src/HOL/Lim.thy
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(*  Title       : Lim.thy
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    Author      : Jacques D. Fleuriot
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    Copyright   : 1998  University of Cambridge
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    Conversion to Isar and new proofs by Lawrence C Paulson, 2004
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*)
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header{* Limits and Continuity *}
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theory Lim
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imports SEQ
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begin
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text{*Standard Definitions*}
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abbreviation
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  LIM :: "['a::topological_space \<Rightarrow> 'b::topological_space, 'a, 'b] \<Rightarrow> bool"
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        ("((_)/ -- (_)/ --> (_))" [60, 0, 60] 60) where
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  "f -- a --> L \<equiv> (f ---> L) (at a)"
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definition
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  isCont :: "['a::topological_space \<Rightarrow> 'b::topological_space, 'a] \<Rightarrow> bool" where
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  "isCont f a = (f -- a --> (f a))"
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definition
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  isUCont :: "['a::metric_space \<Rightarrow> 'b::metric_space] \<Rightarrow> bool" where
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  "isUCont f = (\<forall>r>0. \<exists>s>0. \<forall>x y. dist x y < s \<longrightarrow> dist (f x) (f y) < r)"
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subsection {* Limits of Functions *}
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lemma LIM_def: "f -- a --> L =
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     (\<forall>r > 0. \<exists>s > 0. \<forall>x. x \<noteq> a & dist x a < s
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        --> dist (f x) L < r)"
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unfolding tendsto_iff eventually_at ..
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lemma metric_LIM_I:
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  "(\<And>r. 0 < r \<Longrightarrow> \<exists>s>0. \<forall>x. x \<noteq> a \<and> dist x a < s \<longrightarrow> dist (f x) L < r)
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    \<Longrightarrow> f -- a --> L"
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by (simp add: LIM_def)
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lemma metric_LIM_D:
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  "\<lbrakk>f -- a --> L; 0 < r\<rbrakk>
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    \<Longrightarrow> \<exists>s>0. \<forall>x. x \<noteq> a \<and> dist x a < s \<longrightarrow> dist (f x) L < r"
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by (simp add: LIM_def)
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lemma LIM_eq:
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  fixes a :: "'a::real_normed_vector" and L :: "'b::real_normed_vector"
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  shows "f -- a --> L =
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     (\<forall>r>0.\<exists>s>0.\<forall>x. x \<noteq> a & norm (x-a) < s --> norm (f x - L) < r)"
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by (simp add: LIM_def dist_norm)
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lemma LIM_I:
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  shows "(!!r. 0<r ==> \<exists>s>0.\<forall>x. x \<noteq> a & norm (x-a) < s --> norm (f x - L) < r)
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      ==> f -- a --> L"
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by (simp add: LIM_eq)
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lemma LIM_D:
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  fixes a :: "'a::real_normed_vector" and L :: "'b::real_normed_vector"
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  shows "[| f -- a --> L; 0<r |]
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      ==> \<exists>s>0.\<forall>x. x \<noteq> a & norm (x-a) < s --> norm (f x - L) < r"
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by (simp add: LIM_eq)
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lemma LIM_offset:
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  fixes a :: "'a::real_normed_vector"
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  shows "f -- a --> L \<Longrightarrow> (\<lambda>x. f (x + k)) -- a - k --> L"
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apply (rule topological_tendstoI)
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apply (drule (2) topological_tendstoD)
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apply (simp only: eventually_at dist_norm)
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apply (clarify, rule_tac x=d in exI, safe)
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apply (drule_tac x="x + k" in spec)
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apply (simp add: algebra_simps)
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done
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lemma LIM_offset_zero:
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  fixes a :: "'a::real_normed_vector"
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  shows "f -- a --> L \<Longrightarrow> (\<lambda>h. f (a + h)) -- 0 --> L"
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by (drule_tac k="a" in LIM_offset, simp add: add_commute)
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lemma LIM_offset_zero_cancel:
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  shows "(\<lambda>h. f (a + h)) -- 0 --> L \<Longrightarrow> f -- a --> L"
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by (drule_tac k="- a" in LIM_offset, simp)
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lemma LIM_const [simp]: "(%x. k) -- x --> k"
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by (rule tendsto_const)
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lemma LIM_cong_limit: "\<lbrakk> f -- x --> L ; K = L \<rbrakk> \<Longrightarrow> f -- x --> K" by simp
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lemma LIM_add:
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  fixes f g :: "'a::topological_space \<Rightarrow> 'b::real_normed_vector"
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  assumes f: "f -- a --> L" and g: "g -- a --> M"
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  shows "(\<lambda>x. f x + g x) -- a --> (L + M)"
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using assms by (rule tendsto_add)
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lemma LIM_add_zero:
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  shows "\<lbrakk>f -- a --> 0; g -- a --> 0\<rbrakk> \<Longrightarrow> (\<lambda>x. f x + g x) -- a --> 0"
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  by (rule tendsto_add_zero)
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lemma LIM_minus:
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  fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_vector"
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  shows "f -- a --> L \<Longrightarrow> (\<lambda>x. - f x) -- a --> - L"
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by (rule tendsto_minus)
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(* TODO: delete *)
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lemma LIM_add_minus:
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  shows "[| f -- x --> l; g -- x --> m |] ==> (%x. f(x) + -g(x)) -- x --> (l + -m)"
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by (intro LIM_add LIM_minus)
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lemma LIM_diff:
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  shows "\<lbrakk>f -- x --> l; g -- x --> m\<rbrakk> \<Longrightarrow> (\<lambda>x. f x - g x) -- x --> l - m"
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by (rule tendsto_diff)
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lemma LIM_zero:
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  fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_vector"
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  shows "f -- a --> l \<Longrightarrow> (\<lambda>x. f x - l) -- a --> 0"
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unfolding tendsto_iff dist_norm by simp
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lemma LIM_zero_cancel:
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  fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_vector"
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  shows "(\<lambda>x. f x - l) -- a --> 0 \<Longrightarrow> f -- a --> l"
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unfolding tendsto_iff dist_norm by simp
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lemma LIM_zero_iff:
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  fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
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  shows "(\<lambda>x. f x - l) -- a --> 0 = f -- a --> l"
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unfolding tendsto_iff dist_norm by simp
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lemma metric_LIM_imp_LIM:
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  assumes f: "f -- a --> l"
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  assumes le: "\<And>x. x \<noteq> a \<Longrightarrow> dist (g x) m \<le> dist (f x) l"
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  shows "g -- a --> m"
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apply (rule tendstoI, drule tendstoD [OF f])
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   136
apply (simp add: eventually_at_topological, safe)
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   137
apply (rule_tac x="S" in exI, safe)
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   138
apply (drule_tac x="x" in bspec, safe)
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   139
apply (erule (1) order_le_less_trans [OF le])
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   140
done
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   141
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   142
lemma LIM_imp_LIM:
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   143
  fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_vector"
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   144
  fixes g :: "'a::topological_space \<Rightarrow> 'c::real_normed_vector"
31338
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   145
