| author | webertj | 
| Tue, 01 Aug 2006 14:58:43 +0200 | |
| changeset 20276 | d94dc40673b1 | 
| parent 20217 | 25b068a99d2b | 
| child 20552 | 2c31dd358c21 | 
| permissions | -rw-r--r-- | 
| 13957 | 1 | (* Title : CLim.thy | 
| 2 | Author : Jacques D. Fleuriot | |
| 3 | Copyright : 2001 University of Edinburgh | |
| 14469 | 4 | Conversion to Isar and new proofs by Lawrence C Paulson, 2004 | 
| 13957 | 5 | *) | 
| 6 | ||
| 14469 | 7 | header{*Limits, Continuity and Differentiation for Complex Functions*}
 | 
| 8 | ||
| 15131 | 9 | theory CLim | 
| 15140 | 10 | imports CSeries | 
| 15131 | 11 | begin | 
| 14405 | 12 | |
| 13 | (*not in simpset?*) | |
| 14 | declare hypreal_epsilon_not_zero [simp] | |
| 15 | ||
| 16 | (*??generalize*) | |
| 17 | lemma lemma_complex_mult_inverse_squared [simp]: | |
| 18 | "x \<noteq> (0::complex) \<Longrightarrow> (x * inverse(x) ^ 2) = inverse x" | |
| 14469 | 19 | by (simp add: numeral_2_eq_2) | 
| 14405 | 20 | |
| 21 | text{*Changing the quantified variable. Install earlier?*}
 | |
| 14738 | 22 | lemma all_shift: "(\<forall>x::'a::comm_ring_1. P x) = (\<forall>x. P (x-a))"; | 
| 14405 | 23 | apply auto | 
| 24 | apply (drule_tac x="x+a" in spec) | |
| 25 | apply (simp add: diff_minus add_assoc) | |
| 26 | done | |
| 27 | ||
| 28 | lemma complex_add_minus_iff [simp]: "(x + - a = (0::complex)) = (x=a)" | |
| 29 | by (simp add: diff_eq_eq diff_minus [symmetric]) | |
| 30 | ||
| 31 | lemma complex_add_eq_0_iff [iff]: "(x+y = (0::complex)) = (y = -x)" | |
| 32 | apply auto | |
| 33 | apply (drule sym [THEN diff_eq_eq [THEN iffD2]], auto) | |
| 34 | done | |
| 13957 | 35 | |
| 19765 | 36 | definition | 
| 13957 | 37 | |
| 14405 | 38 | CLIM :: "[complex=>complex,complex,complex] => bool" | 
| 13957 | 39 | 				("((_)/ -- (_)/ --C> (_))" [60, 0, 60] 60)
 | 
| 19765 | 40 | "f -- a --C> L = | 
| 41 | (\<forall>r. 0 < r --> | |
| 14405 | 42 | (\<exists>s. 0 < s & (\<forall>x. (x \<noteq> a & (cmod(x - a) < s) | 
| 19765 | 43 | --> cmod(f x - L) < r))))" | 
| 13957 | 44 | |
| 14405 | 45 | NSCLIM :: "[complex=>complex,complex,complex] => bool" | 
| 13957 | 46 | 			      ("((_)/ -- (_)/ --NSC> (_))" [60, 0, 60] 60)
 | 
| 19765 | 47 | "f -- a --NSC> L = (\<forall>x. (x \<noteq> hcomplex_of_complex a & | 
| 14405 | 48 | x @c= hcomplex_of_complex a | 
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changeset | 49 | --> ( *f* f) x @c= hcomplex_of_complex L))" | 
| 13957 | 50 | |
| 51 | (* f: C --> R *) | |
| 14405 | 52 | CRLIM :: "[complex=>real,complex,real] => bool" | 
| 13957 | 53 | 				("((_)/ -- (_)/ --CR> (_))" [60, 0, 60] 60)
 | 
| 19765 | 54 | "f -- a --CR> L = | 
| 55 | (\<forall>r. 0 < r --> | |
| 14405 | 56 | (\<exists>s. 0 < s & (\<forall>x. (x \<noteq> a & (cmod(x - a) < s) | 
| 19765 | 57 | --> abs(f x - L) < r))))" | 
| 13957 | 58 | |
| 14405 | 59 | NSCRLIM :: "[complex=>real,complex,real] => bool" | 
| 13957 | 60 | 			      ("((_)/ -- (_)/ --NSCR> (_))" [60, 0, 60] 60)
 | 
| 19765 | 61 | "f -- a --NSCR> L = (\<forall>x. (x \<noteq> hcomplex_of_complex a & | 
| 14405 | 62 | x @c= hcomplex_of_complex a | 
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changeset | 63 | --> ( *f* f) x @= hypreal_of_real L))" | 
| 13957 | 64 | |
| 65 | ||
| 14405 | 66 | isContc :: "[complex=>complex,complex] => bool" | 
| 19765 | 67 | "isContc f a = (f -- a --C> (f a))" | 
| 13957 | 68 | |
| 69 | (* NS definition dispenses with limit notions *) | |
| 14405 | 70 | isNSContc :: "[complex=>complex,complex] => bool" | 
| 19765 | 71 | "isNSContc f a = (\<forall>y. y @c= hcomplex_of_complex a --> | 
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changeset | 72 | ( *f* f) y @c= hcomplex_of_complex (f a))" | 
| 13957 | 73 | |
| 14405 | 74 | isContCR :: "[complex=>real,complex] => bool" | 
| 19765 | 75 | "isContCR f a = (f -- a --CR> (f a))" | 
| 13957 | 76 | |
| 77 | (* NS definition dispenses with limit notions *) | |
| 14405 | 78 | isNSContCR :: "[complex=>real,complex] => bool" | 
| 19765 | 79 | "isNSContCR f a = (\<forall>y. y @c= hcomplex_of_complex a --> | 
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changeset | 80 | ( *f* f) y @= hypreal_of_real (f a))" | 
| 13957 | 81 | |
| 82 | (* differentiation: D is derivative of function f at x *) | |
| 14405 | 83 | cderiv:: "[complex=>complex,complex,complex] => bool" | 
| 13957 | 84 | 			    ("(CDERIV (_)/ (_)/ :> (_))" [60, 0, 60] 60)
 | 
| 19765 | 85 | "CDERIV f x :> D = ((%h. (f(x + h) - f(x))/h) -- 0 --C> D)" | 
| 13957 | 86 | |
| 14405 | 87 | nscderiv :: "[complex=>complex,complex,complex] => bool" | 
| 13957 | 88 | 			    ("(NSCDERIV (_)/ (_)/ :> (_))" [60, 0, 60] 60)
 | 
| 19765 | 89 |   "NSCDERIV f x :> D = (\<forall>h \<in> CInfinitesimal - {0}.
