src/HOL/Analysis/Cauchy_Integral_Theorem.thy
author paulson <lp15@cam.ac.uk>
Wed, 21 Sep 2016 16:59:51 +0100
changeset 63928 d81fb5b46a5c
parent 63918 6bf55e6e0b75
child 63938 f6ce08859d4c
permissions -rw-r--r--
new material about topological concepts, etc
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
     1
section \<open>Complex path integrals and Cauchy's integral theorem\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
     2
61711
21d7910d6816 Theory of homotopic paths (from HOL Light), plus comments and minor refinements
paulson <lp15@cam.ac.uk>
parents: 61694
diff changeset
     3
text\<open>By John Harrison et al.  Ported from HOL Light by L C Paulson (2015)\<close>
21d7910d6816 Theory of homotopic paths (from HOL Light), plus comments and minor refinements
paulson <lp15@cam.ac.uk>
parents: 61694
diff changeset
     4
63594
bd218a9320b5 HOL-Multivariate_Analysis: rename theories for more descriptive names
hoelzl
parents: 63589
diff changeset
     5
theory Cauchy_Integral_Theorem
bd218a9320b5 HOL-Multivariate_Analysis: rename theories for more descriptive names
hoelzl
parents: 63589
diff changeset
     6
imports Complex_Transcendental Weierstrass_Theorems Ordered_Euclidean_Space
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
     7
begin
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
     8
62620
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
     9
subsection\<open>Homeomorphisms of arc images\<close>
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    10
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    11
lemma homeomorphism_arc:
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    12
  fixes g :: "real \<Rightarrow> 'a::t2_space"
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    13
  assumes "arc g"
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    14
  obtains h where "homeomorphism {0..1} (path_image g) g h"
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    15
using assms by (force simp add: arc_def homeomorphism_compact path_def path_image_def)
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    16
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    17
lemma homeomorphic_arc_image_interval:
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    18
  fixes g :: "real \<Rightarrow> 'a::t2_space" and a::real
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    19
  assumes "arc g" "a < b"
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    20
  shows "(path_image g) homeomorphic {a..b}"
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    21
proof -
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    22
  have "(path_image g) homeomorphic {0..1::real}"
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    23
    by (meson assms(1) homeomorphic_def homeomorphic_sym homeomorphism_arc)
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    24
  also have "... homeomorphic {a..b}"
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    25
    using assms by (force intro: homeomorphic_closed_intervals_real)
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    26
  finally show ?thesis .
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    27
qed
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    28
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    29
lemma homeomorphic_arc_images:
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    30
  fixes g :: "real \<Rightarrow> 'a::t2_space" and h :: "real \<Rightarrow> 'b::t2_space"
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    31
  assumes "arc g" "arc h"
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    32
  shows "(path_image g) homeomorphic (path_image h)"
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    33
proof -
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    34
  have "(path_image g) homeomorphic {0..1::real}"
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    35
    by (meson assms homeomorphic_def homeomorphic_sym homeomorphism_arc)
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    36
  also have "... homeomorphic (path_image h)"
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    37
    by (meson assms homeomorphic_def homeomorphism_arc)
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    38
  finally show ?thesis .
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    39
qed
d21dab28b3f9 New results about paths, segments, etc. The notion of simply_connected.
paulson <lp15@cam.ac.uk>
parents: 62618
diff changeset
    40
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
    41
subsection \<open>Piecewise differentiable functions\<close>
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    42
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    43
definition piecewise_differentiable_on
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    44
           (infixr "piecewise'_differentiable'_on" 50)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    45
  where "f piecewise_differentiable_on i  \<equiv>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    46
           continuous_on i f \<and>
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
    47
           (\<exists>s. finite s \<and> (\<forall>x \<in> i - s. f differentiable (at x within i)))"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    48
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    49
lemma piecewise_differentiable_on_imp_continuous_on:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    50
    "f piecewise_differentiable_on s \<Longrightarrow> continuous_on s f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    51
by (simp add: piecewise_differentiable_on_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    52
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    53
lemma piecewise_differentiable_on_subset:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    54
    "f piecewise_differentiable_on s \<Longrightarrow> t \<le> s \<Longrightarrow> f piecewise_differentiable_on t"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    55
  using continuous_on_subset
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
    56
  unfolding piecewise_differentiable_on_def
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
    57
  apply safe
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
    58
  apply (blast intro: elim: continuous_on_subset)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
    59
  by (meson Diff_iff differentiable_within_subset subsetCE)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    60
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    61
lemma differentiable_on_imp_piecewise_differentiable:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    62
  fixes a:: "'a::{linorder_topology,real_normed_vector}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    63
  shows "f differentiable_on {a..b} \<Longrightarrow> f piecewise_differentiable_on {a..b}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    64
  apply (simp add: piecewise_differentiable_on_def differentiable_imp_continuous_on)
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
    65
  apply (rule_tac x="{a,b}" in exI, simp add: differentiable_on_def)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
    66
  done
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    67
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    68
lemma differentiable_imp_piecewise_differentiable:
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
    69
    "(\<And>x. x \<in> s \<Longrightarrow> f differentiable (at x within s))
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    70
         \<Longrightarrow> f piecewise_differentiable_on s"
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
    71
by (auto simp: piecewise_differentiable_on_def differentiable_imp_continuous_on differentiable_on_def
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
    72
         intro: differentiable_within_subset)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    73
61204
3e491e34a62e new lemmas and movement of lemmas into place
paulson
parents: 61200
diff changeset
    74
lemma piecewise_differentiable_const [iff]: "(\<lambda>x. z) piecewise_differentiable_on s"
3e491e34a62e new lemmas and movement of lemmas into place
paulson
parents: 61200
diff changeset
    75
  by (simp add: differentiable_imp_piecewise_differentiable)
3e491e34a62e new lemmas and movement of lemmas into place
paulson
parents: 61200
diff changeset
    76
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    77
lemma piecewise_differentiable_compose:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    78
    "\<lbrakk>f piecewise_differentiable_on s; g piecewise_differentiable_on (f ` s);
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    79
      \<And>x. finite (s \<inter> f-`{x})\<rbrakk>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    80
      \<Longrightarrow> (g o f) piecewise_differentiable_on s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    81
  apply (simp add: piecewise_differentiable_on_def, safe)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    82
  apply (blast intro: continuous_on_compose2)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    83
  apply (rename_tac A B)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    84
  apply (rule_tac x="A \<union> (\<Union>x\<in>B. s \<inter> f-`{x})" in exI)
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
    85
  apply (blast intro: differentiable_chain_within)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
    86
  done
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    87
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    88
lemma piecewise_differentiable_affine:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    89
  fixes m::real
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    90
  assumes "f piecewise_differentiable_on ((\<lambda>x. m *\<^sub>R x + c) ` s)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    91
  shows "(f o (\<lambda>x. m *\<^sub>R x + c)) piecewise_differentiable_on s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    92
proof (cases "m = 0")
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    93
  case True
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    94
  then show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    95
    unfolding o_def
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    96
    by (force intro: differentiable_imp_piecewise_differentiable differentiable_const)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    97
next
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    98
  case False
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
    99
  show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   100
    apply (rule piecewise_differentiable_compose [OF differentiable_imp_piecewise_differentiable])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   101
    apply (rule assms derivative_intros | simp add: False vimage_def real_vector_affinity_eq)+
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   102
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   103
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   104
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   105
lemma piecewise_differentiable_cases:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   106
  fixes c::real
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   107
  assumes "f piecewise_differentiable_on {a..c}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   108
          "g piecewise_differentiable_on {c..b}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   109
           "a \<le> c" "c \<le> b" "f c = g c"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   110
  shows "(\<lambda>x. if x \<le> c then f x else g x) piecewise_differentiable_on {a..b}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   111
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   112
  obtain s t where st: "finite s" "finite t"
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   113
                       "\<forall>x\<in>{a..c} - s. f differentiable at x within {a..c}"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   114
                       "\<forall>x\<in>{c..b} - t. g differentiable at x within {c..b}"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   115
    using assms
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   116
    by (auto simp: piecewise_differentiable_on_def)
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   117
  have finabc: "finite ({a,b,c} \<union> (s \<union> t))"
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
   118
    by (metis \<open>finite s\<close> \<open>finite t\<close> finite_Un finite_insert finite.emptyI)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   119
  have "continuous_on {a..c} f" "continuous_on {c..b} g"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   120
    using assms piecewise_differentiable_on_def by auto
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   121
  then have "continuous_on {a..b} (\<lambda>x. if x \<le> c then f x else g x)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   122
    using continuous_on_cases [OF closed_real_atLeastAtMost [of a c],
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   123
                               OF closed_real_atLeastAtMost [of c b],
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   124
                               of f g "\<lambda>x. x\<le>c"]  assms
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   125
    by (force simp: ivl_disj_un_two_touch)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   126
  moreover
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   127
  { fix x
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   128
    assume x: "x \<in> {a..b} - ({a,b,c} \<union> (s \<union> t))"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   129
    have "(\<lambda>x. if x \<le> c then f x else g x) differentiable at x within {a..b}" (is "?diff_fg")
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   130
    proof (cases x c rule: le_cases)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   131
      case le show ?diff_fg
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   132
        apply (rule differentiable_transform_within [where d = "dist x c" and f = f])
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   133
        using x le st
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
   134
        apply (simp_all add: dist_real_def)
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   135
        apply (rule differentiable_at_withinI)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   136
        apply (rule differentiable_within_open [where s = "{a<..<c} - s", THEN iffD1], simp_all)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   137
        apply (blast intro: open_greaterThanLessThan finite_imp_closed)
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
   138
        apply (force elim!: differentiable_subset)+
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   139
        done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   140
    next
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   141
      case ge show ?diff_fg
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   142
        apply (rule differentiable_transform_within [where d = "dist x c" and f = g])
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   143
        using x ge st
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
   144
        apply (simp_all add: dist_real_def)
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   145
        apply (rule differentiable_at_withinI)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   146
        apply (rule differentiable_within_open [where s = "{c<..<b} - t", THEN iffD1], simp_all)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   147
        apply (blast intro: open_greaterThanLessThan finite_imp_closed)
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
   148
        apply (force elim!: differentiable_subset)+
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   149
        done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   150
    qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   151
  }
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   152
  then have "\<exists>s. finite s \<and>
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   153
                 (\<forall>x\<in>{a..b} - s. (\<lambda>x. if x \<le> c then f x else g x) differentiable at x within {a..b})"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   154
    by (meson finabc)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   155
  ultimately show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   156
    by (simp add: piecewise_differentiable_on_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   157
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   158
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   159
lemma piecewise_differentiable_neg:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   160
    "f piecewise_differentiable_on s \<Longrightarrow> (\<lambda>x. -(f x)) piecewise_differentiable_on s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   161
  by (auto simp: piecewise_differentiable_on_def continuous_on_minus)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   162
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   163
lemma piecewise_differentiable_add:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   164
  assumes "f piecewise_differentiable_on i"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   165
          "g piecewise_differentiable_on i"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   166
    shows "(\<lambda>x. f x + g x) piecewise_differentiable_on i"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   167
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   168
  obtain s t where st: "finite s" "finite t"
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   169
                       "\<forall>x\<in>i - s. f differentiable at x within i"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   170
                       "\<forall>x\<in>i - t. g differentiable at x within i"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   171
    using assms by (auto simp: piecewise_differentiable_on_def)
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   172
  then have "finite (s \<union> t) \<and> (\<forall>x\<in>i - (s \<union> t). (\<lambda>x. f x + g x) differentiable at x within i)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   173
    by auto
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   174
  moreover have "continuous_on i f" "continuous_on i g"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   175
    using assms piecewise_differentiable_on_def by auto
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   176
  ultimately show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   177
    by (auto simp: piecewise_differentiable_on_def continuous_on_add)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   178
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   179
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   180
lemma piecewise_differentiable_diff:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   181
    "\<lbrakk>f piecewise_differentiable_on s;  g piecewise_differentiable_on s\<rbrakk>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   182
     \<Longrightarrow> (\<lambda>x. f x - g x) piecewise_differentiable_on s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   183
  unfolding diff_conv_add_uminus
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   184
  by (metis piecewise_differentiable_add piecewise_differentiable_neg)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   185
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   186
lemma continuous_on_joinpaths_D1:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   187
    "continuous_on {0..1} (g1 +++ g2) \<Longrightarrow> continuous_on {0..1} g1"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   188
  apply (rule continuous_on_eq [of _ "(g1 +++ g2) o (op*(inverse 2))"])
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   189
  apply (rule continuous_intros | simp)+
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   190
  apply (auto elim!: continuous_on_subset simp: joinpaths_def)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   191
  done
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   192
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   193
lemma continuous_on_joinpaths_D2:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   194
    "\<lbrakk>continuous_on {0..1} (g1 +++ g2); pathfinish g1 = pathstart g2\<rbrakk> \<Longrightarrow> continuous_on {0..1} g2"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   195
  apply (rule continuous_on_eq [of _ "(g1 +++ g2) o (\<lambda>x. inverse 2*x + 1/2)"])
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   196
  apply (rule continuous_intros | simp)+
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   197
  apply (auto elim!: continuous_on_subset simp add: joinpaths_def pathfinish_def pathstart_def Ball_def)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   198
  done
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   199
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   200
lemma piecewise_differentiable_D1:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   201
    "(g1 +++ g2) piecewise_differentiable_on {0..1} \<Longrightarrow> g1 piecewise_differentiable_on {0..1}"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   202
  apply (clarsimp simp add: piecewise_differentiable_on_def dest!: continuous_on_joinpaths_D1)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   203
  apply (rule_tac x="insert 1 ((op*2)`s)" in exI)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   204
  apply simp
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   205
  apply (intro ballI)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   206
  apply (rule_tac d="dist (x/2) (1/2)" and f = "(g1 +++ g2) o (op*(inverse 2))"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   207
       in differentiable_transform_within)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   208
  apply (auto simp: dist_real_def joinpaths_def)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   209
  apply (rule differentiable_chain_within derivative_intros | simp)+
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   210
  apply (rule differentiable_subset)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   211
  apply (force simp:)+
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   212
  done
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   213
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   214
lemma piecewise_differentiable_D2:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   215
    "\<lbrakk>(g1 +++ g2) piecewise_differentiable_on {0..1}; pathfinish g1 = pathstart g2\<rbrakk>
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   216
    \<Longrightarrow> g2 piecewise_differentiable_on {0..1}"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   217
  apply (clarsimp simp add: piecewise_differentiable_on_def dest!: continuous_on_joinpaths_D2)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   218
  apply (rule_tac x="insert 0 ((\<lambda>x. 2*x-1)`s)" in exI)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   219
  apply simp
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   220
  apply (intro ballI)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   221
  apply (rule_tac d="dist ((x+1)/2) (1/2)" and f = "(g1 +++ g2) o (\<lambda>x. (x+1)/2)"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   222
          in differentiable_transform_within)
62390
842917225d56 more canonical names
nipkow
parents: 62379
diff changeset
   223
  apply (auto simp: dist_real_def joinpaths_def abs_if field_simps split: if_split_asm)
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   224
  apply (rule differentiable_chain_within derivative_intros | simp)+
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   225
  apply (rule differentiable_subset)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   226
  apply (force simp: divide_simps)+
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   227
  done
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   228
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   229
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   230
subsubsection\<open>The concept of continuously differentiable\<close>
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   231
62408
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   232
text \<open>
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   233
John Harrison writes as follows:
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   234
62456
11e06f5283bc proper document source;
wenzelm
parents: 62408
diff changeset
   235
``The usual assumption in complex analysis texts is that a path \<open>\<gamma>\<close> should be piecewise
62408
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   236
continuously differentiable, which ensures that the path integral exists at least for any continuous
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   237
f, since all piecewise continuous functions are integrable. However, our notion of validity is
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   238
weaker, just piecewise differentiability... [namely] continuity plus differentiability except on a
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   239
finite set ... [Our] underlying theory of integration is the Kurzweil-Henstock theory. In contrast to
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   240
the Riemann or Lebesgue theory (but in common with a simple notion based on antiderivatives), this
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   241
can integrate all derivatives.''
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   242
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
   243
"Formalizing basic complex analysis." From Insight to Proof: Festschrift in Honour of Andrzej Trybulec.
62408
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   244
Studies in Logic, Grammar and Rhetoric 10.23 (2007): 151-165.
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   245
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   246
And indeed he does not assume that his derivatives are continuous, but the penalty is unreasonably
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   247
difficult proofs concerning winding numbers. We need a self-contained and straightforward theorem
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   248
asserting that all derivatives can be integrated before we can adopt Harrison's choice.\<close>
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   249
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   250
definition C1_differentiable_on :: "(real \<Rightarrow> 'a::real_normed_vector) \<Rightarrow> real set \<Rightarrow> bool"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   251
           (infix "C1'_differentiable'_on" 50)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   252
  where
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   253
  "f C1_differentiable_on s \<longleftrightarrow>
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   254
   (\<exists>D. (\<forall>x \<in> s. (f has_vector_derivative (D x)) (at x)) \<and> continuous_on s D)"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   255
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   256
lemma C1_differentiable_on_eq:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   257
    "f C1_differentiable_on s \<longleftrightarrow>
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   258
     (\<forall>x \<in> s. f differentiable at x) \<and> continuous_on s (\<lambda>x. vector_derivative f (at x))"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   259
  unfolding C1_differentiable_on_def
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   260
  apply safe
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   261
  using differentiable_def has_vector_derivative_def apply blast
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   262
  apply (erule continuous_on_eq)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   263
  using vector_derivative_at apply fastforce
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   264
  using vector_derivative_works apply fastforce
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   265
  done
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   266
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   267
lemma C1_differentiable_on_subset:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   268
  "f C1_differentiable_on t \<Longrightarrow> s \<subseteq> t \<Longrightarrow> f C1_differentiable_on s"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   269
  unfolding C1_differentiable_on_def  continuous_on_eq_continuous_within
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   270
  by (blast intro:  continuous_within_subset)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   271
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   272
lemma C1_differentiable_compose:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   273
    "\<lbrakk>f C1_differentiable_on s; g C1_differentiable_on (f ` s);
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   274
      \<And>x. finite (s \<inter> f-`{x})\<rbrakk>
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   275
      \<Longrightarrow> (g o f) C1_differentiable_on s"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   276
  apply (simp add: C1_differentiable_on_eq, safe)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   277
   using differentiable_chain_at apply blast
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   278
  apply (rule continuous_on_eq [of _ "\<lambda>x. vector_derivative f (at x) *\<^sub>R vector_derivative g (at (f x))"])
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   279
   apply (rule Limits.continuous_on_scaleR, assumption)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   280
   apply (metis (mono_tags, lifting) continuous_on_eq continuous_at_imp_continuous_on continuous_on_compose differentiable_imp_continuous_within o_def)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   281
  by (simp add: vector_derivative_chain_at)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   282
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   283
lemma C1_diff_imp_diff: "f C1_differentiable_on s \<Longrightarrow> f differentiable_on s"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   284
  by (simp add: C1_differentiable_on_eq differentiable_at_imp_differentiable_on)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   285
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   286
lemma C1_differentiable_on_ident [simp, derivative_intros]: "(\<lambda>x. x) C1_differentiable_on s"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   287
  by (auto simp: C1_differentiable_on_eq continuous_on_const)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   288
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   289
lemma C1_differentiable_on_const [simp, derivative_intros]: "(\<lambda>z. a) C1_differentiable_on s"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   290
  by (auto simp: C1_differentiable_on_eq continuous_on_const)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   291
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   292
lemma C1_differentiable_on_add [simp, derivative_intros]:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   293
  "f C1_differentiable_on s \<Longrightarrow> g C1_differentiable_on s \<Longrightarrow> (\<lambda>x. f x + g x) C1_differentiable_on s"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   294
  unfolding C1_differentiable_on_eq  by (auto intro: continuous_intros)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   295
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   296
lemma C1_differentiable_on_minus [simp, derivative_intros]:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   297
  "f C1_differentiable_on s \<Longrightarrow> (\<lambda>x. - f x) C1_differentiable_on s"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   298
  unfolding C1_differentiable_on_eq  by (auto intro: continuous_intros)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   299
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   300
lemma C1_differentiable_on_diff [simp, derivative_intros]:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   301
  "f C1_differentiable_on s \<Longrightarrow> g C1_differentiable_on s \<Longrightarrow> (\<lambda>x. f x - g x) C1_differentiable_on s"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   302
  unfolding C1_differentiable_on_eq  by (auto intro: continuous_intros)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   303
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   304
lemma C1_differentiable_on_mult [simp, derivative_intros]:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   305
  fixes f g :: "real \<Rightarrow> 'a :: real_normed_algebra"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   306
  shows "f C1_differentiable_on s \<Longrightarrow> g C1_differentiable_on s \<Longrightarrow> (\<lambda>x. f x * g x) C1_differentiable_on s"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   307
  unfolding C1_differentiable_on_eq
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   308
  by (auto simp: continuous_on_add continuous_on_mult continuous_at_imp_continuous_on differentiable_imp_continuous_within)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   309
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   310
lemma C1_differentiable_on_scaleR [simp, derivative_intros]:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   311
  "f C1_differentiable_on s \<Longrightarrow> g C1_differentiable_on s \<Longrightarrow> (\<lambda>x. f x *\<^sub>R g x) C1_differentiable_on s"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   312
  unfolding C1_differentiable_on_eq
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   313
  by (rule continuous_intros | simp add: continuous_at_imp_continuous_on differentiable_imp_continuous_within)+
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   314
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   315
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   316
definition piecewise_C1_differentiable_on
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   317
           (infixr "piecewise'_C1'_differentiable'_on" 50)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   318
  where "f piecewise_C1_differentiable_on i  \<equiv>
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   319
           continuous_on i f \<and>
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   320
           (\<exists>s. finite s \<and> (f C1_differentiable_on (i - s)))"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   321
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   322
lemma C1_differentiable_imp_piecewise:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   323
    "f C1_differentiable_on s \<Longrightarrow> f piecewise_C1_differentiable_on s"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   324
  by (auto simp: piecewise_C1_differentiable_on_def C1_differentiable_on_eq continuous_at_imp_continuous_on differentiable_imp_continuous_within)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   325
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   326
lemma piecewise_C1_imp_differentiable:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   327
    "f piecewise_C1_differentiable_on i \<Longrightarrow> f piecewise_differentiable_on i"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   328
  by (auto simp: piecewise_C1_differentiable_on_def piecewise_differentiable_on_def
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   329
           C1_differentiable_on_def differentiable_def has_vector_derivative_def
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   330
           intro: has_derivative_at_within)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   331
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   332
lemma piecewise_C1_differentiable_compose:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   333
    "\<lbrakk>f piecewise_C1_differentiable_on s; g piecewise_C1_differentiable_on (f ` s);
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   334
      \<And>x. finite (s \<inter> f-`{x})\<rbrakk>
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   335
      \<Longrightarrow> (g o f) piecewise_C1_differentiable_on s"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   336
  apply (simp add: piecewise_C1_differentiable_on_def, safe)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   337
  apply (blast intro: continuous_on_compose2)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   338
  apply (rename_tac A B)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   339
  apply (rule_tac x="A \<union> (\<Union>x\<in>B. s \<inter> f-`{x})" in exI)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   340
  apply (rule conjI, blast)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   341
  apply (rule C1_differentiable_compose)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   342
  apply (blast intro: C1_differentiable_on_subset)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   343
  apply (blast intro: C1_differentiable_on_subset)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   344
  by (simp add: Diff_Int_distrib2)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   345
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   346
lemma piecewise_C1_differentiable_on_subset:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   347
    "f piecewise_C1_differentiable_on s \<Longrightarrow> t \<le> s \<Longrightarrow> f piecewise_C1_differentiable_on t"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   348
  by (auto simp: piecewise_C1_differentiable_on_def elim!: continuous_on_subset C1_differentiable_on_subset)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   349
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   350
lemma C1_differentiable_imp_continuous_on:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   351
  "f C1_differentiable_on s \<Longrightarrow> continuous_on s f"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   352
  unfolding C1_differentiable_on_eq continuous_on_eq_continuous_within
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   353
  using differentiable_at_withinI differentiable_imp_continuous_within by blast
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   354
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   355
lemma C1_differentiable_on_empty [iff]: "f C1_differentiable_on {}"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   356
  unfolding C1_differentiable_on_def
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   357
  by auto
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   358
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   359
lemma piecewise_C1_differentiable_affine:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   360
  fixes m::real
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   361
  assumes "f piecewise_C1_differentiable_on ((\<lambda>x. m * x + c) ` s)"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   362
  shows "(f o (\<lambda>x. m *\<^sub>R x + c)) piecewise_C1_differentiable_on s"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   363
proof (cases "m = 0")
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   364
  case True
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   365
  then show ?thesis
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   366
    unfolding o_def by (auto simp: piecewise_C1_differentiable_on_def continuous_on_const)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   367
next
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   368
  case False
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   369
  show ?thesis
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   370
    apply (rule piecewise_C1_differentiable_compose [OF C1_differentiable_imp_piecewise])
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   371
    apply (rule assms derivative_intros | simp add: False vimage_def)+
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   372
    using real_vector_affinity_eq [OF False, where c=c, unfolded scaleR_conv_of_real]
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   373
    apply simp
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   374
    done
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   375
qed
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   376
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   377
lemma piecewise_C1_differentiable_cases:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   378
  fixes c::real
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   379
  assumes "f piecewise_C1_differentiable_on {a..c}"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   380
          "g piecewise_C1_differentiable_on {c..b}"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   381
           "a \<le> c" "c \<le> b" "f c = g c"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   382
  shows "(\<lambda>x. if x \<le> c then f x else g x) piecewise_C1_differentiable_on {a..b}"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   383
proof -
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   384
  obtain s t where st: "f C1_differentiable_on ({a..c} - s)"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   385
                       "g C1_differentiable_on ({c..b} - t)"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   386
                       "finite s" "finite t"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   387
    using assms
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   388
    by (force simp: piecewise_C1_differentiable_on_def)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   389
  then have f_diff: "f differentiable_on {a..<c} - s"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   390
        and g_diff: "g differentiable_on {c<..b} - t"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   391
    by (simp_all add: C1_differentiable_on_eq differentiable_at_withinI differentiable_on_def)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   392
  have "continuous_on {a..c} f" "continuous_on {c..b} g"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   393
    using assms piecewise_C1_differentiable_on_def by auto
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   394
  then have cab: "continuous_on {a..b} (\<lambda>x. if x \<le> c then f x else g x)"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   395
    using continuous_on_cases [OF closed_real_atLeastAtMost [of a c],
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   396
                               OF closed_real_atLeastAtMost [of c b],
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   397
                               of f g "\<lambda>x. x\<le>c"]  assms
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   398
    by (force simp: ivl_disj_un_two_touch)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   399
  { fix x
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   400
    assume x: "x \<in> {a..b} - insert c (s \<union> t)"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   401
    have "(\<lambda>x. if x \<le> c then f x else g x) differentiable at x" (is "?diff_fg")
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   402
    proof (cases x c rule: le_cases)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   403
      case le show ?diff_fg
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
   404
        apply (rule differentiable_transform_within [where f=f and d = "dist x c"])
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   405
        using x dist_real_def le st by (auto simp: C1_differentiable_on_eq)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   406
    next
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   407
      case ge show ?diff_fg
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
   408
        apply (rule differentiable_transform_within [where f=g and d = "dist x c"])
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   409
        using dist_nz x dist_real_def ge st x by (auto simp: C1_differentiable_on_eq)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   410
    qed
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   411
  }
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   412
  then have "(\<forall>x \<in> {a..b} - insert c (s \<union> t). (\<lambda>x. if x \<le> c then f x else g x) differentiable at x)"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   413
    by auto
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   414
  moreover
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   415
  { assume fcon: "continuous_on ({a<..<c} - s) (\<lambda>x. vector_derivative f (at x))"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   416
       and gcon: "continuous_on ({c<..<b} - t) (\<lambda>x. vector_derivative g (at x))"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   417
    have "open ({a<..<c} - s)"  "open ({c<..<b} - t)"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   418
      using st by (simp_all add: open_Diff finite_imp_closed)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   419
    moreover have "continuous_on ({a<..<c} - s) (\<lambda>x. vector_derivative (\<lambda>x. if x \<le> c then f x else g x) (at x))"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   420
      apply (rule continuous_on_eq [OF fcon])
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   421
      apply (simp add:)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   422
      apply (rule vector_derivative_at [symmetric])
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
   423
      apply (rule_tac f=f and d="dist x c" in has_vector_derivative_transform_within)
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   424
      apply (simp_all add: dist_norm vector_derivative_works [symmetric])
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
   425
      apply (metis (full_types) C1_differentiable_on_eq Diff_iff Groups.add_ac(2) add_mono_thms_linordered_field(5) atLeastAtMost_iff linorder_not_le order_less_irrefl st(1))
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
   426
      apply auto
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
   427
      done
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   428
    moreover have "continuous_on ({c<..<b} - t) (\<lambda>x. vector_derivative (\<lambda>x. if x \<le> c then f x else g x) (at x))"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   429
      apply (rule continuous_on_eq [OF gcon])
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   430
      apply (simp add:)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   431
      apply (rule vector_derivative_at [symmetric])
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
   432
      apply (rule_tac f=g and d="dist x c" in has_vector_derivative_transform_within)
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   433
      apply (simp_all add: dist_norm vector_derivative_works [symmetric])
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
   434
      apply (metis (full_types) C1_differentiable_on_eq Diff_iff Groups.add_ac(2) add_mono_thms_linordered_field(5) atLeastAtMost_iff less_irrefl not_le st(2))
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
   435
      apply auto
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
   436
      done
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   437
    ultimately have "continuous_on ({a<..<b} - insert c (s \<union> t))
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   438
        (\<lambda>x. vector_derivative (\<lambda>x. if x \<le> c then f x else g x) (at x))"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   439
      apply (rule continuous_on_subset [OF continuous_on_open_Un], auto)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   440
      done
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   441
  } note * = this
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   442
  have "continuous_on ({a<..<b} - insert c (s \<union> t)) (\<lambda>x. vector_derivative (\<lambda>x. if x \<le> c then f x else g x) (at x))"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   443
    using st
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   444
    by (auto simp: C1_differentiable_on_eq elim!: continuous_on_subset intro: *)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   445
  ultimately have "\<exists>s. finite s \<and> ((\<lambda>x. if x \<le> c then f x else g x) C1_differentiable_on {a..b} - s)"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   446
    apply (rule_tac x="{a,b,c} \<union> s \<union> t" in exI)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   447
    using st  by (auto simp: C1_differentiable_on_eq elim!: continuous_on_subset)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   448
  with cab show ?thesis
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   449
    by (simp add: piecewise_C1_differentiable_on_def)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   450
qed
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   451
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   452
lemma piecewise_C1_differentiable_neg:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   453
    "f piecewise_C1_differentiable_on s \<Longrightarrow> (\<lambda>x. -(f x)) piecewise_C1_differentiable_on s"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   454
  unfolding piecewise_C1_differentiable_on_def
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   455
  by (auto intro!: continuous_on_minus C1_differentiable_on_minus)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   456
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   457
lemma piecewise_C1_differentiable_add:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   458
  assumes "f piecewise_C1_differentiable_on i"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   459
          "g piecewise_C1_differentiable_on i"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   460
    shows "(\<lambda>x. f x + g x) piecewise_C1_differentiable_on i"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   461
proof -
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   462
  obtain s t where st: "finite s" "finite t"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   463
                       "f C1_differentiable_on (i-s)"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   464
                       "g C1_differentiable_on (i-t)"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   465
    using assms by (auto simp: piecewise_C1_differentiable_on_def)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   466
  then have "finite (s \<union> t) \<and> (\<lambda>x. f x + g x) C1_differentiable_on i - (s \<union> t)"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   467
    by (auto intro: C1_differentiable_on_add elim!: C1_differentiable_on_subset)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   468
  moreover have "continuous_on i f" "continuous_on i g"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   469
    using assms piecewise_C1_differentiable_on_def by auto
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   470
  ultimately show ?thesis
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   471
    by (auto simp: piecewise_C1_differentiable_on_def continuous_on_add)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   472
qed
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   473
61204
3e491e34a62e new lemmas and movement of lemmas into place
paulson
parents: 61200
diff changeset
   474
lemma piecewise_C1_differentiable_diff:
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   475
    "\<lbrakk>f piecewise_C1_differentiable_on s;  g piecewise_C1_differentiable_on s\<rbrakk>
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   476
     \<Longrightarrow> (\<lambda>x. f x - g x) piecewise_C1_differentiable_on s"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   477
  unfolding diff_conv_add_uminus
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   478
  by (metis piecewise_C1_differentiable_add piecewise_C1_differentiable_neg)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   479
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   480
lemma piecewise_C1_differentiable_D1:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   481
  fixes g1 :: "real \<Rightarrow> 'a::real_normed_field"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   482
  assumes "(g1 +++ g2) piecewise_C1_differentiable_on {0..1}"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   483
    shows "g1 piecewise_C1_differentiable_on {0..1}"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   484
proof -
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   485
  obtain s where "finite s"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   486
             and co12: "continuous_on ({0..1} - s) (\<lambda>x. vector_derivative (g1 +++ g2) (at x))"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   487
             and g12D: "\<forall>x\<in>{0..1} - s. g1 +++ g2 differentiable at x"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   488
    using assms  by (auto simp: piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   489
  then have g1D: "g1 differentiable at x" if "x \<in> {0..1} - insert 1 (op * 2 ` s)" for x
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
   490
    apply (rule_tac d="dist (x/2) (1/2)" and f = "(g1 +++ g2) o (op*(inverse 2))" in differentiable_transform_within)
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   491
    using that
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   492
    apply (simp_all add: dist_real_def joinpaths_def)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   493
    apply (rule differentiable_chain_at derivative_intros | force)+
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   494
    done
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   495
  have [simp]: "vector_derivative (g1 \<circ> op * 2) (at (x/2)) = 2 *\<^sub>R vector_derivative g1 (at x)"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   496
               if "x \<in> {0..1} - insert 1 (op * 2 ` s)" for x
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   497
    apply (subst vector_derivative_chain_at)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   498
    using that
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   499
    apply (rule derivative_eq_intros g1D | simp)+
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   500
    done
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   501
  have "continuous_on ({0..1/2} - insert (1/2) s) (\<lambda>x. vector_derivative (g1 +++ g2) (at x))"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   502
    using co12 by (rule continuous_on_subset) force
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   503
  then have coDhalf: "continuous_on ({0..1/2} - insert (1/2) s) (\<lambda>x. vector_derivative (g1 o op*2) (at x))"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   504
    apply (rule continuous_on_eq [OF _ vector_derivative_at])
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
   505
    apply (rule_tac f="g1 o op*2" and d="dist x (1/2)" in has_vector_derivative_transform_within)
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   506
    apply (simp_all add: dist_norm joinpaths_def vector_derivative_works [symmetric])
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   507
    apply (force intro: g1D differentiable_chain_at)
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
   508
    apply auto
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   509
    done
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   510
  have "continuous_on ({0..1} - insert 1 (op * 2 ` s))
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   511
                      ((\<lambda>x. 1/2 * vector_derivative (g1 o op*2) (at x)) o op*(1/2))"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   512
    apply (rule continuous_intros)+
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   513
    using coDhalf
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   514
    apply (simp add: scaleR_conv_of_real image_set_diff image_image)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   515
    done
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   516
  then have con_g1: "continuous_on ({0..1} - insert 1 (op * 2 ` s)) (\<lambda>x. vector_derivative g1 (at x))"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   517
    by (rule continuous_on_eq) (simp add: scaleR_conv_of_real)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   518
  have "continuous_on {0..1} g1"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   519
    using continuous_on_joinpaths_D1 assms piecewise_C1_differentiable_on_def by blast
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
   520
  with \<open>finite s\<close> show ?thesis
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   521
    apply (clarsimp simp add: piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   522
    apply (rule_tac x="insert 1 ((op*2)`s)" in exI)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   523
    apply (simp add: g1D con_g1)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   524
  done
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   525
qed
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   526
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   527
lemma piecewise_C1_differentiable_D2:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   528
  fixes g2 :: "real \<Rightarrow> 'a::real_normed_field"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   529
  assumes "(g1 +++ g2) piecewise_C1_differentiable_on {0..1}" "pathfinish g1 = pathstart g2"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   530
    shows "g2 piecewise_C1_differentiable_on {0..1}"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   531
proof -
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   532
  obtain s where "finite s"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   533
             and co12: "continuous_on ({0..1} - s) (\<lambda>x. vector_derivative (g1 +++ g2) (at x))"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   534
             and g12D: "\<forall>x\<in>{0..1} - s. g1 +++ g2 differentiable at x"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   535
    using assms  by (auto simp: piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   536
  then have g2D: "g2 differentiable at x" if "x \<in> {0..1} - insert 0 ((\<lambda>x. 2*x-1) ` s)" for x
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
   537
    apply (rule_tac d="dist ((x+1)/2) (1/2)" and f = "(g1 +++ g2) o (\<lambda>x. (x+1)/2)" in differentiable_transform_within)
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   538
    using that
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   539
    apply (simp_all add: dist_real_def joinpaths_def)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   540
    apply (auto simp: dist_real_def joinpaths_def field_simps)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   541
    apply (rule differentiable_chain_at derivative_intros | force)+
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   542
    apply (drule_tac x= "(x + 1) / 2" in bspec, force simp: divide_simps)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   543
    apply assumption
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   544
    done
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   545
  have [simp]: "vector_derivative (g2 \<circ> (\<lambda>x. 2*x-1)) (at ((x+1)/2)) = 2 *\<^sub>R vector_derivative g2 (at x)"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   546
               if "x \<in> {0..1} - insert 0 ((\<lambda>x. 2*x-1) ` s)" for x
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   547
    using that  by (auto simp: vector_derivative_chain_at divide_simps g2D)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   548
  have "continuous_on ({1/2..1} - insert (1/2) s) (\<lambda>x. vector_derivative (g1 +++ g2) (at x))"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   549
    using co12 by (rule continuous_on_subset) force
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   550
  then have coDhalf: "continuous_on ({1/2..1} - insert (1/2) s) (\<lambda>x. vector_derivative (g2 o (\<lambda>x. 2*x-1)) (at x))"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   551
    apply (rule continuous_on_eq [OF _ vector_derivative_at])
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
   552
    apply (rule_tac f="g2 o (\<lambda>x. 2*x-1)" and d="dist (3/4) ((x+1)/2)" in has_vector_derivative_transform_within)
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   553
    apply (auto simp: dist_real_def field_simps joinpaths_def vector_derivative_works [symmetric]
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   554
                intro!: g2D differentiable_chain_at)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   555
    done
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   556
  have [simp]: "((\<lambda>x. (x + 1) / 2) ` ({0..1} - insert 0 ((\<lambda>x. 2 * x - 1) ` s))) = ({1/2..1} - insert (1/2) s)"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   557
    apply (simp add: image_set_diff inj_on_def image_image)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   558
    apply (auto simp: image_affinity_atLeastAtMost_div add_divide_distrib)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   559
    done
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   560
  have "continuous_on ({0..1} - insert 0 ((\<lambda>x. 2*x-1) ` s))
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   561
                      ((\<lambda>x. 1/2 * vector_derivative (g2 \<circ> (\<lambda>x. 2*x-1)) (at x)) o (\<lambda>x. (x+1)/2))"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   562
    by (rule continuous_intros | simp add:  coDhalf)+
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   563
  then have con_g2: "continuous_on ({0..1} - insert 0 ((\<lambda>x. 2*x-1) ` s)) (\<lambda>x. vector_derivative g2 (at x))"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   564
    by (rule continuous_on_eq) (simp add: scaleR_conv_of_real)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   565
  have "continuous_on {0..1} g2"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   566
    using continuous_on_joinpaths_D2 assms piecewise_C1_differentiable_on_def by blast
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
   567
  with \<open>finite s\<close> show ?thesis
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   568
    apply (clarsimp simp add: piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   569
    apply (rule_tac x="insert 0 ((\<lambda>x. 2 * x - 1) ` s)" in exI)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   570
    apply (simp add: g2D con_g2)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   571
  done
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   572
qed
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   573
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   574
subsection \<open>Valid paths, and their start and finish\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   575
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   576
lemma Diff_Un_eq: "A - (B \<union> C) = A - B - C"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   577
  by blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   578
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   579
definition valid_path :: "(real \<Rightarrow> 'a :: real_normed_vector) \<Rightarrow> bool"
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   580
  where "valid_path f \<equiv> f piecewise_C1_differentiable_on {0..1::real}"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   581
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   582
definition closed_path :: "(real \<Rightarrow> 'a :: real_normed_vector) \<Rightarrow> bool"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   583
  where "closed_path g \<equiv> g 0 = g 1"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   584
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   585
subsubsection\<open>In particular, all results for paths apply\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   586
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   587
lemma valid_path_imp_path: "valid_path g \<Longrightarrow> path g"
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   588
by (simp add: path_def piecewise_C1_differentiable_on_def valid_path_def)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   589
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   590
lemma connected_valid_path_image: "valid_path g \<Longrightarrow> connected(path_image g)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   591
  by (metis connected_path_image valid_path_imp_path)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   592
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   593
lemma compact_valid_path_image: "valid_path g \<Longrightarrow> compact(path_image g)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   594
  by (metis compact_path_image valid_path_imp_path)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   595
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   596
lemma bounded_valid_path_image: "valid_path g \<Longrightarrow> bounded(path_image g)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   597
  by (metis bounded_path_image valid_path_imp_path)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   598
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   599
lemma closed_valid_path_image: "valid_path g \<Longrightarrow> closed(path_image g)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   600
  by (metis closed_path_image valid_path_imp_path)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   601
62540
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   602
proposition valid_path_compose:
62623
dbc62f86a1a9 rationalisation of theorem names esp about "real Archimedian" etc.
paulson <lp15@cam.ac.uk>
parents: 62620
diff changeset
   603
  assumes "valid_path g"
62540
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   604
      and der: "\<And>x. x \<in> path_image g \<Longrightarrow> \<exists>f'. (f has_field_derivative f') (at x)"
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   605
      and con: "continuous_on (path_image g) (deriv f)"
62408
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   606
    shows "valid_path (f o g)"
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   607
proof -
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   608
  obtain s where "finite s" and g_diff: "g C1_differentiable_on {0..1} - s"
62837
237ef2bab6c7 isabelle update_cartouches -c -t;
wenzelm
parents: 62626
diff changeset
   609
    using \<open>valid_path g\<close> unfolding valid_path_def piecewise_C1_differentiable_on_def by auto
62540
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   610
  have "f \<circ> g differentiable at t" when "t\<in>{0..1} - s" for t
62408
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   611
    proof (rule differentiable_chain_at)
62837
237ef2bab6c7 isabelle update_cartouches -c -t;
wenzelm
parents: 62626
diff changeset
   612
      show "g differentiable at t" using \<open>valid_path g\<close>
62408
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   613
        by (meson C1_differentiable_on_eq \<open>g C1_differentiable_on {0..1} - s\<close> that)
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   614
    next
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   615
      have "g t\<in>path_image g" using that DiffD1 image_eqI path_image_def by metis
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   616
      then obtain f' where "(f has_field_derivative f') (at (g t))"
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   617
        using der by auto
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   618
      then have " (f has_derivative op * f') (at (g t))"
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   619
        using has_field_derivative_imp_has_derivative[of f f' "at (g t)"] by auto
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   620
      then show "f differentiable at (g t)" using differentiableI by auto
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   621
    qed
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   622
  moreover have "continuous_on ({0..1} - s) (\<lambda>x. vector_derivative (f \<circ> g) (at x))"
62540
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   623
    proof (rule continuous_on_eq [where f = "\<lambda>x. vector_derivative g (at x) * deriv f (g x)"],
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   624
        rule continuous_intros)
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   625
      show "continuous_on ({0..1} - s) (\<lambda>x. vector_derivative g (at x))"
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   626
        using g_diff C1_differentiable_on_eq by auto
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   627
    next
62623
dbc62f86a1a9 rationalisation of theorem names esp about "real Archimedian" etc.
paulson <lp15@cam.ac.uk>
parents: 62620
diff changeset
   628
      have "continuous_on {0..1} (\<lambda>x. deriv f (g x))"
dbc62f86a1a9 rationalisation of theorem names esp about "real Archimedian" etc.
paulson <lp15@cam.ac.uk>
parents: 62620
diff changeset
   629
        using continuous_on_compose[OF _ con[unfolded path_image_def],unfolded comp_def]
62837
237ef2bab6c7 isabelle update_cartouches -c -t;
wenzelm
parents: 62626
diff changeset
   630
          \<open>valid_path g\<close> piecewise_C1_differentiable_on_def valid_path_def
62540
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   631
        by blast
62623
dbc62f86a1a9 rationalisation of theorem names esp about "real Archimedian" etc.
paulson <lp15@cam.ac.uk>
parents: 62620
diff changeset
   632
      then show "continuous_on ({0..1} - s) (\<lambda>x. deriv f (g x))"
62540
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   633
        using continuous_on_subset by blast
62408
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   634
    next
62540
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   635
      show "vector_derivative g (at t) * deriv f (g t) = vector_derivative (f \<circ> g) (at t)"
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   636
          when "t \<in> {0..1} - s" for t
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   637
        proof (rule vector_derivative_chain_at_general[symmetric])
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   638
          show "g differentiable at t" by (meson C1_differentiable_on_eq g_diff that)
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   639
        next
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   640
          have "g t\<in>path_image g" using that DiffD1 image_eqI path_image_def by metis
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   641
          then obtain f' where "(f has_field_derivative f') (at (g t))"
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   642
            using der by auto
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   643
          then show "\<exists>g'. (f has_field_derivative g') (at (g t))" by auto
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   644
        qed
62408
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   645
    qed
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   646
  ultimately have "f o g C1_differentiable_on {0..1} - s"
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   647
    using C1_differentiable_on_eq by blast
62623
dbc62f86a1a9 rationalisation of theorem names esp about "real Archimedian" etc.
paulson <lp15@cam.ac.uk>
parents: 62620
diff changeset
   648
  moreover have "path (f o g)"
62540
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   649
    proof -
62623
dbc62f86a1a9 rationalisation of theorem names esp about "real Archimedian" etc.
paulson <lp15@cam.ac.uk>
parents: 62620
diff changeset
   650
      have "isCont f x" when "x\<in>path_image g" for x
62540
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   651
        proof -
62623
dbc62f86a1a9 rationalisation of theorem names esp about "real Archimedian" etc.
paulson <lp15@cam.ac.uk>
parents: 62620
diff changeset
   652
          obtain f' where "(f has_field_derivative f') (at x)"
62837
237ef2bab6c7 isabelle update_cartouches -c -t;
wenzelm
parents: 62626
diff changeset
   653
            using der[rule_format] \<open>x\<in>path_image g\<close> by auto
62540
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   654
          thus ?thesis using DERIV_isCont by auto
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   655
        qed
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   656
      then have "continuous_on (path_image g) f" using continuous_at_imp_continuous_on by auto
62837
237ef2bab6c7 isabelle update_cartouches -c -t;
wenzelm
parents: 62626
diff changeset
   657
      then show ?thesis using path_continuous_image \<open>valid_path g\<close> valid_path_imp_path by auto
62540
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   658
    qed
62408
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   659
  ultimately show ?thesis unfolding valid_path_def piecewise_C1_differentiable_on_def path_def
62837
237ef2bab6c7 isabelle update_cartouches -c -t;
wenzelm
parents: 62626
diff changeset
   660
    using \<open>finite s\<close> by auto
62408
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   661
qed
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
   662
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   663
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   664
subsection\<open>Contour Integrals along a path\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   665
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   666
text\<open>This definition is for complex numbers only, and does not generalise to line integrals in a vector field\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   667
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   668
text\<open>piecewise differentiable function on [0,1]\<close>
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   669
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   670
definition has_contour_integral :: "(complex \<Rightarrow> complex) \<Rightarrow> complex \<Rightarrow> (real \<Rightarrow> complex) \<Rightarrow> bool"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   671
           (infixr "has'_contour'_integral" 50)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   672
  where "(f has_contour_integral i) g \<equiv>
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   673
           ((\<lambda>x. f(g x) * vector_derivative g (at x within {0..1}))
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   674
            has_integral i) {0..1}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   675
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   676
definition contour_integrable_on
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   677
           (infixr "contour'_integrable'_on" 50)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   678
  where "f contour_integrable_on g \<equiv> \<exists>i. (f has_contour_integral i) g"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   679
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   680
definition contour_integral
62463
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
   681
  where "contour_integral g f \<equiv> @i. (f has_contour_integral i) g \<or> ~ f contour_integrable_on g \<and> i=0"
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
   682
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
   683
lemma not_integrable_contour_integral: "~ f contour_integrable_on g \<Longrightarrow> contour_integral g f = 0"
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
   684
  unfolding contour_integrable_on_def contour_integral_def by blast
62463
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
   685
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
   686
lemma contour_integral_unique: "(f has_contour_integral i) g \<Longrightarrow> contour_integral g f = i"
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
   687
  apply (simp add: contour_integral_def has_contour_integral_def contour_integrable_on_def)
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
   688
  using has_integral_unique by blast
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   689
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
   690
corollary has_contour_integral_eqpath:
62397
5ae24f33d343 Substantial new material for multivariate analysis. Also removal of some duplicates.
