src/HOL/Complex_Analysis/Contour_Integration.thy
author wenzelm
Sat, 11 Dec 2021 11:24:48 +0100
changeset 74913 c2a2be496f35
parent 73795 8893e0ed263a
child 76876 c9ffd9cf58db
permissions -rw-r--r--
tuned;
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
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section \<open>Contour integration\<close>
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theory Contour_Integration
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  imports "HOL-Analysis.Analysis"
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begin
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lemma lhopital_complex_simple:
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  assumes "(f has_field_derivative f') (at z)"
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  assumes "(g has_field_derivative g') (at z)"
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  assumes "f z = 0" "g z = 0" "g' \<noteq> 0" "f' / g' = c"
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  shows   "((\<lambda>w. f w / g w) \<longlongrightarrow> c) (at z)"
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proof -
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  have "eventually (\<lambda>w. w \<noteq> z) (at z)"
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    by (auto simp: eventually_at_filter)
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  hence "eventually (\<lambda>w. ((f w - f z) / (w - z)) / ((g w - g z) / (w - z)) = f w / g w) (at z)"
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parents:
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    by eventually_elim (simp add: assms field_split_simps)
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  moreover have "((\<lambda>w. ((f w - f z) / (w - z)) / ((g w - g z) / (w - z))) \<longlongrightarrow> f' / g') (at z)"
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    by (intro tendsto_divide has_field_derivativeD assms)
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  ultimately have "((\<lambda>w. f w / g w) \<longlongrightarrow> f' / g') (at z)"
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    by (blast intro: Lim_transform_eventually)
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  with assms show ?thesis by simp
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qed
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subsection\<open>Definition\<close>
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text\<open>
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  This definition is for complex numbers only, and does not generalise to 
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  line integrals in a vector field
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\<close>
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definition\<^marker>\<open>tag important\<close> has_contour_integral :: "(complex \<Rightarrow> complex) \<Rightarrow> complex \<Rightarrow> (real \<Rightarrow> complex) \<Rightarrow> bool"
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           (infixr "has'_contour'_integral" 50)
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  where "(f has_contour_integral i) g \<equiv>
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           ((\<lambda>x. f(g x) * vector_derivative g (at x within {0..1}))
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            has_integral i) {0..1}"
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definition\<^marker>\<open>tag important\<close> contour_integrable_on
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           (infixr "contour'_integrable'_on" 50)
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  where "f contour_integrable_on g \<equiv> \<exists>i. (f has_contour_integral i) g"
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definition\<^marker>\<open>tag important\<close> contour_integral
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  where "contour_integral g f \<equiv> SOME i. (f has_contour_integral i) g \<or> \<not> f contour_integrable_on g \<and> i=0"
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lemma not_integrable_contour_integral: "\<not> f contour_integrable_on g \<Longrightarrow> contour_integral g f = 0"
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  unfolding contour_integrable_on_def contour_integral_def by blast
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lemma contour_integral_unique: "(f has_contour_integral i) g \<Longrightarrow> contour_integral g f = i"
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  apply (simp add: contour_integral_def has_contour_integral_def contour_integrable_on_def)
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  using has_integral_unique by blast
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lemma has_contour_integral_eqpath:
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     "\<lbrakk>(f has_contour_integral y) p; f contour_integrable_on \<gamma>;
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       contour_integral p f = contour_integral \<gamma> f\<rbrakk>
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      \<Longrightarrow> (f has_contour_integral y) \<gamma>"
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parents:
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using contour_integrable_on_def contour_integral_unique by auto
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parents:
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lemma has_contour_integral_integral:
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    "f contour_integrable_on i \<Longrightarrow> (f has_contour_integral (contour_integral i f)) i"
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parents:
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  by (metis contour_integral_unique contour_integrable_on_def)
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    59
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lemma has_contour_integral_unique:
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    "(f has_contour_integral i) g \<Longrightarrow> (f has_contour_integral j) g \<Longrightarrow> i = j"
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parents:
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    62
  using has_integral_unique
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    63
  by (auto simp: has_contour_integral_def)
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    64
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lemma has_contour_integral_integrable: "(f has_contour_integral i) g \<Longrightarrow> f contour_integrable_on g"
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    66
  using contour_integrable_on_def by blast
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text\<open>Show that we can forget about the localized derivative.\<close>
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    69
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lemma has_integral_localized_vector_derivative:
73795
8893e0ed263a new lemmas mostly about paths
paulson <lp15@cam.ac.uk>
parents: 72270
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    71
    "((\<lambda>x. f (g x) * vector_derivative p (at x within {a..b})) has_integral i) {a..b} \<longleftrightarrow>
8893e0ed263a new lemmas mostly about paths
paulson <lp15@cam.ac.uk>
parents: 72270
diff changeset
    72
     ((\<lambda>x. f (g x) * vector_derivative p (at x)) has_integral i) {a..b}"
71201
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Manuel Eberl <eberlm@in.tum.de>
parents:
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    73
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
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parents:
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    74
  have *: "{a..b} - {a,b} = interior {a..b}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    75
    by (simp add: atLeastAtMost_diff_ends)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
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    76
  show ?thesis
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
    77
    by (rule has_integral_spike_eq [of "{a,b}"]) (auto simp: at_within_interior [of _ "{a..b}"])
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
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parents:
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    78
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    79
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
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    80
lemma integrable_on_localized_vector_derivative:
73795
8893e0ed263a new lemmas mostly about paths
paulson <lp15@cam.ac.uk>
parents: 72270
diff changeset
    81
    "(\<lambda>x. f (g x) * vector_derivative p (at x within {a..b})) integrable_on {a..b} \<longleftrightarrow>
8893e0ed263a new lemmas mostly about paths
paulson <lp15@cam.ac.uk>
parents: 72270
diff changeset
    82
     (\<lambda>x. f (g x) * vector_derivative p (at x)) integrable_on {a..b}"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
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    83
  by (simp add: integrable_on_def has_integral_localized_vector_derivative)
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Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    84
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    85
lemma has_contour_integral:
6617fb368a06 Reorganised HOL-Complex_Analysis
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parents:
diff changeset
    86
     "(f has_contour_integral i) g \<longleftrightarrow>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    87
      ((\<lambda>x. f (g x) * vector_derivative g (at x)) has_integral i) {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    88
  by (simp add: has_integral_localized_vector_derivative has_contour_integral_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    89
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    90
lemma contour_integrable_on:
6617fb368a06 Reorganised HOL-Complex_Analysis
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parents:
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    91
     "f contour_integrable_on g \<longleftrightarrow>
6617fb368a06 Reorganised HOL-Complex_Analysis
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parents:
diff changeset
    92
      (\<lambda>t. f(g t) * vector_derivative g (at t)) integrable_on {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
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parents:
diff changeset
    93
  by (simp add: has_contour_integral integrable_on_def contour_integrable_on_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    94
6617fb368a06 Reorganised HOL-Complex_Analysis
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parents:
diff changeset
    95
subsection\<^marker>\<open>tag unimportant\<close> \<open>Reversing a path\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    96
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    97
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    98
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
    99
lemma has_contour_integral_reversepath:
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parents:
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   100
  assumes "valid_path g" and f: "(f has_contour_integral i) g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   101
    shows "(f has_contour_integral (-i)) (reversepath g)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   102
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   103
  { fix S x
6617fb368a06 Reorganised HOL-Complex_Analysis
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parents:
diff changeset
   104
    assume xs: "g C1_differentiable_on ({0..1} - S)" "x \<notin> (-) 1 ` S" "0 \<le> x" "x \<le> 1"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   105
    have "vector_derivative (\<lambda>x. g (1 - x)) (at x within {0..1}) =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   106
            - vector_derivative g (at (1 - x) within {0..1})"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   107
    proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   108
      obtain f' where f': "(g has_vector_derivative f') (at (1 - x))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   109
        using xs
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   110
        by (force simp: has_vector_derivative_def C1_differentiable_on_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   111
      have "(g \<circ> (\<lambda>x. 1 - x) has_vector_derivative -1 *\<^sub>R f') (at x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   112
        by (intro vector_diff_chain_within has_vector_derivative_at_within [OF f'] derivative_eq_intros | simp)+
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   113
      then have mf': "((\<lambda>x. g (1 - x)) has_vector_derivative -f') (at x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   114
        by (simp add: o_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   115
      show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   116
        using xs
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   117
        by (auto simp: vector_derivative_at_within_ivl [OF mf'] vector_derivative_at_within_ivl [OF f'])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   118
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   119
  } note * = this
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   120
  obtain S where S: "continuous_on {0..1} g" "finite S" "g C1_differentiable_on {0..1} - S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   121
    using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   122
  have "((\<lambda>x. - (f (g (1 - x)) * vector_derivative g (at (1 - x) within {0..1}))) has_integral -i)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   123
       {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   124
    using has_integral_affinity01 [where m= "-1" and c=1, OF f [unfolded has_contour_integral_def]]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   125
    by (simp add: has_integral_neg)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   126
  then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   127
    using S
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   128
    unfolding reversepath_def has_contour_integral_def
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   129
    by (rule_tac S = "(\<lambda>x. 1 - x) ` S" in has_integral_spike_finite) (auto simp: *)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   130
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   131
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   132
lemma contour_integrable_reversepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   133
    "valid_path g \<Longrightarrow> f contour_integrable_on g \<Longrightarrow> f contour_integrable_on (reversepath g)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   134
  using has_contour_integral_reversepath contour_integrable_on_def by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   135
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   136
lemma contour_integrable_reversepath_eq:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   137
    "valid_path g \<Longrightarrow> (f contour_integrable_on (reversepath g) \<longleftrightarrow> f contour_integrable_on g)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   138
  using contour_integrable_reversepath valid_path_reversepath by fastforce
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   139
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   140
lemma contour_integral_reversepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   141
  assumes "valid_path g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   142
    shows "contour_integral (reversepath g) f = - (contour_integral g f)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   143
proof (cases "f contour_integrable_on g")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   144
  case True then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   145
    by (simp add: assms contour_integral_unique has_contour_integral_integral has_contour_integral_reversepath)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   146
next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   147
  case False then have "\<not> f contour_integrable_on (reversepath g)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   148
    by (simp add: assms contour_integrable_reversepath_eq)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   149
  with False show ?thesis by (simp add: not_integrable_contour_integral)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   150
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   151
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   152
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   153
subsection\<^marker>\<open>tag unimportant\<close> \<open>Joining two paths together\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   154
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   155
lemma has_contour_integral_join:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   156
  assumes "(f has_contour_integral i1) g1" "(f has_contour_integral i2) g2"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   157
          "valid_path g1" "valid_path g2"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   158
    shows "(f has_contour_integral (i1 + i2)) (g1 +++ g2)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   159
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   160
  obtain s1 s2
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   161
    where s1: "finite s1" "\<forall>x\<in>{0..1} - s1. g1 differentiable at x"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   162
      and s2: "finite s2" "\<forall>x\<in>{0..1} - s2. g2 differentiable at x"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   163
    using assms
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   164
    by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   165
  have 1: "((\<lambda>x. f (g1 x) * vector_derivative g1 (at x)) has_integral i1) {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   166
   and 2: "((\<lambda>x. f (g2 x) * vector_derivative g2 (at x)) has_integral i2) {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   167
    using assms
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   168
    by (auto simp: has_contour_integral)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   169
  have i1: "((\<lambda>x. (2*f (g1 (2*x))) * vector_derivative g1 (at (2*x))) has_integral i1) {0..1/2}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   170
   and i2: "((\<lambda>x. (2*f (g2 (2*x - 1))) * vector_derivative g2 (at (2*x - 1))) has_integral i2) {1/2..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   171
    using has_integral_affinity01 [OF 1, where m= 2 and c=0, THEN has_integral_cmul [where c=2]]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   172
          has_integral_affinity01 [OF 2, where m= 2 and c="-1", THEN has_integral_cmul [where c=2]]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   173
    by (simp_all only: image_affinity_atLeastAtMost_div_diff, simp_all add: scaleR_conv_of_real mult_ac)
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   174
  have g1: "vector_derivative (\<lambda>x. if x*2 \<le> 1 then g1 (2*x) else g2 (2*x - 1)) (at z) =
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   175
            2 *\<^sub>R vector_derivative g1 (at (z*2))" 
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   176
      if "0 \<le> z" "z*2 < 1" "z*2 \<notin> s1" for z
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   177
  proof (rule vector_derivative_at [OF has_vector_derivative_transform_within])
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   178
    show "0 < \<bar>z - 1/2\<bar>"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   179
      using that by auto
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   180
    have "((*) 2 has_vector_derivative 2) (at z)" 
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   181
      by (simp add: has_vector_derivative_def has_derivative_def bounded_linear_mult_left)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   182
    moreover have "(g1 has_vector_derivative vector_derivative g1 (at (z * 2))) (at (2 * z))"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   183
      using s1 that by (auto simp: algebra_simps vector_derivative_works)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   184
    ultimately
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   185
    show "((\<lambda>x. g1 (2 * x)) has_vector_derivative 2 *\<^sub>R vector_derivative g1 (at (z * 2))) (at z)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   186
      by (intro vector_diff_chain_at [simplified o_def])
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   187
  qed (use that in \<open>simp_all add: dist_real_def abs_if split: if_split_asm\<close>)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   188
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   189
  have g2: "vector_derivative (\<lambda>x. if x*2 \<le> 1 then g1 (2*x) else g2 (2*x - 1)) (at z) =
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   190
            2 *\<^sub>R vector_derivative g2 (at (z*2 - 1))" 
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   191
           if "1 < z*2" "z \<le> 1" "z*2 - 1 \<notin> s2" for z
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   192
  proof (rule vector_derivative_at [OF has_vector_derivative_transform_within])
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   193
    show "0 < \<bar>z - 1/2\<bar>"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   194
      using that by auto
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   195
    have "((\<lambda>x. 2 * x - 1) has_vector_derivative 2) (at z)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   196
      by (simp add: has_vector_derivative_def has_derivative_def bounded_linear_mult_left)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   197
    moreover have "(g2 has_vector_derivative vector_derivative g2 (at (z * 2 - 1))) (at (2 * z - 1))"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   198
      using s2 that by (auto simp: algebra_simps vector_derivative_works)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   199
    ultimately
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   200
    show "((\<lambda>x. g2 (2 * x - 1)) has_vector_derivative 2 *\<^sub>R vector_derivative g2 (at (z * 2 - 1))) (at z)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   201
      by (intro vector_diff_chain_at [simplified o_def])
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   202
  qed (use that in \<open>simp_all add: dist_real_def abs_if split: if_split_asm\<close>)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   203
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   204
  have "((\<lambda>x. f ((g1 +++ g2) x) * vector_derivative (g1 +++ g2) (at x)) has_integral i1) {0..1/2}"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   205
  proof (rule has_integral_spike_finite [OF _ _ i1])
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   206
    show "finite (insert (1/2) ((*) 2 -` s1))"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   207
      using s1 by (force intro: finite_vimageI [where h = "(*)2"] inj_onI)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   208