  assumes f: "f -- a --> l"
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   146
  assumes le: "\<And>x. x \<noteq> a \<Longrightarrow> norm (g x - m) \<le> norm (f x - l)"
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   147
  shows "g -- a --> m"
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   148
apply (rule metric_LIM_imp_LIM [OF f])
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   149
apply (simp add: dist_norm le)
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   150
done
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   151
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   152
lemma LIM_norm:
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   153
  fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_vector"
31338
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   154
  shows "f -- a --> l \<Longrightarrow> (\<lambda>x. norm (f x)) -- a --> norm l"
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   155
by (rule tendsto_norm)
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   156
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   157
lemma LIM_norm_zero:
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   158
  fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_vector"
31338
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diff changeset
   159
  shows "f -- a --> 0 \<Longrightarrow> (\<lambda>x. norm (f x)) -- a --> 0"
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   160
by (rule tendsto_norm_zero)
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   161
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   162
lemma LIM_norm_zero_cancel:
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   163
  fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_vector"
31338
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   164
  shows "(\<lambda>x. norm (f x)) -- a --> 0 \<Longrightarrow> f -- a --> 0"
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   165
by (rule tendsto_norm_zero_cancel)
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   166
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   167
lemma LIM_norm_zero_iff:
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   168
  fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_vector"
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   169
  shows "(\<lambda>x. norm (f x)) -- a --> 0 = f -- a --> 0"
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   170
by (rule tendsto_norm_zero_iff)
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   171
22627
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   172
lemma LIM_rabs: "f -- a --> (l::real) \<Longrightarrow> (\<lambda>x. \<bar>f x\<bar>) -- a --> \<bar>l\<bar>"
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   173
  by (rule tendsto_rabs)
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   174
2b093ba973bc new LIM/isCont lemmas for abs, of_real, and power
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   175
lemma LIM_rabs_zero: "f -- a --> (0::real) \<Longrightarrow> (\<lambda>x. \<bar>f x\<bar>) -- a --> 0"
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   176
  by (rule tendsto_rabs_zero)
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   177
2b093ba973bc new LIM/isCont lemmas for abs, of_real, and power
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   178
lemma LIM_rabs_zero_cancel: "(\<lambda>x. \<bar>f x\<bar>) -- a --> (0::real) \<Longrightarrow> f -- a --> 0"
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   179
  by (rule tendsto_rabs_zero_cancel)
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   180
2b093ba973bc new LIM/isCont lemmas for abs, of_real, and power
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   181
lemma LIM_rabs_zero_iff: "(\<lambda>x. \<bar>f x\<bar>) -- a --> (0::real) = f -- a --> 0"
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  by (rule tendsto_rabs_zero_iff)
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   183
44205
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   184
lemma trivial_limit_at:
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   185
  fixes a :: "'a::real_normed_algebra_1"
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   186
  shows "\<not> trivial_limit (at a)"  -- {* TODO: find a more appropriate class *}
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   187
unfolding trivial_limit_def
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   188
unfolding eventually_at dist_norm
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   189
by (clarsimp, rule_tac x="a + of_real (d/2)" in exI, simp)
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   190
20561
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   191
lemma LIM_const_not_eq:
23076
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   192
  fixes a :: "'a::real_normed_algebra_1"
44205
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   193
  fixes k L :: "'b::t2_space"
23076
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   194
  shows "k \<noteq> L \<Longrightarrow> \<not> (\<lambda>x. k) -- a --> L"
44205
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   195
by (simp add: tendsto_const_iff trivial_limit_at)
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   196
21786
66da6af2b0c9 cleaned up; generalized some proofs
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   197
lemmas LIM_not_zero = LIM_const_not_eq [where L = 0]
66da6af2b0c9 cleaned up; generalized some proofs
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   198
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   199
lemma LIM_const_eq:
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   200
  fixes a :: "'a::real_normed_algebra_1"
44205
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   201
  fixes k L :: "'b::t2_space"
23076
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   202
  shows "(\<lambda>x. k) -- a --> L \<Longrightarrow> k = L"
44205
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   203
  by (simp add: tendsto_const_iff trivial_limit_at)
14477
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diff changeset
   204
20561
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   205
lemma LIM_unique:
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   206
  fixes a :: "'a::real_normed_algebra_1" -- {* TODO: find a more appropriate class *}
44205
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diff changeset
   207
  fixes L M :: "'b::t2_space"
23076
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   208
  shows "\<lbrakk>f -- a --> L; f -- a --> M\<rbrakk> \<Longrightarrow> L = M"
44205
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diff changeset
   209
  using trivial_limit_at by (rule tendsto_unique)
14477
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   210
23069
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   211
lemma LIM_ident [simp]: "(\<lambda>x. x) -- a --> a"
36661
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   212
by (rule tendsto_ident_at)
14477
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diff changeset
   213
cc61fd03e589 conversion of Hyperreal/Lim to new-style
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   214
text{*Limits are equal for functions equal except at limit point*}
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   215
lemma LIM_equal:
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   216
     "[| \<forall>x. x \<noteq> a --> (f x = g x) |] ==> (f -- a --> l) = (g -- a --> l)"
36662
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diff changeset
   217
unfolding tendsto_def eventually_at_topological by simp
14477
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diff changeset
   218
20796
257e01fab4b7 generalize proofs of DERIV_isCont and DERIV_mult
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   219
lemma LIM_cong:
257e01fab4b7 generalize proofs of DERIV_isCont and DERIV_mult
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   220
  "\<lbrakk>a = b; \<And>x. x \<noteq> b \<Longrightarrow> f x = g x; l = m\<rbrakk>
21399
700ae58d2273 add lemmas LIM_zero_iff, LIM_norm_zero_iff
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diff changeset
   221
   \<Longrightarrow> ((\<lambda>x. f x) -- a --> l) = ((\<lambda>x. g x) -- b --> m)"
36662
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   222
by (simp add: LIM_equal)
20796
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parents: 20795
diff changeset
   223
31338
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diff changeset
   224
lemma metric_LIM_equal2:
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   225
  assumes 1: "0 < R"
31338
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diff changeset
   226
  assumes 2: "\<And>x. \<lbrakk>x \<noteq> a; dist x a < R\<rbrakk> \<Longrightarrow> f x = g x"
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
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diff changeset
   227
  shows "g -- a --> l \<Longrightarrow> f -- a --> l"
36662
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diff changeset
   228
apply (rule topological_tendstoI)
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   229
apply (drule (2) topological_tendstoD)
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diff changeset
   230
apply (simp add: eventually_at, safe)
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
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diff changeset
   231
apply (rule_tac x="min d R" in exI, safe)
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
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diff changeset
   232
apply (simp add: 1)
dd647b4d7952 added bounded_linear and bounded_bilinear locales
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diff changeset
   233
apply (simp add: 2)
dd647b4d7952 added bounded_linear and bounded_bilinear locales
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diff changeset
   234
done
dd647b4d7952 added bounded_linear and bounded_bilinear locales
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diff changeset
   235
31338
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diff changeset
   236
lemma LIM_equal2:
36662
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   237
  fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::topological_space"
31338
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diff changeset
   238
  assumes 1: "0 < R"
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
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diff changeset
   239
  assumes 2: "\<And>x. \<lbrakk>x \<noteq> a; norm (x - a) < R\<rbrakk> \<Longrightarrow> f x = g x"
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   240
  shows "g -- a --> l \<Longrightarrow> f -- a --> l"
36662
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diff changeset
   241
by (rule metric_LIM_equal2 [OF 1 2], simp_all add: dist_norm)
31338
