src/HOL/MacLaurin.thy
author wenzelm
Sat, 22 Mar 2014 18:19:57 +0100
changeset 56254 a2dd9200854d
parent 56238 5d147e1e18d1
child 56381 0556204bc230
permissions -rw-r--r--
more antiquotations;
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
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(*  Author      : Jacques D. Fleuriot
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    Copyright   : 2001 University of Edinburgh
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    Conversion to Isar and new proofs by Lawrence C Paulson, 2004
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    Conversion of Mac Laurin to Isar by Lukas Bulwahn and Bernhard Häupler, 2005
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*)
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header{*MacLaurin Series*}
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theory MacLaurin
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imports Transcendental
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begin
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subsection{*Maclaurin's Theorem with Lagrange Form of Remainder*}
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text{*This is a very long, messy proof even now that it's been broken down
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into lemmas.*}
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lemma Maclaurin_lemma:
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    "0 < h ==>
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     \<exists>B. f h = (\<Sum>m<n. (j m / real (fact m)) * (h^m)) +
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               (B * ((h^n) / real(fact n)))"
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by (rule exI[where x = "(f h - (\<Sum>m<n. (j m / real (fact m)) * h^m)) * real(fact n) / (h^n)"]) simp
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lemma eq_diff_eq': "(x = y - z) = (y = x + (z::real))"
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by arith
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lemma fact_diff_Suc [rule_format]:
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  "n < Suc m ==> fact (Suc m - n) = (Suc m - n) * fact (m - n)"
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  by (subst fact_reduce_nat, auto)
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lemma Maclaurin_lemma2:
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  fixes B
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  assumes DERIV : "\<forall>m t. m < n \<and> 0\<le>t \<and> t\<le>h \<longrightarrow> DERIV (diff m) t :> diff (Suc m) t"
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    and INIT : "n = Suc k"
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  defines "difg \<equiv> (\<lambda>m t. diff m t - ((\<Sum>p<n - m. diff (m + p) 0 / real (fact p) * t ^ p) +
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    B * (t ^ (n - m) / real (fact (n - m)))))" (is "difg \<equiv> (\<lambda>m t. diff m t - ?difg m t)")
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  shows "\<forall>m t. m < n & 0 \<le> t & t \<le> h --> DERIV (difg m) t :> difg (Suc m) t"
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proof (rule allI impI)+
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  fix m t assume INIT2: "m < n & 0 \<le> t & t \<le> h"
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  have "DERIV (difg m) t :> diff (Suc m) t -
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    ((\<Sum>x<n - m. real x * t ^ (x - Suc 0) * diff (m + x) 0 / real (fact x)) +
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     real (n - m) * t ^ (n - Suc m) * B / real (fact (n - m)))" unfolding difg_def
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    by (auto intro!: DERIV_intros DERIV[rule_format, OF INIT2])
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  moreover
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  from INIT2 have intvl: "{..<n - m} = insert 0 (Suc ` {..<n - Suc m})" and "0 < n - m"
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    unfolding atLeast0LessThan[symmetric] by auto
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  have "(\<Sum>x<n - m. real x * t ^ (x - Suc 0) * diff (m + x) 0 / real (fact x)) =
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      (\<Sum>x<n - Suc m. real (Suc x) * t ^ x * diff (Suc m + x) 0 / real (fact (Suc x)))"
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    unfolding intvl atLeast0LessThan by (subst setsum.insert) (auto simp: setsum.reindex)
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  moreover
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  have fact_neq_0: "\<And>x::nat. real (fact x) + real x * real (fact x) \<noteq> 0"
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    by (metis fact_gt_zero_nat not_add_less1 real_of_nat_add real_of_nat_mult real_of_nat_zero_iff)
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  have "\<And>x. real (Suc x) * t ^ x * diff (Suc m + x) 0 / real (fact (Suc x)) =
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      diff (Suc m + x) 0 * t^x / real (fact x)"
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    by (auto simp: field_simps real_of_nat_Suc fact_neq_0 intro!: nonzero_divide_eq_eq[THEN iffD2])
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    56
  moreover
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  have "real (n - m) * t ^ (n - Suc m) * B / real (fact (n - m)) =
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      B * (t ^ (n - Suc m) / real (fact (n - Suc m)))"
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    using `0 < n - m` by (simp add: fact_reduce_nat)
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  ultimately show "DERIV (difg m) t :> difg (Suc m) t"
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    61
    unfolding difg_def by simp
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qed
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lemma Maclaurin:
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  assumes h: "0 < h"
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  assumes n: "0 < n"
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  assumes diff_0: "diff 0 = f"
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  assumes diff_Suc:
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    "\<forall>m t. m < n & 0 \<le> t & t \<le> h --> DERIV (diff m) t :> diff (Suc m) t"
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  shows
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    "\<exists>t. 0 < t & t < h &
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              f h =
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              setsum (%m. (diff m 0 / real (fact m)) * h ^ m) {..<n} +
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              (diff n t / real (fact n)) * h ^ n"
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proof -
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  from n obtain m where m: "n = Suc m"
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    by (cases n) (simp add: n)
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  obtain B where f_h: "f h =
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        (\<Sum>m<n. diff m (0\<Colon>real) / real (fact m) * h ^ m) +
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        B * (h ^ n / real (fact n))"
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    using Maclaurin_lemma [OF h] ..
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    83
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    84
  def g \<equiv> "(\<lambda>t. f t -
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    85
    (setsum (\<lambda>m. (diff m 0 / real(fact m)) * t^m) {..<n}
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    86
      + (B * (t^n / real(fact n)))))"
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    87
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    88
  have g2: "g 0 = 0 & g h = 0"
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    89
    by (simp add: m f_h g_def lessThan_Suc_eq_insert_0 image_iff diff_0 setsum_reindex)
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    90
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    91
  def difg \<equiv> "(%m t. diff m t -
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    92
    (setsum (%p. (diff (m + p) 0 / real (fact p)) * (t ^ p)) {..<n-m}
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    93
      + (B * ((t ^ (n - m)) / real (fact (n - m))))))"
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    94
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    95
  have difg_0: "difg 0 = g"
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    96
    unfolding difg_def g_def by (simp add: diff_0)
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huffman
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    97
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    98
  have difg_Suc: "\<forall>(m\<Colon>nat) t\<Colon>real.