paulson <lp15@cam.ac.uk>
parents: 62379
diff changeset
   691
     "\<lbrakk>(f has_contour_integral y) p; f contour_integrable_on \<gamma>;
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
   692
       contour_integral p f = contour_integral \<gamma> f\<rbrakk>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
   693
      \<Longrightarrow> (f has_contour_integral y) \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
   694
using contour_integrable_on_def contour_integral_unique by auto
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
   695
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   696
lemma has_contour_integral_integral:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   697
    "f contour_integrable_on i \<Longrightarrow> (f has_contour_integral (contour_integral i f)) i"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   698
  by (metis contour_integral_unique contour_integrable_on_def)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   699
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   700
lemma has_contour_integral_unique:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   701
    "(f has_contour_integral i) g \<Longrightarrow> (f has_contour_integral j) g \<Longrightarrow> i = j"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   702
  using has_integral_unique
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   703
  by (auto simp: has_contour_integral_def)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   704
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   705
lemma has_contour_integral_integrable: "(f has_contour_integral i) g \<Longrightarrow> f contour_integrable_on g"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   706
  using contour_integrable_on_def by blast
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   707
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   708
(* Show that we can forget about the localized derivative.*)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   709
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   710
lemma vector_derivative_within_interior:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   711
     "\<lbrakk>x \<in> interior s; NO_MATCH UNIV s\<rbrakk>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   712
      \<Longrightarrow> vector_derivative f (at x within s) = vector_derivative f (at x)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   713
  apply (simp add: vector_derivative_def has_vector_derivative_def has_derivative_def netlimit_within_interior)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   714
  apply (subst lim_within_interior, auto)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   715
  done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   716
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   717
lemma has_integral_localized_vector_derivative:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   718
    "((\<lambda>x. f (g x) * vector_derivative g (at x within {a..b})) has_integral i) {a..b} \<longleftrightarrow>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   719
     ((\<lambda>x. f (g x) * vector_derivative g (at x)) has_integral i) {a..b}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   720
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   721
  have "{a..b} - {a,b} = interior {a..b}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   722
    by (simp add: atLeastAtMost_diff_ends)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   723
  show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   724
    apply (rule has_integral_spike_eq [of "{a,b}"])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   725
    apply (auto simp: vector_derivative_within_interior)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   726
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   727
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   728
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   729
lemma integrable_on_localized_vector_derivative:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   730
    "(\<lambda>x. f (g x) * vector_derivative g (at x within {a..b})) integrable_on {a..b} \<longleftrightarrow>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   731
     (\<lambda>x. f (g x) * vector_derivative g (at x)) integrable_on {a..b}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   732
  by (simp add: integrable_on_def has_integral_localized_vector_derivative)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   733
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   734
lemma has_contour_integral:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   735
     "(f has_contour_integral i) g \<longleftrightarrow>
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   736
      ((\<lambda>x. f (g x) * vector_derivative g (at x)) has_integral i) {0..1}"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   737
  by (simp add: has_integral_localized_vector_derivative has_contour_integral_def)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   739
lemma contour_integrable_on:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   740
     "f contour_integrable_on g \<longleftrightarrow>
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   741
      (\<lambda>t. f(g t) * vector_derivative g (at t)) integrable_on {0..1}"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   742
  by (simp add: has_contour_integral integrable_on_def contour_integrable_on_def)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   743
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   744
subsection\<open>Reversing a path\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   745
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   746
lemma valid_path_imp_reverse:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   747
  assumes "valid_path g"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   748
    shows "valid_path(reversepath g)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   749
proof -
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   750
  obtain s where "finite s" "g C1_differentiable_on ({0..1} - s)"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   751
    using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   752
  then have "finite (op - 1 ` s)" "(reversepath g C1_differentiable_on ({0..1} - op - 1 ` s))"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   753
    apply (auto simp: reversepath_def)
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   754
    apply (rule C1_differentiable_compose [of "\<lambda>x::real. 1-x" _ g, unfolded o_def])
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   755
    apply (auto simp: C1_differentiable_on_eq)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   756
    apply (rule continuous_intros, force)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   757
    apply (force elim!: continuous_on_subset)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   758
    apply (simp add: finite_vimageI inj_on_def)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   759
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   760
  then show ?thesis using assms
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   761
    by (auto simp: valid_path_def piecewise_C1_differentiable_on_def path_def [symmetric])
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   762
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   763
62540
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
   764
lemma valid_path_reversepath [simp]: "valid_path(reversepath g) \<longleftrightarrow> valid_path g"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   765
  using valid_path_imp_reverse by force
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   766
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   767
lemma has_contour_integral_reversepath:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   768
  assumes "valid_path g" "(f has_contour_integral i) g"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   769
    shows "(f has_contour_integral (-i)) (reversepath g)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   770
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   771
  { fix s x
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   772
    assume xs: "g C1_differentiable_on ({0..1} - s)" "x \<notin> op - 1 ` s" "0 \<le> x" "x \<le> 1"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   773
      have "vector_derivative (\<lambda>x. g (1 - x)) (at x within {0..1}) =
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   774
            - vector_derivative g (at (1 - x) within {0..1})"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   775
      proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   776
        obtain f' where f': "(g has_vector_derivative f') (at (1 - x))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   777
          using xs
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   778
          by (force simp: has_vector_derivative_def C1_differentiable_on_def)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   779
        have "(g o (\<lambda>x. 1 - x) has_vector_derivative -1 *\<^sub>R f') (at x)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   780
          apply (rule vector_diff_chain_within)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   781
          apply (intro vector_diff_chain_within derivative_eq_intros | simp)+
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   782
          apply (rule has_vector_derivative_at_within [OF f'])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   783
          done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   784
        then have mf': "((\<lambda>x. g (1 - x)) has_vector_derivative -f') (at x)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   785
          by (simp add: o_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   786
        show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   787
          using xs
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   788
          by (auto simp: vector_derivative_at_within_ivl [OF mf'] vector_derivative_at_within_ivl [OF f'])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   789
      qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   790
  } note * = this
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   791
  have 01: "{0..1::real} = cbox 0 1"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   792
    by simp
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   793
  show ?thesis using assms
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   794
    apply (auto simp: has_contour_integral_def)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   795
    apply (drule has_integral_affinity01 [where m= "-1" and c=1])
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   796
    apply (auto simp: reversepath_def valid_path_def piecewise_C1_differentiable_on_def)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   797
    apply (drule has_integral_neg)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   798
    apply (rule_tac s = "(\<lambda>x. 1 - x) ` s" in has_integral_spike_finite)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   799
    apply (auto simp: *)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   800
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   801
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   802
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   803
lemma contour_integrable_reversepath:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   804
    "valid_path g \<Longrightarrow> f contour_integrable_on g \<Longrightarrow> f contour_integrable_on (reversepath g)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   805
  using has_contour_integral_reversepath contour_integrable_on_def by blast
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   806
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   807
lemma contour_integrable_reversepath_eq:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   808
    "valid_path g \<Longrightarrow> (f contour_integrable_on (reversepath g) \<longleftrightarrow> f contour_integrable_on g)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   809
  using contour_integrable_reversepath valid_path_reversepath by fastforce
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   810
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   811
lemma contour_integral_reversepath:
62463
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
   812
  assumes "valid_path g"
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
   813
    shows "contour_integral (reversepath g) f = - (contour_integral g f)"
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
   814
proof (cases "f contour_integrable_on g")
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
   815
  case True then show ?thesis
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
   816
    by (simp add: assms contour_integral_unique has_contour_integral_integral has_contour_integral_reversepath)
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
   817
next
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
   818
  case False then have "~ f contour_integrable_on (reversepath g)"
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
   819
    by (simp add: assms contour_integrable_reversepath_eq)
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
   820
  with False show ?thesis by (simp add: not_integrable_contour_integral)
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
   821
qed
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   822
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   823
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   824
subsection\<open>Joining two paths together\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   825
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   826
lemma valid_path_join:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   827
  assumes "valid_path g1" "valid_path g2" "pathfinish g1 = pathstart g2"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   828
    shows "valid_path(g1 +++ g2)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   829
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   830
  have "g1 1 = g2 0"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   831
    using assms by (auto simp: pathfinish_def pathstart_def)
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   832
  moreover have "(g1 o (\<lambda>x. 2*x)) piecewise_C1_differentiable_on {0..1/2}"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   833
    apply (rule piecewise_C1_differentiable_compose)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   834
    using assms
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   835
    apply (auto simp: valid_path_def piecewise_C1_differentiable_on_def continuous_on_joinpaths)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   836
    apply (rule continuous_intros | simp)+
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   837
    apply (force intro: finite_vimageI [where h = "op*2"] inj_onI)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   838
    done
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   839
  moreover have "(g2 o (\<lambda>x. 2*x-1)) piecewise_C1_differentiable_on {1/2..1}"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   840
    apply (rule piecewise_C1_differentiable_compose)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   841
    using assms unfolding valid_path_def piecewise_C1_differentiable_on_def
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   842
    by (auto intro!: continuous_intros finite_vimageI [where h = "(\<lambda>x. 2*x - 1)"] inj_onI
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   843
             simp: image_affinity_atLeastAtMost_diff continuous_on_joinpaths)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   844
  ultimately show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   845
    apply (simp only: valid_path_def continuous_on_joinpaths joinpaths_def)
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   846
    apply (rule piecewise_C1_differentiable_cases)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   847
    apply (auto simp: o_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   848
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   849
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   850
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   851
lemma valid_path_join_D1:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   852
  fixes g1 :: "real \<Rightarrow> 'a::real_normed_field"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   853
  shows "valid_path (g1 +++ g2) \<Longrightarrow> valid_path g1"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   854
  unfolding valid_path_def
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   855
  by (rule piecewise_C1_differentiable_D1)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   856
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   857
lemma valid_path_join_D2:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   858
  fixes g2 :: "real \<Rightarrow> 'a::real_normed_field"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   859
  shows "\<lbrakk>valid_path (g1 +++ g2); pathfinish g1 = pathstart g2\<rbrakk> \<Longrightarrow> valid_path g2"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   860
  unfolding valid_path_def
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   861
  by (rule piecewise_C1_differentiable_D2)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   862
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   863
lemma valid_path_join_eq [simp]:
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   864
  fixes g2 :: "real \<Rightarrow> 'a::real_normed_field"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   865
  shows "pathfinish g1 = pathstart g2 \<Longrightarrow> (valid_path(g1 +++ g2) \<longleftrightarrow> valid_path g1 \<and> valid_path g2)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   866
  using valid_path_join_D1 valid_path_join_D2 valid_path_join by blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   867
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   868
lemma has_contour_integral_join:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   869
  assumes "(f has_contour_integral i1) g1" "(f has_contour_integral i2) g2"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   870
          "valid_path g1" "valid_path g2"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   871
    shows "(f has_contour_integral (i1 + i2)) (g1 +++ g2)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   872
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   873
  obtain s1 s2
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   874
    where s1: "finite s1" "\<forall>x\<in>{0..1} - s1. g1 differentiable at x"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   875
      and s2: "finite s2" "\<forall>x\<in>{0..1} - s2. g2 differentiable at x"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   876
    using assms
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   877
    by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   878
  have 1: "((\<lambda>x. f (g1 x) * vector_derivative g1 (at x)) has_integral i1) {0..1}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   879
   and 2: "((\<lambda>x. f (g2 x) * vector_derivative g2 (at x)) has_integral i2) {0..1}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   880
    using assms
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   881
    by (auto simp: has_contour_integral)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   882
  have i1: "((\<lambda>x. (2*f (g1 (2*x))) * vector_derivative g1 (at (2*x))) has_integral i1) {0..1/2}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   883
   and i2: "((\<lambda>x. (2*f (g2 (2*x - 1))) * vector_derivative g2 (at (2*x - 1))) has_integral i2) {1/2..1}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   884
    using has_integral_affinity01 [OF 1, where m= 2 and c=0, THEN has_integral_cmul [where c=2]]
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   885
          has_integral_affinity01 [OF 2, where m= 2 and c="-1", THEN has_integral_cmul [where c=2]]
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   886
    by (simp_all only: image_affinity_atLeastAtMost_div_diff, simp_all add: scaleR_conv_of_real mult_ac)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   887
  have g1: "\<lbrakk>0 \<le> z; z*2 < 1; z*2 \<notin> s1\<rbrakk> \<Longrightarrow>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   888
            vector_derivative (\<lambda>x. if x*2 \<le> 1 then g1 (2*x) else g2 (2*x - 1)) (at z) =
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   889
            2 *\<^sub>R vector_derivative g1 (at (z*2))" for z
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
   890
    apply (rule vector_derivative_at [OF has_vector_derivative_transform_within [where f = "(\<lambda>x. g1(2*x))" and d = "\<bar>z - 1/2\<bar>"]])
62390
842917225d56 more canonical names
nipkow
parents: 62379
diff changeset
   891
    apply (simp_all add: dist_real_def abs_if split: if_split_asm)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   892
    apply (rule vector_diff_chain_at [of "\<lambda>x. 2*x" 2 _ g1, simplified o_def])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   893
    apply (simp add: has_vector_derivative_def has_derivative_def bounded_linear_mult_left)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   894
    using s1
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   895
    apply (auto simp: algebra_simps vector_derivative_works)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   896
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   897
  have g2: "\<lbrakk>1 < z*2; z \<le> 1; z*2 - 1 \<notin> s2\<rbrakk> \<Longrightarrow>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   898
            vector_derivative (\<lambda>x. if x*2 \<le> 1 then g1 (2*x) else g2 (2*x - 1)) (at z) =
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   899
            2 *\<^sub>R vector_derivative g2 (at (z*2 - 1))" for z
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
   900
    apply (rule vector_derivative_at [OF has_vector_derivative_transform_within [where f = "(\<lambda>x. g2 (2*x - 1))" and d = "\<bar>z - 1/2\<bar>"]])
62390
842917225d56 more canonical names
nipkow
parents: 62379
diff changeset
   901
    apply (simp_all add: dist_real_def abs_if split: if_split_asm)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   902
    apply (rule vector_diff_chain_at [of "\<lambda>x. 2*x - 1" 2 _ g2, simplified o_def])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   903
    apply (simp add: has_vector_derivative_def has_derivative_def bounded_linear_mult_left)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   904
    using s2
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   905
    apply (auto simp: algebra_simps vector_derivative_works)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   906
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   907
  have "((\<lambda>x. f ((g1 +++ g2) x) * vector_derivative (g1 +++ g2) (at x)) has_integral i1) {0..1/2}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   908
    apply (rule has_integral_spike_finite [OF _ _ i1, of "insert (1/2) (op*2 -` s1)"])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   909
    using s1
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   910
    apply (force intro: finite_vimageI [where h = "op*2"] inj_onI)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   911
    apply (clarsimp simp add: joinpaths_def scaleR_conv_of_real mult_ac g1)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   912
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   913
  moreover have "((\<lambda>x. f ((g1 +++ g2) x) * vector_derivative (g1 +++ g2) (at x)) has_integral i2) {1/2..1}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   914
    apply (rule has_integral_spike_finite [OF _ _ i2, of "insert (1/2) ((\<lambda>x. 2*x-1) -` s2)"])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   915
    using s2
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   916
    apply (force intro: finite_vimageI [where h = "\<lambda>x. 2*x-1"] inj_onI)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   917
    apply (clarsimp simp add: joinpaths_def scaleR_conv_of_real mult_ac g2)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   918
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   919
  ultimately
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   920
  show ?thesis
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   921
    apply (simp add: has_contour_integral)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   922
    apply (rule has_integral_combine [where c = "1/2"], auto)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   923
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   924
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   925
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   926
lemma contour_integrable_joinI:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   927
  assumes "f contour_integrable_on g1" "f contour_integrable_on g2"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   928
          "valid_path g1" "valid_path g2"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   929
    shows "f contour_integrable_on (g1 +++ g2)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   930
  using assms
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   931
  by (meson has_contour_integral_join contour_integrable_on_def)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   932
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   933
lemma contour_integrable_joinD1:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   934
  assumes "f contour_integrable_on (g1 +++ g2)" "valid_path g1"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   935
    shows "f contour_integrable_on g1"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   936
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   937
  obtain s1
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   938
    where s1: "finite s1" "\<forall>x\<in>{0..1} - s1. g1 differentiable at x"
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   939
    using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   940
  have "(\<lambda>x. f ((g1 +++ g2) (x/2)) * vector_derivative (g1 +++ g2) (at (x/2))) integrable_on {0..1}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   941
    using assms
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   942
    apply (auto simp: contour_integrable_on)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   943
    apply (drule integrable_on_subcbox [where a=0 and b="1/2"])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   944
    apply (auto intro: integrable_affinity [of _ 0 "1/2::real" "1/2" 0, simplified])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   945
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   946
  then have *: "(\<lambda>x. (f ((g1 +++ g2) (x/2))/2) * vector_derivative (g1 +++ g2) (at (x/2))) integrable_on {0..1}"
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   947
    by (auto dest: integrable_cmul [where c="1/2"] simp: scaleR_conv_of_real)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   948
  have g1: "\<lbrakk>0 < z; z < 1; z \<notin> s1\<rbrakk> \<Longrightarrow>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   949
            vector_derivative (\<lambda>x. if x*2 \<le> 1 then g1 (2*x) else g2 (2*x - 1)) (at (z/2)) =
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   950
            2 *\<^sub>R vector_derivative g1 (at z)"  for z
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
   951
    apply (rule vector_derivative_at [OF has_vector_derivative_transform_within [where f = "(\<lambda>x. g1(2*x))" and d = "\<bar>(z-1)/2\<bar>"]])
62390
842917225d56 more canonical names
nipkow
parents: 62379
diff changeset
   952
    apply (simp_all add: field_simps dist_real_def abs_if split: if_split_asm)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   953
    apply (rule vector_diff_chain_at [of "\<lambda>x. x*2" 2 _ g1, simplified o_def])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   954
    using s1
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   955
    apply (auto simp: vector_derivative_works has_vector_derivative_def has_derivative_def bounded_linear_mult_left)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   956
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   957
  show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   958
    using s1
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   959
    apply (auto simp: contour_integrable_on)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   960
    apply (rule integrable_spike_finite [of "{0,1} \<union> s1", OF _ _ *])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   961
    apply (auto simp: joinpaths_def scaleR_conv_of_real g1)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   962
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   963
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   964
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   965
lemma contour_integrable_joinD2:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   966
  assumes "f contour_integrable_on (g1 +++ g2)" "valid_path g2"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   967
    shows "f contour_integrable_on g2"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   968
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   969
  obtain s2
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   970
    where s2: "finite s2" "\<forall>x\<in>{0..1} - s2. g2 differentiable at x"
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
   971
    using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   972
  have "(\<lambda>x. f ((g1 +++ g2) (x/2 + 1/2)) * vector_derivative (g1 +++ g2) (at (x/2 + 1/2))) integrable_on {0..1}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   973
    using assms
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   974
    apply (auto simp: contour_integrable_on)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   975
    apply (drule integrable_on_subcbox [where a="1/2" and b=1], auto)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   976
    apply (drule integrable_affinity [of _ "1/2::real" 1 "1/2" "1/2", simplified])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   977
    apply (simp add: image_affinity_atLeastAtMost_diff)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   978
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   979
  then have *: "(\<lambda>x. (f ((g1 +++ g2) (x/2 + 1/2))/2) * vector_derivative (g1 +++ g2) (at (x/2 + 1/2)))
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   980
                integrable_on {0..1}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   981
    by (auto dest: integrable_cmul [where c="1/2"] simp: scaleR_conv_of_real)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   982
  have g2: "\<lbrakk>0 < z; z < 1; z \<notin> s2\<rbrakk> \<Longrightarrow>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   983
            vector_derivative (\<lambda>x. if x*2 \<le> 1 then g1 (2*x) else g2 (2*x - 1)) (at (z/2+1/2)) =
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   984
            2 *\<^sub>R vector_derivative g2 (at z)" for z
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
   985
    apply (rule vector_derivative_at [OF has_vector_derivative_transform_within [where f = "(\<lambda>x. g2(2*x-1))" and d = "\<bar>z/2\<bar>"]])
62390
842917225d56 more canonical names
nipkow
parents: 62379
diff changeset
   986
    apply (simp_all add: field_simps dist_real_def abs_if split: if_split_asm)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   987
    apply (rule vector_diff_chain_at [of "\<lambda>x. x*2-1" 2 _ g2, simplified o_def])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   988
    using s2
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   989
    apply (auto simp: has_vector_derivative_def has_derivative_def bounded_linear_mult_left
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   990
                      vector_derivative_works add_divide_distrib)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   991
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   992
  show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   993
    using s2
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
   994
    apply (auto simp: contour_integrable_on)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   995
    apply (rule integrable_spike_finite [of "{0,1} \<union> s2", OF _ _ *])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   996
    apply (auto simp: joinpaths_def scaleR_conv_of_real g2)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   997
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   998
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
   999
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1000
lemma contour_integrable_join [simp]:
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1001
  shows
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1002
    "\<lbrakk>valid_path g1; valid_path g2\<rbrakk>
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1003
     \<Longrightarrow> f contour_integrable_on (g1 +++ g2) \<longleftrightarrow> f contour_integrable_on g1 \<and> f contour_integrable_on g2"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1004
using contour_integrable_joinD1 contour_integrable_joinD2 contour_integrable_joinI by blast
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1005
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1006
lemma contour_integral_join [simp]:
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1007
  shows
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1008
    "\<lbrakk>f contour_integrable_on g1; f contour_integrable_on g2; valid_path g1; valid_path g2\<rbrakk>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1009
        \<Longrightarrow> contour_integral (g1 +++ g2) f = contour_integral g1 f + contour_integral g2 f"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1010
  by (simp add: has_contour_integral_integral has_contour_integral_join contour_integral_unique)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1011
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1012
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1013
subsection\<open>Shifting the starting point of a (closed) path\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1014
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1015
lemma shiftpath_alt_def: "shiftpath a f = (\<lambda>x. if x \<le> 1-a then f (a + x) else f (a + x - 1))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1016
  by (auto simp: shiftpath_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1017
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1018
lemma valid_path_shiftpath [intro]:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1019
  assumes "valid_path g" "pathfinish g = pathstart g" "a \<in> {0..1}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1020
    shows "valid_path(shiftpath a g)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1021
  using assms
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1022
  apply (auto simp: valid_path_def shiftpath_alt_def)
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1023
  apply (rule piecewise_C1_differentiable_cases)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1024
  apply (auto simp: algebra_simps)
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1025
  apply (rule piecewise_C1_differentiable_affine [of g 1 a, simplified o_def scaleR_one])
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1026
  apply (auto simp: pathfinish_def pathstart_def elim: piecewise_C1_differentiable_on_subset)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1027
  apply (rule piecewise_C1_differentiable_affine [of g 1 "a-1", simplified o_def scaleR_one algebra_simps])
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1028
  apply (auto simp: pathfinish_def pathstart_def elim: piecewise_C1_differentiable_on_subset)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1029
  done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1030
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1031
lemma has_contour_integral_shiftpath:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1032
  assumes f: "(f has_contour_integral i) g" "valid_path g"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1033
      and a: "a \<in> {0..1}"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1034
    shows "(f has_contour_integral i) (shiftpath a g)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1035
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1036
  obtain s
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1037
    where s: "finite s" and g: "\<forall>x\<in>{0..1} - s. g differentiable at x"
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1038
    using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1039
  have *: "((\<lambda>x. f (g x) * vector_derivative g (at x)) has_integral i) {0..1}"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1040
    using assms by (auto simp: has_contour_integral)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1041
  then have i: "i = integral {a..1} (\<lambda>x. f (g x) * vector_derivative g (at x)) +
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1042
                    integral {0..a} (\<lambda>x. f (g x) * vector_derivative g (at x))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1043
    apply (rule has_integral_unique)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1044
    apply (subst add.commute)
63594
bd218a9320b5 HOL-Multivariate_Analysis: rename theories for more descriptive names
hoelzl
parents: 63589
diff changeset
  1045
    apply (subst integral_combine)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1046
    using assms * integral_unique by auto
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1047
  { fix x
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1048
    have "0 \<le> x \<Longrightarrow> x + a < 1 \<Longrightarrow> x \<notin> (\<lambda>x. x - a) ` s \<Longrightarrow>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1049
         vector_derivative (shiftpath a g) (at x) = vector_derivative g (at (x + a))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1050
      unfolding shiftpath_def
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  1051
      apply (rule vector_derivative_at [OF has_vector_derivative_transform_within [where f = "(\<lambda>x. g(a+x))" and d = "dist(1-a) x"]])
62390
842917225d56 more canonical names
nipkow
parents: 62379
diff changeset
  1052
        apply (auto simp: field_simps dist_real_def abs_if split: if_split_asm)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1053
      apply (rule vector_diff_chain_at [of "\<lambda>x. x+a" 1 _ g, simplified o_def scaleR_one])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1054
       apply (intro derivative_eq_intros | simp)+
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1055
      using g
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1056
       apply (drule_tac x="x+a" in bspec)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1057
      using a apply (auto simp: has_vector_derivative_def vector_derivative_works image_def add.commute)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1058
      done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1059
  } note vd1 = this
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1060
  { fix x
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1061
    have "1 < x + a \<Longrightarrow> x \<le> 1 \<Longrightarrow> x \<notin> (\<lambda>x. x - a + 1) ` s \<Longrightarrow>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1062
          vector_derivative (shiftpath a g) (at x) = vector_derivative g (at (x + a - 1))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1063
      unfolding shiftpath_def
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  1064
      apply (rule vector_derivative_at [OF has_vector_derivative_transform_within [where f = "(\<lambda>x. g(a+x-1))" and d = "dist (1-a) x"]])
62390
842917225d56 more canonical names
nipkow
parents: 62379
diff changeset
  1065
        apply (auto simp: field_simps dist_real_def abs_if split: if_split_asm)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1066
      apply (rule vector_diff_chain_at [of "\<lambda>x. x+a-1" 1 _ g, simplified o_def scaleR_one])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1067
       apply (intro derivative_eq_intros | simp)+
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1068
      using g
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1069
      apply (drule_tac x="x+a-1" in bspec)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1070
      using a apply (auto simp: has_vector_derivative_def vector_derivative_works image_def add.commute)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1071
      done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1072
  } note vd2 = this
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1073
  have va1: "(\<lambda>x. f (g x) * vector_derivative g (at x)) integrable_on ({a..1})"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1074
    using * a   by (fastforce intro: integrable_subinterval_real)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1075
  have v0a: "(\<lambda>x. f (g x) * vector_derivative g (at x)) integrable_on ({0..a})"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1076
    apply (rule integrable_subinterval_real)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1077
    using * a by auto
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1078
  have "((\<lambda>x. f (shiftpath a g x) * vector_derivative (shiftpath a g) (at x))
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1079
        has_integral  integral {a..1} (\<lambda>x. f (g x) * vector_derivative g (at x)))  {0..1 - a}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1080
    apply (rule has_integral_spike_finite
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1081
             [where s = "{1-a} \<union> (\<lambda>x. x-a) ` s" and f = "\<lambda>x. f(g(a+x)) * vector_derivative g (at(a+x))"])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1082
      using s apply blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1083
     using a apply (auto simp: algebra_simps vd1)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1084
     apply (force simp: shiftpath_def add.commute)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1085
    using has_integral_affinity [where m=1 and c=a, simplified, OF integrable_integral [OF va1]]
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1086
    apply (simp add: image_affinity_atLeastAtMost_diff [where m=1 and c=a, simplified] add.commute)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1087
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1088
  moreover
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1089
  have "((\<lambda>x. f (shiftpath a g x) * vector_derivative (shiftpath a g) (at x))
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1090
        has_integral  integral {0..a} (\<lambda>x. f (g x) * vector_derivative g (at x)))  {1 - a..1}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1091
    apply (rule has_integral_spike_finite
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1092
             [where s = "{1-a} \<union> (\<lambda>x. x-a+1) ` s" and f = "\<lambda>x. f(g(a+x-1)) * vector_derivative g (at(a+x-1))"])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1093
      using s apply blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1094
     using a apply (auto simp: algebra_simps vd2)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1095
     apply (force simp: shiftpath_def add.commute)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1096
    using has_integral_affinity [where m=1 and c="a-1", simplified, OF integrable_integral [OF v0a]]
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1097
    apply (simp add: image_affinity_atLeastAtMost [where m=1 and c="1-a", simplified])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1098
    apply (simp add: algebra_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1099
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1100
  ultimately show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1101
    using a
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1102
    by (auto simp: i has_contour_integral intro: has_integral_combine [where c = "1-a"])
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1103
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1104
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1105
lemma has_contour_integral_shiftpath_D:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1106
  assumes "(f has_contour_integral i) (shiftpath a g)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1107
          "valid_path g" "pathfinish g = pathstart g" "a \<in> {0..1}"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1108
    shows "(f has_contour_integral i) g"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1109
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1110
  obtain s
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1111
    where s: "finite s" and g: "\<forall>x\<in>{0..1} - s. g differentiable at x"
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1112
    using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1113
  { fix x
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1114
    assume x: "0 < x" "x < 1" "x \<notin> s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1115
    then have gx: "g differentiable at x"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1116
      using g by auto
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1117
    have "vector_derivative g (at x within {0..1}) =
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1118
          vector_derivative (shiftpath (1 - a) (shiftpath a g)) (at x within {0..1})"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1119
      apply (rule vector_derivative_at_within_ivl
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1120
                  [OF has_vector_derivative_transform_within_open
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  1121
                      [where f = "(shiftpath (1 - a) (shiftpath a g))" and s = "{0<..<1}-s"]])
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1122
      using s g assms x
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1123
      apply (auto simp: finite_imp_closed open_Diff shiftpath_shiftpath
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1124
                        vector_derivative_within_interior vector_derivative_works [symmetric])
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  1125
      apply (rule differentiable_transform_within [OF gx, of "min x (1-x)"])
62390
842917225d56 more canonical names
nipkow
parents: 62379
diff changeset
  1126
      apply (auto simp: dist_real_def shiftpath_shiftpath abs_if split: if_split_asm)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1127
      done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1128
  } note vd = this
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1129
  have fi: "(f has_contour_integral i) (shiftpath (1 - a) (shiftpath a g))"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1130
    using assms  by (auto intro!: has_contour_integral_shiftpath)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1131
  show ?thesis
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1132
    apply (simp add: has_contour_integral_def)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1133
    apply (rule has_integral_spike_finite [of "{0,1} \<union> s", OF _ _  fi [unfolded has_contour_integral_def]])
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1134
    using s assms vd
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1135
    apply (auto simp: Path_Connected.shiftpath_shiftpath)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1136
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1137
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1138
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1139
lemma has_contour_integral_shiftpath_eq:
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1140
  assumes "valid_path g" "pathfinish g = pathstart g" "a \<in> {0..1}"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1141
    shows "(f has_contour_integral i) (shiftpath a g) \<longleftrightarrow> (f has_contour_integral i) g"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1142
  using assms has_contour_integral_shiftpath has_contour_integral_shiftpath_D by blast
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1143
62463
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
  1144
lemma contour_integrable_on_shiftpath_eq:
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
  1145
  assumes "valid_path g" "pathfinish g = pathstart g" "a \<in> {0..1}"
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
  1146
    shows "f contour_integrable_on (shiftpath a g) \<longleftrightarrow> f contour_integrable_on g"
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
  1147
using assms contour_integrable_on_def has_contour_integral_shiftpath_eq by auto
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
  1148
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1149
lemma contour_integral_shiftpath:
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1150
  assumes "valid_path g" "pathfinish g = pathstart g" "a \<in> {0..1}"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1151
    shows "contour_integral (shiftpath a g) f = contour_integral g f"
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  1152
   using assms
62463
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
  1153
   by (simp add: contour_integral_def contour_integrable_on_def has_contour_integral_shiftpath_eq)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1154
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1155
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1156
subsection\<open>More about straight-line paths\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1157
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1158
lemma has_vector_derivative_linepath_within:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1159
    "(linepath a b has_vector_derivative (b - a)) (at x within s)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1160
apply (simp add: linepath_def has_vector_derivative_def algebra_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1161
apply (rule derivative_eq_intros | simp)+
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1162
done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1163
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1164
lemma vector_derivative_linepath_within:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1165
    "x \<in> {0..1} \<Longrightarrow> vector_derivative (linepath a b) (at x within {0..1}) = b - a"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1166
  apply (rule vector_derivative_within_closed_interval [of 0 "1::real", simplified])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1167
  apply (auto simp: has_vector_derivative_linepath_within)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1168
  done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1169
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1170
lemma vector_derivative_linepath_at [simp]: "vector_derivative (linepath a b) (at x) = b - a"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1171
  by (simp add: has_vector_derivative_linepath_within vector_derivative_at)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1172
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1173
lemma valid_path_linepath [iff]: "valid_path (linepath a b)"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1174
  apply (simp add: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq continuous_on_linepath)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1175
  apply (rule_tac x="{}" in exI)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1176
  apply (simp add: differentiable_on_def differentiable_def)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1177
  using has_vector_derivative_def has_vector_derivative_linepath_within
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1178
  apply (fastforce simp add: continuous_on_eq_continuous_within)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1179
  done
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1180
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1181
lemma has_contour_integral_linepath:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1182
  shows "(f has_contour_integral i) (linepath a b) \<longleftrightarrow>
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1183
         ((\<lambda>x. f(linepath a b x) * (b - a)) has_integral i) {0..1}"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1184
  by (simp add: has_contour_integral vector_derivative_linepath_at)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1185
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1186
lemma linepath_in_path:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1187
  shows "x \<in> {0..1} \<Longrightarrow> linepath a b x \<in> closed_segment a b"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1188
  by (auto simp: segment linepath_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1189
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1190
lemma linepath_image_01: "linepath a b ` {0..1} = closed_segment a b"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1191
  by (auto simp: segment linepath_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1192
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1193
lemma linepath_in_convex_hull:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1194
    fixes x::real
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1195
    assumes a: "a \<in> convex hull s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1196
        and b: "b \<in> convex hull s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1197
        and x: "0\<le>x" "x\<le>1"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1198
       shows "linepath a b x \<in> convex hull s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1199
  apply (rule closed_segment_subset_convex_hull [OF a b, THEN subsetD])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1200
  using x
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1201
  apply (auto simp: linepath_image_01 [symmetric])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1202
  done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1203
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1204
lemma Re_linepath: "Re(linepath (of_real a) (of_real b) x) = (1 - x)*a + x*b"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1205
  by (simp add: linepath_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1206
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1207
lemma Im_linepath: "Im(linepath (of_real a) (of_real b) x) = 0"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1208
  by (simp add: linepath_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1209
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1210
lemma has_contour_integral_trivial [iff]: "(f has_contour_integral 0) (linepath a a)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1211
  by (simp add: has_contour_integral_linepath)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1212
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1213
lemma contour_integral_trivial [simp]: "contour_integral (linepath a a) f = 0"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1214
  using has_contour_integral_trivial contour_integral_unique by blast
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1215
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1216
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1217
subsection\<open>Relation to subpath construction\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1218
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1219
lemma valid_path_subpath:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1220
  fixes g :: "real \<Rightarrow> 'a :: real_normed_vector"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1221
  assumes "valid_path g" "u \<in> {0..1}" "v \<in> {0..1}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1222
    shows "valid_path(subpath u v g)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1223
proof (cases "v=u")
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1224
  case True
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1225
  then show ?thesis
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1226
    unfolding valid_path_def subpath_def
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1227
    by (force intro: C1_differentiable_on_const C1_differentiable_imp_piecewise)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1228
next
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1229
  case False
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1230
  have "(g o (\<lambda>x. ((v-u) * x + u))) piecewise_C1_differentiable_on {0..1}"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1231
    apply (rule piecewise_C1_differentiable_compose)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1232
    apply (simp add: C1_differentiable_imp_piecewise)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1233
     apply (simp add: image_affinity_atLeastAtMost)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1234
    using assms False
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1235
    apply (auto simp: algebra_simps valid_path_def piecewise_C1_differentiable_on_subset)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1236
    apply (subst Int_commute)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1237
    apply (auto simp: inj_on_def algebra_simps crossproduct_eq finite_vimage_IntI)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1238
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1239
  then show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1240
    by (auto simp: o_def valid_path_def subpath_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1241
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1242
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1243
lemma has_contour_integral_subpath_refl [iff]: "(f has_contour_integral 0) (subpath u u g)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1244
  by (simp add: has_contour_integral subpath_def)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1245
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1246
lemma contour_integrable_subpath_refl [iff]: "f contour_integrable_on (subpath u u g)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1247
  using has_contour_integral_subpath_refl contour_integrable_on_def by blast
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1248
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1249
lemma contour_integral_subpath_refl [simp]: "contour_integral (subpath u u g) f = 0"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1250
  by (simp add: has_contour_integral_subpath_refl contour_integral_unique)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1251
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1252
lemma has_contour_integral_subpath:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1253
  assumes f: "f contour_integrable_on g" and g: "valid_path g"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1254
      and uv: "u \<in> {0..1}" "v \<in> {0..1}" "u \<le> v"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1255
    shows "(f has_contour_integral  integral {u..v} (\<lambda>x. f(g x) * vector_derivative g (at x)))
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1256
           (subpath u v g)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1257
proof (cases "v=u")
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1258
  case True
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1259
  then show ?thesis
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1260
    using f   by (simp add: contour_integrable_on_def subpath_def has_contour_integral)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1261
next
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1262
  case False
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1263
  obtain s where s: "\<And>x. x \<in> {0..1} - s \<Longrightarrow> g differentiable at x" and fs: "finite s"
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1264
    using g unfolding piecewise_C1_differentiable_on_def C1_differentiable_on_eq valid_path_def by blast
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1265
  have *: "((\<lambda>x. f (g ((v - u) * x + u)) * vector_derivative g (at ((v - u) * x + u)))
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1266
            has_integral (1 / (v - u)) * integral {u..v} (\<lambda>t. f (g t) * vector_derivative g (at t)))
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1267
           {0..1}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1268
    using f uv
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1269
    apply (simp add: contour_integrable_on subpath_def has_contour_integral)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1270
    apply (drule integrable_on_subcbox [where a=u and b=v, simplified])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1271
    apply (simp_all add: has_integral_integral)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1272
    apply (drule has_integral_affinity [where m="v-u" and c=u, simplified])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1273
    apply (simp_all add: False image_affinity_atLeastAtMost_div_diff scaleR_conv_of_real)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1274
    apply (simp add: divide_simps False)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1275
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1276
  { fix x
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1277
    have "x \<in> {0..1} \<Longrightarrow>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1278
           x \<notin> (\<lambda>t. (v-u) *\<^sub>R t + u) -` s \<Longrightarrow>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1279
           vector_derivative (\<lambda>x. g ((v-u) * x + u)) (at x) = (v-u) *\<^sub>R vector_derivative g (at ((v-u) * x + u))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1280
      apply (rule vector_derivative_at [OF vector_diff_chain_at [simplified o_def]])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1281
      apply (intro derivative_eq_intros | simp)+
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1282
      apply (cut_tac s [of "(v - u) * x + u"])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1283
      using uv mult_left_le [of x "v-u"]
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1284
      apply (auto simp:  vector_derivative_works)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1285
      done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1286
  } note vd = this
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1287
  show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1288
    apply (cut_tac has_integral_cmul [OF *, where c = "v-u"])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1289
    using fs assms
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1290
    apply (simp add: False subpath_def has_contour_integral)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1291
    apply (rule_tac s = "(\<lambda>t. ((v-u) *\<^sub>R t + u)) -` s" in has_integral_spike_finite)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1292
    apply (auto simp: inj_on_def False finite_vimageI vd scaleR_conv_of_real)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1293
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1294
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1295
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1296
lemma contour_integrable_subpath:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1297
  assumes "f contour_integrable_on g" "valid_path g" "u \<in> {0..1}" "v \<in> {0..1}"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1298
    shows "f contour_integrable_on (subpath u v g)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1299
  apply (cases u v rule: linorder_class.le_cases)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1300
   apply (metis contour_integrable_on_def has_contour_integral_subpath [OF assms])
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1301
  apply (subst reversepath_subpath [symmetric])
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1302
  apply (rule contour_integrable_reversepath)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1303
   using assms apply (blast intro: valid_path_subpath)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1304
  apply (simp add: contour_integrable_on_def)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1305
  using assms apply (blast intro: has_contour_integral_subpath)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1306
  done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1307
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1308
lemma has_integral_integrable_integral: "(f has_integral i) s \<longleftrightarrow> f integrable_on s \<and> integral s f = i"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1309
  by blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1310
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1311
lemma has_integral_contour_integral_subpath:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1312
  assumes "f contour_integrable_on g" "valid_path g" "u \<in> {0..1}" "v \<in> {0..1}" "u \<le> v"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1313
    shows "(((\<lambda>x. f(g x) * vector_derivative g (at x)))
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1314
            has_integral  contour_integral (subpath u v g) f) {u..v}"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1315
  using assms
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1316
  apply (auto simp: has_integral_integrable_integral)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1317
  apply (rule integrable_on_subcbox [where a=u and b=v and s = "{0..1}", simplified])
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1318
  apply (auto simp: contour_integral_unique [OF has_contour_integral_subpath] contour_integrable_on)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1319
  done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1320
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1321
lemma contour_integral_subcontour_integral:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1322
  assumes "f contour_integrable_on g" "valid_path g" "u \<in> {0..1}" "v \<in> {0..1}" "u \<le> v"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1323
    shows "contour_integral (subpath u v g) f =
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1324
           integral {u..v} (\<lambda>x. f(g x) * vector_derivative g (at x))"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1325
  using assms has_contour_integral_subpath contour_integral_unique by blast
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1326
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1327
lemma contour_integral_subpath_combine_less:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1328
  assumes "f contour_integrable_on g" "valid_path g" "u \<in> {0..1}" "v \<in> {0..1}" "w \<in> {0..1}"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1329
          "u<v" "v<w"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1330
    shows "contour_integral (subpath u v g) f + contour_integral (subpath v w g) f =
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1331
           contour_integral (subpath u w g) f"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1332
  using assms apply (auto simp: contour_integral_subcontour_integral)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1333
  apply (rule integral_combine, auto)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1334
  apply (rule integrable_on_subcbox [where a=u and b=w and s = "{0..1}", simplified])
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1335
  apply (auto simp: contour_integrable_on)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1336
  done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1337
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1338
lemma contour_integral_subpath_combine:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1339
  assumes "f contour_integrable_on g" "valid_path g" "u \<in> {0..1}" "v \<in> {0..1}" "w \<in> {0..1}"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1340
    shows "contour_integral (subpath u v g) f + contour_integral (subpath v w g) f =
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1341
           contour_integral (subpath u w g) f"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1342
proof (cases "u\<noteq>v \<and> v\<noteq>w \<and> u\<noteq>w")
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1343
  case True
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1344
    have *: "subpath v u g = reversepath(subpath u v g) \<and>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1345
             subpath w u g = reversepath(subpath u w g) \<and>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1346
             subpath w v g = reversepath(subpath v w g)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1347
      by (auto simp: reversepath_subpath)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1348
    have "u < v \<and> v < w \<or>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1349
          u < w \<and> w < v \<or>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1350
          v < u \<and> u < w \<or>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1351
          v < w \<and> w < u \<or>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1352
          w < u \<and> u < v \<or>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1353
          w < v \<and> v < u"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1354
      using True assms by linarith
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1355
    with assms show ?thesis
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1356
      using contour_integral_subpath_combine_less [of f g u v w]
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1357
            contour_integral_subpath_combine_less [of f g u w v]
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1358
            contour_integral_subpath_combine_less [of f g v u w]
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1359
            contour_integral_subpath_combine_less [of f g v w u]
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1360
            contour_integral_subpath_combine_less [of f g w u v]
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1361
            contour_integral_subpath_combine_less [of f g w v u]
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1362
      apply simp
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1363
      apply (elim disjE)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1364
      apply (auto simp: * contour_integral_reversepath contour_integrable_subpath
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1365
                   valid_path_reversepath valid_path_subpath algebra_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1366
      done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1367
next
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1368
  case False
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1369
  then show ?thesis
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1370
    apply (auto simp: contour_integral_subpath_refl)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1371
    using assms
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1372
    by (metis eq_neg_iff_add_eq_0 contour_integrable_subpath contour_integral_reversepath reversepath_subpath valid_path_subpath)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1373
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1374
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1375
lemma contour_integral_integral:
62463
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
  1376
     "contour_integral g f = integral {0..1} (\<lambda>x. f (g x) * vector_derivative g (at x))"
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
  1377
  by (simp add: contour_integral_def integral_def has_contour_integral contour_integrable_on)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1378
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1379
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1380
text\<open>Cauchy's theorem where there's a primitive\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1381
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1382
lemma contour_integral_primitive_lemma:
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1383
  fixes f :: "complex \<Rightarrow> complex" and g :: "real \<Rightarrow> complex"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1384
  assumes "a \<le> b"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1385
      and "\<And>x. x \<in> s \<Longrightarrow> (f has_field_derivative f' x) (at x within s)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1386
      and "g piecewise_differentiable_on {a..b}"  "\<And>x. x \<in> {a..b} \<Longrightarrow> g x \<in> s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1387
    shows "((\<lambda>x. f'(g x) * vector_derivative g (at x within {a..b}))
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1388
             has_integral (f(g b) - f(g a))) {a..b}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1389
proof -
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1390
  obtain k where k: "finite k" "\<forall>x\<in>{a..b} - k. g differentiable (at x within {a..b})" and cg: "continuous_on {a..b} g"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1391
    using assms by (auto simp: piecewise_differentiable_on_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1392
  have cfg: "continuous_on {a..b} (\<lambda>x. f (g x))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1393
    apply (rule continuous_on_compose [OF cg, unfolded o_def])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1394
    using assms
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  1395
    apply (metis field_differentiable_def field_differentiable_imp_continuous_at continuous_on_eq_continuous_within continuous_on_subset image_subset_iff)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1396
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1397
  { fix x::real
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1398
    assume a: "a < x" and b: "x < b" and xk: "x \<notin> k"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1399
    then have "g differentiable at x within {a..b}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1400
      using k by (simp add: differentiable_at_withinI)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1401
    then have "(g has_vector_derivative vector_derivative g (at x within {a..b})) (at x within {a..b})"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1402
      by (simp add: vector_derivative_works has_field_derivative_def scaleR_conv_of_real)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1403
    then have gdiff: "(g has_derivative (\<lambda>u. u * vector_derivative g (at x within {a..b}))) (at x within {a..b})"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1404
      by (simp add: has_vector_derivative_def scaleR_conv_of_real)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1405
    have "(f has_field_derivative (f' (g x))) (at (g x) within g ` {a..b})"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1406
      using assms by (metis a atLeastAtMost_iff b DERIV_subset image_subset_iff less_eq_real_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1407
    then have fdiff: "(f has_derivative op * (f' (g x))) (at (g x) within g ` {a..b})"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1408
      by (simp add: has_field_derivative_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1409
    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})"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1410
      using diff_chain_within [OF gdiff fdiff]
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1411
      by (simp add: has_vector_derivative_def scaleR_conv_of_real o_def mult_ac)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1412
  } note * = this
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1413
  show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1414
    apply (rule fundamental_theorem_of_calculus_interior_strong)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1415
    using k assms cfg *
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1416
    apply (auto simp: at_within_closed_interval)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1417
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1418
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1419
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1420
lemma contour_integral_primitive:
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1421
  assumes "\<And>x. x \<in> s \<Longrightarrow> (f has_field_derivative f' x) (at x within s)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1422
      and "valid_path g" "path_image g \<subseteq> s"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1423
    shows "(f' has_contour_integral (f(pathfinish g) - f(pathstart g))) g"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1424
  using assms
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1425
  apply (simp add: valid_path_def path_image_def pathfinish_def pathstart_def has_contour_integral_def)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1426
  apply (auto intro!: piecewise_C1_imp_differentiable contour_integral_primitive_lemma [of 0 1 s])
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1427
  done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1428
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1429
corollary Cauchy_theorem_primitive:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1430
  assumes "\<And>x. x \<in> s \<Longrightarrow> (f has_field_derivative f' x) (at x within s)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1431
      and "valid_path g"  "path_image g \<subseteq> s" "pathfinish g = pathstart g"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1432
    shows "(f' has_contour_integral 0) g"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1433
  using assms
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1434
  by (metis diff_self contour_integral_primitive)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1435
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1436
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1437
text\<open>Existence of path integral for continuous function\<close>
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1438
lemma contour_integrable_continuous_linepath:
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1439
  assumes "continuous_on (closed_segment a b) f"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1440
  shows "f contour_integrable_on (linepath a b)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1441
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1442
  have "continuous_on {0..1} ((\<lambda>x. f x * (b - a)) o linepath a b)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1443
    apply (rule continuous_on_compose [OF continuous_on_linepath], simp add: linepath_image_01)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1444
    apply (rule continuous_intros | simp add: assms)+
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1445
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1446
  then show ?thesis
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1447
    apply (simp add: contour_integrable_on_def has_contour_integral_def integrable_on_def [symmetric])
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1448
    apply (rule integrable_continuous [of 0 "1::real", simplified])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1449
    apply (rule continuous_on_eq [where f = "\<lambda>x. f(linepath a b x)*(b - a)"])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1450
    apply (auto simp: vector_derivative_linepath_within)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1451
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1452
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1453
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1454
lemma has_field_der_id: "((\<lambda>x. x\<^sup>2 / 2) has_field_derivative x) (at x)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1455
  by (rule has_derivative_imp_has_field_derivative)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1456
     (rule derivative_intros | simp)+
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1457
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1458
lemma contour_integral_id [simp]: "contour_integral (linepath a b) (\<lambda>y. y) = (b^2 - a^2)/2"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1459
  apply (rule contour_integral_unique)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1460
  using contour_integral_primitive [of UNIV "\<lambda>x. x^2/2" "\<lambda>x. x" "linepath a b"]
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1461
  apply (auto simp: field_simps has_field_der_id)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1462
  done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1463
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1464
lemma contour_integrable_on_const [iff]: "(\<lambda>x. c) contour_integrable_on (linepath a b)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1465
  by (simp add: continuous_on_const contour_integrable_continuous_linepath)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1466
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1467
lemma contour_integrable_on_id [iff]: "(\<lambda>x. x) contour_integrable_on (linepath a b)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1468
  by (simp add: continuous_on_id contour_integrable_continuous_linepath)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1469
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1470
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1471
subsection\<open>Arithmetical combining theorems\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1472
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1473
lemma has_contour_integral_neg:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1474
    "(f has_contour_integral i) g \<Longrightarrow> ((\<lambda>x. -(f x)) has_contour_integral (-i)) g"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1475
  by (simp add: has_integral_neg has_contour_integral_def)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1476
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1477
lemma has_contour_integral_add:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1478
    "\<lbrakk>(f1 has_contour_integral i1) g; (f2 has_contour_integral i2) g\<rbrakk>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1479
     \<Longrightarrow> ((\<lambda>x. f1 x + f2 x) has_contour_integral (i1 + i2)) g"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1480
  by (simp add: has_integral_add has_contour_integral_def algebra_simps)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1481
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1482
lemma has_contour_integral_diff:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1483
  "\<lbrakk>(f1 has_contour_integral i1) g; (f2 has_contour_integral i2) g\<rbrakk>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1484
         \<Longrightarrow> ((\<lambda>x. f1 x - f2 x) has_contour_integral (i1 - i2)) g"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1485
  by (simp add: has_integral_sub has_contour_integral_def algebra_simps)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1486
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1487
lemma has_contour_integral_lmul:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1488
  "(f has_contour_integral i) g \<Longrightarrow> ((\<lambda>x. c * (f x)) has_contour_integral (c*i)) g"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1489
apply (simp add: has_contour_integral_def)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1490
apply (drule has_integral_mult_right)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1491
apply (simp add: algebra_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1492
done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1493
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1494
lemma has_contour_integral_rmul:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1495
  "(f has_contour_integral i) g \<Longrightarrow> ((\<lambda>x. (f x) * c) has_contour_integral (i*c)) g"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1496
apply (drule has_contour_integral_lmul)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1497
apply (simp add: mult.commute)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1498
done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1499
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1500
lemma has_contour_integral_div:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1501
  "(f has_contour_integral i) g \<Longrightarrow> ((\<lambda>x. f x/c) has_contour_integral (i/c)) g"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1502
  by (simp add: field_class.field_divide_inverse) (metis has_contour_integral_rmul)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1503
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1504
lemma has_contour_integral_eq:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1505
    "\<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"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1506
apply (simp add: path_image_def has_contour_integral_def)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1507
by (metis (no_types, lifting) image_eqI has_integral_eq)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1508
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1509
lemma has_contour_integral_bound_linepath:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1510
  assumes "(f has_contour_integral i) (linepath a b)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1511
          "0 \<le> B" "\<And>x. x \<in> closed_segment a b \<Longrightarrow> norm(f x) \<le> B"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1512
    shows "norm i \<le> B * norm(b - a)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1513
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1514
  { fix x::real
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1515
    assume x: "0 \<le> x" "x \<le> 1"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1516
  have "norm (f (linepath a b x)) *
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1517
        norm (vector_derivative (linepath a b) (at x within {0..1})) \<le> B * norm (b - a)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1518
    by (auto intro: mult_mono simp: assms linepath_in_path of_real_linepath vector_derivative_linepath_within x)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1519
  } note * = this
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1520
  have "norm i \<le> (B * norm (b - a)) * content (cbox 0 (1::real))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1521
    apply (rule has_integral_bound
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1522
       [of _ "\<lambda>x. f (linepath a b x) * vector_derivative (linepath a b) (at x within {0..1})"])
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1523
    using assms * unfolding has_contour_integral_def
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1524
    apply (auto simp: norm_mult)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1525
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1526
  then show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1527
    by (auto simp: content_real)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1528
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1529
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1530
(*UNUSED
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1531
lemma has_contour_integral_bound_linepath_strong:
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1532
  fixes a :: real and f :: "complex \<Rightarrow> real"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1533
  assumes "(f has_contour_integral i) (linepath a b)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1534
          "finite k"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1535
          "0 \<le> B" "\<And>x::real. x \<in> closed_segment a b - k \<Longrightarrow> norm(f x) \<le> B"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1536
    shows "norm i \<le> B*norm(b - a)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1537
*)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1538
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1539
lemma has_contour_integral_const_linepath: "((\<lambda>x. c) has_contour_integral c*(b - a))(linepath a b)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1540
  unfolding has_contour_integral_linepath
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1541
  by (metis content_real diff_0_right has_integral_const_real lambda_one of_real_1 scaleR_conv_of_real zero_le_one)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1542
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1543
lemma has_contour_integral_0: "((\<lambda>x. 0) has_contour_integral 0) g"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1544
  by (simp add: has_contour_integral_def)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1545
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1546
lemma has_contour_integral_is_0:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1547
    "(\<And>z. z \<in> path_image g \<Longrightarrow> f z = 0) \<Longrightarrow> (f has_contour_integral 0) g"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1548
  by (rule has_contour_integral_eq [OF has_contour_integral_0]) auto
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1549
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1550
lemma has_contour_integral_setsum:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1551
    "\<lbrakk>finite s; \<And>a. a \<in> s \<Longrightarrow> (f a has_contour_integral i a) p\<rbrakk>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1552
     \<Longrightarrow> ((\<lambda>x. setsum (\<lambda>a. f a x) s) has_contour_integral setsum i s) p"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1553
  by (induction s rule: finite_induct) (auto simp: has_contour_integral_0 has_contour_integral_add)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1554
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1555
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1556
subsection \<open>Operations on path integrals\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1557
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1558
lemma contour_integral_const_linepath [simp]: "contour_integral (linepath a b) (\<lambda>x. c) = c*(b - a)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1559
  by (rule contour_integral_unique [OF has_contour_integral_const_linepath])
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1560
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1561
lemma contour_integral_neg:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1562
    "f contour_integrable_on g \<Longrightarrow> contour_integral g (\<lambda>x. -(f x)) = -(contour_integral g f)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1563
  by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_neg)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1564
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1565
lemma contour_integral_add:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1566
    "f1 contour_integrable_on g \<Longrightarrow> f2 contour_integrable_on g \<Longrightarrow> contour_integral g (\<lambda>x. f1 x + f2 x) =
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1567
                contour_integral g f1 + contour_integral g f2"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1568
  by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_add)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1569
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1570
lemma contour_integral_diff:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1571
    "f1 contour_integrable_on g \<Longrightarrow> f2 contour_integrable_on g \<Longrightarrow> contour_integral g (\<lambda>x. f1 x - f2 x) =
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1572
                contour_integral g f1 - contour_integral g f2"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1573
  by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_diff)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1574
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1575
lemma contour_integral_lmul:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1576
  shows "f contour_integrable_on g
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1577
           \<Longrightarrow> contour_integral g (\<lambda>x. c * f x) = c*contour_integral g f"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1578
  by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_lmul)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1579
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1580
lemma contour_integral_rmul:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1581
  shows "f contour_integrable_on g
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1582
        \<Longrightarrow> contour_integral g (\<lambda>x. f x * c) = contour_integral g f * c"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1583
  by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_rmul)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1584
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1585
lemma contour_integral_div:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1586
  shows "f contour_integrable_on g
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1587
        \<Longrightarrow> contour_integral g (\<lambda>x. f x / c) = contour_integral g f / c"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1588
  by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_div)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1589
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1590
lemma contour_integral_eq:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1591
    "(\<And>x. x \<in> path_image p \<Longrightarrow> f x = g x) \<Longrightarrow> contour_integral p f = contour_integral p g"
62463
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
  1592
  apply (simp add: contour_integral_def)
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
  1593
  using has_contour_integral_eq
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
  1594
  by (metis contour_integral_unique has_contour_integral_integrable has_contour_integral_integral)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1595
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1596
lemma contour_integral_eq_0:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1597
    "(\<And>z. z \<in> path_image g \<Longrightarrow> f z = 0) \<Longrightarrow> contour_integral g f = 0"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1598
  by (simp add: has_contour_integral_is_0 contour_integral_unique)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1599
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1600
lemma contour_integral_bound_linepath:
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1601
  shows
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1602
    "\<lbrakk>f contour_integrable_on (linepath a b);
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1603
      0 \<le> B; \<And>x. x \<in> closed_segment a b \<Longrightarrow> norm(f x) \<le> B\<rbrakk>
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1604
     \<Longrightarrow> norm(contour_integral (linepath a b) f) \<le> B*norm(b - a)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1605
  apply (rule has_contour_integral_bound_linepath [of f])
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1606
  apply (auto simp: has_contour_integral_integral)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1607
  done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1608
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  1609
lemma contour_integral_0 [simp]: "contour_integral g (\<lambda>x. 0) = 0"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1610
  by (simp add: contour_integral_unique has_contour_integral_0)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1611
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1612
lemma contour_integral_setsum:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1613
    "\<lbrakk>finite s; \<And>a. a \<in> s \<Longrightarrow> (f a) contour_integrable_on p\<rbrakk>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1614
     \<Longrightarrow> contour_integral p (\<lambda>x. setsum (\<lambda>a. f a x) s) = setsum (\<lambda>a. contour_integral p (f a)) s"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1615
  by (auto simp: contour_integral_unique has_contour_integral_setsum has_contour_integral_integral)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1616
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1617
lemma contour_integrable_eq:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1618
    "\<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"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1619
  unfolding contour_integrable_on_def
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1620
  by (metis has_contour_integral_eq)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1621
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1622
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1623
subsection \<open>Arithmetic theorems for path integrability\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1624
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1625
lemma contour_integrable_neg:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1626
    "f contour_integrable_on g \<Longrightarrow> (\<lambda>x. -(f x)) contour_integrable_on g"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1627
  using has_contour_integral_neg contour_integrable_on_def by blast
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1628
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1629
lemma contour_integrable_add:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1630
    "\<lbrakk>f1 contour_integrable_on g; f2 contour_integrable_on g\<rbrakk> \<Longrightarrow> (\<lambda>x. f1 x + f2 x) contour_integrable_on g"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1631
  using has_contour_integral_add contour_integrable_on_def
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1632
  by fastforce
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1633
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1634
lemma contour_integrable_diff:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1635
    "\<lbrakk>f1 contour_integrable_on g; f2 contour_integrable_on g\<rbrakk> \<Longrightarrow> (\<lambda>x. f1 x - f2 x) contour_integrable_on g"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1636
  using has_contour_integral_diff contour_integrable_on_def
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1637
  by fastforce
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1638
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1639
lemma contour_integrable_lmul:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1640
    "f contour_integrable_on g \<Longrightarrow> (\<lambda>x. c * f x) contour_integrable_on g"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1641
  using has_contour_integral_lmul contour_integrable_on_def
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1642
  by fastforce
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1643
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1644
lemma contour_integrable_rmul:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1645
    "f contour_integrable_on g \<Longrightarrow> (\<lambda>x. f x * c) contour_integrable_on g"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1646
  using has_contour_integral_rmul contour_integrable_on_def
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1647
  by fastforce
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1648
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1649
lemma contour_integrable_div:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1650
    "f contour_integrable_on g \<Longrightarrow> (\<lambda>x. f x / c) contour_integrable_on g"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1651
  using has_contour_integral_div contour_integrable_on_def
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1652
  by fastforce
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1653
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1654
lemma contour_integrable_setsum:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1655
    "\<lbrakk>finite s; \<And>a. a \<in> s \<Longrightarrow> (f a) contour_integrable_on p\<rbrakk>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1656
     \<Longrightarrow> (\<lambda>x. setsum (\<lambda>a. f a x) s) contour_integrable_on p"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1657
   unfolding contour_integrable_on_def
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1658
   by (metis has_contour_integral_setsum)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1659
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1660
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1661
subsection\<open>Reversing a path integral\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1662
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1663
lemma has_contour_integral_reverse_linepath:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1664
    "(f has_contour_integral i) (linepath a b)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1665
     \<Longrightarrow> (f has_contour_integral (-i)) (linepath b a)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1666
  using has_contour_integral_reversepath valid_path_linepath by fastforce
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1667
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1668
lemma contour_integral_reverse_linepath:
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1669
    "continuous_on (closed_segment a b) f
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1670
     \<Longrightarrow> contour_integral (linepath a b) f = - (contour_integral(linepath b a) f)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1671
apply (rule contour_integral_unique)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1672
apply (rule has_contour_integral_reverse_linepath)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1673
by (simp add: closed_segment_commute contour_integrable_continuous_linepath has_contour_integral_integral)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1674
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1675
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1676
(* Splitting a path integral in a flat way.*)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1677
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1678
lemma has_contour_integral_split:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1679
  assumes f: "(f has_contour_integral i) (linepath a c)" "(f has_contour_integral j) (linepath c b)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1680
      and k: "0 \<le> k" "k \<le> 1"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1681
      and c: "c - a = k *\<^sub>R (b - a)"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1682
    shows "(f has_contour_integral (i + j)) (linepath a b)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1683
proof (cases "k = 0 \<or> k = 1")
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1684
  case True
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1685
  then show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1686
    using assms
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1687
    apply auto
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1688
    apply (metis add.left_neutral has_contour_integral_trivial has_contour_integral_unique)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1689
    apply (metis add.right_neutral has_contour_integral_trivial has_contour_integral_unique)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1690
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1691
next
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1692
  case False
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1693
  then have k: "0 < k" "k < 1" "complex_of_real k \<noteq> 1"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1694
    using assms apply auto
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1695
    using of_real_eq_iff by fastforce
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1696
  have c': "c = k *\<^sub>R (b - a) + a"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1697
    by (metis diff_add_cancel c)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1698
  have bc: "(b - c) = (1 - k) *\<^sub>R (b - a)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1699
    by (simp add: algebra_simps c')
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1700
  { assume *: "((\<lambda>x. f ((1 - x) *\<^sub>R a + x *\<^sub>R c) * (c - a)) has_integral i) {0..1}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1701
    have **: "\<And>x. ((k - x) / k) *\<^sub>R a + (x / k) *\<^sub>R c = (1 - x) *\<^sub>R a + x *\<^sub>R b"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1702
      using False
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1703
      apply (simp add: c' algebra_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1704
      apply (simp add: real_vector.scale_left_distrib [symmetric] divide_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1705
      done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1706
    have "((\<lambda>x. f ((1 - x) *\<^sub>R a + x *\<^sub>R b) * (b - a)) has_integral i) {0..k}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1707
      using * k
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1708
      apply -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1709
      apply (drule has_integral_affinity [of _ _ 0 "1::real" "inverse k" "0", simplified])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1710
      apply (simp_all add: divide_simps mult.commute [of _ "k"] image_affinity_atLeastAtMost ** c)
63594
bd218a9320b5 HOL-Multivariate_Analysis: rename theories for more descriptive names
hoelzl
parents: 63589
diff changeset
  1711
      apply (drule has_integral_cmul [where c = "inverse k"])
bd218a9320b5 HOL-Multivariate_Analysis: rename theories for more descriptive names
hoelzl
parents: 63589
diff changeset
  1712
      apply (simp add: has_integral_cmul)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1713
      done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1714
  } note fi = this
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1715
  { assume *: "((\<lambda>x. f ((1 - x) *\<^sub>R c + x *\<^sub>R b) * (b - c)) has_integral j) {0..1}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1716
    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)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1717
      using k
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1718
      apply (simp add: c' field_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1719
      apply (simp add: scaleR_conv_of_real divide_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1720
      apply (simp add: field_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1721
      done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1722
    have "((\<lambda>x. f ((1 - x) *\<^sub>R a + x *\<^sub>R b) * (b - a)) has_integral j) {k..1}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1723
      using * k
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1724
      apply -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1725
      apply (drule has_integral_affinity [of _ _ 0 "1::real" "inverse(1 - k)" "-(k/(1 - k))", simplified])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1726
      apply (simp_all add: divide_simps mult.commute [of _ "1-k"] image_affinity_atLeastAtMost ** bc)
63594
bd218a9320b5 HOL-Multivariate_Analysis: rename theories for more descriptive names
hoelzl
parents: 63589
diff changeset
  1727
      apply (drule has_integral_cmul [where k = "(1 - k) *\<^sub>R j" and c = "inverse (1 - k)"])
bd218a9320b5 HOL-Multivariate_Analysis: rename theories for more descriptive names
hoelzl
parents: 63589
diff changeset
  1728
      apply (simp add: has_integral_cmul)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1729
      done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1730
  } note fj = this
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1731
  show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1732
    using f k
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1733
    apply (simp add: has_contour_integral_linepath)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1734
    apply (simp add: linepath_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1735
    apply (rule has_integral_combine [OF _ _ fi fj], simp_all)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1736
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1737
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1738
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1739
lemma continuous_on_closed_segment_transform:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1740
  assumes f: "continuous_on (closed_segment a b) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1741
      and k: "0 \<le> k" "k \<le> 1"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1742
      and c: "c - a = k *\<^sub>R (b - a)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1743
    shows "continuous_on (closed_segment a c) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1744
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1745
  have c': "c = (1 - k) *\<^sub>R a + k *\<^sub>R b"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1746
    using c by (simp add: algebra_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1747
  show "continuous_on (closed_segment a c) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1748
    apply (rule continuous_on_subset [OF f])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1749
    apply (simp add: segment_convex_hull)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1750
    apply (rule convex_hull_subset)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1751
    using assms
61426
d53db136e8fd new material on path_component_sets, inside, outside, etc. And more default simprules
paulson <lp15@cam.ac.uk>
parents: 61284
diff changeset
  1752
    apply (auto simp: hull_inc c' Convex.convexD_alt)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1753
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1754
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1755
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1756
lemma contour_integral_split:
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1757
  assumes f: "continuous_on (closed_segment a b) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1758
      and k: "0 \<le> k" "k \<le> 1"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1759
      and c: "c - a = k *\<^sub>R (b - a)"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1760
    shows "contour_integral(linepath a b) f = contour_integral(linepath a c) f + contour_integral(linepath c b) f"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1761
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1762
  have c': "c = (1 - k) *\<^sub>R a + k *\<^sub>R b"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1763
    using c by (simp add: algebra_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1764
  have *: "continuous_on (closed_segment a c) f" "continuous_on (closed_segment c b) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1765
    apply (rule_tac [!] continuous_on_subset [OF f])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1766
    apply (simp_all add: segment_convex_hull)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1767
    apply (rule_tac [!] convex_hull_subset)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1768
    using assms
61426
d53db136e8fd new material on path_component_sets, inside, outside, etc. And more default simprules
paulson <lp15@cam.ac.uk>
parents: 61284
diff changeset
  1769
    apply (auto simp: hull_inc c' Convex.convexD_alt)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1770
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1771
  show ?thesis
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1772
    apply (rule contour_integral_unique)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1773
    apply (rule has_contour_integral_split [OF has_contour_integral_integral has_contour_integral_integral k c])
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1774
    apply (rule contour_integrable_continuous_linepath *)+
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1775
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1776
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1777
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1778
lemma contour_integral_split_linepath:
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1779
  assumes f: "continuous_on (closed_segment a b) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1780
      and c: "c \<in> closed_segment a b"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1781
    shows "contour_integral(linepath a b) f = contour_integral(linepath a c) f + contour_integral(linepath c b) f"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1782
  using c
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1783
  by (auto simp: closed_segment_def algebra_simps intro!: contour_integral_split [OF f])
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1784
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1785
(* The special case of midpoints used in the main quadrisection.*)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1786
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1787
lemma has_contour_integral_midpoint:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1788
  assumes "(f has_contour_integral i) (linepath a (midpoint a b))"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1789
          "(f has_contour_integral j) (linepath (midpoint a b) b)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1790
    shows "(f has_contour_integral (i + j)) (linepath a b)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1791
  apply (rule has_contour_integral_split [where c = "midpoint a b" and k = "1/2"])
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1792
  using assms
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1793
  apply (auto simp: midpoint_def algebra_simps scaleR_conv_of_real)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1794
  done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1795
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1796
lemma contour_integral_midpoint:
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1797
   "continuous_on (closed_segment a b) f
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1798
    \<Longrightarrow> contour_integral (linepath a b) f =
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1799
        contour_integral (linepath a (midpoint a b)) f + contour_integral (linepath (midpoint a b) b) f"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1800
  apply (rule contour_integral_split [where c = "midpoint a b" and k = "1/2"])
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1801
  apply (auto simp: midpoint_def algebra_simps scaleR_conv_of_real)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1802
  done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1803
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1804
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1805
text\<open>A couple of special case lemmas that are useful below\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1806
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1807
lemma triangle_linear_has_chain_integral:
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1808
    "((\<lambda>x. m*x + d) has_contour_integral 0) (linepath a b +++ linepath b c +++ linepath c a)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1809
  apply (rule Cauchy_theorem_primitive [of UNIV "\<lambda>x. m/2 * x^2 + d*x"])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1810
  apply (auto intro!: derivative_eq_intros)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1811
  done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1812
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1813
lemma has_chain_integral_chain_integral3:
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1814
     "(f has_contour_integral i) (linepath a b +++ linepath b c +++ linepath c d)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1815
      \<Longrightarrow> contour_integral (linepath a b) f + contour_integral (linepath b c) f + contour_integral (linepath c d) f = i"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1816
  apply (subst contour_integral_unique [symmetric], assumption)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1817
  apply (drule has_contour_integral_integrable)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1818
  apply (simp add: valid_path_join)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1819
  done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1820
62397
5ae24f33d343 Substantial new material for multivariate analysis. Also removal of some duplicates.
paulson <lp15@cam.ac.uk>
parents: 62379
diff changeset
  1821
lemma has_chain_integral_chain_integral4:
5ae24f33d343 Substantial new material for multivariate analysis. Also removal of some duplicates.
paulson <lp15@cam.ac.uk>
parents: 62379
diff changeset
  1822
     "(f has_contour_integral i) (linepath a b +++ linepath b c +++ linepath c d +++ linepath d e)
5ae24f33d343 Substantial new material for multivariate analysis. Also removal of some duplicates.
paulson <lp15@cam.ac.uk>
parents: 62379
diff changeset
  1823
      \<Longrightarrow> contour_integral (linepath a b) f + contour_integral (linepath b c) f + contour_integral (linepath c d) f + contour_integral (linepath d e) f = i"
5ae24f33d343 Substantial new material for multivariate analysis. Also removal of some duplicates.
paulson <lp15@cam.ac.uk>
parents: 62379
diff changeset
  1824
  apply (subst contour_integral_unique [symmetric], assumption)
5ae24f33d343 Substantial new material for multivariate analysis. Also removal of some duplicates.
paulson <lp15@cam.ac.uk>
parents: 62379
diff changeset
  1825
  apply (drule has_contour_integral_integrable)
5ae24f33d343 Substantial new material for multivariate analysis. Also removal of some duplicates.
paulson <lp15@cam.ac.uk>
parents: 62379
diff changeset
  1826
  apply (simp add: valid_path_join)
5ae24f33d343 Substantial new material for multivariate analysis. Also removal of some duplicates.
paulson <lp15@cam.ac.uk>
parents: 62379
diff changeset
  1827
  done
5ae24f33d343 Substantial new material for multivariate analysis. Also removal of some duplicates.
paulson <lp15@cam.ac.uk>
parents: 62379
diff changeset
  1828
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1829
subsection\<open>Reversing the order in a double path integral\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1830
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1831
text\<open>The condition is stronger than needed but it's often true in typical situations\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1832
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1833
lemma fst_im_cbox [simp]: "cbox c d \<noteq> {} \<Longrightarrow> (fst ` cbox (a,c) (b,d)) = cbox a b"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1834
  by (auto simp: cbox_Pair_eq)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1835
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1836
lemma snd_im_cbox [simp]: "cbox a b \<noteq> {} \<Longrightarrow> (snd ` cbox (a,c) (b,d)) = cbox c d"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1837
  by (auto simp: cbox_Pair_eq)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1838
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1839
lemma contour_integral_swap:
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1840
  assumes fcon:  "continuous_on (path_image g \<times> path_image h) (\<lambda>(y1,y2). f y1 y2)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1841
      and vp:    "valid_path g" "valid_path h"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1842
      and gvcon: "continuous_on {0..1} (\<lambda>t. vector_derivative g (at t))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1843
      and hvcon: "continuous_on {0..1} (\<lambda>t. vector_derivative h (at t))"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1844
  shows "contour_integral g (\<lambda>w. contour_integral h (f w)) =
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1845
         contour_integral h (\<lambda>z. contour_integral g (\<lambda>w. f w z))"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1846
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1847
  have gcon: "continuous_on {0..1} g" and hcon: "continuous_on {0..1} h"
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  1848
    using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1849
  have fgh1: "\<And>x. (\<lambda>t. f (g x) (h t)) = (\<lambda>(y1,y2). f y1 y2) o (\<lambda>t. (g x, h t))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1850
    by (rule ext) simp
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1851
  have fgh2: "\<And>x. (\<lambda>t. f (g t) (h x)) = (\<lambda>(y1,y2). f y1 y2) o (\<lambda>t. (g t, h x))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1852
    by (rule ext) simp
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1853
  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)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1854
    by (rule continuous_on_subset [OF fcon]) (auto simp: path_image_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1855
  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)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1856
    by (rule continuous_on_subset [OF fcon]) (auto simp: path_image_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1857
  have vdg: "\<And>y. y \<in> {0..1} \<Longrightarrow> (\<lambda>x. f (g x) (h y) * vector_derivative g (at x)) integrable_on {0..1}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1858
    apply (rule integrable_continuous_real)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1859
    apply (rule continuous_on_mult [OF _ gvcon])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1860
    apply (subst fgh2)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1861
    apply (rule fcon_im2 gcon continuous_intros | simp)+
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1862
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1863
  have "(\<lambda>z. vector_derivative g (at (fst z))) = (\<lambda>x. vector_derivative g (at x)) o fst"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1864
    by auto
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1865
  then have gvcon': "continuous_on (cbox (0, 0) (1, 1::real)) (\<lambda>x. vector_derivative g (at (fst x)))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1866
    apply (rule ssubst)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1867
    apply (rule continuous_intros | simp add: gvcon)+
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1868
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1869
  have "(\<lambda>z. vector_derivative h (at (snd z))) = (\<lambda>x. vector_derivative h (at x)) o snd"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1870
    by auto
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1871
  then have hvcon': "continuous_on (cbox (0, 0) (1::real, 1)) (\<lambda>x. vector_derivative h (at (snd x)))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1872
    apply (rule ssubst)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1873
    apply (rule continuous_intros | simp add: hvcon)+
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1874
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1875
  have "(\<lambda>x. f (g (fst x)) (h (snd x))) = (\<lambda>(y1,y2). f y1 y2) o (\<lambda>w. ((g o fst) w, (h o snd) w))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1876
    by auto
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1877
  then have fgh: "continuous_on (cbox (0, 0) (1, 1)) (\<lambda>x. f (g (fst x)) (h (snd x)))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1878
    apply (rule ssubst)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1879
    apply (rule gcon hcon continuous_intros | simp)+
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1880
    apply (auto simp: path_image_def intro: continuous_on_subset [OF fcon])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1881
    done
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1882
  have "integral {0..1} (\<lambda>x. contour_integral h (f (g x)) * vector_derivative g (at x)) =
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1883
        integral {0..1} (\<lambda>x. contour_integral h (\<lambda>y. f (g x) y * vector_derivative g (at x)))"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1884
    apply (rule integral_cong [OF contour_integral_rmul [symmetric]])
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1885
    apply (clarsimp simp: contour_integrable_on)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1886
    apply (rule integrable_continuous_real)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1887
    apply (rule continuous_on_mult [OF _ hvcon])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1888
    apply (subst fgh1)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1889
    apply (rule fcon_im1 hcon continuous_intros | simp)+
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1890
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1891
  also have "... = integral {0..1}
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1892
                     (\<lambda>y. contour_integral g (\<lambda>x. f x (h y) * vector_derivative h (at y)))"
62463
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
  1893
    apply (simp only: contour_integral_integral)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1894
    apply (subst integral_swap_continuous [where 'a = real and 'b = real, of 0 0 1 1, simplified])
62463
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
  1895
     apply (rule fgh gvcon' hvcon' continuous_intros | simp add: split_def)+
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
  1896
    unfolding integral_mult_left [symmetric]
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
  1897
    apply (simp only: mult_ac)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1898
    done
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1899
  also have "... = contour_integral h (\<lambda>z. contour_integral g (\<lambda>w. f w z))"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1900
    apply (simp add: contour_integral_integral)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1901
    apply (rule integral_cong)
62463
547c5c6e66d4 the integral is 0 when otherwise it would be undefined (also for contour integrals)
paulson <lp15@cam.ac.uk>
parents: 62408
diff changeset
  1902
    unfolding integral_mult_left [symmetric]
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1903
    apply (simp add: algebra_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1904
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1905
  finally show ?thesis
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1906
    by (simp add: contour_integral_integral)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1907
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1908
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1909
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1910
subsection\<open>The key quadrisection step\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1911
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1912
lemma norm_sum_half:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1913
  assumes "norm(a + b) >= e"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1914
    shows "norm a >= e/2 \<or> norm b >= e/2"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1915
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1916
  have "e \<le> norm (- a - b)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1917
    by (simp add: add.commute assms norm_minus_commute)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1918
  thus ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1919
    using norm_triangle_ineq4 order_trans by fastforce
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1920
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1921
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1922
lemma norm_sum_lemma:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1923
  assumes "e \<le> norm (a + b + c + d)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1924
    shows "e / 4 \<le> norm a \<or> e / 4 \<le> norm b \<or> e / 4 \<le> norm c \<or> e / 4 \<le> norm d"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1925
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1926
  have "e \<le> norm ((a + b) + (c + d))" using assms
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1927
    by (simp add: algebra_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1928
  then show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1929
    by (auto dest!: norm_sum_half)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1930
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1931
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1932
lemma Cauchy_theorem_quadrisection:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1933
  assumes f: "continuous_on (convex hull {a,b,c}) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1934
      and dist: "dist a b \<le> K" "dist b c \<le> K" "dist c a \<le> K"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1935
      and e: "e * K^2 \<le>
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1936
              norm (contour_integral(linepath a b) f + contour_integral(linepath b c) f + contour_integral(linepath c a) f)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1937
  shows "\<exists>a' b' c'.
