src/HOL/Deriv.thy
author paulson <lp15@cam.ac.uk>
Sun, 15 Jul 2018 13:15:31 +0100
changeset 68634 db0980691ef4
parent 68611 4bc4b5c0ccfc
child 68635 8094b853a92f
permissions -rw-r--r--
more de-applying and a fix
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
     1
(*  Title:      HOL/Deriv.thy
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
     2
    Author:     Jacques D. Fleuriot, University of Cambridge, 1998
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
     3
    Author:     Brian Huffman
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
     4
    Author:     Lawrence C Paulson, 2004
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
     5
    Author:     Benjamin Porter, 2005
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
     6
*)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
     7
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
     8
section \<open>Differentiation\<close>
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
     9
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
    10
theory Deriv
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
    11
  imports Limits
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
    12
begin
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
    13
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
    14
subsection \<open>Frechet derivative\<close>
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
    15
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
    16
definition has_derivative :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
    17
    ('a \<Rightarrow> 'b) \<Rightarrow> 'a filter \<Rightarrow> bool"  (infix "(has'_derivative)" 50)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
    18
  where "(f has_derivative f') F \<longleftrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
    19
    bounded_linear f' \<and>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
    20
    ((\<lambda>y. ((f y - f (Lim F (\<lambda>x. x))) - f' (y - Lim F (\<lambda>x. x))) /\<^sub>R norm (y - Lim F (\<lambda>x. x))) \<longlongrightarrow> 0) F"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
    21
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
    22
text \<open>
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
    23
  Usually the filter @{term F} is @{term "at x within s"}.  @{term "(f has_derivative D)
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
    24
  (at x within s)"} means: @{term D} is the derivative of function @{term f} at point @{term x}
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
    25
  within the set @{term s}. Where @{term s} is used to express left or right sided derivatives. In
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
    26
  most cases @{term s} is either a variable or @{term UNIV}.
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
    27
\<close>
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
    28
67685
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
    29
text \<open>These are the only cases we'll care about, probably.\<close>
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
    30
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
    31
lemma has_derivative_within: "(f has_derivative f') (at x within s) \<longleftrightarrow>
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
    32
    bounded_linear f' \<and> ((\<lambda>y. (1 / norm(y - x)) *\<^sub>R (f y - (f x + f' (y - x)))) \<longlongrightarrow> 0) (at x within s)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
    33
  unfolding has_derivative_def tendsto_iff
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
    34
  by (subst eventually_Lim_ident_at) (auto simp add: field_simps)
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
    35
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
    36
lemma has_derivative_eq_rhs: "(f has_derivative f') F \<Longrightarrow> f' = g' \<Longrightarrow> (f has_derivative g') F"
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
    37
  by simp
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
    38
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
    39
definition has_field_derivative :: "('a::real_normed_field \<Rightarrow> 'a) \<Rightarrow> 'a \<Rightarrow> 'a filter \<Rightarrow> bool"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
    40
    (infix "(has'_field'_derivative)" 50)
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 67149
diff changeset
    41
  where "(f has_field_derivative D) F \<longleftrightarrow> (f has_derivative ( * ) D) F"
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
    42
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
    43
lemma DERIV_cong: "(f has_field_derivative X) F \<Longrightarrow> X = Y \<Longrightarrow> (f has_field_derivative Y) F"
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
    44
  by simp
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
    45
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
    46
definition has_vector_derivative :: "(real \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'b \<Rightarrow> real filter \<Rightarrow> bool"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
    47
    (infix "has'_vector'_derivative" 50)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
    48
  where "(f has_vector_derivative f') net \<longleftrightarrow> (f has_derivative (\<lambda>x. x *\<^sub>R f')) net"
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
    49
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
    50
lemma has_vector_derivative_eq_rhs:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
    51
  "(f has_vector_derivative X) F \<Longrightarrow> X = Y \<Longrightarrow> (f has_vector_derivative Y) F"
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
    52
  by simp
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
    53
57953
69728243a614 updated to named_theorems;
wenzelm
parents: 57514
diff changeset
    54
named_theorems derivative_intros "structural introduction rules for derivatives"
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
    55
setup \<open>
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
    56
  let
57953
69728243a614 updated to named_theorems;
wenzelm
parents: 57514
diff changeset
    57
    val eq_thms = @{thms has_derivative_eq_rhs DERIV_cong has_vector_derivative_eq_rhs}
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
    58
    fun eq_rule thm = get_first (try (fn eq_thm => eq_thm OF [thm])) eq_thms
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
    59
  in
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
    60
    Global_Theory.add_thms_dynamic
67149
e61557884799 prefer control symbol antiquotations;
wenzelm
parents: 64272
diff changeset
    61
      (\<^binding>\<open>derivative_eq_intros\<close>,
57953
69728243a614 updated to named_theorems;
wenzelm
parents: 57514
diff changeset
    62
        fn context =>
69728243a614 updated to named_theorems;
wenzelm
parents: 57514
diff changeset
    63
          Named_Theorems.get (Context.proof_of context) @{named_theorems derivative_intros}
69728243a614 updated to named_theorems;
wenzelm
parents: 57514
diff changeset
    64
          |> map_filter eq_rule)
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
    65
  end;
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
    66
\<close>
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
    67
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
    68
text \<open>
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
    69
  The following syntax is only used as a legacy syntax.
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
    70
\<close>
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
    71
abbreviation (input)
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
    72
  FDERIV :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a \<Rightarrow>  ('a \<Rightarrow> 'b) \<Rightarrow> bool"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
    73
  ("(FDERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
    74
  where "FDERIV f x :> f' \<equiv> (f has_derivative f') (at x)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
    75
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
    76
lemma has_derivative_bounded_linear: "(f has_derivative f') F \<Longrightarrow> bounded_linear f'"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
    77
  by (simp add: has_derivative_def)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
    78
56369
2704ca85be98 moved generic theorems from Complex_Analysis_Basic; fixed some theorem names
hoelzl
parents: 56289
diff changeset
    79
lemma has_derivative_linear: "(f has_derivative f') F \<Longrightarrow> linear f'"
2704ca85be98 moved generic theorems from Complex_Analysis_Basic; fixed some theorem names
hoelzl
parents: 56289
diff changeset
    80
  using bounded_linear.linear[OF has_derivative_bounded_linear] .
2704ca85be98 moved generic theorems from Complex_Analysis_Basic; fixed some theorem names
hoelzl
parents: 56289
diff changeset
    81
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
    82
lemma has_derivative_ident[derivative_intros, simp]: "((\<lambda>x. x) has_derivative (\<lambda>x. x)) F"
58729
e8ecc79aee43 add tendsto_const and tendsto_ident_at as simp and intro rules
hoelzl
parents: 57953
diff changeset
    83
  by (simp add: has_derivative_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
    84
63469
b6900858dcb9 lots of new theorems about differentiable_on, retracts, ANRs, etc.
paulson <lp15@cam.ac.uk>
parents: 63299
diff changeset
    85
lemma has_derivative_id [derivative_intros, simp]: "(id has_derivative id) (at a)"
b6900858dcb9 lots of new theorems about differentiable_on, retracts, ANRs, etc.
paulson <lp15@cam.ac.uk>
parents: 63299
diff changeset
    86
  by (metis eq_id_iff has_derivative_ident)
b6900858dcb9 lots of new theorems about differentiable_on, retracts, ANRs, etc.
paulson <lp15@cam.ac.uk>
parents: 63299
diff changeset
    87
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
    88
lemma has_derivative_const[derivative_intros, simp]: "((\<lambda>x. c) has_derivative (\<lambda>x. 0)) F"
58729
e8ecc79aee43 add tendsto_const and tendsto_ident_at as simp and intro rules
hoelzl
parents: 57953
diff changeset
    89
  by (simp add: has_derivative_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
    90
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
    91
lemma (in bounded_linear) bounded_linear: "bounded_linear f" ..
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
    92
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
    93
lemma (in bounded_linear) has_derivative:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
    94
  "(g has_derivative g') F \<Longrightarrow> ((\<lambda>x. f (g x)) has_derivative (\<lambda>x. f (g' x))) F"
63092
a949b2a5f51d eliminated use of empty "assms";
wenzelm
parents: 63079
diff changeset
    95
  unfolding has_derivative_def
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
    96
  by (auto simp add: bounded_linear_compose [OF bounded_linear] scaleR diff dest: tendsto)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
    97
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
    98
lemmas has_derivative_scaleR_right [derivative_intros] =
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
    99
  bounded_linear.has_derivative [OF bounded_linear_scaleR_right]
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   100
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   101
lemmas has_derivative_scaleR_left [derivative_intros] =
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   102
  bounded_linear.has_derivative [OF bounded_linear_scaleR_left]
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   103
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   104
lemmas has_derivative_mult_right [derivative_intros] =
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   105
  bounded_linear.has_derivative [OF bounded_linear_mult_right]
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   106
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   107
lemmas has_derivative_mult_left [derivative_intros] =
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   108
  bounded_linear.has_derivative [OF bounded_linear_mult_left]
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   109
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   110
lemma has_derivative_add[simp, derivative_intros]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   111
  assumes f: "(f has_derivative f') F"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   112
    and g: "(g has_derivative g') F"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   113
  shows "((\<lambda>x. f x + g x) has_derivative (\<lambda>x. f' x + g' x)) F"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   114
  unfolding has_derivative_def
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   115
proof safe
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   116
  let ?x = "Lim F (\<lambda>x. x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   117
  let ?D = "\<lambda>f f' y. ((f y - f ?x) - f' (y - ?x)) /\<^sub>R norm (y - ?x)"
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   118
  have "((\<lambda>x. ?D f f' x + ?D g g' x) \<longlongrightarrow> (0 + 0)) F"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   119
    using f g by (intro tendsto_add) (auto simp: has_derivative_def)
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   120
  then show "(?D (\<lambda>x. f x + g x) (\<lambda>x. f' x + g' x) \<longlongrightarrow> 0) F"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   121
    by (simp add: field_simps scaleR_add_right scaleR_diff_right)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   122
qed (blast intro: bounded_linear_add f g has_derivative_bounded_linear)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   123
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63952
diff changeset
   124
lemma has_derivative_sum[simp, derivative_intros]:
63915
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   125
  "(\<And>i. i \<in> I \<Longrightarrow> (f i has_derivative f' i) F) \<Longrightarrow>
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   126
    ((\<lambda>x. \<Sum>i\<in>I. f i x) has_derivative (\<lambda>x. \<Sum>i\<in>I. f' i x)) F"
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   127
  by (induct I rule: infinite_finite_induct) simp_all
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   128
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   129
lemma has_derivative_minus[simp, derivative_intros]:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   130
  "(f has_derivative f') F \<Longrightarrow> ((\<lambda>x. - f x) has_derivative (\<lambda>x. - f' x)) F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   131
  using has_derivative_scaleR_right[of f f' F "-1"] by simp
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   132
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   133
lemma has_derivative_diff[simp, derivative_intros]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   134
  "(f has_derivative f') F \<Longrightarrow> (g has_derivative g') F \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   135
    ((\<lambda>x. f x - g x) has_derivative (\<lambda>x. f' x - g' x)) F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   136
  by (simp only: diff_conv_add_uminus has_derivative_add has_derivative_minus)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   137
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   138
lemma has_derivative_at_within:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   139
  "(f has_derivative f') (at x within s) \<longleftrightarrow>
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   140
    (bounded_linear f' \<and> ((\<lambda>y. ((f y - f x) - f' (y - x)) /\<^sub>R norm (y - x)) \<longlongrightarrow> 0) (at x within s))"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   141
  by (cases "at x within s = bot") (simp_all add: has_derivative_def Lim_ident_at)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   142
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   143
lemma has_derivative_iff_norm:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   144
  "(f has_derivative f') (at x within s) \<longleftrightarrow>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   145
    bounded_linear f' \<and> ((\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x)) \<longlongrightarrow> 0) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   146
  using tendsto_norm_zero_iff[of _ "at x within s", where 'b="'b", symmetric]
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   147
  by (simp add: has_derivative_at_within divide_inverse ac_simps)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   148
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   149
lemma has_derivative_at:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   150
  "(f has_derivative D) (at x) \<longleftrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   151
    (bounded_linear D \<and> (\<lambda>h. norm (f (x + h) - f x - D h) / norm h) \<midarrow>0\<rightarrow> 0)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   152
  unfolding has_derivative_iff_norm LIM_offset_zero_iff[of _ _ x] by simp
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   153
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   154
lemma field_has_derivative_at:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   155
  fixes x :: "'a::real_normed_field"
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   156
  shows "(f has_derivative ( * ) D) (at x) \<longleftrightarrow> (\<lambda>h. (f (x + h) - f x) / h) \<midarrow>0\<rightarrow> D" (is "?lhs = ?rhs")
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   157
proof -
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   158
  have "?lhs = (\<lambda>h. norm (f (x + h) - f x - D * h) / norm h) \<midarrow>0 \<rightarrow> 0"
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   159
    by (simp add: bounded_linear_mult_right has_derivative_at)
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   160
  also have "... = (\<lambda>y. norm ((f (x + y) - f x - D * y) / y)) \<midarrow>0\<rightarrow> 0"
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   161
    by (simp cong: LIM_cong flip: nonzero_norm_divide)
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   162
  also have "... = (\<lambda>y. norm ((f (x + y) - f x) / y - D / y * y)) \<midarrow>0\<rightarrow> 0"
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   163
    by (simp only: diff_divide_distrib times_divide_eq_left [symmetric])
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   164
  also have "... = ?rhs"
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   165
    by (simp add: tendsto_norm_zero_iff LIM_zero_iff cong: LIM_cong)
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   166
  finally show ?thesis .
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   167
qed
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   168
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   169
lemma has_derivativeI:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   170
  "bounded_linear f' \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   171
    ((\<lambda>y. ((f y - f x) - f' (y - x)) /\<^sub>R norm (y - x)) \<longlongrightarrow> 0) (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   172
    (f has_derivative f') (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   173
  by (simp add: has_derivative_at_within)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   174
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   175
lemma has_derivativeI_sandwich:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   176
  assumes e: "0 < e"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   177
    and bounded: "bounded_linear f'"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   178
    and sandwich: "(\<And>y. y \<in> s \<Longrightarrow> y \<noteq> x \<Longrightarrow> dist y x < e \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   179
      norm ((f y - f x) - f' (y - x)) / norm (y - x) \<le> H y)"
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   180
    and "(H \<longlongrightarrow> 0) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   181
  shows "(f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   182
  unfolding has_derivative_iff_norm
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   183
proof safe
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   184
  show "((\<lambda>y. norm (f y - f x - f' (y - x)) / norm (y - x)) \<longlongrightarrow> 0) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   185
  proof (rule tendsto_sandwich[where f="\<lambda>x. 0"])
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   186
    show "(H \<longlongrightarrow> 0) (at x within s)" by fact
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   187
    show "eventually (\<lambda>n. norm (f n - f x - f' (n - x)) / norm (n - x) \<le> H n) (at x within s)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   188
      unfolding eventually_at using e sandwich by auto
58729
e8ecc79aee43 add tendsto_const and tendsto_ident_at as simp and intro rules
hoelzl
parents: 57953
diff changeset
   189
  qed (auto simp: le_divide_eq)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   190
qed fact
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   191
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   192
lemma has_derivative_subset:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   193
  "(f has_derivative f') (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow> (f has_derivative f') (at x within t)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   194
  by (auto simp add: has_derivative_iff_norm intro: tendsto_within_subset)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   195
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   196
lemmas has_derivative_within_subset = has_derivative_subset
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   197
67685
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   198
lemma has_derivative_within_singleton_iff:
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   199
  "(f has_derivative g) (at x within {x}) \<longleftrightarrow> bounded_linear g"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   200
  by (auto intro!: has_derivativeI_sandwich[where e=1] has_derivative_bounded_linear)
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   201
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   202
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   203
subsubsection \<open>Limit transformation for derivatives\<close>
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   204
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   205
lemma has_derivative_transform_within:
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   206
  assumes "(f has_derivative f') (at x within s)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   207
    and "0 < d"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   208
    and "x \<in> s"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   209
    and "\<And>x'. \<lbrakk>x' \<in> s; dist x' x < d\<rbrakk> \<Longrightarrow> f x' = g x'"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   210
  shows "(g has_derivative f') (at x within s)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   211
  using assms
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   212
  unfolding has_derivative_within
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   213
  by (force simp add: intro: Lim_transform_within)
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   214
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   215
lemma has_derivative_transform_within_open:
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   216
  assumes "(f has_derivative f') (at x within t)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   217
    and "open s"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   218
    and "x \<in> s"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   219
    and "\<And>x. x\<in>s \<Longrightarrow> f x = g x"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   220
  shows "(g has_derivative f') (at x within t)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   221
  using assms unfolding has_derivative_within
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   222
  by (force simp add: intro: Lim_transform_within_open)
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   223
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   224
lemma has_derivative_transform:
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   225
  assumes "x \<in> s" "\<And>x. x \<in> s \<Longrightarrow> g x = f x"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   226
  assumes "(f has_derivative f') (at x within s)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   227
  shows "(g has_derivative f') (at x within s)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   228
  using assms
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   229
  by (intro has_derivative_transform_within[OF _ zero_less_one, where g=g]) auto
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   230
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   231
lemma has_derivative_transform_eventually:
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   232
  assumes "(f has_derivative f') (at x within s)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   233
    "(\<forall>\<^sub>F x' in at x within s. f x' = g x')"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   234
  assumes "f x = g x" "x \<in> s"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   235
  shows "(g has_derivative f') (at x within s)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   236
  using assms
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   237
proof -
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   238
  from assms(2,3) obtain d where "d > 0" "\<And>x'. x' \<in> s \<Longrightarrow> dist x' x < d \<Longrightarrow> f x' = g x'"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   239
    by (force simp: eventually_at)
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   240
  from has_derivative_transform_within[OF assms(1) this(1) assms(4) this(2)]
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   241
  show ?thesis .