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diff changeset
   242
36662
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diff changeset
   243
text{*Two uses in Transcendental.ML*} (* BH: no longer true; delete? *)
14477
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diff changeset
   244
lemma LIM_trans:
31338
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diff changeset
   245
  fixes f g :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
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parents: 31336
diff changeset
   246
  shows "[| (%x. f(x) + -g(x)) -- a --> 0;  g -- a --> l |] ==> f -- a --> l"
14477
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paulson
parents: 14387
diff changeset
   247
apply (drule LIM_add, assumption)
cc61fd03e589 conversion of Hyperreal/Lim to new-style
paulson
parents: 14387
diff changeset
   248
apply (auto simp add: add_assoc)
cc61fd03e589 conversion of Hyperreal/Lim to new-style
paulson
parents: 14387
diff changeset
   249
done
cc61fd03e589 conversion of Hyperreal/Lim to new-style
paulson
parents: 14387
diff changeset
   250
21239
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   251
lemma LIM_compose:
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
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diff changeset
   252
  assumes g: "g -- l --> g l"
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   253
  assumes f: "f -- a --> l"
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   254
  shows "(\<lambda>x. g (f x)) -- a --> g l"
36662
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diff changeset
   255
proof (rule topological_tendstoI)
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
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diff changeset
   256
  fix C assume C: "open C" "g l \<in> C"
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
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diff changeset
   257
  obtain B where B: "open B" "l \<in> B"
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
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diff changeset
   258
    and gC: "\<And>y. y \<in> B \<Longrightarrow> y \<noteq> l \<Longrightarrow> g y \<in> C"
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
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parents: 36661
diff changeset
   259
    using topological_tendstoD [OF g C]
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
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parents: 36661
diff changeset
   260
    unfolding eventually_at_topological by fast
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   261
  obtain A where A: "open A" "a \<in> A"
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
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diff changeset
   262
    and fB: "\<And>x. x \<in> A \<Longrightarrow> x \<noteq> a \<Longrightarrow> f x \<in> B"
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   263
    using topological_tendstoD [OF f B]
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   264
    unfolding eventually_at_topological by fast
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
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parents: 36661
diff changeset
   265
  show "eventually (\<lambda>x. g (f x) \<in> C) (at a)"
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
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parents: 36661
diff changeset
   266
  unfolding eventually_at_topological
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
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parents: 36661
diff changeset
   267
  proof (intro exI conjI ballI impI)
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
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parents: 36661
diff changeset
   268
    show "open A" and "a \<in> A" using A .
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
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diff changeset
   269
  next
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
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diff changeset
   270
    fix x assume "x \<in> A" and "x \<noteq> a"
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
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diff changeset
   271
    then show "g (f x) \<in> C"
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   272
      by (cases "f x = l", simp add: C, simp add: gC fB)
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   273
  qed
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   274
qed
21239
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   275
36662
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   276
lemma LIM_compose_eventually:
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   277
  assumes f: "f -- a --> b"
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   278
  assumes g: "g -- b --> c"
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   279
  assumes inj: "eventually (\<lambda>x. f x \<noteq> b) (at a)"
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   280
  shows "(\<lambda>x. g (f x)) -- a --> c"
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   281
proof (rule topological_tendstoI)
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   282
  fix C assume C: "open C" "c \<in> C"
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   283
  obtain B where B: "open B" "b \<in> B"
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   284
    and gC: "\<And>y. y \<in> B \<Longrightarrow> y \<noteq> b \<Longrightarrow> g y \<in> C"
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   285
    using topological_tendstoD [OF g C]
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   286
    unfolding eventually_at_topological by fast
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   287
  obtain A where A: "open A" "a \<in> A"
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   288
    and fB: "\<And>x. x \<in> A \<Longrightarrow> x \<noteq> a \<Longrightarrow> f x \<in> B"
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   289
    using topological_tendstoD [OF f B]
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   290
    unfolding eventually_at_topological by fast
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   291
  have "eventually (\<lambda>x. f x \<noteq> b \<longrightarrow> g (f x) \<in> C) (at a)"
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   292
  unfolding eventually_at_topological
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   293
  proof (intro exI conjI ballI impI)
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   294
    show "open A" and "a \<in> A" using A .
21239
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   295
  next
36662
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   296
    fix x assume "x \<in> A" and "x \<noteq> a" and "f x \<noteq> b"
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   297
    then show "g (f x) \<in> C" by (simp add: gC fB)
21239
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   298
  qed
36662
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   299
  with inj show "eventually (\<lambda>x. g (f x) \<in> C) (at a)"
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   300
    by (rule eventually_rev_mp)
21239
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   301
qed
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   302
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   303
lemma metric_LIM_compose2:
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   304
  assumes f: "f -- a --> b"
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   305
  assumes g: "g -- b --> c"
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   306
  assumes inj: "\<exists>d>0. \<forall>x. x \<noteq> a \<and> dist x a < d \<longrightarrow> f x \<noteq> b"
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   307
  shows "(\<lambda>x. g (f x)) -- a --> c"
36662
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   308
using f g inj [folded eventually_at]
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   309
by (rule LIM_compose_eventually)
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   310
23040
d329182b5966 add lemmas LIM_compose2, isCont_LIM_compose2
huffman
parents: 23012
diff changeset
   311
lemma LIM_compose2:
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   312
  fixes a :: "'a::real_normed_vector"
23040
d329182b5966 add lemmas LIM_compose2, isCont_LIM_compose2
huffman
parents: 23012
diff changeset
   313
  assumes f: "f -- a --> b"
d329182b5966 add lemmas LIM_compose2, isCont_LIM_compose2
huffman
parents: 23012
diff changeset
   314
  assumes g: "g -- b --> c"
d329182b5966 add lemmas LIM_compose2, isCont_LIM_compose2
huffman
parents: 23012
diff changeset
   315
  assumes inj: "\<exists>d>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < d \<longrightarrow> f x \<noteq> b"
d329182b5966 add lemmas LIM_compose2, isCont_LIM_compose2
huffman
parents: 23012
diff changeset
   316
  shows "(\<lambda>x. g (f x)) -- a --> c"
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   317
by (rule metric_LIM_compose2 [OF f g inj [folded dist_norm]])
23040
d329182b5966 add lemmas LIM_compose2, isCont_LIM_compose2
huffman
parents: 23012
diff changeset
   318
21239
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   319
lemma LIM_o: "\<lbrakk>g -- l --> g l; f -- a --> l\<rbrakk> \<Longrightarrow> (g \<circ> f) -- a --> g l"
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   320
unfolding o_def by (rule LIM_compose)
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   321
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   322
lemma real_LIM_sandwich_zero:
36662
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   323
  fixes f g :: "'a::topological_space \<Rightarrow> real"
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   324
  assumes f: "f -- a --> 0"
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   325
  assumes 1: "\<And>x. x \<noteq> a \<Longrightarrow> 0 \<le> g x"
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   326
  assumes 2: "\<And>x. x \<noteq> a \<Longrightarrow> g x \<le> f x"
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   327
  shows "g -- a --> 0"
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   328
proof (rule LIM_imp_LIM [OF f])
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   329
  fix x assume x: "x \<noteq> a"
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   330
  have "norm (g x - 0) = g x" by (simp add: 1 x)
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   331
  also have "g x \<le> f x" by (rule 2 [OF x])
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   332
  also have "f x \<le> \<bar>f x\<bar>" by (rule abs_ge_self)
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   333
  also have "\<bar>f x\<bar> = norm (f x - 0)" by simp
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   334
  finally show "norm (g x - 0) \<le> norm (f x - 0)" .