 | 
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changeset | 90 | (( *f* f)(hcomplex_of_complex x + h) | 
| 13957 | 91 | - hcomplex_of_complex (f x))/h @c= hcomplex_of_complex D)" | 
| 92 | ||
| 14405 | 93 | cdifferentiable :: "[complex=>complex,complex] => bool" | 
| 94 | (infixl "cdifferentiable" 60) | |
| 19765 | 95 | "f cdifferentiable x = (\<exists>D. CDERIV f x :> D)" | 
| 14405 | 96 | |
| 97 | NSCdifferentiable :: "[complex=>complex,complex] => bool" | |
| 98 | (infixl "NSCdifferentiable" 60) | |
| 19765 | 99 | "f NSCdifferentiable x = (\<exists>D. NSCDERIV f x :> D)" | 
| 14405 | 100 | |
| 101 | ||
| 102 | isUContc :: "(complex=>complex) => bool" | |
| 19765 | 103 | "isUContc f = (\<forall>r. 0 < r --> | 
| 14405 | 104 | (\<exists>s. 0 < s & (\<forall>x y. cmod(x - y) < s | 
| 105 | --> cmod(f x - f y) < r)))" | |
| 106 | ||
| 107 | isNSUContc :: "(complex=>complex) => bool" | |
| 19765 | 108 | "isNSUContc f = (\<forall>x y. x @c= y --> ( *f* f) x @c= ( *f* f) y)" | 
| 14405 | 109 | |
| 110 | ||
| 111 | ||
| 112 | subsection{*Limit of Complex to Complex Function*}
 | |
| 113 | ||
| 114 | lemma NSCLIM_NSCRLIM_Re: "f -- a --NSC> L ==> (%x. Re(f x)) -- a --NSCR> Re(L)" | |
| 14469 | 115 | by (simp add: NSCLIM_def NSCRLIM_def starfunC_approx_Re_Im_iff | 
| 116 | hRe_hcomplex_of_complex) | |
| 117 | ||
| 14405 | 118 | |
| 14469 | 119 | lemma NSCLIM_NSCRLIM_Im: "f -- a --NSC> L ==> (%x. Im(f x)) -- a --NSCR> Im(L)" | 
| 120 | by (simp add: NSCLIM_def NSCRLIM_def starfunC_approx_Re_Im_iff | |
| 121 | hIm_hcomplex_of_complex) | |
| 14405 | 122 | |
| 123 | lemma CLIM_NSCLIM: | |
| 124 | "f -- x --C> L ==> f -- x --NSC> L" | |
| 14469 | 125 | apply (simp add: CLIM_def NSCLIM_def capprox_def, auto) | 
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changeset | 126 | apply (rule_tac x = xa in star_cases) | 
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changeset | 127 | apply (auto simp add: starfun star_n_diff star_of_def star_n_eq_iff | 
| 14405 | 128 | CInfinitesimal_hcmod_iff hcmod Infinitesimal_FreeUltrafilterNat_iff) | 
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changeset | 129 | apply (rule bexI [OF _ Rep_star_star_n], safe) | 
| 14405 | 130 | apply (drule_tac x = u in spec, auto) | 
| 131 | apply (drule_tac x = s in spec, auto, ultra) | |
| 132 | apply (drule sym, auto) | |
| 133 | done | |
| 134 | ||
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changeset | 135 | lemma eq_Abs_star_ALL: "(\<forall>t. P t) = (\<forall>X. P (star_n X))" | 
| 14405 | 136 | apply auto | 
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changeset | 137 | apply (rule_tac x = t in star_cases, auto) | 
| 14405 | 138 | done | 
| 139 | ||
| 140 | lemma lemma_CLIM: | |
| 141 | "\<forall>s. 0 < s --> (\<exists>xa. xa \<noteq> x & | |
| 142 | cmod (xa - x) < s & r \<le> cmod (f xa - L)) | |
| 143 | ==> \<forall>(n::nat). \<exists>xa. xa \<noteq> x & | |
| 144 | cmod(xa - x) < inverse(real(Suc n)) & r \<le> cmod(f xa - L)" | |
| 145 | apply clarify | |
| 146 | apply (cut_tac n1 = n in real_of_nat_Suc_gt_zero [THEN positive_imp_inverse_positive], auto) | |
| 147 | done | |
| 148 | ||
| 149 | ||
| 150 | lemma lemma_skolemize_CLIM2: | |
| 151 | "\<forall>s. 0 < s --> (\<exists>xa. xa \<noteq> x & | |
| 152 | cmod (xa - x) < s & r \<le> cmod (f xa - L)) | |
| 153 | ==> \<exists>X. \<forall>(n::nat). X n \<noteq> x & | |
| 154 | cmod(X n - x) < inverse(real(Suc n)) & r \<le> cmod(f (X n) - L)" | |
| 155 | apply (drule lemma_CLIM) | |
| 156 | apply (drule choice, blast) | |
| 157 | done | |
| 158 | ||
| 159 | lemma lemma_csimp: | |
| 160 | "\<forall>n. X n \<noteq> x & | |
| 161 | cmod (X n - x) < inverse (real(Suc n)) & | |
| 162 | r \<le> cmod (f (X n) - L) ==> | |
| 163 | \<forall>n. cmod (X n - x) < inverse (real(Suc n))" | |
| 164 | by auto | |
| 165 | ||
| 166 | lemma NSCLIM_CLIM: | |
| 167 | "f -- x --NSC> L ==> f -- x --C> L" | |
| 14469 | 168 | apply (simp add: CLIM_def NSCLIM_def) | 
| 14405 | 169 | apply (rule ccontr) | 
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changeset | 170 | apply (auto simp add: eq_Abs_star_ALL starfun | 
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changeset | 171 | CInfinitesimal_capprox_minus [symmetric] star_n_diff | 
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changeset | 172 | CInfinitesimal_hcmod_iff star_of_def star_n_eq_iff | 
| 14469 | 173 | Infinitesimal_FreeUltrafilterNat_iff hcmod) | 
| 14405 | 174 | apply (simp add: linorder_not_less) | 
| 175 | apply (drule lemma_skolemize_CLIM2, safe) | |
| 176 | apply (drule_tac x = X in spec, auto) | |
| 177 | apply (drule lemma_csimp [THEN complex_seq_to_hcomplex_CInfinitesimal]) | |
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changeset | 178 | apply (simp add: CInfinitesimal_hcmod_iff star_of_def | 
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changeset | 179 | Infinitesimal_FreeUltrafilterNat_iff star_n_diff hcmod, blast) | 
| 14405 | 180 | apply (drule_tac x = r in spec, clarify) | 
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changeset | 181 | apply (drule FreeUltrafilterNat_all, ultra) | 
| 14405 | 182 | done | 
| 183 | ||
| 184 | ||
| 185 | text{*First key result*}
 | |
| 186 | theorem CLIM_NSCLIM_iff: "(f -- x --C> L) = (f -- x --NSC> L)" | |
| 187 | by (blast intro: CLIM_NSCLIM NSCLIM_CLIM) | |
| 188 | ||
| 189 | ||
| 190 | subsection{*Limit of Complex to Real Function*}
 | |
| 191 | ||
| 192 | lemma CRLIM_NSCRLIM: "f -- x --CR> L ==> f -- x --NSCR> L" | |
| 14469 | 193 | apply (simp add: CRLIM_def NSCRLIM_def capprox_def, auto) | 
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changeset | 194 | apply (rule_tac x = xa in star_cases) | 
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changeset | 195 | apply (auto simp add: starfun star_n_diff | 
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changeset | 196 | CInfinitesimal_hcmod_iff hcmod | 
| 14469 | 197 | Infinitesimal_FreeUltrafilterNat_iff | 
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changeset | 198 | star_of_def star_n_eq_iff | 
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changeset | 199 | Infinitesimal_approx_minus [symmetric]) | 
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changeset | 200 | apply (rule bexI [OF _ Rep_star_star_n], safe) | 
| 14405 | 201 | apply (drule_tac x = u in spec, auto) | 
| 202 | apply (drule_tac x = s in spec, auto, ultra) | |
| 203 | apply (drule sym, auto) | |
| 204 | done | |
| 205 | ||
| 206 | lemma lemma_CRLIM: | |
| 207 | "\<forall>s. 0 < s --> (\<exists>xa. xa \<noteq> x & | |
| 208 | cmod (xa - x) < s & r \<le> abs (f xa - L)) | |
| 209 | ==> \<forall>(n::nat). \<exists>xa. xa \<noteq> x & | |
| 210 | cmod(xa - x) < inverse(real(Suc n)) & r \<le> abs (f xa - L)" | |
| 211 | apply clarify | |
| 212 | apply (cut_tac n1 = n in real_of_nat_Suc_gt_zero [THEN positive_imp_inverse_positive], auto) | |
| 213 | done | |
| 214 | ||
| 215 | lemma lemma_skolemize_CRLIM2: | |
