src/HOL/Analysis/Henstock_Kurzweil_Integration.thy

New material from PNT proof, as well as more default [simp] declarations. Also removed duplicate theorems about geometric series

(*  Author:     John Harrison
    Author:     Robert Himmelmann, TU Muenchen (Translation from HOL light); proofs reworked by LCP
*)

section \<open>Henstock-Kurzweil gauge integration in many dimensions.\<close>

theory Henstock_Kurzweil_Integration
imports
  Lebesgue_Measure Tagged_Division
begin

(* try instead structured proofs below *)
lemma norm_diff2: "\<lbrakk>y = y1 + y2; x = x1 + x2; e = e1 + e2; norm(y1 - x1) \<le> e1; norm(y2 - x2) \<le> e2\<rbrakk>
  \<Longrightarrow> norm(y - x) \<le> e"
  using norm_triangle_mono [of "y1 - x1" "e1" "y2 - x2" "e2"]
  by (simp add: add_diff_add)

lemma setcomp_dot1: "{z. P (z \<bullet> (i,0))} = {(x,y). P(x \<bullet> i)}"
  by auto

lemma setcomp_dot2: "{z. P (z \<bullet> (0,i))} = {(x,y). P(y \<bullet> i)}"
  by auto

lemma Sigma_Int_Paircomp1: "(Sigma A B) \<inter> {(x, y). P x} = Sigma (A \<inter> {x. P x}) B"
  by blast

lemma Sigma_Int_Paircomp2: "(Sigma A B) \<inter> {(x, y). P y} = Sigma A (\<lambda>z. B z \<inter> {y. P y})"
  by blast
(* END MOVE *)

subsection \<open>Content (length, area, volume...) of an interval.\<close>

abbreviation content :: "'a::euclidean_space set \<Rightarrow> real"
  where "content s \<equiv> measure lborel s"

lemma content_cbox_cases:
  "content (cbox a b) = (if \<forall>i\<in>Basis. a\<bullet>i \<le> b\<bullet>i then prod (\<lambda>i. b\<bullet>i - a\<bullet>i) Basis else 0)"
  by (simp add: measure_lborel_cbox_eq inner_diff)

lemma content_cbox: "\<forall>i\<in>Basis. a\<bullet>i \<le> b\<bullet>i \<Longrightarrow> content (cbox a b) = (\<Prod>i\<in>Basis. b\<bullet>i - a\<bullet>i)"
  unfolding content_cbox_cases by simp

lemma content_cbox': "cbox a b \<noteq> {} \<Longrightarrow> content (cbox a b) = (\<Prod>i\<in>Basis. b\<bullet>i - a\<bullet>i)"
  by (simp add: box_ne_empty inner_diff)

lemma content_real: "a \<le> b \<Longrightarrow> content {a..b} = b - a"
  by simp

lemma abs_eq_content: "\<bar>y - x\<bar> = (if x\<le>y then content {x .. y} else content {y..x})"
  by (auto simp: content_real)

lemma content_singleton: "content {a} = 0"
  by simp

lemma content_unit[iff]: "content (cbox 0 (One::'a::euclidean_space)) = 1"
  by simp

lemma content_pos_le[intro]: "0 \<le> content (cbox a b)"
  by simp

corollary content_nonneg [simp]: "~ content (cbox a b) < 0"
  using not_le by blast

lemma content_pos_lt: "\<forall>i\<in>Basis. a\<bullet>i < b\<bullet>i \<Longrightarrow> 0 < content (cbox a b)"
  by (auto simp: less_imp_le inner_diff box_eq_empty intro!: prod_pos)

lemma content_eq_0: "content (cbox a b) = 0 \<longleftrightarrow> (\<exists>i\<in>Basis. b\<bullet>i \<le> a\<bullet>i)"
  by (auto simp: content_cbox_cases not_le intro: less_imp_le antisym eq_refl)

lemma content_eq_0_interior: "content (cbox a b) = 0 \<longleftrightarrow> interior(cbox a b) = {}"
  unfolding content_eq_0 interior_cbox box_eq_empty by auto

lemma content_pos_lt_eq: "0 < content (cbox a (b::'a::euclidean_space)) \<longleftrightarrow> (\<forall>i\<in>Basis. a\<bullet>i < b\<bullet>i)"
  by (auto simp add: content_cbox_cases less_le prod_nonneg)

lemma content_empty [simp]: "content {} = 0"
  by simp

lemma content_real_if [simp]: "content {a..b} = (if a \<le> b then b - a else 0)"
  by (simp add: content_real)

lemma content_subset: "cbox a b \<subseteq> cbox c d \<Longrightarrow> content (cbox a b) \<le> content (cbox c d)"
  unfolding measure_def
  by (intro enn2real_mono emeasure_mono) (auto simp: emeasure_lborel_cbox_eq)

lemma content_lt_nz: "0 < content (cbox a b) \<longleftrightarrow> content (cbox a b) \<noteq> 0"
  unfolding content_pos_lt_eq content_eq_0 unfolding not_ex not_le by fastforce

lemma content_Pair: "content (cbox (a,c) (b,d)) = content (cbox a b) * content (cbox c d)"
  unfolding measure_lborel_cbox_eq Basis_prod_def
  apply (subst prod.union_disjoint)
  apply (auto simp: bex_Un ball_Un)
  apply (subst (1 2) prod.reindex_nontrivial)
  apply auto
  done

lemma content_cbox_pair_eq0_D:
   "content (cbox (a,c) (b,d)) = 0 \<Longrightarrow> content (cbox a b) = 0 \<or> content (cbox c d) = 0"
  by (simp add: content_Pair)

lemma content_0_subset: "content(cbox a b) = 0 \<Longrightarrow> s \<subseteq> cbox a b \<Longrightarrow> content s = 0"
  using emeasure_mono[of s "cbox a b" lborel]
  by (auto simp: measure_def enn2real_eq_0_iff emeasure_lborel_cbox_eq)

lemma content_split:
  fixes a :: "'a::euclidean_space"
  assumes "k \<in> Basis"
  shows "content (cbox a b) = content(cbox a b \<inter> {x. x\<bullet>k \<le> c}) + content(cbox a b \<inter> {x. x\<bullet>k \<ge> c})"
  \<comment> \<open>Prove using measure theory\<close>
proof cases
  note simps = interval_split[OF assms] content_cbox_cases
  have *: "Basis = insert k (Basis - {k})" "\<And>x. finite (Basis-{x})" "\<And>x. x\<notin>Basis-{x}"
    using assms by auto
  have *: "\<And>X Y Z. (\<Prod>i\<in>Basis. Z i (if i = k then X else Y i)) = Z k X * (\<Prod>i\<in>Basis-{k}. Z i (Y i))"
    "(\<Prod>i\<in>Basis. b\<bullet>i - a\<bullet>i) = (\<Prod>i\<in>Basis-{k}. b\<bullet>i - a\<bullet>i) * (b\<bullet>k - a\<bullet>k)"
    apply (subst *(1))
    defer
    apply (subst *(1))
    unfolding prod.insert[OF *(2-)]
    apply auto
    done
  assume as: "\<forall>i\<in>Basis. a \<bullet> i \<le> b \<bullet> i"
  moreover
  have "\<And>x. min (b \<bullet> k) c = max (a \<bullet> k) c \<Longrightarrow>
    x * (b\<bullet>k - a\<bullet>k) = x * (max (a \<bullet> k) c - a \<bullet> k) + x * (b \<bullet> k - max (a \<bullet> k) c)"
    by  (auto simp add: field_simps)
  moreover
  have **: "(\<Prod>i\<in>Basis. ((\<Sum>i\<in>Basis. (if i = k then min (b \<bullet> k) c else b \<bullet> i) *\<^sub>R i) \<bullet> i - a \<bullet> i)) =
      (\<Prod>i\<in>Basis. (if i = k then min (b \<bullet> k) c else b \<bullet> i) - a \<bullet> i)"
    "(\<Prod>i\<in>Basis. b \<bullet> i - ((\<Sum>i\<in>Basis. (if i = k then max (a \<bullet> k) c else a \<bullet> i) *\<^sub>R i) \<bullet> i)) =
      (\<Prod>i\<in>Basis. b \<bullet> i - (if i = k then max (a \<bullet> k) c else a \<bullet> i))"
    by (auto intro!: prod.cong)
  have "\<not> a \<bullet> k \<le> c \<Longrightarrow> \<not> c \<le> b \<bullet> k \<Longrightarrow> False"
    unfolding not_le
    using as[unfolded ,rule_format,of k] assms
    by auto
  ultimately show ?thesis
    using assms
    unfolding simps **
    unfolding *(1)[of "\<lambda>i x. b\<bullet>i - x"] *(1)[of "\<lambda>i x. x - a\<bullet>i"]
    unfolding *(2)
    by auto
next
  assume "\<not> (\<forall>i\<in>Basis. a \<bullet> i \<le> b \<bullet> i)"
  then have "cbox a b = {}"
    unfolding box_eq_empty by (auto simp: not_le)
  then show ?thesis
    by (auto simp: not_le)
qed