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1938
           a' \<in> convex hull {a,b,c} \<and> b' \<in> convex hull {a,b,c} \<and> c' \<in> convex hull {a,b,c} \<and>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1939
           dist a' b' \<le> K/2  \<and>  dist b' c' \<le> K/2  \<and>  dist c' a' \<le> K/2  \<and>
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1940
           e * (K/2)^2 \<le> norm(contour_integral(linepath a' b') f + contour_integral(linepath b' c') f + contour_integral(linepath c' a') f)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1941
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1942
  note divide_le_eq_numeral1 [simp del]
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  1943
  define a' where "a' = midpoint b c"
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  1944
  define b' where "b' = midpoint c a"
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  1945
  define c' where "c' = midpoint a b"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1946
  have fabc: "continuous_on (closed_segment a b) f" "continuous_on (closed_segment b c) f" "continuous_on (closed_segment c a) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1947
    using f continuous_on_subset segments_subset_convex_hull by metis+
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1948
  have fcont': "continuous_on (closed_segment c' b') f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1949
               "continuous_on (closed_segment a' c') f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1950
               "continuous_on (closed_segment b' a') f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1951
    unfolding a'_def b'_def c'_def
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1952
    apply (rule continuous_on_subset [OF f],
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1953
           metis midpoints_in_convex_hull convex_hull_subset hull_subset insert_subset segment_convex_hull)+
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1954
    done
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1955
  let ?pathint = "\<lambda>x y. contour_integral(linepath x y) f"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1956
  have *: "?pathint a b + ?pathint b c + ?pathint c a =
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1957
          (?pathint a c' + ?pathint c' b' + ?pathint b' a) +
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1958
          (?pathint a' c' + ?pathint c' b + ?pathint b a') +
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1959
          (?pathint a' c + ?pathint c b' + ?pathint b' a') +
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1960
          (?pathint a' b' + ?pathint b' c' + ?pathint c' a')"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1961
    apply (simp add: fcont' contour_integral_reverse_linepath)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  1962
    apply (simp add: a'_def b'_def c'_def contour_integral_midpoint fabc)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1963
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1964
  have [simp]: "\<And>x y. cmod (x * 2 - y * 2) = cmod (x - y) * 2"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1965
    by (metis left_diff_distrib mult.commute norm_mult_numeral1)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1966
  have [simp]: "\<And>x y. cmod (x - y) = cmod (y - x)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1967
    by (simp add: norm_minus_commute)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1968
  consider "e * K\<^sup>2 / 4 \<le> cmod (?pathint a c' + ?pathint c' b' + ?pathint b' a)" |
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1969
           "e * K\<^sup>2 / 4 \<le> cmod (?pathint a' c' + ?pathint c' b + ?pathint b a')" |
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1970
           "e * K\<^sup>2 / 4 \<le> cmod (?pathint a' c + ?pathint c b' + ?pathint b' a')" |
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1971
           "e * K\<^sup>2 / 4 \<le> cmod (?pathint a' b' + ?pathint b' c' + ?pathint c' a')"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1972
    using assms
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1973
    apply (simp only: *)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1974
    apply (blast intro: that dest!: norm_sum_lemma)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1975
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1976
  then show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1977
  proof cases
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1978
    case 1 then show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1979
      apply (rule_tac x=a in exI)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1980
      apply (rule exI [where x=c'])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1981
      apply (rule exI [where x=b'])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1982
      using assms
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1983
      apply (auto simp: a'_def c'_def b'_def midpoints_in_convex_hull hull_subset [THEN subsetD])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1984
      apply (auto simp: midpoint_def dist_norm scaleR_conv_of_real divide_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1985
      done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1986
  next
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1987
    case 2 then show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1988
      apply (rule_tac x=a' in exI)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1989
      apply (rule exI [where x=c'])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1990
      apply (rule exI [where x=b])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1991
      using assms
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1992
      apply (auto simp: a'_def c'_def b'_def midpoints_in_convex_hull hull_subset [THEN subsetD])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1993
      apply (auto simp: midpoint_def dist_norm scaleR_conv_of_real divide_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1994
      done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1995
  next
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1996
    case 3 then show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1997
      apply (rule_tac x=a' in exI)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1998
      apply (rule exI [where x=c])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  1999
      apply (rule exI [where x=b'])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2000
      using assms
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2001
      apply (auto simp: a'_def c'_def b'_def midpoints_in_convex_hull hull_subset [THEN subsetD])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2002
      apply (auto simp: midpoint_def dist_norm scaleR_conv_of_real divide_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2003
      done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2004
  next
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2005
    case 4 then show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2006
      apply (rule_tac x=a' in exI)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2007
      apply (rule exI [where x=b'])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2008
      apply (rule exI [where x=c'])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2009
      using assms
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2010
      apply (auto simp: a'_def c'_def b'_def midpoints_in_convex_hull hull_subset [THEN subsetD])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2011
      apply (auto simp: midpoint_def dist_norm scaleR_conv_of_real divide_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2012
      done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2013
  qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2014
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2015
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2016
subsection\<open>Cauchy's theorem for triangles\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2017
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2018
lemma triangle_points_closer:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2019
  fixes a::complex
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2020
  shows "\<lbrakk>x \<in> convex hull {a,b,c};  y \<in> convex hull {a,b,c}\<rbrakk>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2021
         \<Longrightarrow> norm(x - y) \<le> norm(a - b) \<or>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2022
             norm(x - y) \<le> norm(b - c) \<or>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2023
             norm(x - y) \<le> norm(c - a)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2024
  using simplex_extremal_le [of "{a,b,c}"]
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2025
  by (auto simp: norm_minus_commute)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2026
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2027
lemma holomorphic_point_small_triangle:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2028
  assumes x: "x \<in> s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2029
      and f: "continuous_on s f"
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  2030
      and cd: "f field_differentiable (at x within s)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2031
      and e: "0 < e"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2032
    shows "\<exists>k>0. \<forall>a b c. dist a b \<le> k \<and> dist b c \<le> k \<and> dist c a \<le> k \<and>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2033
              x \<in> convex hull {a,b,c} \<and> convex hull {a,b,c} \<subseteq> s
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2034
              \<longrightarrow> norm(contour_integral(linepath a b) f + contour_integral(linepath b c) f +
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2035
                       contour_integral(linepath c a) f)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2036
                  \<le> e*(dist a b + dist b c + dist c a)^2"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2037
           (is "\<exists>k>0. \<forall>a b c. _ \<longrightarrow> ?normle a b c")
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2038
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2039
  have le_of_3: "\<And>a x y z. \<lbrakk>0 \<le> x*y; 0 \<le> x*z; 0 \<le> y*z; a \<le> (e*(x + y + z))*x + (e*(x + y + z))*y + (e*(x + y + z))*z\<rbrakk>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2040
                     \<Longrightarrow> a \<le> e*(x + y + z)^2"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2041
    by (simp add: algebra_simps power2_eq_square)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2042
  have disj_le: "\<lbrakk>x \<le> a \<or> x \<le> b \<or> x \<le> c; 0 \<le> a; 0 \<le> b; 0 \<le> c\<rbrakk> \<Longrightarrow> x \<le> a + b + c"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2043
             for x::real and a b c
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2044
    by linarith
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2045
  have fabc: "f contour_integrable_on linepath a b" "f contour_integrable_on linepath b c" "f contour_integrable_on linepath c a"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2046
              if "convex hull {a, b, c} \<subseteq> s" for a b c
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2047
    using segments_subset_convex_hull that
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2048
    by (metis continuous_on_subset f contour_integrable_continuous_linepath)+
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2049
  note path_bound = has_contour_integral_bound_linepath [simplified norm_minus_commute, OF has_contour_integral_integral]
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2050
  { fix f' a b c d
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2051
    assume d: "0 < d"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2052
       and f': "\<And>y. \<lbrakk>cmod (y - x) \<le> d; y \<in> s\<rbrakk> \<Longrightarrow> cmod (f y - f x - f' * (y - x)) \<le> e * cmod (y - x)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2053
       and le: "cmod (a - b) \<le> d" "cmod (b - c) \<le> d" "cmod (c - a) \<le> d"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2054
       and xc: "x \<in> convex hull {a, b, c}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2055
       and s: "convex hull {a, b, c} \<subseteq> s"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2056
    have pa: "contour_integral (linepath a b) f + contour_integral (linepath b c) f + contour_integral (linepath c a) f =
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2057
              contour_integral (linepath a b) (\<lambda>y. f y - f x - f'*(y - x)) +
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2058
              contour_integral (linepath b c) (\<lambda>y. f y - f x - f'*(y - x)) +
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2059
              contour_integral (linepath c a) (\<lambda>y. f y - f x - f'*(y - x))"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2060
      apply (simp add: contour_integral_diff contour_integral_lmul contour_integrable_lmul contour_integrable_diff fabc [OF s])
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2061
      apply (simp add: field_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2062
      done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2063
    { fix y
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2064
      assume yc: "y \<in> convex hull {a,b,c}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2065
      have "cmod (f y - f x - f' * (y - x)) \<le> e*norm(y - x)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2066
        apply (rule f')
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2067
        apply (metis triangle_points_closer [OF xc yc] le norm_minus_commute order_trans)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2068
        using s yc by blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2069
      also have "... \<le> e * (cmod (a - b) + cmod (b - c) + cmod (c - a))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2070
        by (simp add: yc e xc disj_le [OF triangle_points_closer])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2071
      finally have "cmod (f y - f x - f' * (y - x)) \<le> e * (cmod (a - b) + cmod (b - c) + cmod (c - a))" .
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2072
    } note cm_le = this
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2073
    have "?normle a b c"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2074
      apply (simp add: dist_norm pa)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2075
      apply (rule le_of_3)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2076
      using f' xc s e
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2077
      apply simp_all
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2078
      apply (intro norm_triangle_le add_mono path_bound)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2079
      apply (simp_all add: contour_integral_diff contour_integral_lmul contour_integrable_lmul contour_integrable_diff fabc)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2080
      apply (blast intro: cm_le elim: dest: segments_subset_convex_hull [THEN subsetD])+
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2081
      done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2082
  } note * = this
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2083
  show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2084
    using cd e
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  2085
    apply (simp add: field_differentiable_def has_field_derivative_def has_derivative_within_alt approachable_lt_le2 Ball_def)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2086
    apply (clarify dest!: spec mp)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2087
    using *
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2088
    apply (simp add: dist_norm, blast)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2089
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2090
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2091
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2092
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2093
(* Hence the most basic theorem for a triangle.*)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2094
locale Chain =
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2095
  fixes x0 At Follows
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2096
  assumes At0: "At x0 0"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2097
      and AtSuc: "\<And>x n. At x n \<Longrightarrow> \<exists>x'. At x' (Suc n) \<and> Follows x' x"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2098
begin
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2099
  primrec f where
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2100
    "f 0 = x0"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2101
  | "f (Suc n) = (SOME x. At x (Suc n) \<and> Follows x (f n))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2102
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2103
  lemma At: "At (f n) n"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2104
  proof (induct n)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2105
    case 0 show ?case
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2106
      by (simp add: At0)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2107
  next
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2108
    case (Suc n) show ?case
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2109
      by (metis (no_types, lifting) AtSuc [OF Suc] f.simps(2) someI_ex)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2110
  qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2111
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2112
  lemma Follows: "Follows (f(Suc n)) (f n)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2113
    by (metis (no_types, lifting) AtSuc [OF At [of n]] f.simps(2) someI_ex)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2114
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2115
  declare f.simps(2) [simp del]
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2116
end
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2117
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2118
lemma Chain3:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2119
  assumes At0: "At x0 y0 z0 0"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2120
      and AtSuc: "\<And>x y z n. At x y z n \<Longrightarrow> \<exists>x' y' z'. At x' y' z' (Suc n) \<and> Follows x' y' z' x y z"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2121
  obtains f g h where
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2122
    "f 0 = x0" "g 0 = y0" "h 0 = z0"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2123
                      "\<And>n. At (f n) (g n) (h n) n"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2124
                       "\<And>n. Follows (f(Suc n)) (g(Suc n)) (h(Suc n)) (f n) (g n) (h n)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2125
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2126
  interpret three: Chain "(x0,y0,z0)" "\<lambda>(x,y,z). At x y z" "\<lambda>(x',y',z'). \<lambda>(x,y,z). Follows x' y' z' x y z"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2127
    apply unfold_locales
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2128
    using At0 AtSuc by auto
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2129
  show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2130
  apply (rule that [of "\<lambda>n. fst (three.f n)"  "\<lambda>n. fst (snd (three.f n))" "\<lambda>n. snd (snd (three.f n))"])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2131
  apply simp_all
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2132
  using three.At three.Follows
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2133
  apply (simp_all add: split_beta')
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2134
  done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2135
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2136
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2137
lemma Cauchy_theorem_triangle:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2138
  assumes "f holomorphic_on (convex hull {a,b,c})"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2139
    shows "(f has_contour_integral 0) (linepath a b +++ linepath b c +++ linepath c a)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2140
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2141
  have contf: "continuous_on (convex hull {a,b,c}) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2142
    by (metis assms holomorphic_on_imp_continuous_on)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2143
  let ?pathint = "\<lambda>x y. contour_integral(linepath x y) f"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2144
  { fix y::complex
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2145
    assume fy: "(f has_contour_integral y) (linepath a b +++ linepath b c +++ linepath c a)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2146
       and ynz: "y \<noteq> 0"
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  2147
    define K where "K = 1 + max (dist a b) (max (dist b c) (dist c a))"
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  2148
    define e where "e = norm y / K^2"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2149
    have K1: "K \<ge> 1"  by (simp add: K_def max.coboundedI1)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2150
    then have K: "K > 0" by linarith
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2151
    have [iff]: "dist a b \<le> K" "dist b c \<le> K" "dist c a \<le> K"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2152
      by (simp_all add: K_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2153
    have e: "e > 0"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2154
      unfolding e_def using ynz K1 by simp
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  2155
    define At where "At x y z n \<longleftrightarrow>
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  2156
        convex hull {x,y,z} \<subseteq> convex hull {a,b,c} \<and>
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  2157
        dist x y \<le> K/2^n \<and> dist y z \<le> K/2^n \<and> dist z x \<le> K/2^n \<and>
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  2158
        norm(?pathint x y + ?pathint y z + ?pathint z x) \<ge> e*(K/2^n)^2"
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  2159
      for x y z n
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2160
    have At0: "At a b c 0"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2161
      using fy
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2162
      by (simp add: At_def e_def has_chain_integral_chain_integral3)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2163
    { fix x y z n
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2164
      assume At: "At x y z n"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2165
      then have contf': "continuous_on (convex hull {x,y,z}) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2166
        using contf At_def continuous_on_subset by blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2167
      have "\<exists>x' y' z'. At x' y' z' (Suc n) \<and> convex hull {x',y',z'} \<subseteq> convex hull {x,y,z}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2168
        using At
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2169
        apply (simp add: At_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2170
        using  Cauchy_theorem_quadrisection [OF contf', of "K/2^n" e]
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2171
        apply clarsimp
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2172
        apply (rule_tac x="a'" in exI)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2173
        apply (rule_tac x="b'" in exI)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2174
        apply (rule_tac x="c'" in exI)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2175
        apply (simp add: algebra_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2176
        apply (meson convex_hull_subset empty_subsetI insert_subset subsetCE)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2177
        done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2178
    } note AtSuc = this
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2179
    obtain fa fb fc
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2180
      where f0 [simp]: "fa 0 = a" "fb 0 = b" "fc 0 = c"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2181
        and cosb: "\<And>n. convex hull {fa n, fb n, fc n} \<subseteq> convex hull {a,b,c}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2182
        and dist: "\<And>n. dist (fa n) (fb n) \<le> K/2^n"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2183
                  "\<And>n. dist (fb n) (fc n) \<le> K/2^n"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2184
                  "\<And>n. dist (fc n) (fa n) \<le> K/2^n"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2185
        and no: "\<And>n. norm(?pathint (fa n) (fb n) +
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2186
                           ?pathint (fb n) (fc n) +
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2187
                           ?pathint (fc n) (fa n)) \<ge> e * (K/2^n)^2"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2188
        and conv_le: "\<And>n. convex hull {fa(Suc n), fb(Suc n), fc(Suc n)} \<subseteq> convex hull {fa n, fb n, fc n}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2189
      apply (rule Chain3 [of At, OF At0 AtSuc])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2190
      apply (auto simp: At_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2191
      done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2192
    have "\<exists>x. \<forall>n. x \<in> convex hull {fa n, fb n, fc n}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2193
      apply (rule bounded_closed_nest)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2194
      apply (simp_all add: compact_imp_closed finite_imp_compact_convex_hull finite_imp_bounded_convex_hull)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2195
      apply (rule allI)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2196
      apply (rule transitive_stepwise_le)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2197
      apply (auto simp: conv_le)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2198
      done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2199
    then obtain x where x: "\<And>n. x \<in> convex hull {fa n, fb n, fc n}" by auto
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2200
    then have xin: "x \<in> convex hull {a,b,c}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2201
      using assms f0 by blast
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  2202
    then have fx: "f field_differentiable at x within (convex hull {a,b,c})"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2203
      using assms holomorphic_on_def by blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2204
    { fix k n
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2205
      assume k: "0 < k"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2206
         and le:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2207
            "\<And>x' y' z'.
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2208
               \<lbrakk>dist x' y' \<le> k; dist y' z' \<le> k; dist z' x' \<le> k;
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2209
                x \<in> convex hull {x',y',z'};
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2210
                convex hull {x',y',z'} \<subseteq> convex hull {a,b,c}\<rbrakk>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2211
               \<Longrightarrow>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2212
               cmod (?pathint x' y' + ?pathint y' z' + ?pathint z' x') * 10
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2213
                     \<le> e * (dist x' y' + dist y' z' + dist z' x')\<^sup>2"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2214
         and Kk: "K / k < 2 ^ n"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2215
      have "K / 2 ^ n < k" using Kk k
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2216
        by (auto simp: field_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2217
      then have DD: "dist (fa n) (fb n) \<le> k" "dist (fb n) (fc n) \<le> k" "dist (fc n) (fa n) \<le> k"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2218
        using dist [of n]  k
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2219
        by linarith+
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2220
      have dle: "(dist (fa n) (fb n) + dist (fb n) (fc n) + dist (fc n) (fa n))\<^sup>2
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2221
               \<le> (3 * K / 2 ^ n)\<^sup>2"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2222
        using dist [of n] e K
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2223
        by (simp add: abs_le_square_iff [symmetric])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2224
      have less10: "\<And>x y::real. 0 < x \<Longrightarrow> y \<le> 9*x \<Longrightarrow> y < x*10"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2225
        by linarith
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2226
      have "e * (dist (fa n) (fb n) + dist (fb n) (fc n) + dist (fc n) (fa n))\<^sup>2 \<le> e * (3 * K / 2 ^ n)\<^sup>2"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2227
        using ynz dle e mult_le_cancel_left_pos by blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2228
      also have "... <
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2229
          cmod (?pathint (fa n) (fb n) + ?pathint (fb n) (fc n) + ?pathint (fc n) (fa n)) * 10"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2230
        using no [of n] e K
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2231
        apply (simp add: e_def field_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2232
        apply (simp only: zero_less_norm_iff [symmetric])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2233
        done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2234
      finally have False
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2235
        using le [OF DD x cosb] by auto
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2236
    } then
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2237
    have ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2238
      using holomorphic_point_small_triangle [OF xin contf fx, of "e/10"] e
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2239
      apply clarsimp
62623
dbc62f86a1a9 rationalisation of theorem names esp about "real Archimedian" etc.
paulson <lp15@cam.ac.uk>
parents: 62620
diff changeset
  2240
      apply (rule_tac y1="K/k" in exE [OF real_arch_pow[of 2]])
dbc62f86a1a9 rationalisation of theorem names esp about "real Archimedian" etc.
paulson <lp15@cam.ac.uk>
parents: 62620
diff changeset
  2241
      apply force+
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2242
      done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2243
  }
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2244
  moreover have "f contour_integrable_on (linepath a b +++ linepath b c +++ linepath c a)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2245
    by simp (meson contf continuous_on_subset contour_integrable_continuous_linepath segments_subset_convex_hull(1)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2246
                   segments_subset_convex_hull(3) segments_subset_convex_hull(5))
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2247
  ultimately show ?thesis
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2248
    using has_contour_integral_integral by fastforce
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2249
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2250
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2251
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2252
subsection\<open>Version needing function holomorphic in interior only\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2253
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2254
lemma Cauchy_theorem_flat_lemma:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2255
  assumes f: "continuous_on (convex hull {a,b,c}) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2256
      and c: "c - a = k *\<^sub>R (b - a)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2257
      and k: "0 \<le> k"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2258
    shows "contour_integral (linepath a b) f + contour_integral (linepath b c) f +
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2259
          contour_integral (linepath c a) f = 0"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2260
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2261
  have fabc: "continuous_on (closed_segment a b) f" "continuous_on (closed_segment b c) f" "continuous_on (closed_segment c a) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2262
    using f continuous_on_subset segments_subset_convex_hull by metis+
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2263
  show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2264
  proof (cases "k \<le> 1")
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2265
    case True show ?thesis
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2266
      by (simp add: contour_integral_split [OF fabc(1) k True c] contour_integral_reverse_linepath fabc)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2267
  next
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2268
    case False then show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2269
      using fabc c
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2270
      apply (subst contour_integral_split [of a c f "1/k" b, symmetric])
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2271
      apply (metis closed_segment_commute fabc(3))
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2272
      apply (auto simp: k contour_integral_reverse_linepath)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2273
      done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2274
  qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2275
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2276
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2277
lemma Cauchy_theorem_flat:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2278
  assumes f: "continuous_on (convex hull {a,b,c}) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2279
      and c: "c - a = k *\<^sub>R (b - a)"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2280
    shows "contour_integral (linepath a b) f +
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2281
           contour_integral (linepath b c) f +
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2282
           contour_integral (linepath c a) f = 0"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2283
proof (cases "0 \<le> k")
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2284
  case True with assms show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2285
    by (blast intro: Cauchy_theorem_flat_lemma)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2286
next
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2287
  case False
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2288
  have "continuous_on (closed_segment a b) f" "continuous_on (closed_segment b c) f" "continuous_on (closed_segment c a) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2289
    using f continuous_on_subset segments_subset_convex_hull by metis+
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2290
  moreover have "contour_integral (linepath b a) f + contour_integral (linepath a c) f +
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2291
        contour_integral (linepath c b) f = 0"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2292
    apply (rule Cauchy_theorem_flat_lemma [of b a c f "1-k"])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2293
    using False c
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2294
    apply (auto simp: f insert_commute scaleR_conv_of_real algebra_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2295
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2296
  ultimately show ?thesis
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2297
    apply (auto simp: contour_integral_reverse_linepath)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2298
    using add_eq_0_iff by force
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2299
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2300
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2301
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2302
lemma Cauchy_theorem_triangle_interior:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2303
  assumes contf: "continuous_on (convex hull {a,b,c}) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2304
      and holf:  "f holomorphic_on interior (convex hull {a,b,c})"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2305
     shows "(f has_contour_integral 0) (linepath a b +++ linepath b c +++ linepath c a)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2306
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2307
  have fabc: "continuous_on (closed_segment a b) f" "continuous_on (closed_segment b c) f" "continuous_on (closed_segment c a) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2308
    using contf continuous_on_subset segments_subset_convex_hull by metis+
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2309
  have "bounded (f ` (convex hull {a,b,c}))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2310
    by (simp add: compact_continuous_image compact_convex_hull compact_imp_bounded contf)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2311
  then obtain B where "0 < B" and Bnf: "\<And>x. x \<in> convex hull {a,b,c} \<Longrightarrow> norm (f x) \<le> B"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2312
     by (auto simp: dest!: bounded_pos [THEN iffD1])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2313
  have "bounded (convex hull {a,b,c})"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2314
    by (simp add: bounded_convex_hull)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2315
  then obtain C where C: "0 < C" and Cno: "\<And>y. y \<in> convex hull {a,b,c} \<Longrightarrow> norm y < C"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2316
    using bounded_pos_less by blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2317
  then have diff_2C: "norm(x - y) \<le> 2*C"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2318
           if x: "x \<in> convex hull {a, b, c}" and y: "y \<in> convex hull {a, b, c}" for x y
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2319
  proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2320
    have "cmod x \<le> C"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2321
      using x by (meson Cno not_le not_less_iff_gr_or_eq)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2322
    hence "cmod (x - y) \<le> C + C"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2323
      using y by (meson Cno add_mono_thms_linordered_field(4) less_eq_real_def norm_triangle_ineq4 order_trans)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2324
    thus "cmod (x - y) \<le> 2 * C"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2325
      by (metis mult_2)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2326
  qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2327
  have contf': "continuous_on (convex hull {b,a,c}) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2328
    using contf by (simp add: insert_commute)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2329
  { fix y::complex
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2330
    assume fy: "(f has_contour_integral y) (linepath a b +++ linepath b c +++ linepath c a)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2331
       and ynz: "y \<noteq> 0"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2332
    have pi_eq_y: "contour_integral (linepath a b) f + contour_integral (linepath b c) f + contour_integral (linepath c a) f = y"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2333
      by (rule has_chain_integral_chain_integral3 [OF fy])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2334
    have ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2335
    proof (cases "c=a \<or> a=b \<or> b=c")
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2336
      case True then show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2337
        using Cauchy_theorem_flat [OF contf, of 0]
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2338
        using has_chain_integral_chain_integral3 [OF fy] ynz
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2339
        by (force simp: fabc contour_integral_reverse_linepath)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2340
    next
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2341
      case False
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2342
      then have car3: "card {a, b, c} = Suc (DIM(complex))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2343
        by auto
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2344
      { assume "interior(convex hull {a,b,c}) = {}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2345
        then have "collinear{a,b,c}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2346
          using interior_convex_hull_eq_empty [OF car3]
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2347
          by (simp add: collinear_3_eq_affine_dependent)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2348
        then have "False"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2349
          using False
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2350
          apply (clarsimp simp add: collinear_3 collinear_lemma)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2351
          apply (drule Cauchy_theorem_flat [OF contf'])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2352
          using pi_eq_y ynz
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2353
          apply (simp add: fabc add_eq_0_iff contour_integral_reverse_linepath)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2354
          done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2355
      }
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2356
      then obtain d where d: "d \<in> interior (convex hull {a, b, c})"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2357
        by blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2358
      { fix d1
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2359
        assume d1_pos: "0 < d1"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2360
           and d1: "\<And>x x'. \<lbrakk>x\<in>convex hull {a, b, c}; x'\<in>convex hull {a, b, c}; cmod (x' - x) < d1\<rbrakk>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2361
                           \<Longrightarrow> cmod (f x' - f x) < cmod y / (24 * C)"
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  2362
        define e where "e = min 1 (min (d1/(4*C)) ((norm y / 24 / C) / B))"
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  2363
        define shrink where "shrink x = x - e *\<^sub>R (x - d)" for x
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2364
        let ?pathint = "\<lambda>x y. contour_integral(linepath x y) f"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2365
        have e: "0 < e" "e \<le> 1" "e \<le> d1 / (4 * C)" "e \<le> cmod y / 24 / C / B"
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  2366
          using d1_pos \<open>C>0\<close> \<open>B>0\<close> ynz by (simp_all add: e_def)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2367
        then have eCB: "24 * e * C * B \<le> cmod y"
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  2368
          using \<open>C>0\<close> \<open>B>0\<close>  by (simp add: field_simps)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2369
        have e_le_d1: "e * (4 * C) \<le> d1"
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  2370
          using e \<open>C>0\<close> by (simp add: field_simps)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2371
        have "shrink a \<in> interior(convex hull {a,b,c})"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2372
             "shrink b \<in> interior(convex hull {a,b,c})"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2373
             "shrink c \<in> interior(convex hull {a,b,c})"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2374
          using d e by (auto simp: hull_inc mem_interior_convex_shrink shrink_def)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2375
        then have fhp0: "(f has_contour_integral 0)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2376
                (linepath (shrink a) (shrink b) +++ linepath (shrink b) (shrink c) +++ linepath (shrink c) (shrink a))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2377
          by (simp add: Cauchy_theorem_triangle holomorphic_on_subset [OF holf] hull_minimal convex_interior)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2378
        then have f_0_shrink: "?pathint (shrink a) (shrink b) + ?pathint (shrink b) (shrink c) + ?pathint (shrink c) (shrink a) = 0"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2379
          by (simp add: has_chain_integral_chain_integral3)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2380
        have fpi_abc: "f contour_integrable_on linepath (shrink a) (shrink b)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2381
                      "f contour_integrable_on linepath (shrink b) (shrink c)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2382
                      "f contour_integrable_on linepath (shrink c) (shrink a)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2383
          using fhp0  by (auto simp: valid_path_join dest: has_contour_integral_integrable)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2384
        have cmod_shr: "\<And>x y. cmod (shrink y - shrink x - (y - x)) = e * cmod (x - y)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2385
          using e by (simp add: shrink_def real_vector.scale_right_diff_distrib [symmetric])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2386
        have sh_eq: "\<And>a b d::complex. (b - e *\<^sub>R (b - d)) - (a - e *\<^sub>R (a - d)) - (b - a) = e *\<^sub>R (a - b)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2387
          by (simp add: algebra_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2388
        have "cmod y / (24 * C) \<le> cmod y / cmod (b - a) / 12"
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  2389
          using False \<open>C>0\<close> diff_2C [of b a] ynz
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2390
          by (auto simp: divide_simps hull_inc)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2391
        have less_C: "\<lbrakk>u \<in> convex hull {a, b, c}; 0 \<le> x; x \<le> 1\<rbrakk> \<Longrightarrow> x * cmod u < C" for x u
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  2392
          apply (cases "x=0", simp add: \<open>0<C\<close>)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2393
          using Cno [of u] mult_left_le_one_le [of "cmod u" x] le_less_trans norm_ge_zero by blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2394
        { fix u v
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2395
          assume uv: "u \<in> convex hull {a, b, c}" "v \<in> convex hull {a, b, c}" "u\<noteq>v"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2396
             and fpi_uv: "f contour_integrable_on linepath (shrink u) (shrink v)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2397
          have shr_uv: "shrink u \<in> interior(convex hull {a,b,c})"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2398
                       "shrink v \<in> interior(convex hull {a,b,c})"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2399
            using d e uv
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2400
            by (auto simp: hull_inc mem_interior_convex_shrink shrink_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2401
          have cmod_fuv: "\<And>x. 0\<le>x \<Longrightarrow> x\<le>1 \<Longrightarrow> cmod (f (linepath (shrink u) (shrink v) x)) \<le> B"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2402
            using shr_uv by (blast intro: Bnf linepath_in_convex_hull interior_subset [THEN subsetD])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2403
          have By_uv: "B * (12 * (e * cmod (u - v))) \<le> cmod y"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2404
            apply (rule order_trans [OF _ eCB])
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  2405
            using e \<open>B>0\<close> diff_2C [of u v] uv
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2406
            by (auto simp: field_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2407
          { fix x::real   assume x: "0\<le>x" "x\<le>1"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2408
            have cmod_less_4C: "cmod ((1 - x) *\<^sub>R u - (1 - x) *\<^sub>R d) + cmod (x *\<^sub>R v - x *\<^sub>R d) < (C+C) + (C+C)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2409
              apply (rule add_strict_mono; rule norm_triangle_half_l [of _ 0])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2410
              using uv x d interior_subset
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2411
              apply (auto simp: hull_inc intro!: less_C)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2412
              done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2413
            have ll: "linepath (shrink u) (shrink v) x - linepath u v x = -e * ((1 - x) *\<^sub>R (u - d) + x *\<^sub>R (v - d))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2414
              by (simp add: linepath_def shrink_def algebra_simps scaleR_conv_of_real)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2415
            have cmod_less_dt: "cmod (linepath (shrink u) (shrink v) x - linepath u v x) < d1"
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  2416
              using \<open>e>0\<close>
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2417
              apply (simp add: ll norm_mult scaleR_diff_right)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2418
              apply (rule less_le_trans [OF _ e_le_d1])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2419
              using cmod_less_4C
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2420
              apply (force intro: norm_triangle_lt)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2421
              done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2422
            have "cmod (f (linepath (shrink u) (shrink v) x) - f (linepath u v x)) < cmod y / (24 * C)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2423
              using x uv shr_uv cmod_less_dt
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2424
              by (auto simp: hull_inc intro: d1 interior_subset [THEN subsetD] linepath_in_convex_hull)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2425
            also have "... \<le> cmod y / cmod (v - u) / 12"
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  2426
              using False uv \<open>C>0\<close> diff_2C [of v u] ynz
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2427
              by (auto simp: divide_simps hull_inc)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2428
            finally have "cmod (f (linepath (shrink u) (shrink v) x) - f (linepath u v x)) \<le> cmod y / cmod (v - u) / 12"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2429
              by simp
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2430
            then have cmod_12_le: "cmod (v - u) * cmod (f (linepath (shrink u) (shrink v) x) - f (linepath u v x)) * 12 \<le> cmod y"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2431
              using uv False by (auto simp: field_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2432
            have "cmod (f (linepath (shrink u) (shrink v) x)) * cmod (shrink v - shrink u - (v - u)) +
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2433
                  cmod (v - u) * cmod (f (linepath (shrink u) (shrink v) x) - f (linepath u v x))
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2434
                  \<le> cmod y / 6"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2435
              apply (rule order_trans [of _ "B*((norm y / 24 / C / B)*2*C) + (2*C)*(norm y /24 / C)"])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2436
              apply (rule add_mono [OF mult_mono])
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  2437
              using By_uv e \<open>0 < B\<close> \<open>0 < C\<close> x ynz
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2438
              apply (simp_all add: cmod_fuv cmod_shr cmod_12_le hull_inc)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2439
              apply (simp add: field_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2440
              done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2441
          } note cmod_diff_le = this
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2442
          have f_uv: "continuous_on (closed_segment u v) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2443
            by (blast intro: uv continuous_on_subset [OF contf closed_segment_subset_convex_hull])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2444
          have **: "\<And>f' x' f x::complex. f'*x' - f*x = f'*(x' - x) + x*(f' - f)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2445
            by (simp add: algebra_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2446
          have "norm (?pathint (shrink u) (shrink v) - ?pathint u v) \<le> norm y / 6"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2447
            apply (rule order_trans)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2448
            apply (rule has_integral_bound
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2449
                    [of "B*(norm y /24/C/B)*2*C + (2*C)*(norm y/24/C)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2450
                        "\<lambda>x. f(linepath (shrink u) (shrink v) x) * (shrink v - shrink u) - f(linepath u v x)*(v - u)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2451
                        _ 0 1 ])
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  2452
            using ynz \<open>0 < B\<close> \<open>0 < C\<close>
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2453
            apply (simp_all del: le_divide_eq_numeral1)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2454
            apply (simp add: has_integral_sub has_contour_integral_linepath [symmetric] has_contour_integral_integral
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2455
                             fpi_uv f_uv contour_integrable_continuous_linepath, clarify)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2456
            apply (simp only: **)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2457
            apply (simp add: norm_triangle_le norm_mult cmod_diff_le del: le_divide_eq_numeral1)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2458
            done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2459
          } note * = this
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2460
          have "norm (?pathint (shrink a) (shrink b) - ?pathint a b) \<le> norm y / 6"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2461
            using False fpi_abc by (rule_tac *) (auto simp: hull_inc)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2462
          moreover
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2463
          have "norm (?pathint (shrink b) (shrink c) - ?pathint b c) \<le> norm y / 6"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2464
            using False fpi_abc by (rule_tac *) (auto simp: hull_inc)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2465
          moreover
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2466
          have "norm (?pathint (shrink c) (shrink a) - ?pathint c a) \<le> norm y / 6"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2467
            using False fpi_abc by (rule_tac *) (auto simp: hull_inc)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2468
          ultimately
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2469
          have "norm((?pathint (shrink a) (shrink b) - ?pathint a b) +
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2470
                     (?pathint (shrink b) (shrink c) - ?pathint b c) + (?pathint (shrink c) (shrink a) - ?pathint c a))
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2471
                \<le> norm y / 6 + norm y / 6 + norm y / 6"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2472
            by (metis norm_triangle_le add_mono)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2473
          also have "... = norm y / 2"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2474
            by simp
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2475
          finally have "norm((?pathint (shrink a) (shrink b) + ?pathint (shrink b) (shrink c) + ?pathint (shrink c) (shrink a)) -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2476
                          (?pathint a b + ?pathint b c + ?pathint c a))
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2477
                \<le> norm y / 2"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2478
            by (simp add: algebra_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2479
          then
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2480
          have "norm(?pathint a b + ?pathint b c + ?pathint c a) \<le> norm y / 2"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2481
            by (simp add: f_0_shrink) (metis (mono_tags) add.commute minus_add_distrib norm_minus_cancel uminus_add_conv_diff)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2482
          then have "False"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2483
            using pi_eq_y ynz by auto
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2484
        }
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2485
        moreover have "uniformly_continuous_on (convex hull {a,b,c}) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2486
          by (simp add: contf compact_convex_hull compact_uniformly_continuous)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2487
        ultimately have "False"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2488
          unfolding uniformly_continuous_on_def
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  2489
          by (force simp: ynz \<open>0 < C\<close> dist_norm)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2490
        then show ?thesis ..
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2491
      qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2492
  }
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2493
  moreover have "f contour_integrable_on (linepath a b +++ linepath b c +++ linepath c a)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2494
    using fabc contour_integrable_continuous_linepath by auto
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2495
  ultimately show ?thesis
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2496
    using has_contour_integral_integral by fastforce
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2497
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2498
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2499
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2500
subsection\<open>Version allowing finite number of exceptional points\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2501
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2502
lemma Cauchy_theorem_triangle_cofinite:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2503
  assumes "continuous_on (convex hull {a,b,c}) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2504
      and "finite s"
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  2505
      and "(\<And>x. x \<in> interior(convex hull {a,b,c}) - s \<Longrightarrow> f field_differentiable (at x))"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2506
     shows "(f has_contour_integral 0) (linepath a b +++ linepath b c +++ linepath c a)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2507
using assms
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2508
proof (induction "card s" arbitrary: a b c s rule: less_induct)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2509
  case (less s a b c)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2510
  show ?case
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2511
  proof (cases "s={}")
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2512
    case True with less show ?thesis
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  2513
      by (fastforce simp: holomorphic_on_def field_differentiable_at_within
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2514
                    Cauchy_theorem_triangle_interior)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2515
  next
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2516
    case False
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2517
    then obtain d s' where d: "s = insert d s'" "d \<notin> s'"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2518
      by (meson Set.set_insert all_not_in_conv)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2519
    then show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2520
    proof (cases "d \<in> convex hull {a,b,c}")
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2521
      case False
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2522
      show "(f has_contour_integral 0) (linepath a b +++ linepath b c +++ linepath c a)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2523
        apply (rule less.hyps [of "s'"])
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  2524
        using False d \<open>finite s\<close> interior_subset
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2525
        apply (auto intro!: less.prems)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2526
        done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2527
    next
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2528
      case True
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2529
      have *: "convex hull {a, b, d} \<subseteq> convex hull {a, b, c}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2530
        by (meson True hull_subset insert_subset convex_hull_subset)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2531
      have abd: "(f has_contour_integral 0) (linepath a b +++ linepath b d +++ linepath d a)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2532
        apply (rule less.hyps [of "s'"])
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  2533
        using True d  \<open>finite s\<close> not_in_interior_convex_hull_3
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2534
        apply (auto intro!: less.prems continuous_on_subset [OF  _ *])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2535
        apply (metis * insert_absorb insert_subset interior_mono)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2536
        done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2537
      have *: "convex hull {b, c, d} \<subseteq> convex hull {a, b, c}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2538
        by (meson True hull_subset insert_subset convex_hull_subset)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2539
      have bcd: "(f has_contour_integral 0) (linepath b c +++ linepath c d +++ linepath d b)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2540
        apply (rule less.hyps [of "s'"])
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  2541
        using True d  \<open>finite s\<close> not_in_interior_convex_hull_3
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2542
        apply (auto intro!: less.prems continuous_on_subset [OF _ *])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2543
        apply (metis * insert_absorb insert_subset interior_mono)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2544
        done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2545
      have *: "convex hull {c, a, d} \<subseteq> convex hull {a, b, c}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2546
        by (meson True hull_subset insert_subset convex_hull_subset)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2547
      have cad: "(f has_contour_integral 0) (linepath c a +++ linepath a d +++ linepath d c)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2548
        apply (rule less.hyps [of "s'"])
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  2549
        using True d  \<open>finite s\<close> not_in_interior_convex_hull_3
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2550
        apply (auto intro!: less.prems continuous_on_subset [OF _ *])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2551
        apply (metis * insert_absorb insert_subset interior_mono)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2552
        done
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2553
      have "f contour_integrable_on linepath a b"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2554
        using less.prems
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2555
        by (metis continuous_on_subset insert_commute contour_integrable_continuous_linepath segments_subset_convex_hull(3))
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2556
      moreover have "f contour_integrable_on linepath b c"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2557
        using less.prems
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2558
        by (metis continuous_on_subset contour_integrable_continuous_linepath segments_subset_convex_hull(3))
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2559
      moreover have "f contour_integrable_on linepath c a"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2560
        using less.prems
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2561
        by (metis continuous_on_subset insert_commute contour_integrable_continuous_linepath segments_subset_convex_hull(3))
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2562
      ultimately have fpi: "f contour_integrable_on (linepath a b +++ linepath b c +++ linepath c a)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2563
        by auto
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2564
      { fix y::complex
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2565
        assume fy: "(f has_contour_integral y) (linepath a b +++ linepath b c +++ linepath c a)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2566
           and ynz: "y \<noteq> 0"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2567
        have cont_ad: "continuous_on (closed_segment a d) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2568
          by (meson "*" continuous_on_subset less.prems(1) segments_subset_convex_hull(3))
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2569
        have cont_bd: "continuous_on (closed_segment b d) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2570
          by (meson True closed_segment_subset_convex_hull continuous_on_subset hull_subset insert_subset less.prems(1))
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2571
        have cont_cd: "continuous_on (closed_segment c d) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2572
          by (meson "*" continuous_on_subset less.prems(1) segments_subset_convex_hull(2))
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2573
        have "contour_integral  (linepath a b) f = - (contour_integral (linepath b d) f + (contour_integral (linepath d a) f))"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2574
                "contour_integral  (linepath b c) f = - (contour_integral (linepath c d) f + (contour_integral (linepath d b) f))"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2575
                "contour_integral  (linepath c a) f = - (contour_integral (linepath a d) f + contour_integral (linepath d c) f)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2576
            using has_chain_integral_chain_integral3 [OF abd]
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2577
                  has_chain_integral_chain_integral3 [OF bcd]
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2578
                  has_chain_integral_chain_integral3 [OF cad]
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2579
            by (simp_all add: algebra_simps add_eq_0_iff)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2580
        then have ?thesis
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2581
          using cont_ad cont_bd cont_cd fy has_chain_integral_chain_integral3 contour_integral_reverse_linepath by fastforce
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2582
      }
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2583
      then show ?thesis
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2584
        using fpi contour_integrable_on_def by blast
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2585
    qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2586
  qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2587
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2588
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2589
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2590
subsection\<open>Cauchy's theorem for an open starlike set\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2591
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2592
lemma starlike_convex_subset:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2593
  assumes s: "a \<in> s" "closed_segment b c \<subseteq> s" and subs: "\<And>x. x \<in> s \<Longrightarrow> closed_segment a x \<subseteq> s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2594
    shows "convex hull {a,b,c} \<subseteq> s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2595
      using s
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2596
      apply (clarsimp simp add: convex_hull_insert [of "{b,c}" a] segment_convex_hull)
61518
ff12606337e9 new lemmas about topology, etc., for Cauchy integral formula
paulson
parents: 61426
diff changeset
  2597
      apply (meson subs convexD convex_closed_segment ends_in_segment(1) ends_in_segment(2) subsetCE)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2598
      done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2599
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2600
lemma triangle_contour_integrals_starlike_primitive:
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2601
  assumes contf: "continuous_on s f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2602
      and s: "a \<in> s" "open s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2603
      and x: "x \<in> s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2604
      and subs: "\<And>y. y \<in> s \<Longrightarrow> closed_segment a y \<subseteq> s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2605
      and zer: "\<And>b c. closed_segment b c \<subseteq> s
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2606
                   \<Longrightarrow> contour_integral (linepath a b) f + contour_integral (linepath b c) f +
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2607
                       contour_integral (linepath c a) f = 0"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2608
    shows "((\<lambda>x. contour_integral(linepath a x) f) has_field_derivative f x) (at x)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2609
proof -
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2610
  let ?pathint = "\<lambda>x y. contour_integral(linepath x y) f"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2611
  { fix e y
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2612
    assume e: "0 < e" and bxe: "ball x e \<subseteq> s" and close: "cmod (y - x) < e"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2613
    have y: "y \<in> s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2614
      using bxe close  by (force simp: dist_norm norm_minus_commute)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2615
    have cont_ayf: "continuous_on (closed_segment a y) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2616
      using contf continuous_on_subset subs y by blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2617
    have xys: "closed_segment x y \<subseteq> s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2618
      apply (rule order_trans [OF _ bxe])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2619
      using close
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2620
      by (auto simp: dist_norm ball_def norm_minus_commute dest: segment_bound)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2621
    have "?pathint a y - ?pathint a x = ?pathint x y"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2622
      using zer [OF xys]  contour_integral_reverse_linepath [OF cont_ayf]  add_eq_0_iff by force
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2623
  } note [simp] = this
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2624
  { fix e::real
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2625
    assume e: "0 < e"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2626
    have cont_atx: "continuous (at x) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2627
      using x s contf continuous_on_eq_continuous_at by blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2628
    then obtain d1 where d1: "d1>0" and d1_less: "\<And>y. cmod (y - x) < d1 \<Longrightarrow> cmod (f y - f x) < e/2"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2629
      unfolding continuous_at Lim_at dist_norm  using e
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2630
      by (drule_tac x="e/2" in spec) force
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  2631
    obtain d2 where d2: "d2>0" "ball x d2 \<subseteq> s" using  \<open>open s\<close> x
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2632
      by (auto simp: open_contains_ball)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2633
    have dpos: "min d1 d2 > 0" using d1 d2 by simp
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2634
    { fix y
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2635
      assume yx: "y \<noteq> x" and close: "cmod (y - x) < min d1 d2"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2636
      have y: "y \<in> s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2637
        using d2 close  by (force simp: dist_norm norm_minus_commute)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2638
      have fxy: "f contour_integrable_on linepath x y"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2639
        apply (rule contour_integrable_continuous_linepath)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2640
        apply (rule continuous_on_subset [OF contf])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2641
        using close d2
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2642
        apply (auto simp: dist_norm norm_minus_commute dest!: segment_bound(1))
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2643
        done
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2644
      then obtain i where i: "(f has_contour_integral i) (linepath x y)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2645
        by (auto simp: contour_integrable_on_def)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2646
      then have "((\<lambda>w. f w - f x) has_contour_integral (i - f x * (y - x))) (linepath x y)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2647
        by (rule has_contour_integral_diff [OF _ has_contour_integral_const_linepath])
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2648
      then have "cmod (i - f x * (y - x)) \<le> e / 2 * cmod (y - x)"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2649
        apply (rule has_contour_integral_bound_linepath [where B = "e/2"])
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2650
        using e apply simp
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2651
        apply (rule d1_less [THEN less_imp_le])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2652
        using close segment_bound
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2653
        apply force
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2654
        done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2655
      also have "... < e * cmod (y - x)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2656
        by (simp add: e yx)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2657
      finally have "cmod (?pathint x y - f x * (y-x)) / cmod (y-x) < e"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2658
        using i yx  by (simp add: contour_integral_unique divide_less_eq)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2659
    }
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2660
    then have "\<exists>d>0. \<forall>y. y \<noteq> x \<and> cmod (y-x) < d \<longrightarrow> cmod (?pathint x y - f x * (y-x)) / cmod (y-x) < e"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2661
      using dpos by blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2662
  }
61976
3a27957ac658 more symbols;
wenzelm
parents: 61975
diff changeset
  2663
  then have *: "(\<lambda>y. (?pathint x y - f x * (y - x)) /\<^sub>R cmod (y - x)) \<midarrow>x\<rightarrow> 0"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2664
    by (simp add: Lim_at dist_norm inverse_eq_divide)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2665
  show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2666
    apply (simp add: has_field_derivative_def has_derivative_at bounded_linear_mult_right)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2667
    apply (rule Lim_transform [OF * Lim_eventually])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2668
    apply (simp add: inverse_eq_divide [symmetric] eventually_at)
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  2669
    using \<open>open s\<close> x
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2670
    apply (force simp: dist_norm open_contains_ball)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2671
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2672
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2673
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2674
(** Existence of a primitive.*)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2675
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2676
lemma holomorphic_starlike_primitive:
62533
bc25f3916a99 new material to Blochj's theorem, as well as supporting lemmas
paulson <lp15@cam.ac.uk>
parents: 62464
diff changeset
  2677
  fixes f :: "complex \<Rightarrow> complex"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2678
  assumes contf: "continuous_on s f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2679
      and s: "starlike s" and os: "open s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2680
      and k: "finite k"
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  2681
      and fcd: "\<And>x. x \<in> s - k \<Longrightarrow> f field_differentiable at x"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2682
    shows "\<exists>g. \<forall>x \<in> s. (g has_field_derivative f x) (at x)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2683
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2684
  obtain a where a: "a\<in>s" and a_cs: "\<And>x. x\<in>s \<Longrightarrow> closed_segment a x \<subseteq> s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2685
    using s by (auto simp: starlike_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2686
  { fix x b c
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2687
    assume "x \<in> s" "closed_segment b c \<subseteq> s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2688
    then have abcs: "convex hull {a, b, c} \<subseteq> s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2689
      by (simp add: a a_cs starlike_convex_subset)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2690
    then have *: "continuous_on (convex hull {a, b, c}) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2691
      by (simp add: continuous_on_subset [OF contf])
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2692
    have "(f has_contour_integral 0) (linepath a b +++ linepath b c +++ linepath c a)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2693
      apply (rule Cauchy_theorem_triangle_cofinite [OF _ k])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2694
      using abcs apply (simp add: continuous_on_subset [OF contf])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2695
      using * abcs interior_subset apply (auto intro: fcd)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2696
      done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2697
  } note 0 = this
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2698
  show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2699
    apply (intro exI ballI)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2700
    apply (rule triangle_contour_integrals_starlike_primitive [OF contf a os], assumption)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2701
    apply (metis a_cs)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2702
    apply (metis has_chain_integral_chain_integral3 0)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2703
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2704
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2705
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2706
lemma Cauchy_theorem_starlike:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2707
 "\<lbrakk>open s; starlike s; finite k; continuous_on s f;
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  2708
   \<And>x. x \<in> s - k \<Longrightarrow> f field_differentiable at x;
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2709
   valid_path g; path_image g \<subseteq> s; pathfinish g = pathstart g\<rbrakk>
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2710
   \<Longrightarrow> (f has_contour_integral 0)  g"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2711
  by (metis holomorphic_starlike_primitive Cauchy_theorem_primitive at_within_open)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2712
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2713
lemma Cauchy_theorem_starlike_simple:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2714
  "\<lbrakk>open s; starlike s; f holomorphic_on s; valid_path g; path_image g \<subseteq> s; pathfinish g = pathstart g\<rbrakk>
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2715
   \<Longrightarrow> (f has_contour_integral 0) g"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2716
apply (rule Cauchy_theorem_starlike [OF _ _ finite.emptyI])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2717
apply (simp_all add: holomorphic_on_imp_continuous_on)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2718
apply (metis at_within_open holomorphic_on_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2719
done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2720
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2721
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2722
subsection\<open>Cauchy's theorem for a convex set\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2723
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2724
text\<open>For a convex set we can avoid assuming openness and boundary analyticity\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2725
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2726
lemma triangle_contour_integrals_convex_primitive:
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2727
  assumes contf: "continuous_on s f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2728
      and s: "a \<in> s" "convex s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2729
      and x: "x \<in> s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2730
      and zer: "\<And>b c. \<lbrakk>b \<in> s; c \<in> s\<rbrakk>
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2731
                   \<Longrightarrow> contour_integral (linepath a b) f + contour_integral (linepath b c) f +
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2732
                       contour_integral (linepath c a) f = 0"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2733
    shows "((\<lambda>x. contour_integral(linepath a x) f) has_field_derivative f x) (at x within s)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2734
proof -
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2735
  let ?pathint = "\<lambda>x y. contour_integral(linepath x y) f"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2736
  { fix y
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2737
    assume y: "y \<in> s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2738
    have cont_ayf: "continuous_on (closed_segment a y) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2739
      using s y  by (meson contf continuous_on_subset convex_contains_segment)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2740
    have xys: "closed_segment x y \<subseteq> s"  (*?*)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2741
      using convex_contains_segment s x y by auto
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2742
    have "?pathint a y - ?pathint a x = ?pathint x y"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2743
      using zer [OF x y]  contour_integral_reverse_linepath [OF cont_ayf]  add_eq_0_iff by force
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2744
  } note [simp] = this
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2745
  { fix e::real
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2746
    assume e: "0 < e"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2747
    have cont_atx: "continuous (at x within s) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2748
      using x s contf  by (simp add: continuous_on_eq_continuous_within)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2749
    then obtain d1 where d1: "d1>0" and d1_less: "\<And>y. \<lbrakk>y \<in> s; cmod (y - x) < d1\<rbrakk> \<Longrightarrow> cmod (f y - f x) < e/2"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2750
      unfolding continuous_within Lim_within dist_norm using e
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2751
      by (drule_tac x="e/2" in spec) force
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2752
    { fix y
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2753
      assume yx: "y \<noteq> x" and close: "cmod (y - x) < d1" and y: "y \<in> s"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2754
      have fxy: "f contour_integrable_on linepath x y"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2755
        using convex_contains_segment s x y
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2756
        by (blast intro!: contour_integrable_continuous_linepath continuous_on_subset [OF contf])
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2757
      then obtain i where i: "(f has_contour_integral i) (linepath x y)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2758
        by (auto simp: contour_integrable_on_def)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2759
      then have "((\<lambda>w. f w - f x) has_contour_integral (i - f x * (y - x))) (linepath x y)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2760
        by (rule has_contour_integral_diff [OF _ has_contour_integral_const_linepath])
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2761
      then have "cmod (i - f x * (y - x)) \<le> e / 2 * cmod (y - x)"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2762
        apply (rule has_contour_integral_bound_linepath [where B = "e/2"])
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2763
        using e apply simp
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2764
        apply (rule d1_less [THEN less_imp_le])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2765
        using convex_contains_segment s(2) x y apply blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2766
        using close segment_bound(1) apply fastforce
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2767
        done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2768
      also have "... < e * cmod (y - x)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2769
        by (simp add: e yx)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2770
      finally have "cmod (?pathint x y - f x * (y-x)) / cmod (y-x) < e"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2771
        using i yx  by (simp add: contour_integral_unique divide_less_eq)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2772
    }
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2773
    then have "\<exists>d>0. \<forall>y\<in>s. y \<noteq> x \<and> cmod (y-x) < d \<longrightarrow> cmod (?pathint x y - f x * (y-x)) / cmod (y-x) < e"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2774
      using d1 by blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2775
  }
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61945
diff changeset
  2776
  then have *: "((\<lambda>y. (contour_integral (linepath x y) f - f x * (y - x)) /\<^sub>R cmod (y - x)) \<longlongrightarrow> 0) (at x within s)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2777
    by (simp add: Lim_within dist_norm inverse_eq_divide)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2778
  show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2779
    apply (simp add: has_field_derivative_def has_derivative_within bounded_linear_mult_right)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2780
    apply (rule Lim_transform [OF * Lim_eventually])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2781
    using linordered_field_no_ub
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2782
    apply (force simp: inverse_eq_divide [symmetric] eventually_at)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2783
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2784
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2785
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  2786
lemma contour_integral_convex_primitive:
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2787
  "\<lbrakk>convex s; continuous_on s f;
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2788
    \<And>a b c. \<lbrakk>a \<in> s; b \<in> s; c \<in> s\<rbrakk> \<Longrightarrow> (f has_contour_integral 0) (linepath a b +++ linepath b c +++ linepath c a)\<rbrakk>
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2789
         \<Longrightarrow> \<exists>g. \<forall>x \<in> s. (g has_field_derivative f x) (at x within s)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2790
  apply (cases "s={}")
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2791
  apply (simp_all add: ex_in_conv [symmetric])
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2792
  apply (blast intro: triangle_contour_integrals_convex_primitive has_chain_integral_chain_integral3)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2793
  done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2794
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2795
lemma holomorphic_convex_primitive:
62533
bc25f3916a99 new material to Blochj's theorem, as well as supporting lemmas
paulson <lp15@cam.ac.uk>
parents: 62464
diff changeset
  2796
  fixes f :: "complex \<Rightarrow> complex"
bc25f3916a99 new material to Blochj's theorem, as well as supporting lemmas
paulson <lp15@cam.ac.uk>
parents: 62464
diff changeset
  2797
  shows
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2798
  "\<lbrakk>convex s; finite k; continuous_on s f;
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  2799
    \<And>x. x \<in> interior s - k \<Longrightarrow> f field_differentiable at x\<rbrakk>
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2800
   \<Longrightarrow> \<exists>g. \<forall>x \<in> s. (g has_field_derivative f x) (at x within s)"
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  2801
apply (rule contour_integral_convex_primitive [OF _ _ Cauchy_theorem_triangle_cofinite])
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2802
prefer 3
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2803
apply (erule continuous_on_subset)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2804
apply (simp add: subset_hull continuous_on_subset, assumption+)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2805
by (metis Diff_iff convex_contains_segment insert_absorb insert_subset interior_mono segment_convex_hull subset_hull)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2806
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2807
lemma Cauchy_theorem_convex:
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2808
    "\<lbrakk>continuous_on s f; convex s; finite k;
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  2809
      \<And>x. x \<in> interior s - k \<Longrightarrow> f field_differentiable at x;
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2810
     valid_path g; path_image g \<subseteq> s;
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2811
     pathfinish g = pathstart g\<rbrakk> \<Longrightarrow> (f has_contour_integral 0) g"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2812
  by (metis holomorphic_convex_primitive Cauchy_theorem_primitive)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2813
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2814
lemma Cauchy_theorem_convex_simple:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2815
    "\<lbrakk>f holomorphic_on s; convex s;
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2816
     valid_path g; path_image g \<subseteq> s;
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2817
     pathfinish g = pathstart g\<rbrakk> \<Longrightarrow> (f has_contour_integral 0) g"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2818
  apply (rule Cauchy_theorem_convex)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2819
  apply (simp_all add: holomorphic_on_imp_continuous_on)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2820
  apply (rule finite.emptyI)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2821
  using at_within_interior holomorphic_on_def interior_subset by fastforce
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2822
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2823
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2824
text\<open>In particular for a disc\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2825
lemma Cauchy_theorem_disc:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2826
    "\<lbrakk>finite k; continuous_on (cball a e) f;
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  2827
      \<And>x. x \<in> ball a e - k \<Longrightarrow> f field_differentiable at x;
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2828
     valid_path g; path_image g \<subseteq> cball a e;
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2829
     pathfinish g = pathstart g\<rbrakk> \<Longrightarrow> (f has_contour_integral 0) g"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2830
  apply (rule Cauchy_theorem_convex)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2831
  apply (auto simp: convex_cball interior_cball)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2832
  done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2833
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2834
lemma Cauchy_theorem_disc_simple:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2835
    "\<lbrakk>f holomorphic_on (ball a e); valid_path g; path_image g \<subseteq> ball a e;
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2836
     pathfinish g = pathstart g\<rbrakk> \<Longrightarrow> (f has_contour_integral 0) g"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2837
by (simp add: Cauchy_theorem_convex_simple)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2838
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2839
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2840
subsection\<open>Generalize integrability to local primitives\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2841
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2842
lemma contour_integral_local_primitive_lemma:
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2843
  fixes f :: "complex\<Rightarrow>complex"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2844
  shows
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2845
    "\<lbrakk>g piecewise_differentiable_on {a..b};
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2846
      \<And>x. x \<in> s \<Longrightarrow> (f has_field_derivative f' x) (at x within s);
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2847
      \<And>x. x \<in> {a..b} \<Longrightarrow> g x \<in> s\<rbrakk>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2848
     \<Longrightarrow> (\<lambda>x. f' (g x) * vector_derivative g (at x within {a..b}))
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2849
            integrable_on {a..b}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2850
  apply (cases "cbox a b = {}", force)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2851
  apply (simp add: integrable_on_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2852
  apply (rule exI)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2853
  apply (rule contour_integral_primitive_lemma, assumption+)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2854
  using atLeastAtMost_iff by blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2855
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2856
lemma contour_integral_local_primitive_any:
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2857
  fixes f :: "complex \<Rightarrow> complex"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2858
  assumes gpd: "g piecewise_differentiable_on {a..b}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2859
      and dh: "\<And>x. x \<in> s
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2860
               \<Longrightarrow> \<exists>d h. 0 < d \<and>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2861
                         (\<forall>y. norm(y - x) < d \<longrightarrow> (h has_field_derivative f y) (at y within s))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2862
      and gs: "\<And>x. x \<in> {a..b} \<Longrightarrow> g x \<in> s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2863
  shows "(\<lambda>x. f(g x) * vector_derivative g (at x)) integrable_on {a..b}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2864
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2865
  { fix x
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2866
    assume x: "a \<le> x" "x \<le> b"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2867
    obtain d h where d: "0 < d"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2868
               and h: "(\<And>y. norm(y - g x) < d \<Longrightarrow> (h has_field_derivative f y) (at y within s))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2869
      using x gs dh by (metis atLeastAtMost_iff)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2870
    have "continuous_on {a..b} g" using gpd piecewise_differentiable_on_def by blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2871
    then obtain e where e: "e>0" and lessd: "\<And>x'. x' \<in> {a..b} \<Longrightarrow> \<bar>x' - x\<bar> < e \<Longrightarrow> cmod (g x' - g x) < d"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2872
      using x d
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2873
      apply (auto simp: dist_norm continuous_on_iff)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2874
      apply (drule_tac x=x in bspec)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2875
      using x apply simp
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2876
      apply (drule_tac x=d in spec, auto)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2877
      done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2878
    have "\<exists>d>0. \<forall>u v. u \<le> x \<and> x \<le> v \<and> {u..v} \<subseteq> ball x d \<and> (u \<le> v \<longrightarrow> a \<le> u \<and> v \<le> b) \<longrightarrow>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2879
                          (\<lambda>x. f (g x) * vector_derivative g (at x)) integrable_on {u..v}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2880
      apply (rule_tac x=e in exI)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2881
      using e
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2882
      apply (simp add: integrable_on_localized_vector_derivative [symmetric], clarify)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2883
      apply (rule_tac f = h and s = "g ` {u..v}" in contour_integral_local_primitive_lemma)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2884
        apply (meson atLeastatMost_subset_iff gpd piecewise_differentiable_on_subset)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2885
       apply (force simp: ball_def dist_norm intro: lessd gs DERIV_subset [OF h], force)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2886
      done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2887
  } then
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2888
  show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2889
    by (force simp: intro!: integrable_on_little_subintervals [of a b, simplified])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2890
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2891
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2892
lemma contour_integral_local_primitive:
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2893
  fixes f :: "complex \<Rightarrow> complex"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2894
  assumes g: "valid_path g" "path_image g \<subseteq> s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2895
      and dh: "\<And>x. x \<in> s
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2896
               \<Longrightarrow> \<exists>d h. 0 < d \<and>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2897
                         (\<forall>y. norm(y - x) < d \<longrightarrow> (h has_field_derivative f y) (at y within s))"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2898
  shows "f contour_integrable_on g"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2899
  using g
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2900
  apply (simp add: valid_path_def path_image_def contour_integrable_on_def has_contour_integral_def
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2901
            has_integral_localized_vector_derivative integrable_on_def [symmetric])
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2902
  using contour_integral_local_primitive_any [OF _ dh]
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  2903
  by (meson image_subset_iff piecewise_C1_imp_differentiable)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2904
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2905
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2906
text\<open>In particular if a function is holomorphic\<close>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2907
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2908
lemma contour_integrable_holomorphic:
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2909
  assumes contf: "continuous_on s f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2910
      and os: "open s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2911
      and k: "finite k"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2912
      and g: "valid_path g" "path_image g \<subseteq> s"
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  2913
      and fcd: "\<And>x. x \<in> s - k \<Longrightarrow> f field_differentiable at x"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2914
    shows "f contour_integrable_on g"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2915
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2916
  { fix z
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2917
    assume z: "z \<in> s"
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  2918
    obtain d where d: "d>0" "ball z d \<subseteq> s" using  \<open>open s\<close> z
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2919
      by (auto simp: open_contains_ball)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2920
    then have contfb: "continuous_on (ball z d) f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2921
      using contf continuous_on_subset by blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2922
    obtain h where "\<forall>y\<in>ball z d. (h has_field_derivative f y) (at y within ball z d)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2923
      using holomorphic_convex_primitive [OF convex_ball k contfb fcd] d
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2924
            interior_subset by force
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2925
    then have "\<forall>y\<in>ball z d. (h has_field_derivative f y) (at y within s)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2926
      by (metis Topology_Euclidean_Space.open_ball at_within_open d(2) os subsetCE)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2927
    then have "\<exists>h. (\<forall>y. cmod (y - z) < d \<longrightarrow> (h has_field_derivative f y) (at y within s))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2928
      by (force simp: dist_norm norm_minus_commute)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2929
    then have "\<exists>d h. 0 < d \<and> (\<forall>y. cmod (y - z) < d \<longrightarrow> (h has_field_derivative f y) (at y within s))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2930
      using d by blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2931
  }
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2932
  then show ?thesis
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2933
    by (rule contour_integral_local_primitive [OF g])
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2934
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2935
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2936
lemma contour_integrable_holomorphic_simple:
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  2937
  assumes fh: "f holomorphic_on s"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2938
      and os: "open s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2939
      and g: "valid_path g" "path_image g \<subseteq> s"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2940
    shows "f contour_integrable_on g"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  2941
  apply (rule contour_integrable_holomorphic [OF _ os Finite_Set.finite.emptyI g])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  2942
  apply (simp add: fh holomorphic_on_imp_continuous_on)
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  2943
  using fh  by (simp add: field_differentiable_def holomorphic_on_open os)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2944
61104
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  2945
lemma continuous_on_inversediff:
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  2946
  fixes z:: "'a::real_normed_field" shows "z \<notin> s \<Longrightarrow> continuous_on s (\<lambda>w. 1 / (w - z))"
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  2947
  by (rule continuous_intros | force)+
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  2948
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2949
corollary contour_integrable_inversediff:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2950
    "\<lbrakk>valid_path g; z \<notin> path_image g\<rbrakk> \<Longrightarrow> (\<lambda>w. 1 / (w-z)) contour_integrable_on g"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  2951
apply (rule contour_integrable_holomorphic_simple [of _ "UNIV-{z}"])
61104
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  2952
apply (auto simp: holomorphic_on_open open_delete intro!: derivative_eq_intros)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2953
done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2954
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  2955
text\<open>Key fact that path integral is the same for a "nearby" path. This is the
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2956
 main lemma for the homotopy form of Cauchy's theorem and is also useful
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2957
 if we want "without loss of generality" to assume some nice properties of a
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2958
 path (e.g. smoothness). It can also be used to define the integrals of
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2959
 analytic functions over arbitrary continuous paths. This is just done for
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2960
 winding numbers now.