| 216 | "\<forall>s. 0 < s --> (\<exists>xa. xa \<noteq> x & | |
| 217 | cmod (xa - x) < s & r \<le> abs (f xa - L)) | |
| 218 | ==> \<exists>X. \<forall>(n::nat). X n \<noteq> x & | |
| 219 | cmod(X n - x) < inverse(real(Suc n)) & r \<le> abs (f (X n) - L)" | |
| 220 | apply (drule lemma_CRLIM) | |
| 221 | apply (drule choice, blast) | |
| 222 | done | |
| 223 | ||
| 224 | lemma lemma_crsimp: | |
| 225 | "\<forall>n. X n \<noteq> x & | |
| 226 | cmod (X n - x) < inverse (real(Suc n)) & | |
| 227 | r \<le> abs (f (X n) - L) ==> | |
| 228 | \<forall>n. cmod (X n - x) < inverse (real(Suc n))" | |
| 229 | by auto | |
| 230 | ||
| 231 | lemma NSCRLIM_CRLIM: "f -- x --NSCR> L ==> f -- x --CR> L" | |
| 14469 | 232 | apply (simp add: CRLIM_def NSCRLIM_def capprox_def) | 
| 14405 | 233 | apply (rule ccontr) | 
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changeset | 234 | apply (auto simp add: eq_Abs_star_ALL starfun star_n_diff | 
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changeset | 235 | CInfinitesimal_hcmod_iff | 
| 17300 | 236 | hcmod Infinitesimal_approx_minus [symmetric] | 
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changeset | 237 | star_of_def star_n_eq_iff | 
| 14405 | 238 | Infinitesimal_FreeUltrafilterNat_iff) | 
| 239 | apply (simp add: linorder_not_less) | |
| 240 | apply (drule lemma_skolemize_CRLIM2, safe) | |
| 241 | apply (drule_tac x = X in spec, auto) | |
| 242 | apply (drule lemma_crsimp [THEN complex_seq_to_hcomplex_CInfinitesimal]) | |
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changeset | 243 | apply (simp add: CInfinitesimal_hcmod_iff star_of_def | 
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changeset | 244 | Infinitesimal_FreeUltrafilterNat_iff star_n_diff hcmod) | 
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changeset | 245 | apply (auto simp add: star_of_def star_n_diff) | 
| 14405 | 246 | apply (drule_tac x = r in spec, clarify) | 
| 247 | apply (drule FreeUltrafilterNat_all, ultra) | |
| 248 | done | |
| 249 | ||
| 250 | text{*Second key result*}
 | |
| 251 | theorem CRLIM_NSCRLIM_iff: "(f -- x --CR> L) = (f -- x --NSCR> L)" | |
| 252 | by (blast intro: CRLIM_NSCRLIM NSCRLIM_CRLIM) | |
| 253 | ||
| 254 | (** get this result easily now **) | |
| 255 | lemma CLIM_CRLIM_Re: "f -- a --C> L ==> (%x. Re(f x)) -- a --CR> Re(L)" | |
| 256 | by (auto dest: NSCLIM_NSCRLIM_Re simp add: CLIM_NSCLIM_iff CRLIM_NSCRLIM_iff [symmetric]) | |
| 257 | ||
| 258 | lemma CLIM_CRLIM_Im: "f -- a --C> L ==> (%x. Im(f x)) -- a --CR> Im(L)" | |
| 259 | by (auto dest: NSCLIM_NSCRLIM_Im simp add: CLIM_NSCLIM_iff CRLIM_NSCRLIM_iff [symmetric]) | |
| 260 | ||
| 261 | lemma CLIM_cnj: "f -- a --C> L ==> (%x. cnj (f x)) -- a --C> cnj L" | |
| 14469 | 262 | by (simp add: CLIM_def complex_cnj_diff [symmetric]) | 
| 14405 | 263 | |
| 264 | lemma CLIM_cnj_iff: "((%x. cnj (f x)) -- a --C> cnj L) = (f -- a --C> L)" | |
| 14469 | 265 | by (simp add: CLIM_def complex_cnj_diff [symmetric]) | 
| 14405 | 266 | |
| 267 | (*** NSLIM_add hence CLIM_add *) | |
| 268 | ||
| 269 | lemma NSCLIM_add: | |
| 270 | "[| f -- x --NSC> l; g -- x --NSC> m |] | |
| 271 | ==> (%x. f(x) + g(x)) -- x --NSC> (l + m)" | |
| 272 | by (auto simp: NSCLIM_def intro!: capprox_add) | |
| 273 | ||
| 274 | lemma CLIM_add: | |
| 275 | "[| f -- x --C> l; g -- x --C> m |] | |
| 276 | ==> (%x. f(x) + g(x)) -- x --C> (l + m)" | |
| 277 | by (simp add: CLIM_NSCLIM_iff NSCLIM_add) | |
| 278 | ||
| 279 | (*** NSLIM_mult hence CLIM_mult *) | |
| 280 | ||
| 281 | lemma NSCLIM_mult: | |
| 282 | "[| f -- x --NSC> l; g -- x --NSC> m |] | |
| 283 | ==> (%x. f(x) * g(x)) -- x --NSC> (l * m)" | |
| 284 | by (auto simp add: NSCLIM_def intro!: capprox_mult_CFinite) | |
| 285 | ||
| 286 | lemma CLIM_mult: | |
| 287 | "[| f -- x --C> l; g -- x --C> m |] | |
| 288 | ==> (%x. f(x) * g(x)) -- x --C> (l * m)" | |
| 289 | by (simp add: CLIM_NSCLIM_iff NSCLIM_mult) | |
| 290 | ||
| 291 | (*** NSCLIM_const and CLIM_const ***) | |
| 292 | ||
| 293 | lemma NSCLIM_const [simp]: "(%x. k) -- x --NSC> k" | |
| 294 | by (simp add: NSCLIM_def) | |
| 295 | ||
| 296 | lemma CLIM_const [simp]: "(%x. k) -- x --C> k" | |
| 297 | by (simp add: CLIM_def) | |
| 298 | ||
| 299 | (*** NSCLIM_minus and CLIM_minus ***) | |
| 300 | ||
| 301 | lemma NSCLIM_minus: "f -- a --NSC> L ==> (%x. -f(x)) -- a --NSC> -L" | |
| 302 | by (simp add: NSCLIM_def) | |
| 303 | ||
| 304 | lemma CLIM_minus: "f -- a --C> L ==> (%x. -f(x)) -- a --C> -L" | |
| 305 | by (simp add: CLIM_NSCLIM_iff NSCLIM_minus) | |
| 306 | ||
| 307 | (*** NSCLIM_diff hence CLIM_diff ***) | |
| 308 | ||
| 309 | lemma NSCLIM_diff: | |
| 310 | "[| f -- x --NSC> l; g -- x --NSC> m |] | |
| 311 | ==> (%x. f(x) - g(x)) -- x --NSC> (l - m)" | |
| 14469 | 312 | by (simp add: diff_minus NSCLIM_add NSCLIM_minus) | 
| 14405 | 313 | |
| 314 | lemma CLIM_diff: | |
| 315 | "[| f -- x --C> l; g -- x --C> m |] | |
| 316 | ==> (%x. f(x) - g(x)) -- x --C> (l - m)" | |
| 317 | by (simp add: CLIM_NSCLIM_iff NSCLIM_diff) | |
| 318 | ||
| 319 | (*** NSCLIM_inverse and hence CLIM_inverse *) | |
| 320 | ||
| 321 | lemma NSCLIM_inverse: | |
| 322 | "[| f -- a --NSC> L; L \<noteq> 0 |] | |
| 323 | ==> (%x. inverse(f(x))) -- a --NSC> (inverse L)" | |
| 14469 | 324 | apply (simp add: NSCLIM_def, clarify) | 
| 14405 | 325 | apply (drule spec) | 
| 14469 | 326 | apply (force simp add: hcomplex_of_complex_capprox_inverse) | 
| 14405 | 327 | done | 
| 328 | ||
| 329 | lemma CLIM_inverse: | |
| 330 | "[| f -- a --C> L; L \<noteq> 0 |] | |
| 331 | ==> (%x. inverse(f(x))) -- a --C> (inverse L)" | |
| 332 | by (simp add: CLIM_NSCLIM_iff NSCLIM_inverse) | |
| 333 | ||
| 334 | (*** NSCLIM_zero, CLIM_zero, etc. ***) | |
| 335 | ||
| 336 | lemma NSCLIM_zero: "f -- a --NSC> l ==> (%x. f(x) - l) -- a --NSC> 0" | |
| 14469 | 337 | apply (simp add: diff_minus) | 
| 14405 | 338 | apply (rule_tac a1 = l in right_minus [THEN subst]) | 
| 14469 | 339 | apply (rule NSCLIM_add, auto) | 
| 14405 | 340 | done | 
| 341 | ||
| 342 | lemma CLIM_zero: "f -- a --C> l ==> (%x. f(x) - l) -- a --C> 0" | |
| 343 | by (simp add: CLIM_NSCLIM_iff NSCLIM_zero) | |
| 344 | ||
| 345 | lemma NSCLIM_zero_cancel: "(%x. f(x) - l) -- x --NSC> 0 ==> f -- x --NSC> l" | |
| 346 | by (drule_tac g = "%x. l" and m = l in NSCLIM_add, auto) | |
| 347 | ||
| 348 | lemma CLIM_zero_cancel: "(%x. f(x) - l) -- x --C> 0 ==> f -- x --C> l" | |
| 349 | by (drule_tac g = "%x. l" and m = l in CLIM_add, auto) | |
| 350 | ||
| 351 | (*** NSCLIM_not zero and hence CLIM_not_zero ***) | |
| 13957 | 352 | |
| 14405 | 353 | lemma NSCLIM_not_zero: "k \<noteq> 0 ==> ~ ((%x. k) -- x --NSC> 0)" | 
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changeset | 354 | apply (auto simp del: star_of_zero simp add: NSCLIM_def) | 
| 14405 | 355 | apply (rule_tac x = "hcomplex_of_complex x + hcomplex_of_hypreal epsilon" in exI) | 
| 356 | apply (auto intro: CInfinitesimal_add_capprox_self [THEN capprox_sym] | |
