src/HOL/Deriv.thy
author wenzelm
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(*  Title       : Deriv.thy
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    Author      : Jacques D. Fleuriot
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    Copyright   : 1998  University of Cambridge
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    Author      : Brian Huffman
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    Conversion to Isar and new proofs by Lawrence C Paulson, 2004
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    GMVT by Benjamin Porter, 2005
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*)
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header{* Differentiation *}
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theory Deriv
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imports Limits
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begin
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subsection {* Frechet derivative *}
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definition
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  has_derivative :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> ('a \<Rightarrow> 'b) \<Rightarrow> 'a filter \<Rightarrow>  bool"
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  (infix "(has'_derivative)" 50)
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where
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  "(f has_derivative f') F \<longleftrightarrow>
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    (bounded_linear f' \<and>
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     ((\<lambda>y. ((f y - f (Lim F (\<lambda>x. x))) - f' (y - Lim F (\<lambda>x. x))) /\<^sub>R norm (y - Lim F (\<lambda>x. x))) ---> 0) F)"
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text {*
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  Usually the filter @{term F} is @{term "at x within s"}.  @{term "(f has_derivative D)
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  (at x within s)"} means: @{term D} is the derivative of function @{term f} at point @{term x}
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  within the set @{term s}. Where @{term s} is used to express left or right sided derivatives. In
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  most cases @{term s} is either a variable or @{term UNIV}.
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*}
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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 
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  has_field_derivative :: "('a::real_normed_field \<Rightarrow> 'a) \<Rightarrow> 'a \<Rightarrow> 'a filter \<Rightarrow> bool"
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  (infix "(has'_field'_derivative)" 50)
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where
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  "(f has_field_derivative D) F \<longleftrightarrow> (f has_derivative op * D) F"
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lemma DERIV_cong: "(f has_field_derivative X) F \<Longrightarrow> X = Y \<Longrightarrow> (f has_field_derivative Y) F"
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  by simp
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definition
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  has_vector_derivative :: "(real \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'b \<Rightarrow> real filter \<Rightarrow> bool"
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  (infix "has'_vector'_derivative" 50)
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where
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  "(f has_vector_derivative f') net \<longleftrightarrow> (f has_derivative (\<lambda>x. x *\<^sub>R f')) net"
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lemma has_vector_derivative_eq_rhs: "(f has_vector_derivative X) F \<Longrightarrow> X = Y \<Longrightarrow> (f has_vector_derivative Y) F"
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  by simp
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named_theorems derivative_intros "structural introduction rules for derivatives"
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setup {*
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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 derivative_eq_intros},
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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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*}
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text {*
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  The following syntax is only used as a legacy syntax.
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*}
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abbreviation (input)
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  FDERIV :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a \<Rightarrow>  ('a \<Rightarrow> 'b) \<Rightarrow> bool"
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  ("(FDERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60)
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where
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  "FDERIV f x :> f' \<equiv> (f has_derivative f') (at x)"
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lemma has_derivative_bounded_linear: "(f has_derivative f') F \<Longrightarrow> bounded_linear f'"
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  by (simp add: has_derivative_def)
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lemma has_derivative_linear: "(f has_derivative f') F \<Longrightarrow> linear f'"
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  using bounded_linear.linear[OF has_derivative_bounded_linear] .
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lemma has_derivative_ident[derivative_intros, simp]: "((\<lambda>x. x) has_derivative (\<lambda>x. x)) F"
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  by (simp add: has_derivative_def tendsto_const)
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lemma has_derivative_const[derivative_intros, simp]: "((\<lambda>x. c) has_derivative (\<lambda>x. 0)) F"
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  by (simp add: has_derivative_def tendsto_const)
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400ec5ae7f8f move FrechetDeriv from the 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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  using assms unfolding has_derivative_def
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  apply safe
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  apply (erule bounded_linear_compose [OF bounded_linear])
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  apply (drule tendsto)
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  apply (simp add: scaleR diff add zero)
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  done
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lemmas has_derivative_scaleR_right [derivative_intros] =
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  bounded_linear.has_derivative [OF bounded_linear_scaleR_right]
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lemmas has_derivative_scaleR_left [derivative_intros] =
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  bounded_linear.has_derivative [OF bounded_linear_scaleR_left]
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lemmas has_derivative_mult_right [derivative_intros] =
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  bounded_linear.has_derivative [OF bounded_linear_mult_right]
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lemmas has_derivative_mult_left [derivative_intros] =
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  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" 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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   118
  have "((\<lambda>x. ?D f f' x + ?D g g' x) ---> (0 + 0)) F"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   119
    using f g by (intro tendsto_add) (auto simp: has_derivative_def)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   120
  then show "(?D (\<lambda>x. f x + g x) (\<lambda>x. f' x + g' x) ---> 0) F"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   121
    by (simp add: field_simps scaleR_add_right scaleR_diff_right)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   122
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
   123
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   124
lemma has_derivative_setsum[simp, derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   125
  assumes f: "\<And>i. i \<in> I \<Longrightarrow> (f i has_derivative f' i) F"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   126
  shows "((\<lambda>x. \<Sum>i\<in>I. f i x) has_derivative (\<lambda>x. \<Sum>i\<in>I. f' i x)) F"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   127
proof cases
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   128
  assume "finite I" from this f show ?thesis
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   129
    by induct (simp_all add: f)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   130
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
   131
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   132
lemma has_derivative_minus[simp, derivative_intros]: "(f has_derivative f') F \<Longrightarrow> ((\<lambda>x. - f x) has_derivative (\<lambda>x. - f' x)) F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   133
  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
   134
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   135
lemma has_derivative_diff[simp, derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   136
  "(f has_derivative f') F \<Longrightarrow> (g has_derivative g') F \<Longrightarrow> ((\<lambda>x. f x - g x) has_derivative (\<lambda>x. f' x - g' x)) F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   137
  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
   138
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   139
lemma has_derivative_at_within:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   140
  "(f has_derivative f') (at x within s) \<longleftrightarrow>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   141
    (bounded_linear f' \<and> ((\<lambda>y. ((f y - f x) - f' (y - x)) /\<^sub>R norm (y - x)) ---> 0) (at x within s))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   142
  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
   143
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   144
lemma has_derivative_iff_norm:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   145
  "(f has_derivative f') (at x within s) \<longleftrightarrow>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   146
    (bounded_linear f' \<and> ((\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x)) ---> 0) (at x within s))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   147
  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
   148
  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
   149
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   150
lemma has_derivative_at:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   151
  "(f has_derivative D) (at x) \<longleftrightarrow> (bounded_linear D \<and> (\<lambda>h. norm (f (x + h) - f x - D h) / norm h) -- 0 --> 0)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   152
  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
   153
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   154
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
   155
  fixes x :: "'a::real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   156
  shows "(f has_derivative op * D) (at x) \<longleftrightarrow> (\<lambda>h. (f (x + h) - f x) / h) -- 0 --> D"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   157
  apply (unfold has_derivative_at)
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   158
  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
   159
  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
   160
  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
   161
  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
   162
  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
   163
  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
   164
  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
   165
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   166
lemma has_derivativeI:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   167
  "bounded_linear f' \<Longrightarrow> ((\<lambda>y. ((f y - f x) - f' (y - x)) /\<^sub>R norm (y - x)) ---> 0) (at x within s) \<Longrightarrow>
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   168
  (f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   169
  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
   170
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   171
lemma has_derivativeI_sandwich:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   172
  assumes e: "0 < e" and bounded: "bounded_linear f'"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   173
    and sandwich: "(\<And>y. y \<in> s \<Longrightarrow> y \<noteq> x \<Longrightarrow> dist y x < e \<Longrightarrow> norm ((f y - f x) - f' (y - x)) / norm (y - x) \<le> H y)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   174
    and "(H ---> 0) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   175
  shows "(f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   176
  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
   177
proof safe
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   178
  show "((\<lambda>y. norm (f y - f x - f' (y - x)) / norm (y - x)) ---> 0) (at x within s)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   179
  proof (rule tendsto_sandwich[where f="\<lambda>x. 0"])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   180
    show "(H ---> 0) (at x within s)" by fact
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   181
    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
   182
      unfolding eventually_at using e sandwich by auto
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   183
  qed (auto simp: le_divide_eq tendsto_const)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   184
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
   185
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   186
lemma has_derivative_subset: "(f has_derivative f') (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow> (f has_derivative f') (at x within t)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   187
  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
   188
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   189
lemmas has_derivative_within_subset = has_derivative_subset 
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   190
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   191
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base 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
subsection {* Continuity *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   193
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   194
lemma has_derivative_continuous:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   195
  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
   196
  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
   197
proof -
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   198
  from f interpret F: bounded_linear f' by (rule has_derivative_bounded_linear)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   199
  note F.tendsto[tendsto_intros]
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   200
  let ?L = "\<lambda>f. (f ---> 0) (at x within s)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   201
  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
   202
    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
   203
  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
   204
    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
   205
  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
   206
    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
   207
  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
   208
    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
   209
  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
   210
    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
   211
  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
   212
    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
   213
  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
   214
    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
   215
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
   216
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   217
subsection {* Composition *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   218
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   219
lemma tendsto_at_iff_tendsto_nhds_within: "f x = y \<Longrightarrow> (f ---> y) (at x within s) \<longleftrightarrow> (f ---> y) (inf (nhds x) (principal s))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   220
  unfolding tendsto_def eventually_inf_principal eventually_at_filter
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   221
  by (intro ext all_cong imp_cong) (auto elim!: eventually_elim1)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   222
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diff changeset
   223
lemma has_derivative_in_compose:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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diff changeset
   224
  assumes f: "(f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   225
  assumes g: "(g has_derivative g') (at (f x) within (f`s))"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   226
  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
   227
proof -
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diff changeset
   228
  from f interpret F: bounded_linear f' by (rule has_derivative_bounded_linear)
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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diff changeset
   229
  from g interpret G: bounded_linear g' by (rule has_derivative_bounded_linear)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   230
  from F.bounded obtain kF where kF: "\<And>x. norm (f' x) \<le> norm x * kF" by fast
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   231
  from G.bounded obtain kG where kG: "\<And>x. norm (g' x) \<le> norm x * kG" by fast
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   232
  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
   233
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   234
  let ?L = "\<lambda>f. (f ---> 0) (at x within s)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   235
  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
   236
  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
   237
  let ?gf = "\<lambda>x. g (f x)" and ?gf' = "\<lambda>x. g' (f' x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   238
  def Nf \<equiv> "?N f f' x"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   239
  def Ng \<equiv> "\<lambda>y. ?N g g' (f x) (f y)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   240
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   241
  show ?thesis
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2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   242
  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
   243
    show "bounded_linear (\<lambda>x. g' (f' x))"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   244
      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
   245
  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
   246
    fix y::'a assume neq: "y \<noteq> x"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   247
    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
   248
      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
   249
    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
   250
      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
   251
    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
   252
    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
   253
      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
   254
        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
   255
      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
   256
        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
   257
      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
   258
        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
   259
      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
   260
        by (simp add: neq Nf_def field_simps)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   261
    qed (insert kG, simp_all add: Ng_def Nf_def neq zero_le_divide_iff field_simps)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   262
    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
   263
  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
   264
    have [tendsto_intros]: "?L Nf"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   265
      using f unfolding has_derivative_iff_norm Nf_def ..