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  2961
\<close>
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2962
61711
21d7910d6816 Theory of homotopic paths (from HOL Light), plus comments and minor refinements
paulson <lp15@cam.ac.uk>
parents: 61694
diff changeset
  2963
text\<open>A technical definition to avoid duplication of similar proofs,
21d7910d6816 Theory of homotopic paths (from HOL Light), plus comments and minor refinements
paulson <lp15@cam.ac.uk>
parents: 61694
diff changeset
  2964
     for paths joined at the ends versus looping paths\<close>
21d7910d6816 Theory of homotopic paths (from HOL Light), plus comments and minor refinements
paulson <lp15@cam.ac.uk>
parents: 61694
diff changeset
  2965
definition linked_paths :: "bool \<Rightarrow> (real \<Rightarrow> 'a) \<Rightarrow> (real \<Rightarrow> 'a::topological_space) \<Rightarrow> bool"
21d7910d6816 Theory of homotopic paths (from HOL Light), plus comments and minor refinements
paulson <lp15@cam.ac.uk>
parents: 61694
diff changeset
  2966
  where "linked_paths atends g h ==
21d7910d6816 Theory of homotopic paths (from HOL Light), plus comments and minor refinements
paulson <lp15@cam.ac.uk>
parents: 61694
diff changeset
  2967
        (if atends then pathstart h = pathstart g \<and> pathfinish h = pathfinish g
21d7910d6816 Theory of homotopic paths (from HOL Light), plus comments and minor refinements
paulson <lp15@cam.ac.uk>
parents: 61694
diff changeset
  2968
                   else pathfinish g = pathstart g \<and> pathfinish h = pathstart h)"
21d7910d6816 Theory of homotopic paths (from HOL Light), plus comments and minor refinements
paulson <lp15@cam.ac.uk>
parents: 61694
diff changeset
  2969
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  2970
text\<open>This formulation covers two cases: @{term g} and @{term h} share their
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  2971
      start and end points; @{term g} and @{term h} both loop upon themselves.\<close>
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2972
lemma contour_integral_nearby:
61711
21d7910d6816 Theory of homotopic paths (from HOL Light), plus comments and minor refinements
paulson <lp15@cam.ac.uk>
parents: 61694
diff changeset
  2973
  assumes os: "open s" and p: "path p" "path_image p \<subseteq> s"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2974
    shows
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2975
       "\<exists>d. 0 < d \<and>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2976
            (\<forall>g h. valid_path g \<and> valid_path h \<and>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2977
                  (\<forall>t \<in> {0..1}. norm(g t - p t) < d \<and> norm(h t - p t) < d) \<and>
61711
21d7910d6816 Theory of homotopic paths (from HOL Light), plus comments and minor refinements
paulson <lp15@cam.ac.uk>
parents: 61694
diff changeset
  2978
                  linked_paths atends g h
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2979
                  \<longrightarrow> path_image g \<subseteq> s \<and> path_image h \<subseteq> s \<and>
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  2980
                      (\<forall>f. f holomorphic_on s \<longrightarrow> contour_integral h f = contour_integral g f))"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2981
proof -
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2982
  have "\<forall>z. \<exists>e. z \<in> path_image p \<longrightarrow> 0 < e \<and> ball z e \<subseteq> s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2983
    using open_contains_ball os p(2) by blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2984
  then obtain ee where ee: "\<And>z. z \<in> path_image p \<Longrightarrow> 0 < ee z \<and> ball z (ee z) \<subseteq> s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2985
    by metis
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  2986
  define cover where "cover = (\<lambda>z. ball z (ee z/3)) ` (path_image p)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2987
  have "compact (path_image p)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2988
    by (metis p(1) compact_path_image)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2989
  moreover have "path_image p \<subseteq> (\<Union>c\<in>path_image p. ball c (ee c / 3))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2990
    using ee by auto
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2991
  ultimately have "\<exists>D \<subseteq> cover. finite D \<and> path_image p \<subseteq> \<Union>D"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2992
    by (simp add: compact_eq_heine_borel cover_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2993
  then obtain D where D: "D \<subseteq> cover" "finite D" "path_image p \<subseteq> \<Union>D"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2994
    by blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2995
  then obtain k where k: "k \<subseteq> {0..1}" "finite k" and D_eq: "D = ((\<lambda>z. ball z (ee z / 3)) \<circ> p) ` k"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2996
    apply (simp add: cover_def path_image_def image_comp)
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  2997
    apply (blast dest!: finite_subset_image [OF \<open>finite D\<close>])
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2998
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  2999
  then have kne: "k \<noteq> {}"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3000
    using D by auto
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3001
  have pi: "\<And>i. i \<in> k \<Longrightarrow> p i \<in> path_image p"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3002
    using k  by (auto simp: path_image_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3003
  then have eepi: "\<And>i. i \<in> k \<Longrightarrow> 0 < ee((p i))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3004
    by (metis ee)
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  3005
  define e where "e = Min((ee o p) ` k)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3006
  have fin_eep: "finite ((ee o p) ` k)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3007
    using k  by blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3008
  have enz: "0 < e"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3009
    using ee k  by (simp add: kne e_def Min_gr_iff [OF fin_eep] eepi)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3010
  have "uniformly_continuous_on {0..1} p"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3011
    using p  by (simp add: path_def compact_uniformly_continuous)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3012
  then obtain d::real where d: "d>0"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3013
          and de: "\<And>x x'. \<bar>x' - x\<bar> < d \<Longrightarrow> x\<in>{0..1} \<Longrightarrow> x'\<in>{0..1} \<Longrightarrow> cmod (p x' - p x) < e/3"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3014
    unfolding uniformly_continuous_on_def dist_norm real_norm_def
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3015
    by (metis divide_pos_pos enz zero_less_numeral)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3016
  then obtain N::nat where N: "N>0" "inverse N < d"
62623
dbc62f86a1a9 rationalisation of theorem names esp about "real Archimedian" etc.
paulson <lp15@cam.ac.uk>
parents: 62620
diff changeset
  3017
    using real_arch_inverse [of d]   by auto
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3018
  { fix g h
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3019
    assume g: "valid_path g" and gp: "\<forall>t\<in>{0..1}. cmod (g t - p t) < e / 3"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3020
       and h: "valid_path h" and hp: "\<forall>t\<in>{0..1}. cmod (h t - p t) < e / 3"
61711
21d7910d6816 Theory of homotopic paths (from HOL Light), plus comments and minor refinements
paulson <lp15@cam.ac.uk>
parents: 61694
diff changeset
  3021
       and joins: "linked_paths atends g h"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3022
    { fix t::real
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3023
      assume t: "0 \<le> t" "t \<le> 1"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3024
      then obtain u where u: "u \<in> k" and ptu: "p t \<in> ball(p u) (ee(p u) / 3)"
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  3025
        using \<open>path_image p \<subseteq> \<Union>D\<close> D_eq by (force simp: path_image_def)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3026
      then have ele: "e \<le> ee (p u)" using fin_eep
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3027
        by (simp add: e_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3028
      have "cmod (g t - p t) < e / 3" "cmod (h t - p t) < e / 3"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3029
        using gp hp t by auto
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3030
      with ele have "cmod (g t - p t) < ee (p u) / 3"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3031
                    "cmod (h t - p t) < ee (p u) / 3"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3032
        by linarith+
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3033
      then have "g t \<in> ball(p u) (ee(p u))"  "h t \<in> ball(p u) (ee(p u))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3034
        using norm_diff_triangle_ineq [of "g t" "p t" "p t" "p u"]
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3035
              norm_diff_triangle_ineq [of "h t" "p t" "p t" "p u"] ptu eepi u
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  3036
        by (force simp: dist_norm ball_def norm_minus_commute)+
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3037
      then have "g t \<in> s" "h t \<in> s" using ee u k
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3038
        by (auto simp: path_image_def ball_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3039
    }
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3040
    then have ghs: "path_image g \<subseteq> s" "path_image h \<subseteq> s"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3041
      by (auto simp: path_image_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3042
    moreover
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3043
    { fix f
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3044
      assume fhols: "f holomorphic_on s"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3045
      then have fpa: "f contour_integrable_on g"  "f contour_integrable_on h"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3046
        using g ghs h holomorphic_on_imp_continuous_on os contour_integrable_holomorphic_simple
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3047
        by blast+
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3048
      have contf: "continuous_on s f"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3049
        by (simp add: fhols holomorphic_on_imp_continuous_on)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3050
      { fix z
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3051
        assume z: "z \<in> path_image p"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3052
        have "f holomorphic_on ball z (ee z)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3053
          using fhols ee z holomorphic_on_subset by blast
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3054
        then have "\<exists>ff. (\<forall>w \<in> ball z (ee z). (ff has_field_derivative f w) (at w))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3055
          using holomorphic_convex_primitive [of "ball z (ee z)" "{}" f, simplified]
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3056
          by (metis open_ball at_within_open holomorphic_on_def holomorphic_on_imp_continuous_on mem_ball)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3057
      }
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3058
      then obtain ff where ff:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3059
            "\<And>z w. \<lbrakk>z \<in> path_image p; w \<in> ball z (ee z)\<rbrakk> \<Longrightarrow> (ff z has_field_derivative f w) (at w)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3060
        by metis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3061
      { fix n
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3062
        assume n: "n \<le> N"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3063
        then have "contour_integral(subpath 0 (n/N) h) f - contour_integral(subpath 0 (n/N) g) f =
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3064
                   contour_integral(linepath (g(n/N)) (h(n/N))) f - contour_integral(linepath (g 0) (h 0)) f"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3065
        proof (induct n)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3066
          case 0 show ?case by simp
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3067
        next
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3068
          case (Suc n)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3069
          obtain t where t: "t \<in> k" and "p (n/N) \<in> ball(p t) (ee(p t) / 3)"
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  3070
            using \<open>path_image p \<subseteq> \<Union>D\<close> [THEN subsetD, where c="p (n/N)"] D_eq N Suc.prems
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  3071
            by (force simp: path_image_def)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3072
          then have ptu: "cmod (p t - p (n/N)) < ee (p t) / 3"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3073
            by (simp add: dist_norm)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3074
          have e3le: "e/3 \<le> ee (p t) / 3"  using fin_eep t
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3075
            by (simp add: e_def)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3076
          { fix x
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3077
            assume x: "n/N \<le> x" "x \<le> (1 + n)/N"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3078
            then have nN01: "0 \<le> n/N" "(1 + n)/N \<le> 1"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3079
              using Suc.prems by auto
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3080
            then have x01: "0 \<le> x" "x \<le> 1"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3081
              using x by linarith+
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3082
            have "cmod (p t - p x)  < ee (p t) / 3 + e/3"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3083
              apply (rule norm_diff_triangle_less [OF ptu de])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3084
              using x N x01 Suc.prems
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3085
              apply (auto simp: field_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3086
              done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3087
            then have ptx: "cmod (p t - p x) < 2*ee (p t)/3"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3088
              using e3le eepi [OF t] by simp
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3089
            have "cmod (p t - g x) < 2*ee (p t)/3 + e/3 "
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3090
              apply (rule norm_diff_triangle_less [OF ptx])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3091
              using gp x01 by (simp add: norm_minus_commute)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3092
            also have "... \<le> ee (p t)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3093
              using e3le eepi [OF t] by simp
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3094
            finally have gg: "cmod (p t - g x) < ee (p t)" .
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3095
            have "cmod (p t - h x) < 2*ee (p t)/3 + e/3 "
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3096
              apply (rule norm_diff_triangle_less [OF ptx])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3097
              using hp x01 by (simp add: norm_minus_commute)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3098
            also have "... \<le> ee (p t)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3099
              using e3le eepi [OF t] by simp
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3100
            finally have "cmod (p t - g x) < ee (p t)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3101
                         "cmod (p t - h x) < ee (p t)"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3102
              using gg by auto
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3103
          } note ptgh_ee = this
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3104
          have pi_hgn: "path_image (linepath (h (n/N)) (g (n/N))) \<subseteq> ball (p t) (ee (p t))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3105
            using ptgh_ee [of "n/N"] Suc.prems
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61520
diff changeset
  3106
            by (auto simp: field_simps dist_norm dest: segment_furthest_le [where y="p t"])
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3107
          then have gh_ns: "closed_segment (g (n/N)) (h (n/N)) \<subseteq> s"
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  3108
            using \<open>N>0\<close> Suc.prems
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61520
diff changeset
  3109
            apply (simp add: path_image_join field_simps closed_segment_commute)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3110
            apply (erule order_trans)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3111
            apply (simp add: ee pi t)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3112
            done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3113
          have pi_ghn': "path_image (linepath (g ((1 + n) / N)) (h ((1 + n) / N)))
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3114
                  \<subseteq> ball (p t) (ee (p t))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3115
            using ptgh_ee [of "(1+n)/N"] Suc.prems
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61520
diff changeset
  3116
            by (auto simp: field_simps dist_norm dest: segment_furthest_le [where y="p t"])
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3117
          then have gh_n's: "closed_segment (g ((1 + n) / N)) (h ((1 + n) / N)) \<subseteq> s"
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  3118
            using \<open>N>0\<close> Suc.prems ee pi t
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3119
            by (auto simp: Path_Connected.path_image_join field_simps)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3120
          have pi_subset_ball:
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3121
                "path_image (subpath (n/N) ((1+n) / N) g +++ linepath (g ((1+n) / N)) (h ((1+n) / N)) +++
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3122
                             subpath ((1+n) / N) (n/N) h +++ linepath (h (n/N)) (g (n/N)))
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3123
                 \<subseteq> ball (p t) (ee (p t))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3124
            apply (intro subset_path_image_join pi_hgn pi_ghn')
61222
05d28dc76e5c isabelle update_cartouches;
wenzelm
parents: 61204
diff changeset
  3125
            using \<open>N>0\<close> Suc.prems
61762
d50b993b4fb9 Removal of redundant lemmas (diff_less_iff, diff_le_iff) and of the abbreviation Exp. Addition of some new material.
paulson <lp15@cam.ac.uk>
parents: 61738
diff changeset
  3126
            apply (auto simp: path_image_subpath dist_norm field_simps closed_segment_eq_real_ivl ptgh_ee)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3127
            done
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3128
          have pi0: "(f has_contour_integral 0)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3129
                       (subpath (n/ N) ((Suc n)/N) g +++ linepath(g ((Suc n) / N)) (h((Suc n) / N)) +++
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3130
                        subpath ((Suc n) / N) (n/N) h +++ linepath(h (n/N)) (g (n/N)))"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3131
            apply (rule Cauchy_theorem_primitive [of "ball(p t) (ee(p t))" "ff (p t)" "f"])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3132
            apply (metis ff open_ball at_within_open pi t)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3133
            apply (intro valid_path_join)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3134
            using Suc.prems pi_subset_ball apply (simp_all add: valid_path_subpath g h)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3135
            done
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3136
          have fpa1: "f contour_integrable_on subpath (real n / real N) (real (Suc n) / real N) g"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3137
            using Suc.prems by (simp add: contour_integrable_subpath g fpa)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3138
          have fpa2: "f contour_integrable_on linepath (g (real (Suc n) / real N)) (h (real (Suc n) / real N))"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3139
            using gh_n's
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3140
            by (auto intro!: contour_integrable_continuous_linepath continuous_on_subset [OF contf])
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3141
          have fpa3: "f contour_integrable_on linepath (h (real n / real N)) (g (real n / real N))"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3142
            using gh_ns
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3143
            by (auto simp: closed_segment_commute intro!: contour_integrable_continuous_linepath continuous_on_subset [OF contf])
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3144
          have eq0: "contour_integral (subpath (n/N) ((Suc n) / real N) g) f +
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3145
                     contour_integral (linepath (g ((Suc n) / N)) (h ((Suc n) / N))) f +
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3146
                     contour_integral (subpath ((Suc n) / N) (n/N) h) f +
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3147
                     contour_integral (linepath (h (n/N)) (g (n/N))) f = 0"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3148
            using contour_integral_unique [OF pi0] Suc.prems
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3149
            by (simp add: g h fpa valid_path_subpath contour_integrable_subpath
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61520
diff changeset
  3150
                          fpa1 fpa2 fpa3 algebra_simps del: of_nat_Suc)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3151
          have *: "\<And>hn he hn' gn gd gn' hgn ghn gh0 ghn'.
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3152
                    \<lbrakk>hn - gn = ghn - gh0;
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3153
                     gd + ghn' + he + hgn = (0::complex);
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3154
                     hn - he = hn'; gn + gd = gn'; hgn = -ghn\<rbrakk> \<Longrightarrow> hn' - gn' = ghn' - gh0"
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3155
            by (auto simp: algebra_simps)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3156
          have "contour_integral (subpath 0 (n/N) h) f - contour_integral (subpath ((Suc n) / N) (n/N) h) f =
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3157
                contour_integral (subpath 0 (n/N) h) f + contour_integral (subpath (n/N) ((Suc n) / N) h) f"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3158
            unfolding reversepath_subpath [symmetric, of "((Suc n) / N)"]
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3159
            using Suc.prems by (simp add: h fpa contour_integral_reversepath valid_path_subpath contour_integrable_subpath)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3160
          also have "... = contour_integral (subpath 0 ((Suc n) / N) h) f"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3161
            using Suc.prems by (simp add: contour_integral_subpath_combine h fpa)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3162
          finally have pi0_eq:
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3163
               "contour_integral (subpath 0 (n/N) h) f - contour_integral (subpath ((Suc n) / N) (n/N) h) f =
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3164
                contour_integral (subpath 0 ((Suc n) / N) h) f" .
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3165
          show ?case
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3166
            apply (rule * [OF Suc.hyps eq0 pi0_eq])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3167
            using Suc.prems
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3168
            apply (simp_all add: g h fpa contour_integral_subpath_combine
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3169
                     contour_integral_reversepath [symmetric] contour_integrable_continuous_linepath
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3170
                     continuous_on_subset [OF contf gh_ns])
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3171
            done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3172
      qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3173
      } note ind = this
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3174
      have "contour_integral h f = contour_integral g f"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3175
        using ind [OF order_refl] N joins
62390
842917225d56 more canonical names
nipkow
parents: 62379
diff changeset
  3176
        by (simp add: linked_paths_def pathstart_def pathfinish_def split: if_split_asm)
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3177
    }
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3178
    ultimately
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3179
    have "path_image g \<subseteq> s \<and> path_image h \<subseteq> s \<and> (\<forall>f. f holomorphic_on s \<longrightarrow> contour_integral h f = contour_integral g f)"
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3180
      by metis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3181
  } note * = this
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3182
  show ?thesis
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3183
    apply (rule_tac x="e/3" in exI)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3184
    apply (rule conjI)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3185
    using enz apply simp
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3186
    apply (clarsimp simp only: ball_conj_distrib)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3187
    apply (rule *; assumption)
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3188
    done
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3189
qed
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3190
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3191
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3192
lemma
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3193
  assumes "open s" "path p" "path_image p \<subseteq> s"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3194
    shows contour_integral_nearby_ends:
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3195
      "\<exists>d. 0 < d \<and>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3196
              (\<forall>g h. valid_path g \<and> valid_path h \<and>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3197
                    (\<forall>t \<in> {0..1}. norm(g t - p t) < d \<and> norm(h t - p t) < d) \<and>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3198
                    pathstart h = pathstart g \<and> pathfinish h = pathfinish g
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3199
                    \<longrightarrow> path_image g \<subseteq> s \<and>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3200
                        path_image h \<subseteq> s \<and>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3201
                        (\<forall>f. f holomorphic_on s
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3202
                            \<longrightarrow> contour_integral h f = contour_integral g f))"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3203
    and contour_integral_nearby_loops:
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3204
      "\<exists>d. 0 < d \<and>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3205
              (\<forall>g h. valid_path g \<and> valid_path h \<and>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3206
                    (\<forall>t \<in> {0..1}. norm(g t - p t) < d \<and> norm(h t - p t) < d) \<and>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3207
                    pathfinish g = pathstart g \<and> pathfinish h = pathstart h
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3208
                    \<longrightarrow> path_image g \<subseteq> s \<and>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3209
                        path_image h \<subseteq> s \<and>
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3210
                        (\<forall>f. f holomorphic_on s
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3211
                            \<longrightarrow> contour_integral h f = contour_integral g f))"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3212
  using contour_integral_nearby [OF assms, where atends=True]
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3213
  using contour_integral_nearby [OF assms, where atends=False]
61711
21d7910d6816 Theory of homotopic paths (from HOL Light), plus comments and minor refinements
paulson <lp15@cam.ac.uk>
parents: 61694
diff changeset
  3214
  unfolding linked_paths_def by simp_all
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  3215
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  3216
corollary differentiable_polynomial_function:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  3217
  fixes p :: "real \<Rightarrow> 'a::euclidean_space"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  3218
  shows "polynomial_function p \<Longrightarrow> p differentiable_on s"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  3219
by (meson has_vector_derivative_polynomial_function differentiable_at_imp_differentiable_on differentiable_def has_vector_derivative_def)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  3220
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  3221
lemma C1_differentiable_polynomial_function:
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  3222
  fixes p :: "real \<Rightarrow> 'a::euclidean_space"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  3223
  shows "polynomial_function p \<Longrightarrow> p C1_differentiable_on s"
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  3224
  by (metis continuous_on_polymonial_function C1_differentiable_on_def  has_vector_derivative_polynomial_function)
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  3225
61104
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3226
lemma valid_path_polynomial_function:
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  3227
  fixes p :: "real \<Rightarrow> 'a::euclidean_space"
61104
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3228
  shows "polynomial_function p \<Longrightarrow> valid_path p"
61190
2bd401e364f9 Massive revisions, as a valid path must now be continously differentiable (C!)
paulson <lp15@cam.ac.uk>
parents: 61104
diff changeset
  3229
by (force simp: valid_path_def piecewise_C1_differentiable_on_def continuous_on_polymonial_function C1_differentiable_polynomial_function)
61104
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3230
61518
ff12606337e9 new lemmas about topology, etc., for Cauchy integral formula
paulson
parents: 61426
diff changeset
  3231
lemma valid_path_subpath_trivial [simp]:
ff12606337e9 new lemmas about topology, etc., for Cauchy integral formula
paulson
parents: 61426
diff changeset
  3232
    fixes g :: "real \<Rightarrow> 'a::euclidean_space"
ff12606337e9 new lemmas about topology, etc., for Cauchy integral formula
paulson
parents: 61426
diff changeset
  3233
    shows "z \<noteq> g x \<Longrightarrow> valid_path (subpath x x g)"
ff12606337e9 new lemmas about topology, etc., for Cauchy integral formula
paulson
parents: 61426
diff changeset
  3234
  by (simp add: subpath_def valid_path_polynomial_function)
ff12606337e9 new lemmas about topology, etc., for Cauchy integral formula
paulson
parents: 61426
diff changeset
  3235
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3236
lemma contour_integral_bound_exists:
61104
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3237
assumes s: "open s"
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3238
    and g: "valid_path g"
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3239
    and pag: "path_image g \<subseteq> s"
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3240
  shows "\<exists>L. 0 < L \<and>
61200
a5674da43c2b eliminated hard tabs;
wenzelm
parents: 61190
diff changeset
  3241
       (\<forall>f B. f holomorphic_on s \<and> (\<forall>z \<in> s. norm(f z) \<le> B)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3242
         \<longrightarrow> norm(contour_integral g f) \<le> L*B)"
61104
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3243
proof -
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3244
have "path g" using g
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3245
  by (simp add: valid_path_imp_path)
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3246
then obtain d::real and p
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3247
  where d: "0 < d"
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3248
    and p: "polynomial_function p" "path_image p \<subseteq> s"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3249
    and pi: "\<And>f. f holomorphic_on s \<Longrightarrow> contour_integral g f = contour_integral p f"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3250
  using contour_integral_nearby_ends [OF s \<open>path g\<close> pag]
61104
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3251
  apply clarify
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3252
  apply (drule_tac x=g in spec)
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3253
  apply (simp only: assms)
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3254
  apply (force simp: valid_path_polynomial_function dest: path_approx_polynomial_function)
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3255
  done
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3256
then obtain p' where p': "polynomial_function p'"
61200
a5674da43c2b eliminated hard tabs;
wenzelm
parents: 61190
diff changeset
  3257
         "\<And>x. (p has_vector_derivative (p' x)) (at x)"
61104
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3258
  using has_vector_derivative_polynomial_function by force
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3259
then have "bounded(p' ` {0..1})"
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3260
  using continuous_on_polymonial_function
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3261
  by (force simp: intro!: compact_imp_bounded compact_continuous_image)
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3262
then obtain L where L: "L>0" and nop': "\<And>x. x \<in> {0..1} \<Longrightarrow> norm (p' x) \<le> L"
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3263
  by (force simp: bounded_pos)
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3264
{ fix f B
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3265
  assume f: "f holomorphic_on s"
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3266
     and B: "\<And>z. z\<in>s \<Longrightarrow> cmod (f z) \<le> B"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3267
  then have "f contour_integrable_on p \<and> valid_path p"
61104
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3268
    using p s
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3269
    by (blast intro: valid_path_polynomial_function contour_integrable_holomorphic_simple holomorphic_on_imp_continuous_on)
61104
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3270
  moreover have "\<And>x. x \<in> {0..1} \<Longrightarrow> cmod (vector_derivative p (at x)) * cmod (f (p x)) \<le> L * B"
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3271
    apply (rule mult_mono)
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3272
    apply (subst Derivative.vector_derivative_at; force intro: p' nop')
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3273
    using L B p
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3274
    apply (auto simp: path_image_def image_subset_iff)
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3275
    done
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3276
  ultimately have "cmod (contour_integral g f) \<le> L * B"
61104
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3277
    apply (simp add: pi [OF f])
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3278
    apply (simp add: contour_integral_integral)
61104
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3279
    apply (rule order_trans [OF integral_norm_bound_integral])
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3280
    apply (auto simp: mult.commute integral_norm_bound_integral contour_integrable_on [symmetric] norm_mult)
61104
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3281
    done
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3282
} then
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3283
show ?thesis
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3284
  by (force simp: L contour_integral_integral)
61104
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3285
qed
3c2d4636cebc new lemmas about vector_derivative, complex numbers, paths, etc.
paulson
parents: 60809
diff changeset
  3286
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3287
subsection\<open>Constancy of a function from a connected set into a finite, disconnected or discrete set\<close>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3288
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3289
text\<open>Still missing: versions for a set that is smaller than R, or countable.\<close>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3290
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3291
lemma continuous_disconnected_range_constant:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3292
  assumes s: "connected s"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3293
      and conf: "continuous_on s f"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3294
      and fim: "f ` s \<subseteq> t"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3295
      and cct: "\<And>y. y \<in> t \<Longrightarrow> connected_component_set t y = {y}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3296
    shows "\<exists>a. \<forall>x \<in> s. f x = a"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3297
proof (cases "s = {}")
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3298
  case True then show ?thesis by force
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3299
next
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3300
  case False
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3301
  { fix x assume "x \<in> s"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3302
    then have "f ` s \<subseteq> {f x}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3303
    by (metis connected_continuous_image conf connected_component_maximal fim image_subset_iff rev_image_eqI s cct)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3304
  }
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3305
  with False show ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3306
    by blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3307
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3308
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3309
lemma discrete_subset_disconnected:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3310
  fixes s :: "'a::topological_space set"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3311
  fixes t :: "'b::real_normed_vector set"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3312
  assumes conf: "continuous_on s f"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3313
      and no: "\<And>x. x \<in> s \<Longrightarrow> \<exists>e>0. \<forall>y. y \<in> s \<and> f y \<noteq> f x \<longrightarrow> e \<le> norm (f y - f x)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3314
   shows "f ` s \<subseteq> {y. connected_component_set (f ` s) y = {y}}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3315
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3316
  { fix x assume x: "x \<in> s"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3317
    then obtain e where "e>0" and ele: "\<And>y. \<lbrakk>y \<in> s; f y \<noteq> f x\<rbrakk> \<Longrightarrow> e \<le> norm (f y - f x)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3318
      using conf no [OF x] by auto
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3319
    then have e2: "0 \<le> e / 2"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3320
      by simp
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3321
    have "f y = f x" if "y \<in> s" and ccs: "f y \<in> connected_component_set (f ` s) (f x)" for y
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3322
      apply (rule ccontr)
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  3323
      using connected_closed [of "connected_component_set (f ` s) (f x)"] \<open>e>0\<close>
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3324
      apply (simp add: del: ex_simps)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3325
      apply (drule spec [where x="cball (f x) (e / 2)"])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3326
      apply (drule spec [where x="- ball(f x) e"])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3327
      apply (auto simp: dist_norm open_closed [symmetric] simp del: le_divide_eq_numeral1 dest!: connected_component_in)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3328
        apply (metis diff_self e2 ele norm_minus_commute norm_zero not_less)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3329
       using centre_in_cball connected_component_refl_eq e2 x apply blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3330
      using ccs
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  3331
      apply (force simp: cball_def dist_norm norm_minus_commute dest: ele [OF \<open>y \<in> s\<close>])
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3332
      done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3333
    moreover have "connected_component_set (f ` s) (f x) \<subseteq> f ` s"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3334
      by (auto simp: connected_component_in)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3335
    ultimately have "connected_component_set (f ` s) (f x) = {f x}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3336
      by (auto simp: x)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3337
  }
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3338
  with assms show ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3339
    by blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3340
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3341
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3342
lemma finite_implies_discrete:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3343
  fixes s :: "'a::topological_space set"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3344
  assumes "finite (f ` s)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3345
  shows "(\<forall>x \<in> s. \<exists>e>0. \<forall>y. y \<in> s \<and> f y \<noteq> f x \<longrightarrow> e \<le> norm (f y - f x))"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3346
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3347
  have "\<exists>e>0. \<forall>y. y \<in> s \<and> f y \<noteq> f x \<longrightarrow> e \<le> norm (f y - f x)" if "x \<in> s" for x
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3348
  proof (cases "f ` s - {f x} = {}")
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3349
    case True
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3350
    with zero_less_numeral show ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3351
      by (fastforce simp add: Set.image_subset_iff cong: conj_cong)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3352
  next
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3353
    case False
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3354
    then obtain z where z: "z \<in> s" "f z \<noteq> f x"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3355
      by blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3356
    have finn: "finite {norm (z - f x) |z. z \<in> f ` s - {f x}}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3357
      using assms by simp
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3358
    then have *: "0 < Inf{norm(z - f x) | z. z \<in> f ` s - {f x}}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3359
      apply (rule finite_imp_less_Inf)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3360
      using z apply force+
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3361
      done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3362
    show ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3363
      by (force intro!: * cInf_le_finite [OF finn])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3364
  qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3365
  with assms show ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3366
    by blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3367
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3368
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3369
text\<open>This proof requires the existence of two separate values of the range type.\<close>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3370
lemma finite_range_constant_imp_connected:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3371
  assumes "\<And>f::'a::topological_space \<Rightarrow> 'b::real_normed_algebra_1.
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3372
              \<lbrakk>continuous_on s f; finite(f ` s)\<rbrakk> \<Longrightarrow> \<exists>a. \<forall>x \<in> s. f x = a"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3373
    shows "connected s"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3374
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3375
  { fix t u
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3376
    assume clt: "closedin (subtopology euclidean s) t"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3377
       and clu: "closedin (subtopology euclidean s) u"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3378
       and tue: "t \<inter> u = {}" and tus: "t \<union> u = s"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3379
    have conif: "continuous_on s (\<lambda>x. if x \<in> t then 0 else 1)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3380
      apply (subst tus [symmetric])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3381
      apply (rule continuous_on_cases_local)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3382
      using clt clu tue
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3383
      apply (auto simp: tus continuous_on_const)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3384
      done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3385
    have fi: "finite ((\<lambda>x. if x \<in> t then 0 else 1) ` s)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3386
      by (rule finite_subset [of _ "{0,1}"]) auto
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3387
    have "t = {} \<or> u = {}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3388
      using assms [OF conif fi] tus [symmetric]
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3389
      by (auto simp: Ball_def) (metis IntI empty_iff one_neq_zero tue)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3390
  }
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3391
  then show ?thesis
62843
313d3b697c9a Mostly renaming (from HOL Light to Isabelle conventions), with a couple of new results
paulson <lp15@cam.ac.uk>
parents: 62837
diff changeset
  3392
    by (simp add: connected_closedin_eq)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3393
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3394
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3395
lemma continuous_disconnected_range_constant_eq:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3396
      "(connected s \<longleftrightarrow>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3397
           (\<forall>f::'a::topological_space \<Rightarrow> 'b::real_normed_algebra_1.
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3398
            \<forall>t. continuous_on s f \<and> f ` s \<subseteq> t \<and> (\<forall>y \<in> t. connected_component_set t y = {y})
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3399
            \<longrightarrow> (\<exists>a::'b. \<forall>x \<in> s. f x = a)))" (is ?thesis1)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3400
  and continuous_discrete_range_constant_eq:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3401
      "(connected s \<longleftrightarrow>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3402
         (\<forall>f::'a::topological_space \<Rightarrow> 'b::real_normed_algebra_1.
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3403
          continuous_on s f \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3404
          (\<forall>x \<in> s. \<exists>e. 0 < e \<and> (\<forall>y. y \<in> s \<and> (f y \<noteq> f x) \<longrightarrow> e \<le> norm(f y - f x)))
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3405
          \<longrightarrow> (\<exists>a::'b. \<forall>x \<in> s. f x = a)))" (is ?thesis2)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3406
  and continuous_finite_range_constant_eq:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3407
      "(connected s \<longleftrightarrow>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3408
         (\<forall>f::'a::topological_space \<Rightarrow> 'b::real_normed_algebra_1.
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3409
          continuous_on s f \<and> finite (f ` s)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3410
          \<longrightarrow> (\<exists>a::'b. \<forall>x \<in> s. f x = a)))" (is ?thesis3)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3411
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3412
  have *: "\<And>s t u v. \<lbrakk>s \<Longrightarrow> t; t \<Longrightarrow> u; u \<Longrightarrow> v; v \<Longrightarrow> s\<rbrakk>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3413
    \<Longrightarrow> (s \<longleftrightarrow> t) \<and> (s \<longleftrightarrow> u) \<and> (s \<longleftrightarrow> v)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3414
    by blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3415
  have "?thesis1 \<and> ?thesis2 \<and> ?thesis3"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3416
    apply (rule *)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3417
    using continuous_disconnected_range_constant apply metis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3418
    apply clarify
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3419
    apply (frule discrete_subset_disconnected; blast)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3420
    apply (blast dest: finite_implies_discrete)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3421
    apply (blast intro!: finite_range_constant_imp_connected)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3422
    done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3423
  then show ?thesis1 ?thesis2 ?thesis3
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3424
    by blast+
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3425
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3426
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3427
lemma continuous_discrete_range_constant:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3428
  fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_algebra_1"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3429
  assumes s: "connected s"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3430
      and "continuous_on s f"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3431
      and "\<And>x. x \<in> s \<Longrightarrow> \<exists>e>0. \<forall>y. y \<in> s \<and> f y \<noteq> f x \<longrightarrow> e \<le> norm (f y - f x)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3432
    shows "\<exists>a. \<forall>x \<in> s. f x = a"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3433
  using continuous_discrete_range_constant_eq [THEN iffD1, OF s] assms
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3434
  by blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3435
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3436
lemma continuous_finite_range_constant:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3437
  fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_algebra_1"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3438
  assumes "connected s"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3439
      and "continuous_on s f"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3440
      and "finite (f ` s)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3441
    shows "\<exists>a. \<forall>x \<in> s. f x = a"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3442
  using assms continuous_finite_range_constant_eq
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3443
  by blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3444
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3445
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3446
text\<open>We can treat even non-rectifiable paths as having a "length" for bounds on analytic functions in open sets.\<close>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3447
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3448
subsection\<open>Winding Numbers\<close>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3449
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3450
definition winding_number:: "[real \<Rightarrow> complex, complex] \<Rightarrow> complex" where
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3451
  "winding_number \<gamma> z \<equiv>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3452
    @n. \<forall>e > 0. \<exists>p. valid_path p \<and> z \<notin> path_image p \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3453
                    pathstart p = pathstart \<gamma> \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3454
                    pathfinish p = pathfinish \<gamma> \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3455
                    (\<forall>t \<in> {0..1}. norm(\<gamma> t - p t) < e) \<and>
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  3456
                    contour_integral p (\<lambda>w. 1/(w - z)) = 2 * pi * \<i> * n"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3457
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3458
lemma winding_number:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3459
  assumes "path \<gamma>" "z \<notin> path_image \<gamma>" "0 < e"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3460
    shows "\<exists>p. valid_path p \<and> z \<notin> path_image p \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3461
               pathstart p = pathstart \<gamma> \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3462
               pathfinish p = pathfinish \<gamma> \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3463
               (\<forall>t \<in> {0..1}. norm (\<gamma> t - p t) < e) \<and>
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  3464
               contour_integral p (\<lambda>w. 1/(w - z)) = 2 * pi * \<i> * winding_number \<gamma> z"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3465
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3466
  have "path_image \<gamma> \<subseteq> UNIV - {z}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3467
    using assms by blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3468
  then obtain d
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3469
    where d: "d>0"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3470
      and pi_eq: "\<And>h1 h2. valid_path h1 \<and> valid_path h2 \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3471
                    (\<forall>t\<in>{0..1}. cmod (h1 t - \<gamma> t) < d \<and> cmod (h2 t - \<gamma> t) < d) \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3472
                    pathstart h2 = pathstart h1 \<and> pathfinish h2 = pathfinish h1 \<longrightarrow>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3473
                      path_image h1 \<subseteq> UNIV - {z} \<and> path_image h2 \<subseteq> UNIV - {z} \<and>
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3474
                      (\<forall>f. f holomorphic_on UNIV - {z} \<longrightarrow> contour_integral h2 f = contour_integral h1 f)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3475
    using contour_integral_nearby_ends [of "UNIV - {z}" \<gamma>] assms by (auto simp: open_delete)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3476
  then obtain h where h: "polynomial_function h \<and> pathstart h = pathstart \<gamma> \<and> pathfinish h = pathfinish \<gamma> \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3477
                          (\<forall>t \<in> {0..1}. norm(h t - \<gamma> t) < d/2)"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  3478
    using path_approx_polynomial_function [OF \<open>path \<gamma>\<close>, of "d/2"] d by auto
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  3479
  define nn where "nn = 1/(2* pi*\<i>) * contour_integral h (\<lambda>w. 1/(w - z))"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3480
  have "\<exists>n. \<forall>e > 0. \<exists>p. valid_path p \<and> z \<notin> path_image p \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3481
                        pathstart p = pathstart \<gamma> \<and>  pathfinish p = pathfinish \<gamma> \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3482
                        (\<forall>t \<in> {0..1}. norm(\<gamma> t - p t) < e) \<and>
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  3483
                        contour_integral p (\<lambda>w. 1/(w - z)) = 2 * pi * \<i> * n"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3484
                    (is "\<exists>n. \<forall>e > 0. ?PP e n")
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3485
    proof (rule_tac x=nn in exI, clarify)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3486
      fix e::real
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3487
      assume e: "e>0"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3488
      obtain p where p: "polynomial_function p \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3489
            pathstart p = pathstart \<gamma> \<and> pathfinish p = pathfinish \<gamma> \<and> (\<forall>t\<in>{0..1}. cmod (p t - \<gamma> t) < min e (d / 2))"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  3490
        using path_approx_polynomial_function [OF \<open>path \<gamma>\<close>, of "min e (d/2)"] d \<open>0<e\<close> by auto
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3491
      have "(\<lambda>w. 1 / (w - z)) holomorphic_on UNIV - {z}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3492
        by (auto simp: intro!: holomorphic_intros)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3493
      then show "?PP e nn"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3494
        apply (rule_tac x=p in exI)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3495
        using pi_eq [of h p] h p d
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3496
        apply (auto simp: valid_path_polynomial_function norm_minus_commute nn_def)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3497
        done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3498
    qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3499
  then show ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3500
    unfolding winding_number_def
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3501
    apply (rule someI2_ex)
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  3502
    apply (blast intro: \<open>0<e\<close>)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3503
    done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3504
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3505
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3506
lemma winding_number_unique:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3507
  assumes \<gamma>: "path \<gamma>" "z \<notin> path_image \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3508
      and pi:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3509
        "\<And>e. e>0 \<Longrightarrow> \<exists>p. valid_path p \<and> z \<notin> path_image p \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3510
                          pathstart p = pathstart \<gamma> \<and> pathfinish p = pathfinish \<gamma> \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3511
                          (\<forall>t \<in> {0..1}. norm (\<gamma> t - p t) < e) \<and>
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  3512
                          contour_integral p (\<lambda>w. 1/(w - z)) = 2 * pi * \<i> * n"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3513
   shows "winding_number \<gamma> z = n"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3514
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3515
  have "path_image \<gamma> \<subseteq> UNIV - {z}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3516
    using assms by blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3517
  then obtain e
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3518
    where e: "e>0"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3519
      and pi_eq: "\<And>h1 h2 f. \<lbrakk>valid_path h1; valid_path h2;
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3520
                    (\<forall>t\<in>{0..1}. cmod (h1 t - \<gamma> t) < e \<and> cmod (h2 t - \<gamma> t) < e);
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3521
                    pathstart h2 = pathstart h1; pathfinish h2 = pathfinish h1; f holomorphic_on UNIV - {z}\<rbrakk> \<Longrightarrow>
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3522
                    contour_integral h2 f = contour_integral h1 f"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3523
    using contour_integral_nearby_ends [of "UNIV - {z}" \<gamma>] assms  by (auto simp: open_delete)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3524
  obtain p where p:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3525
     "valid_path p \<and> z \<notin> path_image p \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3526
      pathstart p = pathstart \<gamma> \<and> pathfinish p = pathfinish \<gamma> \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3527
      (\<forall>t \<in> {0..1}. norm (\<gamma> t - p t) < e) \<and>
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  3528
      contour_integral p (\<lambda>w. 1/(w - z)) = 2 * pi * \<i> * n"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3529
    using pi [OF e] by blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3530
  obtain q where q:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3531
     "valid_path q \<and> z \<notin> path_image q \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3532
      pathstart q = pathstart \<gamma> \<and> pathfinish q = pathfinish \<gamma> \<and>
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3533
      (\<forall>t\<in>{0..1}. cmod (\<gamma> t - q t) < e) \<and> contour_integral q (\<lambda>w. 1 / (w - z)) = complex_of_real (2 * pi) * \<i> * winding_number \<gamma> z"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3534
    using winding_number [OF \<gamma> e] by blast
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3535
  have "2 * complex_of_real pi * \<i> * n = contour_integral p (\<lambda>w. 1 / (w - z))"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3536
    using p by auto
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3537
  also have "... = contour_integral q (\<lambda>w. 1 / (w - z))"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3538
    apply (rule pi_eq)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3539
    using p q
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3540
    by (auto simp: valid_path_polynomial_function norm_minus_commute intro!: holomorphic_intros)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3541
  also have "... = 2 * complex_of_real pi * \<i> * winding_number \<gamma> z"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3542
    using q by auto
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3543
  finally have "2 * complex_of_real pi * \<i> * n = 2 * complex_of_real pi * \<i> * winding_number \<gamma> z" .
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3544
  then show ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3545
    by simp
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3546
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3547
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3548
lemma winding_number_unique_loop:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3549
  assumes \<gamma>: "path \<gamma>" "z \<notin> path_image \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3550
      and loop: "pathfinish \<gamma> = pathstart \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3551
      and pi:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3552
        "\<And>e. e>0 \<Longrightarrow> \<exists>p. valid_path p \<and> z \<notin> path_image p \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3553
                           pathfinish p = pathstart p \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3554
                           (\<forall>t \<in> {0..1}. norm (\<gamma> t - p t) < e) \<and>
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  3555
                           contour_integral p (\<lambda>w. 1/(w - z)) = 2 * pi * \<i> * n"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3556
   shows "winding_number \<gamma> z = n"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3557
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3558
  have "path_image \<gamma> \<subseteq> UNIV - {z}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3559
    using assms by blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3560
  then obtain e
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3561
    where e: "e>0"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3562
      and pi_eq: "\<And>h1 h2 f. \<lbrakk>valid_path h1; valid_path h2;
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3563
                    (\<forall>t\<in>{0..1}. cmod (h1 t - \<gamma> t) < e \<and> cmod (h2 t - \<gamma> t) < e);
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3564
                    pathfinish h1 = pathstart h1; pathfinish h2 = pathstart h2; f holomorphic_on UNIV - {z}\<rbrakk> \<Longrightarrow>
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3565
                    contour_integral h2 f = contour_integral h1 f"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3566
    using contour_integral_nearby_loops [of "UNIV - {z}" \<gamma>] assms  by (auto simp: open_delete)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3567
  obtain p where p:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3568
     "valid_path p \<and> z \<notin> path_image p \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3569
      pathfinish p = pathstart p \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3570
      (\<forall>t \<in> {0..1}. norm (\<gamma> t - p t) < e) \<and>
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  3571
      contour_integral p (\<lambda>w. 1/(w - z)) = 2 * pi * \<i> * n"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3572
    using pi [OF e] by blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3573
  obtain q where q:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3574
     "valid_path q \<and> z \<notin> path_image q \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3575
      pathstart q = pathstart \<gamma> \<and> pathfinish q = pathfinish \<gamma> \<and>
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3576
      (\<forall>t\<in>{0..1}. cmod (\<gamma> t - q t) < e) \<and> contour_integral q (\<lambda>w. 1 / (w - z)) = complex_of_real (2 * pi) * \<i> * winding_number \<gamma> z"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3577
    using winding_number [OF \<gamma> e] by blast
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3578
  have "2 * complex_of_real pi * \<i> * n = contour_integral p (\<lambda>w. 1 / (w - z))"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3579
    using p by auto
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3580
  also have "... = contour_integral q (\<lambda>w. 1 / (w - z))"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3581
    apply (rule pi_eq)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3582
    using p q loop
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3583
    by (auto simp: valid_path_polynomial_function norm_minus_commute intro!: holomorphic_intros)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3584
  also have "... = 2 * complex_of_real pi * \<i> * winding_number \<gamma> z"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3585
    using q by auto
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3586
  finally have "2 * complex_of_real pi * \<i> * n = 2 * complex_of_real pi * \<i> * winding_number \<gamma> z" .
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3587
  then show ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3588
    by simp
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3589
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3590
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3591
lemma winding_number_valid_path:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3592
  assumes "valid_path \<gamma>" "z \<notin> path_image \<gamma>"
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  3593
    shows "winding_number \<gamma> z = 1/(2*pi*\<i>) * contour_integral \<gamma> (\<lambda>w. 1/(w - z))"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3594
  using assms by (auto simp: valid_path_imp_path intro!: winding_number_unique)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3595
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3596
lemma has_contour_integral_winding_number:
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3597
  assumes \<gamma>: "valid_path \<gamma>" "z \<notin> path_image \<gamma>"
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  3598
    shows "((\<lambda>w. 1/(w - z)) has_contour_integral (2*pi*\<i>*winding_number \<gamma> z)) \<gamma>"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3599
by (simp add: winding_number_valid_path has_contour_integral_integral contour_integrable_inversediff assms)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3600
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3601
lemma winding_number_trivial [simp]: "z \<noteq> a \<Longrightarrow> winding_number(linepath a a) z = 0"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3602
  by (simp add: winding_number_valid_path)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3603
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3604
lemma winding_number_subpath_trivial [simp]: "z \<noteq> g x \<Longrightarrow> winding_number (subpath x x g) z = 0"
61762
d50b993b4fb9 Removal of redundant lemmas (diff_less_iff, diff_le_iff) and of the abbreviation Exp. Addition of some new material.
paulson <lp15@cam.ac.uk>
parents: 61738
diff changeset
  3605
  by (simp add: path_image_subpath winding_number_valid_path)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3606
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3607
lemma winding_number_join:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3608
  assumes g1: "path g1" "z \<notin> path_image g1"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3609
      and g2: "path g2" "z \<notin> path_image g2"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3610
      and "pathfinish g1 = pathstart g2"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3611
    shows "winding_number(g1 +++ g2) z = winding_number g1 z + winding_number g2 z"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3612
  apply (rule winding_number_unique)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3613
  using assms apply (simp_all add: not_in_path_image_join)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3614
  apply (frule winding_number [OF g2])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3615
  apply (frule winding_number [OF g1], clarify)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3616
  apply (rename_tac p2 p1)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3617
  apply (rule_tac x="p1+++p2" in exI)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3618
  apply (simp add: not_in_path_image_join contour_integrable_inversediff algebra_simps)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3619
  apply (auto simp: joinpaths_def)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3620
  done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3621
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3622
lemma winding_number_reversepath:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3623
  assumes "path \<gamma>" "z \<notin> path_image \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3624
    shows "winding_number(reversepath \<gamma>) z = - (winding_number \<gamma> z)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3625
  apply (rule winding_number_unique)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3626
  using assms
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3627
  apply simp_all
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3628
  apply (frule winding_number [OF assms], clarify)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3629
  apply (rule_tac x="reversepath p" in exI)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3630
  apply (simp add: contour_integral_reversepath contour_integrable_inversediff valid_path_imp_reverse)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3631
  apply (auto simp: reversepath_def)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3632
  done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3633
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3634
lemma winding_number_shiftpath:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3635
  assumes \<gamma>: "path \<gamma>" "z \<notin> path_image \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3636
      and "pathfinish \<gamma> = pathstart \<gamma>" "a \<in> {0..1}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3637
    shows "winding_number(shiftpath a \<gamma>) z = winding_number \<gamma> z"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3638
  apply (rule winding_number_unique_loop)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3639
  using assms
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3640
  apply (simp_all add: path_shiftpath path_image_shiftpath pathfinish_shiftpath pathstart_shiftpath)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3641
  apply (frule winding_number [OF \<gamma>], clarify)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3642
  apply (rule_tac x="shiftpath a p" in exI)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3643
  apply (simp add: contour_integral_shiftpath path_image_shiftpath pathfinish_shiftpath pathstart_shiftpath valid_path_shiftpath)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3644
  apply (auto simp: shiftpath_def)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3645
  done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3646
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3647
lemma winding_number_split_linepath:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3648
  assumes "c \<in> closed_segment a b" "z \<notin> closed_segment a b"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3649
    shows "winding_number(linepath a b) z = winding_number(linepath a c) z + winding_number(linepath c b) z"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3650
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3651
  have "z \<notin> closed_segment a c" "z \<notin> closed_segment c b"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3652
    using assms  apply (meson convex_contains_segment convex_segment ends_in_segment(1) subsetCE)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3653
    using assms  by (meson convex_contains_segment convex_segment ends_in_segment(2) subsetCE)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3654
  then show ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3655
    using assms
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3656
    by (simp add: winding_number_valid_path contour_integral_split_linepath [symmetric] continuous_on_inversediff field_simps)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3657
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3658
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3659
lemma winding_number_cong:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3660
   "(\<And>t. \<lbrakk>0 \<le> t; t \<le> 1\<rbrakk> \<Longrightarrow> p t = q t) \<Longrightarrow> winding_number p z = winding_number q z"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3661
  by (simp add: winding_number_def pathstart_def pathfinish_def)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3662
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3663
lemma winding_number_offset: "winding_number p z = winding_number (\<lambda>w. p w - z) 0"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3664
  apply (simp add: winding_number_def contour_integral_integral path_image_def valid_path_def pathstart_def pathfinish_def)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3665
  apply (intro ext arg_cong [where f = Eps] arg_cong [where f = All] imp_cong refl, safe)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3666
  apply (rename_tac g)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3667
  apply (rule_tac x="\<lambda>t. g t - z" in exI)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3668
  apply (force simp: vector_derivative_def has_vector_derivative_diff_const piecewise_C1_differentiable_diff C1_differentiable_imp_piecewise)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3669
  apply (rename_tac g)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3670
  apply (rule_tac x="\<lambda>t. g t + z" in exI)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3671
  apply (simp add: piecewise_C1_differentiable_add vector_derivative_def has_vector_derivative_add_const C1_differentiable_imp_piecewise)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3672
  apply (force simp: algebra_simps)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3673
  done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3674
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3675
(* A combined theorem deducing several things piecewise.*)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3676
lemma winding_number_join_pos_combined:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3677
     "\<lbrakk>valid_path \<gamma>1; z \<notin> path_image \<gamma>1; 0 < Re(winding_number \<gamma>1 z);
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3678
       valid_path \<gamma>2; z \<notin> path_image \<gamma>2; 0 < Re(winding_number \<gamma>2 z); pathfinish \<gamma>1 = pathstart \<gamma>2\<rbrakk>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3679
      \<Longrightarrow> valid_path(\<gamma>1 +++ \<gamma>2) \<and> z \<notin> path_image(\<gamma>1 +++ \<gamma>2) \<and> 0 < Re(winding_number(\<gamma>1 +++ \<gamma>2) z)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3680
  by (simp add: valid_path_join path_image_join winding_number_join valid_path_imp_path)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3681
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3682
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3683
(* Useful sufficient conditions for the winding number to be positive etc.*)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3684
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3685
lemma Re_winding_number:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3686
    "\<lbrakk>valid_path \<gamma>; z \<notin> path_image \<gamma>\<rbrakk>
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3687
     \<Longrightarrow> Re(winding_number \<gamma> z) = Im(contour_integral \<gamma> (\<lambda>w. 1/(w - z))) / (2*pi)"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3688
by (simp add: winding_number_valid_path field_simps Re_divide power2_eq_square)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3689
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3690
lemma winding_number_pos_le:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3691
  assumes \<gamma>: "valid_path \<gamma>" "z \<notin> path_image \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3692
      and ge: "\<And>x. \<lbrakk>0 < x; x < 1\<rbrakk> \<Longrightarrow> 0 \<le> Im (vector_derivative \<gamma> (at x) * cnj(\<gamma> x - z))"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3693
    shows "0 \<le> Re(winding_number \<gamma> z)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3694
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3695
  have *: "0 \<le> Im (vector_derivative \<gamma> (at x) / (\<gamma> x - z))" if x: "0 < x" "x < 1" for x
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3696
    using ge by (simp add: Complex.Im_divide algebra_simps x)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3697
  show ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3698
    apply (simp add: Re_winding_number [OF \<gamma>] field_simps)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3699
    apply (rule has_integral_component_nonneg
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  3700
             [of \<i> "\<lambda>x. if x \<in> {0<..<1}
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3701
                         then 1/(\<gamma> x - z) * vector_derivative \<gamma> (at x) else 0", simplified])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3702
      prefer 3 apply (force simp: *)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3703
     apply (simp add: Basis_complex_def)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3704
    apply (rule has_integral_spike_interior [of 0 1 _ "\<lambda>x. 1/(\<gamma> x - z) * vector_derivative \<gamma> (at x)"])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3705
    apply simp
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3706
    apply (simp only: box_real)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3707
    apply (subst has_contour_integral [symmetric])
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3708
    using \<gamma>
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3709
    apply (simp add: contour_integrable_inversediff has_contour_integral_integral)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3710
    done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3711
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3712
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3713
lemma winding_number_pos_lt_lemma:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3714
  assumes \<gamma>: "valid_path \<gamma>" "z \<notin> path_image \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3715
      and e: "0 < e"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3716
      and ge: "\<And>x. \<lbrakk>0 < x; x < 1\<rbrakk> \<Longrightarrow> e \<le> Im (vector_derivative \<gamma> (at x) / (\<gamma> x - z))"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3717
    shows "0 < Re(winding_number \<gamma> z)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3718
proof -
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3719
  have "e \<le> Im (contour_integral \<gamma> (\<lambda>w. 1 / (w - z)))"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3720
    apply (rule has_integral_component_le
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  3721
             [of \<i> "\<lambda>x. \<i>*e" "\<i>*e" "{0..1}"
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  3722
                    "\<lambda>x. if x \<in> {0<..<1} then 1/(\<gamma> x - z) * vector_derivative \<gamma> (at x) else \<i>*e"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3723
                    "contour_integral \<gamma> (\<lambda>w. 1/(w - z))", simplified])
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3724
    using e
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3725
    apply (simp_all add: Basis_complex_def)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3726
    using has_integral_const_real [of _ 0 1] apply force
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3727
    apply (rule has_integral_spike_interior [of 0 1 _ "\<lambda>x. 1/(\<gamma> x - z) * vector_derivative \<gamma> (at x)", simplified box_real])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3728
    apply simp
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3729
    apply (subst has_contour_integral [symmetric])
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3730
    using \<gamma>
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3731
    apply (simp_all add: contour_integrable_inversediff has_contour_integral_integral ge)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3732
    done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3733
  with e show ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3734
    by (simp add: Re_winding_number [OF \<gamma>] field_simps)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3735
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3736
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3737
lemma winding_number_pos_lt:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3738
  assumes \<gamma>: "valid_path \<gamma>" "z \<notin> path_image \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3739
      and e: "0 < e"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3740
      and ge: "\<And>x. \<lbrakk>0 < x; x < 1\<rbrakk> \<Longrightarrow> e \<le> Im (vector_derivative \<gamma> (at x) * cnj(\<gamma> x - z))"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3741
    shows "0 < Re (winding_number \<gamma> z)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3742
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3743
  have bm: "bounded ((\<lambda>w. w - z) ` (path_image \<gamma>))"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3744
    using bounded_translation [of _ "-z"] \<gamma> by (simp add: bounded_valid_path_image)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3745
  then obtain B where B: "B > 0" and Bno: "\<And>x. x \<in> (\<lambda>w. w - z) ` (path_image \<gamma>) \<Longrightarrow> norm x \<le> B"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3746
    using bounded_pos [THEN iffD1, OF bm] by blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3747
  { fix x::real  assume x: "0 < x" "x < 1"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3748
    then have B2: "cmod (\<gamma> x - z)^2 \<le> B^2" using Bno [of "\<gamma> x - z"]
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3749
      by (simp add: path_image_def power2_eq_square mult_mono')
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3750
    with x have "\<gamma> x \<noteq> z" using \<gamma>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3751
      using path_image_def by fastforce
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3752
    then have "e / B\<^sup>2 \<le> Im (vector_derivative \<gamma> (at x) * cnj (\<gamma> x - z)) / (cmod (\<gamma> x - z))\<^sup>2"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3753
      using B ge [OF x] B2 e
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3754
      apply (rule_tac y="e / (cmod (\<gamma> x - z))\<^sup>2" in order_trans)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3755
      apply (auto simp: divide_left_mono divide_right_mono)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3756
      done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3757
    then have "e / B\<^sup>2 \<le> Im (vector_derivative \<gamma> (at x) / (\<gamma> x - z))"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3758
      by (simp add: Im_divide_Reals complex_div_cnj [of _ "\<gamma> x - z" for x] del: complex_cnj_diff times_complex.sel)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3759
  } note * = this
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3760
  show ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3761
    using e B by (simp add: * winding_number_pos_lt_lemma [OF \<gamma>, of "e/B^2"])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3762
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3763
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3764
subsection\<open>The winding number is an integer\<close>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3765
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3766
text\<open>Proof from the book Complex Analysis by Lars V. Ahlfors, Chapter 4, section 2.1,
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3767
     Also on page 134 of Serge Lang's book with the name title, etc.\<close>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3768
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3769
lemma exp_fg:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3770
  fixes z::complex
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3771
  assumes g: "(g has_vector_derivative g') (at x within s)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3772
      and f: "(f has_vector_derivative (g' / (g x - z))) (at x within s)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3773
      and z: "g x \<noteq> z"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3774
    shows "((\<lambda>x. exp(-f x) * (g x - z)) has_vector_derivative 0) (at x within s)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3775
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3776
  have *: "(exp o (\<lambda>x. (- f x)) has_vector_derivative - (g' / (g x - z)) * exp (- f x)) (at x within s)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3777
    using assms unfolding has_vector_derivative_def scaleR_conv_of_real
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3778
    by (auto intro!: derivative_eq_intros)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3779
  show ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3780
    apply (rule has_vector_derivative_eq_rhs)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3781
    apply (rule bounded_bilinear.has_vector_derivative [OF bounded_bilinear_mult])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3782
    using z
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3783
    apply (auto simp: intro!: derivative_eq_intros * [unfolded o_def] g)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3784
    done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3785
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3786
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3787
lemma winding_number_exp_integral:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3788
  fixes z::complex
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3789
  assumes \<gamma>: "\<gamma> piecewise_C1_differentiable_on {a..b}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3790
      and ab: "a \<le> b"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3791
      and z: "z \<notin> \<gamma> ` {a..b}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3792
    shows "(\<lambda>x. vector_derivative \<gamma> (at x) / (\<gamma> x - z)) integrable_on {a..b}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3793
          (is "?thesis1")
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3794
          "exp (- (integral {a..b} (\<lambda>x. vector_derivative \<gamma> (at x) / (\<gamma> x - z)))) * (\<gamma> b - z) = \<gamma> a - z"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3795
          (is "?thesis2")
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3796
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3797
  let ?D\<gamma> = "\<lambda>x. vector_derivative \<gamma> (at x)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3798
  have [simp]: "\<And>x. a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> \<gamma> x \<noteq> z"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3799
    using z by force
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3800
  have cong: "continuous_on {a..b} \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3801
    using \<gamma> by (simp add: piecewise_C1_differentiable_on_def)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3802
  obtain k where fink: "finite k" and g_C1_diff: "\<gamma> C1_differentiable_on ({a..b} - k)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3803
    using \<gamma> by (force simp: piecewise_C1_differentiable_on_def)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3804
  have o: "open ({a<..<b} - k)"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  3805
    using \<open>finite k\<close> by (simp add: finite_imp_closed open_Diff)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3806
  moreover have "{a<..<b} - k \<subseteq> {a..b} - k"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3807
    by force
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3808
  ultimately have g_diff_at: "\<And>x. \<lbrakk>x \<notin> k; x \<in> {a<..<b}\<rbrakk> \<Longrightarrow> \<gamma> differentiable at x"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3809
    by (metis Diff_iff differentiable_on_subset C1_diff_imp_diff [OF g_C1_diff] differentiable_on_def differentiable_within_open)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3810
  { fix w
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3811
    assume "w \<noteq> z"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3812
    have "continuous_on (ball w (cmod (w - z))) (\<lambda>w. 1 / (w - z))"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3813
      by (auto simp: dist_norm intro!: continuous_intros)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3814
    moreover have "\<And>x. cmod (w - x) < cmod (w - z) \<Longrightarrow> \<exists>f'. ((\<lambda>w. 1 / (w - z)) has_field_derivative f') (at x)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3815
      by (auto simp: intro!: derivative_eq_intros)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3816
    ultimately have "\<exists>h. \<forall>y. norm(y - w) < norm(w - z) \<longrightarrow> (h has_field_derivative 1/(y - z)) (at y)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3817
      using holomorphic_convex_primitive [of "ball w (norm(w - z))" "{}" "\<lambda>w. 1/(w - z)"]
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  3818
      by (simp add: field_differentiable_def Ball_def dist_norm at_within_open_NO_MATCH norm_minus_commute)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3819
  }
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3820
  then obtain h where h: "\<And>w y. w \<noteq> z \<Longrightarrow> norm(y - w) < norm(w - z) \<Longrightarrow> (h w has_field_derivative 1/(y - z)) (at y)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3821
    by meson
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3822
  have exy: "\<exists>y. ((\<lambda>x. inverse (\<gamma> x - z) * ?D\<gamma> x) has_integral y) {a..b}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3823
    unfolding integrable_on_def [symmetric]
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3824
    apply (rule contour_integral_local_primitive_any [OF piecewise_C1_imp_differentiable [OF \<gamma>], of "-{z}"])
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3825
    apply (rename_tac w)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3826
    apply (rule_tac x="norm(w - z)" in exI)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3827
    apply (simp_all add: inverse_eq_divide)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3828
    apply (metis has_field_derivative_at_within h)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3829
    done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3830
  have vg_int: "(\<lambda>x. ?D\<gamma> x / (\<gamma> x - z)) integrable_on {a..b}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3831
    unfolding box_real [symmetric] divide_inverse_commute
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3832
    by (auto intro!: exy integrable_subinterval simp add: integrable_on_def ab)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3833
  with ab show ?thesis1
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3834
    by (simp add: divide_inverse_commute integral_def integrable_on_def)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3835
  { fix t
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3836
    assume t: "t \<in> {a..b}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3837
    have cball: "continuous_on (ball (\<gamma> t) (dist (\<gamma> t) z)) (\<lambda>x. inverse (x - z))"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3838
        using z by (auto intro!: continuous_intros simp: dist_norm)
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  3839
    have icd: "\<And>x. cmod (\<gamma> t - x) < cmod (\<gamma> t - z) \<Longrightarrow> (\<lambda>w. inverse (w - z)) field_differentiable at x"
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  3840
      unfolding field_differentiable_def by (force simp: intro!: derivative_eq_intros)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3841
    obtain h where h: "\<And>x. cmod (\<gamma> t - x) < cmod (\<gamma> t - z) \<Longrightarrow>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3842
                       (h has_field_derivative inverse (x - z)) (at x within {y. cmod (\<gamma> t - y) < cmod (\<gamma> t - z)})"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3843
      using holomorphic_convex_primitive [where f = "\<lambda>w. inverse(w - z)", OF convex_ball finite.emptyI cball icd]
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3844
      by simp (auto simp: ball_def dist_norm that)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3845
    { fix x D
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3846
      assume x: "x \<notin> k" "a < x" "x < b"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3847
      then have "x \<in> interior ({a..b} - k)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3848
        using open_subset_interior [OF o] by fastforce
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3849
      then have con: "isCont (\<lambda>x. ?D\<gamma> x) x"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3850
        using g_C1_diff x by (auto simp: C1_differentiable_on_eq intro: continuous_on_interior)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3851
      then have con_vd: "continuous (at x within {a..b}) (\<lambda>x. ?D\<gamma> x)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3852
        by (rule continuous_at_imp_continuous_within)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3853
      have gdx: "\<gamma> differentiable at x"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3854
        using x by (simp add: g_diff_at)
61762
d50b993b4fb9 Removal of redundant lemmas (diff_less_iff, diff_le_iff) and of the abbreviation Exp. Addition of some new material.
paulson <lp15@cam.ac.uk>
parents: 61738
diff changeset
  3855
      have "((\<lambda>c. exp (- integral {a..c} (\<lambda>x. vector_derivative \<gamma> (at x) / (\<gamma> x - z))) * (\<gamma> c - z)) has_derivative (\<lambda>h. 0))
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3856
          (at x within {a..b})"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3857
        using x gdx t
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3858
        apply (clarsimp simp add: differentiable_iff_scaleR)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3859
        apply (rule exp_fg [unfolded has_vector_derivative_def, simplified], blast intro: has_derivative_at_within)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3860
        apply (simp_all add: has_vector_derivative_def [symmetric])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3861
        apply (rule has_vector_derivative_eq_rhs [OF integral_has_vector_derivative_continuous_at])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3862
        apply (rule con_vd continuous_intros cong vg_int | simp add: continuous_at_imp_continuous_within has_vector_derivative_continuous vector_derivative_at)+
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3863
        done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3864
      } note * = this
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3865
    have "exp (- (integral {a..t} (\<lambda>x. ?D\<gamma> x / (\<gamma> x - z)))) * (\<gamma> t - z) =\<gamma> a - z"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3866
      apply (rule has_derivative_zero_unique_strong_interval [of "{a,b} \<union> k" a b])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3867
      using t
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3868
      apply (auto intro!: * continuous_intros fink cong indefinite_integral_continuous [OF vg_int]  simp add: ab)+
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3869
      done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3870
   }
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3871
  with ab show ?thesis2
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3872
    by (simp add: divide_inverse_commute integral_def)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3873
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3874
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3875
corollary winding_number_exp_2pi:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3876
    "\<lbrakk>path p; z \<notin> path_image p\<rbrakk>
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  3877
     \<Longrightarrow> pathfinish p - z = exp (2 * pi * \<i> * winding_number p z) * (pathstart p - z)"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3878
using winding_number [of p z 1] unfolding valid_path_def path_image_def pathstart_def pathfinish_def
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3879
  by (force dest: winding_number_exp_integral(2) [of _ 0 1 z] simp: field_simps contour_integral_integral exp_minus)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3880
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3881
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3882
subsection\<open>The version with complex integers and equality\<close>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3883
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3884
lemma integer_winding_number_eq:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3885
  assumes \<gamma>: "path \<gamma>" and z: "z \<notin> path_image \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3886
  shows "winding_number \<gamma> z \<in> \<int> \<longleftrightarrow> pathfinish \<gamma> = pathstart \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3887
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3888
  have *: "\<And>i::complex. \<And>g0 g1. \<lbrakk>i \<noteq> 0; g0 \<noteq> z; (g1 - z) / i = g0 - z\<rbrakk> \<Longrightarrow> (i = 1 \<longleftrightarrow> g1 = g0)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3889
      by (simp add: field_simps) algebra
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3890
  obtain p where p: "valid_path p" "z \<notin> path_image p"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3891
                    "pathstart p = pathstart \<gamma>" "pathfinish p = pathfinish \<gamma>"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3892
                    "contour_integral p (\<lambda>w. 1 / (w - z)) = complex_of_real (2 * pi) * \<i> * winding_number \<gamma> z"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3893
    using winding_number [OF assms, of 1] by auto
61762
d50b993b4fb9 Removal of redundant lemmas (diff_less_iff, diff_le_iff) and of the abbreviation Exp. Addition of some new material.
paulson <lp15@cam.ac.uk>
parents: 61738
diff changeset
  3894
  have [simp]: "(winding_number \<gamma> z \<in> \<int>) = (exp (contour_integral p (\<lambda>w. 1 / (w - z))) = 1)"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3895
      using p by (simp add: exp_eq_1 complex_is_Int_iff)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3896
  have "winding_number p z \<in> \<int> \<longleftrightarrow> pathfinish p = pathstart p"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3897
    using p z
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3898
    apply (simp add: winding_number_valid_path valid_path_def path_image_def pathstart_def pathfinish_def)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3899
    using winding_number_exp_integral(2) [of p 0 1 z]
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  3900
    apply (simp add: field_simps contour_integral_integral exp_minus)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3901
    apply (rule *)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3902
    apply (auto simp: path_image_def field_simps)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3903
    done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3904
  then show ?thesis using p
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3905
    by (auto simp: winding_number_valid_path)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3906
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3907
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3908
theorem integer_winding_number:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3909
  "\<lbrakk>path \<gamma>; pathfinish \<gamma> = pathstart \<gamma>; z \<notin> path_image \<gamma>\<rbrakk> \<Longrightarrow> winding_number \<gamma> z \<in> \<int>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3910
by (metis integer_winding_number_eq)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3911
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3912
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3913
text\<open>If the winding number's magnitude is at least one, then the path must contain points in every direction.*)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3914
   We can thus bound the winding number of a path that doesn't intersect a given ray. \<close>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3915
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3916
lemma winding_number_pos_meets:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3917
  fixes z::complex
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3918
  assumes \<gamma>: "valid_path \<gamma>" and z: "z \<notin> path_image \<gamma>" and 1: "Re (winding_number \<gamma> z) \<ge> 1"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3919
      and w: "w \<noteq> z"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3920
  shows "\<exists>a::real. 0 < a \<and> z + a*(w - z) \<in> path_image \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3921
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3922
  have [simp]: "\<And>x. 0 \<le> x \<Longrightarrow> x \<le> 1 \<Longrightarrow> \<gamma> x \<noteq> z"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3923
    using z by (auto simp: path_image_def)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3924
  have [simp]: "z \<notin> \<gamma> ` {0..1}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3925
    using path_image_def z by auto
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3926
  have gpd: "\<gamma> piecewise_C1_differentiable_on {0..1}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3927
    using \<gamma> valid_path_def by blast
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  3928
  define r where "r = (w - z) / (\<gamma> 0 - z)"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3929
  have [simp]: "r \<noteq> 0"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3930
    using w z by (auto simp: r_def)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3931
  have "Arg r \<le> 2*pi"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3932
    by (simp add: Arg less_eq_real_def)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3933
  also have "... \<le> Im (integral {0..1} (\<lambda>x. vector_derivative \<gamma> (at x) / (\<gamma> x - z)))"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3934
    using 1
63594
bd218a9320b5 HOL-Multivariate_Analysis: rename theories for more descriptive names
hoelzl
parents: 63589
diff changeset
  3935
    apply (simp add: winding_number_valid_path [OF \<gamma> z] contour_integral_integral)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3936
    apply (simp add: Complex.Re_divide field_simps power2_eq_square)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3937
    done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3938
  finally have "Arg r \<le> Im (integral {0..1} (\<lambda>x. vector_derivative \<gamma> (at x) / (\<gamma> x - z)))" .