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    99
        m < n \<and> (0\<Colon>real) \<le> t \<and> t \<le> h \<longrightarrow> DERIV (difg m) t :> difg (Suc m) t"
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   100
    using diff_Suc m unfolding difg_def by (rule Maclaurin_lemma2)
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huffman
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   101
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   102
  have difg_eq_0: "\<forall>m<n. difg m 0 = 0"
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hoelzl
parents: 56181
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   103
    by (auto simp: difg_def m Suc_diff_le lessThan_Suc_eq_insert_0 image_iff setsum_reindex)
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diff changeset
   104
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   105
  have isCont_difg: "\<And>m x. \<lbrakk>m < n; 0 \<le> x; x \<le> h\<rbrakk> \<Longrightarrow> isCont (difg m) x"
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huffman
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diff changeset
   106
    by (rule DERIV_isCont [OF difg_Suc [rule_format]]) simp
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huffman
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diff changeset
   107
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   108
  have differentiable_difg:
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   109
    "\<And>m x. \<lbrakk>m < n; 0 \<le> x; x \<le> h\<rbrakk> \<Longrightarrow> difg m differentiable (at x)"
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huffman
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   110
    by (rule differentiableI [OF difg_Suc [rule_format]]) simp
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huffman
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   111
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   112
  have difg_Suc_eq_0: "\<And>m t. \<lbrakk>m < n; 0 \<le> t; t \<le> h; DERIV (difg m) t :> 0\<rbrakk>
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   113
        \<Longrightarrow> difg (Suc m) t = 0"
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   114
    by (rule DERIV_unique [OF difg_Suc [rule_format]]) simp
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huffman
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diff changeset
   115
7b09385234f9 clean up proofs of lemma Maclaurin
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   116
  have "m < n" using m by simp
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huffman
parents: 29168
diff changeset
   117
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huffman
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   118
  have "\<exists>t. 0 < t \<and> t < h \<and> DERIV (difg m) t :> 0"
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huffman
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   119
  using `m < n`
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huffman
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   120
  proof (induct m)
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   121
    case 0
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   122
    show ?case
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   123
    proof (rule Rolle)
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   124
      show "0 < h" by fact
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   125
      show "difg 0 0 = difg 0 h" by (simp add: difg_0 g2)
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   126
      show "\<forall>x. 0 \<le> x \<and> x \<le> h \<longrightarrow> isCont (difg (0\<Colon>nat)) x"
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   127
        by (simp add: isCont_difg n)
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   128
      show "\<forall>x. 0 < x \<and> x < h \<longrightarrow> difg (0\<Colon>nat) differentiable (at x)"
29187
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   129
        by (simp add: differentiable_difg n)
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   130
    qed
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   131
  next
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   132
    case (Suc m')
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   133
    hence "\<exists>t. 0 < t \<and> t < h \<and> DERIV (difg m') t :> 0" by simp
7b09385234f9 clean up proofs of lemma Maclaurin
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   134
    then obtain t where t: "0 < t" "t < h" "DERIV (difg m') t :> 0" by fast
7b09385234f9 clean up proofs of lemma Maclaurin
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diff changeset
   135
    have "\<exists>t'. 0 < t' \<and> t' < t \<and> DERIV (difg (Suc m')) t' :> 0"
7b09385234f9 clean up proofs of lemma Maclaurin
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diff changeset
   136
    proof (rule Rolle)
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   137
      show "0 < t" by fact
7b09385234f9 clean up proofs of lemma Maclaurin
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   138
      show "difg (Suc m') 0 = difg (Suc m') t"
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   139
        using t `Suc m' < n` by (simp add: difg_Suc_eq_0 difg_eq_0)
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diff changeset
   140
      show "\<forall>x. 0 \<le> x \<and> x \<le> t \<longrightarrow> isCont (difg (Suc m')) x"
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diff changeset
   141
        using `t < h` `Suc m' < n` by (simp add: isCont_difg)
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   142
      show "\<forall>x. 0 < x \<and> x < t \<longrightarrow> difg (Suc m') differentiable (at x)"
29187
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   143
        using `t < h` `Suc m' < n` by (simp add: differentiable_difg)
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   144
    qed
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   145
    thus ?case
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   146
      using `t < h` by auto
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   147
  qed
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   148
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   149
  then obtain t where "0 < t" "t < h" "DERIV (difg m) t :> 0" by fast
7b09385234f9 clean up proofs of lemma Maclaurin
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diff changeset
   150
7b09385234f9 clean up proofs of lemma Maclaurin
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   151
  hence "difg (Suc m) t = 0"
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   152
    using `m < n` by (simp add: difg_Suc_eq_0)
7b09385234f9 clean up proofs of lemma Maclaurin
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diff changeset
   153
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   154
  show ?thesis
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   155
  proof (intro exI conjI)
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   156
    show "0 < t" by fact
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diff changeset
   157
    show "t < h" by fact
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diff changeset
   158
    show "f h =
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   159
      (\<Sum>m<n. diff m 0 / real (fact m) * h ^ m) +
29187
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diff changeset
   160
      diff n t / real (fact n) * h ^ n"
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   161
      using `difg (Suc m) t = 0`
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c141f139ce26 Changed fact_Suc_nat back to fact_Suc
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   162
      by (simp add: m f_h difg_def del: fact_Suc)
29187
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   163
  qed
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   164
qed
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   165
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   166
lemma Maclaurin_objl:
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   167
  "0 < h & n>0 & diff 0 = f &
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   168
  (\<forall>m t. m < n & 0 \<le> t & t \<le> h --> DERIV (diff m) t :> diff (Suc m) t)
3d4953e88449 Eliminated most of the neq0_conv occurrences. As a result, many
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   169
   --> (\<exists>t. 0 < t & t < h &
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   170
            f h = (\<Sum>m<n. diff m 0 / real (fact m) * h ^ m) +
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   171
                  diff n t / real (fact n) * h ^ n)"
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   172
by (blast intro: Maclaurin)
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   173
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
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   174
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   175
lemma Maclaurin2:
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   176
  assumes INIT1: "0 < h " and INIT2: "diff 0 = f"
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   177
  and DERIV: "\<forall>m t.
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   178
  m < n & 0 \<le> t & t \<le> h --> DERIV (diff m) t :> diff (Suc m) t"
74e41b2d48ea adding an Isar version of the MacLaurin theorem from some students' work in 2005
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   179
  shows "\<exists>t. 0 < t \<and> t \<le> h \<and> f h =
56193
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  (\<Sum>m<n. diff m 0 / real (fact m) * h ^ m) +
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   181
  diff n t / real (fact n) * h ^ n"
74e41b2d48ea adding an Isar version of the MacLaurin theorem from some students' work in 2005
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   182
proof (cases "n")
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   183
  case 0 with INIT1 INIT2 show ?thesis by fastforce
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   184
next
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   185
  case Suc
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   186
  hence "n > 0" by simp
74e41b2d48ea adding an Isar version of the MacLaurin theorem from some students' work in 2005
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   187
  from INIT1 this INIT2 DERIV have "\<exists>t>0. t < h \<and>
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   188
    f h =
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   189
    (\<Sum>m<n. diff m 0 / real (fact m) * h ^ m) + diff n t / real (fact n) * h ^ n"
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   190
    by (rule Maclaurin)
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   191
  thus ?thesis by fastforce
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   192
qed
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diff changeset
   193
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   194
lemma Maclaurin2_objl:
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   195
     "0 < h & diff 0 = f &
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   196
       (\<forall>m t.