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   266
    from f have "(f ---> f x) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   267
      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
   268
    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
   269
      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
   270
      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
   271
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   272
    have "((?N g  g' (f x)) ---> 0) (at (f x) within f`s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   273
      using g unfolding has_derivative_iff_norm ..
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   274
    then have g': "((?N g  g' (f x)) ---> 0) (inf (nhds (f x)) (principal (f`s)))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   275
      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
   276
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base 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
    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
   278
      unfolding Ng_def by (rule filterlim_compose[OF g' f'])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   279
    show "((\<lambda>y. Nf y * kG + Ng y * (Nf y + kF)) ---> 0) (at x within s)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   280
      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
   281
  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
   282
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
   283
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2aa0b19e74f3 unify syntax for has_derivative and differentiable
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diff changeset
   284
lemma has_derivative_compose:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   285
  "(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
   286
  ((\<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
   287
  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
   288
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   289
lemma (in bounded_bilinear) FDERIV:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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diff changeset
   290
  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
   291
  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
   292
proof -
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   293
  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
   294
  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
   295
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   296
  from pos_bounded obtain K where K: "0 < K" and norm_prod:
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   297
    "\<And>a b. norm (a ** b) \<le> norm a * norm b * K" by fast
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   298
  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
   299
  let ?N = "\<lambda>f f' y. norm (?D f f' y) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   300
  def Ng =="?N g g'" and Nf =="?N f f'"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   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
  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
   303
  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
   304
  let ?F = "at x within s"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   305
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base 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
  show ?thesis
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   307
  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
   308
    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
   309
      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
   310
        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
   311
        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
   312
  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
   313
    from g have "(g ---> g x) ?F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   314
      by (intro continuous_within[THEN iffD1] has_derivative_continuous)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   315
    moreover from f g have "(Nf ---> 0) ?F" "(Ng ---> 0) ?F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   316
      by (simp_all add: has_derivative_iff_norm Ng_def Nf_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   317
    ultimately have "(?fun2 ---> norm (f x) * 0 * K + 0 * norm (g x) * K + KF * norm (0::'b) * K) ?F"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   318
      by (intro tendsto_intros) (simp_all add: LIM_zero_iff)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   319
    then show "(?fun2 ---> 0) ?F"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   320
      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
   321
  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
   322
    fix y::'d assume "y \<noteq> x"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   323
    have "?fun1 y = norm (f x ** ?D g g' y + ?D f f' y ** g y + f' (y - x) ** (g y - g x)) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   324
      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
   325
    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
   326
        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
   327
      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
   328
                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
   329
                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
   330
                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
   331
                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
   332
    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
   333
      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
   334
    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
   335
  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
   336
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
   337
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   338
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
   339
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
   340
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   341
lemma has_derivative_setprod[simp, derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   342
  fixes f :: "'i \<Rightarrow> 'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   343
  assumes f: "\<And>i. i \<in> I \<Longrightarrow> (f i has_derivative f' i) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   344
  shows "((\<lambda>x. \<Prod>i\<in>I. f i x) has_derivative (\<lambda>y. \<Sum>i\<in>I. f' i y * (\<Prod>j\<in>I - {i}. f j x))) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   345
proof cases
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   346
  assume "finite I" from this f show ?thesis
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   347
  proof induct
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   348
    case (insert i I)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   349
    let ?P = "\<lambda>y. f i x * (\<Sum>i\<in>I. f' i y * (\<Prod>j\<in>I - {i}. f j x)) + (f' i y) * (\<Prod>i\<in>I. f i x)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   350
    have "((\<lambda>x. f i x * (\<Prod>i\<in>I. f i x)) has_derivative ?P) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   351
      using insert by (intro has_derivative_mult) auto
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   352
    also have "?P = (\<lambda>y. \<Sum>i'\<in>insert i I. f' i' y * (\<Prod>j\<in>insert i I - {i'}. f j x))"
57418
6ab1c7cb0b8d fact consolidation
haftmann
parents: 56541
diff changeset
   353
      using insert(1,2) by (auto simp add: setsum_right_distrib insert_Diff_if intro!: ext setsum.cong)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   354
    finally show ?case
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   355
      using insert by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   356
  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
   357
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
   358
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   359
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
   360
  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
   361
  assumes f: "(f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   362
  shows "((\<lambda>x. f x^n) has_derivative (\<lambda>y. of_nat n * f' y * f x^(n - 1))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   363
  using has_derivative_setprod[OF f, of "{..< n}"] by (simp add: setprod_constant ac_simps)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   364
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   365
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
   366
  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
   367
  assumes x: "x \<noteq> 0"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   368
  shows "(inverse has_derivative (\<lambda>h. - (inverse x * h * inverse x))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   369
        (is "(?inv has_derivative ?f) _")
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   370
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
   371
  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
   372
    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
   373
    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
   374
    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
   375
    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
   376
    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
   377
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
   378
  show "0 < norm x" using x by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   379
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
   380
  show "((\<lambda>y. norm (?inv y - ?inv x) * norm (?inv x)) ---> 0) (at x within s)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   381
    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
   382
    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
   383
    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
   384
    apply (rule tendsto_inverse)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   385
    apply (rule tendsto_ident_at)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   386
    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
   387
    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
   388
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
   389
  fix y::'a assume h: "y \<noteq> x" "dist y x < norm x"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   390
  then have "y \<noteq> 0"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   391
    by (auto simp: norm_conv_dist dist_commute)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   392
  have "norm (?inv y - ?inv x - ?f (y -x)) / norm (y - x) = norm ((?inv y - ?inv x) * (y - x) * ?inv x) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   393
    apply (subst inverse_diff_inverse [OF `y \<noteq> 0` x])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   394
    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
   395
    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
   396
    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
   397
    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
   398
  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
   399
    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
   400
    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
   401
    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
   402
    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
   403
    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
   404
  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
   405
    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
   406
  finally show "norm (?inv y - ?inv x - ?f (y -x)) / norm (y - x) \<le>
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   407
      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
   408
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
   409
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   410
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
   411
  fixes f :: "_ \<Rightarrow> 'a::real_normed_div_algebra"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   412
  assumes x:  "f x \<noteq> 0" and f: "(f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   413
  shows "((\<lambda>x. inverse (f x)) has_derivative (\<lambda>h. - (inverse (f x) * f' h * inverse (f x)))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   414
  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
   415
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   416
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
   417
  fixes f :: "_ \<Rightarrow> 'a::real_normed_div_algebra"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   418
  assumes f: "(f has_derivative f') (at x within s)" and g: "(g has_derivative g') (at x within s)" 
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   419
  assumes x: "g x \<noteq> 0"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   420
  shows "((\<lambda>x. f x / g x) has_derivative
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   421
                (\<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
   422
  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
   423
  by (simp add: field_simps)
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   424
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   425
text{*Conventional form requires mult-AC laws. Types real and complex only.*}
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   426
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   427
lemma has_derivative_divide'[derivative_intros]: 
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   428
  fixes f :: "_ \<Rightarrow> 'a::real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   429
  assumes f: "(f has_derivative f') (at x within s)" and g: "(g has_derivative g') (at x within s)" and x: "g x \<noteq> 0"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   430
  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
   431
proof -
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   432
  { fix h
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   433
    have "f' h / g x - f x * (inverse (g x) * g' h * inverse (g x)) =
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   434
          (f' h * g x - f x * g' h) / (g x * g x)"
56480
093ea91498e6 field_simps: better support for negation and division, and power
hoelzl
parents: 56479
diff changeset
   435
      by (simp add: field_simps x)
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   436
   }
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   437
  then show ?thesis
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   438
    using has_derivative_divide [OF f g] x
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   439
    by simp
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   440
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
   441
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base 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
subsection {* Uniqueness *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   443
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base 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
text {*
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   445
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   446
This can not generally shown for @{const has_derivative}, as we need to approach the point from
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   447
all directions. There is a proof in @{text Multivariate_Analysis} for @{text euclidean_space}.
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   448
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   449
*}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base 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
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   451
lemma has_derivative_zero_unique:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   452
  assumes "((\<lambda>x. 0) has_derivative F) (at x)" shows "F = (\<lambda>h. 0)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   453
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
   454
  interpret F: bounded_linear F
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   455
    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
   456
  let ?r = "\<lambda>h. norm (F h) / norm h"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   457
  have *: "?r -- 0 --> 0"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   458
    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
   459
  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
   460
  proof
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   461
    fix h show "F h = 0"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   462
    proof (rule ccontr)
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
   463
      assume **: "F h \<noteq> 0"
56541
0e3abadbef39 made divide_pos_pos a simp rule
nipkow
parents: 56480
diff changeset
   464
      hence h: "h \<noteq> 0" by (clarsimp simp add: F.zero)
0e3abadbef39 made divide_pos_pos a simp rule
nipkow
parents: 56480
diff changeset
   465
      with ** have "0 < ?r h" by simp
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   466
      from LIM_D [OF * this] obtain s where s: "0 < s"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   467
        and r: "\<And>x. x \<noteq> 0 \<Longrightarrow> norm x < s \<Longrightarrow> ?r x < ?r h" by auto
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   468
      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
   469
      let ?x = "scaleR (t / norm h) h"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   470
      have "?x \<noteq> 0" and "norm ?x < s" using t h by simp_all
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   471
      hence "?r ?x < ?r h" by (rule r)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   472
      thus "False" using t h by (simp add: F.scaleR)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   473
    qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   474
  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
   475
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
   476
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   477
lemma has_derivative_unique:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   478
  assumes "(f has_derivative F) (at x)" and "(f has_derivative F') (at x)" shows "F = F'"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   479
proof -
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   480
  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
   481
    using has_derivative_diff [OF assms] by simp
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   482
  hence "(\<lambda>h. F h - F' h) = (\<lambda>h. 0)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   483
    by (rule has_derivative_zero_unique)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   484
  thus "F = F'"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   485
    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
   486
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
   487
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base 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
subsection {* Differentiability predicate *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   489
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   490
definition
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   491
  differentiable :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a filter \<Rightarrow> bool"
56182
528fae0816ea update syntax of has_*derivative to infix 50; fixed proofs
hoelzl
parents: 56181
diff changeset
   492
  (infix "differentiable" 50)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   493
where
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   494
  "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
   495
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   496
lemma differentiable_subset: "f differentiable (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow> f differentiable (at x within t)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   497
  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
   498
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   499
lemmas differentiable_within_subset = differentiable_subset
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   500
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   501
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
   502
  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
   503
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   504
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
   505
  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
   506
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   507
lemma differentiable_in_compose:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   508
  "f differentiable (at (g x) within (g`s)) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f (g x)) differentiable (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   509
  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
   510
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   511
lemma differentiable_compose:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   512
  "f differentiable (at (g x)) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f (g x)) differentiable (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   513