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3939
  then have "\<exists>t. t \<in> {0..1} \<and> Im(integral {0..t} (\<lambda>x. vector_derivative \<gamma> (at x)/(\<gamma> x - z))) = Arg r"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3940
    apply (simp add:)
63594
bd218a9320b5 HOL-Multivariate_Analysis: rename theories for more descriptive names
hoelzl
parents: 63589
diff changeset
  3941
    apply (rule IVT')
bd218a9320b5 HOL-Multivariate_Analysis: rename theories for more descriptive names
hoelzl
parents: 63589
diff changeset
  3942
    apply (simp_all add: Arg_ge_0)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3943
    apply (intro continuous_intros indefinite_integral_continuous winding_number_exp_integral [OF gpd]; simp)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3944
    done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3945
  then obtain t where t:     "t \<in> {0..1}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3946
                  and eqArg: "Im (integral {0..t} (\<lambda>x. vector_derivative \<gamma> (at x)/(\<gamma> x - z))) = Arg r"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3947
    by blast
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  3948
  define i where "i = integral {0..t} (\<lambda>x. vector_derivative \<gamma> (at x) / (\<gamma> x - z))"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3949
  have iArg: "Arg r = Im i"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3950
    using eqArg by (simp add: i_def)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3951
  have gpdt: "\<gamma> piecewise_C1_differentiable_on {0..t}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3952
    by (metis atLeastAtMost_iff atLeastatMost_subset_iff order_refl piecewise_C1_differentiable_on_subset gpd t)
61762
d50b993b4fb9 Removal of redundant lemmas (diff_less_iff, diff_le_iff) and of the abbreviation Exp. Addition of some new material.
paulson <lp15@cam.ac.uk>
parents: 61738
diff changeset
  3953
  have "exp (- i) * (\<gamma> t - z) = \<gamma> 0 - z"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3954
    unfolding i_def
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3955
    apply (rule winding_number_exp_integral [OF gpdt])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3956
    using t z unfolding path_image_def
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3957
    apply force+
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3958
    done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3959
  then have *: "\<gamma> t - z = exp i * (\<gamma> 0 - z)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3960
    by (simp add: exp_minus field_simps)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3961
  then have "(w - z) = r * (\<gamma> 0 - z)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3962
    by (simp add: r_def)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3963
  then have "z + complex_of_real (exp (Re i)) * (w - z) / complex_of_real (cmod r) = \<gamma> t"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3964
    apply (simp add:)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3965
    apply (subst Complex_Transcendental.Arg_eq [of r])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3966
    apply (simp add: iArg)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3967
    using *
61762
d50b993b4fb9 Removal of redundant lemmas (diff_less_iff, diff_le_iff) and of the abbreviation Exp. Addition of some new material.
paulson <lp15@cam.ac.uk>
parents: 61738
diff changeset
  3968
    apply (simp add: exp_eq_polar field_simps)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3969
    done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3970
  with t show ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3971
    by (rule_tac x="exp(Re i) / norm r" in exI) (auto simp: path_image_def)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3972
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3973
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3974
lemma winding_number_big_meets:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3975
  fixes z::complex
61945
1135b8de26c3 more symbols;
wenzelm
parents: 61942
diff changeset
  3976
  assumes \<gamma>: "valid_path \<gamma>" and z: "z \<notin> path_image \<gamma>" and "\<bar>Re (winding_number \<gamma> z)\<bar> \<ge> 1"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3977
      and w: "w \<noteq> z"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3978
  shows "\<exists>a::real. 0 < a \<and> z + a*(w - z) \<in> path_image \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3979
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3980
  { assume "Re (winding_number \<gamma> z) \<le> - 1"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3981
    then have "Re (winding_number (reversepath \<gamma>) z) \<ge> 1"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3982
      by (simp add: \<gamma> valid_path_imp_path winding_number_reversepath z)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3983
    moreover have "valid_path (reversepath \<gamma>)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3984
      using \<gamma> valid_path_imp_reverse by auto
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3985
    moreover have "z \<notin> path_image (reversepath \<gamma>)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3986
      by (simp add: z)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3987
    ultimately have "\<exists>a::real. 0 < a \<and> z + a*(w - z) \<in> path_image (reversepath \<gamma>)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3988
      using winding_number_pos_meets w by blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3989
    then have ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3990
      by simp
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3991
  }
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3992
  then show ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3993
    using assms
63594
bd218a9320b5 HOL-Multivariate_Analysis: rename theories for more descriptive names
hoelzl
parents: 63589
diff changeset
  3994
    by (simp add: abs_if winding_number_pos_meets split: if_split_asm)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3995
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3996
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3997
lemma winding_number_less_1:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3998
  fixes z::complex
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  3999
  shows
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4000
  "\<lbrakk>valid_path \<gamma>; z \<notin> path_image \<gamma>; w \<noteq> z;
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4001
    \<And>a::real. 0 < a \<Longrightarrow> z + a*(w - z) \<notin> path_image \<gamma>\<rbrakk>
61945
1135b8de26c3 more symbols;
wenzelm
parents: 61942
diff changeset
  4002
   \<Longrightarrow> \<bar>Re(winding_number \<gamma> z)\<bar> < 1"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4003
   by (auto simp: not_less dest: winding_number_big_meets)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4004
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4005
text\<open>One way of proving that WN=1 for a loop.\<close>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4006
lemma winding_number_eq_1:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4007
  fixes z::complex
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4008
  assumes \<gamma>: "valid_path \<gamma>" and z: "z \<notin> path_image \<gamma>" and loop: "pathfinish \<gamma> = pathstart \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4009
      and 0: "0 < Re(winding_number \<gamma> z)" and 2: "Re(winding_number \<gamma> z) < 2"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4010
  shows "winding_number \<gamma> z = 1"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4011
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4012
  have "winding_number \<gamma> z \<in> Ints"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4013
    by (simp add: \<gamma> integer_winding_number loop valid_path_imp_path z)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4014
  then show ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4015
    using 0 2 by (auto simp: Ints_def)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4016
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4017
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4018
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4019
subsection\<open>Continuity of winding number and invariance on connected sets.\<close>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4020
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4021
lemma continuous_at_winding_number:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4022
  fixes z::complex
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4023
  assumes \<gamma>: "path \<gamma>" and z: "z \<notin> path_image \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4024
  shows "continuous (at z) (winding_number \<gamma>)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4025
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4026
  obtain e where "e>0" and cbg: "cball z e \<subseteq> - path_image \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4027
    using open_contains_cball [of "- path_image \<gamma>"]  z
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4028
    by (force simp: closed_def [symmetric] closed_path_image [OF \<gamma>])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4029
  then have ppag: "path_image \<gamma> \<subseteq> - cball z (e/2)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4030
    by (force simp: cball_def dist_norm)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4031
  have oc: "open (- cball z (e / 2))"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4032
    by (simp add: closed_def [symmetric])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4033
  obtain d where "d>0" and pi_eq:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4034
    "\<And>h1 h2. \<lbrakk>valid_path h1; valid_path h2;
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4035
              (\<forall>t\<in>{0..1}. cmod (h1 t - \<gamma> t) < d \<and> cmod (h2 t - \<gamma> t) < d);
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4036
              pathstart h2 = pathstart h1; pathfinish h2 = pathfinish h1\<rbrakk>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4037
             \<Longrightarrow>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4038
               path_image h1 \<subseteq> - cball z (e / 2) \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4039
               path_image h2 \<subseteq> - cball z (e / 2) \<and>
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4040
               (\<forall>f. f holomorphic_on - cball z (e / 2) \<longrightarrow> contour_integral h2 f = contour_integral h1 f)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4041
    using contour_integral_nearby_ends [OF oc \<gamma> ppag] by metis
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4042
  obtain p where p: "valid_path p" "z \<notin> path_image p"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4043
                    "pathstart p = pathstart \<gamma> \<and> pathfinish p = pathfinish \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4044
              and pg: "\<And>t. t\<in>{0..1} \<Longrightarrow> cmod (\<gamma> t - p t) < min d e / 2"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4045
              and pi: "contour_integral p (\<lambda>x. 1 / (x - z)) = complex_of_real (2 * pi) * \<i> * winding_number \<gamma> z"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4046
    using winding_number [OF \<gamma> z, of "min d e / 2"] \<open>d>0\<close> \<open>e>0\<close> by auto
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4047
  { fix w
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4048
    assume d2: "cmod (w - z) < d/2" and e2: "cmod (w - z) < e/2"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4049
    then have wnotp: "w \<notin> path_image p"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4050
      using cbg \<open>d>0\<close> \<open>e>0\<close>
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4051
      apply (simp add: path_image_def cball_def dist_norm, clarify)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4052
      apply (frule pg)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4053
      apply (drule_tac c="\<gamma> x" in subsetD)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4054
      apply (auto simp: less_eq_real_def norm_minus_commute norm_triangle_half_l)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4055
      done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4056
    have wnotg: "w \<notin> path_image \<gamma>"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4057
      using cbg e2 \<open>e>0\<close> by (force simp: dist_norm norm_minus_commute)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4058
    { fix k::real
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4059
      assume k: "k>0"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4060
      then obtain q where q: "valid_path q" "w \<notin> path_image q"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4061
                             "pathstart q = pathstart \<gamma> \<and> pathfinish q = pathfinish \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4062
                    and qg: "\<And>t. t \<in> {0..1} \<Longrightarrow> cmod (\<gamma> t - q t) < min k (min d e) / 2"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4063
                    and qi: "contour_integral q (\<lambda>u. 1 / (u - w)) = complex_of_real (2 * pi) * \<i> * winding_number \<gamma> w"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4064
        using winding_number [OF \<gamma> wnotg, of "min k (min d e) / 2"] \<open>d>0\<close> \<open>e>0\<close> k
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4065
        by (force simp: min_divide_distrib_right)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4066
      have "contour_integral p (\<lambda>u. 1 / (u - w)) = contour_integral q (\<lambda>u. 1 / (u - w))"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4067
        apply (rule pi_eq [OF \<open>valid_path q\<close> \<open>valid_path p\<close>, THEN conjunct2, THEN conjunct2, rule_format])
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4068
        apply (frule pg)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4069
        apply (frule qg)
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4070
        using p q \<open>d>0\<close> e2
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4071
        apply (auto simp: dist_norm norm_minus_commute intro!: holomorphic_intros)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4072
        done
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4073
      then have "contour_integral p (\<lambda>x. 1 / (x - w)) = complex_of_real (2 * pi) * \<i> * winding_number \<gamma> w"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4074
        by (simp add: pi qi)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4075
    } note pip = this
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4076
    have "path p"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4077
      using p by (simp add: valid_path_imp_path)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4078
    then have "winding_number p w = winding_number \<gamma> w"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4079
      apply (rule winding_number_unique [OF _ wnotp])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4080
      apply (rule_tac x=p in exI)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4081
      apply (simp add: p wnotp min_divide_distrib_right pip)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4082
      done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4083
  } note wnwn = this
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4084
  obtain pe where "pe>0" and cbp: "cball z (3 / 4 * pe) \<subseteq> - path_image p"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4085
    using p open_contains_cball [of "- path_image p"]
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4086
    by (force simp: closed_def [symmetric] closed_path_image [OF valid_path_imp_path])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4087
  obtain L
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4088
    where "L>0"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4089
      and L: "\<And>f B. \<lbrakk>f holomorphic_on - cball z (3 / 4 * pe);
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4090
                      \<forall>z \<in> - cball z (3 / 4 * pe). cmod (f z) \<le> B\<rbrakk> \<Longrightarrow>
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4091
                      cmod (contour_integral p f) \<le> L * B"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4092
    using contour_integral_bound_exists [of "- cball z (3/4*pe)" p] cbp \<open>valid_path p\<close> by force
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4093
  { fix e::real and w::complex
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4094
    assume e: "0 < e" and w: "cmod (w - z) < pe/4" "cmod (w - z) < e * pe\<^sup>2 / (8 * L)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4095
    then have [simp]: "w \<notin> path_image p"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4096
      using cbp p(2) \<open>0 < pe\<close>
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4097
      by (force simp: dist_norm norm_minus_commute path_image_def cball_def)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4098
    have [simp]: "contour_integral p (\<lambda>x. 1/(x - w)) - contour_integral p (\<lambda>x. 1/(x - z)) =
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4099
                  contour_integral p (\<lambda>x. 1/(x - w) - 1/(x - z))"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4100
      by (simp add: p contour_integrable_inversediff contour_integral_diff)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4101
    { fix x
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4102
      assume pe: "3/4 * pe < cmod (z - x)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4103
      have "cmod (w - x) < pe/4 + cmod (z - x)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4104
        by (meson add_less_cancel_right norm_diff_triangle_le order_refl order_trans_rules(21) w(1))
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4105
      then have wx: "cmod (w - x) < 4/3 * cmod (z - x)" using pe by simp
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4106
      have "cmod (z - x) \<le> cmod (z - w) + cmod (w - x)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4107
        using norm_diff_triangle_le by blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4108
      also have "... < pe/4 + cmod (w - x)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4109
        using w by (simp add: norm_minus_commute)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4110
      finally have "pe/2 < cmod (w - x)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4111
        using pe by auto
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4112
      then have "(pe/2)^2 < cmod (w - x) ^ 2"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4113
        apply (rule power_strict_mono)
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4114
        using \<open>pe>0\<close> by auto
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4115
      then have pe2: "pe^2 < 4 * cmod (w - x) ^ 2"
61694
6571c78c9667 Removed some legacy theorems; minor adjustments to simplification rules; new material on homotopic paths
paulson <lp15@cam.ac.uk>
parents: 61609
diff changeset
  4116
        by (simp add: power_divide)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4117
      have "8 * L * cmod (w - z) < e * pe\<^sup>2"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4118
        using w \<open>L>0\<close> by (simp add: field_simps)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4119
      also have "... < e * 4 * cmod (w - x) * cmod (w - x)"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4120
        using pe2 \<open>e>0\<close> by (simp add: power2_eq_square)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4121
      also have "... < e * 4 * cmod (w - x) * (4/3 * cmod (z - x))"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4122
        using wx
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4123
        apply (rule mult_strict_left_mono)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4124
        using pe2 e not_less_iff_gr_or_eq by fastforce
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4125
      finally have "L * cmod (w - z) < 2/3 * e * cmod (w - x) * cmod (z - x)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4126
        by simp
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4127
      also have "... \<le> e * cmod (w - x) * cmod (z - x)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4128
         using e by simp
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4129
      finally have Lwz: "L * cmod (w - z) < e * cmod (w - x) * cmod (z - x)" .
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4130
      have "L * cmod (1 / (x - w) - 1 / (x - z)) \<le> e"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4131
        apply (cases "x=z \<or> x=w")
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4132
        using pe \<open>pe>0\<close> w \<open>L>0\<close>
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4133
        apply (force simp: norm_minus_commute)
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4134
        using wx w(2) \<open>L>0\<close> pe pe2 Lwz
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4135
        apply (auto simp: divide_simps mult_less_0_iff norm_minus_commute norm_divide norm_mult power2_eq_square)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4136
        done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4137
    } note L_cmod_le = this
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4138
    have *: "cmod (contour_integral p (\<lambda>x. 1 / (x - w) - 1 / (x - z))) \<le> L * (e * pe\<^sup>2 / L / 4 * (inverse (pe / 2))\<^sup>2)"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4139
      apply (rule L)
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4140
      using \<open>pe>0\<close> w
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4141
      apply (force simp: dist_norm norm_minus_commute intro!: holomorphic_intros)
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4142
      using \<open>pe>0\<close> w \<open>L>0\<close>
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4143
      apply (auto simp: cball_def dist_norm field_simps L_cmod_le  simp del: less_divide_eq_numeral1 le_divide_eq_numeral1)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4144
      done
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4145
    have "cmod (contour_integral p (\<lambda>x. 1 / (x - w)) - contour_integral p (\<lambda>x. 1 / (x - z))) < 2*e"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4146
      apply (simp add:)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4147
      apply (rule le_less_trans [OF *])
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4148
      using \<open>L>0\<close> e
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4149
      apply (force simp: field_simps)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4150
      done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4151
    then have "cmod (winding_number p w - winding_number p z) < e"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4152
      using pi_ge_two e
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4153
      by (force simp: winding_number_valid_path p field_simps norm_divide norm_mult intro: less_le_trans)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4154
  } note cmod_wn_diff = this
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  4155
  then have "isCont (winding_number p) z"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4156
    apply (simp add: continuous_at_eps_delta, clarify)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4157
    apply (rule_tac x="min (pe/4) (e/2*pe^2/L/4)" in exI)
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4158
    using \<open>pe>0\<close> \<open>L>0\<close>
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4159
    apply (simp add: dist_norm cmod_wn_diff)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4160
    done
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  4161
  then show ?thesis
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  4162
    apply (rule continuous_transform_within [where d = "min d e / 2"])
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  4163
    apply (auto simp: \<open>d>0\<close> \<open>e>0\<close> dist_norm wnwn)
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  4164
    done
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4165
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4166
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4167
corollary continuous_on_winding_number:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4168
    "path \<gamma> \<Longrightarrow> continuous_on (- path_image \<gamma>) (\<lambda>w. winding_number \<gamma> w)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4169
  by (simp add: continuous_at_imp_continuous_on continuous_at_winding_number)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4170
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4171
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4172
subsection\<open>The winding number is constant on a connected region\<close>
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4173
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4174
lemma winding_number_constant:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4175
  assumes \<gamma>: "path \<gamma>" and loop: "pathfinish \<gamma> = pathstart \<gamma>" and cs: "connected s" and sg: "s \<inter> path_image \<gamma> = {}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4176
    shows "\<exists>k. \<forall>z \<in> s. winding_number \<gamma> z = k"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4177
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4178
  { fix y z
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4179
    assume ne: "winding_number \<gamma> y \<noteq> winding_number \<gamma> z"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4180
    assume "y \<in> s" "z \<in> s"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4181
    then have "winding_number \<gamma> y \<in> \<int>"  "winding_number \<gamma> z \<in>  \<int>"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4182
      using integer_winding_number [OF \<gamma> loop] sg \<open>y \<in> s\<close> by auto
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4183
    with ne have "1 \<le> cmod (winding_number \<gamma> y - winding_number \<gamma> z)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4184
      by (auto simp: Ints_def of_int_diff [symmetric] simp del: of_int_diff)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4185
  } note * = this
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4186
  show ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4187
    apply (rule continuous_discrete_range_constant [OF cs])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4188
    using continuous_on_winding_number [OF \<gamma>] sg
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4189
    apply (metis Diff_Compl Diff_eq_empty_iff continuous_on_subset)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4190
    apply (rule_tac x=1 in exI)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4191
    apply (auto simp: *)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4192
    done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4193
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4194
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4195
lemma winding_number_eq:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4196
     "\<lbrakk>path \<gamma>; pathfinish \<gamma> = pathstart \<gamma>; w \<in> s; z \<in> s; connected s; s \<inter> path_image \<gamma> = {}\<rbrakk>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4197
      \<Longrightarrow> winding_number \<gamma> w = winding_number \<gamma> z"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4198
using winding_number_constant by fastforce
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4199
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4200
lemma open_winding_number_levelsets:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4201
  assumes \<gamma>: "path \<gamma>" and loop: "pathfinish \<gamma> = pathstart \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4202
    shows "open {z. z \<notin> path_image \<gamma> \<and> winding_number \<gamma> z = k}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4203
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4204
  have op: "open (- path_image \<gamma>)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4205
    by (simp add: closed_path_image \<gamma> open_Compl)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4206
  { fix z assume z: "z \<notin> path_image \<gamma>" and k: "k = winding_number \<gamma> z"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4207
    obtain e where e: "e>0" "ball z e \<subseteq> - path_image \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4208
      using open_contains_ball [of "- path_image \<gamma>"] op z
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4209
      by blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4210
    have "\<exists>e>0. \<forall>y. dist y z < e \<longrightarrow> y \<notin> path_image \<gamma> \<and> winding_number \<gamma> y = winding_number \<gamma> z"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4211
      apply (rule_tac x=e in exI)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4212
      using e apply (simp add: dist_norm ball_def norm_minus_commute)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4213
      apply (auto simp: dist_norm norm_minus_commute intro!: winding_number_eq [OF assms, where s = "ball z e"])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4214
      done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4215
  } then
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4216
  show ?thesis
62101
26c0a70f78a3 add uniform spaces
hoelzl
parents: 62087
diff changeset
  4217
    by (auto simp: open_dist)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4218
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4219
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4220
subsection\<open>Winding number is zero "outside" a curve, in various senses\<close>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4221
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4222
lemma winding_number_zero_in_outside:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4223
  assumes \<gamma>: "path \<gamma>" and loop: "pathfinish \<gamma> = pathstart \<gamma>" and z: "z \<in> outside (path_image \<gamma>)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4224
    shows "winding_number \<gamma> z = 0"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4225
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4226
  obtain B::real where "0 < B" and B: "path_image \<gamma> \<subseteq> ball 0 B"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4227
    using bounded_subset_ballD [OF bounded_path_image [OF \<gamma>]] by auto
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4228
  obtain w::complex where w: "w \<notin> ball 0 (B + 1)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4229
    by (metis abs_of_nonneg le_less less_irrefl mem_ball_0 norm_of_real)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4230
  have "- ball 0 (B + 1) \<subseteq> outside (path_image \<gamma>)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4231
    apply (rule outside_subset_convex)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4232
    using B subset_ball by auto
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4233
  then have wout: "w \<in> outside (path_image \<gamma>)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4234
    using w by blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4235
  moreover obtain k where "\<And>z. z \<in> outside (path_image \<gamma>) \<Longrightarrow> winding_number \<gamma> z = k"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4236
    using winding_number_constant [OF \<gamma> loop, of "outside(path_image \<gamma>)"] connected_outside
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4237
    by (metis DIM_complex bounded_path_image dual_order.refl \<gamma> outside_no_overlap)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4238
  ultimately have "winding_number \<gamma> z = winding_number \<gamma> w"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4239
    using z by blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4240
  also have "... = 0"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4241
  proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4242
    have wnot: "w \<notin> path_image \<gamma>"  using wout by (simp add: outside_def)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4243
    { fix e::real assume "0<e"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4244
      obtain p where p: "polynomial_function p" "pathstart p = pathstart \<gamma>" "pathfinish p = pathfinish \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4245
                 and pg1: "(\<And>t. \<lbrakk>0 \<le> t; t \<le> 1\<rbrakk> \<Longrightarrow> cmod (p t - \<gamma> t) < 1)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4246
                 and pge: "(\<And>t. \<lbrakk>0 \<le> t; t \<le> 1\<rbrakk> \<Longrightarrow> cmod (p t - \<gamma> t) < e)"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4247
        using path_approx_polynomial_function [OF \<gamma>, of "min 1 e"] \<open>e>0\<close> by force
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4248
      have pip: "path_image p \<subseteq> ball 0 (B + 1)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4249
        using B
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4250
        apply (clarsimp simp add: path_image_def dist_norm ball_def)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4251
        apply (frule (1) pg1)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4252
        apply (fastforce dest: norm_add_less)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4253
        done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4254
      then have "w \<notin> path_image p"  using w by blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4255
      then have "\<exists>p. valid_path p \<and> w \<notin> path_image p \<and>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4256
                     pathstart p = pathstart \<gamma> \<and> pathfinish p = pathfinish \<gamma> \<and>
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4257
                     (\<forall>t\<in>{0..1}. cmod (\<gamma> t - p t) < e) \<and> contour_integral p (\<lambda>wa. 1 / (wa - w)) = 0"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4258
        apply (rule_tac x=p in exI)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4259
        apply (simp add: p valid_path_polynomial_function)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4260
        apply (intro conjI)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4261
        using pge apply (simp add: norm_minus_commute)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4262
        apply (rule contour_integral_unique [OF Cauchy_theorem_convex_simple [OF _ convex_ball [of 0 "B+1"]]])
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4263
        apply (rule holomorphic_intros | simp add: dist_norm)+
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4264
        using mem_ball_0 w apply blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4265
        using p apply (simp_all add: valid_path_polynomial_function loop pip)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4266
        done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4267
    }
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4268
    then show ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4269
      by (auto intro: winding_number_unique [OF \<gamma>] simp add: wnot)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4270
  qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4271
  finally show ?thesis .
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4272
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4273
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4274
lemma winding_number_zero_outside:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4275
    "\<lbrakk>path \<gamma>; convex s; pathfinish \<gamma> = pathstart \<gamma>; z \<notin> s; path_image \<gamma> \<subseteq> s\<rbrakk> \<Longrightarrow> winding_number \<gamma> z = 0"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4276
  by (meson convex_in_outside outside_mono subsetCE winding_number_zero_in_outside)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4277
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4278
lemma winding_number_zero_at_infinity:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4279
  assumes \<gamma>: "path \<gamma>" and loop: "pathfinish \<gamma> = pathstart \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4280
    shows "\<exists>B. \<forall>z. B \<le> norm z \<longrightarrow> winding_number \<gamma> z = 0"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4281
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4282
  obtain B::real where "0 < B" and B: "path_image \<gamma> \<subseteq> ball 0 B"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4283
    using bounded_subset_ballD [OF bounded_path_image [OF \<gamma>]] by auto
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4284
  then show ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4285
    apply (rule_tac x="B+1" in exI, clarify)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4286
    apply (rule winding_number_zero_outside [OF \<gamma> convex_cball [of 0 B] loop])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4287
    apply (meson less_add_one mem_cball_0 not_le order_trans)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4288
    using ball_subset_cball by blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4289
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4290
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4291
lemma winding_number_zero_point:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4292
    "\<lbrakk>path \<gamma>; convex s; pathfinish \<gamma> = pathstart \<gamma>; open s; path_image \<gamma> \<subseteq> s\<rbrakk>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4293
     \<Longrightarrow> \<exists>z. z \<in> s \<and> winding_number \<gamma> z = 0"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4294
  using outside_compact_in_open [of "path_image \<gamma>" s] path_image_nonempty winding_number_zero_in_outside
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4295
  by (fastforce simp add: compact_path_image)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4296
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4297
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4298
text\<open>If a path winds round a set, it winds rounds its inside.\<close>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4299
lemma winding_number_around_inside:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4300
  assumes \<gamma>: "path \<gamma>" and loop: "pathfinish \<gamma> = pathstart \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4301
      and cls: "closed s" and cos: "connected s" and s_disj: "s \<inter> path_image \<gamma> = {}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4302
      and z: "z \<in> s" and wn_nz: "winding_number \<gamma> z \<noteq> 0" and w: "w \<in> s \<union> inside s"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4303
    shows "winding_number \<gamma> w = winding_number \<gamma> z"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4304
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4305
  have ssb: "s \<subseteq> inside(path_image \<gamma>)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4306
  proof
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4307
    fix x :: complex
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4308
    assume "x \<in> s"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4309
    hence "x \<notin> path_image \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4310
      by (meson disjoint_iff_not_equal s_disj)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4311
    thus "x \<in> inside (path_image \<gamma>)"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4312
      using \<open>x \<in> s\<close> by (metis (no_types) ComplI UnE cos \<gamma> loop s_disj union_with_outside winding_number_eq winding_number_zero_in_outside wn_nz z)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4313
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4314
  show ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4315
    apply (rule winding_number_eq [OF \<gamma> loop w])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4316
    using z apply blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4317
    apply (simp add: cls connected_with_inside cos)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4318
    apply (simp add: Int_Un_distrib2 s_disj, safe)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4319
    by (meson ssb inside_inside_compact_connected [OF cls, of "path_image \<gamma>"] compact_path_image connected_path_image contra_subsetD disjoint_iff_not_equal \<gamma> inside_no_overlap)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4320
 qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4321
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4322
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4323
text\<open>Bounding a WN by 1/2 for a path and point in opposite halfspaces.\<close>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4324
lemma winding_number_subpath_continuous:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4325
  assumes \<gamma>: "valid_path \<gamma>" and z: "z \<notin> path_image \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4326
    shows "continuous_on {0..1} (\<lambda>x. winding_number(subpath 0 x \<gamma>) z)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4327
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4328
  have *: "integral {0..x} (\<lambda>t. vector_derivative \<gamma> (at t) / (\<gamma> t - z)) / (2 * of_real pi * \<i>) =
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4329
         winding_number (subpath 0 x \<gamma>) z"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4330
         if x: "0 \<le> x" "x \<le> 1" for x
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4331
  proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4332
    have "integral {0..x} (\<lambda>t. vector_derivative \<gamma> (at t) / (\<gamma> t - z)) / (2 * of_real pi * \<i>) =
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  4333
          1 / (2*pi*\<i>) * contour_integral (subpath 0 x \<gamma>) (\<lambda>w. 1/(w - z))"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4334
      using assms x
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4335
      apply (simp add: contour_integral_subcontour_integral [OF contour_integrable_inversediff])
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4336
      done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4337
    also have "... = winding_number (subpath 0 x \<gamma>) z"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4338
      apply (subst winding_number_valid_path)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4339
      using assms x
61762
d50b993b4fb9 Removal of redundant lemmas (diff_less_iff, diff_le_iff) and of the abbreviation Exp. Addition of some new material.
paulson <lp15@cam.ac.uk>
parents: 61738
diff changeset
  4340
      apply (simp_all add: path_image_subpath valid_path_subpath)
d50b993b4fb9 Removal of redundant lemmas (diff_less_iff, diff_le_iff) and of the abbreviation Exp. Addition of some new material.
paulson <lp15@cam.ac.uk>
parents: 61738
diff changeset
  4341
      by (force simp: path_image_def)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4342
    finally show ?thesis .
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4343
  qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4344
  show ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4345
    apply (rule continuous_on_eq
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  4346
                 [where f = "\<lambda>x. 1 / (2*pi*\<i>) *
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4347
                                 integral {0..x} (\<lambda>t. 1/(\<gamma> t - z) * vector_derivative \<gamma> (at t))"])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4348
    apply (rule continuous_intros)+
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4349
    apply (rule indefinite_integral_continuous)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4350
    apply (rule contour_integrable_inversediff [OF assms, unfolded contour_integrable_on])
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4351
      using assms
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4352
    apply (simp add: *)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4353
    done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4354
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4355
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4356
lemma winding_number_ivt_pos:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4357
    assumes \<gamma>: "valid_path \<gamma>" and z: "z \<notin> path_image \<gamma>" and "0 \<le> w" "w \<le> Re(winding_number \<gamma> z)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4358
      shows "\<exists>t \<in> {0..1}. Re(winding_number(subpath 0 t \<gamma>) z) = w"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4359
  apply (rule ivt_increasing_component_on_1 [of 0 1, where ?k = "1::complex", simplified complex_inner_1_right])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4360
  apply (simp add:)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4361
  apply (rule winding_number_subpath_continuous [OF \<gamma> z])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4362
  using assms
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4363
  apply (auto simp: path_image_def image_def)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4364
  done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4365
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4366
lemma winding_number_ivt_neg:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4367
    assumes \<gamma>: "valid_path \<gamma>" and z: "z \<notin> path_image \<gamma>" and "Re(winding_number \<gamma> z) \<le> w" "w \<le> 0"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4368
      shows "\<exists>t \<in> {0..1}. Re(winding_number(subpath 0 t \<gamma>) z) = w"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4369
  apply (rule ivt_decreasing_component_on_1 [of 0 1, where ?k = "1::complex", simplified complex_inner_1_right])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4370
  apply (simp add:)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4371
  apply (rule winding_number_subpath_continuous [OF \<gamma> z])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4372
  using assms
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4373
  apply (auto simp: path_image_def image_def)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4374
  done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4375
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4376
lemma winding_number_ivt_abs:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4377
    assumes \<gamma>: "valid_path \<gamma>" and z: "z \<notin> path_image \<gamma>" and "0 \<le> w" "w \<le> \<bar>Re(winding_number \<gamma> z)\<bar>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4378
      shows "\<exists>t \<in> {0..1}. \<bar>Re (winding_number (subpath 0 t \<gamma>) z)\<bar> = w"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4379
  using assms winding_number_ivt_pos [of \<gamma> z w] winding_number_ivt_neg [of \<gamma> z "-w"]
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4380
  by force
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4381
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4382
lemma winding_number_lt_half_lemma:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4383
  assumes \<gamma>: "valid_path \<gamma>" and z: "z \<notin> path_image \<gamma>" and az: "a \<bullet> z \<le> b" and pag: "path_image \<gamma> \<subseteq> {w. a \<bullet> w > b}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4384
    shows "Re(winding_number \<gamma> z) < 1/2"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4385
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4386
  { assume "Re(winding_number \<gamma> z) \<ge> 1/2"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4387
    then obtain t::real where t: "0 \<le> t" "t \<le> 1" and sub12: "Re (winding_number (subpath 0 t \<gamma>) z) = 1/2"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4388
      using winding_number_ivt_pos [OF \<gamma> z, of "1/2"] by auto
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4389
    have gt: "\<gamma> t - z = - (of_real (exp (- (2 * pi * Im (winding_number (subpath 0 t \<gamma>) z)))) * (\<gamma> 0 - z))"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4390
      using winding_number_exp_2pi [of "subpath 0 t \<gamma>" z]
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4391
      apply (simp add: t \<gamma> valid_path_imp_path)
61762
d50b993b4fb9 Removal of redundant lemmas (diff_less_iff, diff_le_iff) and of the abbreviation Exp. Addition of some new material.
paulson <lp15@cam.ac.uk>
parents: 61738
diff changeset
  4392
      using closed_segment_eq_real_ivl path_image_def t z by (fastforce simp: path_image_subpath Euler sub12)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4393
    have "b < a \<bullet> \<gamma> 0"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4394
    proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4395
      have "\<gamma> 0 \<in> {c. b < a \<bullet> c}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4396
        by (metis (no_types) pag atLeastAtMost_iff image_subset_iff order_refl path_image_def zero_le_one)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4397
      thus ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4398
        by blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4399
    qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4400
    moreover have "b < a \<bullet> \<gamma> t"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4401
    proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4402
      have "\<gamma> t \<in> {c. b < a \<bullet> c}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4403
        by (metis (no_types) pag atLeastAtMost_iff image_subset_iff path_image_def t)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4404
      thus ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4405
        by blast
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4406
    qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4407
    ultimately have "0 < a \<bullet> (\<gamma> 0 - z)" "0 < a \<bullet> (\<gamma> t - z)" using az
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4408
      by (simp add: inner_diff_right)+
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4409
    then have False
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4410
      by (simp add: gt inner_mult_right mult_less_0_iff)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4411
  }
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4412
  then show ?thesis by force
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4413
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4414
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4415
lemma winding_number_lt_half:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4416
  assumes "valid_path \<gamma>" "a \<bullet> z \<le> b" "path_image \<gamma> \<subseteq> {w. a \<bullet> w > b}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4417
    shows "\<bar>Re (winding_number \<gamma> z)\<bar> < 1/2"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4418
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4419
  have "z \<notin> path_image \<gamma>" using assms by auto
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4420
  with assms show ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4421
    apply (simp add: winding_number_lt_half_lemma abs_if del: less_divide_eq_numeral1)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4422
    apply (metis complex_inner_1_right winding_number_lt_half_lemma [OF valid_path_imp_reverse, of \<gamma> z a b]
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4423
                 winding_number_reversepath valid_path_imp_path inner_minus_left path_image_reversepath)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4424
    done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4425
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4426
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4427
lemma winding_number_le_half:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4428
  assumes \<gamma>: "valid_path \<gamma>" and z: "z \<notin> path_image \<gamma>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4429
      and anz: "a \<noteq> 0" and azb: "a \<bullet> z \<le> b" and pag: "path_image \<gamma> \<subseteq> {w. a \<bullet> w \<ge> b}"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4430
    shows "\<bar>Re (winding_number \<gamma> z)\<bar> \<le> 1/2"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4431
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4432
  { assume wnz_12: "\<bar>Re (winding_number \<gamma> z)\<bar> > 1/2"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4433
    have "isCont (winding_number \<gamma>) z"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4434
      by (metis continuous_at_winding_number valid_path_imp_path \<gamma> z)
61945
1135b8de26c3 more symbols;
wenzelm
parents: 61942
diff changeset
  4435
    then obtain d where "d>0" and d: "\<And>x'. dist x' z < d \<Longrightarrow> dist (winding_number \<gamma> x') (winding_number \<gamma> z) < \<bar>Re(winding_number \<gamma> z)\<bar> - 1/2"
61762
d50b993b4fb9 Removal of redundant lemmas (diff_less_iff, diff_le_iff) and of the abbreviation Exp. Addition of some new material.
paulson <lp15@cam.ac.uk>
parents: 61738
diff changeset
  4436
      using continuous_at_eps_delta wnz_12 diff_gt_0_iff_gt by blast
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  4437
    define z' where "z' = z - (d / (2 * cmod a)) *\<^sub>R a"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4438
    have *: "a \<bullet> z' \<le> b - d / 3 * cmod a"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4439
      unfolding z'_def inner_mult_right' divide_inverse
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4440
      apply (simp add: divide_simps algebra_simps dot_square_norm power2_eq_square anz)
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4441
      apply (metis \<open>0 < d\<close> add_increasing azb less_eq_real_def mult_nonneg_nonneg mult_right_mono norm_ge_zero norm_numeral)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4442
      done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4443
    have "cmod (winding_number \<gamma> z' - winding_number \<gamma> z) < \<bar>Re (winding_number \<gamma> z)\<bar> - 1/2"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4444
      using d [of z'] anz \<open>d>0\<close> by (simp add: dist_norm z'_def)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4445
    then have "1/2 < \<bar>Re (winding_number \<gamma> z)\<bar> - cmod (winding_number \<gamma> z' - winding_number \<gamma> z)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4446
      by simp
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4447
    then have "1/2 < \<bar>Re (winding_number \<gamma> z)\<bar> - \<bar>Re (winding_number \<gamma> z') - Re (winding_number \<gamma> z)\<bar>"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4448
      using abs_Re_le_cmod [of "winding_number \<gamma> z' - winding_number \<gamma> z"] by simp
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4449
    then have wnz_12': "\<bar>Re (winding_number \<gamma> z')\<bar> > 1/2"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4450
      by linarith
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4451
    moreover have "\<bar>Re (winding_number \<gamma> z')\<bar> < 1/2"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4452
      apply (rule winding_number_lt_half [OF \<gamma> *])
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4453
      using azb \<open>d>0\<close> pag
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4454
      apply (auto simp: add_strict_increasing anz divide_simps algebra_simps dest!: subsetD)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4455
      done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4456
    ultimately have False
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4457
      by simp
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4458
  }
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4459
  then show ?thesis by force
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4460
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4461
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4462
lemma winding_number_lt_half_linepath: "z \<notin> closed_segment a b \<Longrightarrow> \<bar>Re (winding_number (linepath a b) z)\<bar> < 1/2"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4463
  using separating_hyperplane_closed_point [of "closed_segment a b" z]
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4464
  apply auto
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4465
  apply (simp add: closed_segment_def)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4466
  apply (drule less_imp_le)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4467
  apply (frule winding_number_lt_half [OF valid_path_linepath [of a b]])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4468
  apply (auto simp: segment)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4469
  done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4470
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4471
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4472
text\<open> Positivity of WN for a linepath.\<close>
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4473
lemma winding_number_linepath_pos_lt:
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4474
    assumes "0 < Im ((b - a) * cnj (b - z))"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4475
      shows "0 < Re(winding_number(linepath a b) z)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4476
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4477
  have z: "z \<notin> path_image (linepath a b)"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4478
    using assms
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4479
    by (simp add: closed_segment_def) (force simp: algebra_simps)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4480
  show ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4481
    apply (rule winding_number_pos_lt [OF valid_path_linepath z assms])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4482
    apply (simp add: linepath_def algebra_simps)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4483
    done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4484
qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4485
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4486
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4487
subsection\<open>Cauchy's integral formula, again for a convex enclosing set.\<close>
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4488
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61520
diff changeset
  4489
lemma Cauchy_integral_formula_weak:
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61520
diff changeset
  4490
    assumes s: "convex s" and "finite k" and conf: "continuous_on s f"
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  4491
        and fcd: "(\<And>x. x \<in> interior s - k \<Longrightarrow> f field_differentiable at x)"
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61520
diff changeset
  4492
        and z: "z \<in> interior s - k" and vpg: "valid_path \<gamma>"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4493
        and pasz: "path_image \<gamma> \<subseteq> s - {z}" and loop: "pathfinish \<gamma> = pathstart \<gamma>"
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  4494
      shows "((\<lambda>w. f w / (w - z)) has_contour_integral (2*pi * \<i> * winding_number \<gamma> z * f z)) \<gamma>"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4495
proof -
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4496
  obtain f' where f': "(f has_field_derivative f') (at z)"
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  4497
    using fcd [OF z] by (auto simp: field_differentiable_def)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4498
  have pas: "path_image \<gamma> \<subseteq> s" and znotin: "z \<notin> path_image \<gamma>" using pasz by blast+
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4499
  have c: "continuous (at x within s) (\<lambda>w. if w = z then f' else (f w - f z) / (w - z))" if "x \<in> s" for x
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4500
  proof (cases "x = z")
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4501
    case True then show ?thesis
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4502
      apply (simp add: continuous_within)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4503
      apply (rule Lim_transform_away_within [of _ "z+1" _ "\<lambda>w::complex. (f w - f z)/(w - z)"])
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61520
diff changeset
  4504
      using has_field_derivative_at_within DERIV_within_iff f'
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4505
      apply (fastforce simp add:)+
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4506
      done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4507
  next
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4508
    case False
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  4509
    then have dxz: "dist x z > 0" by auto
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4510
    have cf: "continuous (at x within s) f"
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4511
      using conf continuous_on_eq_continuous_within that by blast
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  4512
    have "continuous (at x within s) (\<lambda>w. (f w - f z) / (w - z))"
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  4513
      by (rule cf continuous_intros | simp add: False)+
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  4514
    then show ?thesis
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  4515
      apply (rule continuous_transform_within [OF _ dxz that, of "\<lambda>w::complex. (f w - f z)/(w - z)"])
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4516
      apply (force simp: dist_commute)
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  4517
      done
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4518
  qed
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4519
  have fink': "finite (insert z k)" using \<open>finite k\<close> by blast
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4520
  have *: "((\<lambda>w. if w = z then f' else (f w - f z) / (w - z)) has_contour_integral 0) \<gamma>"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4521
    apply (rule Cauchy_theorem_convex [OF _ s fink' _ vpg pas loop])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4522
    using c apply (force simp: continuous_on_eq_continuous_within)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4523
    apply (rename_tac w)
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  4524
    apply (rule_tac d="dist w z" and f = "\<lambda>w. (f w - f z)/(w - z)" in field_differentiable_transform_within)
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4525
    apply (simp_all add: dist_pos_lt dist_commute)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4526
    apply (metis less_irrefl)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4527
    apply (rule derivative_intros fcd | simp)+
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4528
    done
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4529
  show ?thesis
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4530
    apply (rule has_contour_integral_eq)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4531
    using znotin has_contour_integral_add [OF has_contour_integral_lmul [OF has_contour_integral_winding_number [OF vpg znotin], of "f z"] *]
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4532
    apply (auto simp: mult_ac divide_simps)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4533
    done
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61520
diff changeset
  4534
qed
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61520
diff changeset
  4535
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61520
diff changeset
  4536
theorem Cauchy_integral_formula_convex_simple:
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4537
    "\<lbrakk>convex s; f holomorphic_on s; z \<in> interior s; valid_path \<gamma>; path_image \<gamma> \<subseteq> s - {z};
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4538
      pathfinish \<gamma> = pathstart \<gamma>\<rbrakk>
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  4539
     \<Longrightarrow> ((\<lambda>w. f w / (w - z)) has_contour_integral (2*pi * \<i> * winding_number \<gamma> z * f z)) \<gamma>"
61520
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4540
  apply (rule Cauchy_integral_formula_weak [where k = "{}"])
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4541
  using holomorphic_on_imp_continuous_on
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4542
  by auto (metis at_within_interior holomorphic_on_def interiorE subsetCE)
8f85bb443d33 Cauchy's integral formula, required lemmas, and a bit of reorganisation
paulson <lp15@cam.ac.uk>
parents: 61518
diff changeset
  4543
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4544
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4545
subsection\<open>Homotopy forms of Cauchy's theorem\<close>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4546
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4547
proposition Cauchy_theorem_homotopic:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4548
    assumes hom: "if atends then homotopic_paths s g h else homotopic_loops s g h"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4549
        and "open s" and f: "f holomorphic_on s"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4550
        and vpg: "valid_path g" and vph: "valid_path h"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4551
    shows "contour_integral g f = contour_integral h f"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4552
proof -
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4553
  have pathsf: "linked_paths atends g h"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4554
    using hom  by (auto simp: linked_paths_def homotopic_paths_imp_pathstart homotopic_paths_imp_pathfinish homotopic_loops_imp_loop)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4555
  obtain k :: "real \<times> real \<Rightarrow> complex"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4556
    where contk: "continuous_on ({0..1} \<times> {0..1}) k"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4557
      and ks: "k ` ({0..1} \<times> {0..1}) \<subseteq> s"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4558
      and k [simp]: "\<forall>x. k (0, x) = g x" "\<forall>x. k (1, x) = h x"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4559
      and ksf: "\<forall>t\<in>{0..1}. linked_paths atends g (\<lambda>x. k (t, x))"
62390
842917225d56 more canonical names
nipkow
parents: 62379
diff changeset
  4560
      using hom pathsf by (auto simp: linked_paths_def homotopic_paths_def homotopic_loops_def homotopic_with_def split: if_split_asm)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4561
  have ucontk: "uniformly_continuous_on ({0..1} \<times> {0..1}) k"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4562
    by (blast intro: compact_Times compact_uniformly_continuous [OF contk])
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4563
  { fix t::real assume t: "t \<in> {0..1}"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4564
    have pak: "path (k o (\<lambda>u. (t, u)))"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4565
      unfolding path_def
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4566
      apply (rule continuous_intros continuous_on_subset [OF contk])+
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4567
      using t by force
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4568
    have pik: "path_image (k \<circ> Pair t) \<subseteq> s"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4569
      using ks t by (auto simp: path_image_def)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4570
    obtain e where "e>0" and e:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4571
         "\<And>g h. \<lbrakk>valid_path g; valid_path h;
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4572
                  \<forall>u\<in>{0..1}. cmod (g u - (k \<circ> Pair t) u) < e \<and> cmod (h u - (k \<circ> Pair t) u) < e;
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4573
                  linked_paths atends g h\<rbrakk>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4574
                 \<Longrightarrow> contour_integral h f = contour_integral g f"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4575
      using contour_integral_nearby [OF \<open>open s\<close> pak pik, of atends] f by metis
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4576
    obtain d where "d>0" and d:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4577
        "\<And>x x'. \<lbrakk>x \<in> {0..1} \<times> {0..1}; x' \<in> {0..1} \<times> {0..1}; norm (x'-x) < d\<rbrakk> \<Longrightarrow> norm (k x' - k x) < e/4"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4578
      by (rule uniformly_continuous_onE [OF ucontk, of "e/4"]) (auto simp: dist_norm \<open>e>0\<close>)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4579
    { fix t1 t2
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4580
      assume t1: "0 \<le> t1" "t1 \<le> 1" and t2: "0 \<le> t2" "t2 \<le> 1" and ltd: "\<bar>t1 - t\<bar> < d" "\<bar>t2 - t\<bar> < d"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4581
      have no2: "\<And>g1 k1 kt. \<lbrakk>norm(g1 - k1) < e/4; norm(k1 - kt) < e/4\<rbrakk> \<Longrightarrow> norm(g1 - kt) < e"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4582
        using \<open>e > 0\<close>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4583
        apply (rule_tac y = k1 in norm_triangle_half_l)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4584
        apply (auto simp: norm_minus_commute intro: order_less_trans)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4585
        done
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4586
      have "\<exists>d>0. \<forall>g1 g2. valid_path g1 \<and> valid_path g2 \<and>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4587
                          (\<forall>u\<in>{0..1}. cmod (g1 u - k (t1, u)) < d \<and> cmod (g2 u - k (t2, u)) < d) \<and>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4588
                          linked_paths atends g1 g2 \<longrightarrow>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4589
                          contour_integral g2 f = contour_integral g1 f"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4590
        apply (rule_tac x="e/4" in exI)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4591
        using t t1 t2 ltd \<open>e > 0\<close>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4592
        apply (auto intro!: e simp: d no2 simp del: less_divide_eq_numeral1)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4593
        done
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4594
    }
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4595
    then have "\<exists>e. 0 < e \<and>
61945
1135b8de26c3 more symbols;
wenzelm
parents: 61942
diff changeset
  4596
              (\<forall>t1 t2. t1 \<in> {0..1} \<and> t2 \<in> {0..1} \<and> \<bar>t1 - t\<bar> < e \<and> \<bar>t2 - t\<bar> < e
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4597
                \<longrightarrow> (\<exists>d. 0 < d \<and>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4598
                     (\<forall>g1 g2. valid_path g1 \<and> valid_path g2 \<and>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4599
                       (\<forall>u \<in> {0..1}.
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4600
                          norm(g1 u - k((t1,u))) < d \<and> norm(g2 u - k((t2,u))) < d) \<and>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4601
                          linked_paths atends g1 g2
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4602
                          \<longrightarrow> contour_integral g2 f = contour_integral g1 f)))"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4603
      by (rule_tac x=d in exI) (simp add: \<open>d > 0\<close>)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4604
  }
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4605
  then obtain ee where ee:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4606
       "\<And>t. t \<in> {0..1} \<Longrightarrow> ee t > 0 \<and>
61945
1135b8de26c3 more symbols;
wenzelm
parents: 61942
diff changeset
  4607
          (\<forall>t1 t2. t1 \<in> {0..1} \<longrightarrow> t2 \<in> {0..1} \<longrightarrow> \<bar>t1 - t\<bar> < ee t \<longrightarrow> \<bar>t2 - t\<bar> < ee t
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4608
            \<longrightarrow> (\<exists>d. 0 < d \<and>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4609
                 (\<forall>g1 g2. valid_path g1 \<and> valid_path g2 \<and>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4610
                   (\<forall>u \<in> {0..1}.
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4611
                      norm(g1 u - k((t1,u))) < d \<and> norm(g2 u - k((t2,u))) < d) \<and>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4612
                      linked_paths atends g1 g2
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4613
                      \<longrightarrow> contour_integral g2 f = contour_integral g1 f)))"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4614
    by metis
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4615
  note ee_rule = ee [THEN conjunct2, rule_format]
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  4616
  define C where "C = (\<lambda>t. ball t (ee t / 3)) ` {0..1}"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4617
  have "\<forall>t \<in> C. open t" by (simp add: C_def)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4618
  moreover have "{0..1} \<subseteq> \<Union>C"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4619
    using ee [THEN conjunct1] by (auto simp: C_def dist_norm)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4620
  ultimately obtain C' where C': "C' \<subseteq> C" "finite C'" and C'01: "{0..1} \<subseteq> \<Union>C'"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4621
    by (rule compactE [OF compact_interval])
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  4622
  define kk where "kk = {t \<in> {0..1}. ball t (ee t / 3) \<in> C'}"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4623
  have kk01: "kk \<subseteq> {0..1}" by (auto simp: kk_def)
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  4624
  define e where "e = Min (ee ` kk)"
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4625
  have C'_eq: "C' = (\<lambda>t. ball t (ee t / 3)) ` kk"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4626
    using C' by (auto simp: kk_def C_def)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4627
  have ee_pos[simp]: "\<And>t. t \<in> {0..1} \<Longrightarrow> ee t > 0"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4628
    by (simp add: kk_def ee)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4629
  moreover have "finite kk"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4630
    using \<open>finite C'\<close> kk01 by (force simp: C'_eq inj_on_def ball_eq_ball_iff dest: ee_pos finite_imageD)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4631
  moreover have "kk \<noteq> {}" using \<open>{0..1} \<subseteq> \<Union>C'\<close> C'_eq by force
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4632
  ultimately have "e > 0"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4633
    using finite_less_Inf_iff [of "ee ` kk" 0] kk01 by (force simp: e_def)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4634
  then obtain N::nat where "N > 0" and N: "1/N < e/3"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4635
    by (meson divide_pos_pos nat_approx_posE zero_less_Suc zero_less_numeral)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4636
  have e_le_ee: "\<And>i. i \<in> kk \<Longrightarrow> e \<le> ee i"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4637
    using \<open>finite kk\<close> by (simp add: e_def Min_le_iff [of "ee ` kk"])
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4638
  have plus: "\<exists>t \<in> kk. x \<in> ball t (ee t / 3)" if "x \<in> {0..1}" for x
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4639
    using C' subsetD [OF C'01 that]  unfolding C'_eq by blast
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4640
  have [OF order_refl]:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4641
      "\<exists>d. 0 < d \<and> (\<forall>j. valid_path j \<and> (\<forall>u \<in> {0..1}. norm(j u - k (n/N, u)) < d) \<and> linked_paths atends g j
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4642
                        \<longrightarrow> contour_integral j f = contour_integral g f)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4643
       if "n \<le> N" for n
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4644
  using that
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4645
  proof (induct n)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4646
    case 0 show ?case using ee_rule [of 0 0 0]
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4647
      apply clarsimp
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4648
      apply (rule_tac x=d in exI, safe)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4649
      by (metis diff_self vpg norm_zero)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4650
  next
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4651
    case (Suc n)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4652
    then have N01: "n/N \<in> {0..1}" "(Suc n)/N \<in> {0..1}"  by auto
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4653
    then obtain t where t: "t \<in> kk" "n/N \<in> ball t (ee t / 3)"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4654
      using plus [of "n/N"] by blast
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4655
    then have nN_less: "\<bar>n/N - t\<bar> < ee t"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4656
      by (simp add: dist_norm del: less_divide_eq_numeral1)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4657
    have n'N_less: "\<bar>real (Suc n) / real N - t\<bar> < ee t"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4658
      using t N \<open>N > 0\<close> e_le_ee [of t]
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4659
      by (simp add: dist_norm add_divide_distrib abs_diff_less_iff del: less_divide_eq_numeral1) (simp add: field_simps)
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4660
    have t01: "t \<in> {0..1}" using \<open>kk \<subseteq> {0..1}\<close> \<open>t \<in> kk\<close> by blast
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4661
    obtain d1 where "d1 > 0" and d1:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4662
        "\<And>g1 g2. \<lbrakk>valid_path g1; valid_path g2;
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4663
                   \<forall>u\<in>{0..1}. cmod (g1 u - k (n/N, u)) < d1 \<and> cmod (g2 u - k ((Suc n) / N, u)) < d1;
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4664
                   linked_paths atends g1 g2\<rbrakk>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4665
                   \<Longrightarrow> contour_integral g2 f = contour_integral g1 f"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4666
      using ee [THEN conjunct2, rule_format, OF t01 N01 nN_less n'N_less] by fastforce
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4667
    have "n \<le> N" using Suc.prems by auto
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4668
    with Suc.hyps
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4669
    obtain d2 where "d2 > 0"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4670
      and d2: "\<And>j. \<lbrakk>valid_path j; \<forall>u\<in>{0..1}. cmod (j u - k (n/N, u)) < d2; linked_paths atends g j\<rbrakk>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4671
                     \<Longrightarrow> contour_integral j f = contour_integral g f"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4672
        by auto
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4673
    have "continuous_on {0..1} (k o (\<lambda>u. (n/N, u)))"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4674
      apply (rule continuous_intros continuous_on_subset [OF contk])+
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4675
      using N01 by auto
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4676
    then have pkn: "path (\<lambda>u. k (n/N, u))"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4677
      by (simp add: path_def)
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4678
    have min12: "min d1 d2 > 0" by (simp add: \<open>0 < d1\<close> \<open>0 < d2\<close>)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4679
    obtain p where "polynomial_function p"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4680
        and psf: "pathstart p = pathstart (\<lambda>u. k (n/N, u))"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4681
                 "pathfinish p = pathfinish (\<lambda>u. k (n/N, u))"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4682
        and pk_le:  "\<And>t. t\<in>{0..1} \<Longrightarrow> cmod (p t - k (n/N, t)) < min d1 d2"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4683
      using path_approx_polynomial_function [OF pkn min12] by blast
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4684
    then have vpp: "valid_path p" using valid_path_polynomial_function by blast
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4685
    have lpa: "linked_paths atends g p"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4686
      by (metis (mono_tags, lifting) N01(1) ksf linked_paths_def pathfinish_def pathstart_def psf)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4687
    show ?case
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4688
      apply (rule_tac x="min d1 d2" in exI)
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61806
diff changeset
  4689
      apply (simp add: \<open>0 < d1\<close> \<open>0 < d2\<close>, clarify)
61738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4690
      apply (rule_tac s="contour_integral p f" in trans)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4691
      using pk_le N01(1) ksf pathfinish_def pathstart_def
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4692
      apply (force intro!: vpp d1 simp add: linked_paths_def psf ksf)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4693
      using pk_le N01 apply (force intro!: vpp d2 lpa simp add: linked_paths_def psf ksf)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4694
      done
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4695
  qed
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4696
  then obtain d where "0 < d"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4697
                       "\<And>j. valid_path j \<and> (\<forall>u \<in> {0..1}. norm(j u - k (1,u)) < d) \<and>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4698
                            linked_paths atends g j
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4699
                            \<Longrightarrow> contour_integral j f = contour_integral g f"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4700
    using \<open>N>0\<close> by auto
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4701
  then have "linked_paths atends g h \<Longrightarrow> contour_integral h f = contour_integral g f"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4702
    using \<open>N>0\<close> vph by fastforce
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4703
  then show ?thesis
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4704
    by (simp add: pathsf)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4705
qed
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4706
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4707
proposition Cauchy_theorem_homotopic_paths:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4708
    assumes hom: "homotopic_paths s g h"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4709
        and "open s" and f: "f holomorphic_on s"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4710
        and vpg: "valid_path g" and vph: "valid_path h"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4711
    shows "contour_integral g f = contour_integral h f"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4712
  using Cauchy_theorem_homotopic [of True s g h] assms by simp
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4713
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4714
proposition Cauchy_theorem_homotopic_loops:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4715
    assumes hom: "homotopic_loops s g h"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4716
        and "open s" and f: "f holomorphic_on s"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4717
        and vpg: "valid_path g" and vph: "valid_path h"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4718
    shows "contour_integral g f = contour_integral h f"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4719
  using Cauchy_theorem_homotopic [of False s g h] assms by simp
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4720
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4721
lemma has_contour_integral_newpath:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4722
    "\<lbrakk>(f has_contour_integral y) h; f contour_integrable_on g; contour_integral g f = contour_integral h f\<rbrakk>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4723
     \<Longrightarrow> (f has_contour_integral y) g"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4724
  using has_contour_integral_integral contour_integral_unique by auto
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4725
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4726
lemma Cauchy_theorem_null_homotopic:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4727
     "\<lbrakk>f holomorphic_on s; open s; valid_path g; homotopic_loops s g (linepath a a)\<rbrakk> \<Longrightarrow> (f has_contour_integral 0) g"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4728
  apply (rule has_contour_integral_newpath [where h = "linepath a a"], simp)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4729
  using contour_integrable_holomorphic_simple
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4730
    apply (blast dest: holomorphic_on_imp_continuous_on homotopic_loops_imp_subset)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4731
  by (simp add: Cauchy_theorem_homotopic_loops)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4732
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4733
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4734
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4735
subsection\<open>More winding number properties\<close>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4736
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4737
text\<open>including the fact that it's +-1 inside a simple closed curve.\<close>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4738
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4739
lemma winding_number_homotopic_paths:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4740
    assumes "homotopic_paths (-{z}) g h"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4741
      shows "winding_number g z = winding_number h z"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4742
proof -
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4743
  have "path g" "path h" using homotopic_paths_imp_path [OF assms] by auto
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4744
  moreover have pag: "z \<notin> path_image g" and pah: "z \<notin> path_image h"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4745
    using homotopic_paths_imp_subset [OF assms] by auto
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4746
  ultimately obtain d e where "d > 0" "e > 0"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4747
      and d: "\<And>p. \<lbrakk>path p; pathstart p = pathstart g; pathfinish p = pathfinish g; \<forall>t\<in>{0..1}. norm (p t - g t) < d\<rbrakk>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4748
            \<Longrightarrow> homotopic_paths (-{z}) g p"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4749
      and e: "\<And>q. \<lbrakk>path q; pathstart q = pathstart h; pathfinish q = pathfinish h; \<forall>t\<in>{0..1}. norm (q t - h t) < e\<rbrakk>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4750
            \<Longrightarrow> homotopic_paths (-{z}) h q"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4751
    using homotopic_nearby_paths [of g "-{z}"] homotopic_nearby_paths [of h "-{z}"] by force
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4752
  obtain p where p:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4753
       "valid_path p" "z \<notin> path_image p"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4754
       "pathstart p = pathstart g" "pathfinish p = pathfinish g"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4755
       and gp_less:"\<forall>t\<in>{0..1}. cmod (g t - p t) < d"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4756
       and pap: "contour_integral p (\<lambda>w. 1 / (w - z)) = complex_of_real (2 * pi) * \<i> * winding_number g z"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4757
    using winding_number [OF \<open>path g\<close> pag \<open>0 < d\<close>] by blast
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4758
  obtain q where q:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4759
       "valid_path q" "z \<notin> path_image q"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4760
       "pathstart q = pathstart h" "pathfinish q = pathfinish h"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4761
       and hq_less: "\<forall>t\<in>{0..1}. cmod (h t - q t) < e"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4762
       and paq:  "contour_integral q (\<lambda>w. 1 / (w - z)) = complex_of_real (2 * pi) * \<i> * winding_number h z"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4763
    using winding_number [OF \<open>path h\<close> pah \<open>0 < e\<close>] by blast
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4764
  have gp: "homotopic_paths (- {z}) g p"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4765
    by (simp add: d p valid_path_imp_path norm_minus_commute gp_less)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4766
  have hq: "homotopic_paths (- {z}) h q"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4767
    by (simp add: e q valid_path_imp_path norm_minus_commute hq_less)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4768
  have "contour_integral p (\<lambda>w. 1/(w - z)) = contour_integral q (\<lambda>w. 1/(w - z))"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4769
    apply (rule Cauchy_theorem_homotopic_paths [of "-{z}"])
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4770
    apply (blast intro: homotopic_paths_trans homotopic_paths_sym gp hq assms)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4771
    apply (auto intro!: holomorphic_intros simp: p q)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4772
    done
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4773
  then show ?thesis
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4774
    by (simp add: pap paq)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4775
qed
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4776
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4777
lemma winding_number_homotopic_loops:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4778
    assumes "homotopic_loops (-{z}) g h"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4779
      shows "winding_number g z = winding_number h z"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4780
proof -
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4781
  have "path g" "path h" using homotopic_loops_imp_path [OF assms] by auto
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4782
  moreover have pag: "z \<notin> path_image g" and pah: "z \<notin> path_image h"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4783
    using homotopic_loops_imp_subset [OF assms] by auto
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4784
  moreover have gloop: "pathfinish g = pathstart g" and hloop: "pathfinish h = pathstart h"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4785
    using homotopic_loops_imp_loop [OF assms] by auto
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4786
  ultimately obtain d e where "d > 0" "e > 0"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4787
      and d: "\<And>p. \<lbrakk>path p; pathfinish p = pathstart p; \<forall>t\<in>{0..1}. norm (p t - g t) < d\<rbrakk>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4788
            \<Longrightarrow> homotopic_loops (-{z}) g p"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4789
      and e: "\<And>q. \<lbrakk>path q; pathfinish q = pathstart q; \<forall>t\<in>{0..1}. norm (q t - h t) < e\<rbrakk>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4790
            \<Longrightarrow> homotopic_loops (-{z}) h q"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4791
    using homotopic_nearby_loops [of g "-{z}"] homotopic_nearby_loops [of h "-{z}"] by force
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4792
  obtain p where p:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4793
       "valid_path p" "z \<notin> path_image p"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4794
       "pathstart p = pathstart g" "pathfinish p = pathfinish g"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4795
       and gp_less:"\<forall>t\<in>{0..1}. cmod (g t - p t) < d"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4796
       and pap: "contour_integral p (\<lambda>w. 1 / (w - z)) = complex_of_real (2 * pi) * \<i> * winding_number g z"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4797
    using winding_number [OF \<open>path g\<close> pag \<open>0 < d\<close>] by blast
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4798
  obtain q where q:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4799
       "valid_path q" "z \<notin> path_image q"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4800
       "pathstart q = pathstart h" "pathfinish q = pathfinish h"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4801
       and hq_less: "\<forall>t\<in>{0..1}. cmod (h t - q t) < e"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4802
       and paq:  "contour_integral q (\<lambda>w. 1 / (w - z)) = complex_of_real (2 * pi) * \<i> * winding_number h z"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4803
    using winding_number [OF \<open>path h\<close> pah \<open>0 < e\<close>] by blast
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4804
  have gp: "homotopic_loops (- {z}) g p"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4805
    by (simp add: gloop d gp_less norm_minus_commute p valid_path_imp_path)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4806
  have hq: "homotopic_loops (- {z}) h q"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4807
    by (simp add: e hloop hq_less norm_minus_commute q valid_path_imp_path)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4808
  have "contour_integral p (\<lambda>w. 1/(w - z)) = contour_integral q (\<lambda>w. 1/(w - z))"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4809
    apply (rule Cauchy_theorem_homotopic_loops [of "-{z}"])
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4810
    apply (blast intro: homotopic_loops_trans homotopic_loops_sym gp hq assms)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4811
    apply (auto intro!: holomorphic_intros simp: p q)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4812
    done
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4813
  then show ?thesis
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4814
    by (simp add: pap paq)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4815
qed
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4816
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4817
lemma winding_number_paths_linear_eq:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4818
  "\<lbrakk>path g; path h; pathstart h = pathstart g; pathfinish h = pathfinish g;
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4819
    \<And>t. t \<in> {0..1} \<Longrightarrow> z \<notin> closed_segment (g t) (h t)\<rbrakk>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4820
        \<Longrightarrow> winding_number h z = winding_number g z"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4821
  by (blast intro: sym homotopic_paths_linear winding_number_homotopic_paths elim: )
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4822
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4823
lemma winding_number_loops_linear_eq:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4824
  "\<lbrakk>path g; path h; pathfinish g = pathstart g; pathfinish h = pathstart h;
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4825
    \<And>t. t \<in> {0..1} \<Longrightarrow> z \<notin> closed_segment (g t) (h t)\<rbrakk>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4826
        \<Longrightarrow> winding_number h z = winding_number g z"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4827
  by (blast intro: sym homotopic_loops_linear winding_number_homotopic_loops elim: )
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4828
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4829
lemma winding_number_nearby_paths_eq:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4830
     "\<lbrakk>path g; path h;
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4831
      pathstart h = pathstart g; pathfinish h = pathfinish g;
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4832
      \<And>t. t \<in> {0..1} \<Longrightarrow> norm(h t - g t) < norm(g t - z)\<rbrakk>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4833
      \<Longrightarrow> winding_number h z = winding_number g z"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4834
  by (metis segment_bound(2) norm_minus_commute not_le winding_number_paths_linear_eq)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4835
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4836
lemma winding_number_nearby_loops_eq:
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4837
     "\<lbrakk>path g; path h;
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4838
      pathfinish g = pathstart g;
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4839
        pathfinish h = pathstart h;
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4840
      \<And>t. t \<in> {0..1} \<Longrightarrow> norm(h t - g t) < norm(g t - z)\<rbrakk>
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4841
      \<Longrightarrow> winding_number h z = winding_number g z"
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4842
  by (metis segment_bound(2) norm_minus_commute not_le winding_number_loops_linear_eq)
c4f6031f1310 New material about paths, winding numbers, etc. Added lemmas to divide_const_simps. Misc tuning.