lemma division_of_content_0:
  assumes "content (cbox a b) = 0" "d division_of (cbox a b)"
  shows "\<forall>k\<in>d. content k = 0"
  unfolding forall_in_division[OF assms(2)]
  by (metis antisym_conv assms content_pos_le content_subset division_ofD(2))

lemma sum_content_null:
  assumes "content (cbox a b) = 0"
    and "p tagged_division_of (cbox a b)"
  shows "sum (\<lambda>(x,k). content k *\<^sub>R f x) p = (0::'a::real_normed_vector)"
proof (rule sum.neutral, rule)
  fix y
  assume y: "y \<in> p"
  obtain x k where xk: "y = (x, k)"
    using surj_pair[of y] by blast
  note assm = tagged_division_ofD(3-4)[OF assms(2) y[unfolded xk]]
  from this(2) obtain c d where k: "k = cbox c d" by blast
  have "(\<lambda>(x, k). content k *\<^sub>R f x) y = content k *\<^sub>R f x"
    unfolding xk by auto
  also have "\<dots> = 0"
    using content_subset[OF assm(1)[unfolded k]] content_pos_le[of c d]
    unfolding assms(1) k
    by auto
  finally show "(\<lambda>(x, k). content k *\<^sub>R f x) y = 0" .
qed

lemma operative_content[intro]: "add.operative content"
  by (force simp add: add.operative_def content_split[symmetric] content_eq_0_interior)

lemma additive_content_division: "d division_of (cbox a b) \<Longrightarrow> sum content d = content (cbox a b)"
  by (metis operative_content sum.operative_division)

lemma additive_content_tagged_division:
  "d tagged_division_of (cbox a b) \<Longrightarrow> sum (\<lambda>(x,l). content l) d = content (cbox a b)"
  unfolding sum.operative_tagged_division[OF operative_content, symmetric] by blast

lemma content_real_eq_0: "content {a .. b::real} = 0 \<longleftrightarrow> a \<ge> b"
  by (metis atLeastatMost_empty_iff2 content_empty content_real diff_self eq_iff le_cases le_iff_diff_le_0)

lemma property_empty_interval: "\<forall>a b. content (cbox a b) = 0 \<longrightarrow> P (cbox a b) \<Longrightarrow> P {}"
  using content_empty unfolding empty_as_interval by auto

subsection \<open>Gauge integral\<close>

text \<open>Case distinction to define it first on compact intervals first, then use a limit. This is only
much later unified. In Fremlin: Measure Theory, Volume 4I this is generalized using residual sets.\<close>

definition has_integral :: "('n::euclidean_space \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'b \<Rightarrow> 'n set \<Rightarrow> bool"
  (infixr "has'_integral" 46)
  where "(f has_integral I) s \<longleftrightarrow>
    (if \<exists>a b. s = cbox a b
      then ((\<lambda>p. \<Sum>(x,k)\<in>p. content k *\<^sub>R f x) \<longlongrightarrow> I) (division_filter s)
      else (\<forall>e>0. \<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow>
        (\<exists>z. ((\<lambda>p. \<Sum>(x,k)\<in>p. content k *\<^sub>R (if x \<in> s then f x else 0)) \<longlongrightarrow> z) (division_filter (cbox a b)) \<and>
          norm (z - I) < e)))"

lemma has_integral_cbox:
  "(f has_integral I) (cbox a b) \<longleftrightarrow> ((\<lambda>p. \<Sum>(x,k)\<in>p. content k *\<^sub>R f x) \<longlongrightarrow> I) (division_filter (cbox a b))"
  by (auto simp add: has_integral_def)

lemma has_integral:
  "(f has_integral y) (cbox a b) \<longleftrightarrow>
    (\<forall>e>0. \<exists>d. gauge d \<and>
      (\<forall>p. p tagged_division_of (cbox a b) \<and> d fine p \<longrightarrow>
        norm (sum (\<lambda>(x,k). content(k) *\<^sub>R f x) p - y) < e))"
  by (auto simp: dist_norm eventually_division_filter has_integral_def tendsto_iff)

lemma has_integral_real:
  "(f has_integral y) {a .. b::real} \<longleftrightarrow>
    (\<forall>e>0. \<exists>d. gauge d \<and>
      (\<forall>p. p tagged_division_of {a .. b} \<and> d fine p \<longrightarrow>
        norm (sum (\<lambda>(x,k). content(k) *\<^sub>R f x) p - y) < e))"
  unfolding box_real[symmetric]
  by (rule has_integral)

lemma has_integralD[dest]:
  assumes "(f has_integral y) (cbox a b)"
    and "e > 0"
  obtains d
    where "gauge d"
      and "\<And>p. p tagged_division_of (cbox a b) \<Longrightarrow> d fine p \<Longrightarrow>
        norm ((\<Sum>(x,k)\<in>p. content k *\<^sub>R f x) - y) < e"
  using assms unfolding has_integral by auto

lemma has_integral_alt:
  "(f has_integral y) i \<longleftrightarrow>
    (if \<exists>a b. i = cbox a b
     then (f has_integral y) i
     else (\<forall>e>0. \<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow>
      (\<exists>z. ((\<lambda>x. if x \<in> i then f x else 0) has_integral z) (cbox a b) \<and> norm (z - y) < e)))"
  by (subst has_integral_def) (auto simp add: has_integral_cbox)

lemma has_integral_altD:
  assumes "(f has_integral y) i"
    and "\<not> (\<exists>a b. i = cbox a b)"
    and "e>0"
  obtains B where "B > 0"
    and "\<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow>
      (\<exists>z. ((\<lambda>x. if x \<in> i then f(x) else 0) has_integral z) (cbox a b) \<and> norm(z - y) < e)"
  using assms has_integral_alt[of f y i] by auto

definition integrable_on (infixr "integrable'_on" 46)
  where "f integrable_on i \<longleftrightarrow> (\<exists>y. (f has_integral y) i)"

definition "integral i f = (SOME y. (f has_integral y) i \<or> ~ f integrable_on i \<and> y=0)"

lemma integrable_integral[dest]: "f integrable_on i \<Longrightarrow> (f has_integral (integral i f)) i"
  unfolding integrable_on_def integral_def by (metis (mono_tags, lifting) someI_ex)

lemma not_integrable_integral: "~ f integrable_on i \<Longrightarrow> integral i f = 0"
  unfolding integrable_on_def integral_def by blast