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   242
qed
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   243
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   244
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   245
subsection \<open>Continuity\<close>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   246
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   247
lemma has_derivative_continuous:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   248
  assumes f: "(f has_derivative f') (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   249
  shows "continuous (at x within s) f"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   250
proof -
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   251
  from f interpret F: bounded_linear f'
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   252
    by (rule has_derivative_bounded_linear)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   253
  note F.tendsto[tendsto_intros]
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   254
  let ?L = "\<lambda>f. (f \<longlongrightarrow> 0) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   255
  have "?L (\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x))"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   256
    using f unfolding has_derivative_iff_norm by blast
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   257
  then have "?L (\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x) * norm (y - x))" (is ?m)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   258
    by (rule tendsto_mult_zero) (auto intro!: tendsto_eq_intros)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   259
  also have "?m \<longleftrightarrow> ?L (\<lambda>y. norm ((f y - f x) - f' (y - x)))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   260
    by (intro filterlim_cong) (simp_all add: eventually_at_filter)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   261
  finally have "?L (\<lambda>y. (f y - f x) - f' (y - x))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   262
    by (rule tendsto_norm_zero_cancel)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   263
  then have "?L (\<lambda>y. ((f y - f x) - f' (y - x)) + f' (y - x))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   264
    by (rule tendsto_eq_intros) (auto intro!: tendsto_eq_intros simp: F.zero)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   265
  then have "?L (\<lambda>y. f y - f x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   266
    by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   267
  from tendsto_add[OF this tendsto_const, of "f x"] show ?thesis
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   268
    by (simp add: continuous_within)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   269
qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   270
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   271
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   272
subsection \<open>Composition\<close>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   273
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   274
lemma tendsto_at_iff_tendsto_nhds_within:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   275
  "f x = y \<Longrightarrow> (f \<longlongrightarrow> y) (at x within s) \<longleftrightarrow> (f \<longlongrightarrow> y) (inf (nhds x) (principal s))"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   276
  unfolding tendsto_def eventually_inf_principal eventually_at_filter
61810
3c5040d5694a sorted out eventually_mono
paulson <lp15@cam.ac.uk>
parents: 61799
diff changeset
   277
  by (intro ext all_cong imp_cong) (auto elim!: eventually_mono)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   278
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   279
lemma has_derivative_in_compose:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   280
  assumes f: "(f has_derivative f') (at x within s)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   281
    and g: "(g has_derivative g') (at (f x) within (f`s))"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   282
  shows "((\<lambda>x. g (f x)) has_derivative (\<lambda>x. g' (f' x))) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   283
proof -
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   284
  from f interpret F: bounded_linear f'
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   285
    by (rule has_derivative_bounded_linear)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   286
  from g interpret G: bounded_linear g'
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   287
    by (rule has_derivative_bounded_linear)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   288
  from F.bounded obtain kF where kF: "\<And>x. norm (f' x) \<le> norm x * kF"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   289
    by fast
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   290
  from G.bounded obtain kG where kG: "\<And>x. norm (g' x) \<le> norm x * kG"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   291
    by fast
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   292
  note G.tendsto[tendsto_intros]
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   293
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   294
  let ?L = "\<lambda>f. (f \<longlongrightarrow> 0) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   295
  let ?D = "\<lambda>f f' x y. (f y - f x) - f' (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   296
  let ?N = "\<lambda>f f' x y. norm (?D f f' x y) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   297
  let ?gf = "\<lambda>x. g (f x)" and ?gf' = "\<lambda>x. g' (f' x)"
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62398
diff changeset
   298
  define Nf where "Nf = ?N f f' x"
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62398
diff changeset
   299
  define Ng where [abs_def]: "Ng y = ?N g g' (f x) (f y)" for y
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   300
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   301
  show ?thesis
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   302
  proof (rule has_derivativeI_sandwich[of 1])
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   303
    show "bounded_linear (\<lambda>x. g' (f' x))"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   304
      using f g by (blast intro: bounded_linear_compose has_derivative_bounded_linear)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   305
  next
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   306
    fix y :: 'a
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   307
    assume neq: "y \<noteq> x"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   308
    have "?N ?gf ?gf' x y = norm (g' (?D f f' x y) + ?D g g' (f x) (f y)) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   309
      by (simp add: G.diff G.add field_simps)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   310
    also have "\<dots> \<le> norm (g' (?D f f' x y)) / norm (y - x) + Ng y * (norm (f y - f x) / norm (y - x))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   311
      by (simp add: add_divide_distrib[symmetric] divide_right_mono norm_triangle_ineq G.zero Ng_def)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   312
    also have "\<dots> \<le> Nf y * kG + Ng y * (Nf y + kF)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   313
    proof (intro add_mono mult_left_mono)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   314
      have "norm (f y - f x) = norm (?D f f' x y + f' (y - x))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   315
        by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   316
      also have "\<dots> \<le> norm (?D f f' x y) + norm (f' (y - x))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   317
        by (rule norm_triangle_ineq)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   318
      also have "\<dots> \<le> norm (?D f f' x y) + norm (y - x) * kF"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   319
        using kF by (intro add_mono) simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   320
      finally show "norm (f y - f x) / norm (y - x) \<le> Nf y + kF"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   321
        by (simp add: neq Nf_def field_simps)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   322
    qed (use kG in \<open>simp_all add: Ng_def Nf_def neq zero_le_divide_iff field_simps\<close>)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   323
    finally show "?N ?gf ?gf' x y \<le> Nf y * kG + Ng y * (Nf y + kF)" .
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   324
  next
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   325
    have [tendsto_intros]: "?L Nf"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   326
      using f unfolding has_derivative_iff_norm Nf_def ..
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   327
    from f have "(f \<longlongrightarrow> f x) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   328
      by (blast intro: has_derivative_continuous continuous_within[THEN iffD1])
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   329
    then have f': "LIM x at x within s. f x :> inf (nhds (f x)) (principal (f`s))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   330
      unfolding filterlim_def
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   331
      by (simp add: eventually_filtermap eventually_at_filter le_principal)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   332
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   333
    have "((?N g  g' (f x)) \<longlongrightarrow> 0) (at (f x) within f`s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   334
      using g unfolding has_derivative_iff_norm ..
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   335
    then have g': "((?N g  g' (f x)) \<longlongrightarrow> 0) (inf (nhds (f x)) (principal (f`s)))"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   336
      by (rule tendsto_at_iff_tendsto_nhds_within[THEN iffD1, rotated]) simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   337
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   338
    have [tendsto_intros]: "?L Ng"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   339
      unfolding Ng_def by (rule filterlim_compose[OF g' f'])
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   340
    show "((\<lambda>y. Nf y * kG + Ng y * (Nf y + kF)) \<longlongrightarrow> 0) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   341
      by (intro tendsto_eq_intros) auto
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   342
  qed simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   343
qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   344
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   345
lemma has_derivative_compose:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   346
  "(f has_derivative f') (at x within s) \<Longrightarrow> (g has_derivative g') (at (f x)) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   347
  ((\<lambda>x. g (f x)) has_derivative (\<lambda>x. g' (f' x))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   348
  by (blast intro: has_derivative_in_compose has_derivative_subset)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   349
67685
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   350
lemma has_derivative_in_compose2:
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   351
  assumes "\<And>x. x \<in> t \<Longrightarrow> (g has_derivative g' x) (at x within t)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   352
  assumes "f ` s \<subseteq> t" "x \<in> s"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   353
  assumes "(f has_derivative f') (at x within s)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   354
  shows "((\<lambda>x. g (f x)) has_derivative (\<lambda>y. g' (f x) (f' y))) (at x within s)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   355
  using assms
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   356
  by (auto intro: has_derivative_within_subset intro!: has_derivative_in_compose[of f f' x s g])
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   357
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   358
lemma (in bounded_bilinear) FDERIV:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   359
  assumes f: "(f has_derivative f') (at x within s)" and g: "(g has_derivative g') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   360
  shows "((\<lambda>x. f x ** g x) has_derivative (\<lambda>h. f x ** g' h + f' h ** g x)) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   361
proof -
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   362
  from bounded_linear.bounded [OF has_derivative_bounded_linear [OF f]]
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   363
  obtain KF where norm_F: "\<And>x. norm (f' x) \<le> norm x * KF" by fast
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   364
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   365
  from pos_bounded obtain K
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   366
    where K: "0 < K" and norm_prod: "\<And>a b. norm (a ** b) \<le> norm a * norm b * K"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   367
    by fast
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   368
  let ?D = "\<lambda>f f' y. f y - f x - f' (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   369
  let ?N = "\<lambda>f f' y. norm (?D f f' y) / norm (y - x)"
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62398
diff changeset
   370
  define Ng where "Ng = ?N g g'"
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62398
diff changeset
   371
  define Nf where "Nf = ?N f f'"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   372
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   373
  let ?fun1 = "\<lambda>y. norm (f y ** g y - f x ** g x - (f x ** g' (y - x) + f' (y - x) ** g x)) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   374
  let ?fun2 = "\<lambda>y. norm (f x) * Ng y * K + Nf y * norm (g y) * K + KF * norm (g y - g x) * K"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   375
  let ?F = "at x within s"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   376
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   377
  show ?thesis
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   378
  proof (rule has_derivativeI_sandwich[of 1])
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   379
    show "bounded_linear (\<lambda>h. f x ** g' h + f' h ** g x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   380
      by (intro bounded_linear_add
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   381
        bounded_linear_compose [OF bounded_linear_right] bounded_linear_compose [OF bounded_linear_left]
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   382
        has_derivative_bounded_linear [OF g] has_derivative_bounded_linear [OF f])
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   383
  next
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   384
    from g have "(g \<longlongrightarrow> g x) ?F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   385
      by (intro continuous_within[THEN iffD1] has_derivative_continuous)
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   386
    moreover from f g have "(Nf \<longlongrightarrow> 0) ?F" "(Ng \<longlongrightarrow> 0) ?F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   387
      by (simp_all add: has_derivative_iff_norm Ng_def Nf_def)
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   388
    ultimately have "(?fun2 \<longlongrightarrow> norm (f x) * 0 * K + 0 * norm (g x) * K + KF * norm (0::'b) * K) ?F"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   389
      by (intro tendsto_intros) (simp_all add: LIM_zero_iff)
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
   390
    then show "(?fun2 \<longlongrightarrow> 0) ?F"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   391
      by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   392
  next
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   393
    fix y :: 'd
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   394
    assume "y \<noteq> x"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   395
    have "?fun1 y =
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   396
        norm (f x ** ?D g g' y + ?D f f' y ** g y + f' (y - x) ** (g y - g x)) / norm (y - x)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   397
      by (simp add: diff_left diff_right add_left add_right field_simps)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   398
    also have "\<dots> \<le> (norm (f x) * norm (?D g g' y) * K + norm (?D f f' y) * norm (g y) * K +
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   399
        norm (y - x) * KF * norm (g y - g x) * K) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   400
      by (intro divide_right_mono mult_mono'
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   401
                order_trans [OF norm_triangle_ineq add_mono]
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   402
                order_trans [OF norm_prod mult_right_mono]
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   403
                mult_nonneg_nonneg order_refl norm_ge_zero norm_F
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   404
                K [THEN order_less_imp_le])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   405
    also have "\<dots> = ?fun2 y"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   406
      by (simp add: add_divide_distrib Ng_def Nf_def)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   407
    finally show "?fun1 y \<le> ?fun2 y" .
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   408
  qed simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   409
qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   410
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   411
lemmas has_derivative_mult[simp, derivative_intros] = bounded_bilinear.FDERIV[OF bounded_bilinear_mult]
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   412
lemmas has_derivative_scaleR[simp, derivative_intros] = bounded_bilinear.FDERIV[OF bounded_bilinear_scaleR]
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   413
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   414
lemma has_derivative_prod[simp, derivative_intros]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   415
  fixes f :: "'i \<Rightarrow> 'a::real_normed_vector \<Rightarrow> 'b::real_normed_field"
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   416
  shows "(\<And>i. i \<in> I \<Longrightarrow> (f i has_derivative f' i) (at x within S)) \<Longrightarrow>
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   417
    ((\<lambda>x. \<Prod>i\<in>I. f i x) has_derivative (\<lambda>y. \<Sum>i\<in>I. f' i y * (\<Prod>j\<in>I - {i}. f j x))) (at x within S)"
63915
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   418
proof (induct I rule: infinite_finite_induct)
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   419
  case infinite
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   420
  then show ?case by simp
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   421
next
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   422
  case empty
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   423
  then show ?case by simp
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   424
next
63915
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   425
  case (insert i I)
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   426
  let ?P = "\<lambda>y. f i x * (\<Sum>i\<in>I. f' i y * (\<Prod>j\<in>I - {i}. f j x)) + (f' i y) * (\<Prod>i\<in>I. f i x)"
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   427
  have "((\<lambda>x. f i x * (\<Prod>i\<in>I. f i x)) has_derivative ?P) (at x within S)"
63915
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   428
    using insert by (intro has_derivative_mult) auto
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   429
  also have "?P = (\<lambda>y. \<Sum>i'\<in>insert i I. f' i' y * (\<Prod>j\<in>insert i I - {i'}. f j x))"
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   430
    using insert(1,2)
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63952
diff changeset
   431
    by (auto simp add: sum_distrib_left insert_Diff_if intro!: ext sum.cong)
63915
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   432
  finally show ?case
bab633745c7f tuned proofs;
wenzelm
parents: 63717
diff changeset
   433
    using insert by simp
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   434
qed
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   435
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   436
lemma has_derivative_power[simp, derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   437
  fixes f :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field"
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   438
  assumes f: "(f has_derivative f') (at x within S)"
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   439
  shows "((\<lambda>x. f x^n) has_derivative (\<lambda>y. of_nat n * f' y * f x^(n - 1))) (at x within S)"
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   440
  using has_derivative_prod[OF f, of "{..< n}"] by (simp add: prod_constant ac_simps)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   441
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   442
lemma has_derivative_inverse':
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   443
  fixes x :: "'a::real_normed_div_algebra"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   444
  assumes x: "x \<noteq> 0"
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   445
  shows "(inverse has_derivative (\<lambda>h. - (inverse x * h * inverse x))) (at x within S)"
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   446
    (is "(_ has_derivative ?f) _")
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   447
proof (rule has_derivativeI_sandwich)
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   448
  show "bounded_linear (\<lambda>h. - (inverse x * h * inverse x))"
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   449
    by (simp add: bounded_linear_minus bounded_linear_mult_const bounded_linear_mult_right)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   450
  show "0 < norm x" using x by simp
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   451
  have "(inverse \<longlongrightarrow> inverse x) (at x within S)"
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   452
    using tendsto_inverse tendsto_ident_at x by auto
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   453
  then show "((\<lambda>y. norm (inverse y - inverse x) * norm (inverse x)) \<longlongrightarrow> 0) (at x within S)"
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   454
    by (simp add: LIM_zero_iff tendsto_mult_left_zero tendsto_norm_zero)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   455
next
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   456
  fix y :: 'a
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   457
  assume h: "y \<noteq> x" "dist y x < norm x"
62397
5ae24f33d343 Substantial new material for multivariate analysis. Also removal of some duplicates.
paulson <lp15@cam.ac.uk>
parents: 61976
diff changeset
   458
  then have "y \<noteq> 0" by auto
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   459
  have "norm (inverse y - inverse x - ?f (y -x)) / norm (y - x) 
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   460
        = norm (- (inverse y * (y - x) * inverse x - inverse x * (y - x) * inverse x)) /
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   461
                norm (y - x)"
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   462
    by (simp add: \<open>y \<noteq> 0\<close> inverse_diff_inverse x)
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   463
  also have "... = norm ((inverse y - inverse x) * (y - x) * inverse x) / norm (y - x)"
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   464
    by (simp add: left_diff_distrib norm_minus_commute)
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   465
  also have "\<dots> \<le> norm (inverse y - inverse x) * norm (y - x) * norm (inverse x) / norm (y - x)"
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   466
    by (simp add: norm_mult)
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   467
  also have "\<dots> = norm (inverse y - inverse x) * norm (inverse x)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   468
    by simp
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   469
  finally show "norm (inverse y - inverse x - ?f (y -x)) / norm (y - x) \<le>
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   470
    norm (inverse y - inverse x) * norm (inverse x)" .
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   471
qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   472
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   473
lemma has_derivative_inverse[simp, derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   474
  fixes f :: "_ \<Rightarrow> 'a::real_normed_div_algebra"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   475
  assumes x:  "f x \<noteq> 0"
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   476
    and f: "(f has_derivative f') (at x within S)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   477
  shows "((\<lambda>x. inverse (f x)) has_derivative (\<lambda>h. - (inverse (f x) * f' h * inverse (f x))))
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   478
    (at x within S)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   479
  using has_derivative_compose[OF f has_derivative_inverse', OF x] .
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   480
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   481
lemma has_derivative_divide[simp, derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   482
  fixes f :: "_ \<Rightarrow> 'a::real_normed_div_algebra"
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   483
  assumes f: "(f has_derivative f') (at x within S)"
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   484
    and g: "(g has_derivative g') (at x within S)"
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   485
  assumes x: "g x \<noteq> 0"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   486
  shows "((\<lambda>x. f x / g x) has_derivative
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   487
                (\<lambda>h. - f x * (inverse (g x) * g' h * inverse (g x)) + f' h / g x)) (at x within S)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   488
  using has_derivative_mult[OF f has_derivative_inverse[OF x g]]
56480
093ea91498e6 field_simps: better support for negation and division, and power
hoelzl
parents: 56479
diff changeset
   489
  by (simp add: field_simps)
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   490
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   491
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   492
text \<open>Conventional form requires mult-AC laws. Types real and complex only.\<close>
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   493
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   494
lemma has_derivative_divide'[derivative_intros]:
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   495
  fixes f :: "_ \<Rightarrow> 'a::real_normed_field"
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   496
  assumes f: "(f has_derivative f') (at x within S)"
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   497
    and g: "(g has_derivative g') (at x within S)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   498
    and x: "g x \<noteq> 0"
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   499
  shows "((\<lambda>x. f x / g x) has_derivative (\<lambda>h. (f' h * g x - f x * g' h) / (g x * g x))) (at x within S)"
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   500
proof -
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   501
  have "f' h / g x - f x * (inverse (g x) * g' h * inverse (g x)) =
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   502
      (f' h * g x - f x * g' h) / (g x * g x)" for h
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   503
    by (simp add: field_simps x)
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   504
  then show ?thesis
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   505
    using has_derivative_divide [OF f g] x
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   506
    by simp
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   507
qed
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   508
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   509
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   510
subsection \<open>Uniqueness\<close>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   511
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   512
text \<open>
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   513
This can not generally shown for @{const has_derivative}, as we need to approach the point from
63627
6ddb43c6b711 rename HOL-Multivariate_Analysis to HOL-Analysis.
hoelzl
parents: 63558
diff changeset
   514
all directions. There is a proof in \<open>Analysis\<close> for \<open>euclidean_space\<close>.
