src/HOL/Hyperreal/Lim.thy

reorganize sections

(*  Title       : Lim.thy
    ID          : $Id$
    Author      : Jacques D. Fleuriot
    Copyright   : 1998  University of Cambridge
    Conversion to Isar and new proofs by Lawrence C Paulson, 2004
    GMVT by Benjamin Porter, 2005
*)

header{*Limits, Continuity and Differentiation*}

theory Lim
imports SEQ
begin

text{*Standard and Nonstandard Definitions*}

definition
  LIM :: "['a::real_normed_vector => 'b::real_normed_vector, 'a, 'b] => bool"
        ("((_)/ -- (_)/ --> (_))" [60, 0, 60] 60)
  "f -- a --> L =
     (\<forall>r > 0. \<exists>s > 0. \<forall>x. x \<noteq> a & norm (x - a) < s
        --> norm (f x - L) < r)"

  NSLIM :: "['a::real_normed_vector => 'b::real_normed_vector, 'a, 'b] => bool"
            ("((_)/ -- (_)/ --NS> (_))" [60, 0, 60] 60)
  "f -- a --NS> L =
    (\<forall>x. (x \<noteq> star_of a & x @= star_of a --> ( *f* f) x @= star_of L))"

  isCont :: "['a::real_normed_vector => 'b::real_normed_vector, 'a] => bool"
  "isCont f a = (f -- a --> (f a))"

  isNSCont :: "['a::real_normed_vector => 'b::real_normed_vector, 'a] => bool"
    --{*NS definition dispenses with limit notions*}
  "isNSCont f a = (\<forall>y. y @= star_of a -->
         ( *f* f) y @= star_of (f a))"

  deriv:: "[real=>real,real,real] => bool"
    --{*Differentiation: D is derivative of function f at x*}
          ("(DERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60)
  "DERIV f x :> D = ((%h. (f(x + h) - f x)/h) -- 0 --> D)"

  nsderiv :: "[real=>real,real,real] => bool"
          ("(NSDERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60)
  "NSDERIV f x :> D = (\<forall>h \<in> Infinitesimal - {0}.
      (( *f* f)(hypreal_of_real x + h)
       - hypreal_of_real (f x))/h @= hypreal_of_real D)"

  differentiable :: "[real=>real,real] => bool"   (infixl "differentiable" 60)
  "f differentiable x = (\<exists>D. DERIV f x :> D)"

  NSdifferentiable :: "[real=>real,real] => bool"
                       (infixl "NSdifferentiable" 60)
  "f NSdifferentiable x = (\<exists>D. NSDERIV f x :> D)"

  increment :: "[real=>real,real,hypreal] => hypreal"
  "increment f x h = (@inc. f NSdifferentiable x &
           inc = ( *f* f)(hypreal_of_real x + h) - hypreal_of_real (f x))"

  isUCont :: "['a::real_normed_vector => 'b::real_normed_vector] => bool"
  "isUCont f = (\<forall>r>0. \<exists>s>0. \<forall>x y. norm (x - y) < s \<longrightarrow> norm (f x - f y) < r)"

  isNSUCont :: "['a::real_normed_vector => 'b::real_normed_vector] => bool"
  "isNSUCont f = (\<forall>x y. x @= y --> ( *f* f) x @= ( *f* f) y)"


consts
  Bolzano_bisect :: "[real*real=>bool, real, real, nat] => (real*real)"
primrec
  "Bolzano_bisect P a b 0 = (a,b)"
  "Bolzano_bisect P a b (Suc n) =
      (let (x,y) = Bolzano_bisect P a b n
       in if P(x, (x+y)/2) then ((x+y)/2, y)
                            else (x, (x+y)/2))"


subsection {* Limits of Functions *}

subsubsection {* Purely standard proofs *}

lemma LIM_eq:
     "f -- a --> L =
     (\<forall>r>0.\<exists>s>0.\<forall>x. x \<noteq> a & norm (x-a) < s --> norm (f x - L) < r)"
by (simp add: LIM_def diff_minus)

lemma LIM_I:
     "(!!r. 0<r ==> \<exists>s>0.\<forall>x. x \<noteq> a & norm (x-a) < s --> norm (f x - L) < r)
      ==> f -- a --> L"
by (simp add: LIM_eq)

lemma LIM_D:
     "[| f -- a --> L; 0<r |]
      ==> \<exists>s>0.\<forall>x. x \<noteq> a & norm (x-a) < s --> norm (f x - L) < r"
by (simp add: LIM_eq)

lemma LIM_const [simp]: "(%x. k) -- x --> k"
by (simp add: LIM_def)

lemma LIM_add:
  fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
  assumes f: "f -- a --> L" and g: "g -- a --> M"
  shows "(%x. f x + g(x)) -- a --> (L + M)"
proof (rule LIM_I)
  fix r :: real
  assume r: "0 < r"
  from LIM_D [OF f half_gt_zero [OF r]]
  obtain fs
    where fs:    "0 < fs"
      and fs_lt: "\<forall>x. x \<noteq> a & norm (x-a) < fs --> norm (f x - L) < r/2"
  by blast
  from LIM_D [OF g half_gt_zero [OF r]]
  obtain gs
    where gs:    "0 < gs"
      and gs_lt: "\<forall>x. x \<noteq> a & norm (x-a) < gs --> norm (g x - M) < r/2"
  by blast
  show "\<exists>s>0.\<forall>x. x \<noteq> a \<and> norm (x-a) < s \<longrightarrow> norm (f x + g x - (L + M)) < r"
  proof (intro exI conjI strip)
    show "0 < min fs gs"  by (simp add: fs gs)
    fix x :: 'a
    assume "x \<noteq> a \<and> norm (x-a) < min fs gs"
    hence "x \<noteq> a \<and> norm (x-a) < fs \<and> norm (x-a) < gs" by simp
    with fs_lt gs_lt
    have "norm (f x - L) < r/2" and "norm (g x - M) < r/2" by blast+
    hence "norm (f x - L) + norm (g x - M) < r" by arith
    thus "norm (f x + g x - (L + M)) < r"
      by (blast intro: norm_diff_triangle_ineq order_le_less_trans)
  qed
qed

lemma minus_diff_minus:
  fixes a b :: "'a::ab_group_add"
  shows "(- a) - (- b) = - (a - b)"
by simp

lemma LIM_minus: "f -- a --> L ==> (%x. -f(x)) -- a --> -L"
by (simp only: LIM_eq minus_diff_minus norm_minus_cancel)

lemma LIM_add_minus:
    "[| f -- x --> l; g -- x --> m |] ==> (%x. f(x) + -g(x)) -- x --> (l + -m)"
by (intro LIM_add LIM_minus)

lemma LIM_diff:
    "[| f -- x --> l; g -- x --> m |] ==> (%x. f(x) - g(x)) -- x --> l-m"
by (simp only: diff_minus LIM_add LIM_minus)

lemma LIM_const_not_eq:
  fixes a :: "'a::real_normed_div_algebra"
  shows "k \<noteq> L ==> ~ ((%x. k) -- a --> L)"
apply (simp add: LIM_eq)
apply (rule_tac x="norm (k - L)" in exI, simp, safe)
apply (rule_tac x="a + of_real (s/2)" in exI, simp add: norm_of_real)
done

lemma LIM_const_eq:
  fixes a :: "'a::real_normed_div_algebra"
  shows "(%x. k) -- a --> L ==> k = L"
apply (rule ccontr)
apply (blast dest: LIM_const_not_eq)
done

lemma LIM_unique:
  fixes a :: "'a::real_normed_div_algebra"
  shows "[| f -- a --> L; f -- a --> M |] ==> L = M"
apply (drule LIM_diff, assumption)
apply (auto dest!: LIM_const_eq)
done