  qed (auto simp add: joinpaths_def scaleR_conv_of_real mult_ac g1)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   209
  moreover have "((\<lambda>x. f ((g1 +++ g2) x) * vector_derivative (g1 +++ g2) (at x)) has_integral i2) {1/2..1}"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   210
  proof (rule has_integral_spike_finite [OF _ _ i2])
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   211
    show "finite (insert (1/2) ((\<lambda>x. 2 * x - 1) -` s2))"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   212
      using s2 by (force intro: finite_vimageI [where h = "\<lambda>x. 2*x-1"] inj_onI)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   213
  qed (auto simp add: joinpaths_def scaleR_conv_of_real mult_ac g2)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   214
  ultimately
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   215
  show ?thesis
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   216
    by (simp add: has_contour_integral has_integral_combine [where c = "1/2"])
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   217
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   218
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   219
lemma contour_integrable_joinI:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   220
  assumes "f contour_integrable_on g1" "f contour_integrable_on g2"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   221
          "valid_path g1" "valid_path g2"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   222
    shows "f contour_integrable_on (g1 +++ g2)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   223
  using assms
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   224
  by (meson has_contour_integral_join contour_integrable_on_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   225
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   226
lemma contour_integrable_joinD1:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   227
  assumes "f contour_integrable_on (g1 +++ g2)" "valid_path g1"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   228
    shows "f contour_integrable_on g1"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   229
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   230
  obtain s1
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   231
    where s1: "finite s1" "\<forall>x\<in>{0..1} - s1. g1 differentiable at x"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   232
    using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   233
  have "(\<lambda>x. f ((g1 +++ g2) (x/2)) * vector_derivative (g1 +++ g2) (at (x/2))) integrable_on {0..1}"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   234
    using assms integrable_affinity [of _ 0 "1/2" "1/2" 0] integrable_on_subcbox [where a=0 and b="1/2"]
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   235
    by (fastforce simp: contour_integrable_on)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   236
  then have *: "(\<lambda>x. (f ((g1 +++ g2) (x/2))/2) * vector_derivative (g1 +++ g2) (at (x/2))) integrable_on {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   237
    by (auto dest: integrable_cmul [where c="1/2"] simp: scaleR_conv_of_real)
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   238
  have g1: "vector_derivative (\<lambda>x. if x*2 \<le> 1 then g1 (2*x) else g2 (2*x - 1)) (at (z/2)) =
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   239
            2 *\<^sub>R vector_derivative g1 (at z)" 
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   240
    if "0 < z" "z < 1" "z \<notin> s1" for z
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   241
  proof (rule vector_derivative_at [OF has_vector_derivative_transform_within])
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   242
    show "0 < \<bar>(z - 1)/2\<bar>"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   243
      using that by auto
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   244
    have \<section>: "((\<lambda>x. x * 2) has_vector_derivative 2) (at (z/2))"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   245
      using s1 by (auto simp: has_vector_derivative_def has_derivative_def bounded_linear_mult_left)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   246
    have "(g1 has_vector_derivative vector_derivative g1 (at z)) (at z)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   247
      using s1 that by (auto simp: vector_derivative_works)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   248
    then show "((\<lambda>x. g1 (2 * x)) has_vector_derivative 2 *\<^sub>R vector_derivative g1 (at z)) (at (z/2))"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   249
      using vector_diff_chain_at [OF \<section>] by (auto simp: field_simps o_def)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   250
  qed (use that in \<open>simp_all add: field_simps dist_real_def abs_if split: if_split_asm\<close>)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   251
  have fin01: "finite ({0, 1} \<union> s1)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   252
    by (simp add: s1)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   253
  show ?thesis
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   254
    unfolding contour_integrable_on
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   255
    by (intro integrable_spike_finite [OF fin01 _ *]) (auto simp: joinpaths_def scaleR_conv_of_real g1)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   256
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   257
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   258
lemma contour_integrable_joinD2:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   259
  assumes "f contour_integrable_on (g1 +++ g2)" "valid_path g2"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   260
    shows "f contour_integrable_on g2"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   261
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   262
  obtain s2
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   263
    where s2: "finite s2" "\<forall>x\<in>{0..1} - s2. g2 differentiable at x"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   264
    using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   265
  have "(\<lambda>x. f ((g1 +++ g2) (x/2 + 1/2)) * vector_derivative (g1 +++ g2) (at (x/2 + 1/2))) integrable_on {0..1}"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   266
    using assms integrable_affinity [of _ "1/2::real" 1 "1/2" "1/2"] 
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   267
                integrable_on_subcbox [where a="1/2" and b=1]
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   268
    by (fastforce simp: contour_integrable_on image_affinity_atLeastAtMost_diff)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   269
  then have *: "(\<lambda>x. (f ((g1 +++ g2) (x/2 + 1/2))/2) * vector_derivative (g1 +++ g2) (at (x/2 + 1/2)))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   270
                integrable_on {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   271
    by (auto dest: integrable_cmul [where c="1/2"] simp: scaleR_conv_of_real)
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   272
  have g2: "vector_derivative (\<lambda>x. if x*2 \<le> 1 then g1 (2*x) else g2 (2*x - 1)) (at (z/2+1/2)) =
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   273
            2 *\<^sub>R vector_derivative g2 (at z)" 
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   274
        if "0 < z" "z < 1" "z \<notin> s2" for z
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   275
  proof (rule vector_derivative_at [OF has_vector_derivative_transform_within])
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   276
    show "0 < \<bar>z/2\<bar>"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   277
      using that by auto
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   278
    have \<section>: "((\<lambda>x. x * 2 - 1) has_vector_derivative 2) (at ((1 + z)/2))"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   279
      using s2 by (auto simp: has_vector_derivative_def has_derivative_def bounded_linear_mult_left)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   280
    have "(g2 has_vector_derivative vector_derivative g2 (at z)) (at z)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   281
      using s2 that by (auto simp: vector_derivative_works)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   282
    then show "((\<lambda>x. g2 (2*x - 1)) has_vector_derivative 2 *\<^sub>R vector_derivative g2 (at z)) (at (z/2 + 1/2))"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   283
      using vector_diff_chain_at [OF \<section>] by (auto simp: field_simps o_def)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   284
  qed (use that in \<open>simp_all add: field_simps dist_real_def abs_if split: if_split_asm\<close>)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   285
  have fin01: "finite ({0, 1} \<union> s2)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   286
    by (simp add: s2)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   287
  show ?thesis
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   288
    unfolding contour_integrable_on
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   289
    by (intro integrable_spike_finite [OF fin01 _ *]) (auto simp: joinpaths_def scaleR_conv_of_real g2)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   290
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   291
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   292
lemma contour_integrable_join [simp]:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   293
    "\<lbrakk>valid_path g1; valid_path g2\<rbrakk>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   294
     \<Longrightarrow> f contour_integrable_on (g1 +++ g2) \<longleftrightarrow> f contour_integrable_on g1 \<and> f contour_integrable_on g2"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   295
using contour_integrable_joinD1 contour_integrable_joinD2 contour_integrable_joinI by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   296
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   297
lemma contour_integral_join [simp]:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   298
    "\<lbrakk>f contour_integrable_on g1; f contour_integrable_on g2; valid_path g1; valid_path g2\<rbrakk>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   299
        \<Longrightarrow> contour_integral (g1 +++ g2) f = contour_integral g1 f + contour_integral g2 f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   300
  by (simp add: has_contour_integral_integral has_contour_integral_join contour_integral_unique)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   301
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   302
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   303
subsection\<^marker>\<open>tag unimportant\<close> \<open>Shifting the starting point of a (closed) path\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   304
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   305
lemma has_contour_integral_shiftpath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   306
  assumes f: "(f has_contour_integral i) g" "valid_path g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   307
      and a: "a \<in> {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   308
    shows "(f has_contour_integral i) (shiftpath a g)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   309
proof -
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   310
  obtain S
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   311
    where S: "finite S" and g: "\<forall>x\<in>{0..1} - S. g differentiable at x"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   312
    using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   313
  have *: "((\<lambda>x. f (g x) * vector_derivative g (at x)) has_integral i) {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   314
    using assms by (auto simp: has_contour_integral)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   315
  then have i: "i = integral {a..1} (\<lambda>x. f (g x) * vector_derivative g (at x)) +
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   316
                    integral {0..a} (\<lambda>x. f (g x) * vector_derivative g (at x))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   317
    apply (rule has_integral_unique)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   318
    apply (subst add.commute)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   319
    apply (subst Henstock_Kurzweil_Integration.integral_combine)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   320
    using assms * integral_unique by auto
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   321
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   322
  have vd1: "vector_derivative (shiftpath a g) (at x) = vector_derivative g (at (x + a))"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   323
    if "0 \<le> x" "x + a < 1" "x \<notin> (\<lambda>x. x - a) ` S" for x
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   324
    unfolding shiftpath_def
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   325
  proof (rule vector_derivative_at [OF has_vector_derivative_transform_within])
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   326
    have "((\<lambda>x. g (x + a)) has_vector_derivative vector_derivative g (at (a + x))) (at x)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   327
    proof (rule vector_diff_chain_at [of _ 1, simplified o_def scaleR_one])
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   328
      show "((\<lambda>x. x + a) has_vector_derivative 1) (at x)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   329
        by (rule derivative_eq_intros | simp)+
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   330
      have "g differentiable at (x + a)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   331
        using g a that by force
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   332
      then show "(g has_vector_derivative vector_derivative g (at (a + x))) (at (x + a))"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   333
        by (metis add.commute vector_derivative_works)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   334
    qed
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   335
    then
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   336
    show "((\<lambda>x. g (a + x)) has_vector_derivative vector_derivative g (at (x + a))) (at x)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   337
      by (auto simp: field_simps)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   338
    show "0 < dist (1 - a) x"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   339
      using that by auto
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   340
  qed (use that in \<open>auto simp: dist_real_def\<close>)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   341
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   342
  have vd2: "vector_derivative (shiftpath a g) (at x) = vector_derivative g (at (x + a - 1))"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   343
    if "x \<le> 1" "1 < x + a" "x \<notin> (\<lambda>x. x - a + 1) ` S" for x
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   344
    unfolding shiftpath_def
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   345
  proof (rule vector_derivative_at [OF has_vector_derivative_transform_within])
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   346
    have "((\<lambda>x. g (x + a - 1)) has_vector_derivative vector_derivative g (at (a+x-1))) (at x)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   347
    proof (rule vector_diff_chain_at [of _ 1, simplified o_def scaleR_one])
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   348
      show "((\<lambda>x. x + a - 1) has_vector_derivative 1) (at x)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   349
        by (rule derivative_eq_intros | simp)+
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   350
      have "g differentiable at (x+a-1)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   351
        using g a that by force
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   352
      then show "(g has_vector_derivative vector_derivative g (at (a+x-1))) (at (x + a - 1))"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   353
        by (metis add.commute vector_derivative_works)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   354
    qed
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   355
    then show "((\<lambda>x. g (a + x - 1)) has_vector_derivative vector_derivative g (at (x + a - 1))) (at x)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   356
      by (auto simp: field_simps)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   357
    show "0 < dist (1 - a) x"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   358
      using that by auto
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   359
  qed (use that in \<open>auto simp: dist_real_def\<close>)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   360
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   361
  have va1: "(\<lambda>x. f (g x) * vector_derivative g (at x)) integrable_on ({a..1})"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   362
    using * a   by (fastforce intro: integrable_subinterval_real)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   363
  have v0a: "(\<lambda>x. f (g x) * vector_derivative g (at x)) integrable_on ({0..a})"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   364
    using * a by (force intro: integrable_subinterval_real)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   365
  have "finite ({1 - a} \<union> (\<lambda>x. x - a) ` S)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   366
    using S by blast
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   367
  then have "((\<lambda>x. f (shiftpath a g x) * vector_derivative (shiftpath a g) (at x))
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   368
        has_integral integral {a..1} (\<lambda>x. f (g x) * vector_derivative g (at x)))  {0..1 - a}"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   369
    apply (rule has_integral_spike_finite
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   370
        [where f = "\<lambda>x. f(g(a+x)) * vector_derivative g (at(a+x))"])
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   371
    subgoal
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   372
      using a by (simp add: vd1) (force simp: shiftpath_def add.commute)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   373
    subgoal
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   374
      using has_integral_affinity [where m=1 and c=a] integrable_integral [OF va1]
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   375
      by (force simp add: add.commute)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   376
    done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   377
  moreover
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   378
  have "finite ({1 - a} \<union> (\<lambda>x. x - a + 1) ` S)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   379
    using S by blast
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   380
  then have "((\<lambda>x. f (shiftpath a g x) * vector_derivative (shiftpath a g) (at x))
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   381
             has_integral  integral {0..a} (\<lambda>x. f (g x) * vector_derivative g (at x)))  {1 - a..1}"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   382
    apply (rule has_integral_spike_finite
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   383
        [where f = "\<lambda>x. f(g(a+x-1)) * vector_derivative g (at(a+x-1))"])
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   384
    subgoal
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   385
      using a by (simp add: vd2) (force simp: shiftpath_def add.commute)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   386
    subgoal
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   387
      using has_integral_affinity [where m=1 and c="a-1", simplified, OF integrable_integral [OF v0a]]
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   388
      by (force simp add: algebra_simps)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   389
    done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   390
  ultimately show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   391
    using a
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   392
    by (auto simp: i has_contour_integral intro: has_integral_combine [where c = "1-a"])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   393
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   394
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   395
lemma has_contour_integral_shiftpath_D:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   396
  assumes "(f has_contour_integral i) (shiftpath a g)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   397
          "valid_path g" "pathfinish g = pathstart g" "a \<in> {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   398
    shows "(f has_contour_integral i) g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   399
proof -
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   400
  obtain S
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   401
    where S: "finite S" and g: "\<forall>x\<in>{0..1} - S. g differentiable at x"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   402
    using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   403
  { fix x
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   404
    assume x: "0 < x" "x < 1" "x \<notin> S"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   405
    then have gx: "g differentiable at x"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   406
      using g by auto
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   407
    have \<section>: "shiftpath (1 - a) (shiftpath a g) differentiable at x"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   408
      using assms x
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   409
      by (intro differentiable_transform_within [OF gx, of "min x (1-x)"])
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   410
         (auto simp: dist_real_def shiftpath_shiftpath abs_if split: if_split_asm)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   411
    have "vector_derivative g (at x within {0..1}) =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   412
          vector_derivative (shiftpath (1 - a) (shiftpath a g)) (at x within {0..1})"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   413
      apply (rule vector_derivative_at_within_ivl
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   414
                  [OF has_vector_derivative_transform_within_open
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   415
                      [where f = "(shiftpath (1 - a) (shiftpath a g))" and S = "{0<..<1}-S"]])
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   416
      using S assms x \<section>
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   417
      apply (auto simp: finite_imp_closed open_Diff shiftpath_shiftpath
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   418
                        at_within_interior [of _ "{0..1}"] vector_derivative_works [symmetric])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   419
      done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   420
  } note vd = this