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   515
\<close>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   516
67685
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   517
lemma has_derivative_at2: "(f has_derivative f') (at x) \<longleftrightarrow>
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   518
    bounded_linear f' \<and> ((\<lambda>y. (1 / (norm(y - x))) *\<^sub>R (f y - (f x + f' (y - x)))) \<longlongrightarrow> 0) (at x)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   519
  using has_derivative_within [of f f' x UNIV]
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   520
  by simp
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   521
lemma has_derivative_zero_unique:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   522
  assumes "((\<lambda>x. 0) has_derivative F) (at x)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   523
  shows "F = (\<lambda>h. 0)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   524
proof -
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   525
  interpret F: bounded_linear F
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   526
    using assms by (rule has_derivative_bounded_linear)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   527
  let ?r = "\<lambda>h. norm (F h) / norm h"
61976
3a27957ac658 more symbols;
wenzelm
parents: 61973
diff changeset
   528
  have *: "?r \<midarrow>0\<rightarrow> 0"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   529
    using assms unfolding has_derivative_at by simp
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   530
  show "F = (\<lambda>h. 0)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   531
  proof
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   532
    show "F h = 0" for h
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   533
    proof (rule ccontr)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   534
      assume **: "\<not> ?thesis"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   535
      then have h: "h \<noteq> 0"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   536
        by (auto simp add: F.zero)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   537
      with ** have "0 < ?r h"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   538
        by simp
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   539
      from LIM_D [OF * this] obtain S
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   540
        where S: "0 < S" and r: "\<And>x. x \<noteq> 0 \<Longrightarrow> norm x < S \<Longrightarrow> ?r x < ?r h"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   541
        by auto
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   542
      from dense [OF S] obtain t where t: "0 < t \<and> t < S" ..
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   543
      let ?x = "scaleR (t / norm h) h"
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   544
      have "?x \<noteq> 0" and "norm ?x < S"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   545
        using t h by simp_all
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   546
      then have "?r ?x < ?r h"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   547
        by (rule r)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   548
      then show False
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   549
        using t h by (simp add: F.scaleR)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   550
    qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   551
  qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   552
qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   553
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   554
lemma has_derivative_unique:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   555
  assumes "(f has_derivative F) (at x)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   556
    and "(f has_derivative F') (at x)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   557
  shows "F = F'"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   558
proof -
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   559
  have "((\<lambda>x. 0) has_derivative (\<lambda>h. F h - F' h)) (at x)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   560
    using has_derivative_diff [OF assms] by simp
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   561
  then have "(\<lambda>h. F h - F' h) = (\<lambda>h. 0)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   562
    by (rule has_derivative_zero_unique)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   563
  then show "F = F'"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   564
    unfolding fun_eq_iff right_minus_eq .
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   565
qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   566
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   567
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   568
subsection \<open>Differentiability predicate\<close>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   569
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   570
definition differentiable :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a filter \<Rightarrow> bool"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   571
    (infix "differentiable" 50)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   572
  where "f differentiable F \<longleftrightarrow> (\<exists>D. (f has_derivative D) F)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   573
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   574
lemma differentiable_subset:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   575
  "f differentiable (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow> f differentiable (at x within t)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   576
  unfolding differentiable_def by (blast intro: has_derivative_subset)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   577
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   578
lemmas differentiable_within_subset = differentiable_subset
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   579
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   580
lemma differentiable_ident [simp, derivative_intros]: "(\<lambda>x. x) differentiable F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   581
  unfolding differentiable_def by (blast intro: has_derivative_ident)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   582
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   583
lemma differentiable_const [simp, derivative_intros]: "(\<lambda>z. a) differentiable F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   584
  unfolding differentiable_def by (blast intro: has_derivative_const)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   585
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   586
lemma differentiable_in_compose:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   587
  "f differentiable (at (g x) within (g`s)) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   588
    (\<lambda>x. f (g x)) differentiable (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   589
  unfolding differentiable_def by (blast intro: has_derivative_in_compose)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   590
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   591
lemma differentiable_compose:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   592
  "f differentiable (at (g x)) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   593
    (\<lambda>x. f (g x)) differentiable (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   594
  by (blast intro: differentiable_in_compose differentiable_subset)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   595
67685
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   596
lemma differentiable_add [simp, derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   597
  "f differentiable F \<Longrightarrow> g differentiable F \<Longrightarrow> (\<lambda>x. f x + g x) differentiable F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   598
  unfolding differentiable_def by (blast intro: has_derivative_add)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   599
67685
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   600
lemma differentiable_sum[simp, derivative_intros]:
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   601
  assumes "finite s" "\<forall>a\<in>s. (f a) differentiable net"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   602
  shows "(\<lambda>x. sum (\<lambda>a. f a x) s) differentiable net"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   603
proof -
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   604
  from bchoice[OF assms(2)[unfolded differentiable_def]]
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   605
  show ?thesis
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   606
    by (auto intro!: has_derivative_sum simp: differentiable_def)
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   607
qed
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   608
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   609
lemma differentiable_minus [simp, derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   610
  "f differentiable F \<Longrightarrow> (\<lambda>x. - f x) differentiable F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   611
  unfolding differentiable_def by (blast intro: has_derivative_minus)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   612
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   613
lemma differentiable_diff [simp, derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   614
  "f differentiable F \<Longrightarrow> g differentiable F \<Longrightarrow> (\<lambda>x. f x - g x) differentiable F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   615
  unfolding differentiable_def by (blast intro: has_derivative_diff)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   616
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   617
lemma differentiable_mult [simp, derivative_intros]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   618
  fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_algebra"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   619
  shows "f differentiable (at x within s) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   620
    (\<lambda>x. f x * g x) differentiable (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   621
  unfolding differentiable_def by (blast intro: has_derivative_mult)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   622
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   623
lemma differentiable_inverse [simp, derivative_intros]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   624
  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_field"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   625
  shows "f differentiable (at x within s) \<Longrightarrow> f x \<noteq> 0 \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   626
    (\<lambda>x. inverse (f x)) differentiable (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   627
  unfolding differentiable_def by (blast intro: has_derivative_inverse)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   628
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   629
lemma differentiable_divide [simp, derivative_intros]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   630
  fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_field"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   631
  shows "f differentiable (at x within s) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   632
    g x \<noteq> 0 \<Longrightarrow> (\<lambda>x. f x / g x) differentiable (at x within s)"
63092
a949b2a5f51d eliminated use of empty "assms";
wenzelm
parents: 63079
diff changeset
   633
  unfolding divide_inverse by simp
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   634
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   635
lemma differentiable_power [simp, derivative_intros]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   636
  fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   637
  shows "f differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f x ^ n) differentiable (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   638
  unfolding differentiable_def by (blast intro: has_derivative_power)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   639
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   640
lemma differentiable_scaleR [simp, derivative_intros]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   641
  "f differentiable (at x within s) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   642
    (\<lambda>x. f x *\<^sub>R g x) differentiable (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   643
  unfolding differentiable_def by (blast intro: has_derivative_scaleR)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   644
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   645
lemma has_derivative_imp_has_field_derivative:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   646
  "(f has_derivative D) F \<Longrightarrow> (\<And>x. x * D' = D x) \<Longrightarrow> (f has_field_derivative D') F"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   647
  unfolding has_field_derivative_def
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   648
  by (rule has_derivative_eq_rhs[of f D]) (simp_all add: fun_eq_iff mult.commute)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   649
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   650
lemma has_field_derivative_imp_has_derivative:
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 67149
diff changeset
   651
  "(f has_field_derivative D) F \<Longrightarrow> (f has_derivative ( * ) D) F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   652
  by (simp add: has_field_derivative_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   653
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   654
lemma DERIV_subset:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   655
  "(f has_field_derivative f') (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   656
    (f has_field_derivative f') (at x within t)"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   657
  by (simp add: has_field_derivative_def has_derivative_within_subset)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   658
59862
44b3f4fa33ca New material and binomial fix
paulson <lp15@cam.ac.uk>
parents: 59615
diff changeset
   659
lemma has_field_derivative_at_within:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   660
  "(f has_field_derivative f') (at x) \<Longrightarrow> (f has_field_derivative f') (at x within s)"
59862
44b3f4fa33ca New material and binomial fix
paulson <lp15@cam.ac.uk>
parents: 59615
diff changeset
   661
  using DERIV_subset by blast
44b3f4fa33ca New material and binomial fix
paulson <lp15@cam.ac.uk>
parents: 59615
diff changeset
   662
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   663
abbreviation (input)
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   664
  DERIV :: "('a::real_normed_field \<Rightarrow> 'a) \<Rightarrow> 'a \<Rightarrow> 'a \<Rightarrow> bool"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   665
    ("(DERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   666
  where "DERIV f x :> D \<equiv> (f has_field_derivative D) (at x)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   667
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   668
abbreviation has_real_derivative :: "(real \<Rightarrow> real) \<Rightarrow> real \<Rightarrow> real filter \<Rightarrow> bool"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   669
    (infix "(has'_real'_derivative)" 50)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   670
  where "(f has_real_derivative D) F \<equiv> (f has_field_derivative D) F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   671
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   672
lemma real_differentiable_def:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   673
  "f differentiable at x within s \<longleftrightarrow> (\<exists>D. (f has_real_derivative D) (at x within s))"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   674
proof safe
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   675
  assume "f differentiable at x within s"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   676
  then obtain f' where *: "(f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   677
    unfolding differentiable_def by auto
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 67149
diff changeset
   678
  then obtain c where "f' = (( * ) c)"
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   679
    by (metis real_bounded_linear has_derivative_bounded_linear mult.commute fun_eq_iff)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   680
  with * show "\<exists>D. (f has_real_derivative D) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   681
    unfolding has_field_derivative_def by auto
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   682
qed (auto simp: differentiable_def has_field_derivative_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   683
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   684
lemma real_differentiableE [elim?]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   685
  assumes f: "f differentiable (at x within s)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   686
  obtains df where "(f has_real_derivative df) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   687
  using assms by (auto simp: real_differentiable_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   688
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   689
lemma differentiableD:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   690
  "f differentiable (at x within s) \<Longrightarrow> \<exists>D. (f has_real_derivative D) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   691
  by (auto elim: real_differentiableE)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   692
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   693
lemma differentiableI:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   694
  "(f has_real_derivative D) (at x within s) \<Longrightarrow> f differentiable (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   695
  by (force simp add: real_differentiable_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   696
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
   697
lemma has_field_derivative_iff:
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
   698
  "(f has_field_derivative D) (at x within S) \<longleftrightarrow>
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
   699
    ((\<lambda>y. (f y - f x) / (y - x)) \<longlongrightarrow> D) (at x within S)"
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   700
proof -
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   701
  have "((\<lambda>y. norm (f y - f x - D * (y - x)) / norm (y - x)) \<longlongrightarrow> 0) (at x within S) 
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   702
      = ((\<lambda>y. (f y - f x) / (y - x) - D) \<longlongrightarrow> 0) (at x within S)"
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   703
    apply (subst tendsto_norm_zero_iff[symmetric], rule filterlim_cong)
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   704
      apply (simp_all add: eventually_at_filter field_simps nonzero_norm_divide)
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   705
    done
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   706
  then show ?thesis
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   707
    by (simp add: has_field_derivative_def has_derivative_iff_norm bounded_linear_mult_right LIM_zero_iff)
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   708
qed
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   709
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
   710
lemma DERIV_def: "DERIV f x :> D \<longleftrightarrow> (\<lambda>h. (f (x + h) - f x) / h) \<midarrow>0\<rightarrow> D"
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
   711
  unfolding field_has_derivative_at has_field_derivative_def has_field_derivative_iff ..
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
   712
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 67149
diff changeset
   713
lemma mult_commute_abs: "(\<lambda>x. x * c) = ( * ) c"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   714
  for c :: "'a::ab_semigroup_mult"
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   715
  by (simp add: fun_eq_iff mult.commute)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   716
67685
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   717
lemma DERIV_compose_FDERIV:
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   718
  fixes f::"real\<Rightarrow>real"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   719
  assumes "DERIV f (g x) :> f'"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   720
  assumes "(g has_derivative g') (at x within s)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   721
  shows "((\<lambda>x. f (g x)) has_derivative (\<lambda>x. g' x * f')) (at x within s)"
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   722
  using assms has_derivative_compose[of g g' x s f "( * ) f'"]
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   723
  by (auto simp: has_field_derivative_def ac_simps)
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
   724
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   725
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   726
subsection \<open>Vector derivative\<close>
60177
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   727
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   728
lemma has_field_derivative_iff_has_vector_derivative:
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   729
  "(f has_field_derivative y) F \<longleftrightarrow> (f has_vector_derivative y) F"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   730
  unfolding has_vector_derivative_def has_field_derivative_def real_scaleR_def mult_commute_abs ..
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   731
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   732
lemma has_field_derivative_subset:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   733
  "(f has_field_derivative y) (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   734
    (f has_field_derivative y) (at x within t)"
60177
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   735
  unfolding has_field_derivative_def by (rule has_derivative_subset)
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   736
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   737
lemma has_vector_derivative_const[simp, derivative_intros]: "((\<lambda>x. c) has_vector_derivative 0) net"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   738
  by (auto simp: has_vector_derivative_def)
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   739
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   740
lemma has_vector_derivative_id[simp, derivative_intros]: "((\<lambda>x. x) has_vector_derivative 1) net"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   741
  by (auto simp: has_vector_derivative_def)
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   742
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   743
lemma has_vector_derivative_minus[derivative_intros]:
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   744
  "(f has_vector_derivative f') net \<Longrightarrow> ((\<lambda>x. - f x) has_vector_derivative (- f')) net"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   745
  by (auto simp: has_vector_derivative_def)
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   746
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   747
lemma has_vector_derivative_add[derivative_intros]:
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   748
  "(f has_vector_derivative f') net \<Longrightarrow> (g has_vector_derivative g') net \<Longrightarrow>
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   749
    ((\<lambda>x. f x + g x) has_vector_derivative (f' + g')) net"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   750
  by (auto simp: has_vector_derivative_def scaleR_right_distrib)
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   751
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63952
diff changeset
   752
lemma has_vector_derivative_sum[derivative_intros]:
60177
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   753
  "(\<And>i. i \<in> I \<Longrightarrow> (f i has_vector_derivative f' i) net) \<Longrightarrow>
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   754
    ((\<lambda>x. \<Sum>i\<in>I. f i x) has_vector_derivative (\<Sum>i\<in>I. f' i)) net"
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63952
diff changeset
   755
  by (auto simp: has_vector_derivative_def fun_eq_iff scaleR_sum_right intro!: derivative_eq_intros)
60177
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   756
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   757
lemma has_vector_derivative_diff[derivative_intros]:
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   758
  "(f has_vector_derivative f') net \<Longrightarrow> (g has_vector_derivative g') net \<Longrightarrow>
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   759
    ((\<lambda>x. f x - g x) has_vector_derivative (f' - g')) net"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   760
  by (auto simp: has_vector_derivative_def scaleR_diff_right)
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   761
61204
3e491e34a62e new lemmas and movement of lemmas into place
paulson
parents: 60758
diff changeset
   762
lemma has_vector_derivative_add_const:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   763
  "((\<lambda>t. g t + z) has_vector_derivative f') net = ((\<lambda>t. g t) has_vector_derivative f') net"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   764
  apply (intro iffI)
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   765
   apply (force dest: has_vector_derivative_diff [where g = "\<lambda>t. z", OF _ has_vector_derivative_const])
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
   766
  apply (force dest: has_vector_derivative_add [OF _ has_vector_derivative_const])
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   767
  done
61204
3e491e34a62e new lemmas and movement of lemmas into place
paulson
parents: 60758
diff changeset
   768
3e491e34a62e new lemmas and movement of lemmas into place
paulson
parents: 60758
diff changeset
   769
lemma has_vector_derivative_diff_const:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   770
  "((\<lambda>t. g t - z) has_vector_derivative f') net = ((\<lambda>t. g t) has_vector_derivative f') net"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   771
  using has_vector_derivative_add_const [where z = "-z"]
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   772
  by simp
61204
3e491e34a62e new lemmas and movement of lemmas into place
paulson
parents: 60758
diff changeset
   773
60177
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   774
lemma (in bounded_linear) has_vector_derivative:
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   775
  assumes "(g has_vector_derivative g') F"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   776
  shows "((\<lambda>x. f (g x)) has_vector_derivative f g') F"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   777
  using has_derivative[OF assms[unfolded has_vector_derivative_def]]
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   778
  by (simp add: has_vector_derivative_def scaleR)
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   779
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   780
lemma (in bounded_bilinear) has_vector_derivative:
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   781
  assumes "(f has_vector_derivative f') (at x within s)"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   782
    and "(g has_vector_derivative g') (at x within s)"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   783
  shows "((\<lambda>x. f x ** g x) has_vector_derivative (f x ** g' + f' ** g x)) (at x within s)"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   784
  using FDERIV[OF assms(1-2)[unfolded has_vector_derivative_def]]
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   785
  by (simp add: has_vector_derivative_def scaleR_right scaleR_left scaleR_right_distrib)
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   786
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   787
lemma has_vector_derivative_scaleR[derivative_intros]:
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   788
  "(f has_field_derivative f') (at x within s) \<Longrightarrow> (g has_vector_derivative g') (at x within s) \<Longrightarrow>
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   789
    ((\<lambda>x. f x *\<^sub>R g x) has_vector_derivative (f x *\<^sub>R g' + f' *\<^sub>R g x)) (at x within s)"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   790
  unfolding has_field_derivative_iff_has_vector_derivative
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   791
  by (rule bounded_bilinear.has_vector_derivative[OF bounded_bilinear_scaleR])
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   792
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   793
lemma has_vector_derivative_mult[derivative_intros]:
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   794
  "(f has_vector_derivative f') (at x within s) \<Longrightarrow> (g has_vector_derivative g') (at x within s) \<Longrightarrow>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   795
    ((\<lambda>x. f x * g x) has_vector_derivative (f x * g' + f' * g x)) (at x within s)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   796
  for f g :: "real \<Rightarrow> 'a::real_normed_algebra"
60177
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   797
  by (rule bounded_bilinear.has_vector_derivative[OF bounded_bilinear_mult])
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   798
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   799
lemma has_vector_derivative_of_real[derivative_intros]:
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   800
  "(f has_field_derivative D) F \<Longrightarrow> ((\<lambda>x. of_real (f x)) has_vector_derivative (of_real D)) F"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   801
  by (rule bounded_linear.has_vector_derivative[OF bounded_linear_of_real])
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   802
    (simp add: has_field_derivative_iff_has_vector_derivative)
60177
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   803
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   804
lemma has_vector_derivative_continuous:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   805
  "(f has_vector_derivative D) (at x within s) \<Longrightarrow> continuous (at x within s) f"
60177
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   806
  by (auto intro: has_derivative_continuous simp: has_vector_derivative_def)
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   807
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   808
lemma has_vector_derivative_mult_right[derivative_intros]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   809
  fixes a :: "'a::real_normed_algebra"