lemma LIM_mult_zero:
  fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_algebra"
  assumes f: "f -- a --> 0" and g: "g -- a --> 0"
  shows "(%x. f(x) * g(x)) -- a --> 0"
proof (rule LIM_I, simp)
  fix r :: real
  assume r: "0<r"
  from LIM_D [OF f zero_less_one]
  obtain fs
    where fs:    "0 < fs"
      and fs_lt: "\<forall>x. x \<noteq> a & norm (x-a) < fs --> norm (f x) < 1"
  by auto
  from LIM_D [OF g r]
  obtain gs
    where gs:    "0 < gs"
      and gs_lt: "\<forall>x. x \<noteq> a & norm (x-a) < gs --> norm (g x) < r"
  by auto
  show "\<exists>s. 0 < s \<and> (\<forall>x. x \<noteq> a \<and> norm (x-a) < s \<longrightarrow> norm (f x * g x) < r)"
  proof (intro exI conjI strip)
    show "0 < min fs gs"  by (simp add: fs gs)
    fix x :: 'a
    assume "x \<noteq> a \<and> norm (x-a) < min fs gs"
    hence  "x \<noteq> a \<and> norm (x-a) < fs \<and> norm (x-a) < gs" by simp
    with fs_lt gs_lt
    have "norm (f x) < 1" and "norm (g x) < r" by blast+
    hence "norm (f x) * norm (g x) < 1*r"
      by (rule mult_strict_mono' [OF _ _ norm_ge_zero norm_ge_zero])
    thus "norm (f x * g x) < r"
      by (simp add: order_le_less_trans [OF norm_mult_ineq])
  qed
qed

lemma LIM_self: "(%x. x) -- a --> a"
by (auto simp add: LIM_def)

text{*Limits are equal for functions equal except at limit point*}
lemma LIM_equal:
     "[| \<forall>x. x \<noteq> a --> (f x = g x) |] ==> (f -- a --> l) = (g -- a --> l)"
by (simp add: LIM_def)

text{*Two uses in Hyperreal/Transcendental.ML*}
lemma LIM_trans:
     "[| (%x. f(x) + -g(x)) -- a --> 0;  g -- a --> l |] ==> f -- a --> l"
apply (drule LIM_add, assumption)
apply (auto simp add: add_assoc)
done

subsubsection {* Purely nonstandard proofs *}

lemma NSLIM_I:
  "(\<And>x. \<lbrakk>x \<noteq> star_of a; x \<approx> star_of a\<rbrakk> \<Longrightarrow> starfun f x \<approx> star_of L)
   \<Longrightarrow> f -- a --NS> L"
by (simp add: NSLIM_def)

lemma NSLIM_D:
  "\<lbrakk>f -- a --NS> L; x \<noteq> star_of a; x \<approx> star_of a\<rbrakk>
   \<Longrightarrow> starfun f x \<approx> star_of L"
by (simp add: NSLIM_def)

text{*Proving properties of limits using nonstandard definition.
      The properties hold for standard limits as well!*}

lemma NSLIM_mult:
  fixes l m :: "'a::real_normed_algebra"
  shows "[| f -- x --NS> l; g -- x --NS> m |]
      ==> (%x. f(x) * g(x)) -- x --NS> (l * m)"
by (auto simp add: NSLIM_def intro!: approx_mult_HFinite)

lemma NSLIM_add:
     "[| f -- x --NS> l; g -- x --NS> m |]
      ==> (%x. f(x) + g(x)) -- x --NS> (l + m)"
by (auto simp add: NSLIM_def intro!: approx_add)

lemma NSLIM_const [simp]: "(%x. k) -- x --NS> k"
by (simp add: NSLIM_def)

lemma NSLIM_minus: "f -- a --NS> L ==> (%x. -f(x)) -- a --NS> -L"
by (simp add: NSLIM_def)

lemma NSLIM_add_minus: "[| f -- x --NS> l; g -- x --NS> m |] ==> (%x. f(x) + -g(x)) -- x --NS> (l + -m)"
by (simp only: NSLIM_add NSLIM_minus)

lemma NSLIM_inverse:
  fixes L :: "'a::real_normed_div_algebra"
  shows "[| f -- a --NS> L;  L \<noteq> 0 |]
      ==> (%x. inverse(f(x))) -- a --NS> (inverse L)"
apply (simp add: NSLIM_def, clarify)
apply (drule spec)
apply (auto simp add: star_of_approx_inverse)
done

lemma NSLIM_zero:
  assumes f: "f -- a --NS> l" shows "(%x. f(x) + -l) -- a --NS> 0"
proof -
  have "(\<lambda>x. f x + - l) -- a --NS> l + -l"
    by (rule NSLIM_add_minus [OF f NSLIM_const])
  thus ?thesis by simp
qed

lemma NSLIM_zero_cancel: "(%x. f(x) - l) -- x --NS> 0 ==> f -- x --NS> l"
apply (drule_tac g = "%x. l" and m = l in NSLIM_add)
apply (auto simp add: diff_minus add_assoc)
done

lemma NSLIM_const_not_eq:
  fixes a :: real (* TODO: generalize to real_normed_div_algebra *)
  shows "k \<noteq> L ==> ~ ((%x. k) -- a --NS> L)"
apply (simp add: NSLIM_def)
apply (rule_tac x="star_of a + epsilon" in exI)
apply (auto intro: Infinitesimal_add_approx_self [THEN approx_sym]
            simp add: hypreal_epsilon_not_zero)
done

lemma NSLIM_not_zero:
  fixes a :: real
  shows "k \<noteq> 0 ==> ~ ((%x. k) -- a --NS> 0)"
by (rule NSLIM_const_not_eq)

lemma NSLIM_const_eq:
  fixes a :: real
  shows "(%x. k) -- a --NS> L ==> k = L"
apply (rule ccontr)
apply (blast dest: NSLIM_const_not_eq)
done

text{* can actually be proved more easily by unfolding the definition!*}
lemma NSLIM_unique:
  fixes a :: real
  shows "[| f -- a --NS> L; f -- a --NS> M |] ==> L = M"
apply (drule NSLIM_minus)
apply (drule NSLIM_add, assumption)
apply (auto dest!: NSLIM_const_eq [symmetric])
apply (simp add: diff_def [symmetric])
done

lemma NSLIM_mult_zero:
  fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_algebra"
  shows "[| f -- x --NS> 0; g -- x --NS> 0 |] ==> (%x. f(x)*g(x)) -- x --NS> 0"
by (drule NSLIM_mult, auto)

lemma NSLIM_self: "(%x. x) -- a --NS> a"
by (simp add: NSLIM_def)

subsubsection {* Equivalence of @{term LIM} and @{term NSLIM} *}

lemma LIM_NSLIM:
  assumes f: "f -- a --> L" shows "f -- a --NS> L"
proof (rule NSLIM_I)
  fix x
  assume neq: "x \<noteq> star_of a"
  assume approx: "x \<approx> star_of a"
  have "starfun f x - star_of L \<in> Infinitesimal"
  proof (rule InfinitesimalI2)
    fix r::real assume r: "0 < r"
    from LIM_D [OF f r]
    obtain s where s: "0 < s" and
      less_r: "\<And>x. \<lbrakk>x \<noteq> a; norm (x - a) < s\<rbrakk> \<Longrightarrow> norm (f x - L) < r"
      by fast
    from less_r have less_r':
       "\<And>x. \<lbrakk>x \<noteq> star_of a; hnorm (x - star_of a) < star_of s\<rbrakk>
        \<Longrightarrow> hnorm (starfun f x - star_of L) < star_of r"
      by transfer
    from approx have "x - star_of a \<in> Infinitesimal"
      by (unfold approx_def)
    hence "hnorm (x - star_of a) < star_of s"
      using s by (rule InfinitesimalD2)
    with neq show "hnorm (starfun f x - star_of L) < star_of r"
      by (rule less_r')
  qed
  thus "starfun f x \<approx> star_of L"
    by (unfold approx_def)
qed