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   197
          m < n & 0 \<le> t & t \<le> h --> DERIV (diff m) t :> diff (Suc m) t)
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diff changeset
   198
    --> (\<exists>t. 0 < t &
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   199
              t \<le> h &
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diff changeset
   200
              f h =
56193
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diff changeset
   201
              (\<Sum>m<n. diff m 0 / real (fact m) * h ^ m) +
15079
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diff changeset
   202
              diff n t / real (fact n) * h ^ n)"
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   203
by (blast intro: Maclaurin2)
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diff changeset
   204
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
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   205
lemma Maclaurin_minus:
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   206
  assumes "h < 0" "0 < n" "diff 0 = f"
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diff changeset
   207
  and DERIV: "\<forall>m t. m < n & h \<le> t & t \<le> 0 --> DERIV (diff m) t :> diff (Suc m) t"
41120
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   208
  shows "\<exists>t. h < t & t < 0 &
56193
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   209
         f h = (\<Sum>m<n. diff m 0 / real (fact m) * h ^ m) +
41120
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   210
         diff n t / real (fact n) * h ^ n"
74e41b2d48ea adding an Isar version of the MacLaurin theorem from some students' work in 2005
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diff changeset
   211
proof -
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   212
  txt "Transform @{text ABL'} into @{text DERIV_intros} format."
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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diff changeset
   213
  note DERIV' = DERIV_chain'[OF _ DERIV[rule_format], THEN DERIV_cong]
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diff changeset
   214
  from assms
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parents: 41120
diff changeset
   215
  have "\<exists>t>0. t < - h \<and>
41120
74e41b2d48ea adding an Isar version of the MacLaurin theorem from some students' work in 2005
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diff changeset
   216
    f (- (- h)) =
56193
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diff changeset
   217
    (\<Sum>m<n.
41120
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diff changeset
   218
    (- 1) ^ m * diff m (- 0) / real (fact m) * (- h) ^ m) +
41166
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hoelzl
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diff changeset
   219
    (- 1) ^ n * diff n (- t) / real (fact n) * (- h) ^ n"
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
hoelzl
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diff changeset
   220
    by (intro Maclaurin) (auto intro!: DERIV_intros DERIV')
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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diff changeset
   221
  then guess t ..
41120
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diff changeset
   222
  moreover
74e41b2d48ea adding an Isar version of the MacLaurin theorem from some students' work in 2005
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   223
  have "-1 ^ n * diff n (- t) * (- h) ^ n / real (fact n) = diff n (- t) * h ^ n / real (fact n)"
74e41b2d48ea adding an Isar version of the MacLaurin theorem from some students' work in 2005
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diff changeset
   224
    by (auto simp add: power_mult_distrib[symmetric])
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diff changeset
   225
  moreover
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diff changeset
   226
  have "(SUM m<n. -1 ^ m * diff m 0 * (- h) ^ m / real (fact m)) = (SUM m<n. diff m 0 * h ^ m / real (fact m))"
41120
74e41b2d48ea adding an Isar version of the MacLaurin theorem from some students' work in 2005
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diff changeset
   227
    by (auto intro: setsum_cong simp add: power_mult_distrib[symmetric])
74e41b2d48ea adding an Isar version of the MacLaurin theorem from some students' work in 2005
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diff changeset
   228
  ultimately have " h < - t \<and>
74e41b2d48ea adding an Isar version of the MacLaurin theorem from some students' work in 2005
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   229
    - t < 0 \<and>
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diff changeset
   230
    f h =
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diff changeset
   231
    (\<Sum>m<n. diff m 0 / real (fact m) * h ^ m) + diff n (- t) / real (fact n) * h ^ n"
41120
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diff changeset
   232
    by auto
74e41b2d48ea adding an Isar version of the MacLaurin theorem from some students' work in 2005
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diff changeset
   233
  thus ?thesis ..
74e41b2d48ea adding an Isar version of the MacLaurin theorem from some students' work in 2005
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diff changeset
   234
qed
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diff changeset
   235
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
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diff changeset
   236
lemma Maclaurin_minus_objl:
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diff changeset
   237
     "(h < 0 & n > 0 & diff 0 = f &
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
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diff changeset
   238
       (\<forall>m t.
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
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diff changeset
   239
          m < n & h \<le> t & t \<le> 0 --> DERIV (diff m) t :> diff (Suc m) t))
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
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diff changeset
   240
    --> (\<exists>t. h < t &
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
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diff changeset
   241
              t < 0 &
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diff changeset
   242
              f h =
56193
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diff changeset
   243
              (\<Sum>m<n. diff m 0 / real (fact m) * h ^ m) +
15079
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diff changeset
   244
              diff n t / real (fact n) * h ^ n)"
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
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diff changeset
   245
by (blast intro: Maclaurin_minus)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
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diff changeset
   246
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
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diff changeset
   247
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
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diff changeset
   248
subsection{*More Convenient "Bidirectional" Version.*}
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
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diff changeset
   249
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
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   250
(* not good for PVS sin_approx, cos_approx *)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
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diff changeset
   251
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
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   252
lemma Maclaurin_bi_le_lemma [rule_format]:
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   253
  "n>0 \<longrightarrow>
25134
3d4953e88449 Eliminated most of the neq0_conv occurrences. As a result, many
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diff changeset
   254
   diff 0 0 =
56193
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diff changeset
   255
   (\<Sum>m<n. diff m 0 * 0 ^ m / real (fact m)) +
25134
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   256
   diff n 0 * 0 ^ n / real (fact n)"
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by (induct "n") auto
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diff changeset
   258
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   259
lemma Maclaurin_bi_le:
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   assumes "diff 0 = f"
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   and DERIV : "\<forall>m t. m < n & abs t \<le> abs x --> DERIV (diff m) t :> diff (Suc m) t"
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   262
   shows "\<exists>t. abs t \<le> abs x &
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   263
              f x =
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   264
              (\<Sum>m<n. diff m 0 / real (fact m) * x ^ m) +
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   265
     diff n t / real (fact n) * x ^ n" (is "\<exists>t. _ \<and> f x = ?f x t")
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   266
proof cases
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  assume "n = 0" with `diff 0 = f` show ?thesis by force
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   268
next
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  assume "n \<noteq> 0"
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   270
  show ?thesis
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  proof (cases rule: linorder_cases)
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    assume "x = 0" with `n \<noteq> 0` `diff 0 = f` DERIV
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   273
    have "\<bar>0\<bar> \<le> \<bar>x\<bar> \<and> f x = ?f x 0" by (auto simp add: Maclaurin_bi_le_lemma)
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    thus ?thesis ..