lemma has_integral_integrable[intro]: "(f has_integral i) s \<Longrightarrow> f integrable_on s"
  unfolding integrable_on_def by auto

lemma has_integral_integral: "f integrable_on s \<longleftrightarrow> (f has_integral (integral s f)) s"
  by auto

subsection \<open>Basic theorems about integrals.\<close>

lemma has_integral_eq_rhs: "(f has_integral j) S \<Longrightarrow> i = j \<Longrightarrow> (f has_integral i) S"
  by (rule forw_subst)

lemma has_integral_unique:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::real_normed_vector"
  assumes "(f has_integral k1) i"
    and "(f has_integral k2) i"
  shows "k1 = k2"
proof (rule ccontr)
  let ?e = "norm (k1 - k2) / 2"
  assume as: "k1 \<noteq> k2"
  then have e: "?e > 0"
    by auto
  have lem: "(f has_integral k1) (cbox a b) \<Longrightarrow> (f has_integral k2) (cbox a b) \<Longrightarrow> k1 = k2"
    for f :: "'n \<Rightarrow> 'a" and a b k1 k2
    by (auto simp: has_integral_cbox intro: tendsto_unique[OF division_filter_not_empty])
  {
    presume "\<not> (\<exists>a b. i = cbox a b) \<Longrightarrow> False"
    then show False
      using as assms lem by blast
  }
  assume as: "\<not> (\<exists>a b. i = cbox a b)"
  obtain B1 where B1:
      "0 < B1"
      "\<And>a b. ball 0 B1 \<subseteq> cbox a b \<Longrightarrow>
        \<exists>z. ((\<lambda>x. if x \<in> i then f x else 0) has_integral z) (cbox a b) \<and>
          norm (z - k1) < norm (k1 - k2) / 2"
    by (rule has_integral_altD[OF assms(1) as,OF e]) blast
  obtain B2 where B2:
      "0 < B2"
      "\<And>a b. ball 0 B2 \<subseteq> cbox a b \<Longrightarrow>
        \<exists>z. ((\<lambda>x. if x \<in> i then f x else 0) has_integral z) (cbox a b) \<and>
          norm (z - k2) < norm (k1 - k2) / 2"
    by (rule has_integral_altD[OF assms(2) as,OF e]) blast
  have "\<exists>a b::'n. ball 0 B1 \<union> ball 0 B2 \<subseteq> cbox a b"
    apply (rule bounded_subset_cbox)
    using bounded_Un bounded_ball
    apply auto
    done
  then obtain a b :: 'n where ab: "ball 0 B1 \<subseteq> cbox a b" "ball 0 B2 \<subseteq> cbox a b"
    by blast
  obtain w where w:
    "((\<lambda>x. if x \<in> i then f x else 0) has_integral w) (cbox a b)"
    "norm (w - k1) < norm (k1 - k2) / 2"
    using B1(2)[OF ab(1)] by blast
  obtain z where z:
    "((\<lambda>x. if x \<in> i then f x else 0) has_integral z) (cbox a b)"
    "norm (z - k2) < norm (k1 - k2) / 2"
    using B2(2)[OF ab(2)] by blast
  have "z = w"
    using lem[OF w(1) z(1)] by auto
  then have "norm (k1 - k2) \<le> norm (z - k2) + norm (w - k1)"
    using norm_triangle_ineq4 [of "k1 - w" "k2 - z"]
    by (auto simp add: norm_minus_commute)
  also have "\<dots> < norm (k1 - k2) / 2 + norm (k1 - k2) / 2"
    apply (rule add_strict_mono)
    apply (rule_tac[!] z(2) w(2))
    done
  finally show False by auto
qed

lemma integral_unique [intro]: "(f has_integral y) k \<Longrightarrow> integral k f = y"
  unfolding integral_def
  by (rule some_equality) (auto intro: has_integral_unique)

lemma eq_integralD: "integral k f = y \<Longrightarrow> (f has_integral y) k \<or> ~ f integrable_on k \<and> y=0"
  unfolding integral_def integrable_on_def
  apply (erule subst)
  apply (rule someI_ex)
  by blast


lemma has_integral_const [intro]:
  fixes a b :: "'a::euclidean_space"
  shows "((\<lambda>x. c) has_integral (content (cbox a b) *\<^sub>R c)) (cbox a b)"
  using eventually_division_filter_tagged_division[of "cbox a b"]
     additive_content_tagged_division[of _ a b]
  by (auto simp: has_integral_cbox split_beta' scaleR_sum_left[symmetric]
           elim!: eventually_mono intro!: tendsto_cong[THEN iffD1, OF _ tendsto_const])

lemma has_integral_const_real [intro]:
  fixes a b :: real
  shows "((\<lambda>x. c) has_integral (content {a .. b} *\<^sub>R c)) {a .. b}"
  by (metis box_real(2) has_integral_const)

lemma integral_const [simp]:
  fixes a b :: "'a::euclidean_space"
  shows "integral (cbox a b) (\<lambda>x. c) = content (cbox a b) *\<^sub>R c"
  by (rule integral_unique) (rule has_integral_const)

lemma integral_const_real [simp]:
  fixes a b :: real
  shows "integral {a .. b} (\<lambda>x. c) = content {a .. b} *\<^sub>R c"
  by (metis box_real(2) integral_const)

lemma has_integral_is_0:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::real_normed_vector"
  assumes "\<forall>x\<in>s. f x = 0"
  shows "(f has_integral 0) s"
proof -
  have lem: "(\<forall>x\<in>cbox a b. f x = 0) \<Longrightarrow> (f has_integral 0) (cbox a b)" for a  b and f :: "'n \<Rightarrow> 'a"
    unfolding has_integral_cbox
    using eventually_division_filter_tagged_division[of "cbox a b"]
    by (subst tendsto_cong[where g="\<lambda>_. 0"])
       (auto elim!: eventually_mono intro!: sum.neutral simp: tag_in_interval)
  {
    presume "\<not> (\<exists>a b. s = cbox a b) \<Longrightarrow> ?thesis"
    with assms lem show ?thesis
      by blast
  }
  have *: "(\<lambda>x. if x \<in> s then f x else 0) = (\<lambda>x. 0)"
    apply (rule ext)
    using assms
    apply auto
    done
  assume "\<not> (\<exists>a b. s = cbox a b)"
  then show ?thesis
    using lem
    by (subst has_integral_alt) (force simp add: *)
qed

lemma has_integral_0[simp]: "((\<lambda>x::'n::euclidean_space. 0) has_integral 0) s"
  by (rule has_integral_is_0) auto

lemma has_integral_0_eq[simp]: "((\<lambda>x. 0) has_integral i) s \<longleftrightarrow> i = 0"
  using has_integral_unique[OF has_integral_0] by auto

