and "f x \<noteq> 0"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   935
  shows "((\<lambda>x. inverse (f x)) has_field_derivative - (inverse (f x) * D * inverse (f x)))
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   936
    (at x within s)"
59867
58043346ca64 given up separate type classes demanding `inverse 0 = 0`
haftmann
parents: 59862
diff changeset
   937
proof -
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 67149
diff changeset
   938
  have "(f has_derivative (\<lambda>x. x * D)) = (f has_derivative ( * ) D)"
59867
58043346ca64 given up separate type classes demanding `inverse 0 = 0`
haftmann
parents: 59862
diff changeset
   939
    by (rule arg_cong [of "\<lambda>x. x * D"]) (simp add: fun_eq_iff)
58043346ca64 given up separate type classes demanding `inverse 0 = 0`
haftmann
parents: 59862
diff changeset
   940
  with assms have "(f has_derivative (\<lambda>x. x * D)) (at x within s)"
58043346ca64 given up separate type classes demanding `inverse 0 = 0`
haftmann
parents: 59862
diff changeset
   941
    by (auto dest!: has_field_derivative_imp_has_derivative)
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   942
  then show ?thesis using \<open>f x \<noteq> 0\<close>
59867
58043346ca64 given up separate type classes demanding `inverse 0 = 0`
haftmann
parents: 59862
diff changeset
   943
    by (auto intro: has_derivative_imp_has_field_derivative has_derivative_inverse)
58043346ca64 given up separate type classes demanding `inverse 0 = 0`
haftmann
parents: 59862
diff changeset
   944
qed
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   945
61799
4cf66f21b764 isabelle update_cartouches -c -t;
wenzelm
parents: 61609
diff changeset
   946
text \<open>Power of \<open>-1\<close>\<close>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   947
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   948
lemma DERIV_inverse:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   949
  "x \<noteq> 0 \<Longrightarrow> ((\<lambda>x. inverse(x)) has_field_derivative - (inverse x ^ Suc (Suc 0))) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   950
  by (drule DERIV_inverse' [OF DERIV_ident]) simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   951
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   952
text \<open>Derivative of inverse\<close>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   953
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   954
lemma DERIV_inverse_fun:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   955
  "(f has_field_derivative d) (at x within s) \<Longrightarrow> f x \<noteq> 0 \<Longrightarrow>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   956
    ((\<lambda>x. inverse (f x)) has_field_derivative (- (d * inverse(f x ^ Suc (Suc 0))))) (at x within s)"
57514
bdc2c6b40bf2 prefer ac_simps collections over separate name bindings for add and mult
haftmann
parents: 57512
diff changeset
   957
  by (drule (1) DERIV_inverse') (simp add: ac_simps nonzero_inverse_mult_distrib)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   958
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   959
text \<open>Derivative of quotient\<close>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   960
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   961
lemma DERIV_divide[derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   962
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   963
    (g has_field_derivative E) (at x within s) \<Longrightarrow> g x \<noteq> 0 \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   964
    ((\<lambda>x. f x / g x) has_field_derivative (D * g x - f x * E) / (g x * g x)) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   965
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_divide])
56480
093ea91498e6 field_simps: better support for negation and division, and power
hoelzl
parents: 56479
diff changeset
   966
     (auto dest: has_field_derivative_imp_has_derivative simp: field_simps)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   967
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   968
lemma DERIV_quotient:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   969
  "(f has_field_derivative d) (at x within s) \<Longrightarrow>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   970
    (g has_field_derivative e) (at x within s)\<Longrightarrow> g x \<noteq> 0 \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   971
    ((\<lambda>y. f y / g y) has_field_derivative (d * g x - (e * f x)) / (g x ^ Suc (Suc 0))) (at x within s)"
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   972
  by (drule (2) DERIV_divide) (simp add: mult.commute)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   973
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   974
lemma DERIV_power_Suc:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   975
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   976
    ((\<lambda>x. f x ^ Suc n) has_field_derivative (1 + of_nat n) * (D * f x ^ n)) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   977
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_power])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   978
     (auto simp: has_field_derivative_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   979
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   980
lemma DERIV_power[derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   981
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   982
    ((\<lambda>x. f x ^ n) has_field_derivative of_nat n * (D * f x ^ (n - Suc 0))) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   983
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_power])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   984
     (auto simp: has_field_derivative_def)
31880
6fb86c61747c Added DERIV_intros
hoelzl
parents: 31404
diff changeset
   985
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   986
lemma DERIV_pow: "((\<lambda>x. x ^ n) has_field_derivative real n * (x ^ (n - Suc 0))) (at x within s)"
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61552
diff changeset
   987
  using DERIV_power [OF DERIV_ident] by simp
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   988
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   989
lemma DERIV_chain': "(f has_field_derivative D) (at x within s) \<Longrightarrow> DERIV g (f x) :> E \<Longrightarrow>
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   990
  ((\<lambda>x. g (f x)) has_field_derivative E * D) (at x within s)"
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 67149
diff changeset
   991
  using has_derivative_compose[of f "( * ) D" x s g "( * ) E"]
63170
eae6549dbea2 tuned proofs, to allow unfold_abs_def;
wenzelm
parents: 63092
diff changeset
   992
  by (simp only: has_field_derivative_def mult_commute_abs ac_simps)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   993
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   994
corollary DERIV_chain2: "DERIV f (g x) :> Da \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   995
  ((\<lambda>x. f (g x)) has_field_derivative Da * Db) (at x within s)"
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   996
  by (rule DERIV_chain')
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   997
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   998
text \<open>Standard version\<close>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   999
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1000
lemma DERIV_chain:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1001
  "DERIV f (g x) :> Da \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1002
    (f \<circ> g has_field_derivative Da * Db) (at x within s)"
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
  1003
  by (drule (1) DERIV_chain', simp add: o_def mult.commute)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
  1004
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1005
lemma DERIV_image_chain:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1006
  "(f has_field_derivative Da) (at (g x) within (g ` s)) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1007
    (g has_field_derivative Db) (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1008
    (f \<circ> g has_field_derivative Da * Db) (at x within s)"
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 67149
diff changeset
  1009
  using has_derivative_in_compose [of g "( * ) Db" x s f "( * ) Da "]
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1010
  by (simp add: has_field_derivative_def o_def mult_commute_abs ac_simps)
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
  1011
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
  1012
(*These two are from HOL Light: HAS_COMPLEX_DERIVATIVE_CHAIN*)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
  1013
lemma DERIV_chain_s:
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
  1014
  assumes "(\<And>x. x \<in> s \<Longrightarrow> DERIV g x :> g'(x))"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1015
    and "DERIV f x :> f'"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1016
    and "f x \<in> s"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1017
  shows "DERIV (\<lambda>x. g(f x)) x :> f' * g'(f x)"
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
  1018
  by (metis (full_types) DERIV_chain' mult.commute assms)
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
  1019
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
  1020
lemma DERIV_chain3: (*HAS_COMPLEX_DERIVATIVE_CHAIN_UNIV*)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
  1021
  assumes "(\<And>x. DERIV g x :> g'(x))"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1022
    and "DERIV f x :> f'"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1023
  shows "DERIV (\<lambda>x. g(f x)) x :> f' * g'(f x)"
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
  1024
  by (metis UNIV_I DERIV_chain_s [of UNIV] assms)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
  1025
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1026
text \<open>Alternative definition for differentiability\<close>
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1027
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1028
lemma DERIV_LIM_iff:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1029
  fixes f :: "'a::{real_normed_vector,inverse} \<Rightarrow> 'a"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1030
  shows "((\<lambda>h. (f (a + h) - f a) / h) \<midarrow>0\<rightarrow> D) = ((\<lambda>x. (f x - f a) / (x - a)) \<midarrow>a\<rightarrow> D)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1031
  apply (rule iffI)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1032
   apply (drule_tac k="- a" in LIM_offset)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1033
   apply simp
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1034
  apply (drule_tac k="a" in LIM_offset)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1035
  apply (simp add: add.commute)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1036
  done
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1037
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1038
lemmas DERIV_iff2 = has_field_derivative_iff
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1039
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1040
lemma has_field_derivative_cong_ev:
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1041
  assumes "x = y"
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1042
    and *: "eventually (\<lambda>x. x \<in> s \<longrightarrow> f x = g x) (nhds x)"
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1043
    and "u = v" "s = t" "x \<in> s"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1044
  shows "(f has_field_derivative u) (at x within s) = (g has_field_derivative v) (at y within t)"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1045
  unfolding DERIV_iff2
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1046
proof (rule filterlim_cong)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1047
  from assms have "f y = g y"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1048
    by (auto simp: eventually_nhds)
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1049
  with * show "\<forall>\<^sub>F xa in at x within s. (f xa - f x) / (xa - x) = (g xa - g y) / (xa - y)"
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1050
    unfolding eventually_at_filter
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1051
    by eventually_elim (auto simp: assms \<open>f y = g y\<close>)
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1052
qed (simp_all add: assms)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1053
67706
4ddc49205f5d Unified the order of zeros and poles; improved reasoning around non-essential singularites
Wenda Li <wl302@cam.ac.uk>
parents: 67443
diff changeset
  1054
lemma has_field_derivative_cong_eventually:
4ddc49205f5d Unified the order of zeros and poles; improved reasoning around non-essential singularites
Wenda Li <wl302@cam.ac.uk>
parents: 67443
diff changeset
  1055
  assumes "eventually (\<lambda>x. f x = g x) (at x within s)" "f x=g x"
4ddc49205f5d Unified the order of zeros and poles; improved reasoning around non-essential singularites
Wenda Li <wl302@cam.ac.uk>
parents: 67443
diff changeset
  1056
  shows "(f has_field_derivative u) (at x within s) = (g has_field_derivative u) (at x within s)"
4ddc49205f5d Unified the order of zeros and poles; improved reasoning around non-essential singularites
Wenda Li <wl302@cam.ac.uk>
parents: 67443
diff changeset
  1057
  unfolding DERIV_iff2
4ddc49205f5d Unified the order of zeros and poles; improved reasoning around non-essential singularites
Wenda Li <wl302@cam.ac.uk>
parents: 67443
diff changeset
  1058
  apply (rule tendsto_cong)
4ddc49205f5d Unified the order of zeros and poles; improved reasoning around non-essential singularites
Wenda Li <wl302@cam.ac.uk>
parents: 67443
diff changeset
  1059
  apply (insert assms)
4ddc49205f5d Unified the order of zeros and poles; improved reasoning around non-essential singularites
Wenda Li <wl302@cam.ac.uk>
parents: 67443
diff changeset
  1060
  by (auto elim: eventually_mono)
4ddc49205f5d Unified the order of zeros and poles; improved reasoning around non-essential singularites
Wenda Li <wl302@cam.ac.uk>
parents: 67443
diff changeset
  1061
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1062
lemma DERIV_cong_ev:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1063
  "x = y \<Longrightarrow> eventually (\<lambda>x. f x = g x) (nhds x) \<Longrightarrow> u = v \<Longrightarrow>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
  1064
    DERIV f x :> u \<longleftrightarrow> DERIV g y :> v"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1065
  by (rule has_field_derivative_cong_ev) simp_all
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1066
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
  1067
lemma DERIV_shift:
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1068
  "(f has_field_derivative y) (at (x + z)) = ((\<lambda>x. f (x + z)) has_field_derivative y) (at x)"
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
  1069
  by (simp add: DERIV_def field_simps)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1070
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1071
lemma DERIV_mirror: "(DERIV f (- x) :> y) \<longleftrightarrow> (DERIV (\<lambda>x. f (- x)) x :> - y)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1072
  for f :: "real \<Rightarrow> real" and x y :: real
56479
91958d4b30f7 revert c1bbd3e22226, a14831ac3023, and 36489d77c484: divide_minus_left/right are again simp rules
hoelzl
parents: 56409
diff changeset
  1073
  by (simp add: DERIV_def filterlim_at_split filterlim_at_left_to_right
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1074