paulson <lp15@cam.ac.uk>
parents: 61711
diff changeset
  4843
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4844
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4845
proposition winding_number_subpath_combine:
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4846
    "\<lbrakk>path g; z \<notin> path_image g;
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4847
      u \<in> {0..1}; v \<in> {0..1}; w \<in> {0..1}\<rbrakk>
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4848
      \<Longrightarrow> winding_number (subpath u v g) z + winding_number (subpath v w g) z =
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4849
          winding_number (subpath u w g) z"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4850
apply (rule trans [OF winding_number_join [THEN sym]
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4851
                      winding_number_homotopic_paths [OF homotopic_join_subpaths]])
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4852
apply (auto dest: path_image_subpath_subset)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4853
done
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4854
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4855
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4856
subsection\<open>Partial circle path\<close>
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4857
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4858
definition part_circlepath :: "[complex, real, real, real, real] \<Rightarrow> complex"
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  4859
  where "part_circlepath z r s t \<equiv> \<lambda>x. z + of_real r * exp (\<i> * of_real (linepath s t x))"
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4860
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4861
lemma pathstart_part_circlepath [simp]:
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  4862
     "pathstart(part_circlepath z r s t) = z + r*exp(\<i> * s)"
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4863
by (metis part_circlepath_def pathstart_def pathstart_linepath)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4864
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4865
lemma pathfinish_part_circlepath [simp]:
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  4866
     "pathfinish(part_circlepath z r s t) = z + r*exp(\<i>*t)"
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4867
by (metis part_circlepath_def pathfinish_def pathfinish_linepath)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4868
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4869
proposition has_vector_derivative_part_circlepath [derivative_intros]:
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4870
    "((part_circlepath z r s t) has_vector_derivative
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  4871
      (\<i> * r * (of_real t - of_real s) * exp(\<i> * linepath s t x)))
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4872
     (at x within X)"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4873
  apply (simp add: part_circlepath_def linepath_def scaleR_conv_of_real)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4874
  apply (rule has_vector_derivative_real_complex)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4875
  apply (rule derivative_eq_intros | simp)+
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4876
  done
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4877
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4878
corollary vector_derivative_part_circlepath:
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4879
    "vector_derivative (part_circlepath z r s t) (at x) =
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  4880
       \<i> * r * (of_real t - of_real s) * exp(\<i> * linepath s t x)"
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4881
  using has_vector_derivative_part_circlepath vector_derivative_at by blast
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4882
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4883
corollary vector_derivative_part_circlepath01:
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4884
    "\<lbrakk>0 \<le> x; x \<le> 1\<rbrakk>
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4885
     \<Longrightarrow> vector_derivative (part_circlepath z r s t) (at x within {0..1}) =
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  4886
          \<i> * r * (of_real t - of_real s) * exp(\<i> * linepath s t x)"
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4887
  using has_vector_derivative_part_circlepath
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4888
  by (auto simp: vector_derivative_at_within_ivl)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4889
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4890
lemma valid_path_part_circlepath [simp]: "valid_path (part_circlepath z r s t)"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4891
  apply (simp add: valid_path_def)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4892
  apply (rule C1_differentiable_imp_piecewise)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4893
  apply (auto simp: C1_differentiable_on_eq vector_derivative_works vector_derivative_part_circlepath has_vector_derivative_part_circlepath
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4894
              intro!: continuous_intros)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4895
  done
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4896
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4897
lemma path_part_circlepath [simp]: "path (part_circlepath z r s t)"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4898
  by (simp add: valid_path_imp_path)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4899
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4900
proposition path_image_part_circlepath:
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4901
  assumes "s \<le> t"
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  4902
    shows "path_image (part_circlepath z r s t) = {z + r * exp(\<i> * of_real x) | x. s \<le> x \<and> x \<le> t}"
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4903
proof -
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4904
  { fix z::real
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4905
    assume "0 \<le> z" "z \<le> 1"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4906
    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"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4907
      apply (rule_tac x="(1 - z) * s + z * t" in exI)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4908
      apply (simp add: linepath_def scaleR_conv_of_real algebra_simps)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4909
      apply (rule conjI)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4910
      using mult_right_mono apply blast
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4911
      using affine_ineq  by (metis "mult.commute")
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4912
  }
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4913
  moreover
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4914
  { fix z
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4915
    assume "s \<le> z" "z \<le> t"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4916
    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}"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4917
      apply (rule_tac x="(z - s)/(t - s)" in image_eqI)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4918
      apply (simp add: linepath_def scaleR_conv_of_real divide_simps exp_eq)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4919
      apply (auto simp: algebra_simps divide_simps)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4920
      done
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4921
  }
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4922
  ultimately show ?thesis
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4923
    by (fastforce simp add: path_image_def part_circlepath_def)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4924
qed
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4925
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4926
corollary path_image_part_circlepath_subset:
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4927
    "\<lbrakk>s \<le> t; 0 \<le> r\<rbrakk> \<Longrightarrow> path_image(part_circlepath z r s t) \<subseteq> sphere z r"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4928
by (auto simp: path_image_part_circlepath sphere_def dist_norm algebra_simps norm_mult)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4929
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4930
proposition in_path_image_part_circlepath:
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4931
  assumes "w \<in> path_image(part_circlepath z r s t)" "s \<le> t" "0 \<le> r"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4932
    shows "norm(w - z) = r"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4933
proof -
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4934
  have "w \<in> {c. dist z c = r}"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4935
    by (metis (no_types) path_image_part_circlepath_subset sphere_def subset_eq assms)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4936
  thus ?thesis
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4937
    by (simp add: dist_norm norm_minus_commute)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4938
qed
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4939
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4940
proposition finite_bounded_log: "finite {z::complex. norm z \<le> b \<and> exp z = w}"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4941
proof (cases "w = 0")
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4942
  case True then show ?thesis by auto
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4943
next
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4944
  case False
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4945
  have *: "finite {x. cmod (complex_of_real (2 * real_of_int x * pi) * \<i>) \<le> b + cmod (Ln w)}"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4946
    apply (simp add: norm_mult finite_int_iff_bounded_le)
61942
f02b26f7d39d prefer symbols for "floor", "ceiling";
wenzelm
parents: 61907
diff changeset
  4947
    apply (rule_tac x="\<lfloor>(b + cmod (Ln w)) / (2*pi)\<rfloor>" in exI)
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4948
    apply (auto simp: divide_simps le_floor_iff)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4949
    done
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4950
  have [simp]: "\<And>P f. {z. P z \<and> (\<exists>n. z = f n)} = f ` {n. P (f n)}"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4951
    by blast
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4952
  show ?thesis
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4953
    apply (subst exp_Ln [OF False, symmetric])
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4954
    apply (simp add: exp_eq)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4955
    using norm_add_leD apply (fastforce intro: finite_subset [OF _ *])
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4956
    done
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4957
qed
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4958
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4959
lemma finite_bounded_log2:
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4960
  fixes a::complex
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4961
    assumes "a \<noteq> 0"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4962
    shows "finite {z. norm z \<le> b \<and> exp(a*z) = w}"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4963
proof -
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4964
  have *: "finite ((\<lambda>z. z / a) ` {z. cmod z \<le> b * cmod a \<and> exp z = w})"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4965
    by (rule finite_imageI [OF finite_bounded_log])
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4966
  show ?thesis
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4967
    by (rule finite_subset [OF _ *]) (force simp: assms norm_mult)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4968
qed
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4969
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4970
proposition has_contour_integral_bound_part_circlepath_strong:
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4971
  assumes fi: "(f has_contour_integral i) (part_circlepath z r s t)"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4972
      and "finite k" and le: "0 \<le> B" "0 < r" "s \<le> t"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4973
      and B: "\<And>x. x \<in> path_image(part_circlepath z r s t) - k \<Longrightarrow> norm(f x) \<le> B"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4974
    shows "cmod i \<le> B * r * (t - s)"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4975
proof -
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4976
  consider "s = t" | "s < t" using \<open>s \<le> t\<close> by linarith
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4977
  then show ?thesis
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4978
  proof cases
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4979
    case 1 with fi [unfolded has_contour_integral]
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4980
    have "i = 0"  by (simp add: vector_derivative_part_circlepath)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4981
    with assms show ?thesis by simp
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4982
  next
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4983
    case 2
61945
1135b8de26c3 more symbols;
wenzelm
parents: 61942
diff changeset
  4984
    have [simp]: "\<bar>r\<bar> = r" using \<open>r > 0\<close> by linarith
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4985
    have [simp]: "cmod (complex_of_real t - complex_of_real s) = t-s"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4986
      by (metis "2" abs_of_pos diff_gt_0_iff_gt norm_of_real of_real_diff)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4987
    have "finite (part_circlepath z r s t -` {y} \<inter> {0..1})" if "y \<in> k" for y
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4988
    proof -
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  4989
      define w where "w = (y - z)/of_real r / exp(\<i> * of_real s)"
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4990
      have fin: "finite (of_real -` {z. cmod z \<le> 1 \<and> exp (\<i> * complex_of_real (t - s) * z) = w})"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4991
        apply (rule finite_vimageI [OF finite_bounded_log2])
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4992
        using \<open>s < t\<close> apply (auto simp: inj_of_real)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4993
        done
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4994
      show ?thesis
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4995
        apply (simp add: part_circlepath_def linepath_def vimage_def)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4996
        apply (rule finite_subset [OF _ fin])
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4997
        using le
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4998
        apply (auto simp: w_def algebra_simps scaleR_conv_of_real exp_add exp_diff)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  4999
        done
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5000
    qed
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5001
    then have fin01: "finite ((part_circlepath z r s t) -` k \<inter> {0..1})"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5002
      by (rule finite_finite_vimage_IntI [OF \<open>finite k\<close>])
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5003
    have **: "((\<lambda>x. if (part_circlepath z r s t x) \<in> k then 0
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5004
                    else f(part_circlepath z r s t x) *
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5005
                       vector_derivative (part_circlepath z r s t) (at x)) has_integral i)  {0..1}"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5006
      apply (rule has_integral_spike
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5007
              [where f = "\<lambda>x. f(part_circlepath z r s t x) * vector_derivative (part_circlepath z r s t) (at x)"])
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5008
      apply (rule negligible_finite [OF fin01])
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5009
      using fi has_contour_integral
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5010
      apply auto
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5011
      done
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5012
    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"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5013
      by (auto intro!: B [unfolded path_image_def image_def, simplified])
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5014
    show ?thesis
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5015
      apply (rule has_integral_bound [where 'a=real, simplified, OF _ **, simplified])
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5016
      using assms apply force
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5017
      apply (simp add: norm_mult vector_derivative_part_circlepath)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5018
      using le * "2" \<open>r > 0\<close> by auto
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5019
  qed
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5020
qed
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5021
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5022
corollary has_contour_integral_bound_part_circlepath:
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5023
      "\<lbrakk>(f has_contour_integral i) (part_circlepath z r s t);
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5024
        0 \<le> B; 0 < r; s \<le> t;
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5025
        \<And>x. x \<in> path_image(part_circlepath z r s t) \<Longrightarrow> norm(f x) \<le> B\<rbrakk>
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5026
       \<Longrightarrow> norm i \<le> B*r*(t - s)"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5027
  by (auto intro: has_contour_integral_bound_part_circlepath_strong)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5028
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5029
proposition contour_integrable_continuous_part_circlepath:
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5030
     "continuous_on (path_image (part_circlepath z r s t)) f
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5031
      \<Longrightarrow> f contour_integrable_on (part_circlepath z r s t)"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5032
  apply (simp add: contour_integrable_on has_contour_integral_def vector_derivative_part_circlepath path_image_def)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5033
  apply (rule integrable_continuous_real)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5034
  apply (fast intro: path_part_circlepath [unfolded path_def] continuous_intros continuous_on_compose2 [where g=f, OF _ _ order_refl])
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5035
  done
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5036
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5037
proposition winding_number_part_circlepath_pos_less:
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5038
  assumes "s < t" and no: "norm(w - z) < r"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5039
    shows "0 < Re (winding_number(part_circlepath z r s t) w)"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5040
proof -
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5041
  have "0 < r" by (meson no norm_not_less_zero not_le order.strict_trans2)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5042
  note valid_path_part_circlepath
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5043
  moreover have " w \<notin> path_image (part_circlepath z r s t)"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5044
    using assms by (auto simp: path_image_def image_def part_circlepath_def norm_mult linepath_def)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5045
  moreover have "0 < r * (t - s) * (r - cmod (w - z))"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5046
    using assms by (metis \<open>0 < r\<close> diff_gt_0_iff_gt mult_pos_pos)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5047
  ultimately show ?thesis
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5048
    apply (rule winding_number_pos_lt [where e = "r*(t - s)*(r - norm(w - z))"])
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5049
    apply (simp add: vector_derivative_part_circlepath right_diff_distrib [symmetric] mult_ac)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5050
    apply (rule mult_left_mono)+
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5051
    using Re_Im_le_cmod [of "w-z" "linepath s t x" for x]
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5052
    apply (simp add: exp_Euler cos_of_real sin_of_real part_circlepath_def algebra_simps cos_squared_eq [unfolded power2_eq_square])
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5053
    using assms \<open>0 < r\<close> by auto
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5054
qed
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5055
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5056
proposition simple_path_part_circlepath:
61945
1135b8de26c3 more symbols;
wenzelm
parents: 61942
diff changeset
  5057
    "simple_path(part_circlepath z r s t) \<longleftrightarrow> (r \<noteq> 0 \<and> s \<noteq> t \<and> \<bar>s - t\<bar> \<le> 2*pi)"
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5058
proof (cases "r = 0 \<or> s = t")
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5059
  case True
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5060
  then show ?thesis
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5061
    apply (rule disjE)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5062
    apply (force simp: part_circlepath_def simple_path_def intro: bexI [where x = "1/4"] bexI [where x = "1/3"])+
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5063
    done
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5064
next
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5065
  case False then have "r \<noteq> 0" "s \<noteq> t" by auto
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  5066
  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"
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5067
    by (simp add: algebra_simps)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5068
  have abs01: "\<And>x y::real. 0 \<le> x \<and> x \<le> 1 \<and> 0 \<le> y \<and> y \<le> 1
61945
1135b8de26c3 more symbols;
wenzelm
parents: 61942
diff changeset
  5069
                      \<Longrightarrow> (x = y \<or> x = 0 \<and> y = 1 \<or> x = 1 \<and> y = 0 \<longleftrightarrow> \<bar>x - y\<bar> \<in> {0,1})"
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5070
    by auto
61945
1135b8de26c3 more symbols;
wenzelm
parents: 61942
diff changeset
  5071
  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)"
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5072
    by force
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5073
  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>
61945
1135b8de26c3 more symbols;
wenzelm
parents: 61942
diff changeset
  5074
                  (\<exists>n. \<bar>x - y\<bar> * (t - s) = 2 * (of_int n * pi))"
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5075
    by (force simp: algebra_simps abs_if dest: arg_cong [where f=Re] arg_cong [where f=complex_of_real]
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5076
                    intro: exI [where x = "-n" for n])
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5077
  have 1: "\<forall>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 \<Longrightarrow> \<bar>s - t\<bar> \<le> 2 * pi"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5078
    apply (rule ccontr)
61945
1135b8de26c3 more symbols;
wenzelm
parents: 61942
diff changeset
  5079
    apply (drule_tac x="2*pi / \<bar>t - s\<bar>" in spec)
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5080
    using False
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5081
    apply (simp add: abs_minus_commute divide_simps)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5082
    apply (frule_tac x=1 in spec)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5083
    apply (drule_tac x="-1" in spec)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5084
    apply (simp add:)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5085
    done
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5086
  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
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5087
  proof -
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5088
    have "t-s = 2 * (real_of_int n * pi)/x"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5089
      using that by (simp add: field_simps)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5090
    then show ?thesis by (metis abs_minus_commute)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5091
  qed
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5092
  show ?thesis using False
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5093
    apply (simp add: simple_path_def path_part_circlepath)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5094
    apply (simp add: part_circlepath_def linepath_def exp_eq  * ** abs01  del: Set.insert_iff)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5095
    apply (subst abs_away)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5096
    apply (auto simp: 1)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5097
    apply (rule ccontr)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5098
    apply (auto simp: 2 divide_simps abs_mult dest: of_int_leD)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5099
    done
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5100
qed
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5101
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5102
proposition arc_part_circlepath:
61945
1135b8de26c3 more symbols;
wenzelm
parents: 61942
diff changeset
  5103
  assumes "r \<noteq> 0" "s \<noteq> t" "\<bar>s - t\<bar> < 2*pi"
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5104
    shows "arc (part_circlepath z r s t)"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5105
proof -
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5106
  have *: "x = y" if eq: "\<i> * (linepath s t x) = \<i> * (linepath s t y) + 2 * of_int n * complex_of_real pi * \<i>"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5107
                  and x: "x \<in> {0..1}" and y: "y \<in> {0..1}" for x y n
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5108
    proof -
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5109
      have "(linepath s t x) = (linepath s t y) + 2 * of_int n * complex_of_real pi"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5110
        by (metis add_divide_eq_iff complex_i_not_zero mult.commute nonzero_mult_divide_cancel_left eq)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5111
      then have "s*y + t*x = s*x + (t*y + of_int n * (pi * 2))"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5112
        by (force simp: algebra_simps linepath_def dest: arg_cong [where f=Re])
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5113
      then have st: "x \<noteq> y \<Longrightarrow> (s-t) = (of_int n * (pi * 2) / (y-x))"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5114
        by (force simp: field_simps)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5115
      show ?thesis
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5116
        apply (rule ccontr)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5117
        using assms x y
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5118
        apply (simp add: st abs_mult field_simps)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5119
        using st
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5120
        apply (auto simp: dest: of_int_lessD)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5121
        done
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5122
    qed
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5123
  show ?thesis
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5124
    using assms
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5125
    apply (simp add: arc_def)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5126
    apply (simp add: part_circlepath_def inj_on_def exp_eq)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5127
    apply (blast intro: *)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5128
    done
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5129
qed
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5130
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5131
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5132
subsection\<open>Special case of one complete circle\<close>
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5133
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5134
definition circlepath :: "[complex, real, real] \<Rightarrow> complex"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5135
  where "circlepath z r \<equiv> part_circlepath z r 0 (2*pi)"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5136
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  5137
lemma circlepath: "circlepath z r = (\<lambda>x. z + r * exp(2 * of_real pi * \<i> * of_real x))"
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5138
  by (simp add: circlepath_def part_circlepath_def linepath_def algebra_simps)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5139
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5140
lemma pathstart_circlepath [simp]: "pathstart (circlepath z r) = z + r"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5141
  by (simp add: circlepath_def)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5142
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5143
lemma pathfinish_circlepath [simp]: "pathfinish (circlepath z r) = z + r"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5144
  by (simp add: circlepath_def) (metis exp_two_pi_i mult.commute)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5145
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5146
lemma circlepath_minus: "circlepath z (-r) x = circlepath z r (x + 1/2)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5147
proof -
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5148
  have "z + of_real r * exp (2 * pi * \<i> * (x + 1 / 2)) =
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5149
        z + of_real r * exp (2 * pi * \<i> * x + pi * \<i>)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5150
    by (simp add: divide_simps) (simp add: algebra_simps)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5151
  also have "... = z - r * exp (2 * pi * \<i> * x)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5152
    by (simp add: exp_add)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5153
  finally show ?thesis
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5154
    by (simp add: circlepath path_image_def sphere_def dist_norm)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5155
qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5156
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5157
lemma circlepath_add1: "circlepath z r (x+1) = circlepath z r x"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5158
  using circlepath_minus [of z r "x+1/2"] circlepath_minus [of z "-r" x]
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5159
  by (simp add: add.commute)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5160
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5161
lemma circlepath_add_half: "circlepath z r (x + 1/2) = circlepath z r (x - 1/2)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5162
  using circlepath_add1 [of z r "x-1/2"]
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5163
  by (simp add: add.commute)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5164
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5165
lemma path_image_circlepath_minus_subset:
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5166
     "path_image (circlepath z (-r)) \<subseteq> path_image (circlepath z r)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5167
  apply (simp add: path_image_def image_def circlepath_minus, clarify)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5168
  apply (case_tac "xa \<le> 1/2", force)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5169
  apply (force simp add: circlepath_add_half)+
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5170
  done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5171
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5172
lemma path_image_circlepath_minus: "path_image (circlepath z (-r)) = path_image (circlepath z r)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5173
  using path_image_circlepath_minus_subset by fastforce
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5174
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5175
proposition has_vector_derivative_circlepath [derivative_intros]:
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  5176
 "((circlepath z r) has_vector_derivative (2 * pi * \<i> * r * exp (2 * of_real pi * \<i> * of_real x)))
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5177
   (at x within X)"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5178
  apply (simp add: circlepath_def scaleR_conv_of_real)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5179
  apply (rule derivative_eq_intros)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5180
  apply (simp add: algebra_simps)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5181
  done
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5182
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5183
corollary vector_derivative_circlepath:
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5184
   "vector_derivative (circlepath z r) (at x) =
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  5185
    2 * pi * \<i> * r * exp(2 * of_real pi * \<i> * x)"
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5186
using has_vector_derivative_circlepath vector_derivative_at by blast
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5187
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5188
corollary vector_derivative_circlepath01:
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5189
    "\<lbrakk>0 \<le> x; x \<le> 1\<rbrakk>
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5190
     \<Longrightarrow> vector_derivative (circlepath z r) (at x within {0..1}) =
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  5191
          2 * pi * \<i> * r * exp(2 * of_real pi * \<i> * x)"
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5192
  using has_vector_derivative_circlepath
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5193
  by (auto simp: vector_derivative_at_within_ivl)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5194
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5195
lemma valid_path_circlepath [simp]: "valid_path (circlepath z r)"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5196
  by (simp add: circlepath_def)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5197
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5198
lemma path_circlepath [simp]: "path (circlepath z r)"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5199
  by (simp add: valid_path_imp_path)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5200
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5201
lemma path_image_circlepath_nonneg:
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5202
  assumes "0 \<le> r" shows "path_image (circlepath z r) = sphere z r"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5203
proof -
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5204
  have *: "x \<in> (\<lambda>u. z + (cmod (x - z)) * exp (\<i> * (of_real u * (of_real pi * 2)))) ` {0..1}" for x
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5205
  proof (cases "x = z")
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5206
    case True then show ?thesis by force
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5207
  next
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5208
    case False
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  5209
    define w where "w = x - z"
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5210
    then have "w \<noteq> 0" by (simp add: False)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5211
    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)"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5212
      using cis_conv_exp complex_eq_iff by auto
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5213
    show ?thesis
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5214
      apply (rule sincos_total_2pi [of "Re(w/of_real(norm w))" "Im(w/of_real(norm w))"])
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5215
      apply (simp add: divide_simps \<open>w \<noteq> 0\<close> cmod_power2 [symmetric])
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5216
      apply (rule_tac x="t / (2*pi)" in image_eqI)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5217
      apply (simp add: divide_simps \<open>w \<noteq> 0\<close>)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5218
      using False **
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5219
      apply (auto simp: w_def)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5220
      done
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5221
  qed
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5222
  show ?thesis
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5223
    unfolding circlepath path_image_def sphere_def dist_norm
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5224
    by (force simp: assms algebra_simps norm_mult norm_minus_commute intro: *)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5225
qed
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5226
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5227
proposition path_image_circlepath [simp]:
61945
1135b8de26c3 more symbols;
wenzelm
parents: 61942
diff changeset
  5228
    "path_image (circlepath z r) = sphere z \<bar>r\<bar>"
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5229
  using path_image_circlepath_minus
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5230
  by (force simp add: path_image_circlepath_nonneg abs_if)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5231
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5232
lemma has_contour_integral_bound_circlepath_strong:
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5233
      "\<lbrakk>(f has_contour_integral i) (circlepath z r);
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5234
        finite k; 0 \<le> B; 0 < r;
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5235
        \<And>x. \<lbrakk>norm(x - z) = r; x \<notin> k\<rbrakk> \<Longrightarrow> norm(f x) \<le> B\<rbrakk>
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5236
        \<Longrightarrow> norm i \<le> B*(2*pi*r)"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5237
  unfolding circlepath_def
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5238
  by (auto simp: algebra_simps in_path_image_part_circlepath dest!: has_contour_integral_bound_part_circlepath_strong)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5239
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5240
corollary has_contour_integral_bound_circlepath:
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5241
      "\<lbrakk>(f has_contour_integral i) (circlepath z r);
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5242
        0 \<le> B; 0 < r; \<And>x. norm(x - z) = r \<Longrightarrow> norm(f x) \<le> B\<rbrakk>
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5243
        \<Longrightarrow> norm i \<le> B*(2*pi*r)"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5244
  by (auto intro: has_contour_integral_bound_circlepath_strong)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5245
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5246
proposition contour_integrable_continuous_circlepath:
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5247
    "continuous_on (path_image (circlepath z r)) f
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5248
     \<Longrightarrow> f contour_integrable_on (circlepath z r)"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5249
  by (simp add: circlepath_def contour_integrable_continuous_part_circlepath)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5250
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5251
lemma simple_path_circlepath: "simple_path(circlepath z r) \<longleftrightarrow> (r \<noteq> 0)"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5252
  by (simp add: circlepath_def simple_path_part_circlepath)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5253
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5254
lemma notin_path_image_circlepath [simp]: "cmod (w - z) < r \<Longrightarrow> w \<notin> path_image (circlepath z r)"
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5255
  by (simp add: sphere_def dist_norm norm_minus_commute)
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5256
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5257
proposition contour_integral_circlepath:
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5258
     "0 < r \<Longrightarrow> contour_integral (circlepath z r) (\<lambda>w. 1 / (w - z)) = 2 * complex_of_real pi * \<i>"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5259
  apply (rule contour_integral_unique)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5260
  apply (simp add: has_contour_integral_def)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5261
  apply (subst has_integral_cong)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5262
  apply (simp add: vector_derivative_circlepath01)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5263
  using has_integral_const_real [of _ 0 1]
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5264
  apply (force simp: circlepath)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5265
  done
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5266
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5267
lemma winding_number_circlepath_centre: "0 < r \<Longrightarrow> winding_number (circlepath z r) z = 1"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5268
  apply (rule winding_number_unique_loop)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5269
  apply (simp_all add: sphere_def valid_path_imp_path)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5270
  apply (rule_tac x="circlepath z r" in exI)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5271
  apply (simp add: sphere_def contour_integral_circlepath)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5272
  done
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5273
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5274
proposition winding_number_circlepath:
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5275
  assumes "norm(w - z) < r" shows "winding_number(circlepath z r) w = 1"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5276
proof (cases "w = z")
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5277
  case True then show ?thesis
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5278
    using assms winding_number_circlepath_centre by auto
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5279
next
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5280
  case False
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5281
  have [simp]: "r > 0"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5282
    using assms le_less_trans norm_ge_zero by blast
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  5283
  define r' where "r' = norm(w - z)"
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5284
  have "r' < r"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5285
    by (simp add: assms r'_def)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5286
  have disjo: "cball z r' \<inter> sphere z r = {}"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5287
    using \<open>r' < r\<close> by (force simp: cball_def sphere_def)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5288
  have "winding_number(circlepath z r) w = winding_number(circlepath z r) z"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5289
    apply (rule winding_number_around_inside [where s = "cball z r'"])
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5290
    apply (simp_all add: disjo order.strict_implies_order winding_number_circlepath_centre)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5291
    apply (simp_all add: False r'_def dist_norm norm_minus_commute)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5292
    done
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5293
  also have "... = 1"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5294
    by (simp add: winding_number_circlepath_centre)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5295
  finally show ?thesis .
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5296
qed
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5297
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5298
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5299
text\<open> Hence the Cauchy formula for points inside a circle.\<close>
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5300
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5301
theorem Cauchy_integral_circlepath:
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5302
  assumes "continuous_on (cball z r) f" "f holomorphic_on (ball z r)" "norm(w - z) < r"
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  5303
  shows "((\<lambda>u. f u/(u - w)) has_contour_integral (2 * of_real pi * \<i> * f w))
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5304
         (circlepath z r)"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5305
proof -
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5306
  have "r > 0"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5307
    using assms le_less_trans norm_ge_zero by blast
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5308
  have "((\<lambda>u. f u / (u - w)) has_contour_integral (2 * pi) * \<i> * winding_number (circlepath z r) w * f w)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5309
        (circlepath z r)"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5310
    apply (rule Cauchy_integral_formula_weak [where s = "cball z r" and k = "{}"])
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5311
    using assms  \<open>r > 0\<close>
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5312
    apply (simp_all add: dist_norm norm_minus_commute)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5313
    apply (metis at_within_interior dist_norm holomorphic_on_def interior_ball mem_ball norm_minus_commute)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5314
    apply (simp add: cball_def sphere_def dist_norm, clarify)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5315
    apply (simp add:)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5316
    by (metis dist_commute dist_norm less_irrefl)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5317
  then show ?thesis
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5318
    by (simp add: winding_number_circlepath assms)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5319
qed
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5320
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5321
corollary Cauchy_integral_circlepath_simple:
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5322
  assumes "f holomorphic_on cball z r" "norm(w - z) < r"
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  5323
  shows "((\<lambda>u. f u/(u - w)) has_contour_integral (2 * of_real pi * \<i> * f w))
61806
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5324
         (circlepath z r)"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5325
using assms by (force simp: holomorphic_on_imp_continuous_on holomorphic_on_subset Cauchy_integral_circlepath)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5326
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5327
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5328
lemma no_bounded_connected_component_imp_winding_number_zero:
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5329
  assumes g: "path g" "path_image g \<subseteq> s" "pathfinish g = pathstart g" "z \<notin> s"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5330
      and nb: "\<And>z. bounded (connected_component_set (- s) z) \<longrightarrow> z \<in> s"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5331
  shows "winding_number g z = 0"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5332
apply (rule winding_number_zero_in_outside)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5333
apply (simp_all add: assms)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5334
by (metis nb [of z] \<open>path_image g \<subseteq> s\<close> \<open>z \<notin> s\<close> contra_subsetD mem_Collect_eq outside outside_mono)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5335
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5336
lemma no_bounded_path_component_imp_winding_number_zero:
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5337
  assumes g: "path g" "path_image g \<subseteq> s" "pathfinish g = pathstart g" "z \<notin> s"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5338
      and nb: "\<And>z. bounded (path_component_set (- s) z) \<longrightarrow> z \<in> s"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5339
  shows "winding_number g z = 0"
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5340
apply (rule no_bounded_connected_component_imp_winding_number_zero [OF g])
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5341
by (simp add: bounded_subset nb path_component_subset_connected_component)
d2e62ae01cd8 Cauchy's integral formula for circles. Starting to fix eventually_mono.
paulson <lp15@cam.ac.uk>
parents: 61762
diff changeset
  5342
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5343
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5344
subsection\<open> Uniform convergence of path integral\<close>
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5345
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5346
text\<open>Uniform convergence when the derivative of the path is bounded, and in particular for the special case of a circle.\<close>
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5347
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5348
proposition contour_integral_uniform_limit:
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5349
  assumes ev_fint: "eventually (\<lambda>n::'a. (f n) contour_integrable_on \<gamma>) F"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5350
      and ev_no: "\<And>e. 0 < e \<Longrightarrow> eventually (\<lambda>n. \<forall>x \<in> path_image \<gamma>. norm(f n x - l x) < e) F"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5351
      and noleB: "\<And>t. t \<in> {0..1} \<Longrightarrow> norm (vector_derivative \<gamma> (at t)) \<le> B"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5352
      and \<gamma>: "valid_path \<gamma>"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5353
      and [simp]: "~ (trivial_limit F)"
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61945
diff changeset
  5354
  shows "l contour_integrable_on \<gamma>" "((\<lambda>n. contour_integral \<gamma> (f n)) \<longlongrightarrow> contour_integral \<gamma> l) F"
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5355
proof -
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5356
  have "0 \<le> B" by (meson noleB [of 0] atLeastAtMost_iff norm_ge_zero order_refl order_trans zero_le_one)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5357
  { fix e::real
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5358
    assume "0 < e"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5359
    then have eB: "0 < e / (\<bar>B\<bar> + 1)" by simp
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5360
    obtain a where fga: "\<And>x. x \<in> {0..1} \<Longrightarrow> cmod (f a (\<gamma> x) - l (\<gamma> x)) < e / (\<bar>B\<bar> + 1)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5361
               and inta: "(\<lambda>t. f a (\<gamma> t) * vector_derivative \<gamma> (at t)) integrable_on {0..1}"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5362
      using eventually_happens [OF eventually_conj [OF ev_no [OF eB] ev_fint]]
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5363
      by (fastforce simp: contour_integrable_on path_image_def)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5364
    have Ble: "B * e / (\<bar>B\<bar> + 1) \<le> e"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5365
      using \<open>0 \<le> B\<close>  \<open>0 < e\<close> by (simp add: divide_simps)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5366
    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}"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5367
      apply (rule_tac x="\<lambda>x. f (a::'a) (\<gamma> x) * vector_derivative \<gamma> (at x)" in exI)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5368
      apply (intro inta conjI ballI)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5369
      apply (rule order_trans [OF _ Ble])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5370
      apply (frule noleB)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5371
      apply (frule fga)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5372
      using \<open>0 \<le> B\<close>  \<open>0 < e\<close>
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5373
      apply (simp add: norm_mult left_diff_distrib [symmetric] norm_minus_commute divide_simps)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5374
      apply (drule (1) mult_mono [OF less_imp_le])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5375
      apply (simp_all add: mult_ac)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5376
      done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5377
  }
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5378
  then show lintg: "l contour_integrable_on \<gamma>"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5379
    apply (simp add: contour_integrable_on)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5380
    apply (blast intro: integrable_uniform_limit_real)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5381
    done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5382
  { fix e::real
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  5383
    define B' where "B' = B + 1"
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5384
    have B': "B' > 0" "B' > B" using  \<open>0 \<le> B\<close> by (auto simp: B'_def)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5385
    assume "0 < e"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5386
    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'"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5387
      using ev_no [of "e / B' / 2"] B' by (simp add: field_simps)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5388
    have ie: "integral {0..1::real} (\<lambda>x. e / 2) < e" using \<open>0 < e\<close> by simp
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5389
    have *: "cmod (f x (\<gamma> t) * vector_derivative \<gamma> (at t) - l (\<gamma> t) * vector_derivative \<gamma> (at t)) \<le> e / 2"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5390
             if t: "t\<in>{0..1}" and leB': "2 * cmod (f x (\<gamma> t) - l (\<gamma> t)) < e / B'" for x t
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5391
    proof -
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5392
      have "2 * cmod (f x (\<gamma> t) - l (\<gamma> t)) * cmod (vector_derivative \<gamma> (at t)) \<le> e * (B/ B')"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5393
        using mult_mono [OF less_imp_le [OF leB'] noleB] B' \<open>0 < e\<close> t by auto
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5394
      also have "... < e"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5395
        by (simp add: B' \<open>0 < e\<close> mult_imp_div_pos_less)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5396
      finally have "2 * cmod (f x (\<gamma> t) - l (\<gamma> t)) * cmod (vector_derivative \<gamma> (at t)) < e" .
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5397
      then show ?thesis
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5398
        by (simp add: left_diff_distrib [symmetric] norm_mult)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5399
    qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5400
    have "\<forall>\<^sub>F x in F. dist (contour_integral \<gamma> (f x)) (contour_integral \<gamma> l) < e"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5401
      apply (rule eventually_mono [OF eventually_conj [OF ev_no' ev_fint]])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5402
      apply (simp add: dist_norm contour_integrable_on path_image_def contour_integral_integral)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5403
      apply (simp add: lintg integral_diff [symmetric] contour_integrable_on [symmetric], clarify)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5404
      apply (rule le_less_trans [OF integral_norm_bound_integral ie])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5405
      apply (simp add: lintg integrable_diff contour_integrable_on [symmetric])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5406
      apply (blast intro: *)+
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5407
      done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5408
  }
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61945
diff changeset
  5409
  then show "((\<lambda>n. contour_integral \<gamma> (f n)) \<longlongrightarrow> contour_integral \<gamma> l) F"
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5410
    by (rule tendstoI)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5411
qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5412
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5413
proposition contour_integral_uniform_limit_circlepath:
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5414
  assumes ev_fint: "eventually (\<lambda>n::'a. (f n) contour_integrable_on (circlepath z r)) F"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5415
      and ev_no: "\<And>e. 0 < e \<Longrightarrow> eventually (\<lambda>n. \<forall>x \<in> path_image (circlepath z r). norm(f n x - l x) < e) F"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5416
      and [simp]: "~ (trivial_limit F)" "0 < r"
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61945
diff changeset
  5417
  shows "l contour_integrable_on (circlepath z r)" "((\<lambda>n. contour_integral (circlepath z r) (f n)) \<longlongrightarrow> contour_integral (circlepath z r) l) F"
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5418
by (auto simp: vector_derivative_circlepath norm_mult intro: contour_integral_uniform_limit assms)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5419
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5420
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5421
subsection\<open> General stepping result for derivative formulas.\<close>
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5422
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5423
proposition Cauchy_next_derivative:
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5424
  assumes "continuous_on (path_image \<gamma>) f'"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5425
      and leB: "\<And>t. t \<in> {0..1} \<Longrightarrow> norm (vector_derivative \<gamma> (at t)) \<le> B"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5426
      and int: "\<And>w. w \<in> s - path_image \<gamma> \<Longrightarrow> ((\<lambda>u. f' u / (u - w)^k) has_contour_integral f w) \<gamma>"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5427
      and k: "k \<noteq> 0"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5428
      and "open s"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5429
      and \<gamma>: "valid_path \<gamma>"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5430
      and w: "w \<in> s - path_image \<gamma>"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5431
    shows "(\<lambda>u. f' u / (u - w)^(Suc k)) contour_integrable_on \<gamma>"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5432
      and "(f has_field_derivative (k * contour_integral \<gamma> (\<lambda>u. f' u/(u - w)^(Suc k))))
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5433
           (at w)"  (is "?thes2")
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5434
proof -
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5435
  have "open (s - path_image \<gamma>)" using \<open>open s\<close> closed_valid_path_image \<gamma> by blast
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5436
  then obtain d where "d>0" and d: "ball w d \<subseteq> s - path_image \<gamma>" using w
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5437
    using open_contains_ball by blast
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5438
  have [simp]: "\<And>n. cmod (1 + of_nat n) = 1 + of_nat n"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5439
    by (metis norm_of_nat of_nat_Suc)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5440
  have 1: "\<forall>\<^sub>F n in at w. (\<lambda>x. f' x * (inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / of_nat k)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5441
                         contour_integrable_on \<gamma>"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5442
    apply (simp add: eventually_at)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5443
    apply (rule_tac x=d in exI)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5444
    apply (simp add: \<open>d > 0\<close> dist_norm field_simps, clarify)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5445
    apply (rule contour_integrable_div [OF contour_integrable_diff])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5446
    using int w d
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5447
    apply (force simp:  dist_norm norm_minus_commute intro!: has_contour_integral_integrable)+
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5448
    done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5449
  have bim_g: "bounded (image f' (path_image \<gamma>))"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5450
    by (simp add: compact_imp_bounded compact_continuous_image compact_valid_path_image assms)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5451
  then obtain C where "C > 0" and C: "\<And>x. \<lbrakk>0 \<le> x; x \<le> 1\<rbrakk> \<Longrightarrow> cmod (f' (\<gamma> x)) \<le> C"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5452
    by (force simp: bounded_pos path_image_def)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5453
  have twom: "\<forall>\<^sub>F n in at w.
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5454
               \<forall>x\<in>path_image \<gamma>.
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5455
                cmod ((inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / k - inverse (x - w) ^ Suc k) < e"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5456
         if "0 < e" for e
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5457
  proof -
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5458
    have *: "cmod ((inverse (x - u) ^ k - inverse (x - w) ^ k) / ((u - w) * k) - inverse (x - w) ^ Suc k)   < e"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5459
            if x: "x \<in> path_image \<gamma>" and "u \<noteq> w" and uwd: "cmod (u - w) < d/2"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5460
                and uw_less: "cmod (u - w) < e * (d / 2) ^ (k+2) / (1 + real k)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5461
            for u x
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5462
    proof -
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  5463
      define ff where [abs_def]:
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  5464
        "ff n w =
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  5465
          (if n = 0 then inverse(x - w)^k
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  5466
           else if n = 1 then k / (x - w)^(Suc k)
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  5467
           else (k * of_real(Suc k)) / (x - w)^(k + 2))" for n :: nat and w
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5468
      have km1: "\<And>z::complex. z \<noteq> 0 \<Longrightarrow> z ^ (k - Suc 0) = z ^ k / z"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5469
        by (simp add: field_simps) (metis Suc_pred \<open>k \<noteq> 0\<close> neq0_conv power_Suc)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5470
      have ff1: "(ff i has_field_derivative ff (Suc i) z) (at z within ball w (d / 2))"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5471
              if "z \<in> ball w (d / 2)" "i \<le> 1" for i z
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5472
      proof -
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5473
        have "z \<notin> path_image \<gamma>"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5474
          using \<open>x \<in> path_image \<gamma>\<close> d that ball_divide_subset_numeral by blast
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5475
        then have xz[simp]: "x \<noteq> z" using \<open>x \<in> path_image \<gamma>\<close> by blast
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5476
        then have neq: "x * x + z * z \<noteq> x * (z * 2)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5477
          by (blast intro: dest!: sum_sqs_eq)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5478
        with xz have "\<And>v. v \<noteq> 0 \<Longrightarrow> (x * x + z * z) * v \<noteq> (x * (z * 2) * v)" by auto
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5479
        then have neqq: "\<And>v. v \<noteq> 0 \<Longrightarrow> x * (x * v) + z * (z * v) \<noteq> x * (z * (2 * v))"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5480
          by (simp add: algebra_simps)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5481
        show ?thesis using \<open>i \<le> 1\<close>
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5482
          apply (simp add: ff_def dist_norm Nat.le_Suc_eq km1, safe)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5483
          apply (rule derivative_eq_intros | simp add: km1 | simp add: field_simps neq neqq)+
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5484
          done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5485
      qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5486
      { fix a::real and b::real assume ab: "a > 0" "b > 0"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5487
        then have "k * (1 + real k) * (1 / a) \<le> k * (1 + real k) * (4 / b) \<longleftrightarrow> b \<le> 4 * a"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5488
          apply (subst mult_le_cancel_left_pos)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5489
          using \<open>k \<noteq> 0\<close>
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5490
          apply (auto simp: divide_simps)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5491
          done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5492
        with ab have "real k * (1 + real k) / a \<le> (real k * 4 + real k * real k * 4) / b \<longleftrightarrow> b \<le> 4 * a"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5493
          by (simp add: field_simps)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5494
      } note canc = this
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5495
      have ff2: "cmod (ff (Suc 1) v) \<le> real (k * (k + 1)) / (d / 2) ^ (k + 2)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5496
                if "v \<in> ball w (d / 2)" for v
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5497
      proof -
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5498
        have "d/2 \<le> cmod (x - v)" using d x that
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5499
          apply (simp add: dist_norm path_image_def ball_def not_less [symmetric] del: divide_const_simps, clarify)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5500
          apply (drule subsetD)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5501
           prefer 2 apply blast
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5502
          apply (metis norm_minus_commute norm_triangle_half_r CollectI)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5503
          done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5504
        then have "d \<le> cmod (x - v) * 2"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5505
          by (simp add: divide_simps)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5506
        then have dpow_le: "d ^ (k+2) \<le> (cmod (x - v) * 2) ^ (k+2)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5507
          using \<open>0 < d\<close> order_less_imp_le power_mono by blast
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5508
        have "x \<noteq> v" using that
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5509
          using \<open>x \<in> path_image \<gamma>\<close> ball_divide_subset_numeral d by fastforce
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5510
        then show ?thesis
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5511
        using \<open>d > 0\<close>
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5512
        apply (simp add: ff_def norm_mult norm_divide norm_power dist_norm canc)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5513
        using dpow_le
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5514
        apply (simp add: algebra_simps divide_simps mult_less_0_iff)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5515
        done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5516
      qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5517
      have ub: "u \<in> ball w (d / 2)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5518
        using uwd by (simp add: dist_commute dist_norm)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5519
      have "cmod (inverse (x - u) ^ k - (inverse (x - w) ^ k + of_nat k * (u - w) / ((x - w) * (x - w) ^ k)))
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5520
                  \<le> (real k * 4 + real k * real k * 4) * (cmod (u - w) * cmod (u - w)) / (d * (d * (d / 2) ^ k))"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5521
        using complex_taylor [OF _ ff1 ff2 _ ub, of w, simplified]
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5522
        by (simp add: ff_def \<open>0 < d\<close>)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5523
      then have "cmod (inverse (x - u) ^ k - (inverse (x - w) ^ k + of_nat k * (u - w) / ((x - w) * (x - w) ^ k)))
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5524
                  \<le> (cmod (u - w) * real k) * (1 + real k) * cmod (u - w) / (d / 2) ^ (k+2)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5525
        by (simp add: field_simps)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5526
      then have "cmod (inverse (x - u) ^ k - (inverse (x - w) ^ k + of_nat k * (u - w) / ((x - w) * (x - w) ^ k)))
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5527
                 / (cmod (u - w) * real k)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5528
                  \<le> (1 + real k) * cmod (u - w) / (d / 2) ^ (k+2)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5529
        using \<open>k \<noteq> 0\<close> \<open>u \<noteq> w\<close> by (simp add: mult_ac zero_less_mult_iff pos_divide_le_eq)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5530
      also have "... < e"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5531
        using uw_less \<open>0 < d\<close> by (simp add: mult_ac divide_simps)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5532
      finally have e: "cmod (inverse (x-u)^k - (inverse (x-w)^k + of_nat k * (u-w) / ((x-w) * (x-w)^k)))
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5533
                        / cmod ((u - w) * real k)   <   e"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5534
        by (simp add: norm_mult)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5535
      have "x \<noteq> u"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5536
        using uwd \<open>0 < d\<close> x d by (force simp: dist_norm ball_def norm_minus_commute)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5537
      show ?thesis
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5538
        apply (rule le_less_trans [OF _ e])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5539
        using \<open>k \<noteq> 0\<close> \<open>x \<noteq> u\<close>  \<open>u \<noteq> w\<close>
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5540
        apply (simp add: field_simps norm_divide [symmetric])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5541
        done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5542
    qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5543
    show ?thesis
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5544
      unfolding eventually_at
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5545
      apply (rule_tac x = "min (d/2) ((e*(d/2)^(k + 2))/(Suc k))" in exI)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5546
      apply (force simp: \<open>d > 0\<close> dist_norm that simp del: power_Suc intro: *)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5547
      done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5548
  qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5549
  have 2: "\<forall>\<^sub>F n in at w.
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5550
              \<forall>x\<in>path_image \<gamma>.
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5551
               cmod (f' x * (inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / of_nat k - f' x / (x - w) ^ Suc k) < e"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5552
          if "0 < e" for e
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5553
  proof -
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5554
    have *: "cmod (f' (\<gamma> x) * (inverse (\<gamma> x - u) ^ k - inverse (\<gamma> x - w) ^ k) / ((u - w) * k) -
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5555
                        f' (\<gamma> x) / ((\<gamma> x - w) * (\<gamma> x - w) ^ k)) < e"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5556
              if ec: "cmod ((inverse (\<gamma> x - u) ^ k - inverse (\<gamma> x - w) ^ k) / ((u - w) * k) -
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5557
                      inverse (\<gamma> x - w) * inverse (\<gamma> x - w) ^ k) < e / C"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5558
                 and x: "0 \<le> x" "x \<le> 1"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5559
              for u x
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5560
    proof (cases "(f' (\<gamma> x)) = 0")
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5561
      case True then show ?thesis by (simp add: \<open>0 < e\<close>)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5562
    next
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5563
      case False
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5564
      have "cmod (f' (\<gamma> x) * (inverse (\<gamma> x - u) ^ k - inverse (\<gamma> x - w) ^ k) / ((u - w) * k) -
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5565
                        f' (\<gamma> x) / ((\<gamma> x - w) * (\<gamma> x - w) ^ k)) =
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5566
            cmod (f' (\<gamma> x) * ((inverse (\<gamma> x - u) ^ k - inverse (\<gamma> x - w) ^ k) / ((u - w) * k) -
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5567
                             inverse (\<gamma> x - w) * inverse (\<gamma> x - w) ^ k))"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5568
        by (simp add: field_simps)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5569
      also have "... = cmod (f' (\<gamma> x)) *
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5570
                       cmod ((inverse (\<gamma> x - u) ^ k - inverse (\<gamma> x - w) ^ k) / ((u - w) * k) -
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5571
                             inverse (\<gamma> x - w) * inverse (\<gamma> x - w) ^ k)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5572
        by (simp add: norm_mult)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5573
      also have "... < cmod (f' (\<gamma> x)) * (e/C)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5574
        apply (rule mult_strict_left_mono [OF ec])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5575
        using False by simp
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5576
      also have "... \<le> e" using C
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5577
        by (metis False \<open>0 < e\<close> frac_le less_eq_real_def mult.commute pos_le_divide_eq x zero_less_norm_iff)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5578
      finally show ?thesis .
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5579
    qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5580
    show ?thesis
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5581
      using twom [OF divide_pos_pos [OF that \<open>C > 0\<close>]]   unfolding path_image_def
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5582
      by (force intro: * elim: eventually_mono)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5583
  qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5584
  show "(\<lambda>u. f' u / (u - w) ^ (Suc k)) contour_integrable_on \<gamma>"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5585
    by (rule contour_integral_uniform_limit [OF 1 2 leB \<gamma>]) auto
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5586
  have *: "(\<lambda>n. contour_integral \<gamma> (\<lambda>x. f' x * (inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / k))
61976
3a27957ac658 more symbols;
wenzelm
parents: 61975
diff changeset
  5587
           \<midarrow>w\<rightarrow> contour_integral \<gamma> (\<lambda>u. f' u / (u - w) ^ (Suc k))"
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5588
    by (rule contour_integral_uniform_limit [OF 1 2 leB \<gamma>]) auto
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5589
  have **: "contour_integral \<gamma> (\<lambda>x. f' x * (inverse (x - u) ^ k - inverse (x - w) ^ k) / ((u - w) * k)) =
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5590
              (f u - f w) / (u - w) / k"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5591
           if "dist u w < d" for u
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5592
    apply (rule contour_integral_unique)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5593
    apply (simp add: diff_divide_distrib algebra_simps)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5594
    apply (rule has_contour_integral_diff; rule has_contour_integral_div; simp add: field_simps; rule int)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5595
    apply (metis contra_subsetD d dist_commute mem_ball that)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5596
    apply (rule w)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5597
    done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5598
  show ?thes2
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5599
    apply (simp add: DERIV_within_iff del: power_Suc)
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  5600
    apply (rule Lim_transform_within [OF tendsto_mult_left [OF *] \<open>0 < d\<close> ])
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5601
    apply (simp add: \<open>k \<noteq> 0\<close> **)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5602
    done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5603
qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5604
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5605
corollary Cauchy_next_derivative_circlepath:
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5606
  assumes contf: "continuous_on (path_image (circlepath z r)) f"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5607
      and int: "\<And>w. w \<in> ball z r \<Longrightarrow> ((\<lambda>u. f u / (u - w)^k) has_contour_integral g w) (circlepath z r)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5608
      and k: "k \<noteq> 0"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5609
      and w: "w \<in> ball z r"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5610
    shows "(\<lambda>u. f u / (u - w)^(Suc k)) contour_integrable_on (circlepath z r)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5611
           (is "?thes1")
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5612
      and "(g has_field_derivative (k * contour_integral (circlepath z r) (\<lambda>u. f u/(u - w)^(Suc k)))) (at w)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5613
           (is "?thes2")
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5614
proof -
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5615
  have "r > 0" using w
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5616
    using ball_eq_empty by fastforce
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5617
  have wim: "w \<in> ball z r - path_image (circlepath z r)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5618
    using w by (auto simp: dist_norm)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5619
  show ?thes1 ?thes2
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5620
    by (rule Cauchy_next_derivative [OF contf _ int k open_ball valid_path_circlepath wim, where B = "2 * pi * \<bar>r\<bar>"];
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5621
        auto simp: vector_derivative_circlepath norm_mult)+
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5622
qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5623
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5624
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5625
text\<open> In particular, the first derivative formula.\<close>
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5626
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5627
proposition Cauchy_derivative_integral_circlepath:
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5628
  assumes contf: "continuous_on (cball z r) f"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5629
      and holf: "f holomorphic_on ball z r"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5630
      and w: "w \<in> ball z r"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5631
    shows "(\<lambda>u. f u/(u - w)^2) contour_integrable_on (circlepath z r)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5632
           (is "?thes1")
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  5633
      and "(f has_field_derivative (1 / (2 * of_real pi * \<i>) * contour_integral(circlepath z r) (\<lambda>u. f u / (u - w)^2))) (at w)"
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5634
           (is "?thes2")
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5635
proof -
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5636
  have [simp]: "r \<ge> 0" using w
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5637
    using ball_eq_empty by fastforce
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5638
  have f: "continuous_on (path_image (circlepath z r)) f"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5639
    by (rule continuous_on_subset [OF contf]) (force simp add: cball_def sphere_def)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5640
  have int: "\<And>w. dist z w < r \<Longrightarrow>
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  5641
                 ((\<lambda>u. f u / (u - w)) has_contour_integral (\<lambda>x. 2 * of_real pi * \<i> * f x) w) (circlepath z r)"
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5642
    by (rule Cauchy_integral_circlepath [OF contf holf]) (simp add: dist_norm norm_minus_commute)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5643
  show ?thes1
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5644
    apply (simp add: power2_eq_square)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5645
    apply (rule Cauchy_next_derivative_circlepath [OF f _ _ w, where k=1, simplified])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5646
    apply (blast intro: int)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5647
    done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5648
  have "((\<lambda>x. 2 * of_real pi * \<i> * f x) has_field_derivative contour_integral (circlepath z r) (\<lambda>u. f u / (u - w)^2)) (at w)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5649
    apply (simp add: power2_eq_square)
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  5650
    apply (rule Cauchy_next_derivative_circlepath [OF f _ _ w, where k=1 and g = "\<lambda>x. 2 * of_real pi * \<i> * f x", simplified])
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5651
    apply (blast intro: int)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5652
    done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5653
  then have fder: "(f has_field_derivative contour_integral (circlepath z r) (\<lambda>u. f u / (u - w)^2) / (2 * of_real pi * \<i>)) (at w)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5654
    by (rule DERIV_cdivide [where f = "\<lambda>x. 2 * of_real pi * \<i> * f x" and c = "2 * of_real pi * \<i>", simplified])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5655
  show ?thes2
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5656
    by simp (rule fder)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5657
qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5658
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5659
subsection\<open> Existence of all higher derivatives.\<close>
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5660
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5661
proposition derivative_is_holomorphic:
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5662
  assumes "open s"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5663
      and fder: "\<And>z. z \<in> s \<Longrightarrow> (f has_field_derivative f' z) (at z)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5664
    shows "f' holomorphic_on s"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5665
proof -
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5666
  have *: "\<exists>h. (f' has_field_derivative h) (at z)" if "z \<in> s" for z
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5667
  proof -
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5668
    obtain r where "r > 0" and r: "cball z r \<subseteq> s"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5669
      using open_contains_cball \<open>z \<in> s\<close> \<open>open s\<close> by blast
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5670
    then have holf_cball: "f holomorphic_on cball z r"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5671
      apply (simp add: holomorphic_on_def)
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  5672
      using field_differentiable_at_within field_differentiable_def fder by blast
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5673
    then have "continuous_on (path_image (circlepath z r)) f"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5674
      using \<open>r > 0\<close> by (force elim: holomorphic_on_subset [THEN holomorphic_on_imp_continuous_on])
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  5675
    then have contfpi: "continuous_on (path_image (circlepath z r)) (\<lambda>x. 1/(2 * of_real pi*\<i>) * f x)"
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5676
      by (auto intro: continuous_intros)+
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5677
    have contf_cball: "continuous_on (cball z r) f" using holf_cball
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5678
      by (simp add: holomorphic_on_imp_continuous_on holomorphic_on_subset)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5679
    have holf_ball: "f holomorphic_on ball z r" using holf_cball
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5680
      using ball_subset_cball holomorphic_on_subset by blast
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  5681
    { fix w  assume w: "w \<in> ball z r"
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5682
      have intf: "(\<lambda>u. f u / (u - w)\<^sup>2) contour_integrable_on circlepath z r"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5683
        by (blast intro: w Cauchy_derivative_integral_circlepath [OF contf_cball holf_ball])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5684
      have fder': "(f has_field_derivative 1 / (2 * of_real pi * \<i>) * contour_integral (circlepath z r) (\<lambda>u. f u / (u - w)\<^sup>2))
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5685
                  (at w)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5686
        by (blast intro: w Cauchy_derivative_integral_circlepath [OF contf_cball holf_ball])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5687
      have f'_eq: "f' w = contour_integral (circlepath z r) (\<lambda>u. f u / (u - w)\<^sup>2) / (2 * of_real pi * \<i>)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5688
        using fder' ball_subset_cball r w by (force intro: DERIV_unique [OF fder])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5689
      have "((\<lambda>u. f u / (u - w)\<^sup>2 / (2 * of_real pi * \<i>)) has_contour_integral
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5690
                contour_integral (circlepath z r) (\<lambda>u. f u / (u - w)\<^sup>2) / (2 * of_real pi * \<i>))
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5691
                (circlepath z r)"
63594
bd218a9320b5 HOL-Multivariate_Analysis: rename theories for more descriptive names
hoelzl
parents: 63589
diff changeset
  5692
        by (rule has_contour_integral_div [OF has_contour_integral_integral [OF intf]])
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5693
      then have "((\<lambda>u. f u / (2 * of_real pi * \<i> * (u - w)\<^sup>2)) has_contour_integral
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5694
                contour_integral (circlepath z r) (\<lambda>u. f u / (u - w)\<^sup>2) / (2 * of_real pi * \<i>))
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5695
                (circlepath z r)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5696
        by (simp add: algebra_simps)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5697
      then have "((\<lambda>u. f u / (2 * of_real pi * \<i> * (u - w)\<^sup>2)) has_contour_integral f' w) (circlepath z r)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5698
        by (simp add: f'_eq)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5699
    } note * = this
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5700
    show ?thesis
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5701
      apply (rule exI)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5702
      apply (rule Cauchy_next_derivative_circlepath [OF contfpi, of 2 f', simplified])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5703
      apply (simp_all add: \<open>0 < r\<close> * dist_norm)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5704
      done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5705
  qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5706
  show ?thesis
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5707
    by (simp add: holomorphic_on_open [OF \<open>open s\<close>] *)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5708
qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5709
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  5710
lemma holomorphic_deriv [holomorphic_intros]:
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5711
    "\<lbrakk>f holomorphic_on s; open s\<rbrakk> \<Longrightarrow> (deriv f) holomorphic_on s"
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  5712
by (metis DERIV_deriv_iff_field_differentiable at_within_open derivative_is_holomorphic holomorphic_on_def)
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5713
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5714
lemma analytic_deriv: "f analytic_on s \<Longrightarrow> (deriv f) analytic_on s"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5715
  using analytic_on_holomorphic holomorphic_deriv by auto
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5716
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5717
lemma holomorphic_higher_deriv [holomorphic_intros]: "\<lbrakk>f holomorphic_on s; open s\<rbrakk> \<Longrightarrow> (deriv ^^ n) f holomorphic_on s"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5718
  by (induction n) (auto simp: holomorphic_deriv)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5719
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5720
lemma analytic_higher_deriv: "f analytic_on s \<Longrightarrow> (deriv ^^ n) f analytic_on s"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5721
  unfolding analytic_on_def using holomorphic_higher_deriv by blast
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5722
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  5723
lemma has_field_derivative_higher_deriv:
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  5724
     "\<lbrakk>f holomorphic_on s; open s; x \<in> s\<rbrakk>
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5725
      \<Longrightarrow> ((deriv ^^ n) f has_field_derivative (deriv ^^ (Suc n)) f x) (at x)"
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  5726
by (metis (no_types, hide_lams) DERIV_deriv_iff_field_differentiable at_within_open comp_apply
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5727
         funpow.simps(2) holomorphic_higher_deriv holomorphic_on_def)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5728
62540
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
  5729
lemma valid_path_compose_holomorphic:
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
  5730
  assumes "valid_path g" and holo:"f holomorphic_on s" and "open s" "path_image g \<subseteq> s"
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
  5731
  shows "valid_path (f o g)"
62837
237ef2bab6c7 isabelle update_cartouches -c -t;
wenzelm
parents: 62626
diff changeset
  5732
proof (rule valid_path_compose[OF \<open>valid_path g\<close>])
62540
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
  5733
  fix x assume "x \<in> path_image g"
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
  5734
  then show "\<exists>f'. (f has_field_derivative f') (at x)"
62837
237ef2bab6c7 isabelle update_cartouches -c -t;
wenzelm
parents: 62626
diff changeset
  5735
    using holo holomorphic_on_open[OF \<open>open s\<close>] \<open>path_image g \<subseteq> s\<close> by auto
62540
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
  5736
next
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
  5737
  have "deriv f holomorphic_on s"
62837
237ef2bab6c7 isabelle update_cartouches -c -t;
wenzelm
parents: 62626
diff changeset
  5738
    using holomorphic_deriv holo \<open>open s\<close> by auto
62623
dbc62f86a1a9 rationalisation of theorem names esp about "real Archimedian" etc.