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   335
qed
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   336
22442
15d9ed9b5051 move bounded (bi)linear operator locales from Lim.thy to RealVector.thy
huffman
parents: 21810
diff changeset
   337
text {* Bounded Linear Operators *}
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   338
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   339
lemma (in bounded_linear) LIM:
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   340
  "g -- a --> l \<Longrightarrow> (\<lambda>x. f (g x)) -- a --> f l"
36661
0a5b7b818d65 make (f -- a --> x) an abbreviation for (f ---> x) (at a)
huffman
parents: 32650
diff changeset
   341
by (rule tendsto)
31349
2261c8781f73 new theory of filters and limits; prove LIMSEQ and LIM lemmas using filters
huffman
parents: 31338
diff changeset
   342
2261c8781f73 new theory of filters and limits; prove LIMSEQ and LIM lemmas using filters
huffman
parents: 31338
diff changeset
   343
lemma (in bounded_linear) cont: "f -- a --> f a"
2261c8781f73 new theory of filters and limits; prove LIMSEQ and LIM lemmas using filters
huffman
parents: 31338
diff changeset
   344
by (rule LIM [OF LIM_ident])
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   345
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   346
lemma (in bounded_linear) LIM_zero:
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   347
  "g -- a --> 0 \<Longrightarrow> (\<lambda>x. f (g x)) -- a --> 0"
44194
0639898074ae generalize lemmas about LIM and LIMSEQ to tendsto
huffman
parents: 41550
diff changeset
   348
  by (rule tendsto_zero)
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   349
22442
15d9ed9b5051 move bounded (bi)linear operator locales from Lim.thy to RealVector.thy
huffman
parents: 21810
diff changeset
   350
text {* Bounded Bilinear Operators *}
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   351
31349
2261c8781f73 new theory of filters and limits; prove LIMSEQ and LIM lemmas using filters
huffman
parents: 31338
diff changeset
   352
lemma (in bounded_bilinear) LIM:
2261c8781f73 new theory of filters and limits; prove LIMSEQ and LIM lemmas using filters
huffman
parents: 31338
diff changeset
   353
  "\<lbrakk>f -- a --> L; g -- a --> M\<rbrakk> \<Longrightarrow> (\<lambda>x. f x ** g x) -- a --> L ** M"
36661
0a5b7b818d65 make (f -- a --> x) an abbreviation for (f ---> x) (at a)
huffman
parents: 32650
diff changeset
   354
by (rule tendsto)
31349
2261c8781f73 new theory of filters and limits; prove LIMSEQ and LIM lemmas using filters
huffman
parents: 31338
diff changeset
   355
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   356
lemma (in bounded_bilinear) LIM_prod_zero:
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   357
  fixes a :: "'d::metric_space"
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   358
  assumes f: "f -- a --> 0"
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   359
  assumes g: "g -- a --> 0"
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   360
  shows "(\<lambda>x. f x ** g x) -- a --> 0"
44194
0639898074ae generalize lemmas about LIM and LIMSEQ to tendsto
huffman
parents: 41550
diff changeset
   361
  using f g by (rule tendsto_zero)
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   362
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   363
lemma (in bounded_bilinear) LIM_left_zero:
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   364
  "f -- a --> 0 \<Longrightarrow> (\<lambda>x. f x ** c) -- a --> 0"
44194
0639898074ae generalize lemmas about LIM and LIMSEQ to tendsto
huffman
parents: 41550
diff changeset
   365
  by (rule tendsto_left_zero)
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   366
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   367
lemma (in bounded_bilinear) LIM_right_zero:
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   368
  "f -- a --> 0 \<Longrightarrow> (\<lambda>x. c ** f x) -- a --> 0"
44194
0639898074ae generalize lemmas about LIM and LIMSEQ to tendsto
huffman
parents: 41550
diff changeset
   369
  by (rule tendsto_right_zero)
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   370
23127
56ee8105c002 simplify names of locale interpretations
huffman
parents: 23118
diff changeset
   371
lemmas LIM_mult = mult.LIM
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   372
23127
56ee8105c002 simplify names of locale interpretations
huffman
parents: 23118
diff changeset
   373
lemmas LIM_mult_zero = mult.LIM_prod_zero
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   374
23127
56ee8105c002 simplify names of locale interpretations
huffman
parents: 23118
diff changeset
   375
lemmas LIM_mult_left_zero = mult.LIM_left_zero
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   376
23127
56ee8105c002 simplify names of locale interpretations
huffman
parents: 23118
diff changeset
   377
lemmas LIM_mult_right_zero = mult.LIM_right_zero
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   378
23127
56ee8105c002 simplify names of locale interpretations
huffman
parents: 23118
diff changeset
   379
lemmas LIM_scaleR = scaleR.LIM
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   380
23127
56ee8105c002 simplify names of locale interpretations
huffman
parents: 23118
diff changeset
   381
lemmas LIM_of_real = of_real.LIM
22627
2b093ba973bc new LIM/isCont lemmas for abs, of_real, and power
huffman
parents: 22613
diff changeset
   382
2b093ba973bc new LIM/isCont lemmas for abs, of_real, and power
huffman
parents: 22613
diff changeset
   383
lemma LIM_power:
36665
5d37a96de20c generalize more lemmas about limits
huffman
parents: 36662
diff changeset
   384
  fixes f :: "'a::topological_space \<Rightarrow> 'b::{power,real_normed_algebra}"
22627
2b093ba973bc new LIM/isCont lemmas for abs, of_real, and power
huffman
parents: 22613
diff changeset
   385
  assumes f: "f -- a --> l"
2b093ba973bc new LIM/isCont lemmas for abs, of_real, and power
huffman
parents: 22613
diff changeset
   386
  shows "(\<lambda>x. f x ^ n) -- a --> l ^ n"
44194
0639898074ae generalize lemmas about LIM and LIMSEQ to tendsto
huffman
parents: 41550
diff changeset
   387
  using assms by (rule tendsto_power)
22627
2b093ba973bc new LIM/isCont lemmas for abs, of_real, and power
huffman
parents: 22613
diff changeset
   388
31355
3d18766ddc4b limits of inverse using filters
huffman
parents: 31353
diff changeset
   389
lemma LIM_inverse:
3d18766ddc4b limits of inverse using filters
huffman
parents: 31353
diff changeset
   390
  fixes L :: "'a::real_normed_div_algebra"
3d18766ddc4b limits of inverse using filters
huffman
parents: 31353
diff changeset
   391
  shows "\<lbrakk>f -- a --> L; L \<noteq> 0\<rbrakk> \<Longrightarrow> (\<lambda>x. inverse (f x)) -- a --> inverse L"
3d18766ddc4b limits of inverse using filters
huffman
parents: 31353
diff changeset
   392
by (rule tendsto_inverse)
22637
3f158760b68f new standard proof of lemma LIM_inverse
huffman
parents: 22631
diff changeset
   393
3f158760b68f new standard proof of lemma LIM_inverse
huffman
parents: 22631
diff changeset
   394
lemma LIM_inverse_fun:
3f158760b68f new standard proof of lemma LIM_inverse
huffman
parents: 22631
diff changeset
   395
  assumes a: "a \<noteq> (0::'a::real_normed_div_algebra)"
3f158760b68f new standard proof of lemma LIM_inverse
huffman
parents: 22631
diff changeset
   396
  shows "inverse -- a --> inverse a"
31355
3d18766ddc4b limits of inverse using filters
huffman
parents: 31353
diff changeset
   397
by (rule LIM_inverse [OF LIM_ident a])
22637
3f158760b68f new standard proof of lemma LIM_inverse
huffman
parents: 22631
diff changeset
   398