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   421
  have fi: "(f has_contour_integral i) (shiftpath (1 - a) (shiftpath a g))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   422
    using assms  by (auto intro!: has_contour_integral_shiftpath)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   423
  show ?thesis
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   424
    unfolding has_contour_integral_def
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   425
  proof (rule has_integral_spike_finite [of "{0,1} \<union> S", OF _ _  fi [unfolded has_contour_integral_def]])
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   426
    show "finite ({0, 1} \<union> S)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   427
      by (simp add: S)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   428
  qed (use S assms vd in \<open>auto simp: shiftpath_shiftpath\<close>)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   429
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   430
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   431
lemma has_contour_integral_shiftpath_eq:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   432
  assumes "valid_path g" "pathfinish g = pathstart g" "a \<in> {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   433
    shows "(f has_contour_integral i) (shiftpath a g) \<longleftrightarrow> (f has_contour_integral i) g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   434
  using assms has_contour_integral_shiftpath has_contour_integral_shiftpath_D by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   435
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   436
lemma contour_integrable_on_shiftpath_eq:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   437
  assumes "valid_path g" "pathfinish g = pathstart g" "a \<in> {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   438
    shows "f contour_integrable_on (shiftpath a g) \<longleftrightarrow> f contour_integrable_on g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   439
using assms contour_integrable_on_def has_contour_integral_shiftpath_eq by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   440
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   441
lemma contour_integral_shiftpath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   442
  assumes "valid_path g" "pathfinish g = pathstart g" "a \<in> {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   443
    shows "contour_integral (shiftpath a g) f = contour_integral g f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   444
   using assms
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   445
   by (simp add: contour_integral_def contour_integrable_on_def has_contour_integral_shiftpath_eq)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   446
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   447
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   448
subsection\<^marker>\<open>tag unimportant\<close> \<open>More about straight-line paths\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   449
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   450
lemma has_contour_integral_linepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   451
  shows "(f has_contour_integral i) (linepath a b) \<longleftrightarrow>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   452
         ((\<lambda>x. f(linepath a b x) * (b - a)) has_integral i) {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   453
  by (simp add: has_contour_integral)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   454
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   455
lemma has_contour_integral_trivial [iff]: "(f has_contour_integral 0) (linepath a a)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   456
  by (simp add: has_contour_integral_linepath)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   457
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   458
lemma has_contour_integral_trivial_iff [simp]: "(f has_contour_integral i) (linepath a a) \<longleftrightarrow> i=0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   459
  using has_contour_integral_unique by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   460
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   461
lemma contour_integral_trivial [simp]: "contour_integral (linepath a a) f = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   462
  using has_contour_integral_trivial contour_integral_unique by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   463
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   464
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   465
subsection\<open>Relation to subpath construction\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   466
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   467
lemma has_contour_integral_subpath_refl [iff]: "(f has_contour_integral 0) (subpath u u g)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   468
  by (simp add: has_contour_integral subpath_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   469
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   470
lemma contour_integrable_subpath_refl [iff]: "f contour_integrable_on (subpath u u g)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   471
  using has_contour_integral_subpath_refl contour_integrable_on_def by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   472
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   473
lemma contour_integral_subpath_refl [simp]: "contour_integral (subpath u u g) f = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   474
  by (simp add: contour_integral_unique)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   475
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   476
lemma has_contour_integral_subpath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   477
  assumes f: "f contour_integrable_on g" and g: "valid_path g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   478
      and uv: "u \<in> {0..1}" "v \<in> {0..1}" "u \<le> v"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   479
    shows "(f has_contour_integral  integral {u..v} (\<lambda>x. f(g x) * vector_derivative g (at x)))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   480
           (subpath u v g)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   481
proof (cases "v=u")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   482
  case True
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   483
  then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   484
    using f   by (simp add: contour_integrable_on_def subpath_def has_contour_integral)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   485
next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   486
  case False
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   487
  obtain S where S: "\<And>x. x \<in> {0..1} - S \<Longrightarrow> g differentiable at x" and fs: "finite S"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   488
    using g unfolding piecewise_C1_differentiable_on_def C1_differentiable_on_eq valid_path_def by blast
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   489
  have \<section>: "(\<lambda>t. f (g t) * vector_derivative g (at t)) integrable_on {u..v}"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   490
    using contour_integrable_on f integrable_on_subinterval uv by fastforce
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   491
  then have *: "((\<lambda>x. f (g ((v - u) * x + u)) * vector_derivative g (at ((v - u) * x + u)))
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   492
            has_integral (1 / (v - u)) * integral {u..v} (\<lambda>t. f (g t) * vector_derivative g (at t)))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   493
           {0..1}"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   494
    using uv False unfolding has_integral_integral
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   495
    apply simp
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   496
    apply (drule has_integral_affinity [where m="v-u" and c=u, simplified])
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   497
    apply (simp_all add: image_affinity_atLeastAtMost_div_diff scaleR_conv_of_real)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   498
    apply (simp add: divide_simps)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   499
    done
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   500
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   501
  have vd: "vector_derivative (\<lambda>x. g ((v-u) * x + u)) (at x) = (v-u) *\<^sub>R vector_derivative g (at ((v-u) * x + u))"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   502
    if "x \<in> {0..1}"  "x \<notin> (\<lambda>t. (v-u) *\<^sub>R t + u) -` S" for x
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   503
  proof (rule vector_derivative_at [OF vector_diff_chain_at [simplified o_def]])
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   504
    show "((\<lambda>x. (v - u) * x + u) has_vector_derivative v - u) (at x)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   505
      by (intro derivative_eq_intros | simp)+
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   506
  qed (use S uv mult_left_le [of x "v-u"] that in \<open>auto simp: vector_derivative_works\<close>)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   507
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   508
  have fin: "finite ((\<lambda>t. (v - u) *\<^sub>R t + u) -` S)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   509
    using fs by (auto simp: inj_on_def False finite_vimageI)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   510
  show ?thesis
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   511
    unfolding subpath_def has_contour_integral
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   512
    apply (rule has_integral_spike_finite [OF fin])
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   513
    using has_integral_cmul [OF *, where c = "v-u"] fs assms
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   514
    by (auto simp: False vd scaleR_conv_of_real)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   515
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   516
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   517
lemma contour_integrable_subpath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   518
  assumes "f contour_integrable_on g" "valid_path g" "u \<in> {0..1}" "v \<in> {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   519
    shows "f contour_integrable_on (subpath u v g)"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   520
proof (cases u v rule: linorder_class.le_cases)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   521
  case le
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   522
  then show ?thesis
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   523
    by (metis contour_integrable_on_def has_contour_integral_subpath [OF assms])
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   524
next
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   525
  case ge
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   526
  with assms show ?thesis
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   527
    by (metis (no_types, lifting) contour_integrable_on_def contour_integrable_reversepath_eq has_contour_integral_subpath reversepath_subpath valid_path_subpath)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   528
qed
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   529
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   530
lemma has_integral_contour_integral_subpath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   531
  assumes "f contour_integrable_on g" "valid_path g" "u \<in> {0..1}" "v \<in> {0..1}" "u \<le> v"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   532
    shows "(((\<lambda>x. f(g x) * vector_derivative g (at x)))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   533
            has_integral  contour_integral (subpath u v g) f) {u..v}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   534
  using assms
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   535
proof -
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   536
  have "(\<lambda>r. f (g r) * vector_derivative g (at r)) integrable_on {u..v}"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   537
    by (metis (full_types) assms(1) assms(3) assms(4) atLeastAtMost_iff atLeastatMost_subset_iff contour_integrable_on integrable_on_subinterval)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   538
  then have "((\<lambda>r. f (g r) * vector_derivative g (at r)) has_integral integral {u..v} (\<lambda>r. f (g r) * vector_derivative g (at r))) {u..v}"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   539
    by blast
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   540
  then show ?thesis
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   541
    by (metis (full_types) assms contour_integral_unique has_contour_integral_subpath)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   542
qed
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   543
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   544
lemma contour_integral_subcontour_integral:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   545
  assumes "f contour_integrable_on g" "valid_path g" "u \<in> {0..1}" "v \<in> {0..1}" "u \<le> v"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   546
    shows "contour_integral (subpath u v g) f =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   547
           integral {u..v} (\<lambda>x. f(g x) * vector_derivative g (at x))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   548
  using assms has_contour_integral_subpath contour_integral_unique by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   549
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   550
lemma contour_integral_subpath_combine_less:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   551
  assumes "f contour_integrable_on g" "valid_path g" "u \<in> {0..1}" "v \<in> {0..1}" "w \<in> {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   552
          "u<v" "v<w"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   553
    shows "contour_integral (subpath u v g) f + contour_integral (subpath v w g) f =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   554
           contour_integral (subpath u w g) f"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   555
proof -
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   556
  have "(\<lambda>x. f (g x) * vector_derivative g (at x)) integrable_on {u..w}"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   557
    using integrable_on_subcbox [where a=u and b=w and S = "{0..1}"] assms
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   558
    by (auto simp: contour_integrable_on)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   559
  with assms show ?thesis
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   560
    by (auto simp: contour_integral_subcontour_integral Henstock_Kurzweil_Integration.integral_combine)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   561
qed
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   562
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   563
lemma contour_integral_subpath_combine:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   564
  assumes "f contour_integrable_on g" "valid_path g" "u \<in> {0..1}" "v \<in> {0..1}" "w \<in> {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   565
    shows "contour_integral (subpath u v g) f + contour_integral (subpath v w g) f =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   566
           contour_integral (subpath u w g) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   567
proof (cases "u\<noteq>v \<and> v\<noteq>w \<and> u\<noteq>w")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   568
  case True
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   569
    have *: "subpath v u g = reversepath(subpath u v g) \<and>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   570
             subpath w u g = reversepath(subpath u w g) \<and>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   571
             subpath w v g = reversepath(subpath v w g)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   572
      by (auto simp: reversepath_subpath)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   573
    have "u < v \<and> v < w \<or>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   574
          u < w \<and> w < v \<or>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   575
          v < u \<and> u < w \<or>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   576
          v < w \<and> w < u \<or>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   577
          w < u \<and> u < v \<or>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   578
          w < v \<and> v < u"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   579
      using True assms by linarith
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   580
    with assms show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   581
      using contour_integral_subpath_combine_less [of f g u v w]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   582
            contour_integral_subpath_combine_less [of f g u w v]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   583
            contour_integral_subpath_combine_less [of f g v u w]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   584
            contour_integral_subpath_combine_less [of f g v w u]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   585
            contour_integral_subpath_combine_less [of f g w u v]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   586
            contour_integral_subpath_combine_less [of f g w v u]
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   587
      by (elim disjE) (auto simp: * contour_integral_reversepath contour_integrable_subpath
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   588
                                    valid_path_subpath algebra_simps)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   589
next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   590
  case False
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   591
  with assms show ?thesis
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   592
    by (metis add.right_neutral contour_integral_reversepath contour_integral_subpath_refl diff_0 eq_diff_eq add_0 reversepath_subpath valid_path_subpath)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   593
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   594
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   595
lemma contour_integral_integral:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   596
     "contour_integral g f = integral {0..1} (\<lambda>x. f (g x) * vector_derivative g (at x))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   597
  by (simp add: contour_integral_def integral_def has_contour_integral contour_integrable_on)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   598
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   599
lemma contour_integral_cong:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   600
  assumes "g = g'" "\<And>x. x \<in> path_image g \<Longrightarrow> f x = f' x"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   601
  shows   "contour_integral g f = contour_integral g' f'"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   602
  unfolding contour_integral_integral using assms
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   603
  by (intro integral_cong) (auto simp: path_image_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   604
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   605
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   606
text \<open>Contour integral along a segment on the real axis\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   607
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   608
lemma has_contour_integral_linepath_Reals_iff:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   609
  fixes a b :: complex and f :: "complex \<Rightarrow> complex"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   610
  assumes "a \<in> Reals" "b \<in> Reals" "Re a < Re b"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   611
  shows   "(f has_contour_integral I) (linepath a b) \<longleftrightarrow>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   612
             ((\<lambda>x. f (of_real x)) has_integral I) {Re a..Re b}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   613
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   614
  from assms have [simp]: "of_real (Re a) = a" "of_real (Re b) = b"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   615
    by (simp_all add: complex_eq_iff)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   616
  from assms have "a \<noteq> b" by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   617
  have "((\<lambda>x. f (of_real x)) has_integral I) (cbox (Re a) (Re b)) \<longleftrightarrow>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   618
          ((\<lambda>x. f (a + b * of_real x - a * of_real x)) has_integral I /\<^sub>R (Re b - Re a)) {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   619
    by (subst has_integral_affinity_iff [of "Re b - Re a" _ "Re a", symmetric])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   620
       (insert assms, simp_all add: field_simps scaleR_conv_of_real)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   621
  also have "(\<lambda>x. f (a + b * of_real x - a * of_real x)) =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   622
               (\<lambda>x. (f (a + b * of_real x - a * of_real x) * (b - a)) /\<^sub>R (Re b - Re a))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   623
    using \<open>a \<noteq> b\<close> by (auto simp: field_simps fun_eq_iff scaleR_conv_of_real)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   624
  also have "(\<dots> has_integral I /\<^sub>R (Re b - Re a)) {0..1} \<longleftrightarrow> 
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   625
               ((\<lambda>x. f (linepath a b x) * (b - a)) has_integral I) {0..1}" using assms
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   626
    by (subst has_integral_cmul_iff) (auto simp: linepath_def scaleR_conv_of_real algebra_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   627
  also have "\<dots> \<longleftrightarrow> (f has_contour_integral I) (linepath a b)" unfolding has_contour_integral_def
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   628
    by (intro has_integral_cong) (simp add: vector_derivative_linepath_within)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   629
  finally show ?thesis by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   630
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   631
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   632
lemma contour_integrable_linepath_Reals_iff:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   633
  fixes a b :: complex and f :: "complex \<Rightarrow> complex"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   634
  assumes "a \<in> Reals" "b \<in> Reals" "Re a < Re b"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   635
  shows   "(f contour_integrable_on linepath a b) \<longleftrightarrow>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   636
             (\<lambda>x. f (of_real x)) integrable_on {Re a..Re b}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   637