60177
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   810
  shows "(f has_vector_derivative x) F \<Longrightarrow> ((\<lambda>x. a * f x) has_vector_derivative (a * x)) F"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   811
  by (rule bounded_linear.has_vector_derivative[OF bounded_linear_mult_right])
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   812
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   813
lemma has_vector_derivative_mult_left[derivative_intros]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   814
  fixes a :: "'a::real_normed_algebra"
60177
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   815
  shows "(f has_vector_derivative x) F \<Longrightarrow> ((\<lambda>x. f x * a) has_vector_derivative (x * a)) F"
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   816
  by (rule bounded_linear.has_vector_derivative[OF bounded_linear_mult_left])
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   817
2bfcb83531c6 moved basic lemmas about has_vector_derivative
immler
parents: 59867
diff changeset
   818
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   819
subsection \<open>Derivatives\<close>
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   820
61976
3a27957ac658 more symbols;
wenzelm
parents: 61973
diff changeset
   821
lemma DERIV_D: "DERIV f x :> D \<Longrightarrow> (\<lambda>h. (f (x + h) - f x) / h) \<midarrow>0\<rightarrow> D"
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   822
  by (simp add: DERIV_def)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   823
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
   824
lemma has_field_derivativeD:
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
   825
  "(f has_field_derivative D) (at x within S) \<Longrightarrow>
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
   826
    ((\<lambda>y. (f y - f x) / (y - x)) \<longlongrightarrow> D) (at x within S)"
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
   827
  by (simp add: has_field_derivative_iff)
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
   828
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   829
lemma DERIV_const [simp, derivative_intros]: "((\<lambda>x. k) has_field_derivative 0) F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   830
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_const]) auto
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   831
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   832
lemma DERIV_ident [simp, derivative_intros]: "((\<lambda>x. x) has_field_derivative 1) F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   833
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_ident]) auto
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   834
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   835
lemma field_differentiable_add[derivative_intros]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   836
  "(f has_field_derivative f') F \<Longrightarrow> (g has_field_derivative g') F \<Longrightarrow>
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   837
    ((\<lambda>z. f z + g z) has_field_derivative f' + g') F"
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   838
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_add])
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   839
     (auto simp: has_field_derivative_def field_simps mult_commute_abs)
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   840
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   841
corollary DERIV_add:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   842
  "(f has_field_derivative D) (at x within s) \<Longrightarrow> (g has_field_derivative E) (at x within s) \<Longrightarrow>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   843
    ((\<lambda>x. f x + g x) has_field_derivative D + E) (at x within s)"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   844
  by (rule field_differentiable_add)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   845
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   846
lemma field_differentiable_minus[derivative_intros]:
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   847
  "(f has_field_derivative f') F \<Longrightarrow> ((\<lambda>z. - (f z)) has_field_derivative -f') F"
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   848
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_minus])
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   849
     (auto simp: has_field_derivative_def field_simps mult_commute_abs)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   850
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   851
corollary DERIV_minus:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   852
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   853
    ((\<lambda>x. - f x) has_field_derivative -D) (at x within s)"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   854
  by (rule field_differentiable_minus)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   855
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   856
lemma field_differentiable_diff[derivative_intros]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   857
  "(f has_field_derivative f') F \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   858
    (g has_field_derivative g') F \<Longrightarrow> ((\<lambda>z. f z - g z) has_field_derivative f' - g') F"
63092
a949b2a5f51d eliminated use of empty "assms";
wenzelm
parents: 63079
diff changeset
   859
  by (simp only: diff_conv_add_uminus field_differentiable_add field_differentiable_minus)
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   860
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   861
corollary DERIV_diff:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   862
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   863
    (g has_field_derivative E) (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   864
    ((\<lambda>x. f x - g x) has_field_derivative D - E) (at x within s)"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   865
  by (rule field_differentiable_diff)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   866
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   867
lemma DERIV_continuous: "(f has_field_derivative D) (at x within s) \<Longrightarrow> continuous (at x within s) f"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   868
  by (drule has_derivative_continuous[OF has_field_derivative_imp_has_derivative]) simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   869
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   870
corollary DERIV_isCont: "DERIV f x :> D \<Longrightarrow> isCont f x"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   871
  by (rule DERIV_continuous)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   872
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   873
lemma DERIV_continuous_on:
63299
71805faedeb2 Integration by substitution
eberlm
parents: 63263
diff changeset
   874
  "(\<And>x. x \<in> s \<Longrightarrow> (f has_field_derivative (D x)) (at x within s)) \<Longrightarrow> continuous_on s f"
71805faedeb2 Integration by substitution
eberlm
parents: 63263
diff changeset
   875
  unfolding continuous_on_eq_continuous_within
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   876
  by (intro continuous_at_imp_continuous_on ballI DERIV_continuous)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   877
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   878
lemma DERIV_mult':
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   879
  "(f has_field_derivative D) (at x within s) \<Longrightarrow> (g has_field_derivative E) (at x within s) \<Longrightarrow>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   880
    ((\<lambda>x. f x * g x) has_field_derivative f x * E + D * g x) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   881
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_mult])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   882
     (auto simp: field_simps mult_commute_abs dest: has_field_derivative_imp_has_derivative)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   883
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   884
lemma DERIV_mult[derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   885
  "(f has_field_derivative Da) (at x within s) \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   886
    ((\<lambda>x. f x * g x) has_field_derivative Da * g x + Db * f x) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   887
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_mult])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   888
     (auto simp: field_simps dest: has_field_derivative_imp_has_derivative)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   889
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   890
text \<open>Derivative of linear multiplication\<close>
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   891
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   892
lemma DERIV_cmult:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   893
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   894
    ((\<lambda>x. c * f x) has_field_derivative c * D) (at x within s)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   895
  by (drule DERIV_mult' [OF DERIV_const]) simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   896
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   897
lemma DERIV_cmult_right:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   898
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   899
    ((\<lambda>x. f x * c) has_field_derivative D * c) (at x within s)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   900
  using DERIV_cmult by (auto simp add: ac_simps)
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   901
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 67149
diff changeset
   902
lemma DERIV_cmult_Id [simp]: "(( * ) c has_field_derivative c) (at x within s)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   903
  using DERIV_ident [THEN DERIV_cmult, where c = c and x = x] by simp
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   904
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   905
lemma DERIV_cdivide:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   906
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   907
    ((\<lambda>x. f x / c) has_field_derivative D / c) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   908
  using DERIV_cmult_right[of f D x s "1 / c"] by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   909
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   910
lemma DERIV_unique: "DERIV f x :> D \<Longrightarrow> DERIV f x :> E \<Longrightarrow> D = E"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   911
  unfolding DERIV_def by (rule LIM_unique)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   912
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63952
diff changeset
   913
lemma DERIV_sum[derivative_intros]:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   914
  "(\<And> n. n \<in> S \<Longrightarrow> ((\<lambda>x. f x n) has_field_derivative (f' x n)) F) \<Longrightarrow>
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63952
diff changeset
   915
    ((\<lambda>x. sum (f x) S) has_field_derivative sum (f' x) S) F"
b9a1486e79be setsum -> sum
nipkow
parents: 63952
diff changeset
   916
  by (rule has_derivative_imp_has_field_derivative [OF has_derivative_sum])
b9a1486e79be setsum -> sum
nipkow
parents: 63952
diff changeset
   917
     (auto simp: sum_distrib_left mult_commute_abs dest: has_field_derivative_imp_has_derivative)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   918
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   919
lemma DERIV_inverse'[derivative_intros]:
59867
58043346ca64 given up separate type classes demanding `inverse 0 = 0`
haftmann
parents: 59862
diff changeset
   920
  assumes "(f has_field_derivative D) (at x within s)"
58043346ca64 given up separate type classes demanding `inverse 0 = 0`
haftmann
parents: 59862
diff changeset
   921
    and "f x \<noteq> 0"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   922
  shows "((\<lambda>x. inverse (f x)) has_field_derivative - (inverse (f x) * D * inverse (f x)))
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   923
    (at x within s)"
59867
58043346ca64 given up separate type classes demanding `inverse 0 = 0`
haftmann
parents: 59862
diff changeset
   924
proof -
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 67149
diff changeset
   925
  have "(f has_derivative (\<lambda>x. x * D)) = (f has_derivative ( * ) D)"
59867
58043346ca64 given up separate type classes demanding `inverse 0 = 0`
haftmann
parents: 59862
diff changeset
   926
    by (rule arg_cong [of "\<lambda>x. x * D"]) (simp add: fun_eq_iff)
58043346ca64 given up separate type classes demanding `inverse 0 = 0`
haftmann
parents: 59862
diff changeset
   927
  with assms have "(f has_derivative (\<lambda>x. x * D)) (at x within s)"
58043346ca64 given up separate type classes demanding `inverse 0 = 0`
haftmann
parents: 59862
diff changeset
   928
    by (auto dest!: has_field_derivative_imp_has_derivative)
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   929
  then show ?thesis using \<open>f x \<noteq> 0\<close>
59867
58043346ca64 given up separate type classes demanding `inverse 0 = 0`
haftmann
parents: 59862
diff changeset
   930
    by (auto intro: has_derivative_imp_has_field_derivative has_derivative_inverse)
58043346ca64 given up separate type classes demanding `inverse 0 = 0`
haftmann
parents: 59862
diff changeset
   931
qed
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   932
61799
4cf66f21b764 isabelle update_cartouches -c -t;
wenzelm
parents: 61609
diff changeset
   933
text \<open>Power of \<open>-1\<close>\<close>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   934
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   935
lemma DERIV_inverse:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   936
  "x \<noteq> 0 \<Longrightarrow> ((\<lambda>x. inverse(x)) has_field_derivative - (inverse x ^ Suc (Suc 0))) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   937
  by (drule DERIV_inverse' [OF DERIV_ident]) simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   938
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   939
text \<open>Derivative of inverse\<close>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   940
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   941
lemma DERIV_inverse_fun:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   942
  "(f has_field_derivative d) (at x within s) \<Longrightarrow> f x \<noteq> 0 \<Longrightarrow>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   943
    ((\<lambda>x. inverse (f x)) has_field_derivative (- (d * inverse(f x ^ Suc (Suc 0))))) (at x within s)"
57514
bdc2c6b40bf2 prefer ac_simps collections over separate name bindings for add and mult
haftmann
parents: 57512
diff changeset
   944
  by (drule (1) DERIV_inverse') (simp add: ac_simps nonzero_inverse_mult_distrib)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   945
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   946
text \<open>Derivative of quotient\<close>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   947
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   948
lemma DERIV_divide[derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   949
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   950
    (g has_field_derivative E) (at x within s) \<Longrightarrow> g x \<noteq> 0 \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   951
    ((\<lambda>x. f x / g x) has_field_derivative (D * g x - f x * E) / (g x * g x)) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   952
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_divide])
56480
093ea91498e6 field_simps: better support for negation and division, and power
hoelzl
parents: 56479
diff changeset
   953
     (auto dest: has_field_derivative_imp_has_derivative simp: field_simps)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   954
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   955
lemma DERIV_quotient:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   956
  "(f has_field_derivative d) (at x within s) \<Longrightarrow>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   957
    (g has_field_derivative e) (at x within s)\<Longrightarrow> g x \<noteq> 0 \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   958
    ((\<lambda>y. f y / g y) has_field_derivative (d * g x - (e * f x)) / (g x ^ Suc (Suc 0))) (at x within s)"
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   959
  by (drule (2) DERIV_divide) (simp add: mult.commute)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   960
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   961
lemma DERIV_power_Suc:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   962
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   963
    ((\<lambda>x. f x ^ Suc n) has_field_derivative (1 + of_nat n) * (D * f x ^ n)) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   964
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_power])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   965
     (auto simp: has_field_derivative_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   966
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   967
lemma DERIV_power[derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   968
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   969
    ((\<lambda>x. f x ^ n) has_field_derivative of_nat n * (D * f x ^ (n - Suc 0))) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   970
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_power])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   971
     (auto simp: has_field_derivative_def)
31880
6fb86c61747c Added DERIV_intros
hoelzl
parents: 31404
diff changeset
   972
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   973
lemma DERIV_pow: "((\<lambda>x. x ^ n) has_field_derivative real n * (x ^ (n - Suc 0))) (at x within s)"
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: 61552
diff changeset
   974
  using DERIV_power [OF DERIV_ident] by simp
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   975
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   976
lemma DERIV_chain': "(f has_field_derivative D) (at x within s) \<Longrightarrow> DERIV g (f x) :> E \<Longrightarrow>
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   977
  ((\<lambda>x. g (f x)) has_field_derivative E * D) (at x within s)"
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 67149
diff changeset
   978
  using has_derivative_compose[of f "( * ) D" x s g "( * ) E"]
63170
eae6549dbea2 tuned proofs, to allow unfold_abs_def;
wenzelm
parents: 63092
diff changeset
   979
  by (simp only: has_field_derivative_def mult_commute_abs ac_simps)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   980
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   981
corollary DERIV_chain2: "DERIV f (g x) :> Da \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   982
  ((\<lambda>x. f (g x)) has_field_derivative Da * Db) (at x within s)"
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   983
  by (rule DERIV_chain')
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   984
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
   985
text \<open>Standard version\<close>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   986
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   987
lemma DERIV_chain:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   988
  "DERIV f (g x) :> Da \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   989
    (f \<circ> g has_field_derivative Da * Db) (at x within s)"
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   990
  by (drule (1) DERIV_chain', simp add: o_def mult.commute)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   991
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   992
lemma DERIV_image_chain:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   993
  "(f has_field_derivative Da) (at (g x) within (g ` s)) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   994
    (g has_field_derivative Db) (at x within s) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
   995
    (f \<circ> g has_field_derivative Da * Db) (at x within s)"
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 67149
diff changeset
   996
  using has_derivative_in_compose [of g "( * ) Db" x s f "( * ) Da "]
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   997
  by (simp add: has_field_derivative_def o_def mult_commute_abs ac_simps)
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   998
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   999
(*These two are from HOL Light: HAS_COMPLEX_DERIVATIVE_CHAIN*)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
  1000
lemma DERIV_chain_s:
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
  1001
  assumes "(\<And>x. x \<in> s \<Longrightarrow> DERIV g x :> g'(x))"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1002
    and "DERIV f x :> f'"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1003
    and "f x \<in> s"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1004
  shows "DERIV (\<lambda>x. g(f x)) x :> f' * g'(f x)"
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
  1005
  by (metis (full_types) DERIV_chain' mult.commute assms)
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
  1006
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
  1007
lemma DERIV_chain3: (*HAS_COMPLEX_DERIVATIVE_CHAIN_UNIV*)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
  1008
  assumes "(\<And>x. DERIV g x :> g'(x))"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1009
    and "DERIV f x :> f'"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1010
  shows "DERIV (\<lambda>x. g(f x)) x :> f' * g'(f x)"
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
  1011
  by (metis UNIV_I DERIV_chain_s [of UNIV] assms)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
  1012
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1013
text \<open>Alternative definition for differentiability\<close>
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1014
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1015
lemma DERIV_LIM_iff:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1016
  fixes f :: "'a::{real_normed_vector,inverse} \<Rightarrow> 'a"
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
  1017
  shows "((\<lambda>h. (f (a + h) - f a) / h) \<midarrow>0\<rightarrow> D) = ((\<lambda>x. (f x - f a) / (x - a)) \<midarrow>a\<rightarrow> D)" (is "?lhs = ?rhs")
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
  1018
proof
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
  1019
  assume ?lhs
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
  1020
  then have "(\<lambda>x. (f (a + (x + - a)) - f a) / (x + - a)) \<midarrow>0 - - a\<rightarrow> D"
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
  1021
    by (rule LIM_offset)
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
  1022
  then show ?rhs
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
  1023
    by simp
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
  1024
next
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
  1025
  assume ?rhs
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
  1026
  then have "(\<lambda>x. (f (x+a) - f a) / ((x+a) - a)) \<midarrow>a-a\<rightarrow> D"
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
  1027
    by (rule LIM_offset)
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
  1028
  then show ?lhs
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
  1029
    by (simp add: add.commute)
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
  1030
qed
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1031
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1032
lemma has_field_derivative_cong_ev:
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1033
  assumes "x = y"
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1034
    and *: "eventually (\<lambda>x. x \<in> s \<longrightarrow> f x = g x) (nhds x)"
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1035
    and "u = v" "s = t" "x \<in> s"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1036
  shows "(f has_field_derivative u) (at x within s) = (g has_field_derivative v) (at y within t)"
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
  1037
  unfolding has_field_derivative_iff
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1038
proof (rule filterlim_cong)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1039
  from assms have "f y = g y"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1040
    by (auto simp: eventually_nhds)
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1041
  with * show "\<forall>\<^sub>F xa in at x within s. (f xa - f x) / (xa - x) = (g xa - g y) / (xa - y)"
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1042
    unfolding eventually_at_filter
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1043
    by eventually_elim (auto simp: assms \<open>f y = g y\<close>)
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1044
qed (simp_all add: assms)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1045
67706
4ddc49205f5d Unified the order of zeros and poles; improved reasoning around non-essential singularites
Wenda Li <wl302@cam.ac.uk>
parents: 67443
diff changeset
  1046
lemma has_field_derivative_cong_eventually:
4ddc49205f5d Unified the order of zeros and poles; improved reasoning around non-essential singularites
Wenda Li <wl302@cam.ac.uk>
parents: 67443
diff changeset
  1047
  assumes "eventually (\<lambda>x. f x = g x) (at x within s)" "f x=g x"
4ddc49205f5d Unified the order of zeros and poles; improved reasoning around non-essential singularites
Wenda Li <wl302@cam.ac.uk>
parents: 67443
diff changeset
  1048
  shows "(f has_field_derivative u) (at x within s) = (g has_field_derivative u) (at x within s)"
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
  1049
  unfolding has_field_derivative_iff
67706
4ddc49205f5d Unified the order of zeros and poles; improved reasoning around non-essential singularites
Wenda Li <wl302@cam.ac.uk>
parents: 67443
diff changeset
  1050
  apply (rule tendsto_cong)
4ddc49205f5d Unified the order of zeros and poles; improved reasoning around non-essential singularites
Wenda Li <wl302@cam.ac.uk>
parents: 67443
diff changeset
  1051
  apply (insert assms)
4ddc49205f5d Unified the order of zeros and poles; improved reasoning around non-essential singularites
Wenda Li <wl302@cam.ac.uk>
parents: 67443
diff changeset
  1052
  by (auto elim: eventually_mono)
4ddc49205f5d Unified the order of zeros and poles; improved reasoning around non-essential singularites
Wenda Li <wl302@cam.ac.uk>
parents: 67443
diff changeset
  1053
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1054
lemma DERIV_cong_ev:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1055
  "x = y \<Longrightarrow> eventually (\<lambda>x. f x = g x) (nhds x) \<Longrightarrow> u = v \<Longrightarrow>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
  1056
    DERIV f x :> u \<longleftrightarrow> DERIV g y :> v"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1057
  by (rule has_field_derivative_cong_ev) simp_all
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1058
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
  1059
lemma DERIV_shift:
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1060
  "(f has_field_derivative y) (at (x + z)) = ((\<lambda>x. f (x + z)) has_field_derivative y) (at x)"
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
  1061
  by (simp add: DERIV_def field_simps)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1062
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1063
lemma DERIV_mirror: "(DERIV f (- x) :> y) \<longleftrightarrow> (DERIV (\<lambda>x. f (- x)) x :> - y)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1064
  for f :: "real \<Rightarrow> real" and x y :: real
56479
91958d4b30f7 revert c1bbd3e22226, a14831ac3023, and 36489d77c484: divide_minus_left/right are again simp rules
hoelzl
parents: 56409
diff changeset
  1065
  by (simp add: DERIV_def filterlim_at_split filterlim_at_left_to_right
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1066
      tendsto_minus_cancel_left field_simps conj_commute)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1067
63263
c6c95d64607a approximation, derivative, and continuity of floor and ceiling
immler
parents: 63170
diff changeset
  1068
lemma floor_has_real_derivative:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1069
  fixes f :: "real \<Rightarrow> 'a::{floor_ceiling,order_topology}"
63263
c6c95d64607a approximation, derivative, and continuity of floor and ceiling
immler
parents: 63170
diff changeset
  1070
  assumes "isCont f x"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1071
    and "f x \<notin> \<int>"
63263
c6c95d64607a approximation, derivative, and continuity of floor and ceiling
immler
parents: 63170
diff changeset
  1072
  shows "((\<lambda>x. floor (f x)) has_real_derivative 0) (at x)"
c6c95d64607a approximation, derivative, and continuity of floor and ceiling
immler
parents: 63170
diff changeset
  1073
proof (subst DERIV_cong_ev[OF refl _ refl])
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1074
  show "((\<lambda>_. floor (f x)) has_real_derivative 0) (at x)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1075
    by simp
63263
c6c95d64607a approximation, derivative, and continuity of floor and ceiling
immler
parents: 63170
diff changeset
  1076
  have "\<forall>\<^sub>F y in at x. \<lfloor>f y\<rfloor> = \<lfloor>f x\<rfloor>"
c6c95d64607a approximation, derivative, and continuity of floor and ceiling
immler
parents: 63170
diff changeset
  1077
    by (rule eventually_floor_eq[OF assms[unfolded continuous_at]])
c6c95d64607a approximation, derivative, and continuity of floor and ceiling
immler
parents: 63170
diff changeset
  1078
  then show "\<forall>\<^sub>F y in nhds x. real_of_int \<lfloor>f y\<rfloor> = real_of_int \<lfloor>f x\<rfloor>"
c6c95d64607a approximation, derivative, and continuity of floor and ceiling
immler
parents: 63170
diff changeset
  1079
    unfolding eventually_at_filter
c6c95d64607a approximation, derivative, and continuity of floor and ceiling
immler
parents: 63170
diff changeset
  1080
    by eventually_elim auto
c6c95d64607a approximation, derivative, and continuity of floor and ceiling
immler
parents: 63170
diff changeset
  1081
qed
c6c95d64607a approximation, derivative, and continuity of floor and ceiling
immler
parents: 63170
diff changeset
  1082
67685
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
  1083
lemmas has_derivative_floor[derivative_intros] =
bdff8bf0a75b moved theorems from AFP/Affine_Arithmetic and AFP/Ordinary_Differential_Equations
immler
parents: 67443
diff changeset
  1084
  floor_has_real_derivative[THEN DERIV_compose_FDERIV]
63263
c6c95d64607a approximation, derivative, and continuity of floor and ceiling
immler
parents: 63170
diff changeset
  1085
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1086
text \<open>Caratheodory formulation of derivative at a point\<close>
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1087
55970
6d123f0ae358 Some new proofs. Tidying up, esp to remove "apply rule".