29885
379e43e513c2 add lemmas about sgn
huffman
parents: 29803
diff changeset
   399
lemma LIM_sgn:
36665
5d37a96de20c generalize more lemmas about limits
huffman
parents: 36662
diff changeset
   400
  fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_vector"
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   401
  shows "\<lbrakk>f -- a --> l; l \<noteq> 0\<rbrakk> \<Longrightarrow> (\<lambda>x. sgn (f x)) -- a --> sgn l"
44194
0639898074ae generalize lemmas about LIM and LIMSEQ to tendsto
huffman
parents: 41550
diff changeset
   402
  by (rule tendsto_sgn)
29885
379e43e513c2 add lemmas about sgn
huffman
parents: 29803
diff changeset
   403
14477
cc61fd03e589 conversion of Hyperreal/Lim to new-style
paulson
parents: 14387
diff changeset
   404
20755
956a0377a408 reorganize sections
huffman
parents: 20754
diff changeset
   405
subsection {* Continuity *}
14477
cc61fd03e589 conversion of Hyperreal/Lim to new-style
paulson
parents: 14387
diff changeset
   406
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   407
lemma LIM_isCont_iff:
36665
5d37a96de20c generalize more lemmas about limits
huffman
parents: 36662
diff changeset
   408
  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::topological_space"
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   409
  shows "(f -- a --> f a) = ((\<lambda>h. f (a + h)) -- 0 --> f a)"
21239
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   410
by (rule iffI [OF LIM_offset_zero LIM_offset_zero_cancel])
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   411
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   412
lemma isCont_iff:
36665
5d37a96de20c generalize more lemmas about limits
huffman
parents: 36662
diff changeset
   413
  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::topological_space"
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   414
  shows "isCont f x = (\<lambda>h. f (x + h)) -- 0 --> f x"
21239
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   415
by (simp add: isCont_def LIM_isCont_iff)
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   416
23069
cdfff0241c12 rename lemmas LIM_ident, isCont_ident, DERIV_ident
huffman
parents: 23040
diff changeset
   417
lemma isCont_ident [simp]: "isCont (\<lambda>x. x) a"
cdfff0241c12 rename lemmas LIM_ident, isCont_ident, DERIV_ident
huffman
parents: 23040
diff changeset
   418
  unfolding isCont_def by (rule LIM_ident)
21239
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   419
21786
66da6af2b0c9 cleaned up; generalized some proofs
huffman
parents: 21733
diff changeset
   420
lemma isCont_const [simp]: "isCont (\<lambda>x. k) a"
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   421
  unfolding isCont_def by (rule LIM_const)
21239
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   422
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   423
lemma isCont_norm:
36665
5d37a96de20c generalize more lemmas about limits
huffman
parents: 36662
diff changeset
   424
  fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_vector"
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   425
  shows "isCont f a \<Longrightarrow> isCont (\<lambda>x. norm (f x)) a"
21786
66da6af2b0c9 cleaned up; generalized some proofs
huffman
parents: 21733
diff changeset
   426
  unfolding isCont_def by (rule LIM_norm)
66da6af2b0c9 cleaned up; generalized some proofs
huffman
parents: 21733
diff changeset
   427
22627
2b093ba973bc new LIM/isCont lemmas for abs, of_real, and power
huffman
parents: 22613
diff changeset
   428
lemma isCont_rabs: "isCont f a \<Longrightarrow> isCont (\<lambda>x. \<bar>f x :: real\<bar>) a"
2b093ba973bc new LIM/isCont lemmas for abs, of_real, and power
huffman
parents: 22613
diff changeset
   429
  unfolding isCont_def by (rule LIM_rabs)
2b093ba973bc new LIM/isCont lemmas for abs, of_real, and power
huffman
parents: 22613
diff changeset
   430
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   431
lemma isCont_add:
36665
5d37a96de20c generalize more lemmas about limits
huffman
parents: 36662
diff changeset
   432
  fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_vector"
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   433
  shows "\<lbrakk>isCont f a; isCont g a\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. f x + g x) a"
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   434
  unfolding isCont_def by (rule LIM_add)
21239
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   435
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   436
lemma isCont_minus:
36665
5d37a96de20c generalize more lemmas about limits
huffman
parents: 36662
diff changeset
   437
  fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_vector"
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   438
  shows "isCont f a \<Longrightarrow> isCont (\<lambda>x. - f x) a"
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   439
  unfolding isCont_def by (rule LIM_minus)
21239
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   440
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   441
lemma isCont_diff:
36665
5d37a96de20c generalize more lemmas about limits
huffman
parents: 36662
diff changeset
   442
  fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_vector"
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   443
  shows "\<lbrakk>isCont f a; isCont g a\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. f x - g x) a"
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   444
  unfolding isCont_def by (rule LIM_diff)
21239
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   445
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   446
lemma isCont_mult:
36665
5d37a96de20c generalize more lemmas about limits
huffman
parents: 36662
diff changeset
   447
  fixes f g :: "'a::topological_space \<Rightarrow> 'b::real_normed_algebra"
21786
66da6af2b0c9 cleaned up; generalized some proofs
huffman
parents: 21733
diff changeset
   448
  shows "\<lbrakk>isCont f a; isCont g a\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. f x * g x) a"
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   449
  unfolding isCont_def by (rule LIM_mult)
21239
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   450
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   451
lemma isCont_inverse:
36665
5d37a96de20c generalize more lemmas about limits
huffman
parents: 36662
diff changeset
   452
  fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_div_algebra"
21786
66da6af2b0c9 cleaned up; generalized some proofs
huffman
parents: 21733
diff changeset
   453
  shows "\<lbrakk>isCont f a; f a \<noteq> 0\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. inverse (f x)) a"
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   454
  unfolding isCont_def by (rule LIM_inverse)
21239
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   455
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   456
lemma isCont_LIM_compose:
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   457
  "\<lbrakk>isCont g l; f -- a --> l\<rbrakk> \<Longrightarrow> (\<lambda>x. g (f x)) -- a --> g l"
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   458
  unfolding isCont_def by (rule LIM_compose)
21239
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   459
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   460
lemma metric_isCont_LIM_compose2:
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   461
  assumes f [unfolded isCont_def]: "isCont f a"
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   462
  assumes g: "g -- f a --> l"
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   463