lemma NSLIM_LIM:
  assumes f: "f -- a --NS> L" shows "f -- a --> L"
proof (rule LIM_I)
  fix r::real assume r: "0 < r"
  have "\<exists>s>0. \<forall>x. x \<noteq> star_of a \<and> hnorm (x - star_of a) < s
        \<longrightarrow> hnorm (starfun f x - star_of L) < star_of r"
  proof (rule exI, safe)
    show "0 < epsilon" by (rule hypreal_epsilon_gt_zero)
  next
    fix x assume neq: "x \<noteq> star_of a"
    assume "hnorm (x - star_of a) < epsilon"
    with Infinitesimal_epsilon
    have "x - star_of a \<in> Infinitesimal"
      by (rule hnorm_less_Infinitesimal)
    hence "x \<approx> star_of a"
      by (unfold approx_def)
    with f neq have "starfun f x \<approx> star_of L"
      by (rule NSLIM_D)
    hence "starfun f x - star_of L \<in> Infinitesimal"
      by (unfold approx_def)
    thus "hnorm (starfun f x - star_of L) < star_of r"
      using r by (rule InfinitesimalD2)
  qed
  thus "\<exists>s>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < s \<longrightarrow> norm (f x - L) < r"
    by transfer
qed

theorem LIM_NSLIM_iff: "(f -- x --> L) = (f -- x --NS> L)"
by (blast intro: LIM_NSLIM NSLIM_LIM)

subsubsection {* Derived theorems about @{term LIM} *}

lemma LIM_mult2:
  fixes l m :: "'a::real_normed_algebra"
  shows "[| f -- x --> l; g -- x --> m |]
      ==> (%x. f(x) * g(x)) -- x --> (l * m)"
by (simp add: LIM_NSLIM_iff NSLIM_mult)

lemma LIM_add2:
     "[| f -- x --> l; g -- x --> m |] ==> (%x. f(x) + g(x)) -- x --> (l + m)"
by (simp add: LIM_NSLIM_iff NSLIM_add)

lemma LIM_const2: "(%x. k) -- x --> k"
by (simp add: LIM_NSLIM_iff)

lemma LIM_minus2: "f -- a --> L ==> (%x. -f(x)) -- a --> -L"
by (simp add: LIM_NSLIM_iff NSLIM_minus)

lemma LIM_add_minus2: "[| f -- x --> l; g -- x --> m |] ==> (%x. f(x) + -g(x)) -- x --> (l + -m)"
by (simp add: LIM_NSLIM_iff NSLIM_add_minus)

lemma LIM_inverse:
  fixes L :: "'a::real_normed_div_algebra"
  shows "[| f -- a --> L; L \<noteq> 0 |]
      ==> (%x. inverse(f(x))) -- a --> (inverse L)"
by (simp add: LIM_NSLIM_iff NSLIM_inverse)

lemma LIM_zero2: "f -- a --> l ==> (%x. f(x) + -l) -- a --> 0"
by (simp add: LIM_NSLIM_iff NSLIM_zero)

lemma LIM_zero_cancel: "(%x. f(x) - l) -- x --> 0 ==> f -- x --> l"
apply (drule_tac g = "%x. l" and M = l in LIM_add)
apply (auto simp add: diff_minus add_assoc)
done

lemma LIM_unique2:
  fixes a :: real
  shows "[| f -- a --> L; f -- a --> M |] ==> L = M"
by (simp add: LIM_NSLIM_iff NSLIM_unique)

(* we can use the corresponding thm LIM_mult2 *)
(* for standard definition of limit           *)

lemma LIM_mult_zero2:
  fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_algebra"
  shows "[| f -- x --> 0; g -- x --> 0 |] ==> (%x. f(x)*g(x)) -- x --> 0"
by (drule LIM_mult2, auto)


subsection {* Continuity *}

lemma isNSContD: "[| isNSCont f a; y \<approx> hypreal_of_real a |] ==> ( *f* f) y \<approx> hypreal_of_real (f a)"
by (simp add: isNSCont_def)

lemma isNSCont_NSLIM: "isNSCont f a ==> f -- a --NS> (f a) "
by (simp add: isNSCont_def NSLIM_def)

lemma NSLIM_isNSCont: "f -- a --NS> (f a) ==> isNSCont f a"
apply (simp add: isNSCont_def NSLIM_def, auto)
apply (case_tac "y = star_of a", auto)
done

text{*NS continuity can be defined using NS Limit in
    similar fashion to standard def of continuity*}
lemma isNSCont_NSLIM_iff: "(isNSCont f a) = (f -- a --NS> (f a))"
by (blast intro: isNSCont_NSLIM NSLIM_isNSCont)

text{*Hence, NS continuity can be given
  in terms of standard limit*}
lemma isNSCont_LIM_iff: "(isNSCont f a) = (f -- a --> (f a))"
by (simp add: LIM_NSLIM_iff isNSCont_NSLIM_iff)

text{*Moreover, it's trivial now that NS continuity
  is equivalent to standard continuity*}
lemma isNSCont_isCont_iff: "(isNSCont f a) = (isCont f a)"
apply (simp add: isCont_def)
apply (rule isNSCont_LIM_iff)
done

text{*Standard continuity ==> NS continuity*}
lemma isCont_isNSCont: "isCont f a ==> isNSCont f a"
by (erule isNSCont_isCont_iff [THEN iffD2])

text{*NS continuity ==> Standard continuity*}
lemma isNSCont_isCont: "isNSCont f a ==> isCont f a"
by (erule isNSCont_isCont_iff [THEN iffD1])

text{*Alternative definition of continuity*}
(* Prove equivalence between NS limits - *)
(* seems easier than using standard def  *)
lemma NSLIM_h_iff: "(f -- a --NS> L) = ((%h. f(a + h)) -- 0 --NS> L)"
apply (simp add: NSLIM_def, auto)
apply (drule_tac x = "star_of a + x" in spec)
apply (drule_tac [2] x = "- star_of a + x" in spec, safe, simp)
apply (erule mem_infmal_iff [THEN iffD2, THEN Infinitesimal_add_approx_self [THEN approx_sym]])
apply (erule_tac [3] approx_minus_iff2 [THEN iffD1])
 prefer 2 apply (simp add: add_commute diff_def [symmetric])
apply (rule_tac x = x in star_cases)
apply (rule_tac [2] x = x in star_cases)
apply (auto simp add: starfun star_of_def star_n_minus star_n_add add_assoc approx_refl star_n_zero_num)
done

lemma NSLIM_isCont_iff: "(f -- a --NS> f a) = ((%h. f(a + h)) -- 0 --NS> f a)"
by (rule NSLIM_h_iff)

lemma LIM_isCont_iff: "(f -- a --> f a) = ((%h. f(a + h)) -- 0 --> f(a))"
by (simp add: LIM_NSLIM_iff NSLIM_isCont_iff)

lemma isCont_iff: "(isCont f x) = ((%h. f(x + h)) -- 0 --> f(x))"
by (simp add: isCont_def LIM_isCont_iff)

text{*Immediate application of nonstandard criterion for continuity can offer
   very simple proofs of some standard property of continuous functions*}
text{*sum continuous*}
lemma isCont_add: "[| isCont f a; isCont g a |] ==> isCont (%x. f(x) + g(x)) a"
by (auto intro: approx_add simp add: isNSCont_isCont_iff [symmetric] isNSCont_def)

text{*mult continuous*}
lemma isCont_mult:
  fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_algebra"
  shows "[| isCont f a; isCont g a |] ==> isCont (%x. f(x) * g(x)) a"
by (auto intro!: starfun_mult_HFinite_approx
            simp del: starfun_mult [symmetric]
            simp add: isNSCont_isCont_iff [symmetric] isNSCont_def)

text{*composition of continuous functions
     Note very short straightforard proof!*}
lemma isCont_o: "[| isCont f a; isCont g (f a) |] ==> isCont (g o f) a"
by (auto simp add: isNSCont_isCont_iff [symmetric] isNSCont_def starfun_o [symmetric])

lemma isCont_o2: "[| isCont f a; isCont g (f a) |] ==> isCont (%x. g (f x)) a"
by (auto dest: isCont_o simp add: o_def)