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changeset | 357 | simp del: star_of_zero) | 
| 14405 | 358 | done | 
| 359 | ||
| 360 | (* [| k \<noteq> 0; (%x. k) -- x --NSC> 0 |] ==> R *) | |
| 361 | lemmas NSCLIM_not_zeroE = NSCLIM_not_zero [THEN notE, standard] | |
| 362 | ||
| 363 | lemma CLIM_not_zero: "k \<noteq> 0 ==> ~ ((%x. k) -- x --C> 0)" | |
| 364 | by (simp add: CLIM_NSCLIM_iff NSCLIM_not_zero) | |
| 365 | ||
| 366 | (*** NSCLIM_const hence CLIM_const ***) | |
| 367 | ||
| 368 | lemma NSCLIM_const_eq: "(%x. k) -- x --NSC> L ==> k = L" | |
| 369 | apply (rule ccontr) | |
| 370 | apply (drule NSCLIM_zero) | |
| 371 | apply (rule NSCLIM_not_zeroE [of "k-L"], auto) | |
| 372 | done | |
| 373 | ||
| 374 | lemma CLIM_const_eq: "(%x. k) -- x --C> L ==> k = L" | |
| 375 | by (simp add: CLIM_NSCLIM_iff NSCLIM_const_eq) | |
| 376 | ||
| 377 | (*** NSCLIM and hence CLIM are unique ***) | |
| 378 | ||
| 379 | lemma NSCLIM_unique: "[| f -- x --NSC> L; f -- x --NSC> M |] ==> L = M" | |
| 380 | apply (drule NSCLIM_minus) | |
| 381 | apply (drule NSCLIM_add, assumption) | |
| 382 | apply (auto dest!: NSCLIM_const_eq [symmetric]) | |
| 383 | done | |
| 384 | ||
| 385 | lemma CLIM_unique: "[| f -- x --C> L; f -- x --C> M |] ==> L = M" | |
| 386 | by (simp add: CLIM_NSCLIM_iff NSCLIM_unique) | |
| 387 | ||
| 388 | (*** NSCLIM_mult_zero and CLIM_mult_zero ***) | |
| 389 | ||
| 390 | lemma NSCLIM_mult_zero: | |
| 391 | "[| f -- x --NSC> 0; g -- x --NSC> 0 |] ==> (%x. f(x)*g(x)) -- x --NSC> 0" | |
| 392 | by (drule NSCLIM_mult, auto) | |
| 393 | ||
| 394 | lemma CLIM_mult_zero: | |
| 395 | "[| f -- x --C> 0; g -- x --C> 0 |] ==> (%x. f(x)*g(x)) -- x --C> 0" | |
| 396 | by (drule CLIM_mult, auto) | |
| 397 | ||
| 398 | (*** NSCLIM_self hence CLIM_self ***) | |
| 399 | ||
| 400 | lemma NSCLIM_self: "(%x. x) -- a --NSC> a" | |
| 401 | by (auto simp add: NSCLIM_def intro: starfunC_Idfun_capprox) | |
| 402 | ||
| 403 | lemma CLIM_self: "(%x. x) -- a --C> a" | |
| 404 | by (simp add: CLIM_NSCLIM_iff NSCLIM_self) | |
| 405 | ||
| 406 | (** another equivalence result **) | |
| 407 | lemma NSCLIM_NSCRLIM_iff: | |
| 408 | "(f -- x --NSC> L) = ((%y. cmod(f y - L)) -- x --NSCR> 0)" | |
| 409 | apply (auto simp add: NSCLIM_def NSCRLIM_def CInfinitesimal_capprox_minus [symmetric] CInfinitesimal_hcmod_iff) | |
| 410 | apply (auto dest!: spec) | |
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changeset | 411 | apply (rule_tac [!] x = xa in star_cases) | 
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changeset | 412 | apply (auto simp add: star_n_diff starfun hcmod mem_infmal_iff star_of_def) | 
| 14405 | 413 | done | 
| 414 | ||
| 415 | (** much, much easier standard proof **) | |
| 416 | lemma CLIM_CRLIM_iff: "(f -- x --C> L) = ((%y. cmod(f y - L)) -- x --CR> 0)" | |
| 417 | by (simp add: CLIM_def CRLIM_def) | |
| 418 | ||
| 419 | (* so this is nicer nonstandard proof *) | |
| 420 | lemma NSCLIM_NSCRLIM_iff2: | |
| 421 | "(f -- x --NSC> L) = ((%y. cmod(f y - L)) -- x --NSCR> 0)" | |
| 14469 | 422 | by (simp add: CRLIM_NSCRLIM_iff [symmetric] CLIM_CRLIM_iff CLIM_NSCLIM_iff [symmetric]) | 
| 14405 | 423 | |
| 424 | lemma NSCLIM_NSCRLIM_Re_Im_iff: | |
| 425 | "(f -- a --NSC> L) = ((%x. Re(f x)) -- a --NSCR> Re(L) & | |
| 426 | (%x. Im(f x)) -- a --NSCR> Im(L))" | |
| 427 | apply (auto intro: NSCLIM_NSCRLIM_Re NSCLIM_NSCRLIM_Im) | |
| 428 | apply (auto simp add: NSCLIM_def NSCRLIM_def) | |
| 429 | apply (auto dest!: spec) | |
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changeset | 430 | apply (rule_tac x = x in star_cases) | 
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changeset | 431 | apply (simp add: capprox_approx_iff starfun star_of_def) | 
| 14405 | 432 | done | 
| 433 | ||
| 434 | lemma CLIM_CRLIM_Re_Im_iff: | |
| 435 | "(f -- a --C> L) = ((%x. Re(f x)) -- a --CR> Re(L) & | |
| 436 | (%x. Im(f x)) -- a --CR> Im(L))" | |
| 437 | by (simp add: CLIM_NSCLIM_iff CRLIM_NSCRLIM_iff NSCLIM_NSCRLIM_Re_Im_iff) | |
| 438 | ||
| 439 | ||
| 440 | subsection{*Continuity*}
 | |
| 441 | ||
| 442 | lemma isNSContcD: | |
| 443 | "[| isNSContc f a; y @c= hcomplex_of_complex a |] | |
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changeset | 444 | ==> ( *f* f) y @c= hcomplex_of_complex (f a)" | 
| 14405 | 445 | by (simp add: isNSContc_def) | 
| 446 | ||
| 447 | lemma isNSContc_NSCLIM: "isNSContc f a ==> f -- a --NSC> (f a) " | |
| 448 | by (simp add: isNSContc_def NSCLIM_def) | |
| 449 | ||
| 450 | lemma NSCLIM_isNSContc: | |
| 451 | "f -- a --NSC> (f a) ==> isNSContc f a" | |
| 452 | apply (simp add: isNSContc_def NSCLIM_def, auto) | |
| 453 | apply (case_tac "y = hcomplex_of_complex a", auto) | |
| 454 | done | |
| 455 | ||
| 456 | text{*Nonstandard continuity can be defined using NS Limit in 
 | |
| 457 | similar fashion to standard definition of continuity*} | |
| 458 | ||
| 459 | lemma isNSContc_NSCLIM_iff: "(isNSContc f a) = (f -- a --NSC> (f a))" | |
| 460 | by (blast intro: isNSContc_NSCLIM NSCLIM_isNSContc) | |
| 461 | ||
| 462 | lemma isNSContc_CLIM_iff: "(isNSContc f a) = (f -- a --C> (f a))" | |
| 463 | by (simp add: CLIM_NSCLIM_iff isNSContc_NSCLIM_iff) | |
| 464 | ||
| 465 | (*** key result for continuity ***) | |
| 466 | lemma isNSContc_isContc_iff: "(isNSContc f a) = (isContc f a)" | |
| 467 | by (simp add: isContc_def isNSContc_CLIM_iff) | |
| 468 | ||
| 469 | lemma isContc_isNSContc: "isContc f a ==> isNSContc f a" | |
| 470 | by (erule isNSContc_isContc_iff [THEN iffD2]) | |
| 471 | ||
| 472 | lemma isNSContc_isContc: "isNSContc f a ==> isContc f a" | |
| 473 | by (erule isNSContc_isContc_iff [THEN iffD1]) | |
| 474 | ||
| 475 | ||
| 476 | text{*Alternative definition of continuity*}
 | |
| 477 | lemma NSCLIM_h_iff: "(f -- a --NSC> L) = ((%h. f(a + h)) -- 0 --NSC> L)" | |
| 478 | apply (simp add: NSCLIM_def, auto) | |
| 479 | apply (drule_tac x = "hcomplex_of_complex a + x" in spec) | |
| 480 | apply (drule_tac [2] x = "- hcomplex_of_complex a + x" in spec, safe, simp) | |
| 481 | apply (rule mem_cinfmal_iff [THEN iffD2, THEN CInfinitesimal_add_capprox_self [THEN capprox_sym]]) | |
| 482 | apply (rule_tac [4] capprox_minus_iff2 [THEN iffD1]) | |
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changeset | 483 | prefer 3 apply (simp add: compare_rls add_commute) | 
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changeset | 484 | apply (rule_tac [2] x = x in star_cases) | 
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changeset | 485 | apply (rule_tac [4] x = x in star_cases) | 
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changeset | 486 | apply (auto simp add: starfun star_n_minus star_n_add star_of_def) | 
| 14405 | 487 | done | 
| 488 | ||
| 489 | lemma NSCLIM_isContc_iff: | |
| 490 | "(f -- a --NSC> f a) = ((%h. f(a + h)) -- 0 --NSC> f a)" | |
| 491 | by (rule NSCLIM_h_iff) | |
| 492 | ||
| 493 | lemma CLIM_isContc_iff: "(f -- a --C> f a) = ((%h. f(a + h)) -- 0 --C> f(a))" | |
| 494 | by (simp add: CLIM_NSCLIM_iff NSCLIM_isContc_iff) | |