  assumes inj: "\<exists>d>0. \<forall>x. x \<noteq> a \<and> dist x a < d \<longrightarrow> f x \<noteq> f a"
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   464
  shows "(\<lambda>x. g (f x)) -- a --> l"
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   465
by (rule metric_LIM_compose2 [OF f g inj])
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   466
23040
d329182b5966 add lemmas LIM_compose2, isCont_LIM_compose2
huffman
parents: 23012
diff changeset
   467
lemma isCont_LIM_compose2:
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   468
  fixes a :: "'a::real_normed_vector"
23040
d329182b5966 add lemmas LIM_compose2, isCont_LIM_compose2
huffman
parents: 23012
diff changeset
   469
  assumes f [unfolded isCont_def]: "isCont f a"
d329182b5966 add lemmas LIM_compose2, isCont_LIM_compose2
huffman
parents: 23012
diff changeset
   470
  assumes g: "g -- f a --> l"
d329182b5966 add lemmas LIM_compose2, isCont_LIM_compose2
huffman
parents: 23012
diff changeset
   471
  assumes inj: "\<exists>d>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < d \<longrightarrow> f x \<noteq> f a"
d329182b5966 add lemmas LIM_compose2, isCont_LIM_compose2
huffman
parents: 23012
diff changeset
   472
  shows "(\<lambda>x. g (f x)) -- a --> l"
d329182b5966 add lemmas LIM_compose2, isCont_LIM_compose2
huffman
parents: 23012
diff changeset
   473
by (rule LIM_compose2 [OF f g inj])
d329182b5966 add lemmas LIM_compose2, isCont_LIM_compose2
huffman
parents: 23012
diff changeset
   474
21239
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   475
lemma isCont_o2: "\<lbrakk>isCont f a; isCont g (f a)\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. g (f x)) a"
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   476
  unfolding isCont_def by (rule LIM_compose)
21239
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   477
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   478
lemma isCont_o: "\<lbrakk>isCont f a; isCont g (f a)\<rbrakk> \<Longrightarrow> isCont (g o f) a"
21282
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   479
  unfolding o_def by (rule isCont_o2)
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   480
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   481
lemma (in bounded_linear) isCont: "isCont f a"
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   482
  unfolding isCont_def by (rule cont)
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   483
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   484
lemma (in bounded_bilinear) isCont:
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   485
  "\<lbrakk>isCont f a; isCont g a\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. f x ** g x) a"
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   486
  unfolding isCont_def by (rule LIM)
dd647b4d7952 added bounded_linear and bounded_bilinear locales
huffman
parents: 21257
diff changeset
   487
23127
56ee8105c002 simplify names of locale interpretations
huffman
parents: 23118
diff changeset
   488
lemmas isCont_scaleR = scaleR.isCont
21239
d4fbe2c87ef1 LIM_compose -> isCont_LIM_compose;
huffman
parents: 21165
diff changeset
   489
22627
2b093ba973bc new LIM/isCont lemmas for abs, of_real, and power
huffman
parents: 22613
diff changeset
   490
lemma isCont_of_real:
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   491
  "isCont f a \<Longrightarrow> isCont (\<lambda>x. of_real (f x)::'b::real_normed_algebra_1) a"
22627
2b093ba973bc new LIM/isCont lemmas for abs, of_real, and power
huffman
parents: 22613
diff changeset
   492
  unfolding isCont_def by (rule LIM_of_real)
2b093ba973bc new LIM/isCont lemmas for abs, of_real, and power
huffman
parents: 22613
diff changeset
   493
2b093ba973bc new LIM/isCont lemmas for abs, of_real, and power
huffman
parents: 22613
diff changeset
   494
lemma isCont_power:
36665
5d37a96de20c generalize more lemmas about limits
huffman
parents: 36662
diff changeset
   495
  fixes f :: "'a::topological_space \<Rightarrow> 'b::{power,real_normed_algebra}"
22627
2b093ba973bc new LIM/isCont lemmas for abs, of_real, and power
huffman
parents: 22613
diff changeset
   496
  shows "isCont f a \<Longrightarrow> isCont (\<lambda>x. f x ^ n) a"
2b093ba973bc new LIM/isCont lemmas for abs, of_real, and power
huffman
parents: 22613
diff changeset
   497
  unfolding isCont_def by (rule LIM_power)
2b093ba973bc new LIM/isCont lemmas for abs, of_real, and power
huffman
parents: 22613
diff changeset
   498
29885
379e43e513c2 add lemmas about sgn
huffman
parents: 29803
diff changeset
   499
lemma isCont_sgn:
36665
5d37a96de20c generalize more lemmas about limits
huffman
parents: 36662
diff changeset
   500
  fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_vector"
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   501
  shows "\<lbrakk>isCont f a; f a \<noteq> 0\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. sgn (f x)) a"
29885
379e43e513c2 add lemmas about sgn
huffman
parents: 29803
diff changeset
   502
  unfolding isCont_def by (rule LIM_sgn)
379e43e513c2 add lemmas about sgn
huffman
parents: 29803
diff changeset
   503
20561
6a6d8004322f generalize type of (NS)LIM to work on functions with vector space domain types
huffman
parents: 20552
diff changeset
   504
lemma isCont_abs [simp]: "isCont abs (a::real)"
23069
cdfff0241c12 rename lemmas LIM_ident, isCont_ident, DERIV_ident
huffman
parents: 23040
diff changeset
   505
by (rule isCont_rabs [OF isCont_ident])
15228
4d332d10fa3d revised simprules for division
paulson
parents: 15195
diff changeset
   506
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   507
lemma isCont_setsum:
36665
5d37a96de20c generalize more lemmas about limits
huffman
parents: 36662
diff changeset
   508
  fixes f :: "'a \<Rightarrow> 'b::topological_space \<Rightarrow> 'c::real_normed_vector"
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   509
  fixes A :: "'a set" assumes "finite A"
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   510
  shows "\<forall> i \<in> A. isCont (f i) x \<Longrightarrow> isCont (\<lambda> x. \<Sum> i \<in> A. f i x) x"
44194
0639898074ae generalize lemmas about LIM and LIMSEQ to tendsto
huffman
parents: 41550
diff changeset
   511
  unfolding isCont_def by (simp add: tendsto_setsum)
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   512
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   513
lemma LIM_less_bound: fixes f :: "real \<Rightarrow> real" assumes "b < x"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   514
  and all_le: "\<forall> x' \<in> { b <..< x}. 0 \<le> f x'" and isCont: "isCont f x"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   515
  shows "0 \<le> f x"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   516
proof (rule ccontr)
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   517
  assume "\<not> 0 \<le> f x" hence "f x < 0" by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   518
  hence "0 < - f x / 2" by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   519
  from isCont[unfolded isCont_def, THEN LIM_D, OF this]
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   520
  obtain s where "s > 0" and s_D: "\<And>x'. \<lbrakk> x' \<noteq> x ; \<bar> x' - x \<bar> < s \<rbrakk> \<Longrightarrow> \<bar> f x' - f x \<bar> < - f x / 2" by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   521
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   522
  let ?x = "x - min (s / 2) ((x - b) / 2)"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   523
  have "?x < x" and "\<bar> ?x - x \<bar> < s"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   524