paulson <lp15@cam.ac.uk>
parents: 55967
diff changeset
  1088
lemma CARAT_DERIV: (*FIXME: SUPERSEDED BY THE ONE IN Deriv.thy. But still used by NSA/HDeriv.thy*)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
  1089
  "(DERIV f x :> l) \<longleftrightarrow> (\<exists>g. (\<forall>z. f z - f x = g z * (z - x)) \<and> isCont g x \<and> g x = l)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1090
  (is "?lhs = ?rhs")
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1091
proof
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1092
  assume ?lhs
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1093
  show "\<exists>g. (\<forall>z. f z - f x = g z * (z - x)) \<and> isCont g x \<and> g x = l"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1094
  proof (intro exI conjI)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1095
    let ?g = "(\<lambda>z. if z = x then l else (f z - f x) / (z-x))"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1096
    show "\<forall>z. f z - f x = ?g z * (z - x)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1097
      by simp
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1098
    show "isCont ?g x"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1099
      using \<open>?lhs\<close> by (simp add: isCont_iff DERIV_def cong: LIM_equal [rule_format])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1100
    show "?g x = l"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1101
      by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1102
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1103
next
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1104
  assume ?rhs
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1105
  then obtain g where "(\<forall>z. f z - f x = g z * (z - x))" and "isCont g x" and "g x = l"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1106
    by blast
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1107
  then show ?lhs
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1108
    by (auto simp add: isCont_iff DERIV_def cong: LIM_cong)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1109
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1110
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1111
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1112
subsection \<open>Local extrema\<close>
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
  1113
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1114
text \<open>If @{term "0 < f' x"} then @{term x} is Locally Strictly Increasing At The Right.\<close>
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1115
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1116
lemma has_real_derivative_pos_inc_right:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1117
  fixes f :: "real \<Rightarrow> real"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1118
  assumes der: "(f has_real_derivative l) (at x within S)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1119
    and l: "0 < l"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1120
  shows "\<exists>d > 0. \<forall>h > 0. x + h \<in> S \<longrightarrow> h < d \<longrightarrow> f x < f (x + h)"
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1121
  using assms
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1122
proof -
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1123
  from der [THEN has_field_derivativeD, THEN tendstoD, OF l, unfolded eventually_at]
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1124
  obtain s where s: "0 < s"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1125
    and all: "\<And>xa. xa\<in>S \<Longrightarrow> xa \<noteq> x \<and> dist xa x < s \<longrightarrow> \<bar>(f xa - f x) / (xa - x) - l\<bar> < l"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1126
    by (auto simp: dist_real_def)
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1127
  then show ?thesis
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1128
  proof (intro exI conjI strip)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1129
    show "0 < s" by (rule s)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1130
  next
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1131
    fix h :: real
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1132
    assume "0 < h" "h < s" "x + h \<in> S"
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1133
    with all [of "x + h"] show "f x < f (x+h)"
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1134
    proof (simp add: abs_if dist_real_def pos_less_divide_eq split: if_split_asm)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1135
      assume "\<not> (f (x + h) - f x) / h < l" and h: "0 < h"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1136
      with l have "0 < (f (x + h) - f x) / h"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1137
        by arith
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1138
      then show "f x < f (x + h)"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1139
        by (simp add: pos_less_divide_eq h)
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1140
    qed
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1141
  qed
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1142
qed
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1143
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1144
lemma DERIV_pos_inc_right:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1145
  fixes f :: "real \<Rightarrow> real"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1146
  assumes der: "DERIV f x :> l"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1147
    and l: "0 < l"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1148
  shows "\<exists>d > 0. \<forall>h > 0. h < d \<longrightarrow> f x < f (x + h)"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1149
  using has_real_derivative_pos_inc_right[OF assms]
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1150
  by auto
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1151
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1152
lemma has_real_derivative_neg_dec_left:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1153
  fixes f :: "real \<Rightarrow> real"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1154
  assumes der: "(f has_real_derivative l) (at x within S)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1155
    and "l < 0"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1156
  shows "\<exists>d > 0. \<forall>h > 0. x - h \<in> S \<longrightarrow> h < d \<longrightarrow> f x < f (x - h)"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1157
proof -
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1158
  from \<open>l < 0\<close> have l: "- l > 0"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1159
    by simp
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1160
  from der [THEN has_field_derivativeD, THEN tendstoD, OF l, unfolded eventually_at]
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1161
  obtain s where s: "0 < s"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1162
    and all: "\<And>xa. xa\<in>S \<Longrightarrow> xa \<noteq> x \<and> dist xa x < s \<longrightarrow> \<bar>(f xa - f x) / (xa - x) - l\<bar> < - l"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1163
    by (auto simp: dist_real_def)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1164
  then show ?thesis
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1165
  proof (intro exI conjI strip)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1166
    show "0 < s" by (rule s)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1167
  next
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1168
    fix h :: real
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1169
    assume "0 < h" "h < s" "x - h \<in> S"
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1170
    with all [of "x - h"] show "f x < f (x-h)"
63648
f9f3006a5579 "split add" -> "split"
nipkow
parents: 63627
diff changeset
  1171
    proof (simp add: abs_if pos_less_divide_eq dist_real_def split: if_split_asm)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1172
      assume "- ((f (x-h) - f x) / h) < l" and h: "0 < h"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1173
      with l have "0 < (f (x-h) - f x) / h"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1174
        by arith
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1175
      then show "f x < f (x - h)"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1176
        by (simp add: pos_less_divide_eq h)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1177
    qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1178
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1179
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1180
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1181
lemma DERIV_neg_dec_left:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1182
  fixes f :: "real \<Rightarrow> real"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1183
  assumes der: "DERIV f x :> l"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1184
    and l: "l < 0"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1185
  shows "\<exists>d > 0. \<forall>h > 0. h < d \<longrightarrow> f x < f (x - h)"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1186
  using has_real_derivative_neg_dec_left[OF assms]
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1187
  by auto
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1188
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1189
lemma has_real_derivative_pos_inc_left:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1190
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1191
  shows "(f has_real_derivative l) (at x within S) \<Longrightarrow> 0 < l \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1192
    \<exists>d>0. \<forall>h>0. x - h \<in> S \<longrightarrow> h < d \<longrightarrow> f (x - h) < f x"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1193
  by (rule has_real_derivative_neg_dec_left [of "\<lambda>x. - f x" "-l" x S, simplified])
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1194
      (auto simp add: DERIV_minus)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1195
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1196
lemma DERIV_pos_inc_left:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1197
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1198
  shows "DERIV f x :> l \<Longrightarrow> 0 < l \<Longrightarrow> \<exists>d > 0. \<forall>h > 0. h < d \<longrightarrow> f (x - h) < f x"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1199
  using has_real_derivative_pos_inc_left
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1200
  by blast
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1201
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1202
lemma has_real_derivative_neg_dec_right:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1203
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1204
  shows "(f has_real_derivative l) (at x within S) \<Longrightarrow> l < 0 \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1205
    \<exists>d > 0. \<forall>h > 0. x + h \<in> S \<longrightarrow> h < d \<longrightarrow> f x > f (x + h)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1206
  by (rule has_real_derivative_pos_inc_right [of "\<lambda>x. - f x" "-l" x S, simplified])
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1207
      (auto simp add: DERIV_minus)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1208
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1209
lemma DERIV_neg_dec_right:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1210
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1211
  shows "DERIV f x :> l \<Longrightarrow> l < 0 \<Longrightarrow> \<exists>d > 0. \<forall>h > 0. h < d \<longrightarrow> f x > f (x + h)"
63079
e9ad90ce926c some slight generalizations
immler
parents: 63040
diff changeset
  1212
  using has_real_derivative_neg_dec_right by blast
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1213
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1214
lemma DERIV_local_max:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1215
  fixes f :: "real \<Rightarrow> real"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1216
  assumes der: "DERIV f x :> l"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1217
    and d: "0 < d"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1218
    and le: "\<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> f y \<le> f x"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1219
  shows "l = 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1220
proof (cases rule: linorder_cases [of l 0])
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1221
  case equal
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1222
  then show ?thesis .
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1223
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1224
  case less
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1225
  from DERIV_neg_dec_left [OF der less]
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1226
  obtain d' where d': "0 < d'" and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x - h)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1227
    by blast
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1228
  obtain e where "0 < e \<and> e < d \<and> e < d'"
68527
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 67707
diff changeset
  1229
    using field_lbound_gt_zero [OF d d']  ..
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1230
  with lt le [THEN spec [where x="x - e"]] show ?thesis
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1231
    by (auto simp add: abs_if)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1232
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1233
  case greater
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1234
  from DERIV_pos_inc_right [OF der greater]
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1235
  obtain d' where d': "0 < d'" and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x + h)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1236
    by blast
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1237
  obtain e where "0 < e \<and> e < d \<and> e < d'"
68527
2f4e2aab190a Generalising and renaming some basic results
paulson <lp15@cam.ac.uk>
parents: 67707
diff changeset
  1238
    using field_lbound_gt_zero [OF d d'] ..
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1239
  with lt le [THEN spec [where x="x + e"]] show ?thesis
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1240
    by (auto simp add: abs_if)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1241
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1242
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1243
text \<open>Similar theorem for a local minimum\<close>
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1244
lemma DERIV_local_min:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1245
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1246
  shows "DERIV f x :> l \<Longrightarrow> 0 < d \<Longrightarrow> \<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> f x \<le> f y \<Longrightarrow> l = 0"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1247
  by (drule DERIV_minus [THEN DERIV_local_max]) auto
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1248
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1249
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1250
text\<open>In particular, if a function is locally flat\<close>
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1251
lemma DERIV_local_const:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1252
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1253
  shows "DERIV f x :> l \<Longrightarrow> 0 < d \<Longrightarrow> \<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> f x = f y \<Longrightarrow> l = 0"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1254
  by (auto dest!: DERIV_local_max)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1255
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
  1256
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1257
subsection \<open>Rolle's Theorem\<close>
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
  1258
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1259
text \<open>Lemma about introducing open ball in open interval\<close>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1260
lemma lemma_interval_lt: "a < x \<Longrightarrow> x < b \<Longrightarrow> \<exists>d. 0 < d \<and> (\<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> a < y \<and> y < b)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1261
  for a b x :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1262
  apply (simp add: abs_less_iff)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1263
  apply (insert linorder_linear [of "x - a" "b - x"])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1264
  apply safe
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1265
   apply (rule_tac x = "x - a" in exI)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1266
   apply (rule_tac [2] x = "b - x" in exI)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1267
   apply auto
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1268
  done
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
  1269
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1270
lemma lemma_interval: "a < x \<Longrightarrow> x < b \<Longrightarrow> \<exists>d. 0 < d \<and> (\<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1271
  for a b x :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1272
  apply (drule lemma_interval_lt)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1273
   apply auto
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1274
  apply force
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1275
  done
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1276
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1277
text \<open>Rolle's Theorem.
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1278
   If @{term f} is defined and continuous on the closed interval
61799
4cf66f21b764 isabelle update_cartouches -c -t;
wenzelm
parents: 61609
diff changeset
  1279
   \<open>[a,b]\<close> and differentiable on the open interval \<open>(a,b)\<close>,
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1280
   and @{term "f a = f b"},
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1281
   then there exists \<open>x0 \<in> (a,b)\<close> such that @{term "f' x0 = 0"}\<close>
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1282
theorem Rolle:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1283
  fixes a b :: real
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1284
  assumes lt: "a < b"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1285
    and eq: "f a = f b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1286
    and con: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1287
    and dif [rule_format]: "\<forall>x. a < x \<and> x < b \<longrightarrow> f differentiable (at x)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1288
  shows "\<exists>z. a < z \<and> z < b \<and> DERIV f z :> 0"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1289
proof -
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1290
  have le: "a \<le> b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1291
    using lt by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1292
  from isCont_eq_Ub [OF le con]
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1293
  obtain x where x_max: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f z \<le> f x" and "a \<le> x" "x \<le> b"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1294
    by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1295
  from isCont_eq_Lb [OF le con]
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1296
  obtain x' where x'_min: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f x' \<le> f z" and "a \<le> x'" "x' \<le> b"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1297
    by blast
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1298
  consider "a < x" "x < b" | "x = a \<or> x = b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1299
    using \<open>a \<le> x\<close> \<open>x \<le> b\<close> by arith
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1300
  then show ?thesis
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1301
  proof cases
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1302
    case 1
67443
3abf6a722518 standardized towards new-style formal comments: isabelle update_comments;
wenzelm
parents: 67399
diff changeset
  1303
    \<comment> \<open>@{term f} attains its maximum within the interval\<close>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1304
    obtain d where d: "0 < d" and bound: "\<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1305
      using lemma_interval [OF 1] by blast
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1306
    then have bound': "\<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> f y \<le> f x"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1307
      using x_max by blast
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1308
    obtain l where der: "DERIV f x :> l"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1309
      using differentiableD [OF dif [OF conjI [OF 1]]] ..
67443
3abf6a722518 standardized towards new-style formal comments: isabelle update_comments;
wenzelm
parents: 67399
diff changeset
  1310
    \<comment> \<open>the derivative at a local maximum is zero\<close>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1311
    have "l = 0"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1312
      by (rule DERIV_local_max [OF der d bound'])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1313
    with 1 der show ?thesis by auto
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1314
  next
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1315
    case 2
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1316
    then have fx: "f b = f x" by (auto simp add: eq)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1317
    consider "a < x'" "x' < b" | "x' = a \<or> x' = b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1318
      using \<open>a \<le> x'\<close> \<open>x' \<le> b\<close> by arith
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1319
    then show ?thesis
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1320
    proof cases
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1321
      case 1
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1322
        \<comment> \<open>@{term f} attains its minimum within the interval\<close>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1323
      from lemma_interval [OF 1]
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1324
      obtain d where d: "0<d" and bound: "\<forall>y. \<bar>x'-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1325
        by blast
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1326
      then have bound': "\<forall>y. \<bar>x' - y\<bar> < d \<longrightarrow> f x' \<le> f y"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1327
        using x'_min by blast
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1328
      from differentiableD [OF dif [OF conjI [OF 1]]]
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1329
      obtain l where der: "DERIV f x' :> l" ..
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1330
      have "l = 0" by (rule DERIV_local_min [OF der d bound'])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1331
        \<comment> \<open>the derivative at a local minimum is zero\<close>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1332
      then show ?thesis using 1 der by auto
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1333
    next
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1334
      case 2
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1335
        \<comment> \<open>@{term f} is constant throughout the interval\<close>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1336
      then have fx': "f b = f x'" by (auto simp: eq)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1337
      from dense [OF lt] obtain r where r: "a < r" "r < b" by blast
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1338
      obtain d where d: "0 < d" and bound: "\<forall>y. \<bar>r - y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1339
        using lemma_interval [OF r] by blast
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1340
      have eq_fb: "f z = f b" if "a \<le> z" and "z \<le> b" for z
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1341
      proof (rule order_antisym)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1342
        show "f z \<le> f b" by (simp add: fx x_max that)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1343
        show "f b \<le> f z" by (simp add: fx' x'_min that)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1344
      qed
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1345
      have bound': "\<forall>y. \<bar>r - y\<bar> < d \<longrightarrow> f r = f y"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1346
      proof (intro strip)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1347
        fix y :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1348
        assume lt: "\<bar>r - y\<bar> < d"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1349
        then have "f y = f b" by (simp add: eq_fb bound)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1350
        then show "f r = f y" by (simp add: eq_fb r order_less_imp_le)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1351
      qed
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1352
      obtain l where der: "DERIV f r :> l"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1353
        using differentiableD [OF dif [OF conjI [OF r]]] ..