| 495 | ||
| 496 | lemma isContc_iff: "(isContc f x) = ((%h. f(x + h)) -- 0 --C> f(x))" | |
| 497 | by (simp add: isContc_def CLIM_isContc_iff) | |
| 498 | ||
| 499 | lemma isContc_add: | |
| 500 | "[| isContc f a; isContc g a |] ==> isContc (%x. f(x) + g(x)) a" | |
| 501 | by (auto intro: capprox_add simp add: isNSContc_isContc_iff [symmetric] isNSContc_def) | |
| 502 | ||
| 503 | lemma isContc_mult: | |
| 504 | "[| isContc f a; isContc g a |] ==> isContc (%x. f(x) * g(x)) a" | |
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changeset | 505 | by (auto intro!: starfun_mult_CFinite_capprox | 
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changeset | 506 | [simplified starfun_mult [symmetric]] | 
| 14405 | 507 | simp add: isNSContc_isContc_iff [symmetric] isNSContc_def) | 
| 508 | ||
| 509 | ||
| 510 | lemma isContc_o: "[| isContc f a; isContc g (f a) |] ==> isContc (g o f) a" | |
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changeset | 511 | by (simp add: isNSContc_isContc_iff [symmetric] isNSContc_def starfun_o [symmetric]) | 
| 14405 | 512 | |
| 513 | lemma isContc_o2: | |
| 514 | "[| isContc f a; isContc g (f a) |] ==> isContc (%x. g (f x)) a" | |
| 515 | by (auto dest: isContc_o simp add: o_def) | |
| 516 | ||
| 517 | lemma isNSContc_minus: "isNSContc f a ==> isNSContc (%x. - f x) a" | |
| 518 | by (simp add: isNSContc_def) | |
| 519 | ||
| 520 | lemma isContc_minus: "isContc f a ==> isContc (%x. - f x) a" | |
| 521 | by (simp add: isNSContc_isContc_iff [symmetric] isNSContc_minus) | |
| 522 | ||
| 523 | lemma isContc_inverse: | |
| 524 | "[| isContc f x; f x \<noteq> 0 |] ==> isContc (%x. inverse (f x)) x" | |
| 525 | by (simp add: isContc_def CLIM_inverse) | |
| 526 | ||
| 527 | lemma isNSContc_inverse: | |
| 528 | "[| isNSContc f x; f x \<noteq> 0 |] ==> isNSContc (%x. inverse (f x)) x" | |
| 529 | by (auto intro: isContc_inverse simp add: isNSContc_isContc_iff) | |
| 530 | ||
| 531 | lemma isContc_diff: | |
| 532 | "[| isContc f a; isContc g a |] ==> isContc (%x. f(x) - g(x)) a" | |
| 14469 | 533 | apply (simp add: diff_minus) | 
| 14405 | 534 | apply (auto intro: isContc_add isContc_minus) | 
| 535 | done | |
| 536 | ||
| 537 | lemma isContc_const [simp]: "isContc (%x. k) a" | |
| 538 | by (simp add: isContc_def) | |
| 539 | ||
| 540 | lemma isNSContc_const [simp]: "isNSContc (%x. k) a" | |
| 541 | by (simp add: isNSContc_def) | |
| 542 | ||
| 543 | ||
| 544 | subsection{*Functions from Complex to Reals*}
 | |
| 545 | ||
| 546 | lemma isNSContCRD: | |
| 547 | "[| isNSContCR f a; y @c= hcomplex_of_complex a |] | |
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changeset | 548 | ==> ( *f* f) y @= hypreal_of_real (f a)" | 
| 14405 | 549 | by (simp add: isNSContCR_def) | 
| 550 | ||
| 551 | lemma isNSContCR_NSCRLIM: "isNSContCR f a ==> f -- a --NSCR> (f a) " | |
| 552 | by (simp add: isNSContCR_def NSCRLIM_def) | |
| 553 | ||
| 554 | lemma NSCRLIM_isNSContCR: "f -- a --NSCR> (f a) ==> isNSContCR f a" | |
| 555 | apply (auto simp add: isNSContCR_def NSCRLIM_def) | |
| 556 | apply (case_tac "y = hcomplex_of_complex a", auto) | |
| 557 | done | |
| 558 | ||
| 559 | lemma isNSContCR_NSCRLIM_iff: "(isNSContCR f a) = (f -- a --NSCR> (f a))" | |
| 560 | by (blast intro: isNSContCR_NSCRLIM NSCRLIM_isNSContCR) | |
| 561 | ||
| 562 | lemma isNSContCR_CRLIM_iff: "(isNSContCR f a) = (f -- a --CR> (f a))" | |
| 563 | by (simp add: CRLIM_NSCRLIM_iff isNSContCR_NSCRLIM_iff) | |
| 564 | ||
| 565 | (*** another key result for continuity ***) | |
| 566 | lemma isNSContCR_isContCR_iff: "(isNSContCR f a) = (isContCR f a)" | |
| 567 | by (simp add: isContCR_def isNSContCR_CRLIM_iff) | |
| 568 | ||
| 569 | lemma isContCR_isNSContCR: "isContCR f a ==> isNSContCR f a" | |
| 570 | by (erule isNSContCR_isContCR_iff [THEN iffD2]) | |
| 571 | ||
| 572 | lemma isNSContCR_isContCR: "isNSContCR f a ==> isContCR f a" | |
| 573 | by (erule isNSContCR_isContCR_iff [THEN iffD1]) | |
| 574 | ||
| 575 | lemma isNSContCR_cmod [simp]: "isNSContCR cmod (a)" | |
| 576 | by (auto intro: capprox_hcmod_approx | |
| 577 | simp add: starfunCR_cmod hcmod_hcomplex_of_complex [symmetric] | |
| 578 | isNSContCR_def) | |
| 579 | ||
| 580 | lemma isContCR_cmod [simp]: "isContCR cmod (a)" | |
| 14469 | 581 | by (simp add: isNSContCR_isContCR_iff [symmetric]) | 
| 14405 | 582 | |
| 583 | lemma isContc_isContCR_Re: "isContc f a ==> isContCR (%x. Re (f x)) a" | |
| 584 | by (simp add: isContc_def isContCR_def CLIM_CRLIM_Re) | |
| 585 | ||
| 586 | lemma isContc_isContCR_Im: "isContc f a ==> isContCR (%x. Im (f x)) a" | |
| 587 | by (simp add: isContc_def isContCR_def CLIM_CRLIM_Im) | |
| 588 | ||
| 589 | ||
| 590 | subsection{*Derivatives*}
 | |
| 591 | ||
| 592 | lemma CDERIV_iff: "(CDERIV f x :> D) = ((%h. (f(x + h) - f(x))/h) -- 0 --C> D)" | |
| 593 | by (simp add: cderiv_def) | |
| 594 | ||
| 595 | lemma CDERIV_NSC_iff: | |
| 596 | "(CDERIV f x :> D) = ((%h. (f(x + h) - f(x))/h) -- 0 --NSC> D)" | |
| 597 | by (simp add: cderiv_def CLIM_NSCLIM_iff) | |
| 598 | ||
| 599 | lemma CDERIVD: "CDERIV f x :> D ==> (%h. (f(x + h) - f(x))/h) -- 0 --C> D" | |
| 600 | by (simp add: cderiv_def) | |
| 601 | ||
| 602 | lemma NSC_DERIVD: "CDERIV f x :> D ==> (%h. (f(x + h) - f(x))/h) -- 0 --NSC> D" | |
| 603 | by (simp add: cderiv_def CLIM_NSCLIM_iff) | |
| 604 | ||
| 605 | text{*Uniqueness*}
 | |
| 606 | lemma CDERIV_unique: "[| CDERIV f x :> D; CDERIV f x :> E |] ==> D = E" | |
| 607 | by (simp add: cderiv_def CLIM_unique) | |
| 608 | ||
| 609 | (*** uniqueness: a nonstandard proof ***) | |
| 610 | lemma NSCDeriv_unique: "[| NSCDERIV f x :> D; NSCDERIV f x :> E |] ==> D = E" | |
| 611 | apply (simp add: nscderiv_def) | |
| 612 | apply (auto dest!: bspec [where x = "hcomplex_of_hypreal epsilon"] | |
| 613 | intro!: inj_hcomplex_of_complex [THEN injD] dest: capprox_trans3) | |
| 614 | done | |
| 13957 | 615 | |
| 616 | ||
| 14405 | 617 | subsection{* Differentiability*}
 | 
| 618 | ||
| 619 | lemma CDERIV_CLIM_iff: | |
| 620 | "((%h. (f(a + h) - f(a))/h) -- 0 --C> D) = | |
| 621 | ((%x. (f(x) - f(a)) / (x - a)) -- a --C> D)" | |
| 622 | apply (simp add: CLIM_def) | |
| 623 | apply (rule_tac f=All in arg_cong) | |
| 624 | apply (rule ext) | |
| 625 | apply (rule imp_cong) | |
| 626 | apply (rule refl) | |
| 627 | apply (rule_tac f=Ex in arg_cong) | |
| 628 | apply (rule ext) | |
| 629 | apply (rule conj_cong) | |
| 630 | apply (rule refl) | |
| 631 | apply (rule trans) | |
| 632 | apply (rule all_shift [where a=a], simp) | |
| 633 | done | |
| 634 | ||
| 635 | lemma CDERIV_iff2: | |
| 636 | "(CDERIV f x :> D) = ((%z. (f(z) - f(x)) / (z - x)) -- x --C> D)" | |
| 637 | by (simp add: cderiv_def CDERIV_CLIM_iff) | |
| 638 | ||
| 639 | ||
| 640 | subsection{* Equivalence of NS and Standard Differentiation*}
 | |
| 641 | ||
| 642 | (*** first equivalence ***) | |
| 643 | lemma NSCDERIV_NSCLIM_iff: | |
| 644 | "(NSCDERIV f x :> D) = ((%h. (f(x + h) - f(x))/h) -- 0 --NSC> D)" | |