  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
   514
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   515
lemma differentiable_sum [simp, derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   516
  "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
   517
  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
   518
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   519
lemma differentiable_minus [simp, derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   520
  "f differentiable F \<Longrightarrow> (\<lambda>x. - f x) differentiable F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   521
  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
   522
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   523
lemma differentiable_diff [simp, derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   524
  "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
   525
  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
   526
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   527
lemma differentiable_mult [simp, derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   528
  fixes f g :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_algebra"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   529
  shows "f differentiable (at x within s) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f x * g x) differentiable (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   530
  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
   531
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   532
lemma differentiable_inverse [simp, derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   533
  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
   534
  shows "f differentiable (at x within s) \<Longrightarrow> f x \<noteq> 0 \<Longrightarrow> (\<lambda>x. inverse (f x)) differentiable (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   535
  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
   536
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   537
lemma differentiable_divide [simp, derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   538
  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
   539
  shows "f differentiable (at x within s) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> g x \<noteq> 0 \<Longrightarrow> (\<lambda>x. f x / g x) differentiable (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   540
  unfolding divide_inverse using assms by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   541
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   542
lemma differentiable_power [simp, derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   543
  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
   544
  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
   545
  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
   546
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   547
lemma differentiable_scaleR [simp, derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   548
  "f differentiable (at x within s) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f x *\<^sub>R g x) differentiable (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   549
  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
   550
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   551
lemma has_derivative_imp_has_field_derivative:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   552
  "(f has_derivative D) F \<Longrightarrow> (\<And>x. x * D' = D x) \<Longrightarrow> (f has_field_derivative D') F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   553
  unfolding has_field_derivative_def 
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   554
  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
   555
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   556
lemma has_field_derivative_imp_has_derivative: "(f has_field_derivative D) F \<Longrightarrow> (f has_derivative op * D) F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   557
  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
   558
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   559
lemma DERIV_subset: 
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   560
  "(f has_field_derivative f') (at x within s) \<Longrightarrow> t \<subseteq> s 
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   561
   \<Longrightarrow> (f has_field_derivative f') (at x within t)"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   562
  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
   563
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   564
abbreviation (input)
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   565
  DERIV :: "('a::real_normed_field \<Rightarrow> 'a) \<Rightarrow> 'a \<Rightarrow> 'a \<Rightarrow> bool"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   566
  ("(DERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   567
where
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   568
  "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
   569
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   570
abbreviation 
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   571
  has_real_derivative :: "(real \<Rightarrow> real) \<Rightarrow> real \<Rightarrow> real filter \<Rightarrow> bool"
56182
528fae0816ea update syntax of has_*derivative to infix 50; fixed proofs
hoelzl
parents: 56181
diff changeset
   572
  (infix "(has'_real'_derivative)" 50)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   573
where
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   574
  "(f has_real_derivative D) F \<equiv> (f has_field_derivative D) F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   575
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   576
lemma real_differentiable_def:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   577
  "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
   578
proof safe
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   579
  assume "f differentiable at x within s"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   580
  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
   581
    unfolding differentiable_def by auto
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   582
  then obtain c where "f' = (op * c)"
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   583
    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
   584
  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
   585
    unfolding has_field_derivative_def by auto
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   586
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
   587
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   588
lemma real_differentiableE [elim?]:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   589
  assumes f: "f differentiable (at x within s)" obtains df where "(f has_real_derivative df) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   590
  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
   591
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   592
lemma differentiableD: "f differentiable (at x within s) \<Longrightarrow> \<exists>D. (f has_real_derivative D) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   593
  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
   594
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   595
lemma differentiableI: "(f has_real_derivative D) (at x within s) \<Longrightarrow> f differentiable (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   596
  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
   597
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   598
lemma DERIV_def: "DERIV f x :> D \<longleftrightarrow> (\<lambda>h. (f (x + h) - f x) / h) -- 0 --> D"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   599
  apply (simp add: has_field_derivative_def has_derivative_at bounded_linear_mult_right LIM_zero_iff[symmetric, of _ D])
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   600
  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
   601
  apply (rule filterlim_cong)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   602
  apply (simp_all add: eventually_at_filter field_simps nonzero_norm_divide)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   603
  done
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   604
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   605
lemma mult_commute_abs: "(\<lambda>x. x * c) = op * (c::'a::ab_semigroup_mult)"
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   606
  by (simp add: fun_eq_iff mult.commute)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   607
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   608
subsection {* Derivatives *}
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   609
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   610
lemma DERIV_D: "DERIV f x :> D \<Longrightarrow> (\<lambda>h. (f (x + h) - f x) / h) -- 0 --> D"
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   611
  by (simp add: DERIV_def)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   612
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   613
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
   614
  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
   615
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   616
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
   617
  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
   618
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   619
lemma field_differentiable_add[derivative_intros]:
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   620
  "(f has_field_derivative f') F \<Longrightarrow> (g has_field_derivative g') F \<Longrightarrow> 
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   621
    ((\<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
   622
  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
   623
     (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
   624
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   625
corollary DERIV_add:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   626
  "(f has_field_derivative D) (at x within s) \<Longrightarrow> (g has_field_derivative E) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   627
  ((\<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
   628
  by (rule field_differentiable_add)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   629
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   630
lemma field_differentiable_minus[derivative_intros]:
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   631
  "(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
   632
  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
   633
     (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
   634
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   635
corollary DERIV_minus: "(f has_field_derivative D) (at x within s) \<Longrightarrow> ((\<lambda>x. - f x) has_field_derivative -D) (at x within s)"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   636
  by (rule field_differentiable_minus)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   637
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   638
lemma field_differentiable_diff[derivative_intros]:
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   639
  "(f has_field_derivative f') F \<Longrightarrow> (g has_field_derivative g') F \<Longrightarrow> ((\<lambda>z. f z - g z) has_field_derivative f' - g') F"
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   640
  by (simp only: assms 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
   641
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   642
corollary DERIV_diff:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   643
  "(f has_field_derivative D) (at x within s) \<Longrightarrow> (g has_field_derivative E) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   644
  ((\<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
   645
  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
   646
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   647
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
   648
  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
   649
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   650
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
   651
  by (rule DERIV_continuous)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   652
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   653
lemma DERIV_continuous_on:
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   654
  "(\<And>x. x \<in> s \<Longrightarrow> (f has_field_derivative D) (at x)) \<Longrightarrow> continuous_on s f"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   655
  by (metis DERIV_continuous continuous_at_imp_continuous_on)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   656
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   657
lemma DERIV_mult':
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   658
  "(f has_field_derivative D) (at x within s) \<Longrightarrow> (g has_field_derivative E) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   659
  ((\<lambda>x. f x * g x) has_field_derivative f x * E + D * g x) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   660
  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
   661
     (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
   662
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   663
lemma DERIV_mult[derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   664
  "(f has_field_derivative Da) (at x within s) \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   665
  ((\<lambda>x. f x * g x) has_field_derivative Da * g x + Db * f x) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   666
  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
   667
     (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
   668
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   669
text {* Derivative of linear multiplication *}
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   670
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   671
lemma DERIV_cmult:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   672
  "(f has_field_derivative D) (at x within s) ==> ((\<lambda>x. c * f x) has_field_derivative c * D) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   673
  by (drule DERIV_mult' [OF DERIV_const], simp)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   674
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   675
lemma DERIV_cmult_right:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   676
  "(f has_field_derivative D) (at x within s) ==> ((\<lambda>x. f x * c) has_field_derivative D * c) (at x within s)"
57514
bdc2c6b40bf2 prefer ac_simps collections over separate name bindings for add and mult
haftmann
parents: 57512
diff changeset
   677
  using DERIV_cmult by (force simp add: ac_simps)
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   678
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   679
lemma DERIV_cmult_Id [simp]: "(op * c has_field_derivative c) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   680
  by (cut_tac c = c and x = x in DERIV_ident [THEN DERIV_cmult], simp)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   681
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   682
lemma DERIV_cdivide:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   683
  "(f has_field_derivative D) (at x within s) \<Longrightarrow> ((\<lambda>x. f x / c) has_field_derivative D / c) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   684
  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
   685
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   686
lemma DERIV_unique:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   687
  "DERIV f x :> D \<Longrightarrow> DERIV f x :> E \<Longrightarrow> D = E"
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   688
  unfolding DERIV_def by (rule LIM_unique) 
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   689
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   690
lemma DERIV_setsum[derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   691
  "(\<And> n. n \<in> S \<Longrightarrow> ((\<lambda>x. f x n) has_field_derivative (f' x n)) F) \<Longrightarrow> 
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   692
    ((\<lambda>x. setsum (f x) S) has_field_derivative setsum (f' x) S) F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   693
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_setsum])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   694
     (auto simp: setsum_right_distrib mult_commute_abs dest: has_field_derivative_imp_has_derivative)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   695
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   696
lemma DERIV_inverse'[derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   697
  "(f has_field_derivative D) (at x within s) \<Longrightarrow> f x \<noteq> 0 \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   698
  ((\<lambda>x. inverse (f x)) has_field_derivative - (inverse (f x) * D * inverse (f x))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   699
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_inverse])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   700
     (auto dest: has_field_derivative_imp_has_derivative)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   701
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   702
text {* Power of @{text "-1"} *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   703
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   704
lemma DERIV_inverse:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   705
  "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
   706
  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
   707
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   708
text {* Derivative of inverse *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   709
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base 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
lemma DERIV_inverse_fun:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   711
  "(f has_field_derivative d) (at x within s) \<Longrightarrow> f x \<noteq> 0 \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   712
  ((\<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
   713
  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
   714
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   715
text {* Derivative of quotient *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   716
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   717
lemma DERIV_divide[derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   718
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   719
  (g has_field_derivative E) (at x within s) \<Longrightarrow> g x \<noteq> 0 \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   720
  ((\<lambda>x. f x / g x) has_field_derivative (D * g x - f x * E) / (g x * g x)) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   721
  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
   722
     (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
   723
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   724
lemma DERIV_quotient:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   725
  "(f has_field_derivative d) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   726
  (g has_field_derivative e) (at x within s)\<Longrightarrow> g x \<noteq> 0 \<Longrightarrow> 
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   727
  ((\<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
   728
  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
   729
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   730
lemma DERIV_power_Suc:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   731
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   732
  ((\<lambda>x. f x ^ Suc n) has_field_derivative (1 + of_nat n) * (D * f x ^ n)) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   733
  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
   734
     (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
   735
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   736
lemma DERIV_power[derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   737
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   738
  ((\<lambda>x. f x ^ n) has_field_derivative of_nat n * (D * f x ^ (n - Suc 0))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   739
  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
   740
     (auto simp: has_field_derivative_def)
31880
6fb86c61747c Added DERIV_intros
hoelzl
parents: 31404
diff changeset
   741
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   742
lemma DERIV_pow: "((\<lambda>x. x ^ n) has_field_derivative real n * (x ^ (n - Suc 0))) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   743
  apply (cut_tac DERIV_power [OF DERIV_ident])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   744
  apply (simp add: real_of_nat_def)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   745
  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
   746
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   747
lemma DERIV_chain': "(f has_field_derivative D) (at x within s) \<Longrightarrow> DERIV g (f x) :> E \<Longrightarrow> 
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   748
  ((\<lambda>x. g (f x)) has_field_derivative E * D) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   749
  using has_derivative_compose[of f "op * D" x s g "op * E"]
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   750
  unfolding has_field_derivative_def mult_commute_abs ac_simps .