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  next
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    assume "x < 0"
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    with `n \<noteq> 0` DERIV
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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   278
    have "\<exists>t>x. t < 0 \<and> diff 0 x = ?f x t" by (intro Maclaurin_minus) auto
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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   279
    then guess t ..
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    with `x < 0` `diff 0 = f` have "\<bar>t\<bar> \<le> \<bar>x\<bar> \<and> f x = ?f x t" by simp
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    thus ?thesis ..
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   282
  next
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    assume "x > 0"
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   284
    with `n \<noteq> 0` `diff 0 = f` DERIV
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
hoelzl
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   285
    have "\<exists>t>0. t < x \<and> diff 0 x = ?f x t" by (intro Maclaurin) auto
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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   286
    then guess t ..
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   287
    with `x > 0` `diff 0 = f` have "\<bar>t\<bar> \<le> \<bar>x\<bar> \<and> f x = ?f x t" by simp
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   288
    thus ?thesis ..
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  qed
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qed
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   291
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   292
lemma Maclaurin_all_lt:
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   293
  assumes INIT1: "diff 0 = f" and INIT2: "0 < n" and INIT3: "x \<noteq> 0"
74e41b2d48ea adding an Isar version of the MacLaurin theorem from some students' work in 2005
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   294
  and DERIV: "\<forall>m x. DERIV (diff m) x :> diff(Suc m) x"
41166
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   295
  shows "\<exists>t. 0 < abs t & abs t < abs x & f x =
56193
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hoelzl
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   296
    (\<Sum>m<n. (diff m 0 / real (fact m)) * x ^ m) +
41166
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diff changeset
   297
                (diff n t / real (fact n)) * x ^ n" (is "\<exists>t. _ \<and> _ \<and> f x = ?f x t")
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   298
proof (cases rule: linorder_cases)
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   299
  assume "x = 0" with INIT3 show "?thesis"..
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
hoelzl
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diff changeset
   300
next
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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   301
  assume "x < 0"
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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   302
  with assms have "\<exists>t>x. t < 0 \<and> f x = ?f x t" by (intro Maclaurin_minus) auto
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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   303
  then guess t ..
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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   304
  with `x < 0` have "0 < \<bar>t\<bar> \<and> \<bar>t\<bar> < \<bar>x\<bar> \<and> f x = ?f x t" by simp
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   305
  thus ?thesis ..
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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diff changeset
   306
next
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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   307
  assume "x > 0"
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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   308
  with assms have "\<exists>t>0. t < x \<and> f x = ?f x t " by (intro Maclaurin) auto
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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   309
  then guess t ..
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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   310
  with `x > 0` have "0 < \<bar>t\<bar> \<and> \<bar>t\<bar> < \<bar>x\<bar> \<and> f x = ?f x t" by simp
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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   311
  thus ?thesis ..
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qed
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   313
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   314
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
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   315
lemma Maclaurin_all_lt_objl:
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   316
     "diff 0 = f &
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   317
      (\<forall>m x. DERIV (diff m) x :> diff(Suc m) x) &
25162
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   318
      x ~= 0 & n > 0
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   319
      --> (\<exists>t. 0 < abs t & abs t < abs x &
56193
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hoelzl
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   320
               f x = (\<Sum>m<n. (diff m 0 / real (fact m)) * x ^ m) +
15079
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paulson
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diff changeset
   321
                     (diff n t / real (fact n)) * x ^ n)"
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
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   322
by (blast intro: Maclaurin_all_lt)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
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diff changeset
   323
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
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   324
lemma Maclaurin_zero [rule_format]:
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   325
     "x = (0::real)
25134
3d4953e88449 Eliminated most of the neq0_conv occurrences. As a result, many
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   326
      ==> n \<noteq> 0 -->
56193
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diff changeset
   327
          (\<Sum>m<n. (diff m (0::real) / real (fact m)) * x ^ m) =
15079
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paulson
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diff changeset
   328
          diff 0 0"
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
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   329
by (induct n, auto)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
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diff changeset
   330
41120
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diff changeset
   331
74e41b2d48ea adding an Isar version of the MacLaurin theorem from some students' work in 2005
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   332
lemma Maclaurin_all_le:
74e41b2d48ea adding an Isar version of the MacLaurin theorem from some students' work in 2005
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   333
  assumes INIT: "diff 0 = f"
74e41b2d48ea adding an Isar version of the MacLaurin theorem from some students' work in 2005
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   334
  and DERIV: "\<forall>m x. DERIV (diff m) x :> diff (Suc m) x"
41166
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hoelzl
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diff changeset
   335
  shows "\<exists>t. abs t \<le> abs x & f x =
56193
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hoelzl
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diff changeset
   336
    (\<Sum>m<n. (diff m 0 / real (fact m)) * x ^ m) +
41166
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diff changeset
   337
    (diff n t / real (fact n)) * x ^ n" (is "\<exists>t. _ \<and> f x = ?f x t")
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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   338
proof cases
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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   339
  assume "n = 0" with INIT show ?thesis by force
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   340
  next
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   341
  assume "n \<noteq> 0"
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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   342
  show ?thesis
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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diff changeset
   343
  proof cases
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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   344
    assume "x = 0"
56193
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hoelzl
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diff changeset
   345
    with `n \<noteq> 0` have "(\<Sum>m<n. diff m 0 / real (fact m) * x ^ m) = diff 0 0"
41166
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   346
      by (intro Maclaurin_zero) auto
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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diff changeset
   347
    with INIT `x = 0` `n \<noteq> 0` have " \<bar>0\<bar> \<le> \<bar>x\<bar> \<and> f x = ?f x 0" by force
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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   348
    thus ?thesis ..
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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   349
  next
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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diff changeset
   350
    assume "x \<noteq> 0"
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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diff changeset
   351
    with INIT `n \<noteq> 0` DERIV have "\<exists>t. 0 < \<bar>t\<bar> \<and> \<bar>t\<bar> < \<bar>x\<bar> \<and> f x = ?f x t"
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
hoelzl
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diff changeset
   352
      by (intro Maclaurin_all_lt) auto
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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diff changeset
   353
    then guess t ..