| 645 | apply (simp add: nscderiv_def NSCLIM_def, auto) | |
| 646 | apply (drule_tac x = xa in bspec) | |
| 647 | apply (rule_tac [3] ccontr) | |
| 648 | apply (drule_tac [3] x = h in spec) | |
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changeset | 649 | apply (auto simp add: mem_cinfmal_iff starfun_lambda_cancel) | 
| 14405 | 650 | done | 
| 651 | ||
| 652 | (*** 2nd equivalence ***) | |
| 653 | lemma NSCDERIV_NSCLIM_iff2: | |
| 654 | "(NSCDERIV f x :> D) = ((%z. (f(z) - f(x)) / (z - x)) -- x --NSC> D)" | |
| 655 | by (simp add: NSCDERIV_NSCLIM_iff CDERIV_CLIM_iff CLIM_NSCLIM_iff [symmetric]) | |
| 656 | ||
| 657 | lemma NSCDERIV_iff2: | |
| 658 | "(NSCDERIV f x :> D) = | |
| 659 | (\<forall>xa. xa \<noteq> hcomplex_of_complex x & xa @c= hcomplex_of_complex x --> | |
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changeset | 660 | ( *f* (%z. (f z - f x) / (z - x))) xa @c= hcomplex_of_complex D)" | 
| 14405 | 661 | by (simp add: NSCDERIV_NSCLIM_iff2 NSCLIM_def) | 
| 662 | ||
| 663 | lemma NSCDERIV_CDERIV_iff: "(NSCDERIV f x :> D) = (CDERIV f x :> D)" | |
| 664 | by (simp add: cderiv_def NSCDERIV_NSCLIM_iff CLIM_NSCLIM_iff) | |
| 665 | ||
| 666 | lemma NSCDERIV_isNSContc: "NSCDERIV f x :> D ==> isNSContc f x" | |
| 667 | apply (auto simp add: nscderiv_def isNSContc_NSCLIM_iff NSCLIM_def diff_minus) | |
| 668 | apply (drule capprox_minus_iff [THEN iffD1]) | |
| 669 | apply (subgoal_tac "xa + - (hcomplex_of_complex x) \<noteq> 0") | |
| 670 | prefer 2 apply (simp add: compare_rls) | |
| 671 | apply (drule_tac x = "- hcomplex_of_complex x + xa" in bspec) | |
| 15013 | 672 | prefer 2 apply (simp add: add_assoc [symmetric]) | 
| 673 | apply (auto simp add: mem_cinfmal_iff [symmetric] add_commute) | |
| 14405 | 674 | apply (drule_tac c = "xa + - hcomplex_of_complex x" in capprox_mult1) | 
| 675 | apply (auto intro: CInfinitesimal_subset_CFinite [THEN subsetD] | |
| 676 | simp add: mult_assoc) | |
| 677 | apply (drule_tac x3 = D in | |
| 678 | CFinite_hcomplex_of_complex [THEN [2] CInfinitesimal_CFinite_mult, | |
| 679 | THEN mem_cinfmal_iff [THEN iffD1]]) | |
| 680 | apply (blast intro: capprox_trans mult_commute [THEN subst] capprox_minus_iff [THEN iffD2]) | |
| 681 | done | |
| 682 | ||
| 683 | lemma CDERIV_isContc: "CDERIV f x :> D ==> isContc f x" | |
| 684 | by (simp add: NSCDERIV_CDERIV_iff [symmetric] isNSContc_isContc_iff [symmetric] NSCDERIV_isNSContc) | |
| 685 | ||
| 686 | text{* Differentiation rules for combinations of functions follow by clear, 
 | |
| 687 | straightforard algebraic manipulations*} | |
| 688 | ||
| 689 | (* use simple constant nslimit theorem *) | |
| 690 | lemma NSCDERIV_const [simp]: "(NSCDERIV (%x. k) x :> 0)" | |
| 691 | by (simp add: NSCDERIV_NSCLIM_iff) | |
| 692 | ||
| 693 | lemma CDERIV_const [simp]: "(CDERIV (%x. k) x :> 0)" | |
| 694 | by (simp add: NSCDERIV_CDERIV_iff [symmetric]) | |
| 695 | ||
| 696 | lemma NSCDERIV_add: | |
| 697 | "[| NSCDERIV f x :> Da; NSCDERIV g x :> Db |] | |
| 698 | ==> NSCDERIV (%x. f x + g x) x :> Da + Db" | |
| 699 | apply (simp add: NSCDERIV_NSCLIM_iff NSCLIM_def, clarify) | |
| 700 | apply (auto dest!: spec simp add: add_divide_distrib diff_minus) | |
| 701 | apply (drule_tac b = "hcomplex_of_complex Da" and d = "hcomplex_of_complex Db" in capprox_add) | |
| 702 | apply (auto simp add: add_ac) | |
| 703 | done | |
| 704 | ||
| 705 | lemma CDERIV_add: | |
| 706 | "[| CDERIV f x :> Da; CDERIV g x :> Db |] | |
| 707 | ==> CDERIV (%x. f x + g x) x :> Da + Db" | |
| 708 | by (simp add: NSCDERIV_add NSCDERIV_CDERIV_iff [symmetric]) | |
| 709 | ||
| 710 | ||
| 711 | subsection{*Lemmas for Multiplication*}
 | |
| 712 | ||
| 713 | lemma lemma_nscderiv1: "((a::hcomplex)*b) - (c*d) = (b*(a - c)) + (c*(b - d))" | |
| 714 | by (simp add: right_diff_distrib) | |
| 715 | ||
| 716 | lemma lemma_nscderiv2: | |
| 717 | "[| (x + y) / z = hcomplex_of_complex D + yb; z \<noteq> 0; | |
| 718 | z : CInfinitesimal; yb : CInfinitesimal |] | |
| 719 | ==> x + y @c= 0" | |
| 720 | apply (frule_tac c1 = z in hcomplex_mult_right_cancel [THEN iffD2], assumption) | |
| 721 | apply (erule_tac V = " (x + y) / z = hcomplex_of_complex D + yb" in thin_rl) | |
| 722 | apply (auto intro!: CInfinitesimal_CFinite_mult2 CFinite_add | |
| 723 | simp add: mem_cinfmal_iff [symmetric]) | |
| 724 | apply (erule CInfinitesimal_subset_CFinite [THEN subsetD]) | |
| 725 | done | |
| 726 | ||
| 727 | lemma NSCDERIV_mult: | |
| 728 | "[| NSCDERIV f x :> Da; NSCDERIV g x :> Db |] | |
| 729 | ==> NSCDERIV (%x. f x * g x) x :> (Da * g(x)) + (Db * f(x))" | |
| 730 | apply (simp add: NSCDERIV_NSCLIM_iff NSCLIM_def, clarify) | |
| 731 | apply (auto dest!: spec | |
| 17318 
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starfun, starset, and other functions on NS types are now polymorphic;
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changeset | 732 | simp add: starfun_lambda_cancel lemma_nscderiv1) | 
| 14405 | 733 | apply (simp (no_asm) add: add_divide_distrib) | 
| 734 | apply (drule bex_CInfinitesimal_iff2 [THEN iffD2])+ | |
| 735 | apply (auto simp del: times_divide_eq_right simp add: times_divide_eq_right [symmetric]) | |
| 736 | apply (simp add: diff_minus) | |
| 737 | apply (drule_tac D = Db in lemma_nscderiv2) | |
| 738 | apply (drule_tac [4] | |
| 739 | capprox_minus_iff [THEN iffD2, THEN bex_CInfinitesimal_iff2 [THEN iffD2]]) | |
| 740 | apply (auto intro!: capprox_add_mono1 simp add: left_distrib right_distrib mult_commute add_assoc) | |
| 741 | apply (rule_tac b1 = "hcomplex_of_complex Db * hcomplex_of_complex (f x) " in add_commute [THEN subst]) | |
| 742 | apply (auto intro!: CInfinitesimal_add_capprox_self2 [THEN capprox_sym] | |
| 743 | CInfinitesimal_add CInfinitesimal_mult | |
| 744 | CInfinitesimal_hcomplex_of_complex_mult | |
| 745 | CInfinitesimal_hcomplex_of_complex_mult2 | |
| 15013 | 746 | simp add: add_assoc [symmetric]) | 
| 14405 | 747 | done | 
| 748 | ||
| 749 | lemma CDERIV_mult: | |
| 750 | "[| CDERIV f x :> Da; CDERIV g x :> Db |] | |
| 751 | ==> CDERIV (%x. f x * g x) x :> (Da * g(x)) + (Db * f(x))" | |
| 752 | by (simp add: NSCDERIV_mult NSCDERIV_CDERIV_iff [symmetric]) | |
| 753 | ||
| 754 | lemma NSCDERIV_cmult: "NSCDERIV f x :> D ==> NSCDERIV (%x. c * f x) x :> c*D" | |
| 755 | apply (simp add: times_divide_eq_right [symmetric] NSCDERIV_NSCLIM_iff | |
| 14469 | 756 | minus_mult_right right_distrib [symmetric] diff_minus | 
| 14405 | 757 | del: times_divide_eq_right minus_mult_right [symmetric]) | 
| 758 | apply (erule NSCLIM_const [THEN NSCLIM_mult]) | |
| 759 | done | |
| 760 | ||
| 761 | lemma CDERIV_cmult: "CDERIV f x :> D ==> CDERIV (%x. c * f x) x :> c*D" | |
| 762 | by (simp add: NSCDERIV_cmult NSCDERIV_CDERIV_iff [symmetric]) | |
| 763 | ||
| 764 | lemma NSCDERIV_minus: "NSCDERIV f x :> D ==> NSCDERIV (%x. -(f x)) x :> -D" | |
| 14469 | 765 | apply (simp add: NSCDERIV_NSCLIM_iff diff_minus) | 
| 14405 | 766 | apply (rule_tac t = "f x" in minus_minus [THEN subst]) | 