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   751
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   752
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
   753
  ((\<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
   754
  by (rule DERIV_chain')
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   755
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   756
text {* Standard version *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   757
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   758
lemma DERIV_chain:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   759
  "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
   760
  (f o 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
   761
  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
   762
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   763
lemma DERIV_image_chain: 
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   764
  "(f has_field_derivative Da) (at (g x) within (g ` s)) \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   765
  (f o g has_field_derivative Da * Db) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   766
  using has_derivative_in_compose [of g "op * Db" x s f "op * Da "]
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   767
  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
   768
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   769
(*These two are from HOL Light: HAS_COMPLEX_DERIVATIVE_CHAIN*)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   770
lemma DERIV_chain_s:
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   771
  assumes "(\<And>x. x \<in> s \<Longrightarrow> DERIV g x :> g'(x))"
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   772
      and "DERIV f x :> f'" 
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   773
      and "f x \<in> s"
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   774
    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
   775
  by (metis (full_types) DERIV_chain' mult.commute assms)
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   776
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   777
lemma DERIV_chain3: (*HAS_COMPLEX_DERIVATIVE_CHAIN_UNIV*)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   778
  assumes "(\<And>x. DERIV g x :> g'(x))"
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   779
      and "DERIV f x :> f'" 
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   780
    shows "DERIV (\<lambda>x. g(f x)) x :> f' * g'(f x)"
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   781
  by (metis UNIV_I DERIV_chain_s [of UNIV] assms)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   782
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   783
declare
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   784
  DERIV_power[where 'a=real, unfolded real_of_nat_def[symmetric], derivative_intros]
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   785
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   786
text{*Alternative definition for differentiability*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   787
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   788
lemma DERIV_LIM_iff:
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   789
  fixes f :: "'a::{real_normed_vector,inverse} \<Rightarrow> 'a" shows
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   790
     "((%h. (f(a + h) - f(a)) / h) -- 0 --> D) =
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   791
      ((%x. (f(x)-f(a)) / (x-a)) -- a --> D)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   792
apply (rule iffI)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   793
apply (drule_tac k="- a" in LIM_offset)
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53381
diff changeset
   794
apply simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   795
apply (drule_tac k="a" in LIM_offset)
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   796
apply (simp add: add.commute)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   797
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   798
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   799
lemma DERIV_iff2: "(DERIV f x :> D) \<longleftrightarrow> (\<lambda>z. (f z - f x) / (z - x)) --x --> D"
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   800
  by (simp add: DERIV_def DERIV_LIM_iff)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   801
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   802
lemma DERIV_cong_ev: "x = y \<Longrightarrow> eventually (\<lambda>x. f x = g x) (nhds x) \<Longrightarrow> u = v \<Longrightarrow>
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   803
    DERIV f x :> u \<longleftrightarrow> DERIV g y :> v"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   804
  unfolding DERIV_iff2
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   805
proof (rule filterlim_cong)
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
   806
  assume *: "eventually (\<lambda>x. f x = g x) (nhds x)"
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
   807
  moreover from * have "f x = g x" by (auto simp: eventually_nhds)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   808
  moreover assume "x = y" "u = v"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   809
  ultimately show "eventually (\<lambda>xa. (f xa - f x) / (xa - x) = (g xa - g y) / (xa - y)) (at x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   810
    by (auto simp: eventually_at_filter elim: eventually_elim1)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   811
qed simp_all
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   812
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   813
lemma DERIV_shift:
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   814
  "(DERIV f (x + z) :> y) \<longleftrightarrow> (DERIV (\<lambda>x. f (x + z)) x :> y)"
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   815
  by (simp add: DERIV_def field_simps)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   816
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   817
lemma DERIV_mirror:
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   818
  "(DERIV f (- x) :> y) \<longleftrightarrow> (DERIV (\<lambda>x. f (- x::real) :: real) x :> - y)"
56479
91958d4b30f7 revert c1bbd3e22226, a14831ac3023, and 36489d77c484: divide_minus_left/right are again simp rules
hoelzl
parents: 56409
diff changeset
   819
  by (simp add: DERIV_def filterlim_at_split filterlim_at_left_to_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
   820
                tendsto_minus_cancel_left field_simps conj_commute)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   821
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   822
text {* Caratheodory formulation of derivative at a point *}
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   823
55970
6d123f0ae358 Some new proofs. Tidying up, esp to remove "apply rule".
paulson <lp15@cam.ac.uk>
parents: 55967
diff changeset
   824
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
   825
  "(DERIV f x :> l) \<longleftrightarrow> (\<exists>g. (\<forall>z. f z - f x = g z * (z - x)) \<and> isCont g x \<and> g x = l)"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   826
      (is "?lhs = ?rhs")
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   827
proof
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   828
  assume der: "DERIV f x :> l"
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   829
  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
   830
  proof (intro exI conjI)
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   831
    let ?g = "(%z. if z = x then l else (f z - f x) / (z-x))"
23413
5caa2710dd5b tuned laws for cancellation in divisions for fields.
nipkow
parents: 23412
diff changeset
   832
    show "\<forall>z. f z - f x = ?g z * (z-x)" by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   833
    show "isCont ?g x" using der
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   834
      by (simp add: isCont_iff DERIV_def cong: LIM_equal [rule_format])
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   835
    show "?g x = l" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   836
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   837
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   838
  assume "?rhs"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   839
  then obtain g where
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   840
    "(\<forall>z. f z - f x = g z * (z-x))" and "isCont g x" and "g x = l" by blast
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   841
  thus "(DERIV f x :> l)"
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   842
     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
   843
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   844
31899
1a7ade46061b fixed document (DERIV_intros);
wenzelm
parents: 31880
diff changeset
   845
text {*
1a7ade46061b fixed document (DERIV_intros);
wenzelm
parents: 31880
diff changeset
   846
 Let's do the standard proof, though theorem
1a7ade46061b fixed document (DERIV_intros);
wenzelm
parents: 31880
diff changeset
   847
 @{text "LIM_mult2"} follows from a NS proof
1a7ade46061b fixed document (DERIV_intros);
wenzelm
parents: 31880
diff changeset
   848
*}
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   849
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   850
subsection {* Local extrema *}
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   851
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   852
text{*If @{term "0 < f'(x)"} then @{term x} is Locally Strictly Increasing At The Right*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   853
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   854
lemma DERIV_pos_inc_right:
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   855
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   856
  assumes der: "DERIV f x :> l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   857
      and l:   "0 < l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   858
  shows "\<exists>d > 0. \<forall>h > 0. h < d --> f(x) < f(x + h)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   859
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   860
  from l der [THEN DERIV_D, THEN LIM_D [where r = "l"]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   861
  have "\<exists>s > 0. (\<forall>z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < l)"
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53381
diff changeset
   862
    by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   863
  then obtain s
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   864
        where s:   "0 < s"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   865
          and all: "!!z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   866
    by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   867
  thus ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   868
  proof (intro exI conjI strip)
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
   869
    show "0<s" using s .
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   870
    fix h::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   871
    assume "0 < h" "h < s"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   872
    with all [of h] show "f x < f (x+h)"
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53381
diff changeset
   873
    proof (simp add: abs_if pos_less_divide_eq split add: split_if_asm)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   874
      assume "~ (f (x+h) - f x) / h < l" and h: "0 < h"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   875
      with l
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   876
      have "0 < (f (x+h) - f x) / h" by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   877
      thus "f x < f (x+h)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   878
  by (simp add: pos_less_divide_eq h)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   879
    qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   880
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   881
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   882
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   883
lemma DERIV_neg_dec_left:
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   884
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   885
  assumes der: "DERIV f x :> l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   886
      and l:   "l < 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   887
  shows "\<exists>d > 0. \<forall>h > 0. h < d --> f(x) < f(x-h)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   888
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   889
  from l der [THEN DERIV_D, THEN LIM_D [where r = "-l"]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   890
  have "\<exists>s > 0. (\<forall>z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < -l)"
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53381
diff changeset
   891
    by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   892
  then obtain s
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   893
        where s:   "0 < s"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   894
          and all: "!!z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < -l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   895
    by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   896
  thus ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   897
  proof (intro exI conjI strip)
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
   898
    show "0<s" using s .
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   899
    fix h::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   900
    assume "0 < h" "h < s"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   901
    with all [of "-h"] show "f x < f (x-h)"
56479
91958d4b30f7 revert c1bbd3e22226, a14831ac3023, and 36489d77c484: divide_minus_left/right are again simp rules
hoelzl
parents: 56409
diff changeset
   902
    proof (simp add: abs_if pos_less_divide_eq split add: split_if_asm)
91958d4b30f7 revert c1bbd3e22226, a14831ac3023, and 36489d77c484: divide_minus_left/right are again simp rules
hoelzl
parents: 56409
diff changeset
   903
      assume " - ((f (x-h) - f x) / h) < l" and h: "0 < h"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   904
      with l
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   905
      have "0 < (f (x-h) - f x) / h" by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   906
      thus "f x < f (x-h)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   907
  by (simp add: pos_less_divide_eq h)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   908
    qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   909
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   910
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   911
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   912
lemma DERIV_pos_inc_left:
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   913
  fixes f :: "real => real"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   914
  shows "DERIV f x :> l \<Longrightarrow> 0 < l \<Longrightarrow> \<exists>d > 0. \<forall>h > 0. h < d --> f(x - h) < f(x)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   915
  apply (rule DERIV_neg_dec_left [of "%x. - f x" "-l" x, simplified])
41368
8afa26855137 use DERIV_intros
hoelzl
parents: 37891
diff changeset
   916
  apply (auto simp add: DERIV_minus)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   917
  done
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   918
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   919
lemma DERIV_neg_dec_right:
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   920
  fixes f :: "real => real"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   921
  shows "DERIV f x :> l \<Longrightarrow> l < 0 \<Longrightarrow> \<exists>d > 0. \<forall>h > 0. h < d --> f(x) > f(x + h)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   922
  apply (rule DERIV_pos_inc_right [of "%x. - f x" "-l" x, simplified])
41368
8afa26855137 use DERIV_intros
hoelzl
parents: 37891
diff changeset
   923
  apply (auto simp add: DERIV_minus)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   924
  done
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   925
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   926
lemma DERIV_local_max:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   927
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   928
  assumes der: "DERIV f x :> l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   929
      and d:   "0 < d"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   930
      and le:  "\<forall>y. \<bar>x-y\<bar> < d --> f(y) \<le> f(x)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   931
  shows "l = 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   932
proof (cases rule: linorder_cases [of l 0])
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
   933
  case equal thus ?thesis .