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1354
      have "l = 0"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1355
        by (rule DERIV_local_const [OF der d bound'])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1356
        \<comment> \<open>the derivative of a constant function is zero\<close>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1357
      with r der show ?thesis by auto
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1358
    qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1359
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1360
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1361
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1362
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1363
subsection \<open>Mean Value Theorem\<close>
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1364
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1365
lemma lemma_MVT: "f a - (f b - f a) / (b - a) * a = f b - (f b - f a) / (b - a) * b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1366
  for a b :: real
51481
ef949192e5d6 move continuous_on_inv to HOL image (simplifies isCont_inverse_function)
hoelzl
parents: 51480
diff changeset
  1367
  by (cases "a = b") (simp_all add: field_simps)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1368
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1369
theorem MVT:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1370
  fixes a b :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1371
  assumes lt: "a < b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1372
    and con: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1373
    and dif [rule_format]: "\<forall>x. a < x \<and> x < b \<longrightarrow> f differentiable (at x)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1374
  shows "\<exists>l z. a < z \<and> z < b \<and> DERIV f z :> l \<and> f b - f a = (b - a) * l"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1375
proof -
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1376
  let ?F = "\<lambda>x. f x - ((f b - f a) / (b - a)) * x"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1377
  have cont_f: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?F x"
56371
fb9ae0727548 extend continuous_intros; remove continuous_on_intros and isCont_intros
hoelzl
parents: 56369
diff changeset
  1378
    using con by (fast intro: continuous_intros)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1379
  have dif_f: "\<forall>x. a < x \<and> x < b \<longrightarrow> ?F differentiable (at x)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1380
  proof clarify
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1381
    fix x :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1382
    assume x: "a < x" "x < b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1383
    obtain l where der: "DERIV f x :> l"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1384
      using differentiableD [OF dif [OF conjI [OF x]]] ..
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1385
    show "?F differentiable (at x)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1386
      by (rule differentiableI [where D = "l - (f b - f a) / (b - a)"],
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1387
          blast intro: DERIV_diff DERIV_cmult_Id der)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1388
  qed
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1389
  from Rolle [where f = ?F, OF lt lemma_MVT cont_f dif_f]
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1390
  obtain z where z: "a < z" "z < b" and der: "DERIV ?F z :> 0"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1391
    by blast
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1392
  have "DERIV (\<lambda>x. ((f b - f a) / (b - a)) * x) z :> (f b - f a) / (b - a)"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1393
    by (rule DERIV_cmult_Id)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1394
  then have der_f: "DERIV (\<lambda>x. ?F x + (f b - f a) / (b - a) * x) z :> 0 + (f b - f a) / (b - a)"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1395
    by (rule DERIV_add [OF der])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1396
  show ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1397
  proof (intro exI conjI)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1398
    show "a < z" and "z < b" using z .
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1399
    show "f b - f a = (b - a) * ((f b - f a) / (b - a))" by simp
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1400
    show "DERIV f z :> ((f b - f a) / (b - a))" using der_f by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1401
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1402
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1403
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1404
lemma MVT2:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1405
  "a < b \<Longrightarrow> \<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> DERIV f x :> f' x \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1406
    \<exists>z::real. a < z \<and> z < b \<and> (f b - f a = (b - a) * f' z)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1407
  apply (drule MVT)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1408
    apply (blast intro: DERIV_isCont)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1409
   apply (force dest: order_less_imp_le simp add: real_differentiable_def)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1410
  apply (blast dest: DERIV_unique order_less_imp_le)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1411
  done
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1412
68601
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1413
lemma pos_deriv_imp_strict_mono:
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1414
  assumes "\<And>x. (f has_real_derivative f' x) (at x)"
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1415
  assumes "\<And>x. f' x > 0"
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1416
  shows   "strict_mono f"
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1417
proof (rule strict_monoI)
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1418
  fix x y :: real assume xy: "x < y"
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1419
  from assms and xy have "\<exists>z>x. z < y \<and> f y - f x = (y - x) * f' z"
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1420
    by (intro MVT2) (auto dest: connectedD_interval)
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1421
  then obtain z where z: "z > x" "z < y" "f y - f x = (y - x) * f' z" by blast
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1422
  note \<open>f y - f x = (y - x) * f' z\<close>
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1423
  also have "(y - x) * f' z > 0" using xy assms by (intro mult_pos_pos) auto
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1424
  finally show "f x < f y" by simp
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1425
qed
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1426
68601
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1427
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1428
subsubsection \<open>A function is constant if its derivative is 0 over an interval.\<close>
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1429
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1430
lemma DERIV_isconst_end:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1431
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1432
  shows "a < b \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1433
    \<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1434
    \<forall>x. a < x \<and> x < b \<longrightarrow> DERIV f x :> 0 \<Longrightarrow> f b = f a"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1435
  apply (drule (1) MVT)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1436
   apply (blast intro: differentiableI)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1437
  apply (auto dest!: DERIV_unique simp add: diff_eq_eq)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1438
  done
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1439
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1440
lemma DERIV_isconst1:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1441
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1442
  shows "a < b \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1443
    \<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1444
    \<forall>x. a < x \<and> x < b \<longrightarrow> DERIV f x :> 0 \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1445
    \<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> f x = f a"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1446
  apply safe
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1447
  apply (drule_tac x = a in order_le_imp_less_or_eq)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1448
  apply safe
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1449
  apply (drule_tac b = x in DERIV_isconst_end)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1450
    apply auto
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1451
  done
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1452
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1453
lemma DERIV_isconst2:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1454
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1455
  shows "a < b \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1456
    \<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1457
    \<forall>x. a < x \<and> x < b \<longrightarrow> DERIV f x :> 0 \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1458
    a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> f x = f a"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1459
  by (blast dest: DERIV_isconst1)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1460
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1461
lemma DERIV_isconst3:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1462
  fixes a b x y :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1463
  assumes "a < b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1464
    and "x \<in> {a <..< b}"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1465
    and "y \<in> {a <..< b}"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1466
    and derivable: "\<And>x. x \<in> {a <..< b} \<Longrightarrow> DERIV f x :> 0"
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1467
  shows "f x = f y"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1468
proof (cases "x = y")
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1469
  case False
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1470
  let ?a = "min x y"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1471
  let ?b = "max x y"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1472
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1473
  have "\<forall>z. ?a \<le> z \<and> z \<le> ?b \<longrightarrow> DERIV f z :> 0"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1474
  proof (rule allI, rule impI)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1475
    fix z :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1476
    assume "?a \<le> z \<and> z \<le> ?b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1477
    then have "a < z" and "z < b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1478
      using \<open>x \<in> {a <..< b}\<close> and \<open>y \<in> {a <..< b}\<close> by auto
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1479
    then have "z \<in> {a<..<b}" by auto
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1480
    then show "DERIV f z :> 0" by (rule derivable)
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1481
  qed
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1482
  then have isCont: "\<forall>z. ?a \<le> z \<and> z \<le> ?b \<longrightarrow> isCont f z"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1483
    and DERIV: "\<forall>z. ?a < z \<and> z < ?b \<longrightarrow> DERIV f z :> 0"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1484
    using DERIV_isCont by auto
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1485
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1486
  have "?a < ?b" using \<open>x \<noteq> y\<close> by auto
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1487
  from DERIV_isconst2[OF this isCont DERIV, of x] and DERIV_isconst2[OF this isCont DERIV, of y]
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1488
  show ?thesis by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1489
qed auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1490
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1491
lemma DERIV_isconst_all:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1492
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1493
  shows "\<forall>x. DERIV f x :> 0 \<Longrightarrow> f x = f y"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1494
  apply (rule linorder_cases [of x y])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1495
    apply (blast intro: sym DERIV_isCont DERIV_isconst_end)+
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1496
  done
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1497
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1498
lemma DERIV_const_ratio_const:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1499
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1500
  shows "a \<noteq> b \<Longrightarrow> \<forall>x. DERIV f x :> k \<Longrightarrow> f b - f a = (b - a) * k"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1501
  apply (rule linorder_cases [of a b])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1502
    apply auto
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1503
   apply (drule_tac [!] f = f in MVT)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1504
       apply (auto dest: DERIV_isCont DERIV_unique simp: real_differentiable_def)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1505
  apply (auto dest: DERIV_unique simp: ring_distribs)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1506
  done
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1507
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1508
lemma DERIV_const_ratio_const2:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1509
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1510
  shows "a \<noteq> b \<Longrightarrow> \<forall>x. DERIV f x :> k \<Longrightarrow> (f b - f a) / (b - a) = k"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1511
  apply (rule_tac c1 = "b-a" in mult_right_cancel [THEN iffD1])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1512
   apply (auto dest!: DERIV_const_ratio_const simp add: mult.assoc)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1513
  done
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1514
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1515
lemma real_average_minus_first [simp]: "(a + b) / 2 - a = (b - a) / 2"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1516
  for a b :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1517
  by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1518
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1519
lemma real_average_minus_second [simp]: "(b + a) / 2 - a = (b - a) / 2"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1520
  for a b :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1521
  by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1522
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1523
text \<open>Gallileo's "trick": average velocity = av. of end velocities.\<close>
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1524
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1525
lemma DERIV_const_average:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1526
  fixes v :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1527
    and a b :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1528
  assumes neq: "a \<noteq> b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1529
    and der: "\<forall>x. DERIV v x :> k"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1530
  shows "v ((a + b) / 2) = (v a + v b) / 2"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1531
proof (cases rule: linorder_cases [of a b])
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1532
  case equal
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1533
  with neq show ?thesis by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1534
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1535
  case less
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1536
  have "(v b - v a) / (b - a) = k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1537
    by (rule DERIV_const_ratio_const2 [OF neq der])
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1538
  then have "(b - a) * ((v b - v a) / (b - a)) = (b - a) * k"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1539
    by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1540
  moreover have "(v ((a + b) / 2) - v a) / ((a + b) / 2 - a) = k"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1541
    by (rule DERIV_const_ratio_const2 [OF _ der]) (simp add: neq)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1542
  ultimately show ?thesis
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1543
    using neq by force
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1544
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1545
  case greater
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1546
  have "(v b - v a) / (b - a) = k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1547
    by (rule DERIV_const_ratio_const2 [OF neq der])
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1548
  then have "(b - a) * ((v b - v a) / (b - a)) = (b - a) * k"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1549
    by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1550
  moreover have " (v ((b + a) / 2) - v a) / ((b + a) / 2 - a) = k"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1551
    by (rule DERIV_const_ratio_const2 [OF _ der]) (simp add: neq)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1552
  ultimately show ?thesis
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1553
    using neq by (force simp add: add.commute)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1554
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1555
68601
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1556
subsubsection\<open>A function with positive derivative is increasing\<close>
7828f3b85156 de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68527
diff changeset
  1557
text \<open>A simple proof using the MVT, by Jeremy Avigad. And variants.\<close>
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1558
lemma DERIV_pos_imp_increasing_open:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1559
  fixes a b :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1560
    and f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1561
  assumes "a < b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1562
    and "\<And>x. a < x \<Longrightarrow> x < b \<Longrightarrow> (\<exists>y. DERIV f x :> y \<and> y > 0)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1563
    and con: "\<And>x. a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> isCont f x"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1564
  shows "f a < f b"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1565
proof (rule ccontr)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1566
  assume f: "\<not> ?thesis"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1567
  have "\<exists>l z. a < z \<and> z < b \<and> DERIV f z :> l \<and> f b - f a = (b - a) * l"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1568
    by (rule MVT) (use assms Deriv.differentiableI in \<open>force+\<close>)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1569
  then obtain l z where z: "a < z" "z < b" "DERIV f z :> l" and "f b - f a = (b - a) * l"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1570
    by auto
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1571
  with assms f have "\<not> l > 0"
36777
be5461582d0f avoid using real-specific versions of generic lemmas
huffman
parents: 35216
diff changeset
  1572
    by (metis linorder_not_le mult_le_0_iff diff_le_0_iff_le)
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1573
  with assms z show False
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1574
    by (metis DERIV_unique)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1575
qed
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1576
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1577
lemma DERIV_pos_imp_increasing:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1578
  fixes a b :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1579
    and f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1580
  assumes "a < b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1581
    and "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> (\<exists>y. DERIV f x :> y \<and> y > 0)"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1582
  shows "f a < f b"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1583
  by (metis DERIV_pos_imp_increasing_open [of a b f] assms DERIV_continuous less_imp_le)
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1584
45791
d985ec974815 more systematic lemma name
noschinl
parents: 45600
diff changeset
  1585
lemma DERIV_nonneg_imp_nondecreasing:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1586
  fixes a b :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1587
    and f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1588
  assumes "a \<le> b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1589
    and "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> (\<exists>y. DERIV f x :> y \<and> y \<ge> 0)"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1590
  shows "f a \<le> f b"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1591
proof (rule ccontr, cases "a = b")
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1592
  assume "\<not> ?thesis" and "a = b"
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1593
  then show False by auto
37891
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1594
next
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1595
  assume *: "\<not> ?thesis"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1596
  assume "a \<noteq> b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1597
  with assms have "\<exists>l z. a < z \<and> z < b \<and> DERIV f z :> l \<and> f b - f a = (b - a) * l"
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1598
    apply -
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1599
    apply (rule MVT)
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1600
      apply auto
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1601
     apply (metis DERIV_isCont)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1602
    apply (metis differentiableI less_le)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1603
    done
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1604
  then obtain l z where lz: "a < z" "z < b" "DERIV f z :> l" and **: "f b - f a = (b - a) * l"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1605
    by auto
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1606
  with * have "a < b" "f b < f a" by auto
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1607
  with ** have "\<not> l \<ge> 0" by (auto simp add: not_le algebra_simps)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1608
    (metis * add_le_cancel_right assms(1) less_eq_real_def mult_right_mono add_left_mono linear order_refl)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1609
  with assms lz show False
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1610
    by (metis DERIV_unique order_less_imp_le)
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1611
qed
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1612
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1613
lemma DERIV_neg_imp_decreasing_open:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1614
  fixes a b :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1615
    and f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1616
  assumes "a < b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1617
    and "\<And>x. a < x \<Longrightarrow> x < b \<Longrightarrow> (\<exists>y. DERIV f x :> y \<and> y < 0)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1618
    and con: "\<And>x. a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> isCont f x"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1619
  shows "f a > f b"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1620
proof -
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1621
  have "(\<lambda>x. -f x) a < (\<lambda>x. -f x) b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1622
    apply (rule DERIV_pos_imp_increasing_open [of a b "\<lambda>x. -f x"])
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1623
    using assms
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1624
      apply auto
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1625
    apply (metis field_differentiable_minus neg_0_less_iff_less)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1626
    done
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1627
  then show ?thesis
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1628
    by simp
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1629
qed
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1630
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1631
lemma DERIV_neg_imp_decreasing:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1632
  fixes a b :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1633
    and f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1634
  assumes "a < b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1635
    and "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> (\<exists>y. DERIV f x :> y \<and> y < 0)"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1636
  shows "f a > f b"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1637
  by (metis DERIV_neg_imp_decreasing_open [of a b f] assms DERIV_continuous less_imp_le)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1638
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1639
lemma DERIV_nonpos_imp_nonincreasing:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1640
  fixes a b :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1641
    and f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1642
  assumes "a \<le> b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1643
    and "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> (\<exists>y. DERIV f x :> y \<and> y \<le> 0)"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1644
  shows "f a \<ge> f b"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1645
proof -
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1646
  have "(\<lambda>x. -f x) a \<le> (\<lambda>x. -f x) b"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1647
    apply (rule DERIV_nonneg_imp_nondecreasing [of a b "\<lambda>x. -f x"])
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1648
    using assms
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1649
     apply auto
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1650
    apply (metis DERIV_minus neg_0_le_iff_le)
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1651
    done
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1652
  then show ?thesis
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1653
    by simp
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1654
qed
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1655
56289
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1656
lemma DERIV_pos_imp_increasing_at_bot:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1657
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1658
  assumes "\<And>x. x \<le> b \<Longrightarrow> (\<exists>y. DERIV f x :> y \<and> y > 0)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1659
    and lim: "(f \<longlongrightarrow> flim) at_bot"
56289
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1660
  shows "flim < f b"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1661
proof -
63952
354808e9f44b new material connected with HOL Light measure theory, plus more rationalisation
paulson <lp15@cam.ac.uk>
parents: 63918
diff changeset
  1662
  have "\<exists>N. \<forall>n\<le>N. f n \<le> f (b - 1)"
56289
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1663
    apply (rule_tac x="b - 2" in exI)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1664
    apply (force intro: order.strict_implies_order DERIV_pos_imp_increasing [where f=f] assms)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1665
    done
63952
354808e9f44b new material connected with HOL Light measure theory, plus more rationalisation
paulson <lp15@cam.ac.uk>
parents: 63918
diff changeset
  1666
  then have "flim \<le> f (b - 1)"
354808e9f44b new material connected with HOL Light measure theory, plus more rationalisation
paulson <lp15@cam.ac.uk>
parents: 63918
diff changeset
  1667
     by (auto simp: trivial_limit_at_bot_linorder eventually_at_bot_linorder tendsto_upperbound [OF lim])
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1668
  also have "\<dots> < f b"
56289
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1669
    by (force intro: DERIV_pos_imp_increasing [where f=f] assms)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1670
  finally show ?thesis .