    using `b < x` and `0 < s` by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   525
  have "b < ?x"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   526
  proof (cases "s < x - b")
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   527
    case True thus ?thesis using `0 < s` by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   528
  next
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   529
    case False hence "s / 2 \<ge> (x - b) / 2" by auto
32642
026e7c6a6d08 be more cautious wrt. simp rules: inf_absorb1, inf_absorb2, sup_absorb1, sup_absorb2 are no simp rules by default any longer
haftmann
parents: 32436
diff changeset
   530
    hence "?x = (x + b) / 2" by (simp add: field_simps min_max.inf_absorb2)
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   531
    thus ?thesis using `b < x` by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   532
  qed
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   533
  hence "0 \<le> f ?x" using all_le `?x < x` by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   534
  moreover have "\<bar>f ?x - f x\<bar> < - f x / 2"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   535
    using s_D[OF _ `\<bar> ?x - x \<bar> < s`] `?x < x` by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   536
  hence "f ?x - f x < - f x / 2" by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   537
  hence "f ?x < f x / 2" by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   538
  hence "f ?x < 0" using `f x < 0` by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   539
  thus False using `0 \<le> f ?x` by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
   540
qed
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   541
14477
cc61fd03e589 conversion of Hyperreal/Lim to new-style
paulson
parents: 14387
diff changeset
   542
20755
956a0377a408 reorganize sections
huffman
parents: 20754
diff changeset
   543
subsection {* Uniform Continuity *}
956a0377a408 reorganize sections
huffman
parents: 20754
diff changeset
   544
14477
cc61fd03e589 conversion of Hyperreal/Lim to new-style
paulson
parents: 14387
diff changeset
   545
lemma isUCont_isCont: "isUCont f ==> isCont f x"
23012
496b42cf588d remove dependence on Hilbert_Choice.thy
huffman
parents: 22641
diff changeset
   546
by (simp add: isUCont_def isCont_def LIM_def, force)
14477
cc61fd03e589 conversion of Hyperreal/Lim to new-style
paulson
parents: 14387
diff changeset
   547
23118
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   548
lemma isUCont_Cauchy:
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   549
  "\<lbrakk>isUCont f; Cauchy X\<rbrakk> \<Longrightarrow> Cauchy (\<lambda>n. f (X n))"
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   550
unfolding isUCont_def
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   551
apply (rule metric_CauchyI)
23118
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   552
apply (drule_tac x=e in spec, safe)
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   553
apply (drule_tac e=s in metric_CauchyD, safe)
23118
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   554
apply (rule_tac x=M in exI, simp)
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   555
done
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   556
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   557
lemma (in bounded_linear) isUCont: "isUCont f"
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   558
unfolding isUCont_def dist_norm
23118
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   559
proof (intro allI impI)
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   560
  fix r::real assume r: "0 < r"
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   561
  obtain K where K: "0 < K" and norm_le: "\<And>x. norm (f x) \<le> norm x * K"
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   562
    using pos_bounded by fast
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   563
  show "\<exists>s>0. \<forall>x y. norm (x - y) < s \<longrightarrow> norm (f x - f y) < r"
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   564
  proof (rule exI, safe)
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   565
    from r K show "0 < r / K" by (rule divide_pos_pos)
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   566
  next
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   567
    fix x y :: 'a
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   568
    assume xy: "norm (x - y) < r / K"
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   569
    have "norm (f x - f y) = norm (f (x - y))" by (simp only: diff)
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   570
    also have "\<dots> \<le> norm (x - y) * K" by (rule norm_le)
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   571
    also from K xy have "\<dots> < r" by (simp only: pos_less_divide_eq)
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   572
    finally show "norm (f x - f y) < r" .
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   573
  qed
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   574
qed
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   575
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   576
lemma (in bounded_linear) Cauchy: "Cauchy X \<Longrightarrow> Cauchy (\<lambda>n. f (X n))"
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   577
by (rule isUCont [THEN isUCont_Cauchy])
ce3cf072ae14 add isUCont lemmas
huffman
parents: 23076
diff changeset
   578
14477
cc61fd03e589 conversion of Hyperreal/Lim to new-style
paulson
parents: 14387
diff changeset
   579
21165
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   580
subsection {* Relation of LIM and LIMSEQ *}
19023
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   581
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   582
lemma LIMSEQ_SEQ_conv1:
36662
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   583
  fixes a :: "'a::metric_space" and L :: "'b::metric_space"
21165
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   584
  assumes X: "X -- a --> L"
19023
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   585
  shows "\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L"
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   586
proof (safe intro!: metric_LIMSEQ_I)
21165
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   587
  fix S :: "nat \<Rightarrow> 'a"
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   588
  fix r :: real
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   589
  assume rgz: "0 < r"
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   590
  assume as: "\<forall>n. S n \<noteq> a"
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   591
  assume S: "S ----> a"
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   592
  from metric_LIM_D [OF X rgz] obtain s
21165
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   593
    where sgz: "0 < s"
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   594
    and aux: "\<And>x. \<lbrakk>x \<noteq> a; dist x a < s\<rbrakk> \<Longrightarrow> dist (X x) L < r"
21165
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   595
    by fast
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   596
  from metric_LIMSEQ_D [OF S sgz]
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   597
  obtain no where "\<forall>n\<ge>no. dist (S n) a < s" by blast
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   598
  hence "\<forall>n\<ge>no. dist (X (S n)) L < r" by (simp add: aux as)
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   599
  thus "\<exists>no. \<forall>n\<ge>no. dist (X (S n)) L < r" ..