| 767 | apply (simp (no_asm_simp) add: minus_add_distrib [symmetric] | |
| 768 | del: minus_add_distrib minus_minus) | |
| 769 | apply (erule NSCLIM_minus) | |
| 770 | done | |
| 771 | ||
| 772 | lemma CDERIV_minus: "CDERIV f x :> D ==> CDERIV (%x. -(f x)) x :> -D" | |
| 773 | by (simp add: NSCDERIV_minus NSCDERIV_CDERIV_iff [symmetric]) | |
| 774 | ||
| 775 | lemma NSCDERIV_add_minus: | |
| 776 | "[| NSCDERIV f x :> Da; NSCDERIV g x :> Db |] | |
| 777 | ==> NSCDERIV (%x. f x + -g x) x :> Da + -Db" | |
| 778 | by (blast dest: NSCDERIV_add NSCDERIV_minus) | |
| 779 | ||
| 780 | lemma CDERIV_add_minus: | |
| 781 | "[| CDERIV f x :> Da; CDERIV g x :> Db |] | |
| 782 | ==> CDERIV (%x. f x + -g x) x :> Da + -Db" | |
| 783 | by (blast dest: CDERIV_add CDERIV_minus) | |
| 784 | ||
| 785 | lemma NSCDERIV_diff: | |
| 786 | "[| NSCDERIV f x :> Da; NSCDERIV g x :> Db |] | |
| 787 | ==> NSCDERIV (%x. f x - g x) x :> Da - Db" | |
| 14469 | 788 | by (simp add: diff_minus NSCDERIV_add_minus) | 
| 14405 | 789 | |
| 790 | lemma CDERIV_diff: | |
| 791 | "[| CDERIV f x :> Da; CDERIV g x :> Db |] | |
| 792 | ==> CDERIV (%x. f x - g x) x :> Da - Db" | |
| 14469 | 793 | by (simp add: diff_minus CDERIV_add_minus) | 
| 14405 | 794 | |
| 795 | ||
| 796 | subsection{*Chain Rule*}
 | |
| 797 | ||
| 798 | (* lemmas *) | |
| 799 | lemma NSCDERIV_zero: | |
| 800 | "[| NSCDERIV g x :> D; | |
| 17318 
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changeset | 801 | ( *f* g) (hcomplex_of_complex(x) + xa) = hcomplex_of_complex(g x); | 
| 14405 | 802 | xa : CInfinitesimal; xa \<noteq> 0 | 
| 803 | |] ==> D = 0" | |
| 804 | apply (simp add: nscderiv_def) | |
| 805 | apply (drule bspec, auto) | |
| 806 | done | |
| 807 | ||
| 808 | lemma NSCDERIV_capprox: | |
| 809 | "[| NSCDERIV f x :> D; h: CInfinitesimal; h \<noteq> 0 |] | |
| 17318 
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changeset | 810 | ==> ( *f* f) (hcomplex_of_complex(x) + h) - hcomplex_of_complex(f x) @c= 0" | 
| 14405 | 811 | apply (simp add: nscderiv_def mem_cinfmal_iff [symmetric]) | 
| 812 | apply (rule CInfinitesimal_ratio) | |
| 813 | apply (rule_tac [3] capprox_hcomplex_of_complex_CFinite, auto) | |
| 814 | done | |
| 815 | ||
| 816 | ||
| 817 | (*--------------------------------------------------*) | |
| 818 | (* from one version of differentiability *) | |
| 819 | (* *) | |
| 820 | (* f(x) - f(a) *) | |
| 821 | (* --------------- @= Db *) | |
| 822 | (* x - a *) | |
| 823 | (* -------------------------------------------------*) | |
| 824 | ||
| 825 | lemma NSCDERIVD1: | |
| 826 | "[| NSCDERIV f (g x) :> Da; | |
| 17318 
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changeset | 827 | ( *f* g) (hcomplex_of_complex(x) + xa) \<noteq> hcomplex_of_complex (g x); | 
| 
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changeset | 828 | ( *f* g) (hcomplex_of_complex(x) + xa) @c= hcomplex_of_complex (g x)|] | 
| 
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changeset | 829 | ==> (( *f* f) (( *f* g) (hcomplex_of_complex(x) + xa)) | 
| 14405 | 830 | - hcomplex_of_complex (f (g x))) / | 
| 17318 
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changeset | 831 | (( *f* g) (hcomplex_of_complex(x) + xa) - hcomplex_of_complex (g x)) | 
| 14405 | 832 | @c= hcomplex_of_complex (Da)" | 
| 14469 | 833 | by (simp add: NSCDERIV_NSCLIM_iff2 NSCLIM_def) | 
| 14405 | 834 | |
| 835 | (*--------------------------------------------------*) | |
| 836 | (* from other version of differentiability *) | |
| 837 | (* *) | |
| 838 | (* f(x + h) - f(x) *) | |
| 839 | (* ----------------- @= Db *) | |
| 840 | (* h *) | |
| 841 | (*--------------------------------------------------*) | |
| 842 | ||
| 843 | lemma NSCDERIVD2: | |
| 844 | "[| NSCDERIV g x :> Db; xa: CInfinitesimal; xa \<noteq> 0 |] | |
| 17318 
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changeset | 845 | ==> (( *f* g) (hcomplex_of_complex x + xa) - hcomplex_of_complex(g x)) / xa | 
| 14405 | 846 | @c= hcomplex_of_complex (Db)" | 
| 17318 
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changeset | 847 | by (simp add: NSCDERIV_NSCLIM_iff NSCLIM_def mem_cinfmal_iff starfun_lambda_cancel) | 
| 14405 | 848 | |
| 849 | lemma lemma_complex_chain: "(z::hcomplex) \<noteq> 0 ==> x*y = (x*inverse(z))*(z*y)" | |
| 850 | by auto | |
| 851 | ||
| 852 | ||
| 853 | text{*Chain rule*}
 | |
| 854 | theorem NSCDERIV_chain: | |
| 855 | "[| NSCDERIV f (g x) :> Da; NSCDERIV g x :> Db |] | |
| 856 | ==> NSCDERIV (f o g) x :> Da * Db" | |
| 857 | apply (simp (no_asm_simp) add: NSCDERIV_NSCLIM_iff NSCLIM_def mem_cinfmal_iff [symmetric]) | |
| 858 | apply safe | |
| 859 | apply (frule_tac f = g in NSCDERIV_capprox) | |
| 17318 
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changeset | 860 | apply (auto simp add: starfun_lambda_cancel2 starfun_o [symmetric]) | 
| 
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changeset | 861 | apply (case_tac "( *f* g) (hcomplex_of_complex (x) + xa) = hcomplex_of_complex (g x) ") | 
| 14405 | 862 | apply (drule_tac g = g in NSCDERIV_zero) | 
| 17300 | 863 | apply (auto simp add: divide_inverse) | 
| 17318 
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changeset | 864 | apply (rule_tac z1 = "( *f* g) (hcomplex_of_complex (x) + xa) - hcomplex_of_complex (g x) " and y1 = "inverse xa" in lemma_complex_chain [THEN ssubst]) | 
| 14405 | 865 | apply (simp (no_asm_simp)) | 
| 866 | apply (rule capprox_mult_hcomplex_of_complex) | |
| 867 | apply (auto intro!: NSCDERIVD1 intro: capprox_minus_iff [THEN iffD2] | |
| 14430 
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 paulson parents: 
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changeset | 868 | simp add: diff_minus [symmetric] divide_inverse [symmetric]) | 
| 14405 | 869 | apply (blast intro: NSCDERIVD2) | 
| 870 | done | |
| 871 | ||
| 872 | text{*standard version*}
 | |
| 873 | lemma CDERIV_chain: | |
| 874 | "[| CDERIV f (g x) :> Da; CDERIV g x :> Db |] | |
| 875 | ==> CDERIV (f o g) x :> Da * Db" | |
| 876 | by (simp add: NSCDERIV_CDERIV_iff [symmetric] NSCDERIV_chain) | |
| 877 | ||
| 878 | lemma CDERIV_chain2: | |
| 879 | "[| CDERIV f (g x) :> Da; CDERIV g x :> Db |] | |
| 880 | ==> CDERIV (%x. f (g x)) x :> Da * Db" | |
| 881 | by (auto dest: CDERIV_chain simp add: o_def) | |
| 882 | ||
| 883 | ||
| 884 | subsection{* Differentiation of Natural Number Powers*}
 | |
| 885 | ||
| 886 | lemma NSCDERIV_Id [simp]: "NSCDERIV (%x. x) x :> 1" | |
| 15228 | 887 | by (simp add: NSCDERIV_NSCLIM_iff NSCLIM_def divide_self del: divide_self_if) | 
| 14405 | 888 | |
| 889 | lemma CDERIV_Id [simp]: "CDERIV (%x. x) x :> 1" | |
| 890 | by (simp add: NSCDERIV_CDERIV_iff [symmetric]) | |
| 891 | ||
| 892 | lemmas isContc_Id = CDERIV_Id [THEN CDERIV_isContc, standard] | |
| 13957 | 893 | |
| 14405 | 894 | text{*derivative of linear multiplication*}
 | 
| 895 | lemma CDERIV_cmult_Id [simp]: "CDERIV (op * c) x :> c" | |
| 896 | by (cut_tac c = c and x = x in CDERIV_Id [THEN CDERIV_cmult], simp) | |
| 897 | ||