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1671
qed
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1672
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1673
lemma DERIV_neg_imp_decreasing_at_top:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1674
  fixes f :: "real \<Rightarrow> real"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1675
  assumes der: "\<And>x. x \<ge> b \<Longrightarrow> (\<exists>y. DERIV f x :> y \<and> y < 0)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1676
    and lim: "(f \<longlongrightarrow> flim) at_top"
56289
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1677
  shows "flim < f b"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1678
  apply (rule DERIV_pos_imp_increasing_at_bot [where f = "\<lambda>i. f (-i)" and b = "-b", simplified])
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1679
   apply (metis DERIV_mirror der le_minus_iff neg_0_less_iff_less)
56289
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1680
  apply (metis filterlim_at_top_mirror lim)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1681
  done
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1682
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1683
text \<open>Derivative of inverse function\<close>
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1684
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1685
lemma DERIV_inverse_function:
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1686
  fixes f g :: "real \<Rightarrow> real"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1687
  assumes der: "DERIV f (g x) :> D"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1688
    and neq: "D \<noteq> 0"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1689
    and x: "a < x" "x < b"
68611
4bc4b5c0ccfc de-applying, etc.
paulson <lp15@cam.ac.uk>
parents: 68601
diff changeset
  1690
    and inj: "\<And>y. \<lbrakk>a < y; y < b\<rbrakk> \<Longrightarrow> f (g y) = y"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1691
    and cont: "isCont g x"
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1692
  shows "DERIV g x :> inverse D"
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
  1693
unfolding has_field_derivative_iff
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1694
proof (rule LIM_equal2)
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1695
  show "0 < min (x - a) (b - x)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1696
    using x by arith
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1697
next
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1698
  fix y
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1699
  assume "norm (y - x) < min (x - a) (b - x)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1700
  then have "a < y" and "y < b"
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1701
    by (simp_all add: abs_less_iff)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1702
  then show "(g y - g x) / (y - x) = inverse ((f (g y) - x) / (g y - g x))"
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1703
    by (simp add: inj)
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1704
next
61976
3a27957ac658 more symbols;
wenzelm
parents: 61973
diff changeset
  1705
  have "(\<lambda>z. (f z - f (g x)) / (z - g x)) \<midarrow>g x\<rightarrow> D"
68634
db0980691ef4 more de-applying and a fix
paulson <lp15@cam.ac.uk>
parents: 68611
diff changeset
  1706
    by (rule der [unfolded has_field_derivative_iff])
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1707
  then have 1: "(\<lambda>z. (f z - x) / (z - g x)) \<midarrow>g x\<rightarrow> D"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1708
    using inj x by simp
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1709
  have 2: "\<exists>d>0. \<forall>y. y \<noteq> x \<and> norm (y - x) < d \<longrightarrow> g y \<noteq> g x"
56219
bf80d125406b tuned proofs;
wenzelm
parents: 56217
diff changeset
  1710
  proof (rule exI, safe)
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1711
    show "0 < min (x - a) (b - x)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1712
      using x by simp
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1713
  next
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1714
    fix y
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1715
    assume "norm (y - x) < min (x - a) (b - x)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1716
    then have y: "a < y" "y < b"
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1717
      by (simp_all add: abs_less_iff)
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1718
    assume "g y = g x"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1719
    then have "f (g y) = f (g x)" by simp
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1720
    then have "y = x" using inj y x by simp
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1721
    also assume "y \<noteq> x"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1722
    finally show False by simp
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1723
  qed
61976
3a27957ac658 more symbols;
wenzelm
parents: 61973
diff changeset
  1724
  have "(\<lambda>y. (f (g y) - x) / (g y - g x)) \<midarrow>x\<rightarrow> D"
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1725
    using cont 1 2 by (rule isCont_LIM_compose2)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1726
  then show "(\<lambda>y. inverse ((f (g y) - x) / (g y - g x))) \<midarrow>x\<rightarrow> inverse D"
44568
e6f291cb5810 discontinue many legacy theorems about LIM and LIMSEQ, in favor of tendsto theorems
huffman
parents: 44317
diff changeset
  1727
    using neq by (rule tendsto_inverse)
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1728
qed
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1729
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1730
subsection \<open>Generalized Mean Value Theorem\<close>
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
  1731
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1732
theorem GMVT:
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1733
  fixes a b :: real
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1734
  assumes alb: "a < b"
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1735
    and fc: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1736
    and fd: "\<forall>x. a < x \<and> x < b \<longrightarrow> f differentiable (at x)"
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1737
    and gc: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont g x"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1738
    and gd: "\<forall>x. a < x \<and> x < b \<longrightarrow> g differentiable (at x)"
53381
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1739
  shows "\<exists>g'c f'c c.
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1740
    DERIV g c :> g'c \<and> DERIV f c :> f'c \<and> a < c \<and> c < b \<and> (f b - f a) * g'c = (g b - g a) * f'c"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1741
proof -
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1742
  let ?h = "\<lambda>x. (f b - f a) * g x - (g b - g a) * f x"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1743
  have "\<exists>l z. a < z \<and> z < b \<and> DERIV ?h z :> l \<and> ?h b - ?h a = (b - a) * l"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1744
  proof (rule MVT)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1745
    from assms show "a < b" by simp
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1746
    show "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?h x"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1747
      using fc gc by simp
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1748
    show "\<forall>x. a < x \<and> x < b \<longrightarrow> ?h differentiable (at x)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1749
      using fd gd by simp
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1750
  qed
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1751
  then obtain l where l: "\<exists>z. a < z \<and> z < b \<and> DERIV ?h z :> l \<and> ?h b - ?h a = (b - a) * l" ..
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1752
  then obtain c where c: "a < c \<and> c < b \<and> DERIV ?h c :> l \<and> ?h b - ?h a = (b - a) * l" ..
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1753
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1754
  from c have cint: "a < c \<and> c < b" by auto
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1755
  with gd have "g differentiable (at c)" by simp
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1756
  then have "\<exists>D. DERIV g c :> D" by (rule differentiableD)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1757
  then obtain g'c where g'c: "DERIV g c :> g'c" ..
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1758
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1759
  from c have "a < c \<and> c < b" by auto
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1760
  with fd have "f differentiable (at c)" by simp
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1761
  then have "\<exists>D. DERIV f c :> D" by (rule differentiableD)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1762
  then obtain f'c where f'c: "DERIV f c :> f'c" ..
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1763
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1764
  from c have "DERIV ?h c :> l" by auto
41368
8afa26855137 use DERIV_intros
hoelzl
parents: 37891
diff changeset
  1765
  moreover have "DERIV ?h c :>  g'c * (f b - f a) - f'c * (g b - g a)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1766
    using g'c f'c by (auto intro!: derivative_eq_intros)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1767
  ultimately have leq: "l =  g'c * (f b - f a) - f'c * (g b - g a)" by (rule DERIV_unique)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1768
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1769
  have "?h b - ?h a = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1770
  proof -
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1771
    from c have "?h b - ?h a = (b - a) * l" by auto
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
  1772
    also from leq have "\<dots> = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" by simp
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1773
    finally show ?thesis by simp
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1774
  qed
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1775
  moreover have "?h b - ?h a = 0"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1776
  proof -
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1777
    have "?h b - ?h a =
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1778
      ((f b)*(g b) - (f a)*(g b) - (g b)*(f b) + (g a)*(f b)) -
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1779
      ((f b)*(g a) - (f a)*(g a) - (g b)*(f a) + (g a)*(f a))"
29667
53103fc8ffa3 Replaced group_ and ring_simps by algebra_simps;
nipkow
parents: 29472
diff changeset
  1780
      by (simp add: algebra_simps)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1781
    then show ?thesis  by auto
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1782
  qed
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1783
  ultimately have "(b - a) * (g'c * (f b - f a) - f'c * (g b - g a)) = 0" by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1784
  with alb have "g'c * (f b - f a) - f'c * (g b - g a) = 0" by simp
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1785
  then have "g'c * (f b - f a) = f'c * (g b - g a)" by simp
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1786
  then have "(f b - f a) * g'c = (g b - g a) * f'c" by (simp add: ac_simps)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1787
  with g'c f'c cint show ?thesis by auto
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1788
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1789
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1790
lemma GMVT':
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1791
  fixes f g :: "real \<Rightarrow> real"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1792
  assumes "a < b"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1793
    and isCont_f: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont f z"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1794
    and isCont_g: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont g z"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1795
    and DERIV_g: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV g z :> (g' z)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1796
    and DERIV_f: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV f z :> (f' z)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1797
  shows "\<exists>c. a < c \<and> c < b \<and> (f b - f a) * g' c = (g b - g a) * f' c"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1798
proof -
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1799
  have "\<exists>g'c f'c c. DERIV g c :> g'c \<and> DERIV f c :> f'c \<and>
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1800
      a < c \<and> c < b \<and> (f b - f a) * g'c = (g b - g a) * f'c"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1801
    using assms by (intro GMVT) (force simp: real_differentiable_def)+
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1802
  then obtain c where "a < c" "c < b" "(f b - f a) * g' c = (g b - g a) * f' c"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1803
    using DERIV_f DERIV_g by (force dest: DERIV_unique)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1804
  then show ?thesis
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1805
    by auto
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1806
qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1807
51529
2d2f59e6055a move theorems about compactness of real closed intervals, the intermediate value theorem, and lemmas about continuity of bijective functions from Deriv.thy to Limits.thy
hoelzl
parents: 51526
diff changeset
  1808
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1809
subsection \<open>L'Hopitals rule\<close>
51529
2d2f59e6055a move theorems about compactness of real closed intervals, the intermediate value theorem, and lemmas about continuity of bijective functions from Deriv.thy to Limits.thy
hoelzl
parents: 51526
diff changeset
  1810
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1811
lemma isCont_If_ge:
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1812
  fixes a :: "'a :: linorder_topology"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1813
  shows "continuous (at_left a) g \<Longrightarrow> (f \<longlongrightarrow> g a) (at_right a) \<Longrightarrow>
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1814
    isCont (\<lambda>x. if x \<le> a then g x else f x) a"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1815
  unfolding isCont_def continuous_within
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1816
  apply (intro filterlim_split_at)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1817
   apply (subst filterlim_cong[OF refl refl, where g=g])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1818
    apply (simp_all add: eventually_at_filter less_le)
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1819
  apply (subst filterlim_cong[OF refl refl, where g=f])
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1820
   apply (simp_all add: eventually_at_filter less_le)
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1821
  done
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1822
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1823
lemma lhopital_right_0:
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1824
  fixes f0 g0 :: "real \<Rightarrow> real"
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  1825
  assumes f_0: "(f0 \<longlongrightarrow> 0) (at_right 0)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1826
    and g_0: "(g0 \<longlongrightarrow> 0) (at_right 0)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1827
    and ev:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1828
      "eventually (\<lambda>x. g0 x \<noteq> 0) (at_right 0)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1829
      "eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1830
      "eventually (\<lambda>x. DERIV f0 x :> f' x) (at_right 0)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1831
      "eventually (\<lambda>x. DERIV g0 x :> g' x) (at_right 0)"
63713
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  1832
    and lim: "filterlim (\<lambda> x. (f' x / g' x)) F (at_right 0)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  1833
  shows "filterlim (\<lambda> x. f0 x / g0 x) F (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1834
proof -
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62398
diff changeset
  1835
  define f where [abs_def]: "f x = (if x \<le> 0 then 0 else f0 x)" for x
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1836
  then have "f 0 = 0" by simp
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1837
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62398
diff changeset
  1838
  define g where [abs_def]: "g x = (if x \<le> 0 then 0 else g0 x)" for x
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1839
  then have "g 0 = 0" by simp
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1840
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1841
  have "eventually (\<lambda>x. g0 x \<noteq> 0 \<and> g' x \<noteq> 0 \<and>
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1842
      DERIV f0 x :> (f' x) \<and> DERIV g0 x :> (g' x)) (at_right 0)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1843
    using ev by eventually_elim auto
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1844
  then obtain a where [arith]: "0 < a"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1845
    and g0_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g0 x \<noteq> 0"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1846
    and g'_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g' x \<noteq> 0"
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1847
    and f0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV f0 x :> (f' x)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1848
    and g0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV g0 x :> (g' x)"
56219
bf80d125406b tuned proofs;
wenzelm
parents: 56217
diff changeset
  1849
    unfolding eventually_at by (auto simp: dist_real_def)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1850
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1851
  have g_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g x \<noteq> 0"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1852
    using g0_neq_0 by (simp add: g_def)
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1853
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1854
  have f: "DERIV f x :> (f' x)" if x: "0 < x" "x < a" for x
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1855
    using that
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1856
    by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ f0[OF x]])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1857
      (auto simp: f_def eventually_nhds_metric dist_real_def intro!: exI[of _ x])
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1858
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1859
  have g: "DERIV g x :> (g' x)" if x: "0 < x" "x < a" for x
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1860
    using that
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1861
    by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ g0[OF x]])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1862
         (auto simp: g_def eventually_nhds_metric dist_real_def intro!: exI[of _ x])
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1863
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1864
  have "isCont f 0"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1865
    unfolding f_def by (intro isCont_If_ge f_0 continuous_const)
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1866
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1867
  have "isCont g 0"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1868
    unfolding g_def by (intro isCont_If_ge g_0 continuous_const)
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1869
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1870
  have "\<exists>\<zeta>. \<forall>x\<in>{0 <..< a}. 0 < \<zeta> x \<and> \<zeta> x < x \<and> f x / g x = f' (\<zeta> x) / g' (\<zeta> x)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1871
  proof (rule bchoice, rule ballI)
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1872
    fix x
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1873
    assume "x \<in> {0 <..< a}"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1874
    then have x[arith]: "0 < x" "x < a" by auto
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1875
    with g'_neq_0 g_neq_0 \<open>g 0 = 0\<close> have g': "\<And>x. 0 < x \<Longrightarrow> x < a  \<Longrightarrow> 0 \<noteq> g' x" "g 0 \<noteq> g x"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1876
      by auto
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1877
    have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont f x"
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1878
      using \<open>isCont f 0\<close> f by (auto intro: DERIV_isCont simp: le_less)
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1879
    moreover have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont g x"
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1880
      using \<open>isCont g 0\<close> g by (auto intro: DERIV_isCont simp: le_less)
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1881
    ultimately have "\<exists>c. 0 < c \<and> c < x \<and> (f x - f 0) * g' c = (g x - g 0) * f' c"
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1882
      using f g \<open>x < a\<close> by (intro GMVT') auto
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
  1883
    then obtain c where *: "0 < c" "c < x" "(f x - f 0) * g' c = (g x - g 0) * f' c"
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
  1884
      by blast
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1885
    moreover
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
  1886
    from * g'(1)[of c] g'(2) have "(f x - f 0)  / (g x - g 0) = f' c / g' c"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1887
      by (simp add: field_simps)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1888
    ultimately show "\<exists>y. 0 < y \<and> y < x \<and> f x / g x = f' y / g' y"
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1889
      using \<open>f 0 = 0\<close> \<open>g 0 = 0\<close> by (auto intro!: exI[of _ c])
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1890
  qed
53381
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1891
  then obtain \<zeta> where "\<forall>x\<in>{0 <..< a}. 0 < \<zeta> x \<and> \<zeta> x < x \<and> f x / g x = f' (\<zeta> x) / g' (\<zeta> x)" ..
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1892
  then have \<zeta>: "eventually (\<lambda>x. 0 < \<zeta> x \<and> \<zeta> x < x \<and> f x / g x = f' (\<zeta> x) / g' (\<zeta> x)) (at_right 0)"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1893
    unfolding eventually_at by (intro exI[of _ a]) (auto simp: dist_real_def)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1894
  moreover
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1895
  from \<zeta> have "eventually (\<lambda>x. norm (\<zeta> x) \<le> x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1896
    by eventually_elim auto
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  1897
  then have "((\<lambda>x. norm (\<zeta> x)) \<longlongrightarrow> 0) (at_right 0)"
58729
e8ecc79aee43 add tendsto_const and tendsto_ident_at as simp and intro rules
hoelzl
parents: 57953
diff changeset
  1898
    by (rule_tac real_tendsto_sandwich[where f="\<lambda>x. 0" and h="\<lambda>x. x"]) auto
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  1899
  then have "(\<zeta> \<longlongrightarrow> 0) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1900
    by (rule tendsto_norm_zero_cancel)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1901
  with \<zeta> have "filterlim \<zeta> (at_right 0) (at_right 0)"
61810
3c5040d5694a sorted out eventually_mono
paulson <lp15@cam.ac.uk>
parents: 61799
diff changeset
  1902
    by (auto elim!: eventually_mono simp: filterlim_at)
63713
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  1903
  from this lim have "filterlim (\<lambda>t. f' (\<zeta> t) / g' (\<zeta> t)) F (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1904
    by (rule_tac filterlim_compose[of _ _ _ \<zeta>])
63713
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  1905
  ultimately have "filterlim (\<lambda>t. f t / g t) F (at_right 0)" (is ?P)
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1906
    by (rule_tac filterlim_cong[THEN iffD1, OF refl refl])
61810
3c5040d5694a sorted out eventually_mono
paulson <lp15@cam.ac.uk>
parents: 61799
diff changeset
  1907
       (auto elim: eventually_mono)
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1908
  also have "?P \<longleftrightarrow> ?thesis"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1909
    by (rule filterlim_cong) (auto simp: f_def g_def eventually_at_filter)
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1910
  finally show ?thesis .