  using has_contour_integral_linepath_Reals_iff[OF assms, of f]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   638
  by (auto simp: contour_integrable_on_def integrable_on_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   639
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   640
lemma contour_integral_linepath_Reals_eq:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   641
  fixes a b :: complex and f :: "complex \<Rightarrow> complex"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   642
  assumes "a \<in> Reals" "b \<in> Reals" "Re a < Re b"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   643
  shows   "contour_integral (linepath a b) f = integral {Re a..Re b} (\<lambda>x. f (of_real x))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   644
proof (cases "f contour_integrable_on linepath a b")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   645
  case True
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   646
  thus ?thesis using has_contour_integral_linepath_Reals_iff[OF assms, of f]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   647
    using has_contour_integral_integral has_contour_integral_unique by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   648
next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   649
  case False
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   650
  thus ?thesis using contour_integrable_linepath_Reals_iff[OF assms, of f]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   651
    by (simp add: not_integrable_contour_integral not_integrable_integral)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   652
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   653
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   654
subsection \<open>Cauchy's theorem where there's a primitive\<close>
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   655
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   656
lemma contour_integral_primitive_lemma:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   657
  fixes f :: "complex \<Rightarrow> complex" and g :: "real \<Rightarrow> complex"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   658
  assumes "a \<le> b"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   659
      and "\<And>x. x \<in> S \<Longrightarrow> (f has_field_derivative f' x) (at x within S)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   660
      and "g piecewise_differentiable_on {a..b}"  "\<And>x. x \<in> {a..b} \<Longrightarrow> g x \<in> S"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   661
    shows "((\<lambda>x. f'(g x) * vector_derivative g (at x within {a..b}))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   662
             has_integral (f(g b) - f(g a))) {a..b}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   663
proof -
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   664
  obtain K where "finite K" and K: "\<forall>x\<in>{a..b} - K. g differentiable (at x within {a..b})" and cg: "continuous_on {a..b} g"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   665
    using assms by (auto simp: piecewise_differentiable_on_def)
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   666
  have "continuous_on (g ` {a..b}) f"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   667
    using assms
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   668
    by (metis field_differentiable_def field_differentiable_imp_continuous_at continuous_on_eq_continuous_within continuous_on_subset image_subset_iff)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   669
  then have cfg: "continuous_on {a..b} (\<lambda>x. f (g x))"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   670
    by (rule continuous_on_compose [OF cg, unfolded o_def])
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   671
  { fix x::real
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   672
    assume a: "a < x" and b: "x < b" and xk: "x \<notin> K"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   673
    then have "g differentiable at x within {a..b}"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   674
      using K by (simp add: differentiable_at_withinI)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   675
    then have "(g has_vector_derivative vector_derivative g (at x within {a..b})) (at x within {a..b})"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   676
      by (simp add: vector_derivative_works has_field_derivative_def scaleR_conv_of_real)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   677
    then have gdiff: "(g has_derivative (\<lambda>u. u * vector_derivative g (at x within {a..b}))) (at x within {a..b})"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   678
      by (simp add: has_vector_derivative_def scaleR_conv_of_real)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   679
    have "(f has_field_derivative (f' (g x))) (at (g x) within g ` {a..b})"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   680
      using assms by (metis a atLeastAtMost_iff b DERIV_subset image_subset_iff less_eq_real_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   681
    then have fdiff: "(f has_derivative (*) (f' (g x))) (at (g x) within g ` {a..b})"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   682
      by (simp add: has_field_derivative_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   683
    have "((\<lambda>x. f (g x)) has_vector_derivative f' (g x) * vector_derivative g (at x within {a..b})) (at x within {a..b})"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   684
      using diff_chain_within [OF gdiff fdiff]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   685
      by (simp add: has_vector_derivative_def scaleR_conv_of_real o_def mult_ac)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   686
  } note * = this
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   687
  show ?thesis
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   688
    using assms cfg *
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   689
    by (force simp: at_within_Icc_at intro: fundamental_theorem_of_calculus_interior_strong [OF \<open>finite K\<close>])
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   690
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   691
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   692
lemma contour_integral_primitive:
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   693
  assumes "\<And>x. x \<in> S \<Longrightarrow> (f has_field_derivative f' x) (at x within S)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   694
      and "valid_path g" "path_image g \<subseteq> S"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   695
    shows "(f' has_contour_integral (f(pathfinish g) - f(pathstart g))) g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   696
  using assms
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   697
  apply (simp add: valid_path_def path_image_def pathfinish_def pathstart_def has_contour_integral_def)
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   698
  apply (auto intro!: piecewise_C1_imp_differentiable contour_integral_primitive_lemma [of 0 1 S])
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   699
  done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   700
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   701
corollary Cauchy_theorem_primitive:
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   702
  assumes "\<And>x. x \<in> S \<Longrightarrow> (f has_field_derivative f' x) (at x within S)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   703
      and "valid_path g"  "path_image g \<subseteq> S" "pathfinish g = pathstart g"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   704
    shows "(f' has_contour_integral 0) g"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   705
  using assms by (metis diff_self contour_integral_primitive)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   706
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   707
text\<open>Existence of path integral for continuous function\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   708
lemma contour_integrable_continuous_linepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   709
  assumes "continuous_on (closed_segment a b) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   710
  shows "f contour_integrable_on (linepath a b)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   711
proof -
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   712
  have "continuous_on (closed_segment a b) (\<lambda>x. f x * (b - a))"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   713
    by (rule continuous_intros | simp add: assms)+
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   714
  then have "continuous_on {0..1} (\<lambda>x. f (linepath a b x) * (b - a))"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   715
    by (metis (no_types, lifting) continuous_on_compose continuous_on_cong continuous_on_linepath linepath_image_01 o_apply)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   716
  then have "(\<lambda>x. f (linepath a b x) *
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   717
         vector_derivative (linepath a b)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   718
          (at x within {0..1})) integrable_on
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   719
    {0..1}"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   720
    by (metis (no_types, lifting) continuous_on_cong integrable_continuous_real vector_derivative_linepath_within)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   721
  then show ?thesis
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   722
    by (simp add: contour_integrable_on_def has_contour_integral_def integrable_on_def [symmetric])
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   723
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   724
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   725
lemma has_field_der_id: "((\<lambda>x. x\<^sup>2/2) has_field_derivative x) (at x)"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   726
  by (rule has_derivative_imp_has_field_derivative)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   727
     (rule derivative_intros | simp)+
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   728
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   729
lemma contour_integral_id [simp]: "contour_integral (linepath a b) (\<lambda>y. y) = (b^2 - a^2)/2"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   730
  using contour_integral_primitive [of UNIV "\<lambda>x. x^2/2" "\<lambda>x. x" "linepath a b"] contour_integral_unique
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   731
  by (simp add: has_field_der_id)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   732
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   733
lemma contour_integrable_on_const [iff]: "(\<lambda>x. c) contour_integrable_on (linepath a b)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   734
  by (simp add: contour_integrable_continuous_linepath)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   735
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   736
lemma contour_integrable_on_id [iff]: "(\<lambda>x. x) contour_integrable_on (linepath a b)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   737
  by (simp add: contour_integrable_continuous_linepath)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   738
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   739
subsection\<^marker>\<open>tag unimportant\<close> \<open>Arithmetical combining theorems\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   740
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   741
lemma has_contour_integral_neg:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   742
    "(f has_contour_integral i) g \<Longrightarrow> ((\<lambda>x. -(f x)) has_contour_integral (-i)) g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   743
  by (simp add: has_integral_neg has_contour_integral_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   744
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   745
lemma has_contour_integral_add:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   746
    "\<lbrakk>(f1 has_contour_integral i1) g; (f2 has_contour_integral i2) g\<rbrakk>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   747
     \<Longrightarrow> ((\<lambda>x. f1 x + f2 x) has_contour_integral (i1 + i2)) g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   748
  by (simp add: has_integral_add has_contour_integral_def algebra_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   749
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   750
lemma has_contour_integral_diff:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   751
  "\<lbrakk>(f1 has_contour_integral i1) g; (f2 has_contour_integral i2) g\<rbrakk>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   752
         \<Longrightarrow> ((\<lambda>x. f1 x - f2 x) has_contour_integral (i1 - i2)) g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   753
  by (simp add: has_integral_diff has_contour_integral_def algebra_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   754
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   755
lemma has_contour_integral_lmul:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   756
  "(f has_contour_integral i) g \<Longrightarrow> ((\<lambda>x. c * (f x)) has_contour_integral (c*i)) g"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   757
  by (simp add: has_contour_integral_def algebra_simps has_integral_mult_right)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   758
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   759
lemma has_contour_integral_rmul:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   760
  "(f has_contour_integral i) g \<Longrightarrow> ((\<lambda>x. (f x) * c) has_contour_integral (i*c)) g"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   761
  by (simp add: mult.commute has_contour_integral_lmul)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   762
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   763
lemma has_contour_integral_div:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   764
  "(f has_contour_integral i) g \<Longrightarrow> ((\<lambda>x. f x/c) has_contour_integral (i/c)) g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   765
  by (simp add: field_class.field_divide_inverse) (metis has_contour_integral_rmul)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   766
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   767
lemma has_contour_integral_eq:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   768
    "\<lbrakk>(f has_contour_integral y) p; \<And>x. x \<in> path_image p \<Longrightarrow> f x = g x\<rbrakk> \<Longrightarrow> (g has_contour_integral y) p"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   769
  by (metis (mono_tags, lifting) has_contour_integral_def has_integral_eq image_eqI path_image_def)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   770
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   771
lemma has_contour_integral_bound_linepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   772
  assumes "(f has_contour_integral i) (linepath a b)"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   773
          "0 \<le> B" and B: "\<And>x. x \<in> closed_segment a b \<Longrightarrow> norm(f x) \<le> B"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   774
    shows "norm i \<le> B * norm(b - a)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   775
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   776
  have "norm i \<le> (B * norm (b - a)) * content (cbox 0 (1::real))"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   777
  proof (rule has_integral_bound
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   778
       [of _ "\<lambda>x. f (linepath a b x) * vector_derivative (linepath a b) (at x within {0..1})"])
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   779
    show  "cmod (f (linepath a b x) * vector_derivative (linepath a b) (at x within {0..1}))
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   780
         \<le> B * cmod (b - a)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   781
      if "x \<in> cbox 0 1" for x::real
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   782
      using that box_real(2) norm_mult
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   783
      by (metis B linepath_in_path mult_right_mono norm_ge_zero vector_derivative_linepath_within)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   784
  qed (use assms has_contour_integral_def in auto)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   785
  then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   786
    by (auto simp: content_real)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   787
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   788
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   789
lemma has_contour_integral_const_linepath: "((\<lambda>x. c) has_contour_integral c*(b - a))(linepath a b)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   790
  unfolding has_contour_integral_linepath
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   791
  by (metis content_real diff_0_right has_integral_const_real lambda_one of_real_1 scaleR_conv_of_real zero_le_one)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   792
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   793
lemma has_contour_integral_0: "((\<lambda>x. 0) has_contour_integral 0) g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   794
  by (simp add: has_contour_integral_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   795
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   796
lemma has_contour_integral_is_0:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   797
    "(\<And>z. z \<in> path_image g \<Longrightarrow> f z = 0) \<Longrightarrow> (f has_contour_integral 0) g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   798
  by (rule has_contour_integral_eq [OF has_contour_integral_0]) auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   799
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   800
lemma has_contour_integral_sum:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   801
    "\<lbrakk>finite s; \<And>a. a \<in> s \<Longrightarrow> (f a has_contour_integral i a) p\<rbrakk>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   802
     \<Longrightarrow> ((\<lambda>x. sum (\<lambda>a. f a x) s) has_contour_integral sum i s) p"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   803
  by (induction s rule: finite_induct) (auto simp: has_contour_integral_0 has_contour_integral_add)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   804
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   805
subsection\<^marker>\<open>tag unimportant\<close> \<open>Operations on path integrals\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   806
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   807
lemma contour_integral_const_linepath [simp]: "contour_integral (linepath a b) (\<lambda>x. c) = c*(b - a)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   808
  by (rule contour_integral_unique [OF has_contour_integral_const_linepath])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   809
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   810
lemma contour_integral_neg:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   811
    "f contour_integrable_on g \<Longrightarrow> contour_integral g (\<lambda>x. -(f x)) = -(contour_integral g f)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   812
  by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_neg)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   813
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   814
lemma contour_integral_add:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   815
    "f1 contour_integrable_on g \<Longrightarrow> f2 contour_integrable_on g \<Longrightarrow> contour_integral g (\<lambda>x. f1 x + f2 x) =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   816
                contour_integral g f1 + contour_integral g f2"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   817
  by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_add)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   818
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   819
lemma contour_integral_diff:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   820
    "f1 contour_integrable_on g \<Longrightarrow> f2 contour_integrable_on g \<Longrightarrow> contour_integral g (\<lambda>x. f1 x - f2 x) =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   821
                contour_integral g f1 - contour_integral g f2"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   822
  by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_diff)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   823
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   824
lemma contour_integral_lmul:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   825
  shows "f contour_integrable_on g
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   826
           \<Longrightarrow> contour_integral g (\<lambda>x. c * f x) = c*contour_integral g f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   827
  by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_lmul)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   828
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   829
lemma contour_integral_rmul:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   830
  shows "f contour_integrable_on g
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   831
        \<Longrightarrow> contour_integral g (\<lambda>x. f x * c) = contour_integral g f * c"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   832
  by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_rmul)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   833
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   834
lemma contour_integral_div:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   835
  shows "f contour_integrable_on g
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   836
        \<Longrightarrow> contour_integral g (\<lambda>x. f x / c) = contour_integral g f / c"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   837
  by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_div)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   838
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   839
lemma contour_integral_eq:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   840
    "(\<And>x. x \<in> path_image p \<Longrightarrow> f x = g x) \<Longrightarrow> contour_integral p f = contour_integral p g"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   841
  using contour_integral_cong contour_integral_def by fastforce
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   842
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   843
lemma contour_integral_eq_0:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   844
    "(\<And>z. z \<in> path_image g \<Longrightarrow> f z = 0) \<Longrightarrow> contour_integral g f = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   845
  by (simp add: has_contour_integral_is_0 contour_integral_unique)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   846
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   847
lemma contour_integral_bound_linepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   848
  shows
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   849