lemma isNSCont_minus: "isNSCont f a ==> isNSCont (%x. - f x) a"
by (simp add: isNSCont_def)

lemma isCont_minus: "isCont f a ==> isCont (%x. - f x) a"
by (auto simp add: isNSCont_isCont_iff [symmetric] isNSCont_minus)

lemma isCont_inverse:
  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_div_algebra"
  shows "[| isCont f x; f x \<noteq> 0 |] ==> isCont (%x. inverse (f x)) x"
apply (simp add: isCont_def)
apply (blast intro: LIM_inverse)
done

lemma isNSCont_inverse:
  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_div_algebra"
  shows "[| isNSCont f x; f x \<noteq> 0 |] ==> isNSCont (%x. inverse (f x)) x"
by (auto intro: isCont_inverse simp add: isNSCont_isCont_iff)

lemma isCont_diff:
      "[| isCont f a; isCont g a |] ==> isCont (%x. f(x) - g(x)) a"
apply (simp add: diff_minus)
apply (auto intro: isCont_add isCont_minus)
done

lemma isCont_const [simp]: "isCont (%x. k) a"
by (simp add: isCont_def)

lemma isNSCont_const [simp]: "isNSCont (%x. k) a"
by (simp add: isNSCont_def)

lemma isNSCont_abs [simp]: "isNSCont abs (a::real)"
apply (simp add: isNSCont_def)
apply (auto intro: approx_hrabs simp add: hypreal_of_real_hrabs [symmetric] starfun_rabs_hrabs)
done

lemma isCont_abs [simp]: "isCont abs (a::real)"
by (auto simp add: isNSCont_isCont_iff [symmetric])


(****************************************************************
(%* Leave as commented until I add topology theory or remove? *%)
(%*------------------------------------------------------------
  Elementary topology proof for a characterisation of
  continuity now: a function f is continuous if and only
  if the inverse image, {x. f(x) \<in> A}, of any open set A
  is always an open set
 ------------------------------------------------------------*%)
Goal "[| isNSopen A; \<forall>x. isNSCont f x |]
               ==> isNSopen {x. f x \<in> A}"
by (auto_tac (claset(),simpset() addsimps [isNSopen_iff1]));
by (dtac (mem_monad_approx RS approx_sym);
by (dres_inst_tac [("x","a")] spec 1);
by (dtac isNSContD 1 THEN assume_tac 1)
by (dtac bspec 1 THEN assume_tac 1)
by (dres_inst_tac [("x","( *f* f) x")] approx_mem_monad2 1);
by (blast_tac (claset() addIs [starfun_mem_starset]);
qed "isNSCont_isNSopen";

Goalw [isNSCont_def]
          "\<forall>A. isNSopen A --> isNSopen {x. f x \<in> A} \
\              ==> isNSCont f x";
by (auto_tac (claset() addSIs [(mem_infmal_iff RS iffD1) RS
     (approx_minus_iff RS iffD2)],simpset() addsimps
      [Infinitesimal_def,SReal_iff]));
by (dres_inst_tac [("x","{z. abs(z + -f(x)) < ya}")] spec 1);
by (etac (isNSopen_open_interval RSN (2,impE));
by (auto_tac (claset(),simpset() addsimps [isNSopen_def,isNSnbhd_def]));
by (dres_inst_tac [("x","x")] spec 1);
by (auto_tac (claset() addDs [approx_sym RS approx_mem_monad],
    simpset() addsimps [hypreal_of_real_zero RS sym,STAR_starfun_rabs_add_minus]));
qed "isNSopen_isNSCont";

Goal "(\<forall>x. isNSCont f x) = \
\     (\<forall>A. isNSopen A --> isNSopen {x. f(x) \<in> A})";
by (blast_tac (claset() addIs [isNSCont_isNSopen,
    isNSopen_isNSCont]);
qed "isNSCont_isNSopen_iff";

(%*------- Standard version of same theorem --------*%)
Goal "(\<forall>x. isCont f x) = \
\         (\<forall>A. isopen A --> isopen {x. f(x) \<in> A})";
by (auto_tac (claset() addSIs [isNSCont_isNSopen_iff],
              simpset() addsimps [isNSopen_isopen_iff RS sym,
              isNSCont_isCont_iff RS sym]));
qed "isCont_isopen_iff";
*******************************************************************)

subsection {* Uniform Continuity *}

lemma isNSUContD: "[| isNSUCont f; x \<approx> y|] ==> ( *f* f) x \<approx> ( *f* f) y"
by (simp add: isNSUCont_def)

lemma isUCont_isCont: "isUCont f ==> isCont f x"
by (simp add: isUCont_def isCont_def LIM_def, meson)

lemma isUCont_isNSUCont:
  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
  assumes f: "isUCont f" shows "isNSUCont f"
proof (unfold isNSUCont_def, safe)
  fix x y :: "'a star"
  assume approx: "x \<approx> y"
  have "starfun f x - starfun f y \<in> Infinitesimal"
  proof (rule InfinitesimalI2)
    fix r::real assume r: "0 < r"
    with f obtain s where s: "0 < s" and
      less_r: "\<And>x y. norm (x - y) < s \<Longrightarrow> norm (f x - f y) < r"
      by (auto simp add: isUCont_def)
    from less_r have less_r':
       "\<And>x y. hnorm (x - y) < star_of s
        \<Longrightarrow> hnorm (starfun f x - starfun f y) < star_of r"
      by transfer
    from approx have "x - y \<in> Infinitesimal"
      by (unfold approx_def)
    hence "hnorm (x - y) < star_of s"
      using s by (rule InfinitesimalD2)
    thus "hnorm (starfun f x - starfun f y) < star_of r"
      by (rule less_r')
  qed
  thus "starfun f x \<approx> starfun f y"
    by (unfold approx_def)
qed

lemma isNSUCont_isUCont:
  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
  assumes f: "isNSUCont f" shows "isUCont f"
proof (unfold isUCont_def, safe)
  fix r::real assume r: "0 < r"
  have "\<exists>s>0. \<forall>x y. hnorm (x - y) < s
        \<longrightarrow> hnorm (starfun f x - starfun f y) < star_of r"
  proof (rule exI, safe)
    show "0 < epsilon" by (rule hypreal_epsilon_gt_zero)
  next
    fix x y :: "'a star"
    assume "hnorm (x - y) < epsilon"
    with Infinitesimal_epsilon
    have "x - y \<in> Infinitesimal"
      by (rule hnorm_less_Infinitesimal)
    hence "x \<approx> y"
      by (unfold approx_def)
    with f have "starfun f x \<approx> starfun f y"
      by (simp add: isNSUCont_def)
    hence "starfun f x - starfun f y \<in> Infinitesimal"
      by (unfold approx_def)
    thus "hnorm (starfun f x - starfun f y) < star_of r"
      using r by (rule InfinitesimalD2)
  qed
  thus "\<exists>s>0. \<forall>x y. norm (x - y) < s \<longrightarrow> norm (f x - f y) < r"
    by transfer
qed

subsection {* Derivatives *}

lemma DERIV_iff: "(DERIV f x :> D) = ((%h. (f(x + h) - f(x))/h) -- 0 --> D)"
by (simp add: deriv_def)

lemma DERIV_NS_iff:
      "(DERIV f x :> D) = ((%h. (f(x + h) - f(x))/h) -- 0 --NS> D)"
by (simp add: deriv_def LIM_NSLIM_iff)

lemma DERIV_D: "DERIV f x :> D ==> (%h. (f(x + h) - f(x))/h) -- 0 --> D"
by (simp add: deriv_def)

lemma NS_DERIV_D: "DERIV f x :> D ==> (%h. (f(x + h) - f(x))/h) -- 0 --NS> D"
by (simp add: deriv_def LIM_NSLIM_iff)

subsubsection{*Uniqueness*}

lemma DERIV_unique:
      "[| DERIV f x :> D; DERIV f x :> E |] ==> D = E"
apply (simp add: deriv_def)
apply (blast intro: LIM_unique)
done