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1911
qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1912
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1913
lemma lhopital_right:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1914
  "(f \<longlongrightarrow> 0) (at_right x) \<Longrightarrow> (g \<longlongrightarrow> 0) (at_right x) \<Longrightarrow>
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1915
    eventually (\<lambda>x. g x \<noteq> 0) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1916
    eventually (\<lambda>x. g' x \<noteq> 0) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1917
    eventually (\<lambda>x. DERIV f x :> f' x) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1918
    eventually (\<lambda>x. DERIV g x :> g' x) (at_right x) \<Longrightarrow>
63713
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  1919
    filterlim (\<lambda> x. (f' x / g' x)) F (at_right x) \<Longrightarrow>
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  1920
  filterlim (\<lambda> x. f x / g x) F (at_right x)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1921
  for x :: real
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1922
  unfolding eventually_at_right_to_0[of _ x] filterlim_at_right_to_0[of _ _ x] DERIV_shift
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1923
  by (rule lhopital_right_0)
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1924
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1925
lemma lhopital_left:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1926
  "(f \<longlongrightarrow> 0) (at_left x) \<Longrightarrow> (g \<longlongrightarrow> 0) (at_left x) \<Longrightarrow>
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1927
    eventually (\<lambda>x. g x \<noteq> 0) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1928
    eventually (\<lambda>x. g' x \<noteq> 0) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1929
    eventually (\<lambda>x. DERIV f x :> f' x) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1930
    eventually (\<lambda>x. DERIV g x :> g' x) (at_left x) \<Longrightarrow>
63713
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  1931
    filterlim (\<lambda> x. (f' x / g' x)) F (at_left x) \<Longrightarrow>
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  1932
  filterlim (\<lambda> x. f x / g x) F (at_left x)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1933
  for x :: real
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1934
  unfolding eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror
56479
91958d4b30f7 revert c1bbd3e22226, a14831ac3023, and 36489d77c484: divide_minus_left/right are again simp rules
hoelzl
parents: 56409
diff changeset
  1935
  by (rule lhopital_right[where f'="\<lambda>x. - f' (- x)"]) (auto simp: DERIV_mirror)
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1936
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1937
lemma lhopital:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1938
  "(f \<longlongrightarrow> 0) (at x) \<Longrightarrow> (g \<longlongrightarrow> 0) (at x) \<Longrightarrow>
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1939
    eventually (\<lambda>x. g x \<noteq> 0) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1940
    eventually (\<lambda>x. g' x \<noteq> 0) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1941
    eventually (\<lambda>x. DERIV f x :> f' x) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1942
    eventually (\<lambda>x. DERIV g x :> g' x) (at x) \<Longrightarrow>
63713
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  1943
    filterlim (\<lambda> x. (f' x / g' x)) F (at x) \<Longrightarrow>
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  1944
  filterlim (\<lambda> x. f x / g x) F (at x)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1945
  for x :: real
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1946
  unfolding eventually_at_split filterlim_at_split
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1947
  by (auto intro!: lhopital_right[of f x g g' f'] lhopital_left[of f x g g' f'])
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1948
63713
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  1949
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1950
lemma lhopital_right_0_at_top:
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1951
  fixes f g :: "real \<Rightarrow> real"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1952
  assumes g_0: "LIM x at_right 0. g x :> at_top"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1953
    and ev:
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1954
      "eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1955
      "eventually (\<lambda>x. DERIV f x :> f' x) (at_right 0)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1956
      "eventually (\<lambda>x. DERIV g x :> g' x) (at_right 0)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1957
    and lim: "((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> x) (at_right 0)"
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  1958
  shows "((\<lambda> x. f x / g x) \<longlongrightarrow> x) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1959
  unfolding tendsto_iff
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1960
proof safe
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1961
  fix e :: real
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1962
  assume "0 < e"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1963
  with lim[unfolded tendsto_iff, rule_format, of "e / 4"]
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1964
  have "eventually (\<lambda>t. dist (f' t / g' t) x < e / 4) (at_right 0)"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1965
    by simp
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1966
  from eventually_conj[OF eventually_conj[OF ev(1) ev(2)] eventually_conj[OF ev(3) this]]
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1967
  obtain a where [arith]: "0 < a"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1968
    and g'_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g' x \<noteq> 0"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1969
    and f0: "\<And>x. 0 < x \<Longrightarrow> x \<le> a \<Longrightarrow> DERIV f x :> (f' x)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1970
    and g0: "\<And>x. 0 < x \<Longrightarrow> x \<le> a \<Longrightarrow> DERIV g x :> (g' x)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1971
    and Df: "\<And>t. 0 < t \<Longrightarrow> t < a \<Longrightarrow> dist (f' t / g' t) x < e / 4"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1972
    unfolding eventually_at_le by (auto simp: dist_real_def)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1973
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1974
  from Df have "eventually (\<lambda>t. t < a) (at_right 0)" "eventually (\<lambda>t::real. 0 < t) (at_right 0)"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1975
    unfolding eventually_at by (auto intro!: exI[of _ a] simp: dist_real_def)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1976
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1977
  moreover
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1978
  have "eventually (\<lambda>t. 0 < g t) (at_right 0)" "eventually (\<lambda>t. g a < g t) (at_right 0)"
61810
3c5040d5694a sorted out eventually_mono
paulson <lp15@cam.ac.uk>
parents: 61799
diff changeset
  1979
    using g_0 by (auto elim: eventually_mono simp: filterlim_at_top_dense)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1980
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1981
  moreover
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  1982
  have inv_g: "((\<lambda>x. inverse (g x)) \<longlongrightarrow> 0) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1983
    using tendsto_inverse_0 filterlim_mono[OF g_0 at_top_le_at_infinity order_refl]
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1984
    by (rule filterlim_compose)
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  1985
  then have "((\<lambda>x. norm (1 - g a * inverse (g x))) \<longlongrightarrow> norm (1 - g a * 0)) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1986
    by (intro tendsto_intros)
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  1987
  then have "((\<lambda>x. norm (1 - g a / g x)) \<longlongrightarrow> 1) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1988
    by (simp add: inverse_eq_divide)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1989
  from this[unfolded tendsto_iff, rule_format, of 1]
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1990
  have "eventually (\<lambda>x. norm (1 - g a / g x) < 2) (at_right 0)"
61810
3c5040d5694a sorted out eventually_mono
paulson <lp15@cam.ac.uk>
parents: 61799
diff changeset
  1991
    by (auto elim!: eventually_mono simp: dist_real_def)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1992
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1993
  moreover
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1994
  from inv_g have "((\<lambda>t. norm ((f a - x * g a) * inverse (g t))) \<longlongrightarrow> norm ((f a - x * g a) * 0))
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  1995
      (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1996
    by (intro tendsto_intros)
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  1997
  then have "((\<lambda>t. norm (f a - x * g a) / norm (g t)) \<longlongrightarrow> 0) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1998
    by (simp add: inverse_eq_divide)
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  1999
  from this[unfolded tendsto_iff, rule_format, of "e / 2"] \<open>0 < e\<close>
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2000
  have "eventually (\<lambda>t. norm (f a - x * g a) / norm (g t) < e / 2) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2001
    by (auto simp: dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2002
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2003
  ultimately show "eventually (\<lambda>t. dist (f t / g t) x < e) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2004
  proof eventually_elim
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2005
    fix t assume t[arith]: "0 < t" "t < a" "g a < g t" "0 < g t"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2006
    assume ineq: "norm (1 - g a / g t) < 2" "norm (f a - x * g a) / norm (g t) < e / 2"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2007
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2008
    have "\<exists>y. t < y \<and> y < a \<and> (g a - g t) * f' y = (f a - f t) * g' y"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2009
      using f0 g0 t(1,2) by (intro GMVT') (force intro!: DERIV_isCont)+
53381
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  2010
    then obtain y where [arith]: "t < y" "y < a"
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  2011
      and D_eq0: "(g a - g t) * f' y = (f a - f t) * g' y"
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  2012
      by blast
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  2013
    from D_eq0 have D_eq: "(f t - f a) / (g t - g a) = f' y / g' y"
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  2014
      using \<open>g a < g t\<close> g'_neq_0[of y] by (auto simp add: field_simps)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2015
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2016
    have *: "f t / g t - x = ((f t - f a) / (g t - g a) - x) * (1 - g a / g t) + (f a - x * g a) / g t"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2017
      by (simp add: field_simps)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2018
    have "norm (f t / g t - x) \<le>
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2019
        norm (((f t - f a) / (g t - g a) - x) * (1 - g a / g t)) + norm ((f a - x * g a) / g t)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2020
      unfolding * by (rule norm_triangle_ineq)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2021
    also have "\<dots> = dist (f' y / g' y) x * norm (1 - g a / g t) + norm (f a - x * g a) / norm (g t)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2022
      by (simp add: abs_mult D_eq dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2023
    also have "\<dots> < (e / 4) * 2 + e / 2"
60758
d8d85a8172b5 isabelle update_cartouches;
wenzelm
parents: 60177
diff changeset
  2024
      using ineq Df[of y] \<open>0 < e\<close> by (intro add_le_less_mono mult_mono) auto
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2025
    finally show "dist (f t / g t) x < e"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2026
      by (simp add: dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2027
  qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2028
qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  2029
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2030
lemma lhopital_right_at_top:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2031
  "LIM x at_right x. (g::real \<Rightarrow> real) x :> at_top \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2032
    eventually (\<lambda>x. g' x \<noteq> 0) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2033
    eventually (\<lambda>x. DERIV f x :> f' x) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2034
    eventually (\<lambda>x. DERIV g x :> g' x) (at_right x) \<Longrightarrow>
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  2035
    ((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> y) (at_right x) \<Longrightarrow>
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  2036
    ((\<lambda> x. f x / g x) \<longlongrightarrow> y) (at_right x)"
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2037
  unfolding eventually_at_right_to_0[of _ x] filterlim_at_right_to_0[of _ _ x] DERIV_shift
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2038
  by (rule lhopital_right_0_at_top)
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2039
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2040
lemma lhopital_left_at_top:
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2041
  "LIM x at_left x. g x :> at_top \<Longrightarrow>
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2042
    eventually (\<lambda>x. g' x \<noteq> 0) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2043
    eventually (\<lambda>x. DERIV f x :> f' x) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2044
    eventually (\<lambda>x. DERIV g x :> g' x) (at_left x) \<Longrightarrow>
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  2045
    ((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> y) (at_left x) \<Longrightarrow>
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  2046
    ((\<lambda> x. f x / g x) \<longlongrightarrow> y) (at_left x)"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2047
  for x :: real
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2048
  unfolding eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror
56479
91958d4b30f7 revert c1bbd3e22226, a14831ac3023, and 36489d77c484: divide_minus_left/right are again simp rules
hoelzl
parents: 56409
diff changeset
  2049
  by (rule lhopital_right_at_top[where f'="\<lambda>x. - f' (- x)"]) (auto simp: DERIV_mirror)
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2050
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2051
lemma lhopital_at_top:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2052
  "LIM x at x. (g::real \<Rightarrow> real) x :> at_top \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2053
    eventually (\<lambda>x. g' x \<noteq> 0) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2054
    eventually (\<lambda>x. DERIV f x :> f' x) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2055
    eventually (\<lambda>x. DERIV g x :> g' x) (at x) \<Longrightarrow>
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  2056
    ((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> y) (at x) \<Longrightarrow>
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  2057
    ((\<lambda> x. f x / g x) \<longlongrightarrow> y) (at x)"
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2058
  unfolding eventually_at_split filterlim_at_split
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2059
  by (auto intro!: lhopital_right_at_top[of g x g' f f'] lhopital_left_at_top[of g x g' f f'])
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  2060
50347
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2061
lemma lhospital_at_top_at_top:
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2062
  fixes f g :: "real \<Rightarrow> real"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2063
  assumes g_0: "LIM x at_top. g x :> at_top"
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2064
    and g': "eventually (\<lambda>x. g' x \<noteq> 0) at_top"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2065
    and Df: "eventually (\<lambda>x. DERIV f x :> f' x) at_top"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2066
    and Dg: "eventually (\<lambda>x. DERIV g x :> g' x) at_top"
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2067
    and lim: "((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> x) at_top"
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  2068
  shows "((\<lambda> x. f x / g x) \<longlongrightarrow> x) at_top"
50347
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2069
  unfolding filterlim_at_top_to_right
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2070
proof (rule lhopital_right_0_at_top)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2071
  let ?F = "\<lambda>x. f (inverse x)"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2072
  let ?G = "\<lambda>x. g (inverse x)"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2073
  let ?R = "at_right (0::real)"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2074
  let ?D = "\<lambda>f' x. f' (inverse x) * - (inverse x ^ Suc (Suc 0))"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2075
  show "LIM x ?R. ?G x :> at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2076
    using g_0 unfolding filterlim_at_top_to_right .
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2077
  show "eventually (\<lambda>x. DERIV ?G x  :> ?D g' x) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2078
    unfolding eventually_at_right_to_top
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2079
    using Dg eventually_ge_at_top[where c=1]
50347
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2080
    apply eventually_elim
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2081
    apply (rule DERIV_cong)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2082
     apply (rule DERIV_chain'[where f=inverse])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2083
      apply (auto intro!:  DERIV_inverse)
50347
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2084
    done
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2085
  show "eventually (\<lambda>x. DERIV ?F x  :> ?D f' x) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2086
    unfolding eventually_at_right_to_top
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2087
    using Df eventually_ge_at_top[where c=1]
50347
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2088
    apply eventually_elim
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2089
    apply (rule DERIV_cong)
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2090
     apply (rule DERIV_chain'[where f=inverse])
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2091
      apply (auto intro!:  DERIV_inverse)
50347
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2092
    done
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2093
  show "eventually (\<lambda>x. ?D g' x \<noteq> 0) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2094
    unfolding eventually_at_right_to_top
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2095
    using g' eventually_ge_at_top[where c=1]
50347
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2096
    by eventually_elim auto
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61810
diff changeset
  2097
  show "((\<lambda>x. ?D f' x / ?D g' x) \<longlongrightarrow> x) ?R"
50347
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2098
    unfolding filterlim_at_right_to_top
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2099
    apply (intro filterlim_cong[THEN iffD2, OF refl refl _ lim])
63558
0aa33085c8b1 misc tuning and modernization;
wenzelm
parents: 63469
diff changeset
  2100
    using eventually_ge_at_top[where c=1]
56479
91958d4b30f7 revert c1bbd3e22226, a14831ac3023, and 36489d77c484: divide_minus_left/right are again simp rules
hoelzl
parents: 56409
diff changeset
  2101
    by eventually_elim simp
50347
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2102
qed
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  2103
63713
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2104
lemma lhopital_right_at_top_at_top:
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2105
  fixes f g :: "real \<Rightarrow> real"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2106
  assumes f_0: "LIM x at_right a. f x :> at_top"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2107
  assumes g_0: "LIM x at_right a. g x :> at_top"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2108
    and ev:
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2109
      "eventually (\<lambda>x. DERIV f x :> f' x) (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2110
      "eventually (\<lambda>x. DERIV g x :> g' x) (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2111
    and lim: "filterlim (\<lambda> x. (f' x / g' x)) at_top (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2112
  shows "filterlim (\<lambda> x. f x / g x) at_top (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2113
proof -
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2114
  from lim have pos: "eventually (\<lambda>x. f' x / g' x > 0) (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2115
    unfolding filterlim_at_top_dense by blast
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2116
  have "((\<lambda>x. g x / f x) \<longlongrightarrow> 0) (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2117
  proof (rule lhopital_right_at_top)
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2118
    from pos show "eventually (\<lambda>x. f' x \<noteq> 0) (at_right a)" by eventually_elim auto
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2119
    from tendsto_inverse_0_at_top[OF lim]
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2120
      show "((\<lambda>x. g' x / f' x) \<longlongrightarrow> 0) (at_right a)" by simp
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2121
  qed fact+
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2122
  moreover from f_0 g_0 
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2123
    have "eventually (\<lambda>x. f x > 0) (at_right a)" "eventually (\<lambda>x. g x > 0) (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2124
    unfolding filterlim_at_top_dense by blast+
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2125
  hence "eventually (\<lambda>x. g x / f x > 0) (at_right a)" by eventually_elim simp
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2126
  ultimately have "filterlim (\<lambda>x. inverse (g x / f x)) at_top (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2127
    by (rule filterlim_inverse_at_top)
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2128
  thus ?thesis by simp
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2129
qed
63717
3b0500bd2240 remove spurious find_theorems
hoelzl
parents: 63713
diff changeset
  2130
63713
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2131
lemma lhopital_right_at_top_at_bot:
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2132
  fixes f g :: "real \<Rightarrow> real"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2133
  assumes f_0: "LIM x at_right a. f x :> at_top"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2134
  assumes g_0: "LIM x at_right a. g x :> at_bot"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2135
    and ev:
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2136
      "eventually (\<lambda>x. DERIV f x :> f' x) (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2137
      "eventually (\<lambda>x. DERIV g x :> g' x) (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2138
    and lim: "filterlim (\<lambda> x. (f' x / g' x)) at_bot (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2139
  shows "filterlim (\<lambda> x. f x / g x) at_bot (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2140
proof -
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2141
  from ev(2) have ev': "eventually (\<lambda>x. DERIV (\<lambda>x. -g x) x :> -g' x) (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2142
    by eventually_elim (auto intro: derivative_intros)
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2143
  have "filterlim (\<lambda>x. f x / (-g x)) at_top (at_right a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2144
    by (rule lhopital_right_at_top_at_top[where f' = f' and g' = "\<lambda>x. -g' x"])
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2145
       (insert assms ev', auto simp: filterlim_uminus_at_bot)
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2146
  hence "filterlim (\<lambda>x. -(f x / g x)) at_top (at_right a)" by simp
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2147
  thus ?thesis by (simp add: filterlim_uminus_at_bot)
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2148
qed
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2149
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2150
lemma lhopital_left_at_top_at_top:
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2151
  fixes f g :: "real \<Rightarrow> real"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2152
  assumes f_0: "LIM x at_left a. f x :> at_top"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2153
  assumes g_0: "LIM x at_left a. g x :> at_top"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2154
    and ev:
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2155
      "eventually (\<lambda>x. DERIV f x :> f' x) (at_left a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2156
      "eventually (\<lambda>x. DERIV g x :> g' x) (at_left a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2157
    and lim: "filterlim (\<lambda> x. (f' x / g' x)) at_top (at_left a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2158
  shows "filterlim (\<lambda> x. f x / g x) at_top (at_left a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2159
  by (insert assms, unfold eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror,
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2160
      rule lhopital_right_at_top_at_top[where f'="\<lambda>x. - f' (- x)"]) 
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2161
     (insert assms, auto simp: DERIV_mirror)
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2162
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2163
lemma lhopital_left_at_top_at_bot:
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2164
  fixes f g :: "real \<Rightarrow> real"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2165
  assumes f_0: "LIM x at_left a. f x :> at_top"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2166
  assumes g_0: "LIM x at_left a. g x :> at_bot"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2167
    and ev:
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2168
      "eventually (\<lambda>x. DERIV f x :> f' x) (at_left a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2169
      "eventually (\<lambda>x. DERIV g x :> g' x) (at_left a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2170
    and lim: "filterlim (\<lambda> x. (f' x / g' x)) at_bot (at_left a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2171
  shows "filterlim (\<lambda> x. f x / g x) at_bot (at_left a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2172
  by (insert assms, unfold eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror,
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2173
      rule lhopital_right_at_top_at_bot[where f'="\<lambda>x. - f' (- x)"]) 
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2174
     (insert assms, auto simp: DERIV_mirror)
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2175
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2176
lemma lhopital_at_top_at_top:
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2177
  fixes f g :: "real \<Rightarrow> real"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2178
  assumes f_0: "LIM x at a. f x :> at_top"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2179
  assumes g_0: "LIM x at a. g x :> at_top"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2180
    and ev:
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2181
      "eventually (\<lambda>x. DERIV f x :> f' x) (at a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2182
      "eventually (\<lambda>x. DERIV g x :> g' x) (at a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2183
    and lim: "filterlim (\<lambda> x. (f' x / g' x)) at_top (at a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2184
  shows "filterlim (\<lambda> x. f x / g x) at_top (at a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2185
  using assms unfolding eventually_at_split filterlim_at_split
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2186
  by (auto intro!: lhopital_right_at_top_at_top[of f a g f' g'] 
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2187
                   lhopital_left_at_top_at_top[of f a g f' g'])
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2188
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2189
lemma lhopital_at_top_at_bot:
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2190
  fixes f g :: "real \<Rightarrow> real"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2191
  assumes f_0: "LIM x at a. f x :> at_top"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2192
  assumes g_0: "LIM x at a. g x :> at_bot"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2193
    and ev:
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2194
      "eventually (\<lambda>x. DERIV f x :> f' x) (at a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2195
      "eventually (\<lambda>x. DERIV g x :> g' x) (at a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2196
    and lim: "filterlim (\<lambda> x. (f' x / g' x)) at_bot (at a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2197
  shows "filterlim (\<lambda> x. f x / g x) at_bot (at a)"
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2198
  using assms unfolding eventually_at_split filterlim_at_split
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2199
  by (auto intro!: lhopital_right_at_top_at_bot[of f a g f' g'] 
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2200
                   lhopital_left_at_top_at_bot[of f a g f' g'])
009e176e1010 Tuned L'Hospital
eberlm <eberlm@in.tum.de>
parents: 63648
diff changeset
  2201
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  2202
end