paulson <lp15@cam.ac.uk>
parents: 62620
diff changeset
  5739
  then show "continuous_on (path_image g) (deriv f)"
62540
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
  5740
    using assms(4) holomorphic_on_imp_continuous_on holomorphic_on_subset by auto
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
  5741
qed
f2fc5485e3b0 Wenda Li's new material: residue theorem, argument_principle, Rouche_theorem
paulson <lp15@cam.ac.uk>
parents: 62534
diff changeset
  5742
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5743
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5744
subsection\<open> Morera's theorem.\<close>
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5745
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5746
lemma Morera_local_triangle_ball:
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5747
  assumes "\<And>z. z \<in> s
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5748
          \<Longrightarrow> \<exists>e a. 0 < e \<and> z \<in> ball a e \<and> continuous_on (ball a e) f \<and>
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5749
                    (\<forall>b c. closed_segment b c \<subseteq> ball a e
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5750
                           \<longrightarrow> contour_integral (linepath a b) f +
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5751
                               contour_integral (linepath b c) f +
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5752
                               contour_integral (linepath c a) f = 0)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5753
  shows "f analytic_on s"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5754
proof -
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5755
  { fix z  assume "z \<in> s"
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  5756
    with assms obtain e a where
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5757
            "0 < e" and z: "z \<in> ball a e" and contf: "continuous_on (ball a e) f"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5758
        and 0: "\<And>b c. closed_segment b c \<subseteq> ball a e
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5759
                      \<Longrightarrow> contour_integral (linepath a b) f +
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5760
                          contour_integral (linepath b c) f +
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5761
                          contour_integral (linepath c a) f = 0"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5762
      by fastforce
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5763
    have az: "dist a z < e" using mem_ball z by blast
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5764
    have sb_ball: "ball z (e - dist a z) \<subseteq> ball a e"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5765
      by (simp add: dist_commute ball_subset_ball_iff)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5766
    have "\<exists>e>0. f holomorphic_on ball z e"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5767
      apply (rule_tac x="e - dist a z" in exI)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5768
      apply (simp add: az)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5769
      apply (rule holomorphic_on_subset [OF _ sb_ball])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5770
      apply (rule derivative_is_holomorphic[OF open_ball])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5771
      apply (rule triangle_contour_integrals_starlike_primitive [OF contf _ open_ball, of a])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5772
         apply (simp_all add: 0 \<open>0 < e\<close>)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5773
      apply (meson \<open>0 < e\<close> centre_in_ball convex_ball convex_contains_segment mem_ball)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5774
      done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5775
  }
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5776
  then show ?thesis
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5777
    by (simp add: analytic_on_def)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5778
qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5779
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5780
lemma Morera_local_triangle:
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5781
  assumes "\<And>z. z \<in> s
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5782
          \<Longrightarrow> \<exists>t. open t \<and> z \<in> t \<and> continuous_on t f \<and>
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5783
                  (\<forall>a b c. convex hull {a,b,c} \<subseteq> t
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5784
                              \<longrightarrow> contour_integral (linepath a b) f +
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5785
                                  contour_integral (linepath b c) f +
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5786
                                  contour_integral (linepath c a) f = 0)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5787
  shows "f analytic_on s"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5788
proof -
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5789
  { fix z  assume "z \<in> s"
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  5790
    with assms obtain t where
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5791
            "open t" and z: "z \<in> t" and contf: "continuous_on t f"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5792
        and 0: "\<And>a b c. convex hull {a,b,c} \<subseteq> t
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5793
                      \<Longrightarrow> contour_integral (linepath a b) f +
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5794
                          contour_integral (linepath b c) f +
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5795
                          contour_integral (linepath c a) f = 0"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5796
      by force
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  5797
    then obtain e where "e>0" and e: "ball z e \<subseteq> t"
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5798
      using open_contains_ball by blast
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5799
    have [simp]: "continuous_on (ball z e) f" using contf
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5800
      using continuous_on_subset e by blast
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5801
    have "\<exists>e a. 0 < e \<and>
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5802
               z \<in> ball a e \<and>
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5803
               continuous_on (ball a e) f \<and>
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5804
               (\<forall>b c. closed_segment b c \<subseteq> ball a e \<longrightarrow>
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5805
                      contour_integral (linepath a b) f + contour_integral (linepath b c) f + contour_integral (linepath c a) f = 0)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5806
      apply (rule_tac x=e in exI)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5807
      apply (rule_tac x=z in exI)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5808
      apply (simp add: \<open>e > 0\<close>, clarify)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5809
      apply (rule 0)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5810
      apply (meson z \<open>0 < e\<close> centre_in_ball closed_segment_subset convex_ball dual_order.trans e starlike_convex_subset)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5811
      done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5812
  }
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5813
  then show ?thesis
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5814
    by (simp add: Morera_local_triangle_ball)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5815
qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5816
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5817
proposition Morera_triangle:
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  5818
    "\<lbrakk>continuous_on s f; open s;
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5819
      \<And>a b c. convex hull {a,b,c} \<subseteq> s
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5820
              \<longrightarrow> contour_integral (linepath a b) f +
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5821
                  contour_integral (linepath b c) f +
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5822
                  contour_integral (linepath c a) f = 0\<rbrakk>
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5823
     \<Longrightarrow> f analytic_on s"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5824
  using Morera_local_triangle by blast
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5825
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5826
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5827
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5828
subsection\<open> Combining theorems for higher derivatives including Leibniz rule.\<close>
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5829
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  5830
lemma higher_deriv_linear [simp]:
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5831
    "(deriv ^^ n) (\<lambda>w. c*w) = (\<lambda>z. if n = 0 then c*z else if n = 1 then c else 0)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5832
  by (induction n) (auto simp: deriv_const deriv_linear)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5833
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5834
lemma higher_deriv_const [simp]: "(deriv ^^ n) (\<lambda>w. c) = (\<lambda>w. if n=0 then c else 0)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5835
  by (induction n) (auto simp: deriv_const)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5836
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5837
lemma higher_deriv_ident [simp]:
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5838
     "(deriv ^^ n) (\<lambda>w. w) z = (if n = 0 then z else if n = 1 then 1 else 0)"
62217
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  5839
  apply (induction n, simp)
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  5840
  apply (metis higher_deriv_linear lambda_one)
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5841
  done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5842
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5843
corollary higher_deriv_id [simp]:
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5844
     "(deriv ^^ n) id z = (if n = 0 then z else if n = 1 then 1 else 0)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5845
  by (simp add: id_def)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5846
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  5847
lemma has_complex_derivative_funpow_1:
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5848
     "\<lbrakk>(f has_field_derivative 1) (at z); f z = z\<rbrakk> \<Longrightarrow> (f^^n has_field_derivative 1) (at z)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5849
  apply (induction n)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5850
  apply auto
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5851
  apply (metis DERIV_ident DERIV_transform_at id_apply zero_less_one)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5852
  by (metis DERIV_chain comp_funpow comp_id funpow_swap1 mult.right_neutral)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5853
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  5854
proposition higher_deriv_uminus:
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5855
  assumes "f holomorphic_on s" "open s" and z: "z \<in> s"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5856
    shows "(deriv ^^ n) (\<lambda>w. -(f w)) z = - ((deriv ^^ n) f z)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5857
using z
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5858
proof (induction n arbitrary: z)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5859
  case 0 then show ?case by simp
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5860
next
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  5861
  case (Suc n z)
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5862
  have *: "((deriv ^^ n) f has_field_derivative deriv ((deriv ^^ n) f) z) (at z)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5863
    using Suc.prems assms has_field_derivative_higher_deriv by auto
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5864
  show ?case
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5865
    apply simp
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5866
    apply (rule DERIV_imp_deriv)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5867
    apply (rule DERIV_transform_within_open [of "\<lambda>w. -((deriv ^^ n) f w)"])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5868
    apply (rule derivative_eq_intros | rule * refl assms Suc)+
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5869
    apply (simp add: Suc)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5870
    done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5871
qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5872
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  5873
proposition higher_deriv_add:
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5874
  fixes z::complex
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5875
  assumes "f holomorphic_on s" "g holomorphic_on s" "open s" and z: "z \<in> s"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5876
    shows "(deriv ^^ n) (\<lambda>w. f w + g w) z = (deriv ^^ n) f z + (deriv ^^ n) g z"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5877
using z
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5878
proof (induction n arbitrary: z)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5879
  case 0 then show ?case by simp
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5880
next
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  5881
  case (Suc n z)
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5882
  have *: "((deriv ^^ n) f has_field_derivative deriv ((deriv ^^ n) f) z) (at z)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5883
          "((deriv ^^ n) g has_field_derivative deriv ((deriv ^^ n) g) z) (at z)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5884
    using Suc.prems assms has_field_derivative_higher_deriv by auto
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5885
  show ?case
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5886
    apply simp
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5887
    apply (rule DERIV_imp_deriv)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5888
    apply (rule DERIV_transform_within_open [of "\<lambda>w. (deriv ^^ n) f w + (deriv ^^ n) g w"])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5889
    apply (rule derivative_eq_intros | rule * refl assms Suc)+
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5890
    apply (simp add: Suc)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5891
    done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5892
qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5893
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  5894
corollary higher_deriv_diff:
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5895
  fixes z::complex
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5896
  assumes "f holomorphic_on s" "g holomorphic_on s" "open s" and z: "z \<in> s"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5897
    shows "(deriv ^^ n) (\<lambda>w. f w - g w) z = (deriv ^^ n) f z - (deriv ^^ n) g z"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5898
  apply (simp only: Groups.group_add_class.diff_conv_add_uminus higher_deriv_add)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5899
  apply (subst higher_deriv_add)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5900
  using assms holomorphic_on_minus apply (auto simp: higher_deriv_uminus)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5901
  done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5902
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5903
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5904
lemma bb: "Suc n choose k = (n choose k) + (if k = 0 then 0 else (n choose (k - 1)))"
63367
6c731c8b7f03 simplified definitions of combinatorial functions
haftmann
parents: 63262
diff changeset
  5905
  by (cases k) simp_all
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5906
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5907
proposition higher_deriv_mult:
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5908
  fixes z::complex
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5909
  assumes "f holomorphic_on s" "g holomorphic_on s" "open s" and z: "z \<in> s"
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  5910
    shows "(deriv ^^ n) (\<lambda>w. f w * g w) z =
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5911
           (\<Sum>i = 0..n. of_nat (n choose i) * (deriv ^^ i) f z * (deriv ^^ (n - i)) g z)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5912
using z
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5913
proof (induction n arbitrary: z)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5914
  case 0 then show ?case by simp
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5915
next
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  5916
  case (Suc n z)
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5917
  have *: "\<And>n. ((deriv ^^ n) f has_field_derivative deriv ((deriv ^^ n) f) z) (at z)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5918
          "\<And>n. ((deriv ^^ n) g has_field_derivative deriv ((deriv ^^ n) g) z) (at z)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5919
    using Suc.prems assms has_field_derivative_higher_deriv by auto
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5920
  have sumeq: "(\<Sum>i = 0..n.
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5921
               of_nat (n choose i) * (deriv ((deriv ^^ i) f) z * (deriv ^^ (n - i)) g z + deriv ((deriv ^^ (n - i)) g) z * (deriv ^^ i) f z)) =
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5922
            g z * deriv ((deriv ^^ n) f) z + (\<Sum>i = 0..n. (deriv ^^ i) f z * (of_nat (Suc n choose i) * (deriv ^^ (Suc n - i)) g z))"
63367
6c731c8b7f03 simplified definitions of combinatorial functions
haftmann
parents: 63262
diff changeset
  5923
    apply (simp add: bb algebra_simps setsum.distrib)
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5924
    apply (subst (4) setsum_Suc_reindex)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5925
    apply (auto simp: algebra_simps Suc_diff_le intro: setsum.cong)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5926
    done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5927
  show ?case
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5928
    apply (simp only: funpow.simps o_apply)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5929
    apply (rule DERIV_imp_deriv)
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  5930
    apply (rule DERIV_transform_within_open
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5931
             [of "\<lambda>w. (\<Sum>i = 0..n. of_nat (n choose i) * (deriv ^^ i) f w * (deriv ^^ (n - i)) g w)"])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5932
    apply (simp add: algebra_simps)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5933
    apply (rule DERIV_cong [OF DERIV_setsum])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5934
    apply (rule DERIV_cmult)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5935
    apply (auto simp: intro: DERIV_mult * sumeq \<open>open s\<close> Suc.prems Suc.IH [symmetric])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5936
    done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5937
qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5938
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5939
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5940
proposition higher_deriv_transform_within_open:
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5941
  fixes z::complex
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5942
  assumes "f holomorphic_on s" "g holomorphic_on s" "open s" and z: "z \<in> s"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5943
      and fg: "\<And>w. w \<in> s \<Longrightarrow> f w = g w"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5944
    shows "(deriv ^^ i) f z = (deriv ^^ i) g z"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5945
using z
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  5946
by (induction i arbitrary: z)
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5947
   (auto simp: fg intro: complex_derivative_transform_within_open holomorphic_higher_deriv assms)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5948
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5949
proposition higher_deriv_compose_linear:
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5950
  fixes z::complex
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5951
  assumes f: "f holomorphic_on t" and s: "open s" and t: "open t" and z: "z \<in> s"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5952
      and fg: "\<And>w. w \<in> s \<Longrightarrow> u * w \<in> t"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5953
    shows "(deriv ^^ n) (\<lambda>w. f (u * w)) z = u^n * (deriv ^^ n) f (u * z)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5954
using z
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5955
proof (induction n arbitrary: z)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5956
  case 0 then show ?case by simp
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5957
next
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  5958
  case (Suc n z)
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5959
  have holo0: "f holomorphic_on op * u ` s"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5960
    by (meson fg f holomorphic_on_subset image_subset_iff)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5961
  have holo1: "(\<lambda>w. f (u * w)) holomorphic_on s"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5962
    apply (rule holomorphic_on_compose [where g=f, unfolded o_def])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5963
    apply (rule holo0 holomorphic_intros)+
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5964
    done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5965
  have holo2: "(\<lambda>z. u ^ n * (deriv ^^ n) f (u * z)) holomorphic_on s"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5966
    apply (rule holomorphic_intros)+
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5967
    apply (rule holomorphic_on_compose [where g="(deriv ^^ n) f", unfolded o_def])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5968
    apply (rule holomorphic_intros)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5969
    apply (rule holomorphic_on_subset [where s=t])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5970
    apply (rule holomorphic_intros assms)+
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5971
    apply (blast intro: fg)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5972
    done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5973
  have "deriv ((deriv ^^ n) (\<lambda>w. f (u * w))) z = deriv (\<lambda>z. u^n * (deriv ^^ n) f (u*z)) z"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5974
    apply (rule complex_derivative_transform_within_open [OF _ holo2 s Suc.prems])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5975
    apply (rule holomorphic_higher_deriv [OF holo1 s])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5976
    apply (simp add: Suc.IH)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5977
    done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5978
  also have "... = u^n * deriv (\<lambda>z. (deriv ^^ n) f (u * z)) z"
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  5979
    apply (rule deriv_cmult)
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5980
    apply (rule analytic_on_imp_differentiable_at [OF _ Suc.prems])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5981
    apply (rule analytic_on_compose_gen [where g="(deriv ^^ n) f" and t=t, unfolded o_def])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5982
    apply (simp add: analytic_on_linear)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5983
    apply (simp add: analytic_on_open f holomorphic_higher_deriv t)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5984
    apply (blast intro: fg)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5985
    done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5986
  also have "... = u * u ^ n * deriv ((deriv ^^ n) f) (u * z)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5987
      apply (subst complex_derivative_chain [where g = "(deriv ^^ n) f" and f = "op*u", unfolded o_def])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5988
      apply (rule derivative_intros)
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  5989
      using Suc.prems field_differentiable_def f fg has_field_derivative_higher_deriv t apply blast
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5990
      apply (simp add: deriv_linear)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5991
      done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5992
  finally show ?case
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5993
    by simp
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5994
qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5995
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  5996
lemma higher_deriv_add_at:
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5997
  assumes "f analytic_on {z}" "g analytic_on {z}"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5998
    shows "(deriv ^^ n) (\<lambda>w. f w + g w) z = (deriv ^^ n) f z + (deriv ^^ n) g z"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  5999
proof -
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6000
  have "f analytic_on {z} \<and> g analytic_on {z}"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6001
    using assms by blast
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6002
  with higher_deriv_add show ?thesis
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6003
    by (auto simp: analytic_at_two)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6004
qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6005
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6006
lemma higher_deriv_diff_at:
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6007
  assumes "f analytic_on {z}" "g analytic_on {z}"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6008
    shows "(deriv ^^ n) (\<lambda>w. f w - g w) z = (deriv ^^ n) f z - (deriv ^^ n) g z"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6009
proof -
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6010
  have "f analytic_on {z} \<and> g analytic_on {z}"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6011
    using assms by blast
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6012
  with higher_deriv_diff show ?thesis
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6013
    by (auto simp: analytic_at_two)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6014
qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6015
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6016
lemma higher_deriv_uminus_at:
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6017
   "f analytic_on {z}  \<Longrightarrow> (deriv ^^ n) (\<lambda>w. -(f w)) z = - ((deriv ^^ n) f z)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6018
  using higher_deriv_uminus
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6019
    by (auto simp: analytic_at)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6020
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6021
lemma higher_deriv_mult_at:
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6022
  assumes "f analytic_on {z}" "g analytic_on {z}"
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6023
    shows "(deriv ^^ n) (\<lambda>w. f w * g w) z =
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6024
           (\<Sum>i = 0..n. of_nat (n choose i) * (deriv ^^ i) f z * (deriv ^^ (n - i)) g z)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6025
proof -
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6026
  have "f analytic_on {z} \<and> g analytic_on {z}"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6027
    using assms by blast
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6028
  with higher_deriv_mult show ?thesis
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6029
    by (auto simp: analytic_at_two)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6030
qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6031
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6032
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6033
text\<open> Nonexistence of isolated singularities and a stronger integral formula.\<close>
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6034
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6035
proposition no_isolated_singularity:
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6036
  fixes z::complex
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6037
  assumes f: "continuous_on s f" and holf: "f holomorphic_on (s - k)" and s: "open s" and k: "finite k"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6038
    shows "f holomorphic_on s"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6039
proof -
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6040
  { fix z
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6041
    assume "z \<in> s" and cdf: "\<And>x. x\<in>s - k \<Longrightarrow> f field_differentiable at x"
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6042
    have "f field_differentiable at z"
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6043
    proof (cases "z \<in> k")
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6044
      case False then show ?thesis by (blast intro: cdf \<open>z \<in> s\<close>)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6045
    next
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6046
      case True
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6047
      with finite_set_avoid [OF k, of z]
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6048
      obtain d where "d>0" and d: "\<And>x. \<lbrakk>x\<in>k; x \<noteq> z\<rbrakk> \<Longrightarrow> d \<le> dist z x"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6049
        by blast
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6050
      obtain e where "e>0" and e: "ball z e \<subseteq> s"
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6051
        using  s \<open>z \<in> s\<close> by (force simp add: open_contains_ball)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6052
      have fde: "continuous_on (ball z (min d e)) f"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6053
        by (metis Int_iff ball_min_Int continuous_on_subset e f subsetI)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6054
      have "\<exists>g. \<forall>w \<in> ball z (min d e). (g has_field_derivative f w) (at w within ball z (min d e))"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6055
        apply (rule contour_integral_convex_primitive [OF convex_ball fde])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6056
        apply (rule Cauchy_theorem_triangle_cofinite [OF _ k])
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6057
         apply (metis continuous_on_subset [OF fde] closed_segment_subset convex_ball starlike_convex_subset)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6058
        apply (rule cdf)
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6059
        apply (metis Diff_iff Int_iff ball_min_Int bot_least contra_subsetD convex_ball e insert_subset
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6060
               interior_mono interior_subset subset_hull)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6061
        done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6062
      then have "f holomorphic_on ball z (min d e)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6063
        by (metis open_ball at_within_open derivative_is_holomorphic)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6064
      then show ?thesis
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6065
        unfolding holomorphic_on_def
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6066
        by (metis open_ball \<open>0 < d\<close> \<open>0 < e\<close> at_within_open centre_in_ball min_less_iff_conj)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6067
    qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6068
  }
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6069
  with holf s k show ?thesis
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6070
    by (simp add: holomorphic_on_open open_Diff finite_imp_closed field_differentiable_def [symmetric])
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6071
qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6072
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6073
proposition Cauchy_integral_formula_convex:
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6074
    assumes s: "convex s" and k: "finite k" and contf: "continuous_on s f"
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6075
        and fcd: "(\<And>x. x \<in> interior s - k \<Longrightarrow> f field_differentiable at x)"
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6076
        and z: "z \<in> interior s" and vpg: "valid_path \<gamma>"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6077
        and pasz: "path_image \<gamma> \<subseteq> s - {z}" and loop: "pathfinish \<gamma> = pathstart \<gamma>"
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  6078
      shows "((\<lambda>w. f w / (w - z)) has_contour_integral (2*pi * \<i> * winding_number \<gamma> z * f z)) \<gamma>"
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6079
  apply (rule Cauchy_integral_formula_weak [OF s finite.emptyI contf])
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6080
  apply (simp add: holomorphic_on_open [symmetric] field_differentiable_def)
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6081
  using no_isolated_singularity [where s = "interior s"]
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6082
  apply (metis k contf fcd holomorphic_on_open field_differentiable_def continuous_on_subset
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6083
               has_field_derivative_at_within holomorphic_on_def interior_subset open_interior)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6084
  using assms
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6085
  apply auto
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6086
  done
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6087
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6088
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6089
text\<open> Formula for higher derivatives.\<close>
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6090
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6091
proposition Cauchy_has_contour_integral_higher_derivative_circlepath:
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6092
  assumes contf: "continuous_on (cball z r) f"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6093
      and holf: "f holomorphic_on ball z r"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6094
      and w: "w \<in> ball z r"
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  6095
    shows "((\<lambda>u. f u / (u - w) ^ (Suc k)) has_contour_integral ((2 * pi * \<i>) / (fact k) * (deriv ^^ k) f w))
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6096
           (circlepath z r)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6097
using w
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6098
proof (induction k arbitrary: w)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6099
  case 0 then show ?case
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6100
    using assms by (auto simp: Cauchy_integral_circlepath dist_commute dist_norm)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6101
next
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6102
  case (Suc k)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6103
  have [simp]: "r > 0" using w
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6104
    using ball_eq_empty by fastforce
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6105
  have f: "continuous_on (path_image (circlepath z r)) f"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6106
    by (rule continuous_on_subset [OF contf]) (force simp add: cball_def sphere_def less_imp_le)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6107
  obtain X where X: "((\<lambda>u. f u / (u - w) ^ Suc (Suc k)) has_contour_integral X) (circlepath z r)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6108
    using Cauchy_next_derivative_circlepath(1) [OF f Suc.IH _ Suc.prems]
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6109
    by (auto simp: contour_integrable_on_def)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6110
  then have con: "contour_integral (circlepath z r) ((\<lambda>u. f u / (u - w) ^ Suc (Suc k))) = X"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6111
    by (rule contour_integral_unique)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6112
  have "\<And>n. ((deriv ^^ n) f has_field_derivative deriv ((deriv ^^ n) f) w) (at w)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6113
    using Suc.prems assms has_field_derivative_higher_deriv by auto
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6114
  then have dnf_diff: "\<And>n. (deriv ^^ n) f field_differentiable (at w)"
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6115
    by (force simp add: field_differentiable_def)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6116
  have "deriv (\<lambda>w. complex_of_real (2 * pi) * \<i> / (fact k) * (deriv ^^ k) f w) w =
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6117
          of_nat (Suc k) * contour_integral (circlepath z r) (\<lambda>u. f u / (u - w) ^ Suc (Suc k))"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6118
    by (force intro!: DERIV_imp_deriv Cauchy_next_derivative_circlepath [OF f Suc.IH _ Suc.prems])
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6119
  also have "... = of_nat (Suc k) * X"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6120
    by (simp only: con)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6121
  finally have "deriv (\<lambda>w. ((2 * pi) * \<i> / (fact k)) * (deriv ^^ k) f w) w = of_nat (Suc k) * X" .
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6122
  then have "((2 * pi) * \<i> / (fact k)) * deriv (\<lambda>w. (deriv ^^ k) f w) w = of_nat (Suc k) * X"
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6123
    by (metis deriv_cmult dnf_diff)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6124
  then have "deriv (\<lambda>w. (deriv ^^ k) f w) w = of_nat (Suc k) * X / ((2 * pi) * \<i> / (fact k))"
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6125
    by (simp add: field_simps)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6126
  then show ?case
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6127
  using of_nat_eq_0_iff X by fastforce
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6128
qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6129
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6130
proposition Cauchy_higher_derivative_integral_circlepath:
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6131
  assumes contf: "continuous_on (cball z r) f"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6132
      and holf: "f holomorphic_on ball z r"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6133
      and w: "w \<in> ball z r"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6134
    shows "(\<lambda>u. f u / (u - w)^(Suc k)) contour_integrable_on (circlepath z r)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6135
           (is "?thes1")
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  6136
      and "(deriv ^^ k) f w = (fact k) / (2 * pi * \<i>) * contour_integral(circlepath z r) (\<lambda>u. f u/(u - w)^(Suc k))"
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6137
           (is "?thes2")
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6138
proof -
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6139
  have *: "((\<lambda>u. f u / (u - w) ^ Suc k) has_contour_integral (2 * pi) * \<i> / (fact k) * (deriv ^^ k) f w)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6140
           (circlepath z r)"
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6141
    using Cauchy_has_contour_integral_higher_derivative_circlepath [OF assms]
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6142
    by simp
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6143
  show ?thes1 using *
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6144
    using contour_integrable_on_def by blast
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6145
  show ?thes2
61848
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6146
    unfolding contour_integral_unique [OF *] by (simp add: divide_simps)
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6147
qed
9250e546ab23 New complex analysis material
paulson <lp15@cam.ac.uk>
parents: 61810
diff changeset
  6148
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6149
corollary Cauchy_contour_integral_circlepath:
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6150
  assumes "continuous_on (cball z r) f" "f holomorphic_on ball z r" "w \<in> ball z r"
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  6151
    shows "contour_integral(circlepath z r) (\<lambda>u. f u/(u - w)^(Suc k)) = (2 * pi * \<i>) * (deriv ^^ k) f w / (fact k)"
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6152
by (simp add: Cauchy_higher_derivative_integral_circlepath [OF assms])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6153
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6154
corollary Cauchy_contour_integral_circlepath_2:
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6155
  assumes "continuous_on (cball z r) f" "f holomorphic_on ball z r" "w \<in> ball z r"
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  6156
    shows "contour_integral(circlepath z r) (\<lambda>u. f u/(u - w)^2) = (2 * pi * \<i>) * deriv f w"
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6157
  using Cauchy_contour_integral_circlepath [OF assms, of 1]
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6158
  by (simp add: power2_eq_square)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6159
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6160
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6161
subsection\<open>A holomorphic function is analytic, i.e. has local power series.\<close>
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6162
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6163
theorem holomorphic_power_series:
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6164
  assumes holf: "f holomorphic_on ball z r"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6165
      and w: "w \<in> ball z r"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6166
    shows "((\<lambda>n. (deriv ^^ n) f z / (fact n) * (w - z)^n) sums f w)"
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6167
proof -
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6168
  have fh': "f holomorphic_on cball z ((r + dist w z) / 2)"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6169
     apply (rule holomorphic_on_subset [OF holf])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6170
     apply (clarsimp simp del: divide_const_simps)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6171
     apply (metis add.commute dist_commute le_less_trans mem_ball real_gt_half_sum w)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6172
     done
62175
8ffc4d0e652d isabelle update_cartouches -c -t;
wenzelm
parents: 62131
diff changeset
  6173
  \<comment>\<open>Replacing @{term r} and the original (weak) premises\<close>
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6174
  obtain r where "0 < r" and holfc: "f holomorphic_on cball z r" and w: "w \<in> ball z r"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6175
    apply (rule that [of "(r + dist w z) / 2"])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6176
      apply (simp_all add: fh')
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6177
     apply (metis add_0_iff ball_eq_empty dist_nz dist_self empty_iff not_less pos_add_strict w)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6178
    apply (metis add_less_cancel_right dist_commute mem_ball mult_2_right w)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6179
    done
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6180
  then have holf: "f holomorphic_on ball z r" and contf: "continuous_on (cball z r) f"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6181
    using ball_subset_cball holomorphic_on_subset apply blast
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6182
    by (simp add: holfc holomorphic_on_imp_continuous_on)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6183
  have cint: "\<And>k. (\<lambda>u. f u / (u - z) ^ Suc k) contour_integrable_on circlepath z r"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6184
    apply (rule Cauchy_higher_derivative_integral_circlepath [OF contf holf])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6185
    apply (simp add: \<open>0 < r\<close>)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6186
    done
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6187
  obtain B where "0 < B" and B: "\<And>u. u \<in> cball z r \<Longrightarrow> norm(f u) \<le> B"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6188
    by (metis (no_types) bounded_pos compact_cball compact_continuous_image compact_imp_bounded contf image_eqI)
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6189
  obtain k where k: "0 < k" "k \<le> r" and wz_eq: "norm(w - z) = r - k"
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6190
             and kle: "\<And>u. norm(u - z) = r \<Longrightarrow> k \<le> norm(u - w)"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6191
    apply (rule_tac k = "r - dist z w" in that)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6192
    using w
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6193
    apply (auto simp: dist_norm norm_minus_commute)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6194
    by (metis add_diff_eq diff_add_cancel norm_diff_ineq norm_minus_commute)
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6195
  have *: "\<forall>\<^sub>F n in sequentially. \<forall>x\<in>path_image (circlepath z r).
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6196
                norm ((\<Sum>k<n. (w - z) ^ k * (f x / (x - z) ^ Suc k)) - f x / (x - w)) < e"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6197
          if "0 < e" for e
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6198
  proof -
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6199
    have rr: "0 \<le> (r - k) / r" "(r - k) / r < 1" using  k by auto
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6200
    obtain n where n: "((r - k) / r) ^ n < e / B * k"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6201
      using real_arch_pow_inv [of "e/B*k" "(r - k)/r"] \<open>0 < e\<close> \<open>0 < B\<close> k by force
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6202
    have "norm ((\<Sum>k<N. (w - z) ^ k * f u / (u - z) ^ Suc k) - f u / (u - w)) < e"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6203
         if "n \<le> N" and r: "r = dist z u"  for N u
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6204
    proof -
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6205
      have N: "((r - k) / r) ^ N < e / B * k"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6206
        apply (rule le_less_trans [OF power_decreasing n])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6207
        using  \<open>n \<le> N\<close> k by auto
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6208
      have u [simp]: "(u \<noteq> z) \<and> (u \<noteq> w)"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6209
        using \<open>0 < r\<close> r w by auto
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6210
      have wzu_not1: "(w - z) / (u - z) \<noteq> 1"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6211
        by (metis (no_types) dist_norm divide_eq_1_iff less_irrefl mem_ball norm_minus_commute r w)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6212
      have "norm ((\<Sum>k<N. (w - z) ^ k * f u / (u - z) ^ Suc k) * (u - w) - f u)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6213
            = norm ((\<Sum>k<N. (((w - z) / (u - z)) ^ k)) * f u * (u - w) / (u - z) - f u)"
63918
6bf55e6e0b75 left_distrib ~> distrib_right, right_distrib ~> distrib_left
fleury <Mathias.Fleury@mpi-inf.mpg.de>
parents: 63627
diff changeset
  6214
        unfolding setsum_distrib_right setsum_divide_distrib power_divide by (simp add: algebra_simps)
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6215
      also have "... = norm ((((w - z) / (u - z)) ^ N - 1) * (u - w) / (((w - z) / (u - z) - 1) * (u - z)) - 1) * norm (f u)"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6216
        using \<open>0 < B\<close>
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6217
        apply (auto simp: geometric_sum [OF wzu_not1])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6218
        apply (simp add: field_simps norm_mult [symmetric])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6219
        done
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6220
      also have "... = norm ((u-z) ^ N * (w - u) - ((w - z) ^ N - (u-z) ^ N) * (u-w)) / (r ^ N * norm (u-w)) * norm (f u)"
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6221
        using \<open>0 < r\<close> r by (simp add: divide_simps norm_mult norm_divide norm_power dist_norm norm_minus_commute)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6222
      also have "... = norm ((w - z) ^ N * (w - u)) / (r ^ N * norm (u - w)) * norm (f u)"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6223
        by (simp add: algebra_simps)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6224
      also have "... = norm (w - z) ^ N * norm (f u) / r ^ N"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6225
        by (simp add: norm_mult norm_power norm_minus_commute)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6226
      also have "... \<le> (((r - k)/r)^N) * B"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6227
        using \<open>0 < r\<close> w k
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6228
        apply (simp add: divide_simps)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6229
        apply (rule mult_mono [OF power_mono])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6230
        apply (auto simp: norm_divide wz_eq norm_power dist_norm norm_minus_commute B r)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6231
        done
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6232
      also have "... < e * k"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6233
        using \<open>0 < B\<close> N by (simp add: divide_simps)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6234
      also have "... \<le> e * norm (u - w)"
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6235
        using r kle \<open>0 < e\<close> by (simp add: dist_commute dist_norm)
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6236
      finally show ?thesis
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6237
        by (simp add: divide_simps norm_divide del: power_Suc)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6238
    qed
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6239
    with \<open>0 < r\<close> show ?thesis
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6240
      by (auto simp: mult_ac less_imp_le eventually_sequentially Ball_def)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6241
  qed
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6242
  have eq: "\<forall>\<^sub>F x in sequentially.
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6243
             contour_integral (circlepath z r) (\<lambda>u. \<Sum>k<x. (w - z) ^ k * (f u / (u - z) ^ Suc k)) =
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6244
             (\<Sum>k<x. contour_integral (circlepath z r) (\<lambda>u. f u / (u - z) ^ Suc k) * (w - z) ^ k)"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6245
    apply (rule eventuallyI)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6246
    apply (subst contour_integral_setsum, simp)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6247
    using contour_integrable_lmul [OF cint, of "(w - z) ^ a" for a] apply (simp add: field_simps)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6248
    apply (simp only: contour_integral_lmul cint algebra_simps)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6249
    done
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6250
  have "(\<lambda>k. contour_integral (circlepath z r) (\<lambda>u. f u/(u - z)^(Suc k)) * (w - z)^k)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6251
        sums contour_integral (circlepath z r) (\<lambda>u. f u/(u - w))"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6252
    unfolding sums_def
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6253
    apply (rule Lim_transform_eventually [OF eq])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6254
    apply (rule contour_integral_uniform_limit_circlepath [OF eventuallyI *])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6255
    apply (rule contour_integrable_setsum, simp)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6256
    apply (rule contour_integrable_lmul)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6257
    apply (rule Cauchy_higher_derivative_integral_circlepath [OF contf holf])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6258
    using \<open>0 < r\<close>
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6259
    apply auto
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6260
    done
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6261
  then have "(\<lambda>k. contour_integral (circlepath z r) (\<lambda>u. f u/(u - z)^(Suc k)) * (w - z)^k)
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  6262
             sums (2 * of_real pi * \<i> * f w)"
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6263
    using w by (auto simp: dist_commute dist_norm contour_integral_unique [OF Cauchy_integral_circlepath_simple [OF holfc]])
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6264
  then have "(\<lambda>k. contour_integral (circlepath z r) (\<lambda>u. f u / (u - z) ^ Suc k) * (w - z)^k / (\<i> * (of_real pi * 2)))
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  6265
            sums ((2 * of_real pi * \<i> * f w) / (\<i> * (complex_of_real pi * 2)))"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6266
    by (rule sums_divide)
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6267
  then have "(\<lambda>n. (w - z) ^ n * contour_integral (circlepath z r) (\<lambda>u. f u / (u - z) ^ Suc n) / (\<i> * (of_real pi * 2)))
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6268
            sums f w"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6269
    by (simp add: field_simps)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6270
  then show ?thesis
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6271
    by (simp add: field_simps \<open>0 < r\<close> Cauchy_higher_derivative_integral_circlepath [OF contf holf])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6272
qed
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6273
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6274
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6275
subsection\<open>The Liouville theorem and the Fundamental Theorem of Algebra.\<close>
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6276
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6277
text\<open> These weak Liouville versions don't even need the derivative formula.\<close>
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6278
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6279
lemma Liouville_weak_0:
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61945
diff changeset
  6280
  assumes holf: "f holomorphic_on UNIV" and inf: "(f \<longlongrightarrow> 0) at_infinity"
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6281
    shows "f z = 0"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6282
proof (rule ccontr)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6283
  assume fz: "f z \<noteq> 0"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6284
  with inf [unfolded Lim_at_infinity, rule_format, of "norm(f z)/2"]
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6285
  obtain B where B: "\<And>x. B \<le> cmod x \<Longrightarrow> norm (f x) * 2 < cmod (f z)"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6286
    by (auto simp: dist_norm)
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  6287
  define R where "R = 1 + \<bar>B\<bar> + norm z"
63262
e497387de7af remove smt call in Lebesge_Measure
hoelzl
parents: 63092
diff changeset
  6288
  have "R > 0" unfolding R_def
62626
de25474ce728 Contractible sets. Also removal of obsolete theorems and refactoring
paulson <lp15@cam.ac.uk>
parents: 62623
diff changeset
  6289
  proof -
de25474ce728 Contractible sets. Also removal of obsolete theorems and refactoring
paulson <lp15@cam.ac.uk>
parents: 62623
diff changeset
  6290
    have "0 \<le> cmod z + \<bar>B\<bar>"
de25474ce728 Contractible sets. Also removal of obsolete theorems and refactoring
paulson <lp15@cam.ac.uk>
parents: 62623
diff changeset
  6291
      by (metis (full_types) add_nonneg_nonneg norm_ge_zero real_norm_def)
de25474ce728 Contractible sets. Also removal of obsolete theorems and refactoring
paulson <lp15@cam.ac.uk>
parents: 62623
diff changeset
  6292
    then show "0 < 1 + \<bar>B\<bar> + cmod z"
de25474ce728 Contractible sets. Also removal of obsolete theorems and refactoring
paulson <lp15@cam.ac.uk>
parents: 62623
diff changeset
  6293
      by linarith
63262
e497387de7af remove smt call in Lebesge_Measure
hoelzl
parents: 63092
diff changeset
  6294
  qed
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6295
  have *: "((\<lambda>u. f u / (u - z)) has_contour_integral 2 * complex_of_real pi * \<i> * f z) (circlepath z R)"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6296
    apply (rule Cauchy_integral_circlepath)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6297
    using \<open>R > 0\<close> apply (auto intro: holomorphic_on_subset [OF holf] holomorphic_on_imp_continuous_on)+
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6298
    done
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6299
  have "cmod (x - z) = R \<Longrightarrow> cmod (f x) * 2 \<le> cmod (f z)" for x
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6300
    apply (simp add: R_def)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6301
    apply (rule less_imp_le)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6302
    apply (rule B)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6303
    using norm_triangle_ineq4 [of x z]
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6304
    apply (auto simp:)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6305
    done
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6306
  with  \<open>R > 0\<close> fz show False
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6307
    using has_contour_integral_bound_circlepath [OF *, of "norm(f z)/2/R"]
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6308
    by (auto simp: norm_mult norm_divide divide_simps)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6309
qed
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6310
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6311
proposition Liouville_weak:
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61945
diff changeset
  6312
  assumes "f holomorphic_on UNIV" and "(f \<longlongrightarrow> l) at_infinity"
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6313
    shows "f z = l"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6314
  using Liouville_weak_0 [of "\<lambda>z. f z - l"]
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6315
  by (simp add: assms holomorphic_on_const holomorphic_on_diff LIM_zero)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6316
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6317
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6318
proposition Liouville_weak_inverse:
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6319
  assumes "f holomorphic_on UNIV" and unbounded: "\<And>B. eventually (\<lambda>x. norm (f x) \<ge> B) at_infinity"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6320
    obtains z where "f z = 0"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6321
proof -
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6322
  { assume f: "\<And>z. f z \<noteq> 0"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6323
    have 1: "(\<lambda>x. 1 / f x) holomorphic_on UNIV"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6324
      by (simp add: holomorphic_on_divide holomorphic_on_const assms f)
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61945
diff changeset
  6325
    have 2: "((\<lambda>x. 1 / f x) \<longlongrightarrow> 0) at_infinity"
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6326
      apply (rule tendstoI [OF eventually_mono])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6327
      apply (rule_tac B="2/e" in unbounded)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6328
      apply (simp add: dist_norm norm_divide divide_simps mult_ac)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6329
      done
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6330
    have False
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6331
      using Liouville_weak_0 [OF 1 2] f by simp
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6332
  }
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6333
  then show ?thesis
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6334
    using that by blast
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6335
qed
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6336
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6337
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6338
text\<open> In particular we get the Fundamental Theorem of Algebra.\<close>
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6339
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6340
theorem fundamental_theorem_of_algebra:
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6341
    fixes a :: "nat \<Rightarrow> complex"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6342
  assumes "a 0 = 0 \<or> (\<exists>i \<in> {1..n}. a i \<noteq> 0)"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6343
  obtains z where "(\<Sum>i\<le>n. a i * z^i) = 0"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6344
using assms
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6345
proof (elim disjE bexE)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6346
  assume "a 0 = 0" then show ?thesis
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6347
    by (auto simp: that [of 0])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6348
next
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6349
  fix i
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6350
  assume i: "i \<in> {1..n}" and nz: "a i \<noteq> 0"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6351
  have 1: "(\<lambda>z. \<Sum>i\<le>n. a i * z^i) holomorphic_on UNIV"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6352
    by (rule holomorphic_intros)+
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6353
  show ?thesis
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6354
    apply (rule Liouville_weak_inverse [OF 1])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6355
    apply (rule polyfun_extremal)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6356
    apply (rule nz)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6357
    using i that
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6358
    apply (auto simp:)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6359
    done
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6360
qed
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6361
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6362
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6363
subsection\<open> Weierstrass convergence theorem.\<close>
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6364
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6365
proposition holomorphic_uniform_limit:
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6366
  assumes cont: "eventually (\<lambda>n. continuous_on (cball z r) (f n) \<and> (f n) holomorphic_on ball z r) F"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6367
      and lim: "\<And>e. 0 < e \<Longrightarrow> eventually (\<lambda>n. \<forall>x \<in> cball z r. norm(f n x - g x) < e) F"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6368
      and F:  "~ trivial_limit F"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6369
  obtains "continuous_on (cball z r) g" "g holomorphic_on ball z r"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6370
proof (cases r "0::real" rule: linorder_cases)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6371
  case less then show ?thesis by (force simp add: ball_empty less_imp_le continuous_on_def holomorphic_on_def intro: that)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6372
next
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6373
  case equal then show ?thesis
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6374
    by (force simp add: holomorphic_on_def continuous_on_sing intro: that)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6375
next
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6376
  case greater
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6377
  have contg: "continuous_on (cball z r) g"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6378
    using cont
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6379
    by (fastforce simp: eventually_conj_iff dist_norm intro: eventually_mono [OF lim] continuous_uniform_limit [OF F])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6380
  have 1: "continuous_on (path_image (circlepath z r)) (\<lambda>x. 1 / (2 * complex_of_real pi * \<i>) * g x)"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6381
    apply (rule continuous_intros continuous_on_subset [OF contg])+
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6382
    using \<open>0 < r\<close> by auto
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6383
  have 2: "((\<lambda>u. 1 / (2 * of_real pi * \<i>) * g u / (u - w) ^ 1) has_contour_integral g w) (circlepath z r)"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6384
       if w: "w \<in> ball z r" for w
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6385
  proof -
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  6386
    define d where "d = (r - norm(w - z))"
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6387
    have "0 < d"  "d \<le> r" using w by (auto simp: norm_minus_commute d_def dist_norm)
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6388
    have dle: "\<And>u. cmod (z - u) = r \<Longrightarrow> d \<le> cmod (u - w)"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6389
      unfolding d_def by (metis add_diff_eq diff_add_cancel norm_diff_ineq norm_minus_commute)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6390
    have ev_int: "\<forall>\<^sub>F n in F. (\<lambda>u. f n u / (u - w)) contour_integrable_on circlepath z r"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6391
      apply (rule eventually_mono [OF cont])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6392
      using w
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6393
      apply (auto intro: Cauchy_higher_derivative_integral_circlepath [where k=0, simplified])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6394
      done
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6395
    have ev_less: "\<forall>\<^sub>F n in F. \<forall>x\<in>path_image (circlepath z r). cmod (f n x / (x - w) - g x / (x - w)) < e"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6396
         if "e > 0" for e
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6397
      using greater \<open>0 < d\<close> \<open>0 < e\<close>
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6398
      apply (simp add: norm_divide diff_divide_distrib [symmetric] divide_simps)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6399
      apply (rule_tac e1="e * d" in eventually_mono [OF lim])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6400
      apply (force simp: dist_norm intro: dle mult_left_mono less_le_trans)+
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6401
      done
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6402
    have g_cint: "(\<lambda>u. g u/(u - w)) contour_integrable_on circlepath z r"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6403
      by (rule contour_integral_uniform_limit_circlepath [OF ev_int ev_less F \<open>0 < r\<close>])
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61945
diff changeset
  6404
    have cif_tends_cig: "((\<lambda>n. contour_integral(circlepath z r) (\<lambda>u. f n u / (u - w))) \<longlongrightarrow> contour_integral(circlepath z r) (\<lambda>u. g u/(u - w))) F"
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6405
      by (rule contour_integral_uniform_limit_circlepath [OF ev_int ev_less F \<open>0 < r\<close>])
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  6406
    have f_tends_cig: "((\<lambda>n. 2 * of_real pi * \<i> * f n w) \<longlongrightarrow> contour_integral (circlepath z r) (\<lambda>u. g u / (u - w))) F"
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6407
      apply (rule Lim_transform_eventually [where f = "\<lambda>n. contour_integral (circlepath z r) (\<lambda>u. f n u/(u - w))"])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6408
      apply (rule eventually_mono [OF cont])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6409
      apply (rule contour_integral_unique [OF Cauchy_integral_circlepath])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6410
      using w
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6411
      apply (auto simp: norm_minus_commute dist_norm cif_tends_cig)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6412
      done
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61945
diff changeset
  6413
    have "((\<lambda>n. 2 * of_real pi * \<i> * f n w) \<longlongrightarrow> 2 * of_real pi * \<i> * g w) F"
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6414
      apply (rule tendsto_mult_left [OF tendstoI])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6415
      apply (rule eventually_mono [OF lim], assumption)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6416
      using w
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6417
      apply (force simp add: dist_norm)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6418
      done
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6419
    then have "((\<lambda>u. g u / (u - w)) has_contour_integral 2 * of_real pi * \<i> * g w) (circlepath z r)"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6420
      using has_contour_integral_integral [OF g_cint] tendsto_unique [OF F f_tends_cig] w
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6421
      by (force simp add: dist_norm)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6422
    then have "((\<lambda>u. g u / (2 * of_real pi * \<i> * (u - w))) has_contour_integral g w) (circlepath z r)"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6423
      using has_contour_integral_div [where c = "2 * of_real pi * \<i>"]
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6424
      by (force simp add: field_simps)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6425
    then show ?thesis
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6426
      by (simp add: dist_norm)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6427
  qed
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6428
  show ?thesis
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6429
    using Cauchy_next_derivative_circlepath(2) [OF 1 2, simplified]
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6430
    by (fastforce simp add: holomorphic_on_open contg intro: that)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6431
qed
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6432
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6433
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6434
text\<open> Version showing that the limit is the limit of the derivatives.\<close>
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6435
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6436
proposition has_complex_derivative_uniform_limit:
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6437
  fixes z::complex
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6438
  assumes cont: "eventually (\<lambda>n. continuous_on (cball z r) (f n) \<and>
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6439
                               (\<forall>w \<in> ball z r. ((f n) has_field_derivative (f' n w)) (at w))) F"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6440
      and lim: "\<And>e. 0 < e \<Longrightarrow> eventually (\<lambda>n. \<forall>x \<in> cball z r. norm(f n x - g x) < e) F"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6441
      and F:  "~ trivial_limit F" and "0 < r"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6442
  obtains g' where
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6443
      "continuous_on (cball z r) g"
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61945
diff changeset
  6444
      "\<And>w. w \<in> ball z r \<Longrightarrow> (g has_field_derivative (g' w)) (at w) \<and> ((\<lambda>n. f' n w) \<longlongrightarrow> g' w) F"
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6445
proof -
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6446
  let ?conint = "contour_integral (circlepath z r)"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6447
  have g: "continuous_on (cball z r) g" "g holomorphic_on ball z r"
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6448
    by (rule holomorphic_uniform_limit [OF eventually_mono [OF cont] lim F];
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6449
             auto simp: holomorphic_on_open field_differentiable_def)+
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6450
  then obtain g' where g': "\<And>x. x \<in> ball z r \<Longrightarrow> (g has_field_derivative g' x) (at x)"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6451
    using DERIV_deriv_iff_has_field_derivative
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6452
    by (fastforce simp add: holomorphic_on_open)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6453
  then have derg: "\<And>x. x \<in> ball z r \<Longrightarrow> deriv g x = g' x"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6454
    by (simp add: DERIV_imp_deriv)
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61945
diff changeset
  6455
  have tends_f'n_g': "((\<lambda>n. f' n w) \<longlongrightarrow> g' w) F" if w: "w \<in> ball z r" for w
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6456
  proof -
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6457
    have eq_f': "?conint (\<lambda>x. f n x / (x - w)\<^sup>2) - ?conint (\<lambda>x. g x / (x - w)\<^sup>2) = (f' n w - g' w) * (2 * of_real pi * \<i>)"
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6458
             if cont_fn: "continuous_on (cball z r) (f n)"
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6459
             and fnd: "\<And>w. w \<in> ball z r \<Longrightarrow> (f n has_field_derivative f' n w) (at w)" for n
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6460
    proof -
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6461
      have hol_fn: "f n holomorphic_on ball z r"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6462
        using fnd by (force simp add: holomorphic_on_open)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6463
      have "(f n has_field_derivative 1 / (2 * of_real pi * \<i>) * ?conint (\<lambda>u. f n u / (u - w)\<^sup>2)) (at w)"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6464
        by (rule Cauchy_derivative_integral_circlepath [OF cont_fn hol_fn w])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6465
      then have f': "f' n w = 1 / (2 * of_real pi * \<i>) * ?conint (\<lambda>u. f n u / (u - w)\<^sup>2)"
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6466
        using DERIV_unique [OF fnd] w by blast
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6467
      show ?thesis
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6468
        by (simp add: f' Cauchy_contour_integral_circlepath_2 [OF g w] derg [OF w] divide_simps)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6469
    qed
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  6470
    define d where "d = (r - norm(w - z))^2"
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6471
    have "d > 0"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6472
      using w by (simp add: dist_commute dist_norm d_def)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6473
    have dle: "\<And>y. r = cmod (z - y) \<Longrightarrow> d \<le> cmod ((y - w)\<^sup>2)"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6474
      apply (simp add: d_def norm_power)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6475
      apply (rule power_mono)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6476
      apply (metis add_diff_eq diff_add_cancel norm_diff_ineq norm_minus_commute)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6477
      apply (metis diff_ge_0_iff_ge dist_commute dist_norm less_eq_real_def mem_ball w)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6478
      done
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6479
    have 1: "\<forall>\<^sub>F n in F. (\<lambda>x. f n x / (x - w)\<^sup>2) contour_integrable_on circlepath z r"
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6480
      by (force simp add: holomorphic_on_open intro: w Cauchy_derivative_integral_circlepath eventually_mono [OF cont])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6481
    have 2: "0 < e \<Longrightarrow> \<forall>\<^sub>F n in F. \<forall>x \<in> path_image (circlepath z r). cmod (f n x / (x - w)\<^sup>2 - g x / (x - w)\<^sup>2) < e" for e
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6482
      using \<open>r > 0\<close>
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6483
      apply (simp add: diff_divide_distrib [symmetric] norm_divide divide_simps sphere_def)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6484
      apply (rule eventually_mono [OF lim, of "e*d"])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6485
      apply (simp add: \<open>0 < d\<close>)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6486
      apply (force simp add: dist_norm dle intro: less_le_trans)
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6487
      done
62087
44841d07ef1d revisions to limits and derivatives, plus new lemmas
paulson
parents: 61976
diff changeset
  6488
    have "((\<lambda>n. contour_integral (circlepath z r) (\<lambda>x. f n x / (x - w)\<^sup>2))
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61945
diff changeset
  6489
             \<longlongrightarrow> contour_integral (circlepath z r) ((\<lambda>x. g x / (x - w)\<^sup>2))) F"
63594
bd218a9320b5 HOL-Multivariate_Analysis: rename theories for more descriptive names
hoelzl
parents: 63589
diff changeset
  6490
      by (rule contour_integral_uniform_limit_circlepath [OF 1 2 F \<open>0 < r\<close>])
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61945
diff changeset
  6491
    then have tendsto_0: "((\<lambda>n. 1 / (2 * of_real pi * \<i>) * (?conint (\<lambda>x. f n x / (x - w)\<^sup>2) - ?conint (\<lambda>x. g x / (x - w)\<^sup>2))) \<longlongrightarrow> 0) F"
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6492
      using Lim_null by (force intro!: tendsto_mult_right_zero)
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61945
diff changeset
  6493
    have "((\<lambda>n. f' n w - g' w) \<longlongrightarrow> 0) F"
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6494
      apply (rule Lim_transform_eventually [OF _ tendsto_0])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6495
      apply (force simp add: divide_simps intro: eq_f' eventually_mono [OF cont])
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6496
      done
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6497
    then show ?thesis using Lim_null by blast
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6498
  qed
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61945
diff changeset
  6499
  obtain g' where "\<And>w. w \<in> ball z r \<Longrightarrow> (g has_field_derivative (g' w)) (at w) \<and> ((\<lambda>n. f' n w) \<longlongrightarrow> g' w) F"
61907
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6500
      by (blast intro: tends_f'n_g' g' )
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6501
  then show ?thesis using g
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6502
    using that by blast
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6503
qed
f0c894ab18c9 Liouville theorem, Fundamental Theorem of Algebra, etc.
paulson <lp15@cam.ac.uk>
parents: 61848
diff changeset
  6504
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6505
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6506
subsection\<open>Some more simple/convenient versions for applications.\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6507
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6508
lemma holomorphic_uniform_sequence:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6509
  assumes s: "open s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6510
      and hol_fn: "\<And>n. (f n) holomorphic_on s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6511
      and to_g: "\<And>x. x \<in> s
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6512
                     \<Longrightarrow> \<exists>d. 0 < d \<and> cball x d \<subseteq> s \<and>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6513
                             (\<forall>e. 0 < e \<longrightarrow> eventually (\<lambda>n. \<forall>y \<in> cball x d. norm(f n y - g y) < e) sequentially)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6514
  shows "g holomorphic_on s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6515
proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6516
  have "\<exists>f'. (g has_field_derivative f') (at z)" if "z \<in> s" for z
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6517
  proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6518
    obtain r where "0 < r" and r: "cball z r \<subseteq> s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6519
               and fg: "\<forall>e. 0 < e \<longrightarrow> eventually (\<lambda>n. \<forall>y \<in> cball z r. norm(f n y - g y) < e) sequentially"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6520
      using to_g [OF \<open>z \<in> s\<close>] by blast
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6521
    have *: "\<forall>\<^sub>F n in sequentially. continuous_on (cball z r) (f n) \<and> f n holomorphic_on ball z r"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6522
      apply (intro eventuallyI conjI)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6523
      using hol_fn holomorphic_on_imp_continuous_on holomorphic_on_subset r apply blast
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6524
      apply (metis hol_fn holomorphic_on_subset interior_cball interior_subset r)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6525
      done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6526
    show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6527
      apply (rule holomorphic_uniform_limit [OF *])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6528
      using \<open>0 < r\<close> centre_in_ball fg
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6529
      apply (auto simp: holomorphic_on_open)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6530
      done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6531
  qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6532
  with s show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6533
    by (simp add: holomorphic_on_open)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6534
qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6535
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6536
lemma has_complex_derivative_uniform_sequence:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6537
  fixes s :: "complex set"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6538
  assumes s: "open s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6539
      and hfd: "\<And>n x. x \<in> s \<Longrightarrow> ((f n) has_field_derivative f' n x) (at x)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6540
      and to_g: "\<And>x. x \<in> s
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6541
             \<Longrightarrow> \<exists>d. 0 < d \<and> cball x d \<subseteq> s \<and>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6542
                     (\<forall>e. 0 < e \<longrightarrow> eventually (\<lambda>n. \<forall>y \<in> cball x d. norm(f n y - g y) < e) sequentially)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6543
  shows "\<exists>g'. \<forall>x \<in> s. (g has_field_derivative g' x) (at x) \<and> ((\<lambda>n. f' n x) \<longlongrightarrow> g' x) sequentially"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6544
proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6545
  have y: "\<exists>y. (g has_field_derivative y) (at z) \<and> (\<lambda>n. f' n z) \<longlonglongrightarrow> y" if "z \<in> s" for z
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6546
  proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6547
    obtain r where "0 < r" and r: "cball z r \<subseteq> s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6548
               and fg: "\<forall>e. 0 < e \<longrightarrow> eventually (\<lambda>n. \<forall>y \<in> cball z r. norm(f n y - g y) < e) sequentially"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6549
      using to_g [OF \<open>z \<in> s\<close>] by blast
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6550
    have *: "\<forall>\<^sub>F n in sequentially. continuous_on (cball z r) (f n) \<and>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6551
                                   (\<forall>w \<in> ball z r. ((f n) has_field_derivative (f' n w)) (at w))"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6552
      apply (intro eventuallyI conjI)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6553
      apply (meson hfd holomorphic_on_imp_continuous_on holomorphic_on_open holomorphic_on_subset r s)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6554
      using ball_subset_cball hfd r apply blast
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6555
      done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6556
    show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6557
      apply (rule has_complex_derivative_uniform_limit [OF *, of g])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6558
      using \<open>0 < r\<close> centre_in_ball fg
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6559
      apply force+
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6560
      done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6561
  qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6562
  show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6563
    by (rule bchoice) (blast intro: y)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6564
qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6565
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6566
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6567
subsection\<open>On analytic functions defined by a series.\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6568
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6569
lemma series_and_derivative_comparison:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6570
  fixes s :: "complex set"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6571
  assumes s: "open s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6572
      and h: "summable h"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6573
      and hfd: "\<And>n x. x \<in> s \<Longrightarrow> (f n has_field_derivative f' n x) (at x)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6574
      and to_g: "\<And>n x. \<lbrakk>N \<le> n; x \<in> s\<rbrakk> \<Longrightarrow> norm(f n x) \<le> h n"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6575
  obtains g g' where "\<forall>x \<in> s. ((\<lambda>n. f n x) sums g x) \<and> ((\<lambda>n. f' n x) sums g' x) \<and> (g has_field_derivative g' x) (at x)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6576
proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6577
  obtain g where g: "\<And>e. e>0 \<Longrightarrow> \<exists>N. \<forall>n x. N \<le> n \<and> x \<in> s \<longrightarrow> dist (\<Sum>n<n. f n x) (g x) < e"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6578
    using series_comparison_uniform [OF h to_g, of N s] by force
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6579
  have *: "\<exists>d>0. cball x d \<subseteq> s \<and> (\<forall>e>0. \<forall>\<^sub>F n in sequentially. \<forall>y\<in>cball x d. cmod ((\<Sum>a<n. f a y) - g y) < e)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6580
         if "x \<in> s" for x
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6581
  proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6582
    obtain d where "d>0" and d: "cball x d \<subseteq> s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6583
      using open_contains_cball [of "s"] \<open>x \<in> s\<close> s by blast
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6584
    then show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6585
      apply (rule_tac x=d in exI)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6586
      apply (auto simp: dist_norm eventually_sequentially)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6587
      apply (metis g contra_subsetD dist_norm)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6588
      done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6589
  qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6590
  have "(\<forall>x\<in>s. (\<lambda>n. \<Sum>i<n. f i x) \<longlonglongrightarrow> g x)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6591
    using g by (force simp add: lim_sequentially)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6592
  moreover have "\<exists>g'. \<forall>x\<in>s. (g has_field_derivative g' x) (at x) \<and> (\<lambda>n. \<Sum>i<n. f' i x) \<longlonglongrightarrow> g' x"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6593
    by (rule has_complex_derivative_uniform_sequence [OF s]) (auto intro: * hfd DERIV_setsum)+
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6594
  ultimately show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6595
    by (force simp add: sums_def  conj_commute intro: that)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6596
qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6597
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6598
text\<open>A version where we only have local uniform/comparative convergence.\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6599
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6600
lemma series_and_derivative_comparison_local:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6601
  fixes s :: "complex set"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6602
  assumes s: "open s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6603
      and hfd: "\<And>n x. x \<in> s \<Longrightarrow> (f n has_field_derivative f' n x) (at x)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6604
      and to_g: "\<And>x. x \<in> s \<Longrightarrow>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6605
                      \<exists>d h N. 0 < d \<and> summable h \<and> (\<forall>n y. N \<le> n \<and> y \<in> ball x d \<longrightarrow> norm(f n y) \<le> h n)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6606
  shows "\<exists>g g'. \<forall>x \<in> s. ((\<lambda>n. f n x) sums g x) \<and> ((\<lambda>n. f' n x) sums g' x) \<and> (g has_field_derivative g' x) (at x)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6607
proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6608
  have "\<exists>y. (\<lambda>n. f n z) sums (\<Sum>n. f n z) \<and> (\<lambda>n. f' n z) sums y \<and> ((\<lambda>x. \<Sum>n. f n x) has_field_derivative y) (at z)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6609
       if "z \<in> s" for z
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6610
  proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6611
    obtain d h N where "0 < d" "summable h" and le_h: "\<And>n y. \<lbrakk>N \<le> n; y \<in> ball z d\<rbrakk> \<Longrightarrow> norm(f n y) \<le> h n"
62397
5ae24f33d343 Substantial new material for multivariate analysis. Also removal of some duplicates.
paulson <lp15@cam.ac.uk>
parents: 62379
diff changeset
  6612
      using to_g \<open>z \<in> s\<close> by meson
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6613
    then obtain r where "r>0" and r: "ball z r \<subseteq> ball z d \<inter> s" using \<open>z \<in> s\<close> s
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6614
      by (metis Int_iff open_ball centre_in_ball open_Int open_contains_ball_eq)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6615
    have 1: "open (ball z d \<inter> s)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6616
      by (simp add: open_Int s)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6617
    have 2: "\<And>n x. x \<in> ball z d \<inter> s \<Longrightarrow> (f n has_field_derivative f' n x) (at x)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6618
      by (auto simp: hfd)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6619
    obtain g g' where gg': "\<forall>x \<in> ball z d \<inter> s. ((\<lambda>n. f n x) sums g x) \<and>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6620
                                    ((\<lambda>n. f' n x) sums g' x) \<and> (g has_field_derivative g' x) (at x)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6621
      by (auto intro: le_h series_and_derivative_comparison [OF 1 \<open>summable h\<close> hfd])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6622
    then have "(\<lambda>n. f' n z) sums g' z"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6623
      by (meson \<open>0 < r\<close> centre_in_ball contra_subsetD r)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6624
    moreover have "(\<lambda>n. f n z) sums (\<Sum>n. f n z)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6625
      by (metis summable_comparison_test' summable_sums centre_in_ball \<open>0 < d\<close> \<open>summable h\<close> le_h)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6626
    moreover have "((\<lambda>x. \<Sum>n. f n x) has_field_derivative g' z) (at z)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6627
      apply (rule_tac f=g in DERIV_transform_at [OF _ \<open>0 < r\<close>])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6628
      apply (simp add: gg' \<open>z \<in> s\<close> \<open>0 < d\<close>)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6629
      apply (metis (full_types) contra_subsetD dist_commute gg' mem_ball r sums_unique)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6630
      done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6631
    ultimately show ?thesis by auto
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6632
  qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6633
  then show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6634
    by (rule_tac x="\<lambda>x. suminf  (\<lambda>n. f n x)" in exI) meson
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6635
qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6636
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6637
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6638
text\<open>Sometimes convenient to compare with a complex series of positive reals. (?)\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6639
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6640
lemma series_and_derivative_comparison_complex:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6641
  fixes s :: "complex set"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6642
  assumes s: "open s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6643
      and hfd: "\<And>n x. x \<in> s \<Longrightarrow> (f n has_field_derivative f' n x) (at x)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6644
      and to_g: "\<And>x. x \<in> s \<Longrightarrow>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6645
                      \<exists>d h N. 0 < d \<and> summable h \<and> range h \<subseteq> nonneg_Reals \<and> (\<forall>n y. N \<le> n \<and> y \<in> ball x d \<longrightarrow> cmod(f n y) \<le> cmod (h n))"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6646
  shows "\<exists>g g'. \<forall>x \<in> s. ((\<lambda>n. f n x) sums g x) \<and> ((\<lambda>n. f' n x) sums g' x) \<and> (g has_field_derivative g' x) (at x)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6647
apply (rule series_and_derivative_comparison_local [OF s hfd], assumption)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6648
apply (frule to_g)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6649
apply (erule ex_forward)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6650
apply (erule exE)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6651
apply (rule_tac x="Re o h" in exI)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6652
apply (erule ex_forward)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6653
apply (simp add: summable_Re o_def )
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6654
apply (elim conjE all_forward)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6655
apply (simp add: nonneg_Reals_cmod_eq_Re image_subset_iff)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6656
done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6657
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6658
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6659
text\<open>In particular, a power series is analytic inside circle of convergence.\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6660
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6661
lemma power_series_and_derivative_0:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6662
  fixes a :: "nat \<Rightarrow> complex" and r::real
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6663
  assumes "summable (\<lambda>n. a n * r^n)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6664
    shows "\<exists>g g'. \<forall>z. cmod z < r \<longrightarrow>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6665
             ((\<lambda>n. a n * z^n) sums g z) \<and> ((\<lambda>n. of_nat n * a n * z^(n - 1)) sums g' z) \<and> (g has_field_derivative g' z) (at z)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6666
proof (cases "0 < r")
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6667
  case True
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6668
    have der: "\<And>n z. ((\<lambda>x. a n * x ^ n) has_field_derivative of_nat n * a n * z ^ (n - 1)) (at z)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6669
      by (rule derivative_eq_intros | simp)+
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6670
    have y_le: "\<lbrakk>cmod (z - y) * 2 < r - cmod z\<rbrakk> \<Longrightarrow> cmod y \<le> cmod (of_real r + of_real (cmod z)) / 2" for z y
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6671
      using \<open>r > 0\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6672
      apply (auto simp: algebra_simps norm_mult norm_divide norm_power of_real_add [symmetric] simp del: of_real_add)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6673
      using norm_triangle_ineq2 [of y z]
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6674
      apply (simp only: diff_le_eq norm_minus_commute mult_2)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6675
      done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6676
    have "summable (\<lambda>n. a n * complex_of_real r ^ n)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6677
      using assms \<open>r > 0\<close> by simp
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6678
    moreover have "\<And>z. cmod z < r \<Longrightarrow> cmod ((of_real r + of_real (cmod z)) / 2) < cmod (of_real r)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6679
      using \<open>r > 0\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6680
      by (simp add: of_real_add [symmetric] del: of_real_add)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6681
    ultimately have sum: "\<And>z. cmod z < r \<Longrightarrow> summable (\<lambda>n. of_real (cmod (a n)) * ((of_real r + complex_of_real (cmod z)) / 2) ^ n)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6682
      by (rule power_series_conv_imp_absconv_weak)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6683
    have "\<exists>g g'. \<forall>z \<in> ball 0 r. (\<lambda>n.  (a n) * z ^ n) sums g z \<and>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6684
               (\<lambda>n. of_nat n * (a n) * z ^ (n - 1)) sums g' z \<and> (g has_field_derivative g' z) (at z)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6685
      apply (rule series_and_derivative_comparison_complex [OF open_ball der])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6686
      apply (rule_tac x="(r - norm z)/2" in exI)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6687
      apply (simp add: dist_norm)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6688
      apply (rule_tac x="\<lambda>n. of_real(norm(a n)*((r + norm z)/2)^n)" in exI)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6689
      using \<open>r > 0\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6690
      apply (auto simp: sum nonneg_Reals_divide_I)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6691
      apply (rule_tac x=0 in exI)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6692
      apply (force simp: norm_mult norm_divide norm_power intro!: mult_left_mono power_mono y_le)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6693
      done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6694
  then show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6695
    by (simp add: dist_0_norm ball_def)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6696
next
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6697
  case False then show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6698
    apply (simp add: not_less)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6699
    using less_le_trans norm_not_less_zero by blast
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6700
qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6701
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6702
proposition power_series_and_derivative:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6703
  fixes a :: "nat \<Rightarrow> complex" and r::real
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6704
  assumes "summable (\<lambda>n. a n * r^n)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6705
    obtains g g' where "\<forall>z \<in> ball w r.