lemma NSDeriv_unique:
     "[| NSDERIV f x :> D; NSDERIV f x :> E |] ==> D = E"
apply (simp add: nsderiv_def)
apply (cut_tac Infinitesimal_epsilon hypreal_epsilon_not_zero)
apply (auto dest!: bspec [where x=epsilon]
            intro!: inj_hypreal_of_real [THEN injD]
            dest: approx_trans3)
done

subsubsection{*Alternative definition for differentiability*}

lemma DERIV_LIM_iff:
     "((%h::real. (f(a + h) - f(a)) / h) -- 0 --> D) =
      ((%x. (f(x)-f(a)) / (x-a)) -- a --> D)"
proof (intro iffI LIM_I)
  fix r::real
  assume r: "0<r"
  assume "(\<lambda>h. (f (a + h) - f a) / h) -- 0 --> D"
  from LIM_D [OF this r]
  obtain s
    where s:    "0 < s"
      and s_lt: "\<forall>x. x \<noteq> 0 & \<bar>x\<bar> < s --> \<bar>(f (a + x) - f a) / x - D\<bar> < r"
  by auto
  show "\<exists>s. 0 < s \<and>
        (\<forall>x. x \<noteq> a \<and> norm (x-a) < s \<longrightarrow> norm ((f x - f a) / (x-a) - D) < r)"
  proof (intro exI conjI strip)
    show "0 < s"  by (rule s)
  next
    fix x::real
    assume "x \<noteq> a \<and> norm (x-a) < s"
    with s_lt [THEN spec [where x="x-a"]]
    show "norm ((f x - f a) / (x-a) - D) < r" by auto
  qed
next
  fix r::real
  assume r: "0<r"
  assume "(\<lambda>x. (f x - f a) / (x-a)) -- a --> D"
  from LIM_D [OF this r]
  obtain s
    where s:    "0 < s"
      and s_lt: "\<forall>x. x \<noteq> a & \<bar>x-a\<bar> < s --> \<bar>(f x - f a)/(x-a) - D\<bar> < r"
  by auto
  show "\<exists>s. 0 < s \<and>
        (\<forall>x. x \<noteq> 0 & norm (x - 0) < s --> norm ((f (a + x) - f a) / x - D) < r)"
  proof (intro exI conjI strip)
    show "0 < s"  by (rule s)
  next
    fix x::real
    assume "x \<noteq> 0 \<and> norm (x - 0) < s"
    with s_lt [THEN spec [where x="x+a"]]
    show "norm ((f (a + x) - f a) / x - D) < r" by (auto simp add: add_ac)
  qed
qed

lemma DERIV_iff2: "(DERIV f x :> D) = ((%z. (f(z) - f(x)) / (z-x)) -- x --> D)"
by (simp add: deriv_def diff_minus [symmetric] DERIV_LIM_iff)


subsubsection{*Equivalence of NS and standard definitions of differentiation*}

text {*First NSDERIV in terms of NSLIM*}

text{*first equivalence *}
lemma NSDERIV_NSLIM_iff:
      "(NSDERIV f x :> D) = ((%h. (f(x + h) - f(x))/h) -- 0 --NS> D)"
apply (simp add: nsderiv_def NSLIM_def, auto)
apply (drule_tac x = xa in bspec)
apply (rule_tac [3] ccontr)
apply (drule_tac [3] x = h in spec)
apply (auto simp add: mem_infmal_iff starfun_lambda_cancel)
done

text{*second equivalence *}
lemma NSDERIV_NSLIM_iff2:
     "(NSDERIV f x :> D) = ((%z. (f(z) - f(x)) / (z-x)) -- x --NS> D)"
by (simp add: NSDERIV_NSLIM_iff DERIV_LIM_iff  diff_minus [symmetric]
              LIM_NSLIM_iff [symmetric])

(* while we're at it! *)
lemma NSDERIV_iff2:
     "(NSDERIV f x :> D) =
      (\<forall>w.
        w \<noteq> hypreal_of_real x & w \<approx> hypreal_of_real x -->
        ( *f* (%z. (f z - f x) / (z-x))) w \<approx> hypreal_of_real D)"
by (simp add: NSDERIV_NSLIM_iff2 NSLIM_def)

(*FIXME DELETE*)
lemma hypreal_not_eq_minus_iff: "(x \<noteq> a) = (x - a \<noteq> (0::hypreal))"
by (auto dest: hypreal_eq_minus_iff [THEN iffD2])

lemma NSDERIVD5:
  "(NSDERIV f x :> D) ==>
   (\<forall>u. u \<approx> hypreal_of_real x -->
     ( *f* (%z. f z - f x)) u \<approx> hypreal_of_real D * (u - hypreal_of_real x))"
apply (auto simp add: NSDERIV_iff2)
apply (case_tac "u = hypreal_of_real x", auto)
apply (drule_tac x = u in spec, auto)
apply (drule_tac c = "u - hypreal_of_real x" and b = "hypreal_of_real D" in approx_mult1)
apply (drule_tac [!] hypreal_not_eq_minus_iff [THEN iffD1])
apply (subgoal_tac [2] "( *f* (%z. z-x)) u \<noteq> (0::hypreal) ")
apply (auto simp add:
         approx_minus_iff [THEN iffD1, THEN mem_infmal_iff [THEN iffD2]]
         Infinitesimal_subset_HFinite [THEN subsetD])
done

lemma NSDERIVD4:
     "(NSDERIV f x :> D) ==>
      (\<forall>h \<in> Infinitesimal.
               (( *f* f)(hypreal_of_real x + h) -
                 hypreal_of_real (f x))\<approx> (hypreal_of_real D) * h)"
apply (auto simp add: nsderiv_def)
apply (case_tac "h = (0::hypreal) ")
apply (auto simp add: diff_minus)
apply (drule_tac x = h in bspec)
apply (drule_tac [2] c = h in approx_mult1)
apply (auto intro: Infinitesimal_subset_HFinite [THEN subsetD]
            simp add: diff_minus)
done

lemma NSDERIVD3:
     "(NSDERIV f x :> D) ==>
      (\<forall>h \<in> Infinitesimal - {0}.
               (( *f* f)(hypreal_of_real x + h) -
                 hypreal_of_real (f x))\<approx> (hypreal_of_real D) * h)"
apply (auto simp add: nsderiv_def)
apply (rule ccontr, drule_tac x = h in bspec)
apply (drule_tac [2] c = h in approx_mult1)
apply (auto intro: Infinitesimal_subset_HFinite [THEN subsetD]
            simp add: mult_assoc diff_minus)
done

text{*Now equivalence between NSDERIV and DERIV*}
lemma NSDERIV_DERIV_iff: "(NSDERIV f x :> D) = (DERIV f x :> D)"
by (simp add: deriv_def NSDERIV_NSLIM_iff LIM_NSLIM_iff)

text{*Differentiability implies continuity
         nice and simple "algebraic" proof*}
lemma NSDERIV_isNSCont: "NSDERIV f x :> D ==> isNSCont f x"
apply (auto simp add: nsderiv_def isNSCont_NSLIM_iff NSLIM_def)
apply (drule approx_minus_iff [THEN iffD1])
apply (drule hypreal_not_eq_minus_iff [THEN iffD1])
apply (drule_tac x = "xa - hypreal_of_real x" in bspec)
 prefer 2 apply (simp add: add_assoc [symmetric])
apply (auto simp add: mem_infmal_iff [symmetric] add_commute)
apply (drule_tac c = "xa - hypreal_of_real x" in approx_mult1)
apply (auto intro: Infinitesimal_subset_HFinite [THEN subsetD]
            simp add: mult_assoc)
apply (drule_tac x3=D in
           HFinite_hypreal_of_real [THEN [2] Infinitesimal_HFinite_mult,
             THEN mem_infmal_iff [THEN iffD1]])
apply (auto simp add: mult_commute
            intro: approx_trans approx_minus_iff [THEN iffD2])
done

text{*Now Sandard proof*}
lemma DERIV_isCont: "DERIV f x :> D ==> isCont f x"
by (simp add: NSDERIV_DERIV_iff [symmetric] isNSCont_isCont_iff [symmetric]
              NSDERIV_isNSCont)

subsubsection {* Derivatives of various functions *}

text{*Differentiation rules for combinations of functions
      follow from clear, straightforard, algebraic
      manipulations*}
text{*Constant function*}