    "\<lbrakk>f contour_integrable_on (linepath a b);
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   850
      0 \<le> B; \<And>x. x \<in> closed_segment a b \<Longrightarrow> norm(f x) \<le> B\<rbrakk>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   851
     \<Longrightarrow> norm(contour_integral (linepath a b) f) \<le> B*norm(b - a)"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   852
  using has_contour_integral_bound_linepath [of f]
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   853
  by (auto simp: has_contour_integral_integral)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   854
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   855
lemma contour_integral_0 [simp]: "contour_integral g (\<lambda>x. 0) = 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   856
  by (simp add: contour_integral_unique has_contour_integral_0)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   857
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   858
lemma contour_integral_sum:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   859
    "\<lbrakk>finite s; \<And>a. a \<in> s \<Longrightarrow> (f a) contour_integrable_on p\<rbrakk>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   860
     \<Longrightarrow> contour_integral p (\<lambda>x. sum (\<lambda>a. f a x) s) = sum (\<lambda>a. contour_integral p (f a)) s"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   861
  by (auto simp: contour_integral_unique has_contour_integral_sum has_contour_integral_integral)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   862
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   863
lemma contour_integrable_eq:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   864
    "\<lbrakk>f contour_integrable_on p; \<And>x. x \<in> path_image p \<Longrightarrow> f x = g x\<rbrakk> \<Longrightarrow> g contour_integrable_on p"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   865
  unfolding contour_integrable_on_def
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   866
  by (metis has_contour_integral_eq)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   867
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   868
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   869
subsection\<^marker>\<open>tag unimportant\<close> \<open>Arithmetic theorems for path integrability\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   870
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   871
lemma contour_integrable_neg:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   872
    "f contour_integrable_on g \<Longrightarrow> (\<lambda>x. -(f x)) contour_integrable_on g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   873
  using has_contour_integral_neg contour_integrable_on_def by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   874
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   875
lemma contour_integrable_add:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   876
    "\<lbrakk>f1 contour_integrable_on g; f2 contour_integrable_on g\<rbrakk> \<Longrightarrow> (\<lambda>x. f1 x + f2 x) contour_integrable_on g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   877
  using has_contour_integral_add contour_integrable_on_def
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   878
  by fastforce
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   879
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   880
lemma contour_integrable_diff:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   881
    "\<lbrakk>f1 contour_integrable_on g; f2 contour_integrable_on g\<rbrakk> \<Longrightarrow> (\<lambda>x. f1 x - f2 x) contour_integrable_on g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   882
  using has_contour_integral_diff contour_integrable_on_def
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   883
  by fastforce
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   884
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   885
lemma contour_integrable_lmul:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   886
    "f contour_integrable_on g \<Longrightarrow> (\<lambda>x. c * f x) contour_integrable_on g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   887
  using has_contour_integral_lmul contour_integrable_on_def
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   888
  by fastforce
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   889
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   890
lemma contour_integrable_rmul:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   891
    "f contour_integrable_on g \<Longrightarrow> (\<lambda>x. f x * c) contour_integrable_on g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   892
  using has_contour_integral_rmul contour_integrable_on_def
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   893
  by fastforce
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   894
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   895
lemma contour_integrable_div:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   896
    "f contour_integrable_on g \<Longrightarrow> (\<lambda>x. f x / c) contour_integrable_on g"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   897
  using has_contour_integral_div contour_integrable_on_def
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   898
  by fastforce
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   899
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   900
lemma contour_integrable_sum:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   901
    "\<lbrakk>finite s; \<And>a. a \<in> s \<Longrightarrow> (f a) contour_integrable_on p\<rbrakk>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   902
     \<Longrightarrow> (\<lambda>x. sum (\<lambda>a. f a x) s) contour_integrable_on p"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   903
   unfolding contour_integrable_on_def
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   904
   by (metis has_contour_integral_sum)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   905
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   906
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   907
subsection\<^marker>\<open>tag unimportant\<close> \<open>Reversing a path integral\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   908
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   909
lemma has_contour_integral_reverse_linepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   910
    "(f has_contour_integral i) (linepath a b)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   911
     \<Longrightarrow> (f has_contour_integral (-i)) (linepath b a)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   912
  using has_contour_integral_reversepath valid_path_linepath by fastforce
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   913
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   914
lemma contour_integral_reverse_linepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   915
    "continuous_on (closed_segment a b) f
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   916
     \<Longrightarrow> contour_integral (linepath a b) f = - (contour_integral(linepath b a) f)"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   917
  by (metis contour_integrable_continuous_linepath contour_integral_unique has_contour_integral_integral has_contour_integral_reverse_linepath)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   918
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   919
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   920
text \<open>Splitting a path integral in a flat way.*)\<close>
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   921
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   922
lemma has_contour_integral_split:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   923
  assumes f: "(f has_contour_integral i) (linepath a c)" "(f has_contour_integral j) (linepath c b)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   924
      and k: "0 \<le> k" "k \<le> 1"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   925
      and c: "c - a = k *\<^sub>R (b - a)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   926
    shows "(f has_contour_integral (i + j)) (linepath a b)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   927
proof (cases "k = 0 \<or> k = 1")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   928
  case True
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   929
  then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   930
    using assms by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   931
next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   932
  case False
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   933
  then have k: "0 < k" "k < 1" "complex_of_real k \<noteq> 1"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   934
    using assms by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   935
  have c': "c = k *\<^sub>R (b - a) + a"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   936
    by (metis diff_add_cancel c)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   937
  have bc: "(b - c) = (1 - k) *\<^sub>R (b - a)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   938
    by (simp add: algebra_simps c')
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   939
  { assume *: "((\<lambda>x. f ((1 - x) *\<^sub>R a + x *\<^sub>R c) * (c - a)) has_integral i) {0..1}"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   940
    have "\<And>x. (x / k) *\<^sub>R a + ((k - x) / k) *\<^sub>R a = a"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   941
      using False by (simp add: field_split_simps flip: real_vector.scale_left_distrib)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   942
    then have "\<And>x. ((k - x) / k) *\<^sub>R a + (x / k) *\<^sub>R c = (1 - x) *\<^sub>R a + x *\<^sub>R b"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   943
      using False by (simp add: c' algebra_simps)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   944
    then have "((\<lambda>x. f ((1 - x) *\<^sub>R a + x *\<^sub>R b) * (b - a)) has_integral i) {0..k}"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   945
      using k has_integral_affinity01 [OF *, of "inverse k" "0"] 
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   946
      by (force dest: has_integral_cmul [where c = "inverse k"] 
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   947
              simp add: divide_simps mult.commute [of _ "k"] image_affinity_atLeastAtMost c)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   948
  } note fi = this
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   949
  { assume *: "((\<lambda>x. f ((1 - x) *\<^sub>R c + x *\<^sub>R b) * (b - c)) has_integral j) {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   950
    have **: "\<And>x. (((1 - x) / (1 - k)) *\<^sub>R c + ((x - k) / (1 - k)) *\<^sub>R b) = ((1 - x) *\<^sub>R a + x *\<^sub>R b)"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   951
      using k unfolding c' scaleR_conv_of_real
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   952
      apply (simp add: divide_simps)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   953
      apply (simp add: distrib_right distrib_left right_diff_distrib left_diff_distrib)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   954
      done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   955
    have "((\<lambda>x. f ((1 - x) *\<^sub>R a + x *\<^sub>R b) * (b - a)) has_integral j) {k..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   956
      using k has_integral_affinity01 [OF *, of "inverse(1 - k)" "-(k/(1 - k))"]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   957
      apply (simp add: divide_simps mult.commute [of _ "1-k"] image_affinity_atLeastAtMost ** bc)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   958
      apply (auto dest: has_integral_cmul [where k = "(1 - k) *\<^sub>R j" and c = "inverse (1 - k)"])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   959
      done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   960
  } note fj = this
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   961
  show ?thesis
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   962
    using f k unfolding has_contour_integral_linepath
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
   963
    by (simp add: linepath_def has_integral_combine [OF _ _ fi fj])
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   964
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   965
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   966
lemma continuous_on_closed_segment_transform:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   967
  assumes f: "continuous_on (closed_segment a b) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   968
      and k: "0 \<le> k" "k \<le> 1"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   969
      and c: "c - a = k *\<^sub>R (b - a)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   970
    shows "continuous_on (closed_segment a c) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   971
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   972
  have c': "c = (1 - k) *\<^sub>R a + k *\<^sub>R b"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   973
    using c by (simp add: algebra_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   974
  have "closed_segment a c \<subseteq> closed_segment a b"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   975
    by (metis c' ends_in_segment(1) in_segment(1) k subset_closed_segment)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   976
  then show "continuous_on (closed_segment a c) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   977
    by (rule continuous_on_subset [OF f])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   978
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   979
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   980
lemma contour_integral_split:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   981
  assumes f: "continuous_on (closed_segment a b) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   982
      and k: "0 \<le> k" "k \<le> 1"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   983
      and c: "c - a = k *\<^sub>R (b - a)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   984
    shows "contour_integral(linepath a b) f = contour_integral(linepath a c) f + contour_integral(linepath c b) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   985
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   986
  have c': "c = (1 - k) *\<^sub>R a + k *\<^sub>R b"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   987
    using c by (simp add: algebra_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   988
  have "closed_segment a c \<subseteq> closed_segment a b"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   989
    by (metis c' ends_in_segment(1) in_segment(1) k subset_closed_segment)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   990
  moreover have "closed_segment c b \<subseteq> closed_segment a b"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   991
    by (metis c' ends_in_segment(2) in_segment(1) k subset_closed_segment)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   992
  ultimately
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   993
  have *: "continuous_on (closed_segment a c) f" "continuous_on (closed_segment c b) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   994
    by (auto intro: continuous_on_subset [OF f])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   995
  show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   996
    by (rule contour_integral_unique) (meson "*" c contour_integrable_continuous_linepath has_contour_integral_integral has_contour_integral_split k)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   997
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   998
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   999
lemma contour_integral_split_linepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1000
  assumes f: "continuous_on (closed_segment a b) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1001
      and c: "c \<in> closed_segment a b"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1002
    shows "contour_integral(linepath a b) f = contour_integral(linepath a c) f + contour_integral(linepath c b) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1003
  using c by (auto simp: closed_segment_def algebra_simps intro!: contour_integral_split [OF f])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1004
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1005
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1006
subsection\<open>Reversing the order in a double path integral\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1007
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1008
text\<open>The condition is stronger than needed but it's often true in typical situations\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1009
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1010
lemma fst_im_cbox [simp]: "cbox c d \<noteq> {} \<Longrightarrow> (fst ` cbox (a,c) (b,d)) = cbox a b"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1011
  by (auto simp: cbox_Pair_eq)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1012
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1013
lemma snd_im_cbox [simp]: "cbox a b \<noteq> {} \<Longrightarrow> (snd ` cbox (a,c) (b,d)) = cbox c d"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1014
  by (auto simp: cbox_Pair_eq)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1015
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1016
proposition contour_integral_swap:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1017
  assumes fcon:  "continuous_on (path_image g \<times> path_image h) (\<lambda>(y1,y2). f y1 y2)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1018
      and vp:    "valid_path g" "valid_path h"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1019
      and gvcon: "continuous_on {0..1} (\<lambda>t. vector_derivative g (at t))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1020
      and hvcon: "continuous_on {0..1} (\<lambda>t. vector_derivative h (at t))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1021
  shows "contour_integral g (\<lambda>w. contour_integral h (f w)) =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1022
         contour_integral h (\<lambda>z. contour_integral g (\<lambda>w. f w z))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1023
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1024
  have gcon: "continuous_on {0..1} g" and hcon: "continuous_on {0..1} h"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1025
    using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1026
  have fgh1: "\<And>x. (\<lambda>t. f (g x) (h t)) = (\<lambda>(y1,y2). f y1 y2) \<circ> (\<lambda>t. (g x, h t))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1027
    by (rule ext) simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1028
  have fgh2: "\<And>x. (\<lambda>t. f (g t) (h x)) = (\<lambda>(y1,y2). f y1 y2) \<circ> (\<lambda>t. (g t, h x))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1029
    by (rule ext) simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1030
  have fcon_im1: "\<And>x. 0 \<le> x \<Longrightarrow> x \<le> 1 \<Longrightarrow> continuous_on ((\<lambda>t. (g x, h t)) ` {0..1}) (\<lambda>(x, y). f x y)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1031
    by (rule continuous_on_subset [OF fcon]) (auto simp: path_image_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1032
  have fcon_im2: "\<And>x. 0 \<le> x \<Longrightarrow> x \<le> 1 \<Longrightarrow> continuous_on ((\<lambda>t. (g t, h x)) ` {0..1}) (\<lambda>(x, y). f x y)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1033
    by (rule continuous_on_subset [OF fcon]) (auto simp: path_image_def)
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1034
  have "continuous_on (cbox (0, 0) (1, 1::real)) ((\<lambda>x. vector_derivative g (at x)) \<circ> fst)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1035
       "continuous_on (cbox (0, 0) (1::real, 1)) ((\<lambda>x. vector_derivative h (at x)) \<circ> snd)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1036
    by (rule continuous_intros | simp add: gvcon hvcon)+
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1037
  then have gvcon': "continuous_on (cbox (0, 0) (1, 1::real)) (\<lambda>z. vector_derivative g (at (fst z)))"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1038
       and  hvcon': "continuous_on (cbox (0, 0) (1::real, 1)) (\<lambda>x. vector_derivative h (at (snd x)))"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1039
    by auto
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1040
  have "continuous_on (cbox (0, 0) (1, 1)) ((\<lambda>(y1, y2). f y1 y2) \<circ> (\<lambda>w. ((g \<circ> fst) w, (h \<circ> snd) w)))"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1041
    apply (intro gcon hcon continuous_intros | simp)+
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1042
    apply (auto simp: path_image_def intro: continuous_on_subset [OF fcon])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1043
    done
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1044
  then have fgh: "continuous_on (cbox (0, 0) (1, 1)) (\<lambda>x. f (g (fst x)) (h (snd x)))"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1045
    by auto
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1046
  have "integral {0..1} (\<lambda>x. contour_integral h (f (g x)) * vector_derivative g (at x)) =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1047
        integral {0..1} (\<lambda>x. contour_integral h (\<lambda>y. f (g x) y * vector_derivative g (at x)))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1048
  proof (rule integral_cong [OF contour_integral_rmul [symmetric]])
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1049
    have "\<And>x. x \<in> {0..1} \<Longrightarrow>
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1050
         continuous_on {0..1} (\<lambda>xa. f (g x) (h xa))"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1051
    by (subst fgh1) (rule fcon_im1 hcon continuous_intros | simp)+
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1052
    then show "\<And>x. x \<in> {0..1} \<Longrightarrow> f (g x) contour_integrable_on h"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1053
      unfolding contour_integrable_on
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1054
      using continuous_on_mult hvcon integrable_continuous_real by blast
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1055
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1056
  also have "\<dots> = integral {0..1}
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1057
                     (\<lambda>y. contour_integral g (\<lambda>x. f x (h y) * vector_derivative h (at y)))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1058
    unfolding contour_integral_integral
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1059
    apply (subst integral_swap_continuous [where 'a = real and 'b = real, of 0 0 1 1, simplified])
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1060
    subgoal
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1061
      by (rule fgh gvcon' hvcon' continuous_intros | simp add: split_def)+
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1062
    subgoal
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1063