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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diff changeset
   354
    hence "\<bar>t\<bar> \<le> \<bar>x\<bar> \<and> f x = ?f x t" by simp
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
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diff changeset
   355
    thus ?thesis ..
41120
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   356
  qed
74e41b2d48ea adding an Isar version of the MacLaurin theorem from some students' work in 2005
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   357
qed
74e41b2d48ea adding an Isar version of the MacLaurin theorem from some students' work in 2005
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diff changeset
   358
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diff changeset
   359
lemma Maclaurin_all_le_objl: "diff 0 = f &
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   360
      (\<forall>m x. DERIV (diff m) x :> diff (Suc m) x)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
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diff changeset
   361
      --> (\<exists>t. abs t \<le> abs x &
56193
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hoelzl
parents: 56181
diff changeset
   362
              f x = (\<Sum>m<n. (diff m 0 / real (fact m)) * x ^ m) +
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   363
                    (diff n t / real (fact n)) * x ^ n)"
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   364
by (blast intro: Maclaurin_all_le)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   365
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
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diff changeset
   366
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
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diff changeset
   367
subsection{*Version for Exponential Function*}
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
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diff changeset
   368
25162
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   369
lemma Maclaurin_exp_lt: "[| x ~= 0; n > 0 |]
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
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diff changeset
   370
      ==> (\<exists>t. 0 < abs t &
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
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diff changeset
   371
                abs t < abs x &
56193
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hoelzl
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diff changeset
   372
                exp x = (\<Sum>m<n. (x ^ m) / real (fact m)) +
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
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diff changeset
   373
                        (exp t / real (fact n)) * x ^ n)"
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
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diff changeset
   374
by (cut_tac diff = "%n. exp" and f = exp and x = x and n = n in Maclaurin_all_lt_objl, auto)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   375
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
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diff changeset
   376
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
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   377
lemma Maclaurin_exp_le:
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   378
     "\<exists>t. abs t \<le> abs x &
56193
c726ecfb22b6 cleanup Series: sorted according to typeclass hierarchy, use {..<_} instead of {0..<_}
hoelzl
parents: 56181
diff changeset
   379
            exp x = (\<Sum>m<n. (x ^ m) / real (fact m)) +
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   380
                       (exp t / real (fact n)) * x ^ n"
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   381
by (cut_tac diff = "%n. exp" and f = exp and x = x and n = n in Maclaurin_all_le_objl, auto)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   382
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   383
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   384
subsection{*Version for Sine Function*}
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   385
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   386
lemma mod_exhaust_less_4:
25134
3d4953e88449 Eliminated most of the neq0_conv occurrences. As a result, many
nipkow
parents: 25112
diff changeset
   387
  "m mod 4 = 0 | m mod 4 = 1 | m mod 4 = 2 | m mod 4 = (3::nat)"
20217
25b068a99d2b linear arithmetic splits certain operators (e.g. min, max, abs)
webertj
parents: 19765
diff changeset
   388
by auto
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   389
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   390
lemma Suc_Suc_mult_two_diff_two [rule_format, simp]:
25134
3d4953e88449 Eliminated most of the neq0_conv occurrences. As a result, many
nipkow
parents: 25112
diff changeset
   391
  "n\<noteq>0 --> Suc (Suc (2 * n - 2)) = 2*n"
15251
bb6f072c8d10 converted some induct_tac to induct
paulson
parents: 15234
diff changeset
   392
by (induct "n", auto)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   393
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   394
lemma lemma_Suc_Suc_4n_diff_2 [rule_format, simp]:
25134
3d4953e88449 Eliminated most of the neq0_conv occurrences. As a result, many
nipkow
parents: 25112
diff changeset
   395
  "n\<noteq>0 --> Suc (Suc (4*n - 2)) = 4*n"
15251
bb6f072c8d10 converted some induct_tac to induct
paulson
parents: 15234
diff changeset
   396
by (induct "n", auto)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   397
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   398
lemma Suc_mult_two_diff_one [rule_format, simp]:
25134
3d4953e88449 Eliminated most of the neq0_conv occurrences. As a result, many
nipkow
parents: 25112
diff changeset
   399
  "n\<noteq>0 --> Suc (2 * n - 1) = 2*n"
15251
bb6f072c8d10 converted some induct_tac to induct
paulson
parents: 15234
diff changeset
   400
by (induct "n", auto)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   401
15234
ec91a90c604e simplification tweaks for better arithmetic reasoning
paulson
parents: 15229
diff changeset
   402
ec91a90c604e simplification tweaks for better arithmetic reasoning
paulson
parents: 15229
diff changeset
   403
text{*It is unclear why so many variant results are needed.*}
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   404
36974
b877866b5b00 remove some unnamed simp rules from Transcendental.thy; move the needed ones to MacLaurin.thy where they are used
huffman
parents: 32047
diff changeset
   405
lemma sin_expansion_lemma:
41166
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
hoelzl
parents: 41120
diff changeset
   406
     "sin (x + real (Suc m) * pi / 2) =
36974
b877866b5b00 remove some unnamed simp rules from Transcendental.thy; move the needed ones to MacLaurin.thy where they are used
huffman
parents: 32047
diff changeset
   407
      cos (x + real (m) * pi / 2)"
49962
a8cc904a6820 Renamed {left,right}_distrib to distrib_{right,left}.