lemma has_integral_linear:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::real_normed_vector"
  assumes "(f has_integral y) s"
    and "bounded_linear h"
  shows "((h \<circ> f) has_integral ((h y))) s"
proof -
  interpret bounded_linear h
    using assms(2) .
  from pos_bounded obtain B where B: "0 < B" "\<And>x. norm (h x) \<le> norm x * B"
    by blast
  have lem: "\<And>a b y f::'n\<Rightarrow>'a. (f has_integral y) (cbox a b) \<Longrightarrow> ((h \<circ> f) has_integral h y) (cbox a b)"
    unfolding has_integral_cbox by (drule tendsto) (simp add: sum scaleR split_beta')
  {
    presume "\<not> (\<exists>a b. s = cbox a b) \<Longrightarrow> ?thesis"
    then show ?thesis
      using assms(1) lem by blast
  }
  assume as: "\<not> (\<exists>a b. s = cbox a b)"
  then show ?thesis
  proof (subst has_integral_alt, clarsimp)
    fix e :: real
    assume e: "e > 0"
    have *: "0 < e/B" using e B(1) by simp
    obtain M where M:
      "M > 0"
      "\<And>a b. ball 0 M \<subseteq> cbox a b \<Longrightarrow>
        \<exists>z. ((\<lambda>x. if x \<in> s then f x else 0) has_integral z) (cbox a b) \<and> norm (z - y) < e / B"
      using has_integral_altD[OF assms(1) as *] by blast
    show "\<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow>
      (\<exists>z. ((\<lambda>x. if x \<in> s then (h \<circ> f) x else 0) has_integral z) (cbox a b) \<and> norm (z - h y) < e)"
    proof (rule_tac x=M in exI, clarsimp simp add: M, goal_cases)
      case prems: (1 a b)
      obtain z where z:
        "((\<lambda>x. if x \<in> s then f x else 0) has_integral z) (cbox a b)"
        "norm (z - y) < e / B"
        using M(2)[OF prems(1)] by blast
      have *: "(\<lambda>x. if x \<in> s then (h \<circ> f) x else 0) = h \<circ> (\<lambda>x. if x \<in> s then f x else 0)"
        using zero by auto
      show ?case
        apply (rule_tac x="h z" in exI)
        apply (simp add: * lem[OF z(1)])
        apply (metis B diff le_less_trans pos_less_divide_eq z(2))
        done
    qed
  qed
qed

lemma has_integral_scaleR_left:
  "(f has_integral y) s \<Longrightarrow> ((\<lambda>x. f x *\<^sub>R c) has_integral (y *\<^sub>R c)) s"
  using has_integral_linear[OF _ bounded_linear_scaleR_left] by (simp add: comp_def)

lemma has_integral_mult_left:
  fixes c :: "_ :: real_normed_algebra"
  shows "(f has_integral y) s \<Longrightarrow> ((\<lambda>x. f x * c) has_integral (y * c)) s"
  using has_integral_linear[OF _ bounded_linear_mult_left] by (simp add: comp_def)

text\<open>The case analysis eliminates the condition @{term "f integrable_on s"} at the cost
     of the type class constraint \<open>division_ring\<close>\<close>
corollary integral_mult_left [simp]:
  fixes c:: "'a::{real_normed_algebra,division_ring}"
  shows "integral s (\<lambda>x. f x * c) = integral s f * c"
proof (cases "f integrable_on s \<or> c = 0")
  case True then show ?thesis
    by (force intro: has_integral_mult_left)
next
  case False then have "~ (\<lambda>x. f x * c) integrable_on s"
    using has_integral_mult_left [of "(\<lambda>x. f x * c)" _ s "inverse c"]
    by (force simp add: mult.assoc)
  with False show ?thesis by (simp add: not_integrable_integral)
qed

corollary integral_mult_right [simp]:
  fixes c:: "'a::{real_normed_field}"
  shows "integral s (\<lambda>x. c * f x) = c * integral s f"
by (simp add: mult.commute [of c])

corollary integral_divide [simp]:
  fixes z :: "'a::real_normed_field"
  shows "integral S (\<lambda>x. f x / z) = integral S (\<lambda>x. f x) / z"
using integral_mult_left [of S f "inverse z"]
  by (simp add: divide_inverse_commute)

lemma has_integral_mult_right:
  fixes c :: "'a :: real_normed_algebra"
  shows "(f has_integral y) i \<Longrightarrow> ((\<lambda>x. c * f x) has_integral (c * y)) i"
  using has_integral_linear[OF _ bounded_linear_mult_right] by (simp add: comp_def)

lemma has_integral_cmul: "(f has_integral k) s \<Longrightarrow> ((\<lambda>x. c *\<^sub>R f x) has_integral (c *\<^sub>R k)) s"
  unfolding o_def[symmetric]
  by (metis has_integral_linear bounded_linear_scaleR_right)

lemma has_integral_cmult_real:
  fixes c :: real
  assumes "c \<noteq> 0 \<Longrightarrow> (f has_integral x) A"
  shows "((\<lambda>x. c * f x) has_integral c * x) A"
proof (cases "c = 0")
  case True
  then show ?thesis by simp
next
  case False
  from has_integral_cmul[OF assms[OF this], of c] show ?thesis
    unfolding real_scaleR_def .
qed

lemma has_integral_neg: "(f has_integral k) s \<Longrightarrow> ((\<lambda>x. -(f x)) has_integral -k) s"
  by (drule_tac c="-1" in has_integral_cmul) auto

lemma has_integral_neg_iff: "((\<lambda>x. - f x) has_integral k) s \<longleftrightarrow> (f has_integral - k) s"
  using has_integral_neg[of f "- k"] has_integral_neg[of "\<lambda>x. - f x" k] by auto

lemma has_integral_add:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::real_normed_vector"
  assumes "(f has_integral k) s"
    and "(g has_integral l) s"
  shows "((\<lambda>x. f x + g x) has_integral (k + l)) s"
proof -
  have lem: "(f has_integral k) (cbox a b) \<Longrightarrow> (g has_integral l) (cbox a b) \<Longrightarrow>
    ((\<lambda>x. f x + g x) has_integral (k + l)) (cbox a b)"
    for f :: "'n \<Rightarrow> 'a" and g a b k l
    unfolding has_integral_cbox
    by (simp add: split_beta' scaleR_add_right sum.distrib[abs_def] tendsto_add)
  {
    presume "\<not> (\<exists>a b. s = cbox a b) \<Longrightarrow> ?thesis"
    then show ?thesis
      using assms lem by force
  }
  assume as: "\<not> (\<exists>a b. s = cbox a b)"
  then show ?thesis
  proof (subst has_integral_alt, clarsimp, goal_cases)
    case (1 e)
    then have *: "e / 2 > 0"
      by auto
    from has_integral_altD[OF assms(1) as *]
    obtain B1 where B1:
        "0 < B1"
        "\<And>a b. ball 0 B1 \<subseteq> cbox a b \<Longrightarrow>
          \<exists>z. ((\<lambda>x. if x \<in> s then f x else 0) has_integral z) (cbox a b) \<and> norm (z - k) < e / 2"
      by blast
    from has_integral_altD[OF assms(2) as *]
    obtain B2 where B2:
        "0 < B2"
        "\<And>a b. ball 0 B2 \<subseteq> (cbox a b) \<Longrightarrow>
          \<exists>z. ((\<lambda>x. if x \<in> s then g x else 0) has_integral z) (cbox a b) \<and> norm (z - l) < e / 2"
      by blast
    show ?case
    proof (rule_tac x="max B1 B2" in exI, clarsimp simp add: max.strict_coboundedI1 B1)
      fix a b
      assume "ball 0 (max B1 B2) \<subseteq> cbox a (b::'n)"
      then have *: "ball 0 B1 \<subseteq> cbox a (b::'n)" "ball 0 B2 \<subseteq> cbox a (b::'n)"
        by auto
      obtain w where w:
        "((\<lambda>x. if x \<in> s then f x else 0) has_integral w) (cbox a b)"
        "norm (w - k) < e / 2"
        using B1(2)[OF *(1)] by blast
      obtain z where z:
        "((\<lambda>x. if x \<in> s then g x else 0) has_integral z) (cbox a b)"
        "norm (z - l) < e / 2"
        using B2(2)[OF *(2)] by blast
      have *: "\<And>x. (if x \<in> s then f x + g x else 0) =
        (if x \<in> s then f x else 0) + (if x \<in> s then g x else 0)"
        by auto
      show "\<exists>z. ((\<lambda>x. if x \<in> s then f x + g x else 0) has_integral z) (cbox a b) \<and> norm (z - (k + l)) < e"
        apply (rule_tac x="w + z" in exI)
        apply (simp add: lem[OF w(1) z(1), unfolded *[symmetric]])
        using norm_triangle_ineq[of "w - k" "z - l"] w(2) z(2)
        apply (auto simp add: field_simps)
        done
    qed
  qed
qed