      tendsto_minus_cancel_left field_simps conj_commute)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1075
63263
c6c95d64607a approximation, derivative, and continuity of floor and ceiling
immler
parents: 63170
diff changeset
  1076
lemma floor_has_real_derivative:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1077
  fixes f :: "real \<Rightarrow> 'a::{floor_ceiling,order_topology}"
63263
c6c95d64607a approximation, derivative, and continuity of floor and ceiling
immler
parents: 63170
diff changeset
  1078
  assumes "isCont f x"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1079
    and "f x \<notin> \<int>"
63263
c6c95d64607a approximation, derivative, and continuity of floor and ceiling
immler
parents: 63170
diff changeset
  1080
  shows "((\<lambda>x. floor (f x)) has_real_derivative 0) (at x)"
c6c95d64607a approximation, derivative, and continuity of floor and ceiling
immler
parents: 63170
diff changeset
  1081
proof (subst DERIV_cong_ev[OF refl _ refl])
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1082
  show "((\<lambda>_. floor (f x)) has_real_derivative 0) (at x)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1083
    by simp
63263
c6c95d64607a approximation, derivative, and continuity of floor and ceiling
immler
parents: 63170
diff changeset
  1084
  have "\<forall>\<^sub>F y in at x. \<lfloor>f y\<rfloor> = \<lfloor>f x\<rfloor>"
c6c95d64607a approximation, derivative, and continuity of floor and ceiling
immler
parents: 63170
diff changeset
  1085
    by (rule eventually_floor_eq[OF assms[unfolded continuous_at]])
c6c95d64607a approximation, derivative, and continuity of floor and ceiling
immler
parents: 63170
diff changeset
  1086
  then show "\<forall>\<^sub>F y in nhds x. real_of_int \<lfloor>f y\<rfloor> = real_of_int \<lfloor>f x\<rfloor>"
c6c95d64607a approximation, derivative, and continuity of floor and ceiling
immler
parents: 63170
diff changeset
  1087
    unfolding eventually_at_filter
c6c95d64607a approximation, derivative, and continuity of floor and ceiling
immler
parents: 63170
diff changeset
  1088
    by eventually_elim auto
c6c95d64607a approximation, derivative, and continuity of floor and ceiling
immler
parents: 63170
diff changeset
  1089
qed
c6c95d64607a approximation, derivative, and continuity of floor and ceiling
immler
parents: 63170
diff changeset
  1090
67685
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
  1091
lemmas has_derivative_floor[derivative_intros] =
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
  1092
  floor_has_real_derivative[THEN DERIV_compose_FDERIV]
63263
c6c95d64607a approximation, derivative, and continuity of floor and ceiling
immler
parents: 63170
diff changeset
  1093
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1094
text \<open>Caratheodory formulation of derivative at a point\<close>
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1095
55970
6d123f0ae358 Some new proofs. Tidying up, esp to remove "apply rule".
paulson <lp15@cam.ac.uk>
parents: 55967
diff changeset
  1096
lemma CARAT_DERIV: (*FIXME: SUPERSEDED BY THE ONE IN Deriv.thy. But still used by NSA/HDeriv.thy*)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
  1097
  "(DERIV f x :> l) \<longleftrightarrow> (\<exists>g. (\<forall>z. f z - f x = g z * (z - x)) \<and> isCont g x \<and> g x = l)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1098
  (is "?lhs = ?rhs")
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1099
proof
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1100
  assume ?lhs
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1101
  show "\<exists>g. (\<forall>z. f z - f x = g z * (z - x)) \<and> isCont g x \<and> g x = l"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1102
  proof (intro exI conjI)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1103
    let ?g = "(\<lambda>z. if z = x then l else (f z - f x) / (z-x))"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1104
    show "\<forall>z. f z - f x = ?g z * (z - x)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1105
      by simp
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1106
    show "isCont ?g x"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1107
      using \<open>?lhs\<close> by (simp add: isCont_iff DERIV_def cong: LIM_equal [rule_format])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1108
    show "?g x = l"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1109
      by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1110
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1111
next
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1112
  assume ?rhs
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1113
  then obtain g where "(\<forall>z. f z - f x = g z * (z - x))" and "isCont g x" and "g x = l"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1114
    by blast
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1115
  then show ?lhs
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1116
    by (auto simp add: isCont_iff DERIV_def cong: LIM_cong)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1117
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1118
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1119
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1120
subsection \<open>Local extrema\<close>
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
  1121
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1122
text \<open>If @{term "0 < f' x"} then @{term x} is Locally Strictly Increasing At The Right.\<close>
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1123
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1124
lemma has_real_derivative_pos_inc_right:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1125
  fixes f :: "real \<Rightarrow> real"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1126
  assumes der: "(f has_real_derivative l) (at x within S)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1127
    and l: "0 < l"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1128
  shows "\<exists>d > 0. \<forall>h > 0. x + h \<in> S \<longrightarrow> h < d \<longrightarrow> f x < f (x + h)"
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1129
  using assms
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1130
proof -
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1131
  from der [THEN has_field_derivativeD, THEN tendstoD, OF l, unfolded eventually_at]
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1132
  obtain s where s: "0 < s"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1133
    and all: "\<And>xa. xa\<in>S \<Longrightarrow> xa \<noteq> x \<and> dist xa x < s \<longrightarrow> \<bar>(f xa - f x) / (xa - x) - l\<bar> < l"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1134
    by (auto simp: dist_real_def)
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1135
  then show ?thesis
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1136
  proof (intro exI conjI strip)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1137
    show "0 < s" by (rule s)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1138
  next
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1139
    fix h :: real
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1140
    assume "0 < h" "h < s" "x + h \<in> S"
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1141
    with all [of "x + h"] show "f x < f (x+h)"
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1142
    proof (simp add: abs_if dist_real_def pos_less_divide_eq split: if_split_asm)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1143
      assume "\<not> (f (x + h) - f x) / h < l" and h: "0 < h"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1144
      with l have "0 < (f (x + h) - f x) / h"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1145
        by arith
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1146
      then show "f x < f (x + h)"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1147
        by (simp add: pos_less_divide_eq h)
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1148
    qed
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1149
  qed
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1150
qed
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1151
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1152
lemma DERIV_pos_inc_right:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1153
  fixes f :: "real \<Rightarrow> real"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1154
  assumes der: "DERIV f x :> l"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1155
    and l: "0 < l"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1156
  shows "\<exists>d > 0. \<forall>h > 0. h < d \<longrightarrow> f x < f (x + h)"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1157
  using has_real_derivative_pos_inc_right[OF assms]
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1158
  by auto
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1159
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1160
lemma has_real_derivative_neg_dec_left:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1161
  fixes f :: "real \<Rightarrow> real"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1162
  assumes der: "(f has_real_derivative l) (at x within S)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1163
    and "l < 0"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1164
  shows "\<exists>d > 0. \<forall>h > 0. x - h \<in> S \<longrightarrow> h < d \<longrightarrow> f x < f (x - h)"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1165
proof -
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1166
  from \<open>l < 0\<close> have l: "- l > 0"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1167
    by simp
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1168
  from der [THEN has_field_derivativeD, THEN tendstoD, OF l, unfolded eventually_at]
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1169
  obtain s where s: "0 < s"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1170
    and all: "\<And>xa. xa\<in>S \<Longrightarrow> xa \<noteq> x \<and> dist xa x < s \<longrightarrow> \<bar>(f xa - f x) / (xa - x) - l\<bar> < - l"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1171
    by (auto simp: dist_real_def)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1172
  then show ?thesis
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1173
  proof (intro exI conjI strip)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1174
    show "0 < s" by (rule s)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1175
  next
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1176
    fix h :: real
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1177
    assume "0 < h" "h < s" "x - h \<in> S"
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1178
    with all [of "x - h"] show "f x < f (x-h)"
63648
f9f3006a5579 "split add" -> "split"
nipkow
parents: 63627
diff changeset
  1179
    proof (simp add: abs_if pos_less_divide_eq dist_real_def split: if_split_asm)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1180
      assume "- ((f (x-h) - f x) / h) < l" and h: "0 < h"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1181
      with l have "0 < (f (x-h) - f x) / h"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1182
        by arith
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1183
      then show "f x < f (x - h)"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1184
        by (simp add: pos_less_divide_eq h)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1185
    qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1186
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1187
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1188
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1189
lemma DERIV_neg_dec_left:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1190
  fixes f :: "real \<Rightarrow> real"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1191
  assumes der: "DERIV f x :> l"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1192
    and l: "l < 0"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1193
  shows "\<exists>d > 0. \<forall>h > 0. h < d \<longrightarrow> f x < f (x - h)"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1194
  using has_real_derivative_neg_dec_left[OF assms]
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1195
  by auto
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1196
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1197
lemma has_real_derivative_pos_inc_left:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1198
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1199
  shows "(f has_real_derivative l) (at x within S) \<Longrightarrow> 0 < l \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1200
    \<exists>d>0. \<forall>h>0. x - h \<in> S \<longrightarrow> h < d \<longrightarrow> f (x - h) < f x"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1201
  by (rule has_real_derivative_neg_dec_left [of "\<lambda>x. - f x" "-l" x S, simplified])
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1202
      (auto simp add: DERIV_minus)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1203
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1204
lemma DERIV_pos_inc_left:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1205
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1206
  shows "DERIV f x :> l \<Longrightarrow> 0 < l \<Longrightarrow> \<exists>d > 0. \<forall>h > 0. h < d \<longrightarrow> f (x - h) < f x"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1207
  using has_real_derivative_pos_inc_left
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1208
  by blast
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1209
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1210
lemma has_real_derivative_neg_dec_right:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1211
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1212
  shows "(f has_real_derivative l) (at x within S) \<Longrightarrow> l < 0 \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1213
    \<exists>d > 0. \<forall>h > 0. x + h \<in> S \<longrightarrow> h < d \<longrightarrow> f x > f (x + h)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1214
  by (rule has_real_derivative_pos_inc_right [of "\<lambda>x. - f x" "-l" x S, simplified])
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1215
      (auto simp add: DERIV_minus)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1216
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1217
lemma DERIV_neg_dec_right:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1218
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1219
  shows "DERIV f x :> l \<Longrightarrow> l < 0 \<Longrightarrow> \<exists>d > 0. \<forall>h > 0. h < d \<longrightarrow> f x > f (x + h)"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1220
  using has_real_derivative_neg_dec_right by blast
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1221
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1222
lemma DERIV_local_max:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1223
  fixes f :: "real \<Rightarrow> real"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1224
  assumes der: "DERIV f x :> l"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1225
    and d: "0 < d"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1226
    and le: "\<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> f y \<le> f x"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1227
  shows "l = 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1228
proof (cases rule: linorder_cases [of l 0])
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1229
  case equal
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1230
  then show ?thesis .