19023
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   600
qed
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   601
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   602
19023
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   603
lemma LIMSEQ_SEQ_conv2:
36662
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   604
  fixes a :: real and L :: "'a::metric_space"
19023
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   605
  assumes "\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L"
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   606
  shows "X -- a --> L"
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   607
proof (rule ccontr)
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   608
  assume "\<not> (X -- a --> L)"
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   609
  hence "\<not> (\<forall>r > 0. \<exists>s > 0. \<forall>x. x \<noteq> a & norm (x - a) < s --> dist (X x) L < r)"
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   610
    unfolding LIM_def dist_norm .
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   611
  hence "\<exists>r > 0. \<forall>s > 0. \<exists>x. \<not>(x \<noteq> a \<and> \<bar>x - a\<bar> < s --> dist (X x) L < r)" by simp
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   612
  hence "\<exists>r > 0. \<forall>s > 0. \<exists>x. (x \<noteq> a \<and> \<bar>x - a\<bar> < s \<and> dist (X x) L \<ge> r)" by (simp add: not_less)
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   613
  then obtain r where rdef: "r > 0 \<and> (\<forall>s > 0. \<exists>x. (x \<noteq> a \<and> \<bar>x - a\<bar> < s \<and> dist (X x) L \<ge> r))" by auto
19023
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   614
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   615
  let ?F = "\<lambda>n::nat. SOME x. x\<noteq>a \<and> \<bar>x - a\<bar> < inverse (real (Suc n)) \<and> dist (X x) L \<ge> r"
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   616
  have "\<And>n. \<exists>x. x\<noteq>a \<and> \<bar>x - a\<bar> < inverse (real (Suc n)) \<and> dist (X x) L \<ge> r"
21165
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   617
    using rdef by simp
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   618
  hence F: "\<And>n. ?F n \<noteq> a \<and> \<bar>?F n - a\<bar> < inverse (real (Suc n)) \<and> dist (X (?F n)) L \<ge> r"
21165
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   619
    by (rule someI_ex)
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   620
  hence F1: "\<And>n. ?F n \<noteq> a"
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   621
    and F2: "\<And>n. \<bar>?F n - a\<bar> < inverse (real (Suc n))"
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   622
    and F3: "\<And>n. dist (X (?F n)) L \<ge> r"
21165
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   623
    by fast+
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   624
19023
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   625
  have "?F ----> a"
21165
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   626
  proof (rule LIMSEQ_I, unfold real_norm_def)
19023
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   627
      fix e::real
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   628
      assume "0 < e"
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   629
        (* choose no such that inverse (real (Suc n)) < e *)
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23127
diff changeset
   630
      then have "\<exists>no. inverse (real (Suc no)) < e" by (rule reals_Archimedean)
19023
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   631
      then obtain m where nodef: "inverse (real (Suc m)) < e" by auto
21165
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   632
      show "\<exists>no. \<forall>n. no \<le> n --> \<bar>?F n - a\<bar> < e"
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   633
      proof (intro exI allI impI)
19023
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   634
        fix n
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   635
        assume mlen: "m \<le> n"
21165
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   636
        have "\<bar>?F n - a\<bar> < inverse (real (Suc n))"
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   637
          by (rule F2)
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   638
        also have "inverse (real (Suc n)) \<le> inverse (real (Suc m))"
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23127
diff changeset
   639
          using mlen by auto
21165
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   640
        also from nodef have
19023
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   641
          "inverse (real (Suc m)) < e" .
21165
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   642
        finally show "\<bar>?F n - a\<bar> < e" .
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   643
      qed
19023
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   644
  qed
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   645
  
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   646
  moreover have "\<forall>n. ?F n \<noteq> a"
21165
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   647
    by (rule allI) (rule F1)
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   648
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 37767
diff changeset
   649
  moreover note `\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L`
19023
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   650
  ultimately have "(\<lambda>n. X (?F n)) ----> L" by simp
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   651
  
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   652
  moreover have "\<not> ((\<lambda>n. X (?F n)) ----> L)"
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   653
  proof -
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   654
    {
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   655
      fix no::nat
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   656
      obtain n where "n = no + 1" by simp
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   657
      then have nolen: "no \<le> n" by simp
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   658
        (* We prove this by showing that for any m there is an n\<ge>m such that |X (?F n) - L| \<ge> r *)
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   659
      have "dist (X (?F n)) L \<ge> r"
21165
8fb49f668511 moved DERIV stuff from Lim.thy to new Deriv.thy; cleaned up LIMSEQ_SEQ proofs
huffman
parents: 21141
diff changeset
   660
        by (rule F3)
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   661
      with nolen have "\<exists>n. no \<le> n \<and> dist (X (?F n)) L \<ge> r" by fast
19023
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   662
    }
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   663
    then have "(\<forall>no. \<exists>n. no \<le> n \<and> dist (X (?F n)) L \<ge> r)" by simp
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   664
    with rdef have "\<exists>e>0. (\<forall>no. \<exists>n. no \<le> n \<and> dist (X (?F n)) L \<ge> e)" by auto
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   665
    thus ?thesis by (unfold LIMSEQ_def, auto simp add: not_less)
19023
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   666
  qed
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   667
  ultimately show False by simp
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   668
qed
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   669
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   670
lemma LIMSEQ_SEQ_conv:
20561
6a6d8004322f generalize type of (NS)LIM to work on functions with vector space domain types
huffman
parents: 20552
diff changeset
   671
  "(\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> (a::real) \<longrightarrow> (\<lambda>n. X (S n)) ----> L) =
36662
621122eeb138 generalize types of LIMSEQ and LIM; generalize many lemmas
huffman
parents: 36661
diff changeset
   672
   (X -- a --> (L::'a::metric_space))"
19023
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   673
proof
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   674
  assume "\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L"
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23127
diff changeset
   675
  thus "X -- a --> L" by (rule LIMSEQ_SEQ_conv2)
19023
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   676
next
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   677
  assume "(X -- a --> L)"
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23127
diff changeset
   678
  thus "\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L" by (rule LIMSEQ_SEQ_conv1)
19023
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   679
qed
5652a536b7e8 * include generalised MVT in HyperReal (contributed by Benjamin Porter)
kleing
parents: 17318
diff changeset
   680
10751
a81ea5d3dd41 separation of HOL-Hyperreal from HOL-Real
paulson
parents:
diff changeset
   681
end