webertj
parents: 44890
diff changeset
   408
by (simp only: cos_add sin_add real_of_nat_Suc add_divide_distrib distrib_right, auto)
36974
b877866b5b00 remove some unnamed simp rules from Transcendental.thy; move the needed ones to MacLaurin.thy where they are used
huffman
parents: 32047
diff changeset
   409
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   410
lemma Maclaurin_sin_expansion2:
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   411
     "\<exists>t. abs t \<le> abs x &
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   412
       sin x =
56193
c726ecfb22b6 cleanup Series: sorted according to typeclass hierarchy, use {..<_} instead of {0..<_}
hoelzl
parents: 56181
diff changeset
   413
       (\<Sum>m<n. sin_coeff m * x ^ m)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   414
      + ((sin(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   415
apply (cut_tac f = sin and n = n and x = x
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   416
        and diff = "%n x. sin (x + 1/2*real n * pi)" in Maclaurin_all_lt_objl)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   417
apply safe
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   418
apply (simp (no_asm))
36974
b877866b5b00 remove some unnamed simp rules from Transcendental.thy; move the needed ones to MacLaurin.thy where they are used
huffman
parents: 32047
diff changeset
   419
apply (simp (no_asm) add: sin_expansion_lemma)
44308
d2a6f9af02f4 Transcendental.thy: remove several unused lemmas and simplify some proofs
huffman
parents: 44306
diff changeset
   420
apply (force intro!: DERIV_intros)
51489
f738e6dbd844 fundamental revision of big operators on sets
haftmann
parents: 49962
diff changeset
   421
apply (subst (asm) setsum_0', clarify, case_tac "x", simp, simp)
44306
33572a766836 fold definitions of sin_coeff and cos_coeff in Maclaurin lemmas
huffman
parents: 41166
diff changeset
   422
apply (cases n, simp, simp)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   423
apply (rule ccontr, simp)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   424
apply (drule_tac x = x in spec, simp)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   425
apply (erule ssubst)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   426
apply (rule_tac x = t in exI, simp)
15536
3ce1cb7a24f0 starting to get rid of sumr
nipkow
parents: 15481
diff changeset
   427
apply (rule setsum_cong[OF refl])
44306
33572a766836 fold definitions of sin_coeff and cos_coeff in Maclaurin lemmas
huffman
parents: 41166
diff changeset
   428
apply (auto simp add: sin_coeff_def sin_zero_iff odd_Suc_mult_two_ex)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   429
done
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   430
15234
ec91a90c604e simplification tweaks for better arithmetic reasoning
paulson
parents: 15229
diff changeset
   431
lemma Maclaurin_sin_expansion:
ec91a90c604e simplification tweaks for better arithmetic reasoning
paulson
parents: 15229
diff changeset
   432
     "\<exists>t. sin x =
56193
c726ecfb22b6 cleanup Series: sorted according to typeclass hierarchy, use {..<_} instead of {0..<_}
hoelzl
parents: 56181
diff changeset
   433
       (\<Sum>m<n. sin_coeff m * x ^ m)
15234
ec91a90c604e simplification tweaks for better arithmetic reasoning
paulson
parents: 15229
diff changeset
   434
      + ((sin(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
41166
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
hoelzl
parents: 41120
diff changeset
   435
apply (insert Maclaurin_sin_expansion2 [of x n])
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
hoelzl
parents: 41120
diff changeset
   436
apply (blast intro: elim:)
15234
ec91a90c604e simplification tweaks for better arithmetic reasoning
paulson
parents: 15229
diff changeset
   437
done
ec91a90c604e simplification tweaks for better arithmetic reasoning
paulson
parents: 15229
diff changeset
   438
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   439
lemma Maclaurin_sin_expansion3:
25162
ad4d5365d9d8 went back to >0
nipkow
parents: 25134
diff changeset
   440
     "[| n > 0; 0 < x |] ==>
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   441
       \<exists>t. 0 < t & t < x &
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   442
       sin x =
56193
c726ecfb22b6 cleanup Series: sorted according to typeclass hierarchy, use {..<_} instead of {0..<_}
hoelzl
parents: 56181
diff changeset
   443
       (\<Sum>m<n. sin_coeff m * x ^ m)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   444
      + ((sin(t + 1/2 * real(n) *pi) / real (fact n)) * x ^ n)"
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   445
apply (cut_tac f = sin and n = n and h = x and diff = "%n x. sin (x + 1/2*real (n) *pi)" in Maclaurin_objl)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   446
apply safe
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   447
apply simp
36974
b877866b5b00 remove some unnamed simp rules from Transcendental.thy; move the needed ones to MacLaurin.thy where they are used
huffman
parents: 32047
diff changeset
   448
apply (simp (no_asm) add: sin_expansion_lemma)
44308
d2a6f9af02f4 Transcendental.thy: remove several unused lemmas and simplify some proofs
huffman
parents: 44306
diff changeset
   449
apply (force intro!: DERIV_intros)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   450
apply (erule ssubst)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   451
apply (rule_tac x = t in exI, simp)
15536
3ce1cb7a24f0 starting to get rid of sumr
nipkow
parents: 15481
diff changeset
   452
apply (rule setsum_cong[OF refl])
44306
33572a766836 fold definitions of sin_coeff and cos_coeff in Maclaurin lemmas
huffman
parents: 41166
diff changeset
   453
apply (auto simp add: sin_coeff_def sin_zero_iff odd_Suc_mult_two_ex)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   454
done
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   455
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   456
lemma Maclaurin_sin_expansion4:
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   457
     "0 < x ==>
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   458
       \<exists>t. 0 < t & t \<le> x &
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   459
       sin x =
56193
c726ecfb22b6 cleanup Series: sorted according to typeclass hierarchy, use {..<_} instead of {0..<_}
hoelzl
parents: 56181
diff changeset
   460
       (\<Sum>m<n. sin_coeff m * x ^ m)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   461
      + ((sin(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   462
apply (cut_tac f = sin and n = n and h = x and diff = "%n x. sin (x + 1/2*real (n) *pi)" in Maclaurin2_objl)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   463
apply safe
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   464
apply simp
36974
b877866b5b00 remove some unnamed simp rules from Transcendental.thy; move the needed ones to MacLaurin.thy where they are used
huffman
parents: 32047
diff changeset
   465
apply (simp (no_asm) add: sin_expansion_lemma)
44308
d2a6f9af02f4 Transcendental.thy: remove several unused lemmas and simplify some proofs
huffman
parents: 44306
diff changeset
   466
apply (force intro!: DERIV_intros)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   467
apply (erule ssubst)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   468
apply (rule_tac x = t in exI, simp)
15536
3ce1cb7a24f0 starting to get rid of sumr
nipkow
parents: 15481
diff changeset
   469
apply (rule setsum_cong[OF refl])
44306
33572a766836 fold definitions of sin_coeff and cos_coeff in Maclaurin lemmas
huffman
parents: 41166
diff changeset
   470
apply (auto simp add: sin_coeff_def sin_zero_iff odd_Suc_mult_two_ex)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   471
done
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   472
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   473
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   474
subsection{*Maclaurin Expansion for Cosine Function*}
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   475
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   476
lemma sumr_cos_zero_one [simp]:
56193
c726ecfb22b6 cleanup Series: sorted according to typeclass hierarchy, use {..<_} instead of {0..<_}
hoelzl
parents: 56181
diff changeset
   477
  "(\<Sum>m<(Suc n). cos_coeff m * 0 ^ m) = 1"
15251
bb6f072c8d10 converted some induct_tac to induct
paulson
parents: 15234
diff changeset
   478
by (induct "n", auto)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   479
36974
b877866b5b00 remove some unnamed simp rules from Transcendental.thy; move the needed ones to MacLaurin.thy where they are used
huffman
parents: 32047
diff changeset
   480
lemma cos_expansion_lemma:
b877866b5b00 remove some unnamed simp rules from Transcendental.thy; move the needed ones to MacLaurin.thy where they are used
huffman
parents: 32047
diff changeset
   481
  "cos (x + real(Suc m) * pi / 2) = -sin (x + real m * pi / 2)"
49962
a8cc904a6820 Renamed {left,right}_distrib to distrib_{right,left}.