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1231
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1232
  case less
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1233
  from DERIV_neg_dec_left [OF der less]
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1234
  obtain d' where d': "0 < d'" and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x - h)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1235
    by blast
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1236
  obtain e where "0 < e \<and> e < d \<and> e < d'"
68527
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 67707
diff changeset
  1237
    using field_lbound_gt_zero [OF d d']  ..
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1238
  with lt le [THEN spec [where x="x - e"]] show ?thesis
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1239
    by (auto simp add: abs_if)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1240
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1241
  case greater
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1242
  from DERIV_pos_inc_right [OF der greater]
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1243
  obtain d' where d': "0 < d'" and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x + h)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1244
    by blast
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1245
  obtain e where "0 < e \<and> e < d \<and> e < d'"
68527
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 67707
diff changeset
  1246
    using field_lbound_gt_zero [OF d d'] ..
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1247
  with lt le [THEN spec [where x="x + e"]] show ?thesis
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1248
    by (auto simp add: abs_if)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1249
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1250
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1251
text \<open>Similar theorem for a local minimum\<close>
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1252
lemma DERIV_local_min:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1253
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1254
  shows "DERIV f x :> l \<Longrightarrow> 0 < d \<Longrightarrow> \<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> f x \<le> f y \<Longrightarrow> l = 0"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1255
  by (drule DERIV_minus [THEN DERIV_local_max]) auto
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1256
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1257
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1258
text\<open>In particular, if a function is locally flat\<close>
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1259
lemma DERIV_local_const:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1260
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1261
  shows "DERIV f x :> l \<Longrightarrow> 0 < d \<Longrightarrow> \<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> f x = f y \<Longrightarrow> l = 0"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1262
  by (auto dest!: DERIV_local_max)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1263
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
  1264
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1265
subsection \<open>Rolle's Theorem\<close>
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
  1266
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1267
text \<open>Lemma about introducing open ball in open interval\<close>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1268
lemma lemma_interval_lt: "a < x \<Longrightarrow> x < b \<Longrightarrow> \<exists>d. 0 < d \<and> (\<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> a < y \<and> y < b)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1269
  for a b x :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1270
  apply (simp add: abs_less_iff)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1271
  apply (insert linorder_linear [of "x - a" "b - x"])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1272
  apply safe
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1273
   apply (rule_tac x = "x - a" in exI)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1274
   apply (rule_tac [2] x = "b - x" in exI)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1275
   apply auto
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1276
  done
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
  1277
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1278
lemma lemma_interval: "a < x \<Longrightarrow> x < b \<Longrightarrow> \<exists>d. 0 < d \<and> (\<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1279
  for a b x :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1280
  apply (drule lemma_interval_lt)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1281
   apply auto
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1282
  apply force
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1283
  done
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1284
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1285
text \<open>Rolle's Theorem.
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1286
   If @{term f} is defined and continuous on the closed interval
61799
4cf66f21b764 isabelle update_cartouches -c -t;
wenzelm
parents: 61609
diff changeset
  1287
   \<open>[a,b]\<close> and differentiable on the open interval \<open>(a,b)\<close>,
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1288
   and @{term "f a = f b"},
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1289
   then there exists \<open>x0 \<in> (a,b)\<close> such that @{term "f' x0 = 0"}\<close>
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1290
theorem Rolle:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1291
  fixes a b :: real
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1292
  assumes lt: "a < b"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1293
    and eq: "f a = f b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1294
    and con: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1295
    and dif [rule_format]: "\<forall>x. a < x \<and> x < b \<longrightarrow> f differentiable (at x)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1296
  shows "\<exists>z. a < z \<and> z < b \<and> DERIV f z :> 0"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1297
proof -
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1298
  have le: "a \<le> b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1299
    using lt by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1300
  from isCont_eq_Ub [OF le con]
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1301
  obtain x where x_max: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f z \<le> f x" and "a \<le> x" "x \<le> b"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1302
    by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1303
  from isCont_eq_Lb [OF le con]
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1304
  obtain x' where x'_min: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f x' \<le> f z" and "a \<le> x'" "x' \<le> b"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1305
    by blast
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1306
  consider "a < x" "x < b" | "x = a \<or> x = b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1307
    using \<open>a \<le> x\<close> \<open>x \<le> b\<close> by arith
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1308
  then show ?thesis
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1309
  proof cases
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1310
    case 1
67443
3abf6a722518 standardized towards new-style formal comments: isabelle update_comments;
wenzelm
parents: 67399
diff changeset
  1311
    \<comment> \<open>@{term f} attains its maximum within the interval\<close>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1312
    obtain d where d: "0 < d" and bound: "\<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1313
      using lemma_interval [OF 1] by blast
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1314
    then have bound': "\<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> f y \<le> f x"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1315
      using x_max by blast
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1316
    obtain l where der: "DERIV f x :> l"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1317
      using differentiableD [OF dif [OF conjI [OF 1]]] ..
67443
3abf6a722518 standardized towards new-style formal comments: isabelle update_comments;
wenzelm
parents: 67399
diff changeset
  1318
    \<comment> \<open>the derivative at a local maximum is zero\<close>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1319
    have "l = 0"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1320
      by (rule DERIV_local_max [OF der d bound'])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1321
    with 1 der show ?thesis by auto
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1322
  next
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1323
    case 2
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1324
    then have fx: "f b = f x" by (auto simp add: eq)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1325
    consider "a < x'" "x' < b" | "x' = a \<or> x' = b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1326
      using \<open>a \<le> x'\<close> \<open>x' \<le> b\<close> by arith
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1327
    then show ?thesis
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1328
    proof cases
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1329
      case 1
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1330
        \<comment> \<open>@{term f} attains its minimum within the interval\<close>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1331
      from lemma_interval [OF 1]
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1332
      obtain d where d: "0<d" and bound: "\<forall>y. \<bar>x'-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1333
        by blast
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1334
      then have bound': "\<forall>y. \<bar>x' - y\<bar> < d \<longrightarrow> f x' \<le> f y"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1335
        using x'_min by blast
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1336
      from differentiableD [OF dif [OF conjI [OF 1]]]
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1337
      obtain l where der: "DERIV f x' :> l" ..
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1338
      have "l = 0" by (rule DERIV_local_min [OF der d bound'])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1339
        \<comment> \<open>the derivative at a local minimum is zero\<close>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1340
      then show ?thesis using 1 der by auto
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1341
    next
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1342
      case 2
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1343
        \<comment> \<open>@{term f} is constant throughout the interval\<close>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1344
      then have fx': "f b = f x'" by (auto simp: eq)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1345
      from dense [OF lt] obtain r where r: "a < r" "r < b" by blast
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1346
      obtain d where d: "0 < d" and bound: "\<forall>y. \<bar>r - y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1347
        using lemma_interval [OF r] by blast
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1348
      have eq_fb: "f z = f b" if "a \<le> z" and "z \<le> b" for z
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1349
      proof (rule order_antisym)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1350
        show "f z \<le> f b" by (simp add: fx x_max that)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1351
        show "f b \<le> f z" by (simp add: fx' x'_min that)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1352
      qed
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1353
      have bound': "\<forall>y. \<bar>r - y\<bar> < d \<longrightarrow> f r = f y"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1354
      proof (intro strip)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1355
        fix y :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1356
        assume lt: "\<bar>r - y\<bar> < d"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1357
        then have "f y = f b" by (simp add: eq_fb bound)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1358
        then show "f r = f y" by (simp add: eq_fb r order_less_imp_le)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1359
      qed
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1360
      obtain l where der: "DERIV f r :> l"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1361
        using differentiableD [OF dif [OF conjI [OF r]]] ..
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1362
      have "l = 0"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1363
        by (rule DERIV_local_const [OF der d bound'])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1364
        \<comment> \<open>the derivative of a constant function is zero\<close>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1365
      with r der show ?thesis by auto
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1366
    qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1367
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1368
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1369
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1370
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1371
subsection \<open>Mean Value Theorem\<close>
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1372
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1373
lemma lemma_MVT: "f a - (f b - f a) / (b - a) * a = f b - (f b - f a) / (b - a) * b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1374
  for a b :: real
51481
ef949192e5d6 move continuous_on_inv to HOL image (simplifies isCont_inverse_function)
hoelzl
parents: 51480
diff changeset
  1375
  by (cases "a = b") (simp_all add: field_simps)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1376
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1377
theorem MVT:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1378
  fixes a b :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1379
  assumes lt: "a < b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1380
    and con: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1381
    and dif [rule_format]: "\<forall>x. a < x \<and> x < b \<longrightarrow> f differentiable (at x)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1382
  shows "\<exists>l z. a < z \<and> z < b \<and> DERIV f z :> l \<and> f b - f a = (b - a) * l"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1383
proof -
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1384
  let ?F = "\<lambda>x. f x - ((f b - f a) / (b - a)) * x"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1385
  have cont_f: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?F x"
56371
fb9ae0727548 extend continuous_intros; remove continuous_on_intros and isCont_intros
hoelzl
parents: 56369
diff changeset
  1386
    using con by (fast intro: continuous_intros)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1387
  have dif_f: "\<forall>x. a < x \<and> x < b \<longrightarrow> ?F differentiable (at x)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1388
  proof clarify
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1389
    fix x :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1390
    assume x: "a < x" "x < b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1391
    obtain l where der: "DERIV f x :> l"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1392
      using differentiableD [OF dif [OF conjI [OF x]]] ..