lemma has_integral_sub:
  "(f has_integral k) s \<Longrightarrow> (g has_integral l) s \<Longrightarrow>
    ((\<lambda>x. f x - g x) has_integral (k - l)) s"
  using has_integral_add[OF _ has_integral_neg, of f k s g l]
  by (auto simp: algebra_simps)

lemma integral_0 [simp]:
  "integral s (\<lambda>x::'n::euclidean_space. 0::'m::real_normed_vector) = 0"
  by (rule integral_unique has_integral_0)+

lemma integral_add: "f integrable_on s \<Longrightarrow> g integrable_on s \<Longrightarrow>
    integral s (\<lambda>x. f x + g x) = integral s f + integral s g"
  by (rule integral_unique) (metis integrable_integral has_integral_add)

lemma integral_cmul [simp]: "integral s (\<lambda>x. c *\<^sub>R f x) = c *\<^sub>R integral s f"
proof (cases "f integrable_on s \<or> c = 0")
  case True with has_integral_cmul show ?thesis by force
next
  case False then have "~ (\<lambda>x. c *\<^sub>R f x) integrable_on s"
    using has_integral_cmul [of "(\<lambda>x. c *\<^sub>R f x)" _ s "inverse c"]
    by force
  with False show ?thesis by (simp add: not_integrable_integral)
qed

lemma integral_neg [simp]: "integral s (\<lambda>x. - f x) = - integral s f"
proof (cases "f integrable_on s")
  case True then show ?thesis
    by (simp add: has_integral_neg integrable_integral integral_unique)
next
  case False then have "~ (\<lambda>x. - f x) integrable_on s"
    using has_integral_neg [of "(\<lambda>x. - f x)" _ s ]
    by force
  with False show ?thesis by (simp add: not_integrable_integral)
qed

lemma integral_diff: "f integrable_on s \<Longrightarrow> g integrable_on s \<Longrightarrow>
    integral s (\<lambda>x. f x - g x) = integral s f - integral s g"
  by (rule integral_unique) (metis integrable_integral has_integral_sub)

lemma integrable_0: "(\<lambda>x. 0) integrable_on s"
  unfolding integrable_on_def using has_integral_0 by auto

lemma integrable_add: "f integrable_on s \<Longrightarrow> g integrable_on s \<Longrightarrow> (\<lambda>x. f x + g x) integrable_on s"
  unfolding integrable_on_def by(auto intro: has_integral_add)

lemma integrable_cmul: "f integrable_on s \<Longrightarrow> (\<lambda>x. c *\<^sub>R f(x)) integrable_on s"
  unfolding integrable_on_def by(auto intro: has_integral_cmul)

lemma integrable_on_cmult_iff:
  fixes c :: real
  assumes "c \<noteq> 0"
  shows "(\<lambda>x. c * f x) integrable_on s \<longleftrightarrow> f integrable_on s"
  using integrable_cmul[of "\<lambda>x. c * f x" s "1 / c"] integrable_cmul[of f s c] \<open>c \<noteq> 0\<close>
  by auto

lemma integrable_on_cmult_left:
  assumes "f integrable_on s"
  shows "(\<lambda>x. of_real c * f x) integrable_on s"
    using integrable_cmul[of f s "of_real c"] assms
    by (simp add: scaleR_conv_of_real)

lemma integrable_neg: "f integrable_on s \<Longrightarrow> (\<lambda>x. -f(x)) integrable_on s"
  unfolding integrable_on_def by(auto intro: has_integral_neg)

lemma integrable_diff:
  "f integrable_on s \<Longrightarrow> g integrable_on s \<Longrightarrow> (\<lambda>x. f x - g x) integrable_on s"
  unfolding integrable_on_def by(auto intro: has_integral_sub)

lemma integrable_linear:
  "f integrable_on s \<Longrightarrow> bounded_linear h \<Longrightarrow> (h \<circ> f) integrable_on s"
  unfolding integrable_on_def by(auto intro: has_integral_linear)

lemma integral_linear:
  "f integrable_on s \<Longrightarrow> bounded_linear h \<Longrightarrow> integral s (h \<circ> f) = h (integral s f)"
  apply (rule has_integral_unique [where i=s and f = "h \<circ> f"])
  apply (simp_all add: integrable_integral integrable_linear has_integral_linear )
  done

lemma integral_component_eq[simp]:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
  assumes "f integrable_on s"
  shows "integral s (\<lambda>x. f x \<bullet> k) = integral s f \<bullet> k"
  unfolding integral_linear[OF assms(1) bounded_linear_inner_left,unfolded o_def] ..

lemma has_integral_sum:
  assumes "finite t"
    and "\<forall>a\<in>t. ((f a) has_integral (i a)) s"
  shows "((\<lambda>x. sum (\<lambda>a. f a x) t) has_integral (sum i t)) s"
  using assms(1) subset_refl[of t]
proof (induct rule: finite_subset_induct)
  case empty
  then show ?case by auto
next
  case (insert x F)
  with assms show ?case
    by (simp add: has_integral_add)
qed

lemma integral_sum:
  "\<lbrakk>finite t;  \<forall>a\<in>t. (f a) integrable_on s\<rbrakk> \<Longrightarrow>
   integral s (\<lambda>x. sum (\<lambda>a. f a x) t) = sum (\<lambda>a. integral s (f a)) t"
  by (auto intro: has_integral_sum integrable_integral)

lemma integrable_sum:
  "\<lbrakk>finite t;  \<forall>a\<in>t. (f a) integrable_on s\<rbrakk> \<Longrightarrow> (\<lambda>x. sum (\<lambda>a. f a x) t) integrable_on s"
  unfolding integrable_on_def
  apply (drule bchoice)
  using has_integral_sum[of t]
  apply auto
  done

lemma has_integral_eq:
  assumes "\<And>x. x \<in> s \<Longrightarrow> f x = g x"
    and "(f has_integral k) s"
  shows "(g has_integral k) s"
  using has_integral_sub[OF assms(2), of "\<lambda>x. f x - g x" 0]
  using has_integral_is_0[of s "\<lambda>x. f x - g x"]
  using assms(1)
  by auto

lemma integrable_eq: "(\<And>x. x \<in> s \<Longrightarrow> f x = g x) \<Longrightarrow> f integrable_on s \<Longrightarrow> g integrable_on s"
  unfolding integrable_on_def
  using has_integral_eq[of s f g] has_integral_eq by blast

lemma has_integral_cong:
  assumes "\<And>x. x \<in> s \<Longrightarrow> f x = g x"
  shows "(f has_integral i) s = (g has_integral i) s"
  using has_integral_eq[of s f g] has_integral_eq[of s g f] assms
  by auto

lemma integral_cong:
  assumes "\<And>x. x \<in> s \<Longrightarrow> f x = g x"
  shows "integral s f = integral s g"
  unfolding integral_def
by (metis (full_types, hide_lams) assms has_integral_cong integrable_eq)

lemma integrable_on_cmult_left_iff [simp]:
  assumes "c \<noteq> 0"
  shows "(\<lambda>x. of_real c * f x) integrable_on s \<longleftrightarrow> f integrable_on s"
        (is "?lhs = ?rhs")
proof
  assume ?lhs
  then have "(\<lambda>x. of_real (1 / c) * (of_real c * f x)) integrable_on s"
    using integrable_cmul[of "\<lambda>x. of_real c * f x" s "1 / of_real c"]
    by (simp add: scaleR_conv_of_real)
  then have "(\<lambda>x. (of_real (1 / c) * of_real c * f x)) integrable_on s"
    by (simp add: algebra_simps)
  with \<open>c \<noteq> 0\<close> show ?rhs
    by (metis (no_types, lifting) integrable_eq mult.left_neutral nonzero_divide_eq_eq of_real_1 of_real_mult)
qed (blast intro: integrable_on_cmult_left)