(* use simple constant nslimit theorem *)
lemma NSDERIV_const [simp]: "(NSDERIV (%x. k) x :> 0)"
by (simp add: NSDERIV_NSLIM_iff)

lemma DERIV_const [simp]: "(DERIV (%x. k) x :> 0)"
by (simp add: NSDERIV_DERIV_iff [symmetric])

text{*Sum of functions- proved easily*}


lemma NSDERIV_add: "[| NSDERIV f x :> Da;  NSDERIV g x :> Db |]
      ==> NSDERIV (%x. f x + g x) x :> Da + Db"
apply (auto simp add: NSDERIV_NSLIM_iff NSLIM_def)
apply (auto simp add: add_divide_distrib diff_divide_distrib dest!: spec)
apply (drule_tac b = "hypreal_of_real Da" and d = "hypreal_of_real Db" in approx_add)
apply (auto simp add: diff_def add_ac)
done

(* Standard theorem *)
lemma DERIV_add: "[| DERIV f x :> Da; DERIV g x :> Db |]
      ==> DERIV (%x. f x + g x) x :> Da + Db"
apply (simp add: NSDERIV_add NSDERIV_DERIV_iff [symmetric])
done

text{*Product of functions - Proof is trivial but tedious
  and long due to rearrangement of terms*}

lemma lemma_nsderiv1: "((a::hypreal)*b) - (c*d) = (b*(a - c)) + (c*(b - d))"
by (simp add: right_diff_distrib)

lemma lemma_nsderiv2: "[| (x - y) / z = hypreal_of_real D + yb; z \<noteq> 0;
         z \<in> Infinitesimal; yb \<in> Infinitesimal |]
      ==> x - y \<approx> 0"
apply (frule_tac c1 = z in hypreal_mult_right_cancel [THEN iffD2], assumption)
apply (erule_tac V = "(x - y) / z = hypreal_of_real D + yb" in thin_rl)
apply (auto intro!: Infinitesimal_HFinite_mult2 HFinite_add
            simp add: mult_assoc mem_infmal_iff [symmetric])
apply (erule Infinitesimal_subset_HFinite [THEN subsetD])
done


lemma NSDERIV_mult: "[| NSDERIV f x :> Da; NSDERIV g x :> Db |]
      ==> NSDERIV (%x. f x * g x) x :> (Da * g(x)) + (Db * f(x))"
apply (auto simp add: NSDERIV_NSLIM_iff NSLIM_def)
apply (auto dest!: spec
      simp add: starfun_lambda_cancel lemma_nsderiv1)
apply (simp (no_asm) add: add_divide_distrib diff_divide_distrib)
apply (drule bex_Infinitesimal_iff2 [THEN iffD2])+
apply (auto simp add: times_divide_eq_right [symmetric]
            simp del: times_divide_eq)
apply (drule_tac D = Db in lemma_nsderiv2, assumption+)
apply (drule_tac
     approx_minus_iff [THEN iffD2, THEN bex_Infinitesimal_iff2 [THEN iffD2]])
apply (auto intro!: approx_add_mono1
            simp add: left_distrib right_distrib mult_commute add_assoc)
apply (rule_tac b1 = "hypreal_of_real Db * hypreal_of_real (f x)"
         in add_commute [THEN subst])
apply (auto intro!: Infinitesimal_add_approx_self2 [THEN approx_sym]
                    Infinitesimal_add Infinitesimal_mult
                    Infinitesimal_hypreal_of_real_mult
                    Infinitesimal_hypreal_of_real_mult2
          simp add: add_assoc [symmetric])
done

lemma DERIV_mult:
     "[| DERIV f x :> Da; DERIV g x :> Db |]
      ==> DERIV (%x. f x * g x) x :> (Da * g(x)) + (Db * f(x))"
by (simp add: NSDERIV_mult NSDERIV_DERIV_iff [symmetric])

text{*Multiplying by a constant*}
lemma NSDERIV_cmult: "NSDERIV f x :> D
      ==> NSDERIV (%x. c * f x) x :> c*D"
apply (simp only: times_divide_eq_right [symmetric] NSDERIV_NSLIM_iff
                  minus_mult_right right_diff_distrib [symmetric])
apply (erule NSLIM_const [THEN NSLIM_mult])
done

(* let's do the standard proof though theorem *)
(* LIM_mult2 follows from a NS proof          *)

lemma DERIV_cmult:
      "DERIV f x :> D ==> DERIV (%x. c * f x) x :> c*D"
apply (simp only: deriv_def times_divide_eq_right [symmetric]
                  NSDERIV_NSLIM_iff minus_mult_right right_diff_distrib [symmetric])
apply (erule LIM_const [THEN LIM_mult2])
done

text{*Negation of function*}
lemma NSDERIV_minus: "NSDERIV f x :> D ==> NSDERIV (%x. -(f x)) x :> -D"
proof (simp add: NSDERIV_NSLIM_iff)
  assume "(\<lambda>h. (f (x + h) - f x) / h) -- 0 --NS> D"
  hence deriv: "(\<lambda>h. - ((f(x+h) - f x) / h)) -- 0 --NS> - D"
    by (rule NSLIM_minus)
  have "\<forall>h. - ((f (x + h) - f x) / h) = (- f (x + h) + f x) / h"
    by (simp add: minus_divide_left)
  with deriv
  show "(\<lambda>h. (- f (x + h) + f x) / h) -- 0 --NS> - D" by simp
qed


lemma DERIV_minus: "DERIV f x :> D ==> DERIV (%x. -(f x)) x :> -D"
by (simp add: NSDERIV_minus NSDERIV_DERIV_iff [symmetric])

text{*Subtraction*}
lemma NSDERIV_add_minus: "[| NSDERIV f x :> Da; NSDERIV g x :> Db |] ==> NSDERIV (%x. f x + -g x) x :> Da + -Db"
by (blast dest: NSDERIV_add NSDERIV_minus)

lemma DERIV_add_minus: "[| DERIV f x :> Da; DERIV g x :> Db |] ==> DERIV (%x. f x + -g x) x :> Da + -Db"
by (blast dest: DERIV_add DERIV_minus)

lemma NSDERIV_diff:
     "[| NSDERIV f x :> Da; NSDERIV g x :> Db |]
      ==> NSDERIV (%x. f x - g x) x :> Da-Db"
apply (simp add: diff_minus)
apply (blast intro: NSDERIV_add_minus)
done

lemma DERIV_diff:
     "[| DERIV f x :> Da; DERIV g x :> Db |]
       ==> DERIV (%x. f x - g x) x :> Da-Db"
apply (simp add: diff_minus)
apply (blast intro: DERIV_add_minus)
done

text{*  Similarly to the above, the chain rule admits an entirely
   straightforward derivation. Compare this with Harrison's
   HOL proof of the chain rule, which proved to be trickier and
   required an alternative characterisation of differentiability-
   the so-called Carathedory derivative. Our main problem is
   manipulation of terms.*}


(* lemmas *)
lemma NSDERIV_zero:
      "[| NSDERIV g x :> D;
               ( *f* g) (hypreal_of_real(x) + xa) = hypreal_of_real(g x);
               xa \<in> Infinitesimal;
               xa \<noteq> 0
            |] ==> D = 0"
apply (simp add: nsderiv_def)
apply (drule bspec, auto)
done