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1393
    show "?F differentiable (at x)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1394
      by (rule differentiableI [where D = "l - (f b - f a) / (b - a)"],
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1395
          blast intro: DERIV_diff DERIV_cmult_Id der)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1396
  qed
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1397
  from Rolle [where f = ?F, OF lt lemma_MVT cont_f dif_f]
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1398
  obtain z where z: "a < z" "z < b" and der: "DERIV ?F z :> 0"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1399
    by blast
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1400
  have "DERIV (\<lambda>x. ((f b - f a) / (b - a)) * x) z :> (f b - f a) / (b - a)"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1401
    by (rule DERIV_cmult_Id)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1402
  then have der_f: "DERIV (\<lambda>x. ?F x + (f b - f a) / (b - a) * x) z :> 0 + (f b - f a) / (b - a)"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1403
    by (rule DERIV_add [OF der])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1404
  show ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1405
  proof (intro exI conjI)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1406
    show "a < z" and "z < b" using z .
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1407
    show "f b - f a = (b - a) * ((f b - f a) / (b - a))" by simp
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1408
    show "DERIV f z :> ((f b - f a) / (b - a))" using der_f by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1409
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1410
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1411
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1412
lemma MVT2:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1413
  "a < b \<Longrightarrow> \<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> DERIV f x :> f' x \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1414
    \<exists>z::real. a < z \<and> z < b \<and> (f b - f a = (b - a) * f' z)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1415
  apply (drule MVT)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1416
    apply (blast intro: DERIV_isCont)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1417
   apply (force dest: order_less_imp_le simp add: real_differentiable_def)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1418
  apply (blast dest: DERIV_unique order_less_imp_le)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1419
  done
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1420
68601
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1421
lemma pos_deriv_imp_strict_mono:
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1422
  assumes "\<And>x. (f has_real_derivative f' x) (at x)"
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1423
  assumes "\<And>x. f' x > 0"
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1424
  shows   "strict_mono f"
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1425
proof (rule strict_monoI)
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1426
  fix x y :: real assume xy: "x < y"
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1427
  from assms and xy have "\<exists>z>x. z < y \<and> f y - f x = (y - x) * f' z"
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1428
    by (intro MVT2) (auto dest: connectedD_interval)
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1429
  then obtain z where z: "z > x" "z < y" "f y - f x = (y - x) * f' z" by blast
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1430
  note \<open>f y - f x = (y - x) * f' z\<close>
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1431
  also have "(y - x) * f' z > 0" using xy assms by (intro mult_pos_pos) auto
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1432
  finally show "f x < f y" by simp
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1433
qed
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1434
68601
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1435
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1436
subsubsection \<open>A function is constant if its derivative is 0 over an interval.\<close>
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1437
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1438
lemma DERIV_isconst_end:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1439
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1440
  shows "a < b \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1441
    \<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1442
    \<forall>x. a < x \<and> x < b \<longrightarrow> DERIV f x :> 0 \<Longrightarrow> f b = f a"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1443
  apply (drule (1) MVT)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1444
   apply (blast intro: differentiableI)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1445
  apply (auto dest!: DERIV_unique simp add: diff_eq_eq)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1446
  done
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1447
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1448
lemma DERIV_isconst1:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1449
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1450
  shows "a < b \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1451
    \<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1452
    \<forall>x. a < x \<and> x < b \<longrightarrow> DERIV f x :> 0 \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1453
    \<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> f x = f a"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1454
  apply safe
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1455
  apply (drule_tac x = a in order_le_imp_less_or_eq)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1456
  apply safe
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1457
  apply (drule_tac b = x in DERIV_isconst_end)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1458
    apply auto
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1459
  done
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1460
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1461
lemma DERIV_isconst2:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1462
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1463
  shows "a < b \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1464
    \<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1465
    \<forall>x. a < x \<and> x < b \<longrightarrow> DERIV f x :> 0 \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1466
    a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> f x = f a"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1467
  by (blast dest: DERIV_isconst1)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1468
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1469
lemma DERIV_isconst3:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1470
  fixes a b x y :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1471
  assumes "a < b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1472
    and "x \<in> {a <..< b}"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1473
    and "y \<in> {a <..< b}"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1474
    and derivable: "\<And>x. x \<in> {a <..< b} \<Longrightarrow> DERIV f x :> 0"
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1475
  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
  1476
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
  1477
  case False
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1478
  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
  1479
  let ?b = "max x y"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1480
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1481
  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
  1482
  proof (rule allI, rule impI)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1483
    fix z :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1484
    assume "?a \<le> z \<and> z \<le> ?b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1485
    then have "a < z" and "z < b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1486
      using \<open>x \<in> {a <..< b}\<close> and \<open>y \<in> {a <..< b}\<close> by auto
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1487
    then have "z \<in> {a<..<b}" by auto
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1488
    then show "DERIV f z :> 0" by (rule derivable)
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1489
  qed
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1490
  then have isCont: "\<forall>z. ?a \<le> z \<and> z \<le> ?b \<longrightarrow> isCont f z"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1491
    and DERIV: "\<forall>z. ?a < z \<and> z < ?b \<longrightarrow> DERIV f z :> 0"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1492
    using DERIV_isCont by auto
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1493
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1494
  have "?a < ?b" using \<open>x \<noteq> y\<close> by auto
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1495
  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
  1496
  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
  1497
qed auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1498
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1499
lemma DERIV_isconst_all:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1500
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1501
  shows "\<forall>x. DERIV f x :> 0 \<Longrightarrow> f x = f y"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1502
  apply (rule linorder_cases [of x y])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1503
    apply (blast intro: sym DERIV_isCont DERIV_isconst_end)+
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1504
  done
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1505
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1506
lemma DERIV_const_ratio_const:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1507
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1508
  shows "a \<noteq> b \<Longrightarrow> \<forall>x. DERIV f x :> k \<Longrightarrow> f b - f a = (b - a) * k"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1509
  apply (rule linorder_cases [of a b])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1510
    apply auto
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1511
   apply (drule_tac [!] f = f in MVT)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1512
       apply (auto dest: DERIV_isCont DERIV_unique simp: real_differentiable_def)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1513
  apply (auto dest: DERIV_unique simp: ring_distribs)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1514
  done
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1515
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1516
lemma DERIV_const_ratio_const2:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1517
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1518
  shows "a \<noteq> b \<Longrightarrow> \<forall>x. DERIV f x :> k \<Longrightarrow> (f b - f a) / (b - a) = k"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1519
  apply (rule_tac c1 = "b-a" in mult_right_cancel [THEN iffD1])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1520
   apply (auto dest!: DERIV_const_ratio_const simp add: mult.assoc)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1521
  done
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1522
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1523
lemma real_average_minus_first [simp]: "(a + b) / 2 - a = (b - a) / 2"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1524
  for a b :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1525
  by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1526
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1527
lemma real_average_minus_second [simp]: "(b + a) / 2 - a = (b - a) / 2"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1528
  for a b :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1529
  by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1530
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1531
text \<open>Gallileo's "trick": average velocity = av. of end velocities.\<close>
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1532
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1533
lemma DERIV_const_average:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1534
  fixes v :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1535
    and a b :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1536
  assumes neq: "a \<noteq> b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1537
    and der: "\<forall>x. DERIV v x :> k"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1538
  shows "v ((a + b) / 2) = (v a + v b) / 2"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1539
proof (cases rule: linorder_cases [of a b])
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1540
  case equal
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1541
  with neq show ?thesis by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1542
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1543
  case less
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1544
  have "(v b - v a) / (b - a) = k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1545
    by (rule DERIV_const_ratio_const2 [OF neq der])
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1546
  then have "(b - a) * ((v b - v a) / (b - a)) = (b - a) * k"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1547
    by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1548
  moreover have "(v ((a + b) / 2) - v a) / ((a + b) / 2 - a) = k"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1549
    by (rule DERIV_const_ratio_const2 [OF _ der]) (simp add: neq)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1550
  ultimately show ?thesis
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1551
    using neq by force
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1552
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1553
  case greater
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1554
  have "(v b - v a) / (b - a) = k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1555
    by (rule DERIV_const_ratio_const2 [OF neq der])
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1556
  then have "(b - a) * ((v b - v a) / (b - a)) = (b - a) * k"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1557
    by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1558
  moreover have " (v ((b + a) / 2) - v a) / ((b + a) / 2 - a) = k"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1559
    by (rule DERIV_const_ratio_const2 [OF _ der]) (simp add: neq)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1560
  ultimately show ?thesis
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1561
    using neq by (force simp add: add.commute)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1562
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1563
68601
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1564
subsubsection\<open>A function with positive derivative is increasing\<close>
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1565
text \<open>A simple proof using the MVT, by Jeremy Avigad. And variants.\<close>
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1566
lemma DERIV_pos_imp_increasing_open:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1567
  fixes a b :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1568
    and f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1569
  assumes "a < b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1570
    and "\<And>x. a < x \<Longrightarrow> x < b \<Longrightarrow> (\<exists>y. DERIV f x :> y \<and> y > 0)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1571
    and con: "\<And>x. a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> isCont f x"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1572
  shows "f a < f b"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1573
proof (rule ccontr)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1574
  assume f: "\<not> ?thesis"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1575
  have "\<exists>l z. a < z \<and> z < b \<and> DERIV f z :> l \<and> f b - f a = (b - a) * l"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1576
    by (rule MVT) (use assms Deriv.differentiableI in \<open>force+\<close>)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1577
  then obtain l z where z: "a < z" "z < b" "DERIV f z :> l" and "f b - f a = (b - a) * l"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1578
    by auto
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1579
  with assms f have "\<not> l > 0"
36777
be5461582d0f avoid using real-specific versions of generic lemmas
huffman
parents: 35216
diff changeset
  1580
    by (metis linorder_not_le mult_le_0_iff diff_le_0_iff_le)
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1581