lemma integrable_on_cmult_right:
  fixes f :: "_ \<Rightarrow> 'b :: {comm_ring,real_algebra_1,real_normed_vector}"
  assumes "f integrable_on s"
  shows "(\<lambda>x. f x * of_real c) integrable_on s"
using integrable_on_cmult_left [OF assms] by (simp add: mult.commute)

lemma integrable_on_cmult_right_iff [simp]:
  fixes f :: "_ \<Rightarrow> 'b :: {comm_ring,real_algebra_1,real_normed_vector}"
  assumes "c \<noteq> 0"
  shows "(\<lambda>x. f x * of_real c) integrable_on s \<longleftrightarrow> f integrable_on s"
using integrable_on_cmult_left_iff [OF assms] by (simp add: mult.commute)

lemma integrable_on_cdivide:
  fixes f :: "_ \<Rightarrow> 'b :: real_normed_field"
  assumes "f integrable_on s"
  shows "(\<lambda>x. f x / of_real c) integrable_on s"
by (simp add: integrable_on_cmult_right divide_inverse assms of_real_inverse [symmetric] del: of_real_inverse)

lemma integrable_on_cdivide_iff [simp]:
  fixes f :: "_ \<Rightarrow> 'b :: real_normed_field"
  assumes "c \<noteq> 0"
  shows "(\<lambda>x. f x / of_real c) integrable_on s \<longleftrightarrow> f integrable_on s"
by (simp add: divide_inverse assms of_real_inverse [symmetric] del: of_real_inverse)

lemma has_integral_null [intro]: "content(cbox a b) = 0 \<Longrightarrow> (f has_integral 0) (cbox a b)"
  unfolding has_integral_cbox
  using eventually_division_filter_tagged_division[of "cbox a b"]
  by (subst tendsto_cong[where g="\<lambda>_. 0"]) (auto elim: eventually_mono intro: sum_content_null)

lemma has_integral_null_real [intro]: "content {a .. b::real} = 0 \<Longrightarrow> (f has_integral 0) {a .. b}"
  by (metis box_real(2) has_integral_null)

lemma has_integral_null_eq[simp]: "content (cbox a b) = 0 \<Longrightarrow> (f has_integral i) (cbox a b) \<longleftrightarrow> i = 0"
  by (auto simp add: has_integral_null dest!: integral_unique)

lemma integral_null [simp]: "content (cbox a b) = 0 \<Longrightarrow> integral (cbox a b) f = 0"
  by (metis has_integral_null integral_unique)

lemma integrable_on_null [intro]: "content (cbox a b) = 0 \<Longrightarrow> f integrable_on (cbox a b)"
  by (simp add: has_integral_integrable)

lemma has_integral_empty[intro]: "(f has_integral 0) {}"
  by (simp add: has_integral_is_0)

lemma has_integral_empty_eq[simp]: "(f has_integral i) {} \<longleftrightarrow> i = 0"
  by (auto simp add: has_integral_empty has_integral_unique)

lemma integrable_on_empty[intro]: "f integrable_on {}"
  unfolding integrable_on_def by auto

lemma integral_empty[simp]: "integral {} f = 0"
  by (rule integral_unique) (rule has_integral_empty)

lemma has_integral_refl[intro]:
  fixes a :: "'a::euclidean_space"
  shows "(f has_integral 0) (cbox a a)"
    and "(f has_integral 0) {a}"
proof -
  have *: "{a} = cbox a a"
    apply (rule set_eqI)
    unfolding mem_box singleton_iff euclidean_eq_iff[where 'a='a]
    apply safe
    prefer 3
    apply (erule_tac x=b in ballE)
    apply (auto simp add: field_simps)
    done
  show "(f has_integral 0) (cbox a a)" "(f has_integral 0) {a}"
    unfolding *
    apply (rule_tac[!] has_integral_null)
    unfolding content_eq_0_interior
    unfolding interior_cbox
    using box_sing
    apply auto
    done
qed

lemma integrable_on_refl[intro]: "f integrable_on cbox a a"
  unfolding integrable_on_def by auto

lemma integral_refl [simp]: "integral (cbox a a) f = 0"
  by (rule integral_unique) auto

lemma integral_singleton [simp]: "integral {a} f = 0"
  by auto

lemma integral_blinfun_apply:
  assumes "f integrable_on s"
  shows "integral s (\<lambda>x. blinfun_apply h (f x)) = blinfun_apply h (integral s f)"
  by (subst integral_linear[symmetric, OF assms blinfun.bounded_linear_right]) (simp add: o_def)

lemma blinfun_apply_integral:
  assumes "f integrable_on s"
  shows "blinfun_apply (integral s f) x = integral s (\<lambda>y. blinfun_apply (f y) x)"
  by (metis (no_types, lifting) assms blinfun.prod_left.rep_eq integral_blinfun_apply integral_cong)

lemma has_integral_componentwise_iff:
  fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: euclidean_space"
  shows "(f has_integral y) A \<longleftrightarrow> (\<forall>b\<in>Basis. ((\<lambda>x. f x \<bullet> b) has_integral (y \<bullet> b)) A)"
proof safe
  fix b :: 'b assume "(f has_integral y) A"
  from has_integral_linear[OF this(1) bounded_linear_inner_left, of b]
    show "((\<lambda>x. f x \<bullet> b) has_integral (y \<bullet> b)) A" by (simp add: o_def)
next
  assume "(\<forall>b\<in>Basis. ((\<lambda>x. f x \<bullet> b) has_integral (y \<bullet> b)) A)"
  hence "\<forall>b\<in>Basis. (((\<lambda>x. x *\<^sub>R b) \<circ> (\<lambda>x. f x \<bullet> b)) has_integral ((y \<bullet> b) *\<^sub>R b)) A"
    by (intro ballI has_integral_linear) (simp_all add: bounded_linear_scaleR_left)
  hence "((\<lambda>x. \<Sum>b\<in>Basis. (f x \<bullet> b) *\<^sub>R b) has_integral (\<Sum>b\<in>Basis. (y \<bullet> b) *\<^sub>R b)) A"
    by (intro has_integral_sum) (simp_all add: o_def)
  thus "(f has_integral y) A" by (simp add: euclidean_representation)
qed

lemma has_integral_componentwise:
  fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: euclidean_space"
  shows "(\<And>b. b \<in> Basis \<Longrightarrow> ((\<lambda>x. f x \<bullet> b) has_integral (y \<bullet> b)) A) \<Longrightarrow> (f has_integral y) A"
  by (subst has_integral_componentwise_iff) blast

lemma integrable_componentwise_iff:
  fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: euclidean_space"
  shows "f integrable_on A \<longleftrightarrow> (\<forall>b\<in>Basis. (\<lambda>x. f x \<bullet> b) integrable_on A)"
proof
  assume "f integrable_on A"
  then obtain y where "(f has_integral y) A" by (auto simp: integrable_on_def)
  hence "(\<forall>b\<in>Basis. ((\<lambda>x. f x \<bullet> b) has_integral (y \<bullet> b)) A)"
    by (subst (asm) has_integral_componentwise_iff)
  thus "(\<forall>b\<in>Basis. (\<lambda>x. f x \<bullet> b) integrable_on A)" by (auto simp: integrable_on_def)
next
  assume "(\<forall>b\<in>Basis. (\<lambda>x. f x \<bullet> b) integrable_on A)"
  then obtain y where "\<forall>b\<in>Basis. ((\<lambda>x. f x \<bullet> b) has_integral y b) A"
    unfolding integrable_on_def by (subst (asm) bchoice_iff) blast
  hence "\<forall>b\<in>Basis. (((\<lambda>x. x *\<^sub>R b) \<circ> (\<lambda>x. f x \<bullet> b)) has_integral (y b *\<^sub>R b)) A"
    by (intro ballI has_integral_linear) (simp_all add: bounded_linear_scaleR_left)
  hence "((\<lambda>x. \<Sum>b\<in>Basis. (f x \<bullet> b) *\<^sub>R b) has_integral (\<Sum>b\<in>Basis. y b *\<^sub>R b)) A"
    by (intro has_integral_sum) (simp_all add: o_def)
  thus "f integrable_on A" by (auto simp: integrable_on_def o_def euclidean_representation)
qed