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   934
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   935
  case less
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   936
  from DERIV_neg_dec_left [OF der less]
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   937
  obtain d' where d': "0 < d'"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   938
             and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x-h)" by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   939
  from real_lbound_gt_zero [OF d d']
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   940
  obtain e where "0 < e \<and> e < d \<and> e < d'" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   941
  with lt le [THEN spec [where x="x-e"]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   942
  show ?thesis by (auto simp add: abs_if)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   943
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   944
  case greater
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   945
  from DERIV_pos_inc_right [OF der greater]
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   946
  obtain d' where d': "0 < d'"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   947
             and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x + h)" by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   948
  from real_lbound_gt_zero [OF d d']
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   949
  obtain e where "0 < e \<and> e < d \<and> e < d'" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   950
  with lt le [THEN spec [where x="x+e"]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   951
  show ?thesis by (auto simp add: abs_if)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   952
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   953
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   954
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   955
text{*Similar theorem for a local minimum*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   956
lemma DERIV_local_min:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   957
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   958
  shows "[| DERIV f x :> l; 0 < d; \<forall>y. \<bar>x-y\<bar> < d --> f(x) \<le> f(y) |] ==> l = 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   959
by (drule DERIV_minus [THEN DERIV_local_max], auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   960
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   961
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   962
text{*In particular, if a function is locally flat*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   963
lemma DERIV_local_const:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   964
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   965
  shows "[| DERIV f x :> l; 0 < d; \<forall>y. \<bar>x-y\<bar> < d --> f(x) = f(y) |] ==> l = 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   966
by (auto dest!: DERIV_local_max)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   967
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   968
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   969
subsection {* Rolle's Theorem *}
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   970
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   971
text{*Lemma about introducing open ball in open interval*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   972
lemma lemma_interval_lt:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   973
     "[| a < x;  x < b |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   974
      ==> \<exists>d::real. 0 < d & (\<forall>y. \<bar>x-y\<bar> < d --> a < y & y < b)"
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
   975
22998
97e1f9c2cc46 avoid using redundant lemmas from RealDef.thy
huffman
parents: 22984
diff changeset
   976
apply (simp add: abs_less_iff)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   977
apply (insert linorder_linear [of "x-a" "b-x"], safe)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   978
apply (rule_tac x = "x-a" in exI)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   979
apply (rule_tac [2] x = "b-x" in exI, auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   980
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   981
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   982
lemma lemma_interval: "[| a < x;  x < b |] ==>
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   983
        \<exists>d::real. 0 < d &  (\<forall>y. \<bar>x-y\<bar> < d --> a \<le> y & y \<le> b)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   984
apply (drule lemma_interval_lt, auto)
44921
58eef4843641 tuned proofs
huffman
parents: 44890
diff changeset
   985
apply force
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   986
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   987
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   988
text{*Rolle's Theorem.
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   989
   If @{term f} is defined and continuous on the closed interval
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   990
   @{text "[a,b]"} and differentiable on the open interval @{text "(a,b)"},
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   991
   and @{term "f(a) = f(b)"},
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   992
   then there exists @{text "x0 \<in> (a,b)"} such that @{term "f'(x0) = 0"}*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   993
theorem Rolle:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   994
  assumes lt: "a < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   995
      and eq: "f(a) = f(b)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   996
      and con: "\<forall>x. a \<le> x & x \<le> b --> isCont f x"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   997
      and dif [rule_format]: "\<forall>x. a < x & x < b --> f differentiable (at x)"
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   998
  shows "\<exists>z::real. a < z & z < b & DERIV f z :> 0"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   999
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1000
  have le: "a \<le> b" using lt by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1001
  from isCont_eq_Ub [OF le con]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1002
  obtain x where x_max: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f z \<le> f x"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1003
             and alex: "a \<le> x" and xleb: "x \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1004
    by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1005
  from isCont_eq_Lb [OF le con]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1006
  obtain x' where x'_min: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f x' \<le> f z"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1007
              and alex': "a \<le> x'" and x'leb: "x' \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1008
    by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1009
  show ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1010
  proof cases
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1011
    assume axb: "a < x & x < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1012
        --{*@{term f} attains its maximum within the interval*}
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
  1013
    hence ax: "a<x" and xb: "x<b" by arith + 
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1014
    from lemma_interval [OF ax xb]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1015
    obtain d where d: "0<d" and bound: "\<forall>y. \<bar>x-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1016
      by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1017
    hence bound': "\<forall>y. \<bar>x-y\<bar> < d \<longrightarrow> f y \<le> f x" using x_max
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1018
      by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1019
    from differentiableD [OF dif [OF axb]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1020
    obtain l where der: "DERIV f x :> l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1021
    have "l=0" by (rule DERIV_local_max [OF der d bound'])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1022
        --{*the derivative at a local maximum is zero*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1023
    thus ?thesis using ax xb der by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1024
  next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1025
    assume notaxb: "~ (a < x & x < b)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1026
    hence xeqab: "x=a | x=b" using alex xleb by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1027
    hence fb_eq_fx: "f b = f x" by (auto simp add: eq)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1028
    show ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1029
    proof cases
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1030
      assume ax'b: "a < x' & x' < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1031
        --{*@{term f} attains its minimum within the interval*}
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
  1032
      hence ax': "a<x'" and x'b: "x'<b" by arith+ 
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1033
      from lemma_interval [OF ax' x'b]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1034
      obtain d where d: "0<d" and bound: "\<forall>y. \<bar>x'-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1035
  by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1036
      hence bound': "\<forall>y. \<bar>x'-y\<bar> < d \<longrightarrow> f x' \<le> f y" using x'_min
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1037
  by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1038
      from differentiableD [OF dif [OF ax'b]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1039
      obtain l where der: "DERIV f x' :> l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1040
      have "l=0" by (rule DERIV_local_min [OF der d bound'])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1041
        --{*the derivative at a local minimum is zero*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1042
      thus ?thesis using ax' x'b der by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1043
    next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1044
      assume notax'b: "~ (a < x' & x' < b)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1045
        --{*@{term f} is constant througout the interval*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1046
      hence x'eqab: "x'=a | x'=b" using alex' x'leb by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1047
      hence fb_eq_fx': "f b = f x'" by (auto simp add: eq)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1048
      from dense [OF lt]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1049
      obtain r where ar: "a < r" and rb: "r < b" by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1050
      from lemma_interval [OF ar rb]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1051
      obtain d where d: "0<d" and bound: "\<forall>y. \<bar>r-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1052
  by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1053
      have eq_fb: "\<forall>z. a \<le> z --> z \<le> b --> f z = f b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1054
      proof (clarify)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1055
        fix z::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1056
        assume az: "a \<le> z" and zb: "z \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1057
        show "f z = f b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1058
        proof (rule order_antisym)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1059
          show "f z \<le> f b" by (simp add: fb_eq_fx x_max az zb)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1060
          show "f b \<le> f z" by (simp add: fb_eq_fx' x'_min az zb)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1061
        qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1062
      qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1063
      have bound': "\<forall>y. \<bar>r-y\<bar> < d \<longrightarrow> f r = f y"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1064
      proof (intro strip)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1065
        fix y::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1066
        assume lt: "\<bar>r-y\<bar> < d"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1067
        hence "f y = f b" by (simp add: eq_fb bound)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1068
        thus "f r = f y" by (simp add: eq_fb ar rb order_less_imp_le)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1069
      qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1070
      from differentiableD [OF dif [OF conjI [OF ar rb]]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1071
      obtain l where der: "DERIV f r :> l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1072
      have "l=0" by (rule DERIV_local_const [OF der d bound'])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1073
        --{*the derivative of a constant function is zero*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1074
      thus ?thesis using ar rb der by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1075
    qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1076
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1077
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1078
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1079
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1080
subsection{*Mean Value Theorem*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1081
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1082
lemma lemma_MVT:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1083
     "f a - (f b - f a)/(b-a) * a = f b - (f b - f a)/(b-a) * (b::real)"
51481
ef949192e5d6 move continuous_on_inv to HOL image (simplifies isCont_inverse_function)
hoelzl
parents: 51480
diff changeset
  1084
  by (cases "a = b") (simp_all add: field_simps)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1085
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1086
theorem MVT:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1087
  assumes lt:  "a < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1088
      and con: "\<forall>x. a \<le> x & x \<le> b --> isCont f x"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1089
      and dif [rule_format]: "\<forall>x. a < x & x < b --> f differentiable (at x)"
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1090
  shows "\<exists>l z::real. a < z & z < b & DERIV f z :> l &
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1091
                   (f(b) - f(a) = (b-a) * l)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1092
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1093
  let ?F = "%x. f x - ((f b - f a) / (b-a)) * x"
44233
aa74ce315bae add simp rules for isCont
huffman
parents: 44209
diff changeset
  1094
  have contF: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?F x"
56371
fb9ae0727548 extend continuous_intros; remove continuous_on_intros and isCont_intros
hoelzl
parents: 56369
diff changeset
  1095
    using con by (fast intro: continuous_intros)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1096
  have difF: "\<forall>x. a < x \<and> x < b \<longrightarrow> ?F differentiable (at x)"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1097
  proof (clarify)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1098
    fix x::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1099
    assume ax: "a < x" and xb: "x < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1100
    from differentiableD [OF dif [OF conjI [OF ax xb]]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1101
    obtain l where der: "DERIV f x :> l" ..
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1102
    show "?F differentiable (at x)"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1103
      by (rule differentiableI [where D = "l - (f b - f a)/(b-a)"],
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1104
          blast intro: DERIV_diff DERIV_cmult_Id der)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1105
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1106
  from Rolle [where f = ?F, OF lt lemma_MVT contF difF]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1107
  obtain z where az: "a < z" and zb: "z < b" and der: "DERIV ?F z :> 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1108
    by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1109
  have "DERIV (%x. ((f b - f a)/(b-a)) * x) z :> (f b - f a)/(b-a)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1110
    by (rule DERIV_cmult_Id)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1111
  hence derF: "DERIV (\<lambda>x. ?F x + (f b - f a) / (b - a) * x) z
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1112
                   :> 0 + (f b - f a) / (b - a)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1113
    by (rule DERIV_add [OF der])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1114
  show ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1115
  proof (intro exI conjI)
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
  1116
    show "a < z" using az .
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
  1117
    show "z < b" using zb .