(* can be proved differently using NSLIM_isCont_iff *)
lemma NSDERIV_approx:
     "[| NSDERIV f x :> D;  h \<in> Infinitesimal;  h \<noteq> 0 |]
      ==> ( *f* f) (hypreal_of_real(x) + h) - hypreal_of_real(f x) \<approx> 0"
apply (simp add: nsderiv_def)
apply (simp add: mem_infmal_iff [symmetric])
apply (rule Infinitesimal_ratio)
apply (rule_tac [3] approx_hypreal_of_real_HFinite, auto)
done

(*---------------------------------------------------------------
   from one version of differentiability

                f(x) - f(a)
              --------------- \<approx> Db
                  x - a
 ---------------------------------------------------------------*)
lemma NSDERIVD1: "[| NSDERIV f (g x) :> Da;
         ( *f* g) (hypreal_of_real(x) + xa) \<noteq> hypreal_of_real (g x);
         ( *f* g) (hypreal_of_real(x) + xa) \<approx> hypreal_of_real (g x)
      |] ==> (( *f* f) (( *f* g) (hypreal_of_real(x) + xa))
                   - hypreal_of_real (f (g x)))
              / (( *f* g) (hypreal_of_real(x) + xa) - hypreal_of_real (g x))
             \<approx> hypreal_of_real(Da)"
by (auto simp add: NSDERIV_NSLIM_iff2 NSLIM_def diff_minus [symmetric])

(*--------------------------------------------------------------
   from other version of differentiability

                f(x + h) - f(x)
               ----------------- \<approx> Db
                       h
 --------------------------------------------------------------*)
lemma NSDERIVD2: "[| NSDERIV g x :> Db; xa \<in> Infinitesimal; xa \<noteq> 0 |]
      ==> (( *f* g) (hypreal_of_real(x) + xa) - hypreal_of_real(g x)) / xa
          \<approx> hypreal_of_real(Db)"
by (auto simp add: NSDERIV_NSLIM_iff NSLIM_def mem_infmal_iff starfun_lambda_cancel)

lemma lemma_chain: "(z::hypreal) \<noteq> 0 ==> x*y = (x*inverse(z))*(z*y)"
by auto

text{*This proof uses both definitions of differentiability.*}
lemma NSDERIV_chain: "[| NSDERIV f (g x) :> Da; NSDERIV g x :> Db |]
      ==> NSDERIV (f o g) x :> Da * Db"
apply (simp (no_asm_simp) add: NSDERIV_NSLIM_iff NSLIM_def
                mem_infmal_iff [symmetric])
apply clarify
apply (frule_tac f = g in NSDERIV_approx)
apply (auto simp add: starfun_lambda_cancel2 starfun_o [symmetric])
apply (case_tac "( *f* g) (hypreal_of_real (x) + xa) = hypreal_of_real (g x) ")
apply (drule_tac g = g in NSDERIV_zero)
apply (auto simp add: divide_inverse)
apply (rule_tac z1 = "( *f* g) (hypreal_of_real (x) + xa) - hypreal_of_real (g x) " and y1 = "inverse xa" in lemma_chain [THEN ssubst])
apply (erule hypreal_not_eq_minus_iff [THEN iffD1])
apply (rule approx_mult_hypreal_of_real)
apply (simp_all add: divide_inverse [symmetric])
apply (blast intro: NSDERIVD1 approx_minus_iff [THEN iffD2])
apply (blast intro: NSDERIVD2)
done

(* standard version *)
lemma DERIV_chain: "[| DERIV f (g x) :> Da; DERIV g x :> Db |] ==> DERIV (f o g) x :> Da * Db"
by (simp add: NSDERIV_DERIV_iff [symmetric] NSDERIV_chain)

lemma DERIV_chain2: "[| DERIV f (g x) :> Da; DERIV g x :> Db |] ==> DERIV (%x. f (g x)) x :> Da * Db"
by (auto dest: DERIV_chain simp add: o_def)

text{*Differentiation of natural number powers*}
lemma NSDERIV_Id [simp]: "NSDERIV (%x. x) x :> 1"
by (simp add: NSDERIV_NSLIM_iff NSLIM_def divide_self del: divide_self_if)

(*derivative of the identity function*)
lemma DERIV_Id [simp]: "DERIV (%x. x) x :> 1"
by (simp add: NSDERIV_DERIV_iff [symmetric])

lemmas isCont_Id = DERIV_Id [THEN DERIV_isCont, standard]

(*derivative of linear multiplication*)
lemma DERIV_cmult_Id [simp]: "DERIV (op * c) x :> c"
by (cut_tac c = c and x = x in DERIV_Id [THEN DERIV_cmult], simp)

lemma NSDERIV_cmult_Id [simp]: "NSDERIV (op * c) x :> c"
by (simp add: NSDERIV_DERIV_iff)

lemma DERIV_pow: "DERIV (%x. x ^ n) x :> real n * (x ^ (n - Suc 0))"
apply (induct "n")
apply (drule_tac [2] DERIV_Id [THEN DERIV_mult])
apply (auto simp add: real_of_nat_Suc left_distrib)
apply (case_tac "0 < n")
apply (drule_tac x = x in realpow_minus_mult)
apply (auto simp add: mult_assoc add_commute)
done

(* NS version *)
lemma NSDERIV_pow: "NSDERIV (%x. x ^ n) x :> real n * (x ^ (n - Suc 0))"
by (simp add: NSDERIV_DERIV_iff DERIV_pow)

text{*Power of -1*}

(*Can't get rid of x \<noteq> 0 because it isn't continuous at zero*)
lemma NSDERIV_inverse:
     "x \<noteq> 0 ==> NSDERIV (%x. inverse(x)) x :> (- (inverse x ^ Suc (Suc 0)))"
apply (simp add: nsderiv_def)
apply (rule ballI, simp, clarify)
apply (frule (1) Infinitesimal_add_not_zero)
apply (simp add: add_commute)
(*apply (auto simp add: starfun_inverse_inverse realpow_two
        simp del: minus_mult_left [symmetric] minus_mult_right [symmetric])*)
apply (simp add: inverse_add inverse_mult_distrib [symmetric]
              inverse_minus_eq [symmetric] add_ac mult_ac diff_def
            del: inverse_mult_distrib inverse_minus_eq
                 minus_mult_left [symmetric] minus_mult_right [symmetric])
apply (simp (no_asm_simp) add: mult_assoc [symmetric] right_distrib
            del: minus_mult_left [symmetric] minus_mult_right [symmetric])
apply (rule_tac y = "inverse (- hypreal_of_real x * hypreal_of_real x)" in approx_trans)
apply (rule inverse_add_Infinitesimal_approx2)
apply (auto dest!: hypreal_of_real_HFinite_diff_Infinitesimal
            simp add: inverse_minus_eq [symmetric] HFinite_minus_iff)
apply (rule Infinitesimal_HFinite_mult2, auto)
done




lemma DERIV_inverse: "x \<noteq> 0 ==> DERIV (%x. inverse(x)) x :> (-(inverse x ^ Suc (Suc 0)))"
by (simp add: NSDERIV_inverse NSDERIV_DERIV_iff [symmetric] del: realpow_Suc)

text{*Derivative of inverse*}
lemma DERIV_inverse_fun: "[| DERIV f x :> d; f(x) \<noteq> 0 |]
      ==> DERIV (%x. inverse(f x)) x :> (- (d * inverse(f(x) ^ Suc (Suc 0))))"
apply (simp only: mult_commute [of d] minus_mult_left power_inverse)
apply (fold o_def)
apply (blast intro!: DERIV_chain DERIV_inverse)
done

lemma NSDERIV_inverse_fun: "[| NSDERIV f x :> d; f(x) \<noteq> 0 |]
      ==> NSDERIV (%x. inverse(f x)) x :> (- (d * inverse(f(x) ^ Suc (Suc 0))))"
by (simp add: NSDERIV_DERIV_iff DERIV_inverse_fun del: realpow_Suc)

text{*Derivative of quotient*}
lemma DERIV_quotient: "[| DERIV f x :> d; DERIV g x :> e; g(x) \<noteq> 0 |]
       ==> DERIV (%y. f(y) / (g y)) x :> (d*g(x) - (e*f(x))) / (g(x) ^ Suc (Suc 0))"
apply (drule_tac f = g in DERIV_inverse_fun)
apply (drule_tac [2] DERIV_mult)
apply (assumption+)
apply (simp add: divide_inverse right_distrib power_inverse minus_mult_left
                 mult_ac diff_def
     del: realpow_Suc minus_mult_right [symmetric] minus_mult_left [symmetric])
done

lemma NSDERIV_quotient: "[| NSDERIV f x :> d; DERIV g x :> e; g(x) \<noteq> 0 |]
       ==> NSDERIV (%y. f(y) / (g y)) x :> (d*g(x)
                            - (e*f(x))) / (g(x) ^ Suc (Suc 0))"
by (simp add: NSDERIV_DERIV_iff DERIV_quotient del: realpow_Suc)