lemma integrable_componentwise:
  fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: euclidean_space"
  shows "(\<And>b. b \<in> Basis \<Longrightarrow> (\<lambda>x. f x \<bullet> b) integrable_on A) \<Longrightarrow> f integrable_on A"
  by (subst integrable_componentwise_iff) blast

lemma integral_componentwise:
  fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: euclidean_space"
  assumes "f integrable_on A"
  shows "integral A f = (\<Sum>b\<in>Basis. integral A (\<lambda>x. (f x \<bullet> b) *\<^sub>R b))"
proof -
  from assms have integrable: "\<forall>b\<in>Basis. (\<lambda>x. x *\<^sub>R b) \<circ> (\<lambda>x. (f x \<bullet> b)) integrable_on A"
    by (subst (asm) integrable_componentwise_iff, intro integrable_linear ballI)
       (simp_all add: bounded_linear_scaleR_left)
  have "integral A f = integral A (\<lambda>x. \<Sum>b\<in>Basis. (f x \<bullet> b) *\<^sub>R b)"
    by (simp add: euclidean_representation)
  also from integrable have "\<dots> = (\<Sum>a\<in>Basis. integral A (\<lambda>x. (f x \<bullet> a) *\<^sub>R a))"
    by (subst integral_sum) (simp_all add: o_def)
  finally show ?thesis .
qed

lemma integrable_component:
  "f integrable_on A \<Longrightarrow> (\<lambda>x. f x \<bullet> (y :: 'b :: euclidean_space)) integrable_on A"
  by (drule integrable_linear[OF _ bounded_linear_inner_left[of y]]) (simp add: o_def)



subsection \<open>Cauchy-type criterion for integrability.\<close>

(* XXXXXXX *)
lemma integrable_cauchy:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::{real_normed_vector,complete_space}"
  shows "f integrable_on cbox a b \<longleftrightarrow>
    (\<forall>e>0. \<exists>d. gauge d \<and>
      (\<forall>p1 p2. p1 tagged_division_of (cbox a b) \<and> d fine p1 \<and>
        p2 tagged_division_of (cbox a b) \<and> d fine p2 \<longrightarrow>
        norm ((\<Sum>(x,k)\<in>p1. content k *\<^sub>R f x) - (\<Sum>(x,k)\<in>p2. content k *\<^sub>R f x)) < e))"
  (is "?l = (\<forall>e>0. \<exists>d. ?P e d)")
proof
  assume ?l
  then guess y unfolding integrable_on_def has_integral .. note y=this
  show "\<forall>e>0. \<exists>d. ?P e d"
  proof (clarify, goal_cases)
    case (1 e)
    then have "e/2 > 0" by auto
    then guess d
      apply -
      apply (drule y[rule_format])
      apply (elim exE conjE)
      done
    note d=this[rule_format]
    show ?case
    proof (rule_tac x=d in exI, clarsimp simp: d)
      fix p1 p2
      assume as: "p1 tagged_division_of (cbox a b)" "d fine p1"
                 "p2 tagged_division_of (cbox a b)" "d fine p2"
      show "norm ((\<Sum>(x, k)\<in>p1. content k *\<^sub>R f x) - (\<Sum>(x, k)\<in>p2. content k *\<^sub>R f x)) < e"
        apply (rule dist_triangle_half_l[where y=y,unfolded dist_norm])
        using d(2)[OF conjI[OF as(1-2)]] d(2)[OF conjI[OF as(3-4)]] .
    qed
  qed
next
  assume "\<forall>e>0. \<exists>d. ?P e d"
  then have "\<forall>n::nat. \<exists>d. ?P (inverse(of_nat (n + 1))) d"
    by auto
  from choice[OF this] guess d .. note d=conjunctD2[OF this[rule_format],rule_format]
  have "\<And>n. gauge (\<lambda>x. \<Inter>{d i x |i. i \<in> {0..n}})"
    apply (rule gauge_inters)
    using d(1)
    apply auto
    done
  then have "\<forall>n. \<exists>p. p tagged_division_of (cbox a b) \<and> (\<lambda>x. \<Inter>{d i x |i. i \<in> {0..n}}) fine p"
    by (meson fine_division_exists)
  from choice[OF this] guess p .. note p = conjunctD2[OF this[rule_format]]
  have dp: "\<And>i n. i\<le>n \<Longrightarrow> d i fine p n"
    using p(2) unfolding fine_inters by auto
  have "Cauchy (\<lambda>n. sum (\<lambda>(x,k). content k *\<^sub>R (f x)) (p n))"
  proof (rule CauchyI, goal_cases)
    case (1 e)
    then guess N unfolding real_arch_inverse[of e] .. note N=this
    show ?case
      apply (rule_tac x=N in exI)
    proof clarify
      fix m n
      assume mn: "N \<le> m" "N \<le> n"
      have *: "N = (N - 1) + 1" using N by auto
      show "norm ((\<Sum>(x, k)\<in>p m. content k *\<^sub>R f x) - (\<Sum>(x, k)\<in>p n. content k *\<^sub>R f x)) < e"
        apply (rule less_trans[OF _ N[THEN conjunct2,THEN conjunct2]])
        apply(subst *)
        using dp p(1) mn d(2) by auto
    qed
  qed
  then guess y unfolding convergent_eq_Cauchy[symmetric] .. note y=this[THEN LIMSEQ_D]
  show ?l
    unfolding integrable_on_def has_integral
  proof (rule_tac x=y in exI, clarify)
    fix e :: real
    assume "e>0"
    then have *:"e/2 > 0" by auto
    then guess N1 unfolding real_arch_inverse[of "e/2"] .. note N1=this
    then have N1': "N1 = N1 - 1 + 1"
      by auto
    guess N2 using y[OF *] .. note N2=this
    have "gauge (d (N1 + N2))"
      using d by auto
    moreover
    {
      fix q
      assume as: "q tagged_division_of (cbox a b)" "d (N1 + N2) fine q"
      have *: "inverse (of_nat (N1 + N2 + 1)) < e / 2"
        apply (rule less_trans)
        using N1
        apply auto
        done
      have "norm ((\<Sum>(x, k)\<in>q. content k *\<^sub>R f x) - y) < e"
        apply (rule norm_triangle_half_r)
        apply (rule less_trans[OF _ *])
        apply (subst N1', rule d(2)[of "p (N1+N2)"])
        using N1' as(1) as(2) dp
        apply (simp add: \<open>\<forall>x. p x tagged_division_of cbox a b \<and> (\<lambda>xa. \<Inter>{d i xa |i. i \<in> {0..x}}) fine p x\<close>)
        using N2 le_add2 by blast
    }
    ultimately show "\<exists>d. gauge d \<and>
      (\<forall>p. p tagged_division_of (cbox a b) \<and> d fine p \<longrightarrow>
        norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - y) < e)"
      by (rule_tac x="d (N1 + N2)" in exI) auto
  qed
qed