webertj
parents: 44890
diff changeset
   482
by (simp only: cos_add sin_add real_of_nat_Suc distrib_right add_divide_distrib, auto)
36974
b877866b5b00 remove some unnamed simp rules from Transcendental.thy; move the needed ones to MacLaurin.thy where they are used
huffman
parents: 32047
diff changeset
   483
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   484
lemma Maclaurin_cos_expansion:
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   485
     "\<exists>t. abs t \<le> abs x &
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   486
       cos x =
56193
c726ecfb22b6 cleanup Series: sorted according to typeclass hierarchy, use {..<_} instead of {0..<_}
hoelzl
parents: 56181
diff changeset
   487
       (\<Sum>m<n. cos_coeff m * x ^ m)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   488
      + ((cos(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   489
apply (cut_tac f = cos and n = n and x = x and diff = "%n x. cos (x + 1/2*real (n) *pi)" in Maclaurin_all_lt_objl)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   490
apply safe
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   491
apply (simp (no_asm))
36974
b877866b5b00 remove some unnamed simp rules from Transcendental.thy; move the needed ones to MacLaurin.thy where they are used
huffman
parents: 32047
diff changeset
   492
apply (simp (no_asm) add: cos_expansion_lemma)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   493
apply (case_tac "n", simp)
56193
c726ecfb22b6 cleanup Series: sorted according to typeclass hierarchy, use {..<_} instead of {0..<_}
hoelzl
parents: 56181
diff changeset
   494
apply (simp del: setsum_lessThan_Suc)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   495
apply (rule ccontr, simp)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   496
apply (drule_tac x = x in spec, simp)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   497
apply (erule ssubst)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   498
apply (rule_tac x = t in exI, simp)
15536
3ce1cb7a24f0 starting to get rid of sumr
nipkow
parents: 15481
diff changeset
   499
apply (rule setsum_cong[OF refl])
44306
33572a766836 fold definitions of sin_coeff and cos_coeff in Maclaurin lemmas
huffman
parents: 41166
diff changeset
   500
apply (auto simp add: cos_coeff_def cos_zero_iff even_mult_two_ex)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   501
done
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   502
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   503
lemma Maclaurin_cos_expansion2:
25162
ad4d5365d9d8 went back to >0
nipkow
parents: 25134
diff changeset
   504
     "[| 0 < x; n > 0 |] ==>
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   505
       \<exists>t. 0 < t & t < x &
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   506
       cos x =
56193
c726ecfb22b6 cleanup Series: sorted according to typeclass hierarchy, use {..<_} instead of {0..<_}
hoelzl
parents: 56181
diff changeset
   507
       (\<Sum>m<n. cos_coeff m * x ^ m)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   508
      + ((cos(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   509
apply (cut_tac f = cos and n = n and h = x and diff = "%n x. cos (x + 1/2*real (n) *pi)" in Maclaurin_objl)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   510
apply safe
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   511
apply simp
36974
b877866b5b00 remove some unnamed simp rules from Transcendental.thy; move the needed ones to MacLaurin.thy where they are used
huffman
parents: 32047
diff changeset
   512
apply (simp (no_asm) add: cos_expansion_lemma)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   513
apply (erule ssubst)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   514
apply (rule_tac x = t in exI, simp)
15536
3ce1cb7a24f0 starting to get rid of sumr
nipkow
parents: 15481
diff changeset
   515
apply (rule setsum_cong[OF refl])
44306
33572a766836 fold definitions of sin_coeff and cos_coeff in Maclaurin lemmas
huffman
parents: 41166
diff changeset
   516
apply (auto simp add: cos_coeff_def cos_zero_iff even_mult_two_ex)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   517
done
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   518
15234
ec91a90c604e simplification tweaks for better arithmetic reasoning
paulson
parents: 15229
diff changeset
   519
lemma Maclaurin_minus_cos_expansion:
25162
ad4d5365d9d8 went back to >0
nipkow
parents: 25134
diff changeset
   520
     "[| x < 0; n > 0 |] ==>
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   521
       \<exists>t. x < t & t < 0 &
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   522
       cos x =
56193
c726ecfb22b6 cleanup Series: sorted according to typeclass hierarchy, use {..<_} instead of {0..<_}
hoelzl
parents: 56181
diff changeset
   523
       (\<Sum>m<n. cos_coeff m * x ^ m)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   524
      + ((cos(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   525
apply (cut_tac f = cos and n = n and h = x and diff = "%n x. cos (x + 1/2*real (n) *pi)" in Maclaurin_minus_objl)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   526
apply safe
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   527
apply simp
36974
b877866b5b00 remove some unnamed simp rules from Transcendental.thy; move the needed ones to MacLaurin.thy where they are used
huffman
parents: 32047
diff changeset
   528
apply (simp (no_asm) add: cos_expansion_lemma)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   529
apply (erule ssubst)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   530
apply (rule_tac x = t in exI, simp)
15536
3ce1cb7a24f0 starting to get rid of sumr
nipkow
parents: 15481
diff changeset
   531
apply (rule setsum_cong[OF refl])
44306
33572a766836 fold definitions of sin_coeff and cos_coeff in Maclaurin lemmas
huffman
parents: 41166
diff changeset
   532
apply (auto simp add: cos_coeff_def cos_zero_iff even_mult_two_ex)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   533
done
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   534
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   535
(* ------------------------------------------------------------------------- *)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   536