(* ------------------------------------------------------------------------ *)
(* Caratheodory formulation of derivative at a point: standard proof        *)
(* ------------------------------------------------------------------------ *)

lemma CARAT_DERIV:
     "(DERIV f x :> l) =
      (\<exists>g. (\<forall>z. f z - f x = g z * (z-x)) & isCont g x & g x = l)"
      (is "?lhs = ?rhs")
proof
  assume der: "DERIV f x :> l"
  show "\<exists>g. (\<forall>z. f z - f x = g z * (z-x)) \<and> isCont g x \<and> g x = l"
  proof (intro exI conjI)
    let ?g = "(%z. if z = x then l else (f z - f x) / (z-x))"
    show "\<forall>z. f z - f x = ?g z * (z-x)" by (simp)
    show "isCont ?g x" using der
      by (simp add: isCont_iff DERIV_iff diff_minus
               cong: LIM_equal [rule_format])
    show "?g x = l" by simp
  qed
next
  assume "?rhs"
  then obtain g where
    "(\<forall>z. f z - f x = g z * (z-x))" and "isCont g x" and "g x = l" by blast
  thus "(DERIV f x :> l)"
     by (auto simp add: isCont_iff DERIV_iff diff_minus
               cong: LIM_equal [rule_format])
qed


lemma CARAT_NSDERIV: "NSDERIV f x :> l ==>
      \<exists>g. (\<forall>z. f z - f x = g z * (z-x)) & isNSCont g x & g x = l"
by (auto simp add: NSDERIV_DERIV_iff isNSCont_isCont_iff CARAT_DERIV)

lemma hypreal_eq_minus_iff3: "(x = y + z) = (x + -z = (y::hypreal))"
by auto

lemma CARAT_DERIVD:
  assumes all: "\<forall>z. f z - f x = g z * (z-x)"
      and nsc: "isNSCont g x"
  shows "NSDERIV f x :> g x"
proof -
  from nsc
  have "\<forall>w. w \<noteq> hypreal_of_real x \<and> w \<approx> hypreal_of_real x \<longrightarrow>
         ( *f* g) w * (w - hypreal_of_real x) / (w - hypreal_of_real x) \<approx>
         hypreal_of_real (g x)"
    by (simp add: diff_minus isNSCont_def)
  thus ?thesis using all
    by (simp add: NSDERIV_iff2 starfun_if_eq cong: if_cong)
qed

subsubsection {* Differentiability predicate *}

lemma differentiableD: "f differentiable x ==> \<exists>D. DERIV f x :> D"
by (simp add: differentiable_def)

lemma differentiableI: "DERIV f x :> D ==> f differentiable x"
by (force simp add: differentiable_def)

lemma NSdifferentiableD: "f NSdifferentiable x ==> \<exists>D. NSDERIV f x :> D"
by (simp add: NSdifferentiable_def)

lemma NSdifferentiableI: "NSDERIV f x :> D ==> f NSdifferentiable x"
by (force simp add: NSdifferentiable_def)

lemma differentiable_const: "(\<lambda>z. a) differentiable x"
  apply (unfold differentiable_def)
  apply (rule_tac x=0 in exI)
  apply simp
  done

lemma differentiable_sum:
  assumes "f differentiable x"
  and "g differentiable x"
  shows "(\<lambda>x. f x + g x) differentiable x"
proof -
  from prems have "\<exists>D. DERIV f x :> D" by (unfold differentiable_def)
  then obtain df where "DERIV f x :> df" ..
  moreover from prems have "\<exists>D. DERIV g x :> D" by (unfold differentiable_def)
  then obtain dg where "DERIV g x :> dg" ..
  ultimately have "DERIV (\<lambda>x. f x + g x) x :> df + dg" by (rule DERIV_add)
  hence "\<exists>D. DERIV (\<lambda>x. f x + g x) x :> D" by auto
  thus ?thesis by (fold differentiable_def)
qed

lemma differentiable_diff:
  assumes "f differentiable x"
  and "g differentiable x"
  shows "(\<lambda>x. f x - g x) differentiable x"
proof -
  from prems have "f differentiable x" by simp
  moreover
  from prems have "\<exists>D. DERIV g x :> D" by (unfold differentiable_def)
  then obtain dg where "DERIV g x :> dg" ..
  then have "DERIV (\<lambda>x. - g x) x :> -dg" by (rule DERIV_minus)
  hence "\<exists>D. DERIV (\<lambda>x. - g x) x :> D" by auto
  hence "(\<lambda>x. - g x) differentiable x" by (fold differentiable_def)
  ultimately 
  show ?thesis
    by (auto simp: real_diff_def dest: differentiable_sum)
qed

lemma differentiable_mult:
  assumes "f differentiable x"
  and "g differentiable x"
  shows "(\<lambda>x. f x * g x) differentiable x"
proof -
  from prems have "\<exists>D. DERIV f x :> D" by (unfold differentiable_def)
  then obtain df where "DERIV f x :> df" ..
  moreover from prems have "\<exists>D. DERIV g x :> D" by (unfold differentiable_def)
  then obtain dg where "DERIV g x :> dg" ..
  ultimately have "DERIV (\<lambda>x. f x * g x) x :> df * g x + dg * f x" by (simp add: DERIV_mult)
  hence "\<exists>D. DERIV (\<lambda>x. f x * g x) x :> D" by auto
  thus ?thesis by (fold differentiable_def)
qed

subsection {*(NS) Increment*}
lemma incrementI:
      "f NSdifferentiable x ==>
      increment f x h = ( *f* f) (hypreal_of_real(x) + h) -
      hypreal_of_real (f x)"
by (simp add: increment_def)

lemma incrementI2: "NSDERIV f x :> D ==>
     increment f x h = ( *f* f) (hypreal_of_real(x) + h) -
     hypreal_of_real (f x)"
apply (erule NSdifferentiableI [THEN incrementI])
done

(* The Increment theorem -- Keisler p. 65 *)
lemma increment_thm: "[| NSDERIV f x :> D; h \<in> Infinitesimal; h \<noteq> 0 |]
      ==> \<exists>e \<in> Infinitesimal. increment f x h = hypreal_of_real(D)*h + e*h"
apply (frule_tac h = h in incrementI2, simp add: nsderiv_def)
apply (drule bspec, auto)
apply (drule bex_Infinitesimal_iff2 [THEN iffD2], clarify)
apply (frule_tac b1 = "hypreal_of_real (D) + y"
        in hypreal_mult_right_cancel [THEN iffD2])
apply (erule_tac [2] V = "(( *f* f) (hypreal_of_real (x) + h) - hypreal_of_real (f x)) / h = hypreal_of_real (D) + y" in thin_rl)
apply assumption
apply (simp add: times_divide_eq_right [symmetric])
apply (auto simp add: left_distrib)
done

lemma increment_thm2:
     "[| NSDERIV f x :> D; h \<approx> 0; h \<noteq> 0 |]
      ==> \<exists>e \<in> Infinitesimal. increment f x h =
              hypreal_of_real(D)*h + e*h"
by (blast dest!: mem_infmal_iff [THEN iffD2] intro!: increment_thm)