| 898 | lemma NSCDERIV_cmult_Id [simp]: "NSCDERIV (op * c) x :> c" | |
| 899 | by (simp add: NSCDERIV_CDERIV_iff) | |
| 900 | ||
| 901 | lemma CDERIV_pow [simp]: | |
| 902 | "CDERIV (%x. x ^ n) x :> (complex_of_real (real n)) * (x ^ (n - Suc 0))" | |
| 903 | apply (induct_tac "n") | |
| 904 | apply (drule_tac [2] CDERIV_Id [THEN CDERIV_mult]) | |
| 15013 | 905 | apply (auto simp add: left_distrib real_of_nat_Suc) | 
| 14405 | 906 | apply (case_tac "n") | 
| 907 | apply (auto simp add: mult_ac add_commute) | |
| 908 | done | |
| 909 | ||
| 910 | text{*Nonstandard version*}
 | |
| 911 | lemma NSCDERIV_pow: | |
| 912 | "NSCDERIV (%x. x ^ n) x :> complex_of_real (real n) * (x ^ (n - 1))" | |
| 913 | by (simp add: NSCDERIV_CDERIV_iff) | |
| 914 | ||
| 915 | lemma lemma_CDERIV_subst: | |
| 916 | "[|CDERIV f x :> D; D = E|] ==> CDERIV f x :> E" | |
| 917 | by auto | |
| 918 | ||
| 919 | (*used once, in NSCDERIV_inverse*) | |
| 920 | lemma CInfinitesimal_add_not_zero: | |
| 921 | "[| h: CInfinitesimal; x \<noteq> 0 |] ==> hcomplex_of_complex x + h \<noteq> 0" | |
| 922 | apply clarify | |
| 923 | apply (drule equals_zero_I, auto) | |
| 924 | done | |
| 925 | ||
| 926 | text{*Can't relax the premise @{term "x \<noteq> 0"}: it isn't continuous at zero*}
 | |
| 927 | lemma NSCDERIV_inverse: | |
| 928 | "x \<noteq> 0 ==> NSCDERIV (%x. inverse(x)) x :> (- (inverse x ^ 2))" | |
| 929 | apply (simp add: nscderiv_def Ball_def, clarify) | |
| 930 | apply (frule CInfinitesimal_add_not_zero [where x=x]) | |
| 17318 
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 huffman parents: 
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changeset | 931 | apply (auto simp add: starfun_inverse_inverse diff_minus | 
| 14405 | 932 | simp del: minus_mult_left [symmetric] minus_mult_right [symmetric]) | 
| 17318 
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changeset | 933 | apply (simp add: add_commute numeral_2_eq_2 inverse_add | 
| 14405 | 934 | inverse_mult_distrib [symmetric] inverse_minus_eq [symmetric] | 
| 935 | add_ac mult_ac | |
| 15013 | 936 | del: inverse_minus_eq inverse_mult_distrib | 
| 937 | minus_mult_right [symmetric] minus_mult_left [symmetric]) | |
| 14405 | 938 | apply (simp only: mult_assoc [symmetric] right_distrib) | 
| 939 | apply (rule_tac y = " inverse (- hcomplex_of_complex x * hcomplex_of_complex x) " in capprox_trans) | |
| 940 | apply (rule inverse_add_CInfinitesimal_capprox2) | |
| 941 | apply (auto dest!: hcomplex_of_complex_CFinite_diff_CInfinitesimal | |
| 942 | intro: CFinite_mult | |
| 943 | simp add: inverse_minus_eq [symmetric]) | |
| 944 | apply (rule CInfinitesimal_CFinite_mult2, auto) | |
| 945 | done | |
| 946 | ||
| 947 | lemma CDERIV_inverse: | |
| 948 | "x \<noteq> 0 ==> CDERIV (%x. inverse(x)) x :> (-(inverse x ^ 2))" | |
| 949 | by (simp add: NSCDERIV_inverse NSCDERIV_CDERIV_iff [symmetric] | |
| 950 | del: complexpow_Suc) | |
| 951 | ||
| 952 | ||
| 953 | subsection{*Derivative of Reciprocals (Function @{term inverse})*}
 | |
| 954 | ||
| 955 | lemma CDERIV_inverse_fun: | |
| 956 | "[| CDERIV f x :> d; f(x) \<noteq> 0 |] | |
| 957 | ==> CDERIV (%x. inverse(f x)) x :> (- (d * inverse(f(x) ^ 2)))" | |
| 958 | apply (rule mult_commute [THEN subst]) | |
| 15013 | 959 | apply (simp add: minus_mult_left power_inverse | 
| 960 | del: complexpow_Suc minus_mult_left [symmetric]) | |
| 14405 | 961 | apply (fold o_def) | 
| 962 | apply (blast intro!: CDERIV_chain CDERIV_inverse) | |
| 963 | done | |
| 964 | ||
| 965 | lemma NSCDERIV_inverse_fun: | |
| 966 | "[| NSCDERIV f x :> d; f(x) \<noteq> 0 |] | |
| 967 | ==> NSCDERIV (%x. inverse(f x)) x :> (- (d * inverse(f(x) ^ 2)))" | |
| 968 | by (simp add: NSCDERIV_CDERIV_iff CDERIV_inverse_fun del: complexpow_Suc) | |
| 969 | ||
| 970 | ||
| 971 | subsection{* Derivative of Quotient*}
 | |
| 972 | ||
| 973 | lemma CDERIV_quotient: | |
| 974 | "[| CDERIV f x :> d; CDERIV g x :> e; g(x) \<noteq> 0 |] | |
| 975 | ==> CDERIV (%y. f(y) / (g y)) x :> (d*g(x) - (e*f(x))) / (g(x) ^ 2)" | |
| 14469 | 976 | apply (simp add: diff_minus) | 
| 14405 | 977 | apply (drule_tac f = g in CDERIV_inverse_fun) | 
| 978 | apply (drule_tac [2] CDERIV_mult, assumption+) | |
| 19233 
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 haftmann parents: 
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changeset | 979 | apply (simp add: divide_inverse left_distrib power_inverse minus_mult_left | 
| 14430 
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 paulson parents: 
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changeset | 980 | mult_ac | 
| 
5cb24165a2e1
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 paulson parents: 
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changeset | 981 | del: minus_mult_right [symmetric] minus_mult_left [symmetric] | 
| 
5cb24165a2e1
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 paulson parents: 
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changeset | 982 | complexpow_Suc) | 
| 14405 | 983 | done | 
| 984 | ||
| 985 | lemma NSCDERIV_quotient: | |
| 986 | "[| NSCDERIV f x :> d; NSCDERIV g x :> e; g(x) \<noteq> 0 |] | |
| 987 | ==> NSCDERIV (%y. f(y) / (g y)) x :> (d*g(x) - (e*f(x))) / (g(x) ^ 2)" | |
| 988 | by (simp add: NSCDERIV_CDERIV_iff CDERIV_quotient del: complexpow_Suc) | |
| 989 | ||
| 990 | ||
| 991 | subsection{*Caratheodory Formulation of Derivative at a Point: Standard Proof*}
 | |
| 992 | ||
| 993 | lemma CLIM_equal: | |
| 994 | "[| \<forall>x. x \<noteq> a --> (f x = g x) |] ==> (f -- a --C> l) = (g -- a --C> l)" | |
| 995 | by (simp add: CLIM_def complex_add_minus_iff) | |
| 996 | ||
| 997 | lemma CLIM_trans: | |
| 998 | "[| (%x. f(x) + -g(x)) -- a --C> 0; g -- a --C> l |] ==> f -- a --C> l" | |
| 999 | apply (drule CLIM_add, assumption) | |
| 1000 | apply (simp add: complex_add_assoc) | |
| 1001 | done | |
| 1002 | ||
| 1003 | lemma CARAT_CDERIV: | |
| 1004 | "(CDERIV f x :> l) = | |
| 1005 | (\<exists>g. (\<forall>z. f z - f x = g z * (z - x)) & isContc g x & g x = l)" | |
| 1006 | apply safe | |
| 1007 | apply (rule_tac x = "%z. if z=x then l else (f (z) - f (x)) / (z-x)" in exI) | |
| 1008 | apply (auto simp add: mult_assoc isContc_iff CDERIV_iff) | |
| 1009 | apply (rule_tac [!] CLIM_equal [THEN iffD1], auto) | |
| 1010 | done | |
| 1011 | ||
| 1012 | ||
| 1013 | lemma CARAT_NSCDERIV: | |
| 1014 | "NSCDERIV f x :> l ==> | |
| 1015 | \<exists>g. (\<forall>z. f z - f x = g z * (z - x)) & isNSContc g x & g x = l" | |
| 14469 | 1016 | by (simp add: NSCDERIV_CDERIV_iff isNSContc_isContc_iff CARAT_CDERIV) | 
| 14405 | 1017 | |
| 1018 | lemma CARAT_CDERIVD: | |
| 1019 | "(\<forall>z. f z - f x = g z * (z - x)) & isNSContc g x & g x = l | |
| 1020 | ==> NSCDERIV f x :> l" | |
| 15234 
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changeset | 1021 | by (auto simp add: NSCDERIV_iff2 isNSContc_def cstarfun_if_eq); | 
| 
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changeset | 1022 | |
| 14405 | 1023 | end |