      unfolding integral_mult_left [symmetric]
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1064
      by (simp only: mult_ac)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1065
    done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1066
  also have "\<dots> = contour_integral h (\<lambda>z. contour_integral g (\<lambda>w. f w z))"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1067
    unfolding contour_integral_integral integral_mult_left [symmetric]
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1068
    by (simp add: algebra_simps)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1069
  finally show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1070
    by (simp add: contour_integral_integral)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1071
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1072
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1073
lemma valid_path_negatepath: "valid_path \<gamma> \<Longrightarrow> valid_path (uminus \<circ> \<gamma>)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1074
   unfolding o_def using piecewise_C1_differentiable_neg valid_path_def by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1075
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1076
lemma has_contour_integral_negatepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1077
  assumes \<gamma>: "valid_path \<gamma>" and cint: "((\<lambda>z. f (- z)) has_contour_integral - i) \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1078
  shows "(f has_contour_integral i) (uminus \<circ> \<gamma>)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1079
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1080
  obtain S where cont: "continuous_on {0..1} \<gamma>" and "finite S" and diff: "\<gamma> C1_differentiable_on {0..1} - S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1081
    using \<gamma> by (auto simp: valid_path_def piecewise_C1_differentiable_on_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1082
  have "((\<lambda>x. - (f (- \<gamma> x) * vector_derivative \<gamma> (at x within {0..1}))) has_integral i) {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1083
    using cint by (auto simp: has_contour_integral_def dest: has_integral_neg)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1084
  then
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1085
  have "((\<lambda>x. f (- \<gamma> x) * vector_derivative (uminus \<circ> \<gamma>) (at x within {0..1})) has_integral i) {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1086
  proof (rule rev_iffD1 [OF _ has_integral_spike_eq])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1087
    show "negligible S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1088
      by (simp add: \<open>finite S\<close> negligible_finite)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1089
    show "f (- \<gamma> x) * vector_derivative (uminus \<circ> \<gamma>) (at x within {0..1}) =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1090
         - (f (- \<gamma> x) * vector_derivative \<gamma> (at x within {0..1}))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1091
      if "x \<in> {0..1} - S" for x
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1092
    proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1093
      have "vector_derivative (uminus \<circ> \<gamma>) (at x within cbox 0 1) = - vector_derivative \<gamma> (at x within cbox 0 1)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1094
      proof (rule vector_derivative_within_cbox)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1095
        show "(uminus \<circ> \<gamma> has_vector_derivative - vector_derivative \<gamma> (at x within cbox 0 1)) (at x within cbox 0 1)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1096
          using that unfolding o_def
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1097
          by (metis C1_differentiable_on_eq UNIV_I diff differentiable_subset has_vector_derivative_minus subsetI that vector_derivative_works)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1098
      qed (use that in auto)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1099
      then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1100
        by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1101
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1102
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1103
  then show ?thesis by (simp add: has_contour_integral_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1104
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1105
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1106
lemma contour_integrable_negatepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1107
  assumes \<gamma>: "valid_path \<gamma>" and pi: "(\<lambda>z. f (- z)) contour_integrable_on \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1108
  shows "f contour_integrable_on (uminus \<circ> \<gamma>)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1109
  by (metis \<gamma> add.inverse_inverse contour_integrable_on_def has_contour_integral_negatepath pi)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1110
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1111
lemma C1_differentiable_polynomial_function:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1112
  fixes p :: "real \<Rightarrow> 'a::euclidean_space"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1113
  shows "polynomial_function p \<Longrightarrow> p C1_differentiable_on S"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1114
  by (metis continuous_on_polymonial_function C1_differentiable_on_def  has_vector_derivative_polynomial_function)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1115
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1116
lemma valid_path_polynomial_function:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1117
  fixes p :: "real \<Rightarrow> 'a::euclidean_space"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1118
  shows "polynomial_function p \<Longrightarrow> valid_path p"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1119
by (force simp: valid_path_def piecewise_C1_differentiable_on_def continuous_on_polymonial_function C1_differentiable_polynomial_function)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1120
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1121
lemma valid_path_subpath_trivial [simp]:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1122
    fixes g :: "real \<Rightarrow> 'a::euclidean_space"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1123
    shows "z \<noteq> g x \<Longrightarrow> valid_path (subpath x x g)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1124
  by (simp add: subpath_def valid_path_polynomial_function)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1125
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1126
subsection\<open>Partial circle path\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1127
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1128
definition\<^marker>\<open>tag important\<close> part_circlepath :: "[complex, real, real, real, real] \<Rightarrow> complex"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1129
  where "part_circlepath z r s t \<equiv> \<lambda>x. z + of_real r * exp (\<i> * of_real (linepath s t x))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1130
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1131
lemma pathstart_part_circlepath [simp]:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1132
     "pathstart(part_circlepath z r s t) = z + r*exp(\<i> * s)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1133
by (metis part_circlepath_def pathstart_def pathstart_linepath)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1134
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1135
lemma pathfinish_part_circlepath [simp]:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1136
     "pathfinish(part_circlepath z r s t) = z + r*exp(\<i>*t)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1137
by (metis part_circlepath_def pathfinish_def pathfinish_linepath)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1138
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1139
lemma reversepath_part_circlepath[simp]:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1140
    "reversepath (part_circlepath z r s t) = part_circlepath z r t s"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1141
  unfolding part_circlepath_def reversepath_def linepath_def 
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1142
  by (auto simp:algebra_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1143
    
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1144
lemma has_vector_derivative_part_circlepath [derivative_intros]:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1145
    "((part_circlepath z r s t) has_vector_derivative
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1146
      (\<i> * r * (of_real t - of_real s) * exp(\<i> * linepath s t x)))
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1147
     (at x within X)"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1148
  unfolding part_circlepath_def linepath_def scaleR_conv_of_real
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1149
  by (rule has_vector_derivative_real_field derivative_eq_intros | simp)+
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1150
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1151
lemma differentiable_part_circlepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1152
  "part_circlepath c r a b differentiable at x within A"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1153
  using has_vector_derivative_part_circlepath[of c r a b x A] differentiableI_vector by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1154
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1155
lemma vector_derivative_part_circlepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1156
    "vector_derivative (part_circlepath z r s t) (at x) =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1157
       \<i> * r * (of_real t - of_real s) * exp(\<i> * linepath s t x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1158
  using has_vector_derivative_part_circlepath vector_derivative_at by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1159
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1160
lemma vector_derivative_part_circlepath01:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1161
    "\<lbrakk>0 \<le> x; x \<le> 1\<rbrakk>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1162
     \<Longrightarrow> vector_derivative (part_circlepath z r s t) (at x within {0..1}) =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1163
          \<i> * r * (of_real t - of_real s) * exp(\<i> * linepath s t x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1164
  using has_vector_derivative_part_circlepath
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1165
  by (auto simp: vector_derivative_at_within_ivl)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1166
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1167
lemma valid_path_part_circlepath [simp]: "valid_path (part_circlepath z r s t)"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1168
  unfolding valid_path_def
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1169
  by (auto simp: C1_differentiable_on_eq vector_derivative_works vector_derivative_part_circlepath has_vector_derivative_part_circlepath
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1170
              intro!: C1_differentiable_imp_piecewise continuous_intros)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1171
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1172
lemma path_part_circlepath [simp]: "path (part_circlepath z r s t)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1173
  by (simp add: valid_path_imp_path)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1174
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1175
proposition path_image_part_circlepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1176
  assumes "s \<le> t"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1177
    shows "path_image (part_circlepath z r s t) = {z + r * exp(\<i> * of_real x) | x. s \<le> x \<and> x \<le> t}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1178
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1179
  { fix z::real
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1180
    assume "0 \<le> z" "z \<le> 1"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1181
    with \<open>s \<le> t\<close> have "\<exists>x. (exp (\<i> * linepath s t z) = exp (\<i> * of_real x)) \<and> s \<le> x \<and> x \<le> t"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1182
      apply (rule_tac x="(1 - z) * s + z * t" in exI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1183
      apply (simp add: linepath_def scaleR_conv_of_real algebra_simps)
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1184
      by (metis (no_types) affine_ineq mult.commute mult_left_mono)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1185
  }
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1186
  moreover
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1187
  { fix z
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1188
    assume "s \<le> z" "z \<le> t"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1189
    then have "z + of_real r * exp (\<i> * of_real z) \<in> (\<lambda>x. z + of_real r * exp (\<i> * linepath s t x)) ` {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1190
      apply (rule_tac x="(z - s)/(t - s)" in image_eqI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1191
      apply (simp add: linepath_def scaleR_conv_of_real divide_simps exp_eq)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1192
      apply (auto simp: field_split_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1193
      done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1194
  }
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1195
  ultimately show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1196
    by (fastforce simp add: path_image_def part_circlepath_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1197
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1198
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1199
lemma path_image_part_circlepath':
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1200
  "path_image (part_circlepath z r s t) = (\<lambda>x. z + r * cis x) ` closed_segment s t"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1201
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1202
  have "path_image (part_circlepath z r s t) = 
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1203
          (\<lambda>x. z + r * exp(\<i> * of_real x)) ` linepath s t ` {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1204
    by (simp add: image_image path_image_def part_circlepath_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1205
  also have "linepath s t ` {0..1} = closed_segment s t"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1206
    by (rule linepath_image_01)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1207
  finally show ?thesis by (simp add: cis_conv_exp)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1208
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1209
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1210
lemma path_image_part_circlepath_subset:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1211
    "\<lbrakk>s \<le> t; 0 \<le> r\<rbrakk> \<Longrightarrow> path_image(part_circlepath z r s t) \<subseteq> sphere z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1212
by (auto simp: path_image_part_circlepath sphere_def dist_norm algebra_simps norm_mult)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1213
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1214
lemma in_path_image_part_circlepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1215
  assumes "w \<in> path_image(part_circlepath z r s t)" "s \<le> t" "0 \<le> r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1216
    shows "norm(w - z) = r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1217
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1218
  have "w \<in> {c. dist z c = r}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1219
    by (metis (no_types) path_image_part_circlepath_subset sphere_def subset_eq assms)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1220
  thus ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1221
    by (simp add: dist_norm norm_minus_commute)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1222
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1223
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1224
lemma path_image_part_circlepath_subset':
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1225
  assumes "r \<ge> 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1226
  shows   "path_image (part_circlepath z r s t) \<subseteq> sphere z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1227
proof (cases "s \<le> t")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1228
  case True
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1229
  thus ?thesis using path_image_part_circlepath_subset[of s t r z] assms by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1230
next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1231
  case False
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1232
  thus ?thesis using path_image_part_circlepath_subset[of t s r z] assms
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1233
    by (subst reversepath_part_circlepath [symmetric], subst path_image_reversepath) simp_all
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1234
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1235
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1236
lemma part_circlepath_cnj: "cnj (part_circlepath c r a b x) = part_circlepath (cnj c) r (-a) (-b) x"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1237
  by (simp add: part_circlepath_def exp_cnj linepath_def algebra_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1238
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1239
lemma contour_integral_bound_part_circlepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1240
  assumes "f contour_integrable_on part_circlepath c r a b"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1241
  assumes "B \<ge> 0" "r \<ge> 0" "\<And>x. x \<in> path_image (part_circlepath c r a b) \<Longrightarrow> norm (f x) \<le> B"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1242
  shows   "norm (contour_integral (part_circlepath c r a b) f) \<le> B * r * \<bar>b - a\<bar>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1243
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1244
  let ?I = "integral {0..1} (\<lambda>x. f (part_circlepath c r a b x) * \<i> * of_real (r * (b - a)) *
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1245
              exp (\<i> * linepath a b x))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1246
  have "norm ?I \<le> integral {0..1} (\<lambda>x::real. B * 1 * (r * \<bar>b - a\<bar>) * 1)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1247
  proof (rule integral_norm_bound_integral, goal_cases)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1248
    case 1
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1249
    with assms(1) show ?case
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1250
      by (simp add: contour_integrable_on vector_derivative_part_circlepath mult_ac)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1251
  next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1252
    case (3 x)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1253
    with assms(2-) show ?case unfolding norm_mult norm_of_real abs_mult
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1254
      by (intro mult_mono) (auto simp: path_image_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1255
  qed auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1256
  also have "?I = contour_integral (part_circlepath c r a b) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1257
    by (simp add: contour_integral_integral vector_derivative_part_circlepath mult_ac)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1258
  finally show ?thesis by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1259
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1260
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1261
lemma has_contour_integral_part_circlepath_iff:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1262
  assumes "a < b"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1263
  shows "(f has_contour_integral I) (part_circlepath c r a b) \<longleftrightarrow>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1264
           ((\<lambda>t. f (c + r * cis t) * r * \<i> * cis t) has_integral I) {a..b}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1265
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1266
  have "(f has_contour_integral I) (part_circlepath c r a b) \<longleftrightarrow>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1267
          ((\<lambda>x. f (part_circlepath c r a b x) * vector_derivative (part_circlepath c r a b)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1268
           (at x within {0..1})) has_integral I) {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1269
    unfolding has_contour_integral_def ..
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1270
  also have "\<dots> \<longleftrightarrow> ((\<lambda>x. f (part_circlepath c r a b x) * r * (b - a) * \<i> *
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1271
                            cis (linepath a b x)) has_integral I) {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1272
    by (intro has_integral_cong, subst vector_derivative_part_circlepath01)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1273
       (simp_all add: cis_conv_exp)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1274
  also have "\<dots> \<longleftrightarrow> ((\<lambda>x. f (c + r * exp (\<i> * linepath (of_real a) (of_real b) x)) *
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1275
                       r * \<i> * exp (\<i> * linepath (of_real a) (of_real b) x) *
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1276
                       vector_derivative (linepath (of_real a) (of_real b)) 
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1277
                         (at x within {0..1})) has_integral I) {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1278
    by (intro has_integral_cong, subst vector_derivative_linepath_within)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1279
       (auto simp: part_circlepath_def cis_conv_exp of_real_linepath [symmetric])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1280
  also have "\<dots> \<longleftrightarrow> ((\<lambda>z. f (c + r * exp (\<i> * z)) * r * \<i> * exp (\<i> * z)) has_contour_integral I)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1281
                      (linepath (of_real a) (of_real b))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1282
    by (simp add: has_contour_integral_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1283
  also have "\<dots> \<longleftrightarrow> ((\<lambda>t. f (c + r * cis t) * r * \<i> * cis t) has_integral I) {a..b}" using assms
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1284
    by (subst has_contour_integral_linepath_Reals_iff) (simp_all add: cis_conv_exp)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1285
  finally show ?thesis .