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1118
    show "f b - f a = (b - a) * ((f b - f a)/(b-a))" by (simp)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1119
    show "DERIV f z :> ((f b - f a)/(b-a))"  using derF by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1120
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1121
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1122
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1123
lemma MVT2:
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1124
     "[| a < b; \<forall>x. a \<le> x & x \<le> b --> DERIV f x :> f'(x) |]
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1125
      ==> \<exists>z::real. a < z & z < b & (f b - f a = (b - a) * f'(z))"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1126
apply (drule MVT)
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1127
apply (blast intro: DERIV_isCont)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1128
apply (force dest: order_less_imp_le simp add: real_differentiable_def)
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1129
apply (blast dest: DERIV_unique order_less_imp_le)
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1130
done
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1131
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1132
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1133
text{*A function is constant if its derivative is 0 over an interval.*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1134
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1135
lemma DERIV_isconst_end:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1136
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1137
  shows "[| a < b;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1138
         \<forall>x. a \<le> x & x \<le> b --> isCont f x;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1139
         \<forall>x. a < x & x < b --> DERIV f x :> 0 |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1140
        ==> f b = f a"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1141
apply (drule MVT, assumption)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1142
apply (blast intro: differentiableI)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1143
apply (auto dest!: DERIV_unique simp add: diff_eq_eq)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1144
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1145
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1146
lemma DERIV_isconst1:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1147
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1148
  shows "[| a < b;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1149
         \<forall>x. a \<le> x & x \<le> b --> isCont f x;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1150
         \<forall>x. a < x & x < b --> DERIV f x :> 0 |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1151
        ==> \<forall>x. a \<le> x & x \<le> b --> f x = f a"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1152
apply safe
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1153
apply (drule_tac x = a in order_le_imp_less_or_eq, safe)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1154
apply (drule_tac b = x in DERIV_isconst_end, auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1155
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1156
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1157
lemma DERIV_isconst2:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1158
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1159
  shows "[| a < b;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1160
         \<forall>x. a \<le> x & x \<le> b --> isCont f x;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1161
         \<forall>x. a < x & x < b --> DERIV f x :> 0;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1162
         a \<le> x; x \<le> b |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1163
        ==> f x = f a"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1164
apply (blast dest: DERIV_isconst1)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1165
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1166
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1167
lemma DERIV_isconst3: fixes a b x y :: real
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1168
  assumes "a < b" and "x \<in> {a <..< b}" and "y \<in> {a <..< b}"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1169
  assumes derivable: "\<And>x. x \<in> {a <..< b} \<Longrightarrow> DERIV f x :> 0"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1170
  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
  1171
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
  1172
  case False
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1173
  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
  1174
  let ?b = "max x y"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1175
  
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1176
  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
  1177
  proof (rule allI, rule impI)
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1178
    fix z :: real assume "?a \<le> z \<and> z \<le> ?b"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1179
    hence "a < z" and "z < b" using `x \<in> {a <..< b}` and `y \<in> {a <..< b}` by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1180
    hence "z \<in> {a<..<b}" by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1181
    thus "DERIV f z :> 0" by (rule derivable)
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1182
  qed
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1183
  hence isCont: "\<forall>z. ?a \<le> z \<and> z \<le> ?b \<longrightarrow> isCont f z"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1184
    and DERIV: "\<forall>z. ?a < z \<and> z < ?b \<longrightarrow> DERIV f z :> 0" using DERIV_isCont by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1185
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1186
  have "?a < ?b" using `x \<noteq> y` by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1187
  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
  1188
  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
  1189
qed auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1190
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1191
lemma DERIV_isconst_all:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1192
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1193
  shows "\<forall>x. DERIV f x :> 0 ==> f(x) = f(y)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1194
apply (rule linorder_cases [of x y])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1195
apply (blast intro: sym DERIV_isCont DERIV_isconst_end)+
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1196
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1197
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1198
lemma DERIV_const_ratio_const:
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1199
  fixes f :: "real => real"
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1200
  shows "[|a \<noteq> b; \<forall>x. DERIV f x :> k |] ==> (f(b) - f(a)) = (b-a) * k"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1201
apply (rule linorder_cases [of a b], auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1202
apply (drule_tac [!] f = f in MVT)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1203
apply (auto dest: DERIV_isCont DERIV_unique simp add: real_differentiable_def)
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53381
diff changeset
  1204
apply (auto dest: DERIV_unique simp add: ring_distribs)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1205
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1206
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1207
lemma DERIV_const_ratio_const2:
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1208
  fixes f :: "real => real"
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1209
  shows "[|a \<noteq> b; \<forall>x. DERIV f x :> k |] ==> (f(b) - f(a))/(b-a) = k"
56217
dc429a5b13c4 Some rationalisation of basic lemmas
paulson <lp15@cam.ac.uk>
parents: 56182
diff changeset
  1210
apply (rule_tac c1 = "b-a" in mult_right_cancel [THEN iffD1])
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
  1211
apply (auto dest!: DERIV_const_ratio_const simp add: mult.assoc)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1212
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1213
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1214
lemma real_average_minus_first [simp]: "((a + b) /2 - a) = (b-a)/(2::real)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1215
by (simp)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1216
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1217
lemma real_average_minus_second [simp]: "((b + a)/2 - a) = (b-a)/(2::real)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1218
by (simp)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1219
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1220
text{*Gallileo's "trick": average velocity = av. of end velocities*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1221
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1222
lemma DERIV_const_average:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1223
  fixes v :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1224
  assumes neq: "a \<noteq> (b::real)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1225
      and der: "\<forall>x. DERIV v x :> k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1226
  shows "v ((a + b)/2) = (v a + v b)/2"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1227
proof (cases rule: linorder_cases [of a b])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1228
  case equal with neq show ?thesis by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1229
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1230
  case less
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1231
  have "(v b - v a) / (b - a) = k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1232
    by (rule DERIV_const_ratio_const2 [OF neq der])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1233
  hence "(b-a) * ((v b - v a) / (b-a)) = (b-a) * k" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1234
  moreover have "(v ((a + b) / 2) - v a) / ((a + b) / 2 - a) = k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1235
    by (rule DERIV_const_ratio_const2 [OF _ der], simp add: neq)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1236
  ultimately show ?thesis using neq by force
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1237
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1238
  case greater
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1239
  have "(v b - v a) / (b - a) = k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1240
    by (rule DERIV_const_ratio_const2 [OF neq der])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1241
  hence "(b-a) * ((v b - v a) / (b-a)) = (b-a) * k" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1242
  moreover have " (v ((b + a) / 2) - v a) / ((b + a) / 2 - a) = k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1243
    by (rule DERIV_const_ratio_const2 [OF _ der], simp add: neq)
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
  1244
  ultimately show ?thesis using neq by (force simp add: add.commute)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1245
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1246
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1247
(* A function with positive derivative is increasing. 
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1248
   A simple proof using the MVT, by Jeremy Avigad. And variants.
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1249
*)
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1250
lemma DERIV_pos_imp_increasing_open:
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1251
  fixes a::real and b::real and f::"real => real"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1252
  assumes "a < b" and "\<And>x. a < x \<Longrightarrow> x < b \<Longrightarrow> (EX y. DERIV f x :> y & y > 0)"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1253
      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
  1254
  shows "f a < f b"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1255
proof (rule ccontr)
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1256
  assume f: "~ f a < f b"
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1257
  have "EX l z. a < z & z < b & DERIV f z :> l
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1258
      & f b - f a = (b - a) * l"
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1259
    apply (rule MVT)
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1260
      using assms Deriv.differentiableI
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1261
      apply force+
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1262
    done
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1263
  then obtain l z where z: "a < z" "z < b" "DERIV f z :> l"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1264
      and "f b - f a = (b - a) * l"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1265
    by auto
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1266
  with assms f have "~(l > 0)"
36777
be5461582d0f avoid using real-specific versions of generic lemmas
huffman
parents: 35216
diff changeset
  1267
    by (metis linorder_not_le mult_le_0_iff diff_le_0_iff_le)
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1268
  with assms z show False
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1269
    by (metis DERIV_unique)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1270
qed
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1271
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1272
lemma DERIV_pos_imp_increasing:
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1273
  fixes a::real and b::real and f::"real => real"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1274
  assumes "a < b" and "\<forall>x. a \<le> x & x \<le> b --> (EX y. DERIV f x :> y & y > 0)"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1275
  shows "f a < f b"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1276
by (metis DERIV_pos_imp_increasing_open [of a b f] assms DERIV_continuous less_imp_le)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1277
45791
d985ec974815 more systematic lemma name
noschinl
parents: 45600
diff changeset
  1278
lemma DERIV_nonneg_imp_nondecreasing:
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1279
  fixes a::real and b::real and f::"real => real"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1280
  assumes "a \<le> b" and
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1281
    "\<forall>x. a \<le> x & x \<le> b --> (\<exists>y. DERIV f x :> y & y \<ge> 0)"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1282
  shows "f a \<le> f b"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1283
proof (rule ccontr, cases "a = b")
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1284
  assume "~ f a \<le> f b" and "a = b"
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1285
  then show False by auto
37891
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1286
next
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1287
  assume A: "~ f a \<le> f b"
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1288
  assume B: "a ~= b"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1289
  with assms have "EX l z. a < z & z < b & DERIV f z :> l
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1290
      & f b - f a = (b - a) * l"
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1291
    apply -
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1292
    apply (rule MVT)
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1293
      apply auto
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1294
      apply (metis DERIV_isCont)
36777
be5461582d0f avoid using real-specific versions of generic lemmas
huffman
parents: 35216
diff changeset
  1295
     apply (metis differentiableI less_le)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1296
    done
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1297
  then obtain l z where z: "a < z" "z < b" "DERIV f z :> l"
37891
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1298
      and C: "f b - f a = (b - a) * l"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1299
    by auto
37891
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1300
  with A have "a < b" "f b < f a" by auto
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1301
  with C have "\<not> l \<ge> 0" by (auto simp add: not_le algebra_simps)
45051
c478d1876371 discontinued legacy theorem names from RealDef.thy
huffman
parents: 44921
diff changeset
  1302
    (metis A add_le_cancel_right assms(1) less_eq_real_def mult_right_mono add_left_mono linear order_refl)
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1303
  with assms z show False
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1304
    by (metis DERIV_unique order_less_imp_le)
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1305
qed
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1306
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1307
lemma DERIV_neg_imp_decreasing_open:
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1308
  fixes a::real and b::real and f::"real => real"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1309
  assumes "a < b" and "\<And>x. a < x \<Longrightarrow> x < b \<Longrightarrow> (EX y. DERIV f x :> y & y < 0)"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1310
      and con: "\<And>x. a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> isCont f x"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1311
  shows "f a > f b"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1312
proof -
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1313
  have "(%x. -f x) a < (%x. -f x) b"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1314
    apply (rule DERIV_pos_imp_increasing_open [of a b "%x. -f x"])
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1315
    using assms
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1316
    apply auto
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1317
    apply (metis field_differentiable_minus neg_0_less_iff_less)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1318
    done
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1319
  thus ?thesis
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1320
    by simp
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1321
qed
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1322
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1323
lemma DERIV_neg_imp_decreasing:
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1324
  fixes a::real and b::real and f::"real => real"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1325
  assumes "a < b" and
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1326
    "\<forall>x. a \<le> x & x \<le> b --> (\<exists>y. DERIV f x :> y & y < 0)"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1327
  shows "f a > f b"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1328
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
  1329
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1330
lemma DERIV_nonpos_imp_nonincreasing:
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1331
  fixes a::real and b::real and f::"real => real"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1332
  assumes "a \<le> b" and
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1333
    "\<forall>x. a \<le> x & x \<le> b --> (\<exists>y. DERIV f x :> y & y \<le> 0)"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1334
  shows "f a \<ge> f b"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1335
proof -
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1336
  have "(%x. -f x) a \<le> (%x. -f x) b"
45791
d985ec974815 more systematic lemma name
noschinl
parents: 45600
diff changeset
  1337
    apply (rule DERIV_nonneg_imp_nondecreasing [of a b "%x. -f x"])
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1338
    using assms
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1339
    apply auto
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1340
    apply (metis DERIV_minus neg_0_le_iff_le)
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1341
    done
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1342
  thus ?thesis
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1343
    by simp
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1344
qed
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1345
56289
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1346
lemma DERIV_pos_imp_increasing_at_bot:
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1347
  fixes f :: "real => real"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1348
  assumes "\<And>x. x \<le> b \<Longrightarrow> (EX y. DERIV f x :> y & y > 0)"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1349
      and lim: "(f ---> flim) at_bot"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1350
  shows "flim < f b"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1351
proof -
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1352
  have "flim \<le> f (b - 1)"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1353
    apply (rule tendsto_ge_const [OF _ lim])
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1354
    apply (auto simp: trivial_limit_at_bot_linorder eventually_at_bot_linorder)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1355
    apply (rule_tac x="b - 2" in exI)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1356
    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
  1357
    done
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1358
  also have "... < f b"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1359
    by (force intro: DERIV_pos_imp_increasing [where f=f] assms)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1360
  finally show ?thesis .