  with assms z show False
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1582
    by (metis DERIV_unique)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1583
qed
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1584
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1585
lemma DERIV_pos_imp_increasing:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1586
  fixes a b :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1587
    and f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1588
  assumes "a < b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1589
    and "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> (\<exists>y. DERIV f x :> y \<and> y > 0)"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1590
  shows "f a < f b"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1591
  by (metis DERIV_pos_imp_increasing_open [of a b f] assms DERIV_continuous less_imp_le)
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1592
45791
d985ec974815 more systematic lemma name
noschinl
parents: 45600
diff changeset
  1593
lemma DERIV_nonneg_imp_nondecreasing:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1594
  fixes a b :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1595
    and f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1596
  assumes "a \<le> b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1597
    and "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> (\<exists>y. DERIV f x :> y \<and> y \<ge> 0)"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1598
  shows "f a \<le> f b"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1599
proof (rule ccontr, cases "a = b")
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1600
  assume "\<not> ?thesis" and "a = b"
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1601
  then show False by auto
37891
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1602
next
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1603
  assume *: "\<not> ?thesis"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1604
  assume "a \<noteq> b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1605
  with assms have "\<exists>l z. a < z \<and> z < b \<and> DERIV f z :> l \<and> f b - f a = (b - a) * l"
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1606
    apply -
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1607
    apply (rule MVT)
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1608
      apply auto
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1609
     apply (metis DERIV_isCont)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1610
    apply (metis differentiableI less_le)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1611
    done
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1612
  then obtain l z where lz: "a < z" "z < b" "DERIV f z :> l" and **: "f b - f a = (b - a) * l"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1613
    by auto
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1614
  with * have "a < b" "f b < f a" by auto
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1615
  with ** have "\<not> l \<ge> 0" by (auto simp add: not_le algebra_simps)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1616
    (metis * add_le_cancel_right assms(1) less_eq_real_def mult_right_mono add_left_mono linear order_refl)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1617
  with assms lz show False
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1618
    by (metis DERIV_unique order_less_imp_le)
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1619
qed
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1620
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1621
lemma DERIV_neg_imp_decreasing_open:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1622
  fixes a b :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1623
    and f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1624
  assumes "a < b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1625
    and "\<And>x. a < x \<Longrightarrow> x < b \<Longrightarrow> (\<exists>y. DERIV f x :> y \<and> y < 0)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1626
    and con: "\<And>x. a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> isCont f x"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1627
  shows "f a > f b"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1628
proof -
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1629
  have "(\<lambda>x. -f x) a < (\<lambda>x. -f x) b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1630
    apply (rule DERIV_pos_imp_increasing_open [of a b "\<lambda>x. -f x"])
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1631
    using assms
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1632
      apply auto
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1633
    apply (metis field_differentiable_minus neg_0_less_iff_less)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1634
    done
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1635
  then show ?thesis
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1636
    by simp
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1637
qed
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1638
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1639
lemma DERIV_neg_imp_decreasing:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1640
  fixes a b :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1641
    and f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1642
  assumes "a < b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1643
    and "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> (\<exists>y. DERIV f x :> y \<and> y < 0)"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1644
  shows "f a > f b"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1645
  by (metis DERIV_neg_imp_decreasing_open [of a b f] assms DERIV_continuous less_imp_le)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1646
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1647
lemma DERIV_nonpos_imp_nonincreasing:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1648
  fixes a b :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1649
    and f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1650
  assumes "a \<le> b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1651
    and "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> (\<exists>y. DERIV f x :> y \<and> y \<le> 0)"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1652
  shows "f a \<ge> f b"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1653
proof -
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1654
  have "(\<lambda>x. -f x) a \<le> (\<lambda>x. -f x) b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1655
    apply (rule DERIV_nonneg_imp_nondecreasing [of a b "\<lambda>x. -f x"])
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1656
    using assms
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1657
     apply auto
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1658
    apply (metis DERIV_minus neg_0_le_iff_le)
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1659
    done
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1660
  then show ?thesis
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1661
    by simp
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1662
qed
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1663
56289
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1664
lemma DERIV_pos_imp_increasing_at_bot:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1665
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1666
  assumes "\<And>x. x \<le> b \<Longrightarrow> (\<exists>y. DERIV f x :> y \<and> y > 0)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1667
    and lim: "(f \<longlongrightarrow> flim) at_bot"
56289
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1668
  shows "flim < f b"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1669
proof -
63952
354808e9f44b new material connected with HOL Light measure theory, plus more rationalisation
paulson <lp15@cam.ac.uk>
parents: 63918
diff changeset
  1670
  have "\<exists>N. \<forall>n\<le>N. f n \<le> f (b - 1)"
56289
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1671
    apply (rule_tac x="b - 2" in exI)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1672
    apply (force intro: order.strict_implies_order DERIV_pos_imp_increasing [where f=f] assms)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1673
    done
63952
354808e9f44b new material connected with HOL Light measure theory, plus more rationalisation
paulson <lp15@cam.ac.uk>
parents: 63918
diff changeset
  1674
  then have "flim \<le> f (b - 1)"
354808e9f44b new material connected with HOL Light measure theory, plus more rationalisation
paulson <lp15@cam.ac.uk>
parents: 63918
diff changeset
  1675
     by (auto simp: trivial_limit_at_bot_linorder eventually_at_bot_linorder tendsto_upperbound [OF lim])
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1676
  also have "\<dots> < f b"
56289
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1677
    by (force intro: DERIV_pos_imp_increasing [where f=f] assms)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1678
  finally show ?thesis .
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1679
qed
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1680
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1681
lemma DERIV_neg_imp_decreasing_at_top:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1682
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1683
  assumes der: "\<And>x. x \<ge> b \<Longrightarrow> (\<exists>y. DERIV f x :> y \<and> y < 0)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1684
    and lim: "(f \<longlongrightarrow> flim) at_top"
56289
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1685
  shows "flim < f b"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1686
  apply (rule DERIV_pos_imp_increasing_at_bot [where f = "\<lambda>i. f (-i)" and b = "-b", simplified])
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1687
   apply (metis DERIV_mirror der le_minus_iff neg_0_less_iff_less)
56289
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1688
  apply (metis filterlim_at_top_mirror lim)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1689
  done
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1690
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1691
text \<open>Derivative of inverse function\<close>
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1692
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1693
lemma DERIV_inverse_function:
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1694
  fixes f g :: "real \<Rightarrow> real"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1695
  assumes der: "DERIV f (g x) :> D"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1696
    and neq: "D \<noteq> 0"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1697
    and x: "a < x" "x < b"
68611
4bc4b5c0ccfc de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68601
diff changeset
  1698
    and inj: "\<And>y. \<lbrakk>a < y; y < b\<rbrakk> \<Longrightarrow> f (g y) = y"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1699
    and cont: "isCont g x"
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1700
  shows "DERIV g x :> inverse D"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1701
unfolding DERIV_iff2
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1702
proof (rule LIM_equal2)
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1703
  show "0 < min (x - a) (b - x)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1704
    using x by arith
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1705
next
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1706
  fix y
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1707
  assume "norm (y - x) < min (x - a) (b - x)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1708
  then have "a < y" and "y < b"
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1709
    by (simp_all add: abs_less_iff)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1710
  then show "(g y - g x) / (y - x) = inverse ((f (g y) - x) / (g y - g x))"
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1711
    by (simp add: inj)
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1712
next
61976
3a27957ac658 more symbols;
wenzelm
parents: 61973
diff changeset
  1713
  have "(\<lambda>z. (f z - f (g x)) / (z - g x)) \<midarrow>g x\<rightarrow> D"
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1714
    by (rule der [unfolded DERIV_iff2])
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1715
  then have 1: "(\<lambda>z. (f z - x) / (z - g x)) \<midarrow>g x\<rightarrow> D"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1716
    using inj x by simp
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1717
  have 2: "\<exists>d>0. \<forall>y. y \<noteq> x \<and> norm (y - x) < d \<longrightarrow> g y \<noteq> g x"
56219
bf80d125406b tuned proofs;
wenzelm
parents: 56217
diff changeset
  1718
  proof (rule exI, safe)
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1719
    show "0 < min (x - a) (b - x)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1720
      using x by simp
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1721
  next
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1722
    fix y
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1723
    assume "norm (y - x) < min (x - a) (b - x)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1724
    then have y: "a < y" "y < b"
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1725
      by (simp_all add: abs_less_iff)
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1726
    assume "g y = g x"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1727
    then have "f (g y) = f (g x)" by simp
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1728
    then have "y = x" using inj y x by simp
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1729
    also assume "y \<noteq> x"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1730
    finally show False by simp
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1731
  qed
61976
3a27957ac658 more symbols;
wenzelm
parents: 61973
diff changeset
  1732
  have "(\<lambda>y. (f (g y) - x) / (g y - g x)) \<midarrow>x\<rightarrow> D"
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1733
    using cont 1 2 by (rule isCont_LIM_compose2)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1734
  then show "(\<lambda>y. inverse ((f (g y) - x) / (g y - g x))) \<midarrow>x\<rightarrow> inverse D"
44568
e6f291cb5810 discontinue many legacy theorems about LIM and LIMSEQ, in favor of tendsto theorems
huffman
parents: 44317
diff changeset
  1735
    using neq by (rule tendsto_inverse)
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1736
qed
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1737
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1738
subsection \<open>Generalized Mean Value Theorem\<close>
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
  1739
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1740
theorem GMVT:
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1741
  fixes a b :: real
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1742
  assumes alb: "a < b"
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1743
    and fc: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1744
    and fd: "\<forall>x. a < x \<and> x < b \<longrightarrow> f differentiable (at x)"
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1745
    and gc: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont g x"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1746
    and gd: "\<forall>x. a < x \<and> x < b \<longrightarrow> g differentiable (at x)"
53381
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1747
  shows "\<exists>g'c f'c c.
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1748
    DERIV g c :> g'c \<and> DERIV f c :> f'c \<and> a < c \<and> c < b \<and> (f b - f a) * g'c = (g b - g a) * f'c"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1749
proof -
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1750
  let ?h = "\<lambda>x. (f b - f a) * g x - (g b - g a) * f x"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1751
  have "\<exists>l z. a < z \<and> z < b \<and> DERIV ?h z :> l \<and> ?h b - ?h a = (b - a) * l"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1752
  proof (rule MVT)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1753
    from assms show "a < b" by simp
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1754
    show "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?h x"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1755
      using fc gc by simp
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1756
    show "\<forall>x. a < x \<and> x < b \<longrightarrow> ?h differentiable (at x)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1757
      using fd gd by simp
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1758
  qed
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1759
  then obtain l where l: "\<exists>z. a < z \<and> z < b \<and> DERIV ?h z :> l \<and> ?h b - ?h a = (b - a) * l" ..