(* Version for ln(1 +/- x). Where is it??                                    *)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   537
(* ------------------------------------------------------------------------- *)
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   538
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   539
lemma sin_bound_lemma:
15081
32402f5624d1 abs notation
paulson
parents: 15079
diff changeset
   540
    "[|x = y; abs u \<le> (v::real) |] ==> \<bar>(x + u) - y\<bar> \<le> v"
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   541
by auto
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   542
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   543
lemma Maclaurin_sin_bound:
56193
c726ecfb22b6 cleanup Series: sorted according to typeclass hierarchy, use {..<_} instead of {0..<_}
hoelzl
parents: 56181
diff changeset
   544
  "abs(sin x - (\<Sum>m<n. sin_coeff m * x ^ m))
44306
33572a766836 fold definitions of sin_coeff and cos_coeff in Maclaurin lemmas
huffman
parents: 41166
diff changeset
   545
  \<le> inverse(real (fact n)) * \<bar>x\<bar> ^ n"
14738
83f1a514dcb4 changes made due to new Ring_and_Field theory
obua
parents: 12224
diff changeset
   546
proof -
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   547
  have "!! x (y::real). x \<le> 1 \<Longrightarrow> 0 \<le> y \<Longrightarrow> x * y \<le> 1 * y"
14738
83f1a514dcb4 changes made due to new Ring_and_Field theory
obua
parents: 12224
diff changeset
   548
    by (rule_tac mult_right_mono,simp_all)
83f1a514dcb4 changes made due to new Ring_and_Field theory
obua
parents: 12224
diff changeset
   549
  note est = this[simplified]
22985
501e6dfe4e5a cleaned up proof of Maclaurin_sin_bound
huffman
parents: 22983
diff changeset
   550
  let ?diff = "\<lambda>(n::nat) x. if n mod 4 = 0 then sin(x) else if n mod 4 = 1 then cos(x) else if n mod 4 = 2 then -sin(x) else -cos(x)"
501e6dfe4e5a cleaned up proof of Maclaurin_sin_bound
huffman
parents: 22983
diff changeset
   551
  have diff_0: "?diff 0 = sin" by simp
501e6dfe4e5a cleaned up proof of Maclaurin_sin_bound
huffman
parents: 22983
diff changeset
   552
  have DERIV_diff: "\<forall>m x. DERIV (?diff m) x :> ?diff (Suc m) x"
501e6dfe4e5a cleaned up proof of Maclaurin_sin_bound
huffman
parents: 22983
diff changeset
   553
    apply (clarify)
501e6dfe4e5a cleaned up proof of Maclaurin_sin_bound
huffman
parents: 22983
diff changeset
   554
    apply (subst (1 2 3) mod_Suc_eq_Suc_mod)
501e6dfe4e5a cleaned up proof of Maclaurin_sin_bound
huffman
parents: 22983
diff changeset
   555
    apply (cut_tac m=m in mod_exhaust_less_4)
31881
eba74a5790d2 use DERIV_intros
hoelzl
parents: 31148
diff changeset
   556
    apply (safe, auto intro!: DERIV_intros)
22985
501e6dfe4e5a cleaned up proof of Maclaurin_sin_bound
huffman
parents: 22983
diff changeset
   557
    done
501e6dfe4e5a cleaned up proof of Maclaurin_sin_bound
huffman
parents: 22983
diff changeset
   558
  from Maclaurin_all_le [OF diff_0 DERIV_diff]
501e6dfe4e5a cleaned up proof of Maclaurin_sin_bound
huffman
parents: 22983
diff changeset
   559
  obtain t where t1: "\<bar>t\<bar> \<le> \<bar>x\<bar>" and
56193
c726ecfb22b6 cleanup Series: sorted according to typeclass hierarchy, use {..<_} instead of {0..<_}
hoelzl
parents: 56181
diff changeset
   560
    t2: "sin x = (\<Sum>m<n. ?diff m 0 / real (fact m) * x ^ m) +
22985
501e6dfe4e5a cleaned up proof of Maclaurin_sin_bound
huffman
parents: 22983
diff changeset
   561
      ?diff n t / real (fact n) * x ^ n" by fast
501e6dfe4e5a cleaned up proof of Maclaurin_sin_bound
huffman
parents: 22983
diff changeset
   562
  have diff_m_0:
501e6dfe4e5a cleaned up proof of Maclaurin_sin_bound
huffman
parents: 22983
diff changeset
   563
    "\<And>m. ?diff m 0 = (if even m then 0
23177
3004310c95b1 replace (- 1) with -1
huffman
parents: 23069
diff changeset
   564
         else -1 ^ ((m - Suc 0) div 2))"
22985
501e6dfe4e5a cleaned up proof of Maclaurin_sin_bound
huffman
parents: 22983
diff changeset
   565
    apply (subst even_even_mod_4_iff)
501e6dfe4e5a cleaned up proof of Maclaurin_sin_bound
huffman
parents: 22983
diff changeset
   566
    apply (cut_tac m=m in mod_exhaust_less_4)
501e6dfe4e5a cleaned up proof of Maclaurin_sin_bound
huffman
parents: 22983
diff changeset
   567
    apply (elim disjE, simp_all)
501e6dfe4e5a cleaned up proof of Maclaurin_sin_bound
huffman
parents: 22983
diff changeset
   568
    apply (safe dest!: mod_eqD, simp_all)
501e6dfe4e5a cleaned up proof of Maclaurin_sin_bound
huffman
parents: 22983
diff changeset
   569
    done
14738
83f1a514dcb4 changes made due to new Ring_and_Field theory
obua
parents: 12224
diff changeset
   570
  show ?thesis
44306
33572a766836 fold definitions of sin_coeff and cos_coeff in Maclaurin lemmas
huffman
parents: 41166
diff changeset
   571
    unfolding sin_coeff_def
22985
501e6dfe4e5a cleaned up proof of Maclaurin_sin_bound
huffman
parents: 22983
diff changeset
   572
    apply (subst t2)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   573
    apply (rule sin_bound_lemma)
15536
3ce1cb7a24f0 starting to get rid of sumr
nipkow
parents: 15481
diff changeset
   574
    apply (rule setsum_cong[OF refl])
22985
501e6dfe4e5a cleaned up proof of Maclaurin_sin_bound
huffman
parents: 22983
diff changeset
   575
    apply (subst diff_m_0, simp)
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   576
    apply (auto intro: mult_right_mono [where b=1, simplified] mult_right_mono
41166
4b2a457b17e8 beautify MacLaurin proofs; make better use of DERIV_intros
hoelzl
parents: 41120
diff changeset
   577
                simp add: est mult_nonneg_nonneg mult_ac divide_inverse
16924
04246269386e removed the dependence on abs_mult
paulson
parents: 16819
diff changeset
   578
                          power_abs [symmetric] abs_mult)
14738
83f1a514dcb4 changes made due to new Ring_and_Field theory
obua
parents: 12224
diff changeset
   579
    done
83f1a514dcb4 changes made due to new Ring_and_Field theory
obua
parents: 12224
diff changeset
   580
qed
83f1a514dcb4 changes made due to new Ring_and_Field theory
obua
parents: 12224
diff changeset
   581
15079
2ef899e4526d conversion of Hyperreal/MacLaurin_lemmas to Isar script
paulson
parents: 14738
diff changeset
   582
end