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1361
qed
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1362
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1363
lemma DERIV_neg_imp_decreasing_at_top:
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1364
  fixes f :: "real => real"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1365
  assumes der: "\<And>x. x \<ge> b \<Longrightarrow> (EX y. DERIV f x :> y & y < 0)"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1366
      and lim: "(f ---> flim) at_top"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1367
  shows "flim < f b"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1368
  apply (rule DERIV_pos_imp_increasing_at_bot [where f = "\<lambda>i. f (-i)" and b = "-b", simplified])
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1369
  apply (metis DERIV_mirror der le_minus_iff neg_0_less_iff_less)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1370
  apply (metis filterlim_at_top_mirror lim)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1371
  done
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1372
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1373
text {* Derivative of inverse function *}
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1374
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1375
lemma DERIV_inverse_function:
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1376
  fixes f g :: "real \<Rightarrow> real"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1377
  assumes der: "DERIV f (g x) :> D"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1378
  assumes neq: "D \<noteq> 0"
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1379
  assumes a: "a < x" and b: "x < b"
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1380
  assumes inj: "\<forall>y. a < y \<and> y < b \<longrightarrow> f (g y) = y"
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1381
  assumes cont: "isCont g x"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1382
  shows "DERIV g x :> inverse D"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1383
unfolding DERIV_iff2
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1384
proof (rule LIM_equal2)
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1385
  show "0 < min (x - a) (b - x)"
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
  1386
    using a b by arith 
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1387
next
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1388
  fix y
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1389
  assume "norm (y - x) < min (x - a) (b - x)"
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
  1390
  hence "a < y" and "y < b" 
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1391
    by (simp_all add: abs_less_iff)
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1392
  thus "(g y - g x) / (y - x) =
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1393
        inverse ((f (g y) - x) / (g y - g x))"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1394
    by (simp add: inj)
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1395
next
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1396
  have "(\<lambda>z. (f z - f (g x)) / (z - g x)) -- g x --> D"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1397
    by (rule der [unfolded DERIV_iff2])
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1398
  hence 1: "(\<lambda>z. (f z - x) / (z - g x)) -- g x --> D"
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1399
    using inj a b by simp
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1400
  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
  1401
  proof (rule exI, safe)
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1402
    show "0 < min (x - a) (b - x)"
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1403
      using a b by simp
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1404
  next
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1405
    fix y
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1406
    assume "norm (y - x) < min (x - a) (b - x)"
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1407
    hence y: "a < y" "y < b"
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1408
      by (simp_all add: abs_less_iff)
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1409
    assume "g y = g x"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1410
    hence "f (g y) = f (g x)" by simp
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1411
    hence "y = x" using inj y a b by simp
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1412
    also assume "y \<noteq> x"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1413
    finally show False by simp
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1414
  qed
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1415
  have "(\<lambda>y. (f (g y) - x) / (g y - g x)) -- x --> D"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1416
    using cont 1 2 by (rule isCont_LIM_compose2)
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1417
  thus "(\<lambda>y. inverse ((f (g y) - x) / (g y - g x)))
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1418
        -- x --> inverse D"
44568
e6f291cb5810 discontinue many legacy theorems about LIM and LIMSEQ, in favor of tendsto theorems
huffman
parents: 44317
diff changeset
  1419
    using neq by (rule tendsto_inverse)
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1420
qed
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1421
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
  1422
subsection {* Generalized Mean Value Theorem *}
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
  1423
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1424
theorem GMVT:
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1425
  fixes a b :: real
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1426
  assumes alb: "a < b"
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1427
    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
  1428
    and fd: "\<forall>x. a < x \<and> x < b \<longrightarrow> f differentiable (at x)"
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1429
    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
  1430
    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
  1431
  shows "\<exists>g'c f'c c.
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1432
    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
  1433
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1434
  let ?h = "\<lambda>x. (f b - f a)*(g x) - (g b - g a)*(f x)"
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1435
  from assms have "a < b" by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1436
  moreover have "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?h x"
44233
aa74ce315bae add simp rules for isCont
huffman
parents: 44209
diff changeset
  1437
    using fc gc by simp
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1438
  moreover have "\<forall>x. a < x \<and> x < b \<longrightarrow> ?h differentiable (at x)"
44233
aa74ce315bae add simp rules for isCont
huffman
parents: 44209
diff changeset
  1439
    using fd gd by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1440
  ultimately have "\<exists>l z. a < z \<and> z < b \<and> DERIV ?h z :> l \<and> ?h b - ?h a = (b - a) * l" by (rule MVT)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1441
  then obtain l where ldef: "\<exists>z. a < z \<and> z < b \<and> DERIV ?h z :> l \<and> ?h b - ?h a = (b - a) * l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1442
  then obtain c where cdef: "a < c \<and> c < b \<and> DERIV ?h c :> l \<and> ?h b - ?h a = (b - a) * l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1443
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1444
  from cdef have cint: "a < c \<and> c < b" by auto
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1445
  with gd have "g differentiable (at c)" by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1446
  hence "\<exists>D. DERIV g c :> D" by (rule differentiableD)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1447
  then obtain g'c where g'cdef: "DERIV g c :> g'c" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1448
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1449
  from cdef have "a < c \<and> c < b" by auto
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1450
  with fd have "f differentiable (at c)" by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1451
  hence "\<exists>D. DERIV f c :> D" by (rule differentiableD)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1452
  then obtain f'c where f'cdef: "DERIV f c :> f'c" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1453
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1454
  from cdef have "DERIV ?h c :> l" by auto
41368
8afa26855137 use DERIV_intros
hoelzl
parents: 37891
diff changeset
  1455
  moreover have "DERIV ?h c :>  g'c * (f b - f a) - f'c * (g b - g a)"
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
  1456
    using g'cdef f'cdef by (auto intro!: derivative_eq_intros)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1457
  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
  1458
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1459
  {
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1460
    from cdef have "?h b - ?h a = (b - a) * l" by auto
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
  1461
    also from leq have "\<dots> = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1462
    finally have "?h b - ?h a = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1463
  }
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1464
  moreover
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1465
  {
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1466
    have "?h b - ?h a =
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1467
         ((f b)*(g b) - (f a)*(g b) - (g b)*(f b) + (g a)*(f b)) -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1468
          ((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
  1469
      by (simp add: algebra_simps)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1470
    hence "?h b - ?h a = 0" by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1471
  }
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1472
  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
  1473
  with alb have "g'c * (f b - f a) - f'c * (g b - g a) = 0" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1474
  hence "g'c * (f b - f a) = f'c * (g b - g a)" by simp
57514
bdc2c6b40bf2 prefer ac_simps collections over separate name bindings for add and mult
haftmann
parents: 57512
diff changeset
  1475
  hence "(f b - f a) * g'c = (g b - g a) * f'c" by (simp add: ac_simps)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1476
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1477
  with g'cdef f'cdef cint show ?thesis by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1478
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1479
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1480
lemma GMVT':
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1481
  fixes f g :: "real \<Rightarrow> real"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1482
  assumes "a < b"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1483
  assumes isCont_f: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont f z"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1484
  assumes isCont_g: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont g z"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1485
  assumes DERIV_g: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV g z :> (g' z)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1486
  assumes DERIV_f: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV f z :> (f' z)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1487
  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
  1488
proof -
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1489
  have "\<exists>g'c f'c c. DERIV g c :> g'c \<and> DERIV f c :> f'c \<and>
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1490
    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
  1491
    using assms by (intro GMVT) (force simp: real_differentiable_def)+
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1492
  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
  1493
    using DERIV_f DERIV_g by (force dest: DERIV_unique)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1494
  then show ?thesis
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1495
    by auto
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1496
qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1497
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
  1498
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
  1499
subsection {* L'Hopitals rule *}
2d2f59e6055a move theorems about compactness of real closed intervals, the intermediate value theorem, and lemmas about continuity of bijective functions from Deriv.thy to Limits.thy
hoelzl
parents: 51526
diff changeset
  1500
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
  1501
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
  1502
  fixes a :: "'a :: linorder_topology"
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1503
  shows "continuous (at_left a) g \<Longrightarrow> (f ---> g a) (at_right a) \<Longrightarrow> isCont (\<lambda>x. if x \<le> a then g x else f x) a"
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1504
  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
  1505
  apply (intro filterlim_split_at)
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1506
  apply (subst filterlim_cong[OF refl refl, where g=g])
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1507
  apply (simp_all add: eventually_at_filter less_le)
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1508
  apply (subst filterlim_cong[OF refl refl, where g=f])
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1509
  apply (simp_all add: eventually_at_filter less_le)
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1510
  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
  1511
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1512
lemma lhopital_right_0:
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1513
  fixes f0 g0 :: "real \<Rightarrow> real"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1514
  assumes f_0: "(f0 ---> 0) (at_right 0)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1515
  assumes g_0: "(g0 ---> 0) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1516
  assumes ev:
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1517
    "eventually (\<lambda>x. g0 x \<noteq> 0) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1518
    "eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)"
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1519
    "eventually (\<lambda>x. DERIV f0 x :> f' x) (at_right 0)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1520
    "eventually (\<lambda>x. DERIV g0 x :> g' x) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1521
  assumes lim: "((\<lambda> x. (f' x / g' x)) ---> x) (at_right 0)"
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1522
  shows "((\<lambda> x. f0 x / g0 x) ---> x) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1523
proof -
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1524
  def f \<equiv> "\<lambda>x. if x \<le> 0 then 0 else f0 x"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1525
  then have "f 0 = 0" by simp
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1526
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1527
  def g \<equiv> "\<lambda>x. if x \<le> 0 then 0 else g0 x"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1528
  then have "g 0 = 0" by simp
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1529
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1530
  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
  1531
      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
  1532
    using ev by eventually_elim auto
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1533
  then obtain a where [arith]: "0 < a"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1534
    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
  1535
    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
  1536
    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
  1537
    and g0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV g0 x :> (g' x)"
56219
bf80d125406b tuned proofs;
wenzelm
parents: 56217
diff changeset
  1538
    unfolding eventually_at by (auto simp: dist_real_def)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1539
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1540
  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
  1541
    using g0_neq_0 by (simp add: g_def)
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1542
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1543
  { fix x assume x: "0 < x" "x < a" then have "DERIV f x :> (f' x)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1544
      by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ f0[OF x]])
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1545
         (auto simp: f_def eventually_nhds_metric dist_real_def intro!: exI[of _ x]) }
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1546
  note f = this
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1547
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1548
  { fix x assume x: "0 < x" "x < a" then have "DERIV g x :> (g' x)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1549
      by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ g0[OF x]])
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1550
         (auto simp: g_def eventually_nhds_metric dist_real_def intro!: exI[of _ x]) }
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1551
  note g = this
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1552
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1553
  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
  1554
    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
  1555
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1556
  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
  1557
    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
  1558
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1559
  have "\<exists>\<zeta>. \<forall>x\<in>{0 <..< a}. 0 < \<zeta> x \<and> \<zeta> x < x \<and> f x / g x = f' (\<zeta> x) / g' (\<zeta> x)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1560
  proof (rule bchoice, rule)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1561
    fix x assume "x \<in> {0 <..< a}"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1562
    then have x[arith]: "0 < x" "x < a" by auto
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1563
    with g'_neq_0 g_neq_0 `g 0 = 0` have g': "\<And>x. 0 < x \<Longrightarrow> x < a  \<Longrightarrow> 0 \<noteq> g' x" "g 0 \<noteq> g x"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1564
      by auto
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1565
    have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont f x"
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1566
      using `isCont f 0` f by (auto intro: DERIV_isCont simp: le_less)
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1567
    moreover have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont g x"
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1568
      using `isCont g 0` g by (auto intro: DERIV_isCont simp: le_less)
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1569
    ultimately have "\<exists>c. 0 < c \<and> c < x \<and> (f x - f 0) * g' c = (g x - g 0) * f' c"
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1570
      using f g `x < a` by (intro GMVT') auto
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
  1571
    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
  1572
      by blast
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1573
    moreover
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
  1574
    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
  1575
      by (simp add: field_simps)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1576
    ultimately show "\<exists>y. 0 < y \<and> y < x \<and> f x / g x = f' y / g' y"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1577
      using `f 0 = 0` `g 0 = 0` by (auto intro!: exI[of _ c])
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1578
  qed
53381
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1579
  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
  1580
  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
  1581
    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
  1582
  moreover
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1583
  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
  1584
    by eventually_elim auto
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1585
  then have "((\<lambda>x. norm (\<zeta> x)) ---> 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1586
    by (rule_tac real_tendsto_sandwich[where f="\<lambda>x. 0" and h="\<lambda>x. x"])
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1587
       (auto intro: tendsto_const tendsto_ident_at)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1588
  then have "(\<zeta> ---> 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1589
    by (rule tendsto_norm_zero_cancel)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1590
  with \<zeta> have "filterlim \<zeta> (at_right 0) (at_right 0)"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1591
    by (auto elim!: eventually_elim1 simp: filterlim_at)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1592
  from this lim have "((\<lambda>t. f' (\<zeta> t) / g' (\<zeta> t)) ---> x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1593
    by (rule_tac filterlim_compose[of _ _ _ \<zeta>])
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1594
  ultimately have "((\<lambda>t. f t / g t) ---> x) (at_right 0)" (is ?P)
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1595
    by (rule_tac filterlim_cong[THEN iffD1, OF refl refl])
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1596
       (auto elim: eventually_elim1)
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1597
  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
  1598
    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
  1599
  finally show ?thesis .