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1760
  then obtain c where c: "a < c \<and> c < b \<and> DERIV ?h c :> l \<and> ?h b - ?h a = (b - a) * l" ..
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1761
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1762
  from c have cint: "a < c \<and> c < b" by auto
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1763
  with gd have "g differentiable (at c)" by simp
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1764
  then have "\<exists>D. DERIV g c :> D" by (rule differentiableD)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1765
  then obtain g'c where g'c: "DERIV g c :> g'c" ..
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1766
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1767
  from c have "a < c \<and> c < b" by auto
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1768
  with fd have "f differentiable (at c)" by simp
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1769
  then have "\<exists>D. DERIV f c :> D" by (rule differentiableD)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1770
  then obtain f'c where f'c: "DERIV f c :> f'c" ..
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1771
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1772
  from c have "DERIV ?h c :> l" by auto
41368
8afa26855137 use DERIV_intros
hoelzl
parents: 37891
diff changeset
  1773
  moreover have "DERIV ?h c :>  g'c * (f b - f a) - f'c * (g b - g a)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1774
    using g'c f'c by (auto intro!: derivative_eq_intros)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1775
  ultimately have leq: "l =  g'c * (f b - f a) - f'c * (g b - g a)" by (rule DERIV_unique)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1776
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1777
  have "?h b - ?h a = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1778
  proof -
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1779
    from c have "?h b - ?h a = (b - a) * l" by auto
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
  1780
    also from leq have "\<dots> = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" by simp
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1781
    finally show ?thesis by simp
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1782
  qed
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1783
  moreover have "?h b - ?h a = 0"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1784
  proof -
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1785
    have "?h b - ?h a =
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1786
      ((f b)*(g b) - (f a)*(g b) - (g b)*(f b) + (g a)*(f b)) -
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1787
      ((f b)*(g a) - (f a)*(g a) - (g b)*(f a) + (g a)*(f a))"
29667
53103fc8ffa3 Replaced group_ and ring_simps by algebra_simps;
nipkow
parents: 29472
diff changeset
  1788
      by (simp add: algebra_simps)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1789
    then show ?thesis  by auto
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1790
  qed
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1791
  ultimately have "(b - a) * (g'c * (f b - f a) - f'c * (g b - g a)) = 0" by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1792
  with alb have "g'c * (f b - f a) - f'c * (g b - g a) = 0" by simp
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1793
  then have "g'c * (f b - f a) = f'c * (g b - g a)" by simp
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1794
  then have "(f b - f a) * g'c = (g b - g a) * f'c" by (simp add: ac_simps)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1795
  with g'c f'c cint show ?thesis by auto
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1796
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1797
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1798
lemma GMVT':
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1799
  fixes f g :: "real \<Rightarrow> real"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1800
  assumes "a < b"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1801
    and isCont_f: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont f z"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1802
    and isCont_g: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont g z"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1803
    and DERIV_g: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV g z :> (g' z)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1804
    and DERIV_f: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV f z :> (f' z)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1805
  shows "\<exists>c. a < c \<and> c < b \<and> (f b - f a) * g' c = (g b - g a) * f' c"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1806
proof -
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1807
  have "\<exists>g'c f'c c. DERIV g c :> g'c \<and> DERIV f c :> f'c \<and>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1808
      a < c \<and> c < b \<and> (f b - f a) * g'c = (g b - g a) * f'c"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1809
    using assms by (intro GMVT) (force simp: real_differentiable_def)+
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1810
  then obtain c where "a < c" "c < b" "(f b - f a) * g' c = (g b - g a) * f' c"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1811
    using DERIV_f DERIV_g by (force dest: DERIV_unique)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1812
  then show ?thesis
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1813
    by auto
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1814
qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1815
51529
2d2f59e6055a move theorems about compactness of real closed intervals, the intermediate value theorem, and lemmas about continuity of bijective functions from Deriv.thy to Limits.thy
hoelzl
parents: 51526
diff changeset
  1816
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1817
subsection \<open>L'Hopitals rule\<close>
51529
2d2f59e6055a move theorems about compactness of real closed intervals, the intermediate value theorem, and lemmas about continuity of bijective functions from Deriv.thy to Limits.thy
hoelzl
parents: 51526
diff changeset
  1818
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1819
lemma isCont_If_ge:
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1820
  fixes a :: "'a :: linorder_topology"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1821
  shows "continuous (at_left a) g \<Longrightarrow> (f \<longlongrightarrow> g a) (at_right a) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1822
    isCont (\<lambda>x. if x \<le> a then g x else f x) a"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1823
  unfolding isCont_def continuous_within
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1824
  apply (intro filterlim_split_at)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1825
   apply (subst filterlim_cong[OF refl refl, where g=g])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1826
    apply (simp_all add: eventually_at_filter less_le)
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1827
  apply (subst filterlim_cong[OF refl refl, where g=f])
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1828
   apply (simp_all add: eventually_at_filter less_le)
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1829
  done
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1830
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1831
lemma lhopital_right_0:
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1832
  fixes f0 g0 :: "real \<Rightarrow> real"
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  1833
  assumes f_0: "(f0 \<longlongrightarrow> 0) (at_right 0)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1834
    and g_0: "(g0 \<longlongrightarrow> 0) (at_right 0)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1835
    and ev:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1836
      "eventually (\<lambda>x. g0 x \<noteq> 0) (at_right 0)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1837
      "eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1838
      "eventually (\<lambda>x. DERIV f0 x :> f' x) (at_right 0)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1839
      "eventually (\<lambda>x. DERIV g0 x :> g' x) (at_right 0)"
63713
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  1840
    and lim: "filterlim (\<lambda> x. (f' x / g' x)) F (at_right 0)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  1841
  shows "filterlim (\<lambda> x. f0 x / g0 x) F (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1842
proof -
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62398
diff changeset
  1843
  define f where [abs_def]: "f x = (if x \<le> 0 then 0 else f0 x)" for x
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1844
  then have "f 0 = 0" by simp
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1845
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62398
diff changeset
  1846
  define g where [abs_def]: "g x = (if x \<le> 0 then 0 else g0 x)" for x
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1847
  then have "g 0 = 0" by simp
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1848
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1849
  have "eventually (\<lambda>x. g0 x \<noteq> 0 \<and> g' x \<noteq> 0 \<and>
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1850
      DERIV f0 x :> (f' x) \<and> DERIV g0 x :> (g' x)) (at_right 0)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1851
    using ev by eventually_elim auto
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1852
  then obtain a where [arith]: "0 < a"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1853
    and g0_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g0 x \<noteq> 0"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1854
    and g'_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g' x \<noteq> 0"
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1855
    and f0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV f0 x :> (f' x)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1856
    and g0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV g0 x :> (g' x)"
56219
bf80d125406b tuned proofs;
wenzelm
parents: 56217
diff changeset
  1857
    unfolding eventually_at by (auto simp: dist_real_def)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1858
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1859
  have g_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g x \<noteq> 0"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1860
    using g0_neq_0 by (simp add: g_def)
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1861
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1862
  have f: "DERIV f x :> (f' x)" if x: "0 < x" "x < a" for x
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1863
    using that
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1864
    by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ f0[OF x]])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1865
      (auto simp: f_def eventually_nhds_metric dist_real_def intro!: exI[of _ x])
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1866
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1867
  have g: "DERIV g x :> (g' x)" if x: "0 < x" "x < a" for x
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1868
    using that
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1869
    by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ g0[OF x]])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1870
         (auto simp: g_def eventually_nhds_metric dist_real_def intro!: exI[of _ x])
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1871
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1872
  have "isCont f 0"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1873
    unfolding f_def by (intro isCont_If_ge f_0 continuous_const)
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1874
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1875
  have "isCont g 0"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1876
    unfolding g_def by (intro isCont_If_ge g_0 continuous_const)
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1877
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1878
  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)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1879
  proof (rule bchoice, rule ballI)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1880
    fix x
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1881
    assume "x \<in> {0 <..< a}"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1882
    then have x[arith]: "0 < x" "x < a" by auto
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1883
    with g'_neq_0 g_neq_0 \<open>g 0 = 0\<close> have g': "\<And>x. 0 < x \<Longrightarrow> x < a  \<Longrightarrow> 0 \<noteq> g' x" "g 0 \<noteq> g x"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1884
      by auto
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1885
    have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont f x"
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1886
      using \<open>isCont f 0\<close> f by (auto intro: DERIV_isCont simp: le_less)
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1887
    moreover have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont g x"
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1888
      using \<open>isCont g 0\<close> g by (auto intro: DERIV_isCont simp: le_less)
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1889
    ultimately have "\<exists>c. 0 < c \<and> c < x \<and> (f x - f 0) * g' c = (g x - g 0) * f' c"
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1890
      using f g \<open>x < a\<close> by (intro GMVT') auto
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
  1891
    then obtain c where *: "0 < c" "c < x" "(f x - f 0) * g' c = (g x - g 0) * f' c"
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
  1892
      by blast
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1893
    moreover
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
  1894
    from * g'(1)[of c] g'(2) have "(f x - f 0)  / (g x - g 0) = f' c / g' c"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1895
      by (simp add: field_simps)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1896
    ultimately show "\<exists>y. 0 < y \<and> y < x \<and> f x / g x = f' y / g' y"
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1897
      using \<open>f 0 = 0\<close> \<open>g 0 = 0\<close> by (auto intro!: exI[of _ c])
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1898
  qed
53381
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1899
  then obtain \<zeta> where "\<forall>x\<in>{0 <..< a}. 0 < \<zeta> x \<and> \<zeta> x < x \<and> f x / g x = f' (\<zeta> x) / g' (\<zeta> x)" ..