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6706
             ((\<lambda>n. a n * (z - w) ^ n) sums g z) \<and> ((\<lambda>n. of_nat n * a n * (z - w) ^ (n - 1)) sums g' z) \<and>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6707
              (g has_field_derivative g' z) (at z)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6708
  using power_series_and_derivative_0 [OF assms]
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6709
  apply clarify
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6710
  apply (rule_tac g="(\<lambda>z. g(z - w))" in that)
62397
5ae24f33d343 Substantial new material for multivariate analysis. Also removal of some duplicates.
paulson <lp15@cam.ac.uk>
parents: 62379
diff changeset
  6711
  using DERIV_shift [where z="-w"]
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6712
  apply (auto simp: norm_minus_commute Ball_def dist_norm)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6713
  done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6714
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6715
proposition power_series_holomorphic:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6716
  assumes "\<And>w. w \<in> ball z r \<Longrightarrow> ((\<lambda>n. a n*(w - z)^n) sums f w)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6717
    shows "f holomorphic_on ball z r"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6718
proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6719
  have "\<exists>f'. (f has_field_derivative f') (at w)" if w: "dist z w < r" for w
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6720
  proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6721
    have inb: "z + complex_of_real ((dist z w + r) / 2) \<in> ball z r"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6722
    proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6723
      have wz: "cmod (w - z) < r" using w
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6724
        by (auto simp: divide_simps dist_norm norm_minus_commute)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6725
      then have "0 \<le> r"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6726
        by (meson less_eq_real_def norm_ge_zero order_trans)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6727
      show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6728
        using w by (simp add: dist_norm \<open>0\<le>r\<close> of_real_add [symmetric] del: of_real_add)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6729
    qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6730
    have sum: "summable (\<lambda>n. a n * of_real (((cmod (z - w) + r) / 2) ^ n))"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6731
      using assms [OF inb] by (force simp add: summable_def dist_norm)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6732
    obtain g g' where gg': "\<And>u. u \<in> ball z ((cmod (z - w) + r) / 2) \<Longrightarrow>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6733
                               (\<lambda>n. a n * (u - z) ^ n) sums g u \<and>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6734
                               (\<lambda>n. of_nat n * a n * (u - z) ^ (n - 1)) sums g' u \<and> (g has_field_derivative g' u) (at u)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6735
      by (rule power_series_and_derivative [OF sum, of z]) fastforce
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6736
    have [simp]: "g u = f u" if "cmod (u - w) < (r - cmod (z - w)) / 2" for u
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6737
    proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6738
      have less: "cmod (z - u) * 2 < cmod (z - w) + r"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6739
        using that dist_triangle2 [of z u w]
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6740
        by (simp add: dist_norm [symmetric] algebra_simps)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6741
      show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6742
        apply (rule sums_unique2 [of "\<lambda>n. a n*(u - z)^n"])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6743
        using gg' [of u] less w
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6744
        apply (auto simp: assms dist_norm)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6745
        done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6746
    qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6747
    show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6748
      apply (rule_tac x="g' w" in exI)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6749
      apply (rule DERIV_transform_at [where f=g and d="(r - norm(z - w))/2"])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6750
      using w gg' [of w]
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6751
      apply (auto simp: dist_norm)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6752
      done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6753
  qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6754
  then show ?thesis by (simp add: holomorphic_on_open)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6755
qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6756
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6757
corollary holomorphic_iff_power_series:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6758
     "f holomorphic_on ball z r \<longleftrightarrow>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6759
      (\<forall>w \<in> ball z r. (\<lambda>n. (deriv ^^ n) f z / (fact n) * (w - z)^n) sums f w)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6760
  apply (intro iffI ballI)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6761
   using holomorphic_power_series  apply force
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6762
  apply (rule power_series_holomorphic [where a = "\<lambda>n. (deriv ^^ n) f z / (fact n)"])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6763
  apply force
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6764
  done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6765
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6766
corollary power_series_analytic:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6767
     "(\<And>w. w \<in> ball z r \<Longrightarrow> (\<lambda>n. a n*(w - z)^n) sums f w) \<Longrightarrow> f analytic_on ball z r"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6768
  by (force simp add: analytic_on_open intro!: power_series_holomorphic)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6769
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6770
corollary analytic_iff_power_series:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6771
     "f analytic_on ball z r \<longleftrightarrow>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6772
      (\<forall>w \<in> ball z r. (\<lambda>n. (deriv ^^ n) f z / (fact n) * (w - z)^n) sums f w)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6773
  by (simp add: analytic_on_open holomorphic_iff_power_series)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6774
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6775
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6776
subsection\<open>Equality between holomorphic functions, on open ball then connected set.\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6777
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6778
lemma holomorphic_fun_eq_on_ball:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6779
   "\<lbrakk>f holomorphic_on ball z r; g holomorphic_on ball z r;
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6780
     w \<in> ball z r;
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6781
     \<And>n. (deriv ^^ n) f z = (deriv ^^ n) g z\<rbrakk>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6782
     \<Longrightarrow> f w = g w"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6783
  apply (rule sums_unique2 [of "\<lambda>n. (deriv ^^ n) f z / (fact n) * (w - z)^n"])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6784
  apply (auto simp: holomorphic_iff_power_series)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6785
  done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6786
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6787
lemma holomorphic_fun_eq_0_on_ball:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6788
   "\<lbrakk>f holomorphic_on ball z r;  w \<in> ball z r;
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6789
     \<And>n. (deriv ^^ n) f z = 0\<rbrakk>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6790
     \<Longrightarrow> f w = 0"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6791
  apply (rule sums_unique2 [of "\<lambda>n. (deriv ^^ n) f z / (fact n) * (w - z)^n"])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6792
  apply (auto simp: holomorphic_iff_power_series)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6793
  done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6794
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6795
lemma holomorphic_fun_eq_0_on_connected:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6796
  assumes holf: "f holomorphic_on s" and "open s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6797
      and cons: "connected s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6798
      and der: "\<And>n. (deriv ^^ n) f z = 0"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6799
      and "z \<in> s" "w \<in> s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6800
    shows "f w = 0"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6801
proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6802
  have *: "\<And>x e. \<lbrakk> \<forall>xa. (deriv ^^ xa) f x = 0;  ball x e \<subseteq> s\<rbrakk>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6803
           \<Longrightarrow> ball x e \<subseteq> (\<Inter>n. {w \<in> s. (deriv ^^ n) f w = 0})"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6804
    apply auto
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6805
    apply (rule holomorphic_fun_eq_0_on_ball [OF holomorphic_higher_deriv])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6806
    apply (rule holomorphic_on_subset [OF holf], simp_all)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6807
    by (metis funpow_add o_apply)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6808
  have 1: "openin (subtopology euclidean s) (\<Inter>n. {w \<in> s. (deriv ^^ n) f w = 0})"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6809
    apply (rule open_subset, force)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6810
    using \<open>open s\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6811
    apply (simp add: open_contains_ball Ball_def)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6812
    apply (erule all_forward)
62343
24106dc44def prefer abbreviations for compound operators INFIMUM and SUPREMUM
haftmann
parents: 62217
diff changeset
  6813
    using "*" by auto blast+
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6814
  have 2: "closedin (subtopology euclidean s) (\<Inter>n. {w \<in> s. (deriv ^^ n) f w = 0})"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6815
    using assms
62843
313d3b697c9a Mostly renaming (from HOL Light to Isabelle conventions), with a couple of new results
paulson <lp15@cam.ac.uk>
parents: 62837
diff changeset
  6816
    by (auto intro: continuous_closedin_preimage_constant holomorphic_on_imp_continuous_on holomorphic_higher_deriv)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6817
  obtain e where "e>0" and e: "ball w e \<subseteq> s" using openE [OF \<open>open s\<close> \<open>w \<in> s\<close>] .
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6818
  then have holfb: "f holomorphic_on ball w e"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6819
    using holf holomorphic_on_subset by blast
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6820
  have 3: "(\<Inter>n. {w \<in> s. (deriv ^^ n) f w = 0}) = s \<Longrightarrow> f w = 0"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6821
    using \<open>e>0\<close> e by (force intro: holomorphic_fun_eq_0_on_ball [OF holfb])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6822
  show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6823
    using cons der \<open>z \<in> s\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6824
    apply (simp add: connected_clopen)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6825
    apply (drule_tac x="\<Inter>n. {w \<in> s. (deriv ^^ n) f w = 0}" in spec)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6826
    apply (auto simp: 1 2 3)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6827
    done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6828
qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6829
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6830
lemma holomorphic_fun_eq_on_connected:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6831
  assumes "f holomorphic_on s" "g holomorphic_on s" and "open s"  "connected s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6832
      and "\<And>n. (deriv ^^ n) f z = (deriv ^^ n) g z"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6833
      and "z \<in> s" "w \<in> s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6834
    shows "f w = g w"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6835
  apply (rule holomorphic_fun_eq_0_on_connected [of "\<lambda>x. f x - g x" s z, simplified])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6836
  apply (intro assms holomorphic_intros)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6837
  using assms apply simp_all
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6838
  apply (subst higher_deriv_diff, auto)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6839
  done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6840
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6841
lemma holomorphic_fun_eq_const_on_connected:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6842
  assumes holf: "f holomorphic_on s" and "open s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6843
      and cons: "connected s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6844
      and der: "\<And>n. 0 < n \<Longrightarrow> (deriv ^^ n) f z = 0"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6845
      and "z \<in> s" "w \<in> s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6846
    shows "f w = f z"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6847
  apply (rule holomorphic_fun_eq_0_on_connected [of "\<lambda>w. f w - f z" s z, simplified])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6848
  apply (intro assms holomorphic_intros)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6849
  using assms apply simp_all
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6850
  apply (subst higher_deriv_diff)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6851
  apply (intro holomorphic_intros | simp)+
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6852
  done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6853
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6854
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6855
subsection\<open>Some basic lemmas about poles/singularities.\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6856
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6857
lemma pole_lemma:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6858
  assumes holf: "f holomorphic_on s" and a: "a \<in> interior s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6859
    shows "(\<lambda>z. if z = a then deriv f a
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6860
                 else (f z - f a) / (z - a)) holomorphic_on s" (is "?F holomorphic_on s")
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6861
proof -
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6862
  have F1: "?F field_differentiable (at u within s)" if "u \<in> s" "u \<noteq> a" for u
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6863
  proof -
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6864
    have fcd: "f field_differentiable at u within s"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6865
      using holf holomorphic_on_def by (simp add: \<open>u \<in> s\<close>)
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6866
    have cd: "(\<lambda>z. (f z - f a) / (z - a)) field_differentiable at u within s"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6867
      by (rule fcd derivative_intros | simp add: that)+
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6868
    have "0 < dist a u" using that dist_nz by blast
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6869
    then show ?thesis
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6870
      by (rule field_differentiable_transform_within [OF _ _ _ cd]) (auto simp: \<open>u \<in> s\<close>)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6871
  qed
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6872
  have F2: "?F field_differentiable at a" if "0 < e" "ball a e \<subseteq> s" for e
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6873
  proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6874
    have holfb: "f holomorphic_on ball a e"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6875
      by (rule holomorphic_on_subset [OF holf \<open>ball a e \<subseteq> s\<close>])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6876
    have 2: "?F holomorphic_on ball a e - {a}"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6877
      apply (rule holomorphic_on_subset [where s = "s - {a}"])
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6878
      apply (simp add: holomorphic_on_def field_differentiable_def [symmetric])
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6879
      using mem_ball that
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6880
      apply (auto intro: F1 field_differentiable_within_subset)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6881
      done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6882
    have "isCont (\<lambda>z. if z = a then deriv f a else (f z - f a) / (z - a)) x"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6883
            if "dist a x < e" for x
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6884
    proof (cases "x=a")
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6885
      case True then show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6886
      using holfb \<open>0 < e\<close>
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6887
      apply (simp add: holomorphic_on_open field_differentiable_def [symmetric])
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6888
      apply (drule_tac x=a in bspec)
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6889
      apply (auto simp: DERIV_deriv_iff_field_differentiable [symmetric] continuous_at DERIV_iff2
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6890
                elim: rev_iffD1 [OF _ LIM_equal])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6891
      done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6892
    next
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6893
      case False with 2 that show ?thesis
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6894
        by (force simp: holomorphic_on_open open_Diff field_differentiable_def [symmetric] field_differentiable_imp_continuous_at)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6895
    qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6896
    then have 1: "continuous_on (ball a e) ?F"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6897
      by (clarsimp simp:  continuous_on_eq_continuous_at)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6898
    have "?F holomorphic_on ball a e"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6899
      by (auto intro: no_isolated_singularity [OF 1 2])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6900
    with that show ?thesis
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6901
      by (simp add: holomorphic_on_open field_differentiable_def [symmetric]
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6902
                    field_differentiable_at_within)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6903
  qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6904
  show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6905
  proof
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6906
    fix x assume "x \<in> s" show "?F field_differentiable at x within s"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6907
    proof (cases "x=a")
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6908
      case True then show ?thesis
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6909
      using a by (auto simp: mem_interior intro: field_differentiable_at_within F2)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6910
    next
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6911
      case False with F1 \<open>x \<in> s\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6912
      show ?thesis by blast
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6913
    qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6914
  qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6915
qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6916
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6917
proposition pole_theorem:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6918
  assumes holg: "g holomorphic_on s" and a: "a \<in> interior s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6919
      and eq: "\<And>z. z \<in> s - {a} \<Longrightarrow> g z = (z - a) * f z"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6920
    shows "(\<lambda>z. if z = a then deriv g a
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6921
                 else f z - g a/(z - a)) holomorphic_on s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6922
  using pole_lemma [OF holg a]
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6923
  by (rule holomorphic_transform) (simp add: eq divide_simps)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6924
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6925
lemma pole_lemma_open:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6926
  assumes "f holomorphic_on s" "open s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6927
    shows "(\<lambda>z. if z = a then deriv f a else (f z - f a)/(z - a)) holomorphic_on s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6928
proof (cases "a \<in> s")
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6929
  case True with assms interior_eq pole_lemma
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6930
    show ?thesis by fastforce
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6931
next
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6932
  case False with assms show ?thesis
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6933
    apply (simp add: holomorphic_on_def field_differentiable_def [symmetric], clarify)
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  6934
    apply (rule field_differentiable_transform_within [where f = "\<lambda>z. (f z - f a)/(z - a)" and d = 1])
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6935
    apply (rule derivative_intros | force)+
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6936
    done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6937
qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6938
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6939
proposition pole_theorem_open:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6940
  assumes holg: "g holomorphic_on s" and s: "open s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6941
      and eq: "\<And>z. z \<in> s - {a} \<Longrightarrow> g z = (z - a) * f z"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6942
    shows "(\<lambda>z. if z = a then deriv g a
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6943
                 else f z - g a/(z - a)) holomorphic_on s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6944
  using pole_lemma_open [OF holg s]
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6945
  by (rule holomorphic_transform) (auto simp: eq divide_simps)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6946
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6947
proposition pole_theorem_0:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6948
  assumes holg: "g holomorphic_on s" and a: "a \<in> interior s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6949
      and eq: "\<And>z. z \<in> s - {a} \<Longrightarrow> g z = (z - a) * f z"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6950
      and [simp]: "f a = deriv g a" "g a = 0"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6951
    shows "f holomorphic_on s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6952
  using pole_theorem [OF holg a eq]
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6953
  by (rule holomorphic_transform) (auto simp: eq divide_simps)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6954
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6955
proposition pole_theorem_open_0:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6956
  assumes holg: "g holomorphic_on s" and s: "open s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6957
      and eq: "\<And>z. z \<in> s - {a} \<Longrightarrow> g z = (z - a) * f z"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6958
      and [simp]: "f a = deriv g a" "g a = 0"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6959
    shows "f holomorphic_on s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6960
  using pole_theorem_open [OF holg s eq]
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6961
  by (rule holomorphic_transform) (auto simp: eq divide_simps)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6962
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6963
lemma pole_theorem_analytic:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6964
  assumes g: "g analytic_on s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6965
      and eq: "\<And>z. z \<in> s
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6966
             \<Longrightarrow> \<exists>d. 0 < d \<and> (\<forall>w \<in> ball z d - {a}. g w = (w - a) * f w)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6967
    shows "(\<lambda>z. if z = a then deriv g a
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6968
                 else f z - g a/(z - a)) analytic_on s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6969
using g
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6970
apply (simp add: analytic_on_def Ball_def)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6971
apply (safe elim!: all_forward dest!: eq)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6972
apply (rule_tac x="min d e" in exI, simp)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6973
apply (rule pole_theorem_open)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6974
apply (auto simp: holomorphic_on_subset subset_ball)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6975
done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6976
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6977
lemma pole_theorem_analytic_0:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6978
  assumes g: "g analytic_on s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6979
      and eq: "\<And>z. z \<in> s \<Longrightarrow> \<exists>d. 0 < d \<and> (\<forall>w \<in> ball z d - {a}. g w = (w - a) * f w)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6980
      and [simp]: "f a = deriv g a" "g a = 0"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6981
    shows "f analytic_on s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6982
proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6983
  have [simp]: "(\<lambda>z. if z = a then deriv g a else f z - g a / (z - a)) = f"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6984
    by auto
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6985
  show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6986
    using pole_theorem_analytic [OF g eq] by simp
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6987
qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6988
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6989
lemma pole_theorem_analytic_open_superset:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6990
  assumes g: "g analytic_on s" and "s \<subseteq> t" "open t"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6991
      and eq: "\<And>z. z \<in> t - {a} \<Longrightarrow> g z = (z - a) * f z"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6992
    shows "(\<lambda>z. if z = a then deriv g a
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6993
                 else f z - g a/(z - a)) analytic_on s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6994
  apply (rule pole_theorem_analytic [OF g])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6995
  apply (rule openE [OF \<open>open t\<close>])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6996
  using assms eq by auto
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6997
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6998
lemma pole_theorem_analytic_open_superset_0:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  6999
  assumes g: "g analytic_on s" "s \<subseteq> t" "open t" "\<And>z. z \<in> t - {a} \<Longrightarrow> g z = (z - a) * f z"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7000
      and [simp]: "f a = deriv g a" "g a = 0"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7001
    shows "f analytic_on s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7002
proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7003
  have [simp]: "(\<lambda>z. if z = a then deriv g a else f z - g a / (z - a)) = f"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7004
    by auto
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7005
  have "(\<lambda>z. if z = a then deriv g a else f z - g a/(z - a)) analytic_on s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7006
    by (rule pole_theorem_analytic_open_superset [OF g])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7007
  then show ?thesis by simp
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7008
qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7009
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7010
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7011
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7012
subsection\<open>General, homology form of Cauchy's theorem.\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7013
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7014
text\<open>Proof is based on Dixon's, as presented in Lang's "Complex Analysis" book (page 147).\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7015
62217
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7016
lemma contour_integral_continuous_on_linepath_2D:
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7017
  assumes "open u" and cont_dw: "\<And>w. w \<in> u \<Longrightarrow> F w contour_integrable_on (linepath a b)"
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7018
      and cond_uu: "continuous_on (u \<times> u) (\<lambda>(x,y). F x y)"
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7019
      and abu: "closed_segment a b \<subseteq> u"
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7020
    shows "continuous_on u (\<lambda>w. contour_integral (linepath a b) (F w))"
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7021
proof -
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7022
  have *: "\<exists>d>0. \<forall>x'\<in>u. dist x' w < d \<longrightarrow>
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7023
                         dist (contour_integral (linepath a b) (F x'))
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7024
                              (contour_integral (linepath a b) (F w)) \<le> \<epsilon>"
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7025
          if "w \<in> u" "0 < \<epsilon>" "a \<noteq> b" for w \<epsilon>
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7026
  proof -
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7027
    obtain \<delta> where "\<delta>>0" and \<delta>: "cball w \<delta> \<subseteq> u" using open_contains_cball \<open>open u\<close> \<open>w \<in> u\<close> by force
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7028
    let ?TZ = "{(t,z) |t z. t \<in> cball w \<delta> \<and> z \<in> closed_segment a b}"
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7029
    have "uniformly_continuous_on ?TZ (\<lambda>(x,y). F x y)"
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7030
      apply (rule compact_uniformly_continuous)
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7031
      apply (rule continuous_on_subset[OF cond_uu])
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7032
      using abu \<delta>
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7033
      apply (auto simp: compact_Times simp del: mem_cball)
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7034
      done
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7035
    then obtain \<eta> where "\<eta>>0"
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7036
        and \<eta>: "\<And>x x'. \<lbrakk>x\<in>?TZ; x'\<in>?TZ; dist x' x < \<eta>\<rbrakk> \<Longrightarrow>
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7037
                         dist ((\<lambda>(x,y). F x y) x') ((\<lambda>(x,y). F x y) x) < \<epsilon>/norm(b - a)"
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7038
      apply (rule uniformly_continuous_onE [where e = "\<epsilon>/norm(b - a)"])
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7039
      using \<open>0 < \<epsilon>\<close> \<open>a \<noteq> b\<close> by auto
62397
5ae24f33d343 Substantial new material for multivariate analysis. Also removal of some duplicates.
paulson <lp15@cam.ac.uk>
parents: 62379
diff changeset
  7040
    have \<eta>: "\<lbrakk>norm (w - x1) \<le> \<delta>;   x2 \<in> closed_segment a b;
62217
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7041
              norm (w - x1') \<le> \<delta>;  x2' \<in> closed_segment a b; norm ((x1', x2') - (x1, x2)) < \<eta>\<rbrakk>
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7042
              \<Longrightarrow> norm (F x1' x2' - F x1 x2) \<le> \<epsilon> / cmod (b - a)"
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7043
             for x1 x2 x1' x2'
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7044
      using \<eta> [of "(x1,x2)" "(x1',x2')"] by (force simp add: dist_norm)
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7045
    have le_ee: "cmod (contour_integral (linepath a b) (\<lambda>x. F x' x - F w x)) \<le> \<epsilon>"
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7046
                if "x' \<in> u" "cmod (x' - w) < \<delta>" "cmod (x' - w) < \<eta>"  for x'
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7047
    proof -
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7048
      have "cmod (contour_integral (linepath a b) (\<lambda>x. F x' x - F w x)) \<le> \<epsilon>/norm(b - a) * norm(b - a)"
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7049
        apply (rule has_contour_integral_bound_linepath [OF has_contour_integral_integral _ \<eta>])
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7050
        apply (rule contour_integrable_diff [OF cont_dw cont_dw])
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7051
        using \<open>0 < \<epsilon>\<close> \<open>a \<noteq> b\<close> \<open>0 < \<delta>\<close> \<open>w \<in> u\<close> that
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7052
        apply (auto simp: norm_minus_commute)
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7053
        done
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7054
      also have "... = \<epsilon>" using \<open>a \<noteq> b\<close> by simp
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7055
      finally show ?thesis .
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7056
    qed
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7057
    show ?thesis
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7058
      apply (rule_tac x="min \<delta> \<eta>" in exI)
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7059
      using \<open>0 < \<delta>\<close> \<open>0 < \<eta>\<close>
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7060
      apply (auto simp: dist_norm contour_integral_diff [OF cont_dw cont_dw, symmetric] \<open>w \<in> u\<close> intro: le_ee)
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7061
      done
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7062
  qed
62397
5ae24f33d343 Substantial new material for multivariate analysis. Also removal of some duplicates.
paulson <lp15@cam.ac.uk>
parents: 62379
diff changeset
  7063
  show ?thesis
62217
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7064
    apply (rule continuous_onI)
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7065
    apply (cases "a=b")
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7066
    apply (auto intro: *)
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7067
    done
62397
5ae24f33d343 Substantial new material for multivariate analysis. Also removal of some duplicates.
paulson <lp15@cam.ac.uk>
parents: 62379
diff changeset
  7068
qed
62217
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7069
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7070
text\<open>This version has @{term"polynomial_function \<gamma>"} as an additional assumption.\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7071
lemma Cauchy_integral_formula_global_weak:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7072
    assumes u: "open u" and holf: "f holomorphic_on u"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7073
        and z: "z \<in> u" and \<gamma>: "polynomial_function \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7074
        and pasz: "path_image \<gamma> \<subseteq> u - {z}" and loop: "pathfinish \<gamma> = pathstart \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7075
        and zero: "\<And>w. w \<notin> u \<Longrightarrow> winding_number \<gamma> w = 0"
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  7076
      shows "((\<lambda>w. f w / (w - z)) has_contour_integral (2*pi * \<i> * winding_number \<gamma> z * f z)) \<gamma>"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7077
proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7078
  obtain \<gamma>' where pf\<gamma>': "polynomial_function \<gamma>'" and \<gamma>': "\<And>x. (\<gamma> has_vector_derivative (\<gamma>' x)) (at x)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7079
    using has_vector_derivative_polynomial_function [OF \<gamma>] by blast
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7080
  then have "bounded(path_image \<gamma>')"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7081
    by (simp add: path_image_def compact_imp_bounded compact_continuous_image continuous_on_polymonial_function)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7082
  then obtain B where "B>0" and B: "\<And>x. x \<in> path_image \<gamma>' \<Longrightarrow> norm x \<le> B"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7083
    using bounded_pos by force
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  7084
  define d where [abs_def]: "d z w = (if w = z then deriv f z else (f w - f z)/(w - z))" for z w
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  7085
  define v where "v = {w. w \<notin> path_image \<gamma> \<and> winding_number \<gamma> w = 0}"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7086
  have "path \<gamma>" "valid_path \<gamma>" using \<gamma>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7087
    by (auto simp: path_polynomial_function valid_path_polynomial_function)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7088
  then have ov: "open v"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7089
    by (simp add: v_def open_winding_number_levelsets loop)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7090
  have uv_Un: "u \<union> v = UNIV"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7091
    using pasz zero by (auto simp: v_def)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7092
  have conf: "continuous_on u f"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7093
    by (metis holf holomorphic_on_imp_continuous_on)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7094
  have hol_d: "(d y) holomorphic_on u" if "y \<in> u" for y
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7095
  proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7096
    have *: "(\<lambda>c. if c = y then deriv f y else (f c - f y) / (c - y)) holomorphic_on u"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7097
      by (simp add: holf pole_lemma_open u)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7098
    then have "isCont (\<lambda>x. if x = y then deriv f y else (f x - f y) / (x - y)) y"
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  7099
      using at_within_open field_differentiable_imp_continuous_at holomorphic_on_def that u by fastforce
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7100
    then have "continuous_on u (d y)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7101
      apply (simp add: d_def continuous_on_eq_continuous_at u, clarify)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7102
      using * holomorphic_on_def
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  7103
      by (meson field_differentiable_within_open field_differentiable_imp_continuous_at u)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7104
    moreover have "d y holomorphic_on u - {y}"
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  7105
      apply (simp add: d_def holomorphic_on_open u open_delete field_differentiable_def [symmetric])
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7106
      apply (intro ballI)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7107
      apply (rename_tac w)
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  7108
      apply (rule_tac d="dist w y" and f = "\<lambda>w. (f w - f y)/(w - y)" in field_differentiable_transform_within)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7109
      apply (auto simp: dist_pos_lt dist_commute intro!: derivative_intros)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7110
      using analytic_on_imp_differentiable_at analytic_on_open holf u apply blast
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7111
      done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7112
    ultimately show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7113
      by (rule no_isolated_singularity) (auto simp: u)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7114
  qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7115
  have cint_fxy: "(\<lambda>x. (f x - f y) / (x - y)) contour_integrable_on \<gamma>" if "y \<notin> path_image \<gamma>" for y
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7116
    apply (rule contour_integrable_holomorphic_simple [where s = "u-{y}"])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7117
    using \<open>valid_path \<gamma>\<close> pasz
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7118
    apply (auto simp: u open_delete)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7119
    apply (rule continuous_intros holomorphic_intros continuous_on_subset [OF conf] holomorphic_on_subset [OF holf] |
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7120
                force simp add: that)+
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7121
    done
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  7122
  define h where
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62843
diff changeset
  7123
    "h z = (if z \<in> u then contour_integral \<gamma> (d z) else contour_integral \<gamma> (\<lambda>w. f w/(w - z)))" for z
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7124
  have U: "\<And>z. z \<in> u \<Longrightarrow> ((d z) has_contour_integral h z) \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7125
    apply (simp add: h_def)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7126
    apply (rule has_contour_integral_integral [OF contour_integrable_holomorphic_simple [where s=u]])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7127
    using u pasz \<open>valid_path \<gamma>\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7128
    apply (auto intro: holomorphic_on_imp_continuous_on hol_d)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7129
    done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7130
  have V: "((\<lambda>w. f w / (w - z)) has_contour_integral h z) \<gamma>" if z: "z \<in> v" for z
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7131
  proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7132
    have 0: "0 = (f z) * 2 * of_real (2 * pi) * \<i> * winding_number \<gamma> z"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7133
      using v_def z by auto
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7134
    then have "((\<lambda>x. 1 / (x - z)) has_contour_integral 0) \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7135
     using z v_def  has_contour_integral_winding_number [OF \<open>valid_path \<gamma>\<close>] by fastforce
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7136
    then have "((\<lambda>x. f z * (1 / (x - z))) has_contour_integral 0) \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7137
      using has_contour_integral_lmul by fastforce
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7138
    then have "((\<lambda>x. f z / (x - z)) has_contour_integral 0) \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7139
      by (simp add: divide_simps)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7140
    moreover have "((\<lambda>x. (f x - f z) / (x - z)) has_contour_integral contour_integral \<gamma> (d z)) \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7141
      using z
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7142
      apply (auto simp: v_def)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7143
      apply (metis (no_types, lifting) contour_integrable_eq d_def has_contour_integral_eq has_contour_integral_integral cint_fxy)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7144
      done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7145
    ultimately have *: "((\<lambda>x. f z / (x - z) + (f x - f z) / (x - z)) has_contour_integral (0 + contour_integral \<gamma> (d z))) \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7146
      by (rule has_contour_integral_add)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7147
    have "((\<lambda>w. f w / (w - z)) has_contour_integral contour_integral \<gamma> (d z)) \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7148
            if  "z \<in> u"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7149
      using * by (auto simp: divide_simps has_contour_integral_eq)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7150
    moreover have "((\<lambda>w. f w / (w - z)) has_contour_integral contour_integral \<gamma> (\<lambda>w. f w / (w - z))) \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7151
            if "z \<notin> u"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7152
      apply (rule has_contour_integral_integral [OF contour_integrable_holomorphic_simple [where s=u]])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7153
      using u pasz \<open>valid_path \<gamma>\<close> that
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7154
      apply (auto intro: holomorphic_on_imp_continuous_on hol_d)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7155
      apply (rule continuous_intros conf holomorphic_intros holf | force)+
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7156
      done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7157
    ultimately show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7158
      using z by (simp add: h_def)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7159
  qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7160
  have znot: "z \<notin> path_image \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7161
    using pasz by blast
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7162
  obtain d0 where "d0>0" and d0: "\<And>x y. x \<in> path_image \<gamma> \<Longrightarrow> y \<in> - u \<Longrightarrow> d0 \<le> dist x y"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7163
    using separate_compact_closed [of "path_image \<gamma>" "-u"] pasz u
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7164
    by (fastforce simp add: \<open>path \<gamma>\<close> compact_path_image)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7165
  obtain dd where "0 < dd" and dd: "{y + k | y k. y \<in> path_image \<gamma> \<and> k \<in> ball 0 dd} \<subseteq> u"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7166
    apply (rule that [of "d0/2"])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7167
    using \<open>0 < d0\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7168
    apply (auto simp: dist_norm dest: d0)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7169
    done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7170
  have "\<And>x x'. \<lbrakk>x \<in> path_image \<gamma>; dist x x' * 2 < dd\<rbrakk> \<Longrightarrow> \<exists>y k. x' = y + k \<and> y \<in> path_image \<gamma> \<and> dist 0 k * 2 \<le> dd"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7171
    apply (rule_tac x=x in exI)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7172
    apply (rule_tac x="x'-x" in exI)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7173
    apply (force simp add: dist_norm)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7174
    done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7175
  then have 1: "path_image \<gamma> \<subseteq> interior {y + k |y k. y \<in> path_image \<gamma> \<and> k \<in> cball 0 (dd / 2)}"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7176
    apply (clarsimp simp add: mem_interior)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7177
    using \<open>0 < dd\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7178
    apply (rule_tac x="dd/2" in exI, auto)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7179
    done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7180
  obtain t where "compact t" and subt: "path_image \<gamma> \<subseteq> interior t" and t: "t \<subseteq> u"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7181
    apply (rule that [OF _ 1])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7182
    apply (fastforce simp add: \<open>valid_path \<gamma>\<close> compact_valid_path_image intro!: compact_sums)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7183
    apply (rule order_trans [OF _ dd])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7184
    using \<open>0 < dd\<close> by fastforce
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7185
  obtain L where "L>0"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7186
           and L: "\<And>f B. \<lbrakk>f holomorphic_on interior t; \<And>z. z\<in>interior t \<Longrightarrow> cmod (f z) \<le> B\<rbrakk> \<Longrightarrow>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7187
                         cmod (contour_integral \<gamma> f) \<le> L * B"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7188
      using contour_integral_bound_exists [OF open_interior \<open>valid_path \<gamma>\<close> subt]
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7189
      by blast
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7190
  have "bounded(f ` t)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7191
    by (meson \<open>compact t\<close> compact_continuous_image compact_imp_bounded conf continuous_on_subset t)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7192
  then obtain D where "D>0" and D: "\<And>x. x \<in> t \<Longrightarrow> norm (f x) \<le> D"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7193
    by (auto simp: bounded_pos)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7194
  obtain C where "C>0" and C: "\<And>x. x \<in> t \<Longrightarrow> norm x \<le> C"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7195
    using \<open>compact t\<close> bounded_pos compact_imp_bounded by force
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7196
  have "dist (h y) 0 \<le> e" if "0 < e" and le: "D * L / e + C \<le> cmod y" for e y
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7197
  proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7198
    have "D * L / e > 0"  using \<open>D>0\<close> \<open>L>0\<close> \<open>e>0\<close> by simp
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7199
    with le have ybig: "norm y > C" by force
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7200
    with C have "y \<notin> t"  by force
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7201
    then have ynot: "y \<notin> path_image \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7202
      using subt interior_subset by blast
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7203
    have [simp]: "winding_number \<gamma> y = 0"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7204
      apply (rule winding_number_zero_outside [of _ "cball 0 C"])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7205
      using ybig interior_subset subt
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7206
      apply (force simp add: loop \<open>path \<gamma>\<close> dist_norm intro!: C)+
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7207
      done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7208
    have [simp]: "h y = contour_integral \<gamma> (\<lambda>w. f w/(w - y))"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7209
      by (rule contour_integral_unique [symmetric]) (simp add: v_def ynot V)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7210
    have holint: "(\<lambda>w. f w / (w - y)) holomorphic_on interior t"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7211
      apply (rule holomorphic_on_divide)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7212
      using holf holomorphic_on_subset interior_subset t apply blast
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7213
      apply (rule holomorphic_intros)+
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7214
      using \<open>y \<notin> t\<close> interior_subset by auto
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7215
    have leD: "cmod (f z / (z - y)) \<le> D * (e / L / D)" if z: "z \<in> interior t" for z
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7216
    proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7217
      have "D * L / e + cmod z \<le> cmod y"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7218
        using le C [of z] z using interior_subset by force
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7219
      then have DL2: "D * L / e \<le> cmod (z - y)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7220
        using norm_triangle_ineq2 [of y z] by (simp add: norm_minus_commute)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7221
      have "cmod (f z / (z - y)) = cmod (f z) * inverse (cmod (z - y))"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7222
        by (simp add: norm_mult norm_inverse Fields.field_class.field_divide_inverse)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7223
      also have "... \<le> D * (e / L / D)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7224
        apply (rule mult_mono)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7225
        using that D interior_subset apply blast
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7226
        using \<open>L>0\<close> \<open>e>0\<close> \<open>D>0\<close> DL2
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7227
        apply (auto simp: norm_divide divide_simps algebra_simps)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7228
        done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7229
      finally show ?thesis .
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7230
    qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7231
    have "dist (h y) 0 = cmod (contour_integral \<gamma> (\<lambda>w. f w / (w - y)))"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7232
      by (simp add: dist_norm)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7233
    also have "... \<le> L * (D * (e / L / D))"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7234
      by (rule L [OF holint leD])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7235
    also have "... = e"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7236
      using  \<open>L>0\<close> \<open>0 < D\<close> by auto
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7237
    finally show ?thesis .
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7238
  qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7239
  then have "(h \<longlongrightarrow> 0) at_infinity"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7240
    by (meson Lim_at_infinityI)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7241
  moreover have "h holomorphic_on UNIV"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7242
  proof -
62217
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7243
    have con_ff: "continuous (at (x,z)) (\<lambda>(x,y). (f y - f x) / (y - x))"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7244
                 if "x \<in> u" "z \<in> u" "x \<noteq> z" for x z
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7245
      using that conf
62217
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7246
      apply (simp add: split_def continuous_on_eq_continuous_at u)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7247
      apply (simp | rule continuous_intros continuous_within_compose2 [where g=f])+
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7248
      done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7249
    have con_fstsnd: "continuous_on UNIV (\<lambda>x. (fst x - snd x) ::complex)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7250
      by (rule continuous_intros)+
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7251
    have open_uu_Id: "open (u \<times> u - Id)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7252
      apply (rule open_Diff)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7253
      apply (simp add: open_Times u)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7254
      using continuous_closed_preimage_constant [OF con_fstsnd closed_UNIV, of 0]
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7255
      apply (auto simp: Id_fstsnd_eq algebra_simps)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7256
      done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7257
    have con_derf: "continuous (at z) (deriv f)" if "z \<in> u" for z
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7258
      apply (rule continuous_on_interior [of u])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7259
      apply (simp add: holf holomorphic_deriv holomorphic_on_imp_continuous_on u)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7260
      by (simp add: interior_open that u)
62217
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7261
    have tendsto_f': "((\<lambda>(x,y). if y = x then deriv f (x)
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7262
                                else (f (y) - f (x)) / (y - x)) \<longlongrightarrow> deriv f x)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7263
                      (at (x, x) within u \<times> u)" if "x \<in> u" for x
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7264
    proof (rule Lim_withinI)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7265
      fix e::real assume "0 < e"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7266
      obtain k1 where "k1>0" and k1: "\<And>x'. norm (x' - x) \<le> k1 \<Longrightarrow> norm (deriv f x' - deriv f x) < e"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7267
        using \<open>0 < e\<close> continuous_within_E [OF con_derf [OF \<open>x \<in> u\<close>]]
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7268
        by (metis UNIV_I dist_norm)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7269
      obtain k2 where "k2>0" and k2: "ball x k2 \<subseteq> u" by (blast intro: openE [OF u] \<open>x \<in> u\<close>)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7270
      have neq: "norm ((f z' - f x') / (z' - x') - deriv f x) \<le> e"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7271
                    if "z' \<noteq> x'" and less_k1: "norm (x'-x, z'-x) < k1" and less_k2: "norm (x'-x, z'-x) < k2"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7272
                 for x' z'
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7273
      proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7274
        have cs_less: "w \<in> closed_segment x' z' \<Longrightarrow> cmod (w - x) \<le> norm (x'-x, z'-x)" for w
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7275
          apply (drule segment_furthest_le [where y=x])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7276
          by (metis (no_types) dist_commute dist_norm norm_fst_le norm_snd_le order_trans)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7277
        have derf_le: "w \<in> closed_segment x' z' \<Longrightarrow> z' \<noteq> x' \<Longrightarrow> cmod (deriv f w - deriv f x) \<le> e" for w
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7278
          by (blast intro: cs_less less_k1 k1 [unfolded divide_const_simps dist_norm] less_imp_le le_less_trans)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7279
        have f_has_der: "\<And>x. x \<in> u \<Longrightarrow> (f has_field_derivative deriv f x) (at x within u)"
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  7280
          by (metis DERIV_deriv_iff_field_differentiable at_within_open holf holomorphic_on_def u)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7281
        have "closed_segment x' z' \<subseteq> u"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7282
          by (rule order_trans [OF _ k2]) (simp add: cs_less  le_less_trans [OF _ less_k2] dist_complex_def norm_minus_commute subset_iff)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7283
        then have cint_derf: "(deriv f has_contour_integral f z' - f x') (linepath x' z')"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7284
          using contour_integral_primitive [OF f_has_der valid_path_linepath] pasz  by simp
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7285
        then have *: "((\<lambda>x. deriv f x / (z' - x')) has_contour_integral (f z' - f x') / (z' - x')) (linepath x' z')"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7286
          by (rule has_contour_integral_div)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7287
        have "norm ((f z' - f x') / (z' - x') - deriv f x) \<le> e/norm(z' - x') * norm(z' - x')"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7288
          apply (rule has_contour_integral_bound_linepath [OF has_contour_integral_diff [OF *]])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7289
          using has_contour_integral_div [where c = "z' - x'", OF has_contour_integral_const_linepath [of "deriv f x" z' x']]
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7290
                 \<open>e > 0\<close>  \<open>z' \<noteq> x'\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7291
          apply (auto simp: norm_divide divide_simps derf_le)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7292
          done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7293
        also have "... \<le> e" using \<open>0 < e\<close> by simp
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7294
        finally show ?thesis .
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7295
      qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7296
      show "\<exists>d>0. \<forall>xa\<in>u \<times> u.
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7297
                  0 < dist xa (x, x) \<and> dist xa (x, x) < d \<longrightarrow>
62217
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7298
                  dist (case xa of (x, y) \<Rightarrow> if y = x then deriv f x else (f y - f x) / (y - x)) (deriv f x) \<le> e"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7299
        apply (rule_tac x="min k1 k2" in exI)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7300
        using \<open>k1>0\<close> \<open>k2>0\<close> \<open>e>0\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7301
        apply (force simp: dist_norm neq intro: dual_order.strict_trans2 k1 less_imp_le norm_fst_le)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7302
        done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7303
    qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7304
    have con_pa_f: "continuous_on (path_image \<gamma>) f"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7305
      by (meson holf holomorphic_on_imp_continuous_on holomorphic_on_subset interior_subset subt t)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7306
    have le_B: "\<And>t. t \<in> {0..1} \<Longrightarrow> cmod (vector_derivative \<gamma> (at t)) \<le> B"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7307
      apply (rule B)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7308
      using \<gamma>' using path_image_def vector_derivative_at by fastforce
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7309
    have f_has_cint: "\<And>w. w \<in> v - path_image \<gamma> \<Longrightarrow> ((\<lambda>u. f u / (u - w) ^ 1) has_contour_integral h w) \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7310
      by (simp add: V)
62217
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7311
    have cond_uu: "continuous_on (u \<times> u) (\<lambda>(x,y). d x y)"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7312
      apply (simp add: continuous_on_eq_continuous_within d_def continuous_within tendsto_f')
62397
5ae24f33d343 Substantial new material for multivariate analysis. Also removal of some duplicates.
paulson <lp15@cam.ac.uk>
parents: 62379
diff changeset
  7313
      apply (simp add: tendsto_within_open_NO_MATCH open_Times u, clarify)
62217
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7314
      apply (rule Lim_transform_within_open [OF _ open_uu_Id, where f = "(\<lambda>(x,y). (f y - f x) / (y - x))"])
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7315
      using con_ff
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7316
      apply (auto simp: continuous_within)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7317
      done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7318
    have hol_dw: "(\<lambda>z. d z w) holomorphic_on u" if "w \<in> u" for w
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7319
    proof -
62217
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7320
      have "continuous_on u ((\<lambda>(x,y). d x y) o (\<lambda>z. (w,z)))"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7321
        by (rule continuous_on_compose continuous_intros continuous_on_subset [OF cond_uu] | force intro: that)+
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7322
      then have *: "continuous_on u (\<lambda>z. if w = z then deriv f z else (f w - f z) / (w - z))"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7323
        by (rule rev_iffD1 [OF _ continuous_on_cong [OF refl]]) (simp add: d_def field_simps)
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  7324
      have **: "\<And>x. \<lbrakk>x \<in> u; x \<noteq> w\<rbrakk> \<Longrightarrow> (\<lambda>z. if w = z then deriv f z else (f w - f z) / (w - z)) field_differentiable at x"
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  7325
        apply (rule_tac f = "\<lambda>x. (f w - f x)/(w - x)" and d = "dist x w" in field_differentiable_transform_within)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7326
        apply (rule u derivative_intros holomorphic_on_imp_differentiable_at [OF holf] | force simp add: dist_commute)+
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7327
        done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7328
      show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7329
        unfolding d_def
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7330
        apply (rule no_isolated_singularity [OF * _ u, where k = "{w}"])
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  7331
        apply (auto simp: field_differentiable_def [symmetric] holomorphic_on_open open_Diff u **)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7332
        done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7333
    qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7334
    { fix a b
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7335
      assume abu: "closed_segment a b \<subseteq> u"
62217
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7336
      then have "\<And>w. w \<in> u \<Longrightarrow> (\<lambda>z. d z w) contour_integrable_on (linepath a b)"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7337
        by (metis hol_dw continuous_on_subset contour_integrable_continuous_linepath holomorphic_on_imp_continuous_on)
62217
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7338
      then have cont_cint_d: "continuous_on u (\<lambda>w. contour_integral (linepath a b) (\<lambda>z. d z w))"
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7339
        apply (rule contour_integral_continuous_on_linepath_2D [OF \<open>open u\<close> _ _ abu])
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7340
        apply (auto simp: intro: continuous_on_swap_args cond_uu)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7341
        done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7342
      have cont_cint_d\<gamma>: "continuous_on {0..1} ((\<lambda>w. contour_integral (linepath a b) (\<lambda>z. d z w)) o \<gamma>)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7343
        apply (rule continuous_on_compose)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7344
        using \<open>path \<gamma>\<close> path_def pasz
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7345
        apply (auto intro!: continuous_on_subset [OF cont_cint_d])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7346
        apply (force simp add: path_image_def)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7347
        done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7348
      have cint_cint: "(\<lambda>w. contour_integral (linepath a b) (\<lambda>z. d z w)) contour_integrable_on \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7349
        apply (simp add: contour_integrable_on)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7350
        apply (rule integrable_continuous_real)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7351
        apply (rule continuous_on_mult [OF cont_cint_d\<gamma> [unfolded o_def]])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7352
        using pf\<gamma>'
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7353
        by (simp add: continuous_on_polymonial_function vector_derivative_at [OF \<gamma>'])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7354
      have "contour_integral (linepath a b) h = contour_integral (linepath a b) (\<lambda>z. contour_integral \<gamma> (d z))"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7355
        using abu  by (force simp add: h_def intro: contour_integral_eq)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7356
      also have "... =  contour_integral \<gamma> (\<lambda>w. contour_integral (linepath a b) (\<lambda>z. d z w))"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7357
        apply (rule contour_integral_swap)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7358
        apply (rule continuous_on_subset [OF cond_uu])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7359
        using abu pasz \<open>valid_path \<gamma>\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7360
        apply (auto intro!: continuous_intros)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7361
        by (metis \<gamma>' continuous_on_eq path_def path_polynomial_function pf\<gamma>' vector_derivative_at)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7362
      finally have cint_h_eq:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7363
          "contour_integral (linepath a b) h =
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7364
                    contour_integral \<gamma> (\<lambda>w. contour_integral (linepath a b) (\<lambda>z. d z w))" .
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7365
      note cint_cint cint_h_eq
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7366
    } note cint_h = this
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7367
    have conthu: "continuous_on u h"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7368
    proof (simp add: continuous_on_sequentially, clarify)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7369
      fix a x
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7370
      assume x: "x \<in> u" and au: "\<forall>n. a n \<in> u" and ax: "a \<longlonglongrightarrow> x"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7371
      then have A1: "\<forall>\<^sub>F n in sequentially. d (a n) contour_integrable_on \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7372
        by (meson U contour_integrable_on_def eventuallyI)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7373
      obtain dd where "dd>0" and dd: "cball x dd \<subseteq> u" using open_contains_cball u x by force
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7374
      have A2: "\<forall>\<^sub>F n in sequentially. \<forall>xa\<in>path_image \<gamma>. cmod (d (a n) xa - d x xa) < ee" if "0 < ee" for ee
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7375
      proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7376
        let ?ddpa = "{(w,z) |w z. w \<in> cball x dd \<and> z \<in> path_image \<gamma>}"
62217
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7377
        have "uniformly_continuous_on ?ddpa (\<lambda>(x,y). d x y)"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7378
          apply (rule compact_uniformly_continuous [OF continuous_on_subset[OF cond_uu]])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7379
          using dd pasz \<open>valid_path \<gamma>\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7380
          apply (auto simp: compact_Times compact_valid_path_image simp del: mem_cball)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7381
          done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7382
        then obtain kk where "kk>0"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7383
            and kk: "\<And>x x'. \<lbrakk>x\<in>?ddpa; x'\<in>?ddpa; dist x' x < kk\<rbrakk> \<Longrightarrow>
62217
527488dc8b90 Reorganised a huge proof
paulson <lp15@cam.ac.uk>
parents: 62175
diff changeset
  7384
                             dist ((\<lambda>(x,y). d x y) x') ((\<lambda>(x,y). d x y) x) < ee"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7385
          apply (rule uniformly_continuous_onE [where e = ee])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7386
          using \<open>0 < ee\<close> by auto
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7387
        have kk: "\<lbrakk>norm (w - x) \<le> dd; z \<in> path_image \<gamma>; norm ((w, z) - (x, z)) < kk\<rbrakk> \<Longrightarrow> norm (d w z - d x z) < ee"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7388
                 for  w z
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7389
          using \<open>dd>0\<close> kk [of "(x,z)" "(w,z)"] by (force simp add: norm_minus_commute dist_norm)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7390
        show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7391
          using ax unfolding lim_sequentially eventually_sequentially
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7392
          apply (drule_tac x="min dd kk" in spec)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7393
          using \<open>dd > 0\<close> \<open>kk > 0\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7394
          apply (fastforce simp: kk dist_norm)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7395
          done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7396
      qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7397
      have tendsto_hx: "(\<lambda>n. contour_integral \<gamma> (d (a n))) \<longlonglongrightarrow> h x"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7398
        apply (simp add: contour_integral_unique [OF U, symmetric] x)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7399
        apply (rule contour_integral_uniform_limit [OF A1 A2 le_B])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7400
        apply (auto simp: \<open>valid_path \<gamma>\<close>)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7401
        done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7402
      then show "(h \<circ> a) \<longlonglongrightarrow> h x"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7403
        by (simp add: h_def x au o_def)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7404
    qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7405
    show ?thesis
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  7406
    proof (simp add: holomorphic_on_open field_differentiable_def [symmetric], clarify)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7407
      fix z0
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7408
      consider "z0 \<in> v" | "z0 \<in> u" using uv_Un by blast
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  7409
      then show "h field_differentiable at z0"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7410
      proof cases
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7411
        assume "z0 \<in> v" then show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7412
          using Cauchy_next_derivative [OF con_pa_f le_B f_has_cint _ ov] V f_has_cint \<open>valid_path \<gamma>\<close>
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  7413
          by (auto simp: field_differentiable_def v_def)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7414
      next
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7415
        assume "z0 \<in> u" then
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7416
        obtain e where "e>0" and e: "ball z0 e \<subseteq> u" by (blast intro: openE [OF u])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7417
        have *: "contour_integral (linepath a b) h + contour_integral (linepath b c) h + contour_integral (linepath c a) h = 0"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7418
                if abc_subset: "convex hull {a, b, c} \<subseteq> ball z0 e"  for a b c
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7419
        proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7420
          have *: "\<And>x1 x2 z. z \<in> u \<Longrightarrow> closed_segment x1 x2 \<subseteq> u \<Longrightarrow> (\<lambda>w. d w z) contour_integrable_on linepath x1 x2"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7421
            using  hol_dw holomorphic_on_imp_continuous_on u
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7422
            by (auto intro!: contour_integrable_holomorphic_simple)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7423
          have abc: "closed_segment a b \<subseteq> u"  "closed_segment b c \<subseteq> u"  "closed_segment c a \<subseteq> u"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7424
            using that e segments_subset_convex_hull by fastforce+
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7425
          have eq0: "\<And>w. w \<in> u \<Longrightarrow> contour_integral (linepath a b +++ linepath b c +++ linepath c a) (\<lambda>z. d z w) = 0"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7426
            apply (rule contour_integral_unique [OF Cauchy_theorem_triangle])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7427
            apply (rule holomorphic_on_subset [OF hol_dw])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7428
            using e abc_subset by auto
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7429
          have "contour_integral \<gamma>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7430
                   (\<lambda>x. contour_integral (linepath a b) (\<lambda>z. d z x) +
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7431
                        (contour_integral (linepath b c) (\<lambda>z. d z x) +
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7432
                         contour_integral (linepath c a) (\<lambda>z. d z x)))  =  0"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7433
            apply (rule contour_integral_eq_0)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7434
            using abc pasz u
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7435
            apply (subst contour_integral_join [symmetric], auto intro: eq0 *)+
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7436
            done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7437
          then show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7438
            by (simp add: cint_h abc contour_integrable_add contour_integral_add [symmetric] add_ac)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7439
        qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7440
        show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7441
          using e \<open>e > 0\<close>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7442
          by (auto intro!: holomorphic_on_imp_differentiable_at [OF _ open_ball] analytic_imp_holomorphic
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7443
                           Morera_triangle continuous_on_subset [OF conthu] *)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7444
      qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7445
    qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7446
  qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7447
  ultimately have [simp]: "h z = 0" for z
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7448
    by (meson Liouville_weak)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7449
  have "((\<lambda>w. 1 / (w - z)) has_contour_integral complex_of_real (2 * pi) * \<i> * winding_number \<gamma> z) \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7450
    by (rule has_contour_integral_winding_number [OF \<open>valid_path \<gamma>\<close> znot])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7451
  then have "((\<lambda>w. f z * (1 / (w - z))) has_contour_integral complex_of_real (2 * pi) * \<i> * winding_number \<gamma> z * f z) \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7452
    by (metis mult.commute has_contour_integral_lmul)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7453
  then have 1: "((\<lambda>w. f z / (w - z)) has_contour_integral complex_of_real (2 * pi) * \<i> * winding_number \<gamma> z * f z) \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7454
    by (simp add: divide_simps)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7455
  moreover have 2: "((\<lambda>w. (f w - f z) / (w - z)) has_contour_integral 0) \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7456
    using U [OF z] pasz d_def by (force elim: has_contour_integral_eq [where g = "\<lambda>w. (f w - f z)/(w - z)"])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7457
  show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7458
    using has_contour_integral_add [OF 1 2]  by (simp add: diff_divide_distrib)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7459
qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7460
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7461
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7462
theorem Cauchy_integral_formula_global:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7463
    assumes s: "open s" and holf: "f holomorphic_on s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7464
        and z: "z \<in> s" and vpg: "valid_path \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7465
        and pasz: "path_image \<gamma> \<subseteq> s - {z}" and loop: "pathfinish \<gamma> = pathstart \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7466
        and zero: "\<And>w. w \<notin> s \<Longrightarrow> winding_number \<gamma> w = 0"
63589
58aab4745e85 more symbols;
wenzelm
parents: 63367
diff changeset
  7467
      shows "((\<lambda>w. f w / (w - z)) has_contour_integral (2*pi * \<i> * winding_number \<gamma> z * f z)) \<gamma>"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7468
proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7469
  have "path \<gamma>" using vpg by (blast intro: valid_path_imp_path)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7470
  have hols: "(\<lambda>w. f w / (w - z)) holomorphic_on s - {z}" "(\<lambda>w. 1 / (w - z)) holomorphic_on s - {z}"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7471
    by (rule holomorphic_intros holomorphic_on_subset [OF holf] | force)+
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7472
  then have cint_fw: "(\<lambda>w. f w / (w - z)) contour_integrable_on \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7473
    by (meson contour_integrable_holomorphic_simple holomorphic_on_imp_continuous_on open_delete s vpg pasz)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7474
  obtain d where "d>0"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7475
      and d: "\<And>g h. \<lbrakk>valid_path g; valid_path h; \<forall>t\<in>{0..1}. cmod (g t - \<gamma> t) < d \<and> cmod (h t - \<gamma> t) < d;
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7476
                     pathstart h = pathstart g \<and> pathfinish h = pathfinish g\<rbrakk>
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7477
                     \<Longrightarrow> path_image h \<subseteq> s - {z} \<and> (\<forall>f. f holomorphic_on s - {z} \<longrightarrow> contour_integral h f = contour_integral g f)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7478
    using contour_integral_nearby_ends [OF _ \<open>path \<gamma>\<close> pasz] s by (simp add: open_Diff) metis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7479
  obtain p where polyp: "polynomial_function p"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7480
             and ps: "pathstart p = pathstart \<gamma>" and pf: "pathfinish p = pathfinish \<gamma>" and led: "\<forall>t\<in>{0..1}. cmod (p t - \<gamma> t) < d"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7481
    using path_approx_polynomial_function [OF \<open>path \<gamma>\<close> \<open>d > 0\<close>] by blast
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7482
  then have ploop: "pathfinish p = pathstart p" using loop by auto
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7483
  have vpp: "valid_path p"  using polyp valid_path_polynomial_function by blast
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7484
  have [simp]: "z \<notin> path_image \<gamma>" using pasz by blast
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7485
  have paps: "path_image p \<subseteq> s - {z}" and cint_eq: "(\<And>f. f holomorphic_on s - {z} \<Longrightarrow> contour_integral p f = contour_integral \<gamma> f)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7486
    using pf ps led d [OF vpg vpp] \<open>d > 0\<close> by auto
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7487
  have wn_eq: "winding_number p z = winding_number \<gamma> z"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7488
    using vpp paps
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7489
    by (simp add: subset_Diff_insert vpg valid_path_polynomial_function winding_number_valid_path cint_eq hols)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7490
  have "winding_number p w = winding_number \<gamma> w" if "w \<notin> s" for w
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7491
  proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7492
    have hol: "(\<lambda>v. 1 / (v - w)) holomorphic_on s - {z}"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7493
      using that by (force intro: holomorphic_intros holomorphic_on_subset [OF holf])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7494
   have "w \<notin> path_image p" "w \<notin> path_image \<gamma>" using paps pasz that by auto
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7495
   then show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7496
    using vpp vpg by (simp add: subset_Diff_insert valid_path_polynomial_function winding_number_valid_path cint_eq [OF hol])
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7497
  qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7498
  then have wn0: "\<And>w. w \<notin> s \<Longrightarrow> winding_number p w = 0"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7499
    by (simp add: zero)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7500
  show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7501
    using Cauchy_integral_formula_global_weak [OF s holf z polyp paps ploop wn0] hols
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7502
    by (metis wn_eq cint_eq has_contour_integral_eqpath cint_fw cint_eq)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7503
qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7504
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7505
theorem Cauchy_theorem_global:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7506
    assumes s: "open s" and holf: "f holomorphic_on s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7507
        and vpg: "valid_path \<gamma>" and loop: "pathfinish \<gamma> = pathstart \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7508
        and pas: "path_image \<gamma> \<subseteq> s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7509
        and zero: "\<And>w. w \<notin> s \<Longrightarrow> winding_number \<gamma> w = 0"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7510
      shows "(f has_contour_integral 0) \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7511
proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7512
  obtain z where "z \<in> s" and znot: "z \<notin> path_image \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7513
  proof -
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7514
    have "compact (path_image \<gamma>)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7515
      using compact_valid_path_image vpg by blast
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7516
    then have "path_image \<gamma> \<noteq> s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7517
      by (metis (no_types) compact_open path_image_nonempty s)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7518
    with pas show ?thesis by (blast intro: that)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7519
  qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7520
  then have pasz: "path_image \<gamma> \<subseteq> s - {z}" using pas by blast
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7521
  have hol: "(\<lambda>w. (w - z) * f w) holomorphic_on s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7522
    by (rule holomorphic_intros holf)+
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7523
  show ?thesis
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7524
    using Cauchy_integral_formula_global [OF s hol \<open>z \<in> s\<close> vpg pasz loop zero]
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7525
    by (auto simp: znot elim!: has_contour_integral_eq)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7526
qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7527
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7528
corollary Cauchy_theorem_global_outside:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7529
    assumes "open s" "f holomorphic_on s" "valid_path \<gamma>"  "pathfinish \<gamma> = pathstart \<gamma>" "path_image \<gamma> \<subseteq> s"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7530
            "\<And>w. w \<notin> s \<Longrightarrow> w \<in> outside(path_image \<gamma>)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7531
      shows "(f has_contour_integral 0) \<gamma>"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7532
by (metis Cauchy_theorem_global assms winding_number_zero_in_outside valid_path_imp_path)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7533
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62101
diff changeset
  7534
60809
457abb82fb9e the Cauchy integral theorem and related material
paulson <lp15@cam.ac.uk>
parents:
diff changeset
  7535
end