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1286
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1287
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1288
lemma contour_integrable_part_circlepath_iff:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1289
  assumes "a < b"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1290
  shows "f contour_integrable_on (part_circlepath c r a b) \<longleftrightarrow>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1291
           (\<lambda>t. f (c + r * cis t) * r * \<i> * cis t) integrable_on {a..b}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1292
  using assms by (auto simp: contour_integrable_on_def integrable_on_def 
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1293
                             has_contour_integral_part_circlepath_iff)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1294
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1295
lemma contour_integral_part_circlepath_eq:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1296
  assumes "a < b"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1297
  shows "contour_integral (part_circlepath c r a b) f =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1298
           integral {a..b} (\<lambda>t. f (c + r * cis t) * r * \<i> * cis t)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1299
proof (cases "f contour_integrable_on part_circlepath c r a b")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1300
  case True
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1301
  hence "(\<lambda>t. f (c + r * cis t) * r * \<i> * cis t) integrable_on {a..b}" 
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1302
    using assms by (simp add: contour_integrable_part_circlepath_iff)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1303
  with True show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1304
    using has_contour_integral_part_circlepath_iff[OF assms]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1305
          contour_integral_unique has_integral_integrable_integral by blast
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1306
next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1307
  case False
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1308
  hence "\<not>(\<lambda>t. f (c + r * cis t) * r * \<i> * cis t) integrable_on {a..b}" 
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1309
    using assms by (simp add: contour_integrable_part_circlepath_iff)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1310
  with False show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1311
    by (simp add: not_integrable_contour_integral not_integrable_integral)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1312
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1313
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1314
lemma contour_integral_part_circlepath_reverse:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1315
  "contour_integral (part_circlepath c r a b) f = -contour_integral (part_circlepath c r b a) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1316
  by (subst reversepath_part_circlepath [symmetric], subst contour_integral_reversepath) simp_all
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1317
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1318
lemma contour_integral_part_circlepath_reverse':
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1319
  "b < a \<Longrightarrow> contour_integral (part_circlepath c r a b) f = 
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1320
               -contour_integral (part_circlepath c r b a) f"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1321
  by (rule contour_integral_part_circlepath_reverse)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1322
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1323
lemma finite_bounded_log: "finite {z::complex. norm z \<le> b \<and> exp z = w}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1324
proof (cases "w = 0")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1325
  case True then show ?thesis by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1326
next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1327
  case False
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1328
  have *: "finite {x. cmod ((2 * real_of_int x * pi) * \<i>) \<le> b + cmod (Ln w)}"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1329
  proof (simp add: norm_mult finite_int_iff_bounded_le)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1330
    show "\<exists>k. abs ` {x. 2 * \<bar>of_int x\<bar> * pi \<le> b + cmod (Ln w)} \<subseteq> {..k}"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1331
    apply (rule_tac x="\<lfloor>(b + cmod (Ln w)) / (2*pi)\<rfloor>" in exI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1332
    apply (auto simp: field_split_simps le_floor_iff)
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1333
      done
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1334
  qed
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1335
  have [simp]: "\<And>P f. {z. P z \<and> (\<exists>n. z = f n)} = f ` {n. P (f n)}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1336
    by blast
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1337
  have "finite {z. cmod z \<le> b \<and> exp z = exp (Ln w)}"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1338
    using norm_add_leD by (fastforce intro: finite_subset [OF _ *] simp: exp_eq)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1339
  then show ?thesis
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1340
    using False by auto
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1341
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1342
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1343
lemma finite_bounded_log2:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1344
  fixes a::complex
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1345
    assumes "a \<noteq> 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1346
    shows "finite {z. norm z \<le> b \<and> exp(a*z) = w}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1347
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1348
  have *: "finite ((\<lambda>z. z / a) ` {z. cmod z \<le> b * cmod a \<and> exp z = w})"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1349
    by (rule finite_imageI [OF finite_bounded_log])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1350
  show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1351
    by (rule finite_subset [OF _ *]) (force simp: assms norm_mult)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1352
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1353
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1354
lemma has_contour_integral_bound_part_circlepath_strong:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1355
  assumes fi: "(f has_contour_integral i) (part_circlepath z r s t)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1356
      and "finite k" and le: "0 \<le> B" "0 < r" "s \<le> t"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1357
      and B: "\<And>x. x \<in> path_image(part_circlepath z r s t) - k \<Longrightarrow> norm(f x) \<le> B"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1358
    shows "cmod i \<le> B * r * (t - s)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1359
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1360
  consider "s = t" | "s < t" using \<open>s \<le> t\<close> by linarith
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1361
  then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1362
  proof cases
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1363
    case 1 with fi [unfolded has_contour_integral]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1364
    have "i = 0"  by (simp add: vector_derivative_part_circlepath)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1365
    with assms show ?thesis by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1366
  next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1367
    case 2
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1368
    have [simp]: "\<bar>r\<bar> = r" using \<open>r > 0\<close> by linarith
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1369
    have [simp]: "cmod (complex_of_real t - complex_of_real s) = t-s"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1370
      by (metis "2" abs_of_pos diff_gt_0_iff_gt norm_of_real of_real_diff)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1371
    have "finite (part_circlepath z r s t -` {y} \<inter> {0..1})" if "y \<in> k" for y
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1372
    proof -
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1373
      let ?w = "(y - z)/of_real r / exp(\<i> * of_real s)"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1374
      have fin: "finite (of_real -` {z. cmod z \<le> 1 \<and> exp (\<i> * complex_of_real (t - s) * z) = ?w})"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1375
        using \<open>s < t\<close> 
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1376
        by (intro finite_vimageI [OF finite_bounded_log2]) (auto simp: inj_of_real)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1377
      show ?thesis
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1378
        unfolding part_circlepath_def linepath_def vimage_def
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1379
        using le
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1380
        by (intro finite_subset [OF _ fin]) (auto simp: algebra_simps scaleR_conv_of_real exp_add exp_diff)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1381
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1382
    then have fin01: "finite ((part_circlepath z r s t) -` k \<inter> {0..1})"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1383
      by (rule finite_finite_vimage_IntI [OF \<open>finite k\<close>])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1384
    have **: "((\<lambda>x. if (part_circlepath z r s t x) \<in> k then 0
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1385
                    else f(part_circlepath z r s t x) *
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1386
                       vector_derivative (part_circlepath z r s t) (at x)) has_integral i)  {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1387
      by (rule has_integral_spike [OF negligible_finite [OF fin01]])  (use fi has_contour_integral in auto)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1388
    have *: "\<And>x. \<lbrakk>0 \<le> x; x \<le> 1; part_circlepath z r s t x \<notin> k\<rbrakk> \<Longrightarrow> cmod (f (part_circlepath z r s t x)) \<le> B"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1389
      by (auto intro!: B [unfolded path_image_def image_def, simplified])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1390
    show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1391
      apply (rule has_integral_bound [where 'a=real, simplified, OF _ **, simplified])
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1392
      using assms le * "2" \<open>r > 0\<close> by (auto simp add: norm_mult vector_derivative_part_circlepath)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1393
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1394
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1395
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1396
lemma has_contour_integral_bound_part_circlepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1397
      "\<lbrakk>(f has_contour_integral i) (part_circlepath z r s t);
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1398
        0 \<le> B; 0 < r; s \<le> t;
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1399
        \<And>x. x \<in> path_image(part_circlepath z r s t) \<Longrightarrow> norm(f x) \<le> B\<rbrakk>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1400
       \<Longrightarrow> norm i \<le> B*r*(t - s)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1401
  by (auto intro: has_contour_integral_bound_part_circlepath_strong)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1402
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1403
lemma contour_integrable_continuous_part_circlepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1404
     "continuous_on (path_image (part_circlepath z r s t)) f
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1405
      \<Longrightarrow> f contour_integrable_on (part_circlepath z r s t)"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1406
  unfolding contour_integrable_on has_contour_integral_def vector_derivative_part_circlepath path_image_def
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1407
  apply (rule integrable_continuous_real)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1408
  apply (fast intro: path_part_circlepath [unfolded path_def] continuous_intros continuous_on_compose2 [where g=f, OF _ _ order_refl])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1409
  done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1410
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1411
lemma simple_path_part_circlepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1412
    "simple_path(part_circlepath z r s t) \<longleftrightarrow> (r \<noteq> 0 \<and> s \<noteq> t \<and> \<bar>s - t\<bar> \<le> 2*pi)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1413
proof (cases "r = 0 \<or> s = t")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1414
  case True
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1415
  then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1416
    unfolding part_circlepath_def simple_path_def
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1417
    by (rule disjE) (force intro: bexI [where x = "1/4"] bexI [where x = "1/3"])+
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1418
next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1419
  case False then have "r \<noteq> 0" "s \<noteq> t" by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1420
  have *: "\<And>x y z s t. \<i>*((1 - x) * s + x * t) = \<i>*(((1 - y) * s + y * t)) + z  \<longleftrightarrow> \<i>*(x - y) * (t - s) = z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1421
    by (simp add: algebra_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1422
  have abs01: "\<And>x y::real. 0 \<le> x \<and> x \<le> 1 \<and> 0 \<le> y \<and> y \<le> 1
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1423
                      \<Longrightarrow> (x = y \<or> x = 0 \<and> y = 1 \<or> x = 1 \<and> y = 0 \<longleftrightarrow> \<bar>x - y\<bar> \<in> {0,1})"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1424
    by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1425
  have **: "\<And>x y. (\<exists>n. (complex_of_real x - of_real y) * (of_real t - of_real s) = 2 * (of_int n * of_real pi)) \<longleftrightarrow>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1426
                  (\<exists>n. \<bar>x - y\<bar> * (t - s) = 2 * (of_int n * pi))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1427
    by (force simp: algebra_simps abs_if dest: arg_cong [where f=Re] arg_cong [where f=complex_of_real]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1428
                    intro: exI [where x = "-n" for n])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1429
  have 1: "\<bar>s - t\<bar> \<le> 2 * pi"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1430
    if "\<And>x. 0 \<le> x \<and> x \<le> 1 \<Longrightarrow> (\<exists>n. x * (t - s) = 2 * (real_of_int n * pi)) \<longrightarrow> x = 0 \<or> x = 1"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1431
  proof (rule ccontr)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1432
    assume "\<not> \<bar>s - t\<bar> \<le> 2 * pi"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1433
    then have *: "\<And>n. t - s \<noteq> of_int n * \<bar>s - t\<bar>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1434
      using False that [of "2*pi / \<bar>t - s\<bar>"]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1435
      by (simp add: abs_minus_commute divide_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1436
    show False
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1437
      using * [of 1] * [of "-1"] by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1438
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1439
  have 2: "\<bar>s - t\<bar> = \<bar>2 * (real_of_int n * pi) / x\<bar>" if "x \<noteq> 0" "x * (t - s) = 2 * (real_of_int n * pi)" for x n
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1440
  proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1441
    have "t-s = 2 * (real_of_int n * pi)/x"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1442
      using that by (simp add: field_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1443
    then show ?thesis by (metis abs_minus_commute)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1444
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1445
  have abs_away: "\<And>P. (\<forall>x\<in>{0..1}. \<forall>y\<in>{0..1}. P \<bar>x - y\<bar>) \<longleftrightarrow> (\<forall>x::real. 0 \<le> x \<and> x \<le> 1 \<longrightarrow> P x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1446
    by force
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1447
  show ?thesis using False
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1448
    apply (simp add: simple_path_def)
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1449
    apply (simp add: part_circlepath_def linepath_def exp_eq  * ** abs01 del: Set.insert_iff)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1450
    apply (subst abs_away)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1451
    apply (auto simp: 1)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1452
    apply (rule ccontr)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1453
    apply (auto simp: 2 field_split_simps abs_mult dest: of_int_leD)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1454
    done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1455
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1456
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1457
lemma arc_part_circlepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1458
  assumes "r \<noteq> 0" "s \<noteq> t" "\<bar>s - t\<bar> < 2*pi"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1459
    shows "arc (part_circlepath z r s t)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1460
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1461
  have *: "x = y" if eq: "\<i> * (linepath s t x) = \<i> * (linepath s t y) + 2 * of_int n * complex_of_real pi * \<i>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1462
    and x: "x \<in> {0..1}" and y: "y \<in> {0..1}" for x y n
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1463
  proof (rule ccontr)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1464
    assume "x \<noteq> y"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1465
    have "(linepath s t x) = (linepath s t y) + 2 * of_int n * complex_of_real pi"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1466
      by (metis add_divide_eq_iff complex_i_not_zero mult.commute nonzero_mult_div_cancel_left eq)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1467
    then have "s*y + t*x = s*x + (t*y + of_int n * (pi * 2))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1468
      by (force simp: algebra_simps linepath_def dest: arg_cong [where f=Re])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1469
    with \<open>x \<noteq> y\<close> have st: "s-t = (of_int n * (pi * 2) / (y-x))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1470
      by (force simp: field_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1471
    have "\<bar>real_of_int n\<bar> < \<bar>y - x\<bar>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1472
      using assms \<open>x \<noteq> y\<close> by (simp add: st abs_mult field_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1473
    then show False
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1474
      using assms x y st by (auto dest: of_int_lessD)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1475
  qed
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1476
  then have "inj_on (part_circlepath z r s t) {0..1}"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1477
    using assms by (force simp add: part_circlepath_def inj_on_def exp_eq)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1478
  then show ?thesis
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1479
    by (simp add: arc_def)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1480
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1481
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1482
subsection\<open>Special case of one complete circle\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1483
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1484
definition\<^marker>\<open>tag important\<close> circlepath :: "[complex, real, real] \<Rightarrow> complex"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1485
  where "circlepath z r \<equiv> part_circlepath z r 0 (2*pi)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1486
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1487
lemma circlepath: "circlepath z r = (\<lambda>x. z + r * exp(2 * of_real pi * \<i> * of_real x))"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1488
  by (simp add: circlepath_def part_circlepath_def linepath_def algebra_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1489
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1490
lemma pathstart_circlepath [simp]: "pathstart (circlepath z r) = z + r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1491
  by (simp add: circlepath_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1492
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1493
lemma pathfinish_circlepath [simp]: "pathfinish (circlepath z r) = z + r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1494
  by (simp add: circlepath_def) (metis exp_two_pi_i mult.commute)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1495
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1496
lemma circlepath_minus: "circlepath z (-r) x = circlepath z r (x + 1/2)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1497