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1600
qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1601
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1602
lemma lhopital_right:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1603
  "((f::real \<Rightarrow> real) ---> 0) (at_right x) \<Longrightarrow> (g ---> 0) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1604
    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
  1605
    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
  1606
    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
  1607
    eventually (\<lambda>x. DERIV g x :> g' x) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1608
    ((\<lambda> x. (f' x / g' x)) ---> y) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1609
  ((\<lambda> x. f x / g x) ---> y) (at_right x)"
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1610
  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
  1611
  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
  1612
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1613
lemma lhopital_left:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1614
  "((f::real \<Rightarrow> real) ---> 0) (at_left x) \<Longrightarrow> (g ---> 0) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1615
    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
  1616
    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
  1617
    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
  1618
    eventually (\<lambda>x. DERIV g x :> g' x) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1619
    ((\<lambda> x. (f' x / g' x)) ---> y) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1620
  ((\<lambda> x. f x / g x) ---> y) (at_left x)"
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1621
  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
  1622
  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
  1623
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1624
lemma lhopital:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1625
  "((f::real \<Rightarrow> real) ---> 0) (at x) \<Longrightarrow> (g ---> 0) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1626
    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
  1627
    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
  1628
    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
  1629
    eventually (\<lambda>x. DERIV g x :> g' x) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1630
    ((\<lambda> x. (f' x / g' x)) ---> y) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1631
  ((\<lambda> x. f x / g x) ---> y) (at x)"
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1632
  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
  1633
  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
  1634
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1635
lemma lhopital_right_0_at_top:
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1636
  fixes f g :: "real \<Rightarrow> real"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1637
  assumes g_0: "LIM x at_right 0. g x :> at_top"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1638
  assumes ev:
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1639
    "eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1640
    "eventually (\<lambda>x. DERIV f x :> f' x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1641
    "eventually (\<lambda>x. DERIV g x :> g' x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1642
  assumes lim: "((\<lambda> x. (f' x / g' x)) ---> x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1643
  shows "((\<lambda> x. f x / g x) ---> x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1644
  unfolding tendsto_iff
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1645
proof safe
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1646
  fix e :: real assume "0 < e"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1647
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1648
  with lim[unfolded tendsto_iff, rule_format, of "e / 4"]
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1649
  have "eventually (\<lambda>t. dist (f' t / g' t) x < e / 4) (at_right 0)" by simp
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1650
  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
  1651
  obtain a where [arith]: "0 < a"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1652
    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
  1653
    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
  1654
    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
  1655
    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
  1656
    unfolding eventually_at_le by (auto simp: dist_real_def)
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1657
    
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1658
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1659
  from Df have
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1660
    "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
  1661
    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
  1662
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1663
  moreover
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1664
  have "eventually (\<lambda>t. 0 < g t) (at_right 0)" "eventually (\<lambda>t. g a < g t) (at_right 0)"
50346
a75c6429c3c3 add filterlim rules for eventually monotone bijective functions; mirror rules for at_top, at_bot; apply them to prove convergence of arctan at infinity and tan at pi/2
hoelzl
parents: 50331
diff changeset
  1665
    using g_0 by (auto elim: eventually_elim1 simp: filterlim_at_top_dense)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1666
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1667
  moreover
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1668
  have inv_g: "((\<lambda>x. inverse (g x)) ---> 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1669
    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
  1670
    by (rule filterlim_compose)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1671
  then have "((\<lambda>x. norm (1 - g a * inverse (g x))) ---> norm (1 - g a * 0)) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1672
    by (intro tendsto_intros)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1673
  then have "((\<lambda>x. norm (1 - g a / g x)) ---> 1) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1674
    by (simp add: inverse_eq_divide)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1675
  from this[unfolded tendsto_iff, rule_format, of 1]
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1676
  have "eventually (\<lambda>x. norm (1 - g a / g x) < 2) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1677
    by (auto elim!: eventually_elim1 simp: dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1678
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1679
  moreover
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1680
  from inv_g have "((\<lambda>t. norm ((f a - x * g a) * inverse (g t))) ---> norm ((f a - x * g a) * 0)) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1681
    by (intro tendsto_intros)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1682
  then have "((\<lambda>t. norm (f a - x * g a) / norm (g t)) ---> 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1683
    by (simp add: inverse_eq_divide)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1684
  from this[unfolded tendsto_iff, rule_format, of "e / 2"] `0 < e`
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1685
  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
  1686
    by (auto simp: dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1687
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1688
  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
  1689
  proof eventually_elim
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1690
    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
  1691
    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
  1692
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1693
    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
  1694
      using f0 g0 t(1,2) by (intro GMVT') (force intro!: DERIV_isCont)+
53381
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1695
    then obtain y where [arith]: "t < y" "y < a"
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1696
      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
  1697
      by blast
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1698
    from D_eq0 have D_eq: "(f t - f a) / (g t - g a) = f' y / g' y"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1699
      using `g a < g t` g'_neq_0[of y] by (auto simp add: field_simps)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1700
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1701
    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
  1702
      by (simp add: field_simps)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1703
    have "norm (f t / g t - x) \<le>
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1704
        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
  1705
      unfolding * by (rule norm_triangle_ineq)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1706
    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
  1707
      by (simp add: abs_mult D_eq dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1708
    also have "\<dots> < (e / 4) * 2 + e / 2"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1709
      using ineq Df[of y] `0 < e` by (intro add_le_less_mono mult_mono) auto
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1710
    finally show "dist (f t / g t) x < e"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1711
      by (simp add: dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1712
  qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1713
qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1714
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1715
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
  1716
  "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
  1717
    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
  1718
    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
  1719
    eventually (\<lambda>x. DERIV g x :> g' x) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1720
    ((\<lambda> x. (f' x / g' x)) ---> y) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1721
    ((\<lambda> x. f x / g x) ---> y) (at_right x)"
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1722
  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
  1723
  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
  1724
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1725
lemma lhopital_left_at_top:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1726
  "LIM x at_left x. (g::real \<Rightarrow> real) x :> at_top \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1727
    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
  1728
    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
  1729
    eventually (\<lambda>x. DERIV g x :> g' x) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1730
    ((\<lambda> x. (f' x / g' x)) ---> y) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1731
    ((\<lambda> x. f x / g x) ---> y) (at_left x)"
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1732
  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
  1733
  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
  1734
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1735
lemma lhopital_at_top:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1736
  "LIM x at x. (g::real \<Rightarrow> real) x :> at_top \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1737
    eventually (\<lambda>x. g' x \<noteq> 0) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1738
    eventually (\<lambda>x. DERIV f x :> f' x) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1739
    eventually (\<lambda>x. DERIV g x :> g' x) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1740
    ((\<lambda> x. (f' x / g' x)) ---> y) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1741
    ((\<lambda> x. f x / g x) ---> y) (at x)"
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1742
  unfolding eventually_at_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
  1743
  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
  1744
50347
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1745
lemma lhospital_at_top_at_top:
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1746
  fixes f g :: "real \<Rightarrow> real"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1747
  assumes g_0: "LIM x at_top. g x :> at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1748
  assumes g': "eventually (\<lambda>x. g' x \<noteq> 0) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1749
  assumes Df: "eventually (\<lambda>x. DERIV f x :> f' x) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1750
  assumes Dg: "eventually (\<lambda>x. DERIV g x :> g' x) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1751
  assumes lim: "((\<lambda> x. (f' x / g' x)) ---> x) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1752
  shows "((\<lambda> x. f x / g x) ---> x) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1753
  unfolding filterlim_at_top_to_right
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1754
proof (rule lhopital_right_0_at_top)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1755
  let ?F = "\<lambda>x. f (inverse x)"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1756
  let ?G = "\<lambda>x. g (inverse x)"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1757
  let ?R = "at_right (0::real)"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1758
  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
  1759
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1760
  show "LIM x ?R. ?G x :> at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1761
    using g_0 unfolding filterlim_at_top_to_right .
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1762
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1763
  show "eventually (\<lambda>x. DERIV ?G x  :> ?D g' x) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1764
    unfolding eventually_at_right_to_top
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1765
    using Dg eventually_ge_at_top[where c="1::real"]
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1766
    apply eventually_elim
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1767
    apply (rule DERIV_cong)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1768
    apply (rule DERIV_chain'[where f=inverse])
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1769
    apply (auto intro!:  DERIV_inverse)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1770
    done
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1771
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1772
  show "eventually (\<lambda>x. DERIV ?F x  :> ?D f' x) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1773
    unfolding eventually_at_right_to_top
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1774
    using Df eventually_ge_at_top[where c="1::real"]
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1775
    apply eventually_elim
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1776
    apply (rule DERIV_cong)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1777
    apply (rule DERIV_chain'[where f=inverse])
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1778
    apply (auto intro!:  DERIV_inverse)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1779
    done
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1780
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1781
  show "eventually (\<lambda>x. ?D g' x \<noteq> 0) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1782
    unfolding eventually_at_right_to_top
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1783
    using g' eventually_ge_at_top[where c="1::real"]
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1784
    by eventually_elim auto
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1785
    
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1786
  show "((\<lambda>x. ?D f' x / ?D g' x) ---> x) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1787
    unfolding filterlim_at_right_to_top
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1788
    apply (intro filterlim_cong[THEN iffD2, OF refl refl _ lim])
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1789
    using eventually_ge_at_top[where c="1::real"]
56479
91958d4b30f7 revert c1bbd3e22226, a14831ac3023, and 36489d77c484: divide_minus_left/right are again simp rules
hoelzl
parents: 56409
diff changeset
  1790
    by eventually_elim simp
50347
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1791
qed
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1792
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1793
end