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1900
  then have \<zeta>: "eventually (\<lambda>x. 0 < \<zeta> x \<and> \<zeta> x < x \<and> f x / g x = f' (\<zeta> x) / g' (\<zeta> x)) (at_right 0)"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1901
    unfolding eventually_at by (intro exI[of _ a]) (auto simp: dist_real_def)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1902
  moreover
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1903
  from \<zeta> have "eventually (\<lambda>x. norm (\<zeta> x) \<le> x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1904
    by eventually_elim auto
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  1905
  then have "((\<lambda>x. norm (\<zeta> x)) \<longlongrightarrow> 0) (at_right 0)"
58729
e8ecc79aee43 add tendsto_const and tendsto_ident_at as simp and intro rules
hoelzl
parents: 57953
diff changeset
  1906
    by (rule_tac real_tendsto_sandwich[where f="\<lambda>x. 0" and h="\<lambda>x. x"]) auto
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  1907
  then have "(\<zeta> \<longlongrightarrow> 0) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1908
    by (rule tendsto_norm_zero_cancel)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1909
  with \<zeta> have "filterlim \<zeta> (at_right 0) (at_right 0)"
61810
3c5040d5694a sorted out eventually_mono
paulson <lp15@cam.ac.uk>
parents: 61799
diff changeset
  1910
    by (auto elim!: eventually_mono simp: filterlim_at)
63713
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  1911
  from this lim have "filterlim (\<lambda>t. f' (\<zeta> t) / g' (\<zeta> t)) F (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1912
    by (rule_tac filterlim_compose[of _ _ _ \<zeta>])
63713
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  1913
  ultimately have "filterlim (\<lambda>t. f t / g t) F (at_right 0)" (is ?P)
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1914
    by (rule_tac filterlim_cong[THEN iffD1, OF refl refl])
61810
3c5040d5694a sorted out eventually_mono
paulson <lp15@cam.ac.uk>
parents: 61799
diff changeset
  1915
       (auto elim: eventually_mono)
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1916
  also have "?P \<longleftrightarrow> ?thesis"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1917
    by (rule filterlim_cong) (auto simp: f_def g_def eventually_at_filter)
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1918
  finally show ?thesis .
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1919
qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1920
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1921
lemma lhopital_right:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1922
  "(f \<longlongrightarrow> 0) (at_right x) \<Longrightarrow> (g \<longlongrightarrow> 0) (at_right x) \<Longrightarrow>
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1923
    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
  1924
    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
  1925
    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
  1926
    eventually (\<lambda>x. DERIV g x :> g' x) (at_right x) \<Longrightarrow>
63713
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  1927
    filterlim (\<lambda> x. (f' x / g' x)) F (at_right x) \<Longrightarrow>
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  1928
  filterlim (\<lambda> x. f x / g x) F (at_right x)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1929
  for x :: real
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1930
  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
  1931
  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
  1932
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1933
lemma lhopital_left:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1934
  "(f \<longlongrightarrow> 0) (at_left x) \<Longrightarrow> (g \<longlongrightarrow> 0) (at_left x) \<Longrightarrow>
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1935
    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
  1936
    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
  1937
    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
  1938
    eventually (\<lambda>x. DERIV g x :> g' x) (at_left x) \<Longrightarrow>
63713
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  1939
    filterlim (\<lambda> x. (f' x / g' x)) F (at_left x) \<Longrightarrow>
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  1940
  filterlim (\<lambda> x. f x / g x) F (at_left x)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1941
  for x :: real
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1942
  unfolding eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror
56479
91958d4b30f7 revert c1bbd3e22226, a14831ac3023, and 36489d77c484: divide_minus_left/right are again simp rules
hoelzl
parents: 56409
diff changeset
  1943
  by (rule lhopital_right[where f'="\<lambda>x. - f' (- x)"]) (auto simp: DERIV_mirror)
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1944
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1945
lemma lhopital:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1946
  "(f \<longlongrightarrow> 0) (at x) \<Longrightarrow> (g \<longlongrightarrow> 0) (at x) \<Longrightarrow>
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1947
    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
  1948
    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
  1949
    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
  1950
    eventually (\<lambda>x. DERIV g x :> g' x) (at x) \<Longrightarrow>
63713
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  1951
    filterlim (\<lambda> x. (f' x / g' x)) F (at x) \<Longrightarrow>
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  1952
  filterlim (\<lambda> x. f x / g x) F (at x)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1953
  for x :: real
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1954
  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
  1955
  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
  1956
63713
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  1957
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1958
lemma lhopital_right_0_at_top:
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1959
  fixes f g :: "real \<Rightarrow> real"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1960
  assumes g_0: "LIM x at_right 0. g x :> at_top"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1961
    and ev:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1962
      "eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1963
      "eventually (\<lambda>x. DERIV f x :> f' x) (at_right 0)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1964
      "eventually (\<lambda>x. DERIV g x :> g' x) (at_right 0)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1965
    and lim: "((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> x) (at_right 0)"
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  1966
  shows "((\<lambda> x. f x / g x) \<longlongrightarrow> x) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1967
  unfolding tendsto_iff
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1968
proof safe
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1969
  fix e :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1970
  assume "0 < e"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1971
  with lim[unfolded tendsto_iff, rule_format, of "e / 4"]
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1972
  have "eventually (\<lambda>t. dist (f' t / g' t) x < e / 4) (at_right 0)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1973
    by simp
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1974
  from eventually_conj[OF eventually_conj[OF ev(1) ev(2)] eventually_conj[OF ev(3) this]]
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1975
  obtain a where [arith]: "0 < a"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1976
    and g'_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g' x \<noteq> 0"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1977
    and f0: "\<And>x. 0 < x \<Longrightarrow> x \<le> a \<Longrightarrow> DERIV f x :> (f' x)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1978
    and g0: "\<And>x. 0 < x \<Longrightarrow> x \<le> a \<Longrightarrow> DERIV g x :> (g' x)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1979
    and Df: "\<And>t. 0 < t \<Longrightarrow> t < a \<Longrightarrow> dist (f' t / g' t) x < e / 4"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1980
    unfolding eventually_at_le by (auto simp: dist_real_def)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1981
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1982
  from Df have "eventually (\<lambda>t. t < a) (at_right 0)" "eventually (\<lambda>t::real. 0 < t) (at_right 0)"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1983
    unfolding eventually_at by (auto intro!: exI[of _ a] simp: dist_real_def)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1984
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1985
  moreover
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1986
  have "eventually (\<lambda>t. 0 < g t) (at_right 0)" "eventually (\<lambda>t. g a < g t) (at_right 0)"
61810
3c5040d5694a sorted out eventually_mono
paulson <lp15@cam.ac.uk>
parents: 61799
diff changeset
  1987
    using g_0 by (auto elim: eventually_mono simp: filterlim_at_top_dense)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1988
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1989
  moreover
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  1990
  have inv_g: "((\<lambda>x. inverse (g x)) \<longlongrightarrow> 0) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1991
    using tendsto_inverse_0 filterlim_mono[OF g_0 at_top_le_at_infinity order_refl]
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1992
    by (rule filterlim_compose)
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  1993
  then have "((\<lambda>x. norm (1 - g a * inverse (g x))) \<longlongrightarrow> norm (1 - g a * 0)) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1994
    by (intro tendsto_intros)
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  1995
  then have "((\<lambda>x. norm (1 - g a / g x)) \<longlongrightarrow> 1) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1996
    by (simp add: inverse_eq_divide)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1997
  from this[unfolded tendsto_iff, rule_format, of 1]
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1998
  have "eventually (\<lambda>x. norm (1 - g a / g x) < 2) (at_right 0)"
61810
3c5040d5694a sorted out eventually_mono
paulson <lp15@cam.ac.uk>
parents: 61799
diff changeset
  1999
    by (auto elim!: eventually_mono simp: dist_real_def)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2000
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2001
  moreover
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2002
  from inv_g have "((\<lambda>t. norm ((f a - x * g a) * inverse (g t))) \<longlongrightarrow> norm ((f a - x * g a) * 0))
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2003
      (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2004
    by (intro tendsto_intros)
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  2005
  then have "((\<lambda>t. norm (f a - x * g a) / norm (g t)) \<longlongrightarrow> 0) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2006
    by (simp add: inverse_eq_divide)
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  2007
  from this[unfolded tendsto_iff, rule_format, of "e / 2"] \<open>0 < e\<close>
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2008
  have "eventually (\<lambda>t. norm (f a - x * g a) / norm (g t) < e / 2) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2009
    by (auto simp: dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2010
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2011
  ultimately show "eventually (\<lambda>t. dist (f t / g t) x < e) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2012
  proof eventually_elim
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2013
    fix t assume t[arith]: "0 < t" "t < a" "g a < g t" "0 < g t"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2014
    assume ineq: "norm (1 - g a / g t) < 2" "norm (f a - x * g a) / norm (g t) < e / 2"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2015
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2016
    have "\<exists>y. t < y \<and> y < a \<and> (g a - g t) * f' y = (f a - f t) * g' y"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2017
      using f0 g0 t(1,2) by (intro GMVT') (force intro!: DERIV_isCont)+
53381
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  2018
    then obtain y where [arith]: "t < y" "y < a"
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  2019
      and D_eq0: "(g a - g t) * f' y = (f a - f t) * g' y"
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  2020
      by blast
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  2021
    from D_eq0 have D_eq: "(f t - f a) / (g t - g a) = f' y / g' y"
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  2022
      using \<open>g a < g t\<close> g'_neq_0[of y] by (auto simp add: field_simps)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2023
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2024
    have *: "f t / g t - x = ((f t - f a) / (g t - g a) - x) * (1 - g a / g t) + (f a - x * g a) / g t"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2025
      by (simp add: field_simps)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2026
    have "norm (f t / g t - x) \<le>
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2027
        norm (((f t - f a) / (g t - g a) - x) * (1 - g a / g t)) + norm ((f a - x * g a) / g t)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2028
      unfolding * by (rule norm_triangle_ineq)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2029
    also have "\<dots> = dist (f' y / g' y) x * norm (1 - g a / g t) + norm (f a - x * g a) / norm (g t)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2030
      by (simp add: abs_mult D_eq dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2031
    also have "\<dots> < (e / 4) * 2 + e / 2"
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  2032
      using ineq Df[of y] \<open>0 < e\<close> by (intro add_le_less_mono mult_mono) auto
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2033
    finally show "dist (f t / g t) x < e"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2034
      by (simp add: dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2035
  qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2036
qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2037
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2038
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
  2039
  "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
  2040
    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
  2041
    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
  2042
    eventually (\<lambda>x. DERIV g x :> g' x) (at_right x) \<Longrightarrow>
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  2043
    ((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> y) (at_right x) \<Longrightarrow>
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  2044
    ((\<lambda> x. f x / g x) \<longlongrightarrow> y) (at_right x)"
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2045
  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
  2046
  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
  2047
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2048
lemma lhopital_left_at_top:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2049
  "LIM x at_left x. g x :> at_top \<Longrightarrow>
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2050
    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
  2051
    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
  2052
    eventually (\<lambda>x. DERIV g x :> g' x) (at_left x) \<Longrightarrow>
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  2053
    ((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> y) (at_left x) \<Longrightarrow>
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  2054
    ((\<lambda> x. f x / g x) \<longlongrightarrow> y) (at_left x)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2055
  for x :: real
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2056
  unfolding eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror
56479
91958d4b30f7 revert c1bbd3e22226, a14831ac3023, and 36489d77c484: divide_minus_left/right are again simp rules
hoelzl
parents: 56409
diff changeset
  2057
  by (rule lhopital_right_at_top[where f'="\<lambda>x. - f' (- x)"]) (auto simp: DERIV_mirror)
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2058
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2059
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
  2060
  "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
  2061
    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
  2062
    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
  2063
    eventually (\<lambda>x. DERIV g x :> g' x) (at x) \<Longrightarrow>
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  2064
    ((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> y) (at x) \<Longrightarrow>
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  2065
    ((\<lambda> x. f x / g x) \<longlongrightarrow> y) (at x)"
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2066
  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
  2067
  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
  2068
50347
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2069
lemma lhospital_at_top_at_top:
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2070
  fixes f g :: "real \<Rightarrow> real"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2071
  assumes g_0: "LIM x at_top. g x :> at_top"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2072
    and g': "eventually (\<lambda>x. g' x \<noteq> 0) at_top"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2073
    and Df: "eventually (\<lambda>x. DERIV f x :> f' x) at_top"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2074
    and Dg: "eventually (\<lambda>x. DERIV g x :> g' x) at_top"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2075
    and lim: "((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> x) at_top"
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  2076
  shows "((\<lambda> x. f x / g x) \<longlongrightarrow> x) at_top"
50347
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2077
  unfolding filterlim_at_top_to_right
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2078
proof (rule lhopital_right_0_at_top)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2079
  let ?F = "\<lambda>x. f (inverse x)"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2080
  let ?G = "\<lambda>x. g (inverse x)"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2081
  let ?R = "at_right (0::real)"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2082
  let ?D = "\<lambda>f' x. f' (inverse x) * - (inverse x ^ Suc (Suc 0))"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2083
  show "LIM x ?R. ?G x :> at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2084
    using g_0 unfolding filterlim_at_top_to_right .