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1498
  have "z + of_real r * exp (2 * pi * \<i> * (x + 1/2)) =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1499
        z + of_real r * exp (2 * pi * \<i> * x + pi * \<i>)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1500
    by (simp add: divide_simps) (simp add: algebra_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1501
  also have "\<dots> = z - r * exp (2 * pi * \<i> * x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1502
    by (simp add: exp_add)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1503
  finally show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1504
    by (simp add: circlepath path_image_def sphere_def dist_norm)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1505
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1506
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1507
lemma circlepath_add1: "circlepath z r (x+1) = circlepath z r x"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1508
  using circlepath_minus [of z r "x+1/2"] circlepath_minus [of z "-r" x]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1509
  by (simp add: add.commute)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1510
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1511
lemma circlepath_add_half: "circlepath z r (x + 1/2) = circlepath z r (x - 1/2)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1512
  using circlepath_add1 [of z r "x-1/2"]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1513
  by (simp add: add.commute)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1514
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1515
lemma path_image_circlepath_minus_subset:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1516
     "path_image (circlepath z (-r)) \<subseteq> path_image (circlepath z r)"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1517
proof -
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1518
  have "\<exists>x\<in>{0..1}. circlepath z r (y + 1/2) = circlepath z r x"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1519
    if "0 \<le> y" "y \<le> 1" for y
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1520
  proof (cases "y \<le> 1/2")
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1521
    case False
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1522
    with that show ?thesis
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1523
      by (force simp: circlepath_add_half)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1524
  qed (use that in force)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1525
  then show ?thesis
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1526
    by (auto simp add: path_image_def image_def circlepath_minus)
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1527
qed
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1528
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1529
lemma path_image_circlepath_minus: "path_image (circlepath z (-r)) = path_image (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1530
  using path_image_circlepath_minus_subset by fastforce
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1531
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1532
lemma has_vector_derivative_circlepath [derivative_intros]:
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1533
 "((circlepath z r) has_vector_derivative (2 * pi * \<i> * r * exp (2 * of_real pi * \<i> * x)))
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1534
   (at x within X)"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1535
  unfolding circlepath_def scaleR_conv_of_real
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1536
  by (rule derivative_eq_intros) (simp add: algebra_simps)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1537
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1538
lemma vector_derivative_circlepath:
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1539
  "vector_derivative (circlepath z r) (at x) =
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1540
    2 * pi * \<i> * r * exp(2 * of_real pi * \<i> * x)"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1541
  using has_vector_derivative_circlepath vector_derivative_at by blast
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1542
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1543
lemma vector_derivative_circlepath01:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1544
    "\<lbrakk>0 \<le> x; x \<le> 1\<rbrakk>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1545
     \<Longrightarrow> vector_derivative (circlepath z r) (at x within {0..1}) =
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1546
          2 * pi * \<i> * r * exp(2 * of_real pi * \<i> * x)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1547
  using has_vector_derivative_circlepath
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1548
  by (auto simp: vector_derivative_at_within_ivl)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1549
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1550
lemma valid_path_circlepath [simp]: "valid_path (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1551
  by (simp add: circlepath_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1552
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1553
lemma path_circlepath [simp]: "path (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1554
  by (simp add: valid_path_imp_path)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1555
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1556
lemma path_image_circlepath_nonneg:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1557
  assumes "0 \<le> r" shows "path_image (circlepath z r) = sphere z r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1558
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1559
  have *: "x \<in> (\<lambda>u. z + (cmod (x - z)) * exp (\<i> * (of_real u * (of_real pi * 2)))) ` {0..1}" for x
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1560
  proof (cases "x = z")
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1561
    case True then show ?thesis by force
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1562
  next
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1563
    case False
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1564
    define w where "w = x - z"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1565
    then have "w \<noteq> 0" by (simp add: False)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1566
    have **: "\<And>t. \<lbrakk>Re w = cos t * cmod w; Im w = sin t * cmod w\<rbrakk> \<Longrightarrow> w = of_real (cmod w) * exp (\<i> * t)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1567
      using cis_conv_exp complex_eq_iff by auto
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1568
    obtain t where "0 \<le> t" "t < 2*pi" "Re(w/norm w) = cos t" "Im(w/norm w) = sin t"
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1569
      apply (rule sincos_total_2pi [of "Re(w/(norm w))" "Im(w/(norm w))"])
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1570
      by (auto simp add: divide_simps \<open>w \<noteq> 0\<close> cmod_power2 [symmetric])
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1571
    then
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1572
    show ?thesis
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1573
      using False ** w_def \<open>w \<noteq> 0\<close>
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1574
      by (rule_tac x="t / (2*pi)" in image_eqI) (auto simp add: field_simps)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1575
  qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1576
  show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1577
    unfolding circlepath path_image_def sphere_def dist_norm
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1578
    by (force simp: assms algebra_simps norm_mult norm_minus_commute intro: *)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1579
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1580
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1581
lemma path_image_circlepath [simp]:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1582
    "path_image (circlepath z r) = sphere z \<bar>r\<bar>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1583
  using path_image_circlepath_minus
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1584
  by (force simp: path_image_circlepath_nonneg abs_if)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1585
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1586
lemma has_contour_integral_bound_circlepath_strong:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1587
      "\<lbrakk>(f has_contour_integral i) (circlepath z r);
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1588
        finite k; 0 \<le> B; 0 < r;
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1589
        \<And>x. \<lbrakk>norm(x - z) = r; x \<notin> k\<rbrakk> \<Longrightarrow> norm(f x) \<le> B\<rbrakk>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1590
        \<Longrightarrow> norm i \<le> B*(2*pi*r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1591
  unfolding circlepath_def
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1592
  by (auto simp: algebra_simps in_path_image_part_circlepath dest!: has_contour_integral_bound_part_circlepath_strong)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1593
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1594
lemma has_contour_integral_bound_circlepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1595
      "\<lbrakk>(f has_contour_integral i) (circlepath z r);
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1596
        0 \<le> B; 0 < r; \<And>x. norm(x - z) = r \<Longrightarrow> norm(f x) \<le> B\<rbrakk>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1597
        \<Longrightarrow> norm i \<le> B*(2*pi*r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1598
  by (auto intro: has_contour_integral_bound_circlepath_strong)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1599
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1600
lemma contour_integrable_continuous_circlepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1601
    "continuous_on (path_image (circlepath z r)) f
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1602
     \<Longrightarrow> f contour_integrable_on (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1603
  by (simp add: circlepath_def contour_integrable_continuous_part_circlepath)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1604
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1605
lemma simple_path_circlepath: "simple_path(circlepath z r) \<longleftrightarrow> (r \<noteq> 0)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1606
  by (simp add: circlepath_def simple_path_part_circlepath)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1607
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1608
lemma notin_path_image_circlepath [simp]: "cmod (w - z) < r \<Longrightarrow> w \<notin> path_image (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1609
  by (simp add: sphere_def dist_norm norm_minus_commute)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1610
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1611
lemma contour_integral_circlepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1612
  assumes "r > 0"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1613
  shows "contour_integral (circlepath z r) (\<lambda>w. 1 / (w - z)) = 2 * complex_of_real pi * \<i>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1614
proof (rule contour_integral_unique)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1615
  show "((\<lambda>w. 1 / (w - z)) has_contour_integral 2 * complex_of_real pi * \<i>) (circlepath z r)"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1616
    unfolding has_contour_integral_def using assms has_integral_const_real [of _ 0 1]
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1617
    apply (subst has_integral_cong)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1618
     apply (simp add: vector_derivative_circlepath01)
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1619
    apply (force simp: circlepath)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1620
    done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1621
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1622
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1623
subsection\<open> Uniform convergence of path integral\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1624
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1625
text\<open>Uniform convergence when the derivative of the path is bounded, and in particular for the special case of a circle.\<close>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1626
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1627
proposition contour_integral_uniform_limit:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1628
  assumes ev_fint: "eventually (\<lambda>n::'a. (f n) contour_integrable_on \<gamma>) F"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1629
      and ul_f: "uniform_limit (path_image \<gamma>) f l F"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1630
      and noleB: "\<And>t. t \<in> {0..1} \<Longrightarrow> norm (vector_derivative \<gamma> (at t)) \<le> B"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1631
      and \<gamma>: "valid_path \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1632
      and [simp]: "\<not> trivial_limit F"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1633
  shows "l contour_integrable_on \<gamma>" "((\<lambda>n. contour_integral \<gamma> (f n)) \<longlongrightarrow> contour_integral \<gamma> l) F"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1634
proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1635
  have "0 \<le> B" by (meson noleB [of 0] atLeastAtMost_iff norm_ge_zero order_refl order_trans zero_le_one)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1636
  { fix e::real
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1637
    assume "0 < e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1638
    then have "0 < e / (\<bar>B\<bar> + 1)" by simp
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1639
    then have "\<forall>\<^sub>F n in F. \<forall>x\<in>path_image \<gamma>. cmod (f n x - l x) < e / (\<bar>B\<bar> + 1)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1640
      using ul_f [unfolded uniform_limit_iff dist_norm] by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1641
    with ev_fint
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1642
    obtain a where fga: "\<And>x. x \<in> {0..1} \<Longrightarrow> cmod (f a (\<gamma> x) - l (\<gamma> x)) < e / (\<bar>B\<bar> + 1)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1643
               and inta: "(\<lambda>t. f a (\<gamma> t) * vector_derivative \<gamma> (at t)) integrable_on {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1644
      using eventually_happens [OF eventually_conj]
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1645
      by (fastforce simp: contour_integrable_on path_image_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1646
    have Ble: "B * e / (\<bar>B\<bar> + 1) \<le> e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1647
      using \<open>0 \<le> B\<close>  \<open>0 < e\<close> by (simp add: field_split_simps)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1648
    have "\<exists>h. (\<forall>x\<in>{0..1}. cmod (l (\<gamma> x) * vector_derivative \<gamma> (at x) - h x) \<le> e) \<and> h integrable_on {0..1}"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1649
    proof (intro exI conjI ballI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1650
      show "cmod (l (\<gamma> x) * vector_derivative \<gamma> (at x) - f a (\<gamma> x) * vector_derivative \<gamma> (at x)) \<le> e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1651
        if "x \<in> {0..1}" for x
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1652
        apply (rule order_trans [OF _ Ble])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1653
        using noleB [OF that] fga [OF that] \<open>0 \<le> B\<close> \<open>0 < e\<close>
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1654
        apply (fastforce simp: mult_ac dest: mult_mono [OF less_imp_le] simp add: norm_mult left_diff_distrib [symmetric] norm_minus_commute divide_simps)
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1655
        done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1656
    qed (rule inta)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1657
  }
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1658
  then show lintg: "l contour_integrable_on \<gamma>"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1659
    unfolding contour_integrable_on by (metis (mono_tags, lifting)integrable_uniform_limit_real)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1660
  { fix e::real
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1661
    define B' where "B' = B + 1"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1662
    have B': "B' > 0" "B' > B" using  \<open>0 \<le> B\<close> by (auto simp: B'_def)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1663
    assume "0 < e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1664
    then have ev_no': "\<forall>\<^sub>F n in F. \<forall>x\<in>path_image \<gamma>. 2 * cmod (f n x - l x) < e / B'"
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1665
      using ul_f [unfolded uniform_limit_iff dist_norm, rule_format, of "e / B'/2"] B'
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1666
        by (simp add: field_simps)
72270
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1667
    have ie: "integral {0..1::real} (\<lambda>x. e/2) < e" using \<open>0 < e\<close> by simp
2af901e467da de-applying and simplifying
paulson <lp15@cam.ac.uk>
parents: 71201
diff changeset
  1668
    have *: "cmod (f x (\<gamma> t) * vector_derivative \<gamma> (at t) - l (\<gamma> t) * vector_derivative \<gamma> (at t)) \<le> e/2"
71201
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1669
             if t: "t\<in>{0..1}" and leB': "2 * cmod (f x (\<gamma> t) - l (\<gamma> t)) < e / B'" for x t
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1670
    proof -
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1671
      have "2 * cmod (f x (\<gamma> t) - l (\<gamma> t)) * cmod (vector_derivative \<gamma> (at t)) \<le> e * (B/ B')"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1672
        using mult_mono [OF less_imp_le [OF leB'] noleB] B' \<open>0 < e\<close> t by auto
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1673
      also have "\<dots> < e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1674
        by (simp add: B' \<open>0 < e\<close> mult_imp_div_pos_less)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1675
      finally have "2 * cmod (f x (\<gamma> t) - l (\<gamma> t)) * cmod (vector_derivative \<gamma> (at t)) < e" .
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1676
      then show ?thesis
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1677
        by (simp add: left_diff_distrib [symmetric] norm_mult)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1678
    qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1679
    have le_e: "\<And>x. \<lbrakk>\<forall>xa\<in>{0..1}. 2 * cmod (f x (\<gamma> xa) - l (\<gamma> xa)) < e / B'; f x contour_integrable_on \<gamma>\<rbrakk>
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1680
         \<Longrightarrow> cmod (integral {0..1}
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1681
                    (\<lambda>u. f x (\<gamma> u) * vector_derivative \<gamma> (at u) - l (\<gamma> u) * vector_derivative \<gamma> (at u))) < e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1682
      apply (rule le_less_trans [OF integral_norm_bound_integral ie])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1683
        apply (simp add: lintg integrable_diff contour_integrable_on [symmetric])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1684
       apply (blast intro: *)+
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1685
      done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1686
    have "\<forall>\<^sub>F x in F. dist (contour_integral \<gamma> (f x)) (contour_integral \<gamma> l) < e"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1687
      apply (rule eventually_mono [OF eventually_conj [OF ev_no' ev_fint]])
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1688
      apply (simp add: dist_norm contour_integrable_on path_image_def contour_integral_integral)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1689
      apply (simp add: lintg integral_diff [symmetric] contour_integrable_on [symmetric] le_e)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1690
      done
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1691
  }
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1692
  then show "((\<lambda>n. contour_integral \<gamma> (f n)) \<longlongrightarrow> contour_integral \<gamma> l) F"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1693
    by (rule tendstoI)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1694
qed
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1695
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1696
corollary\<^marker>\<open>tag unimportant\<close> contour_integral_uniform_limit_circlepath:
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1697
  assumes "\<forall>\<^sub>F n::'a in F. (f n) contour_integrable_on (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1698
      and "uniform_limit (sphere z r) f l F"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1699
      and "\<not> trivial_limit F" "0 < r"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1700
    shows "l contour_integrable_on (circlepath z r)"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1701
          "((\<lambda>n. contour_integral (circlepath z r) (f n)) \<longlongrightarrow> contour_integral (circlepath z r) l) F"
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1702
  using assms by (auto simp: vector_derivative_circlepath norm_mult intro!: contour_integral_uniform_limit)
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1703
6617fb368a06 Reorganised HOL-Complex_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1704
end