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2085
  show "eventually (\<lambda>x. DERIV ?G x  :> ?D g' x) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2086
    unfolding eventually_at_right_to_top
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2087
    using Dg eventually_ge_at_top[where c=1]
50347
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2088
    apply eventually_elim
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2089
    apply (rule DERIV_cong)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2090
     apply (rule DERIV_chain'[where f=inverse])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2091
      apply (auto intro!:  DERIV_inverse)
50347
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2092
    done
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2093
  show "eventually (\<lambda>x. DERIV ?F x  :> ?D f' x) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2094
    unfolding eventually_at_right_to_top
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2095
    using Df eventually_ge_at_top[where c=1]
50347
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2096
    apply eventually_elim
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2097
    apply (rule DERIV_cong)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2098
     apply (rule DERIV_chain'[where f=inverse])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2099
      apply (auto intro!:  DERIV_inverse)
50347
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2100
    done
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2101
  show "eventually (\<lambda>x. ?D g' x \<noteq> 0) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2102
    unfolding eventually_at_right_to_top
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2103
    using g' eventually_ge_at_top[where c=1]
50347
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2104
    by eventually_elim auto
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  2105
  show "((\<lambda>x. ?D f' x / ?D g' x) \<longlongrightarrow> x) ?R"
50347
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2106
    unfolding filterlim_at_right_to_top
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2107
    apply (intro filterlim_cong[THEN iffD2, OF refl refl _ lim])
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2108
    using eventually_ge_at_top[where c=1]
56479
91958d4b30f7 revert c1bbd3e22226, a14831ac3023, and 36489d77c484: divide_minus_left/right are again simp rules
hoelzl
parents: 56409
diff changeset
  2109
    by eventually_elim simp
50347
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2110
qed
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2111
63713
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2112
lemma lhopital_right_at_top_at_top:
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2113
  fixes f g :: "real \<Rightarrow> real"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2114
  assumes f_0: "LIM x at_right a. f x :> at_top"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2115
  assumes g_0: "LIM x at_right a. g x :> at_top"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2116
    and ev:
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2117
      "eventually (\<lambda>x. DERIV f x :> f' x) (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2118
      "eventually (\<lambda>x. DERIV g x :> g' x) (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2119
    and lim: "filterlim (\<lambda> x. (f' x / g' x)) at_top (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2120
  shows "filterlim (\<lambda> x. f x / g x) at_top (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2121
proof -
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2122
  from lim have pos: "eventually (\<lambda>x. f' x / g' x > 0) (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2123
    unfolding filterlim_at_top_dense by blast
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2124
  have "((\<lambda>x. g x / f x) \<longlongrightarrow> 0) (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2125
  proof (rule lhopital_right_at_top)
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2126
    from pos show "eventually (\<lambda>x. f' x \<noteq> 0) (at_right a)" by eventually_elim auto
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2127
    from tendsto_inverse_0_at_top[OF lim]
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2128
      show "((\<lambda>x. g' x / f' x) \<longlongrightarrow> 0) (at_right a)" by simp
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2129
  qed fact+
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2130
  moreover from f_0 g_0 
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2131
    have "eventually (\<lambda>x. f x > 0) (at_right a)" "eventually (\<lambda>x. g x > 0) (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2132
    unfolding filterlim_at_top_dense by blast+
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2133
  hence "eventually (\<lambda>x. g x / f x > 0) (at_right a)" by eventually_elim simp
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2134
  ultimately have "filterlim (\<lambda>x. inverse (g x / f x)) at_top (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2135
    by (rule filterlim_inverse_at_top)
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2136
  thus ?thesis by simp
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2137
qed
63717
3b0500bd2240 remove spurious find_theorems
hoelzl
parents: 63713
diff changeset
  2138
63713
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2139
lemma lhopital_right_at_top_at_bot:
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2140
  fixes f g :: "real \<Rightarrow> real"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2141
  assumes f_0: "LIM x at_right a. f x :> at_top"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2142
  assumes g_0: "LIM x at_right a. g x :> at_bot"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2143
    and ev:
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2144
      "eventually (\<lambda>x. DERIV f x :> f' x) (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2145
      "eventually (\<lambda>x. DERIV g x :> g' x) (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2146
    and lim: "filterlim (\<lambda> x. (f' x / g' x)) at_bot (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2147
  shows "filterlim (\<lambda> x. f x / g x) at_bot (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2148
proof -
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2149
  from ev(2) have ev': "eventually (\<lambda>x. DERIV (\<lambda>x. -g x) x :> -g' x) (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2150
    by eventually_elim (auto intro: derivative_intros)
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2151
  have "filterlim (\<lambda>x. f x / (-g x)) at_top (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2152
    by (rule lhopital_right_at_top_at_top[where f' = f' and g' = "\<lambda>x. -g' x"])
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2153
       (insert assms ev', auto simp: filterlim_uminus_at_bot)
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2154
  hence "filterlim (\<lambda>x. -(f x / g x)) at_top (at_right a)" by simp
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2155
  thus ?thesis by (simp add: filterlim_uminus_at_bot)
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2156
qed
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2157
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2158
lemma lhopital_left_at_top_at_top:
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2159
  fixes f g :: "real \<Rightarrow> real"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2160
  assumes f_0: "LIM x at_left a. f x :> at_top"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2161
  assumes g_0: "LIM x at_left a. g x :> at_top"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2162
    and ev:
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2163
      "eventually (\<lambda>x. DERIV f x :> f' x) (at_left a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2164
      "eventually (\<lambda>x. DERIV g x :> g' x) (at_left a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2165
    and lim: "filterlim (\<lambda> x. (f' x / g' x)) at_top (at_left a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2166
  shows "filterlim (\<lambda> x. f x / g x) at_top (at_left a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2167
  by (insert assms, unfold eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror,
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2168
      rule lhopital_right_at_top_at_top[where f'="\<lambda>x. - f' (- x)"]) 
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2169
     (insert assms, auto simp: DERIV_mirror)
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2170
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2171
lemma lhopital_left_at_top_at_bot:
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2172
  fixes f g :: "real \<Rightarrow> real"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2173
  assumes f_0: "LIM x at_left a. f x :> at_top"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2174
  assumes g_0: "LIM x at_left a. g x :> at_bot"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2175
    and ev:
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2176
      "eventually (\<lambda>x. DERIV f x :> f' x) (at_left a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2177
      "eventually (\<lambda>x. DERIV g x :> g' x) (at_left a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2178
    and lim: "filterlim (\<lambda> x. (f' x / g' x)) at_bot (at_left a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2179
  shows "filterlim (\<lambda> x. f x / g x) at_bot (at_left a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2180
  by (insert assms, unfold eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror,
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2181
      rule lhopital_right_at_top_at_bot[where f'="\<lambda>x. - f' (- x)"]) 
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2182
     (insert assms, auto simp: DERIV_mirror)
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2183
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2184
lemma lhopital_at_top_at_top:
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2185
  fixes f g :: "real \<Rightarrow> real"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2186
  assumes f_0: "LIM x at a. f x :> at_top"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2187
  assumes g_0: "LIM x at a. g x :> at_top"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2188
    and ev:
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2189
      "eventually (\<lambda>x. DERIV f x :> f' x) (at a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2190
      "eventually (\<lambda>x. DERIV g x :> g' x) (at a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2191
    and lim: "filterlim (\<lambda> x. (f' x / g' x)) at_top (at a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2192
  shows "filterlim (\<lambda> x. f x / g x) at_top (at a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2193
  using assms unfolding eventually_at_split filterlim_at_split
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2194
  by (auto intro!: lhopital_right_at_top_at_top[of f a g f' g'] 
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2195
                   lhopital_left_at_top_at_top[of f a g f' g'])
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2196
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2197
lemma lhopital_at_top_at_bot:
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2198
  fixes f g :: "real \<Rightarrow> real"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2199
  assumes f_0: "LIM x at a. f x :> at_top"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2200
  assumes g_0: "LIM x at a. g x :> at_bot"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2201
    and ev:
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2202
      "eventually (\<lambda>x. DERIV f x :> f' x) (at a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2203
      "eventually (\<lambda>x. DERIV g x :> g' x) (at a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2204
    and lim: "filterlim (\<lambda> x. (f' x / g' x)) at_bot (at a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2205
  shows "filterlim (\<lambda> x. f x / g x) at_bot (at a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2206
  using assms unfolding eventually_at_split filterlim_at_split
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2207
  by (auto intro!: lhopital_right_at_top_at_bot[of f a g f' g'] 
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2208
                   lhopital_left_at_top_at_bot[of f a g f' g'])
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2209
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  2210
end