subsection \<open>Additivity of integral on abutting intervals.\<close>

lemma tagged_division_split_left_inj_content:
  assumes d: "d tagged_division_of i"
    and "(x1, k1) \<in> d" "(x2, k2) \<in> d" "k1 \<noteq> k2" "k1 \<inter> {x. x\<bullet>k \<le> c} = k2 \<inter> {x. x\<bullet>k \<le> c}" "k \<in> Basis"
  shows "content (k1 \<inter> {x. x\<bullet>k \<le> c}) = 0"
proof -
  from tagged_division_ofD(4)[OF d \<open>(x1, k1) \<in> d\<close>] obtain a b where k1: "k1 = cbox a b"
    by auto
  show ?thesis
    unfolding k1 interval_split[OF \<open>k \<in> Basis\<close>]
    unfolding content_eq_0_interior
    unfolding interval_split[OF \<open>k \<in> Basis\<close>, symmetric] k1[symmetric]
    by (rule tagged_division_split_left_inj[OF assms])
qed

lemma tagged_division_split_right_inj_content:
  assumes d: "d tagged_division_of i"
    and "(x1, k1) \<in> d" "(x2, k2) \<in> d" "k1 \<noteq> k2" "k1 \<inter> {x. x\<bullet>k \<ge> c} = k2 \<inter> {x. x\<bullet>k \<ge> c}" "k \<in> Basis"
  shows "content (k1 \<inter> {x. x\<bullet>k \<ge> c}) = 0"
proof -
  from tagged_division_ofD(4)[OF d \<open>(x1, k1) \<in> d\<close>] obtain a b where k1: "k1 = cbox a b"
    by auto
  show ?thesis
    unfolding k1 interval_split[OF \<open>k \<in> Basis\<close>]
    unfolding content_eq_0_interior
    unfolding interval_split[OF \<open>k \<in> Basis\<close>, symmetric] k1[symmetric]
    by (rule tagged_division_split_right_inj[OF assms])
qed

lemma has_integral_split:
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
  assumes fi: "(f has_integral i) (cbox a b \<inter> {x. x\<bullet>k \<le> c})"
      and fj: "(f has_integral j) (cbox a b \<inter> {x. x\<bullet>k \<ge> c})"
      and k: "k \<in> Basis"
  shows "(f has_integral (i + j)) (cbox a b)"
proof (unfold has_integral, rule, rule, goal_cases)
  case (1 e)
  then have e: "e/2 > 0"
    by auto
    obtain d1
    where d1: "gauge d1"
      and d1norm:
        "\<And>p. \<lbrakk>p tagged_division_of cbox a b \<inter> {x. x \<bullet> k \<le> c};
               d1 fine p\<rbrakk> \<Longrightarrow> norm ((\<Sum>(x, k) \<in> p. content k *\<^sub>R f x) - i) < e / 2"
       apply (rule has_integralD[OF fi[unfolded interval_split[OF k]] e])
       apply (simp add: interval_split[symmetric] k)
       done
    obtain d2
    where d2: "gauge d2"
      and d2norm:
        "\<And>p. \<lbrakk>p tagged_division_of cbox a b \<inter> {x. c \<le> x \<bullet> k};
               d2 fine p\<rbrakk> \<Longrightarrow> norm ((\<Sum>(x, k) \<in> p. content k *\<^sub>R f x) - j) < e / 2"
       apply (rule has_integralD[OF fj[unfolded interval_split[OF k]] e])
       apply (simp add: interval_split[symmetric] k)
       done
  let ?d = "\<lambda>x. if x\<bullet>k = c then (d1 x \<inter> d2 x) else ball x \<bar>x\<bullet>k - c\<bar> \<inter> d1 x \<inter> d2 x"
  have "gauge ?d"
    using d1 d2 unfolding gauge_def by auto
  then show ?case
  proof (rule_tac x="?d" in exI, safe)
    fix p
    assume "p tagged_division_of (cbox a b)" "?d fine p"
    note p = this tagged_division_ofD[OF this(1)]
    have xk_le_c: "\<And>x kk. (x, kk) \<in> p \<Longrightarrow> kk \<inter> {x. x\<bullet>k \<le> c} \<noteq> {} \<Longrightarrow> x\<bullet>k \<le> c"
    proof -
      fix x kk
      assume as: "(x, kk) \<in> p" and kk: "kk \<inter> {x. x\<bullet>k \<le> c} \<noteq> {}"
      show "x\<bullet>k \<le> c"
      proof (rule ccontr)
        assume **: "\<not> ?thesis"
        from this[unfolded not_le]
        have "kk \<subseteq> ball x \<bar>x \<bullet> k - c\<bar>"
          using p(2)[unfolded fine_def, rule_format,OF as] by auto
        with kk obtain y where y: "y \<in> ball x \<bar>x \<bullet> k - c\<bar>" "y\<bullet>k \<le> c"
          by blast
        then have "\<bar>x \<bullet> k - y \<bullet> k\<bar> < \<bar>x \<bullet> k - c\<bar>"
          using Basis_le_norm[OF k, of "x - y"]
          by (auto simp add: dist_norm inner_diff_left intro: le_less_trans)
        with y show False
          using ** by (auto simp add: field_simps)
      qed
    qed
    have xk_ge_c: "\<And>x kk. (x, kk) \<in> p \<Longrightarrow> kk \<inter> {x. x\<bullet>k \<ge> c} \<noteq> {} \<Longrightarrow> x\<bullet>k \<ge> c"
    proof -
      fix x kk
      assume as: "(x, kk) \<in> p" and kk: "kk \<inter> {x. x\<bullet>k \<ge> c} \<noteq> {}"
      show "x\<bullet>k \<ge> c"
      proof (rule ccontr)
        assume **: "\<not> ?thesis"
        from this[unfolded not_le] have "kk \<subseteq> ball x \<bar>x \<bullet> k - c\<bar>"
          using p(2)[unfolded fine_def,rule_format,OF as,unfolded split_conv] by auto
        with kk obtain y where y: "y \<in> ball x \<bar>x \<bullet> k - c\<bar>" "y\<bullet>k \<ge> c"
          by blast
        then have "\<bar>x \<bullet> k - y \<bullet> k\<bar> < \<bar>x \<bullet> k - c\<bar>"
          using Basis_le_norm[OF k, of "x - y"]
          by (auto simp add: dist_norm inner_diff_left intro: le_less_trans)
        with y show False
          using ** by (auto simp add: field_simps)
      qed
    qed

    have lem1: "\<And>f P Q. (\<forall>x k. (x, k) \<in> {(x, f k) | x k. P x k} \<longrightarrow> Q x k) \<longleftrightarrow>
                         (\<forall>x k. P x k \<longrightarrow> Q x (f k))"
      by auto
    have fin_finite: "finite {(x,f k) | x k. (x,k) \<in> s \<and> P x k}"
      if "finite s" for s and f :: "'a set \<Rightarrow> 'a set" and P :: "'a \<Rightarrow> 'a set \<Rightarrow> bool"
    proof -
      from that have "finite ((\<lambda>(x, k). (x, f k)) ` s)"
        by auto
      then show ?thesis
        by (rule rev_finite_subset) auto
    qed
    { fix g :: "'a set \<Rightarrow> 'a set"
      fix i :: "'a \<times> 'a set"
      assume "i \<in> (\<lambda>(x, k). (x, g k)) ` p - {(x, g k) |x k. (x, k) \<in> p \<and> g k \<noteq> {}}"
      then obtain x k where xk:
              "i = (x, g k)"  "(x, k) \<in> p"
              "(x, g k) \<notin> {(x, g k) |x k. (x, k) \<in> p \<and> g k \<noteq> {}}"
          by auto
      have "content (g k) = 0"
        using xk using content_empty by auto
      then have "(\<lambda>(x, k). content k *\<^sub>R f x) i = 0"
        unfolding xk split_conv by auto
    } note [simp] = this
    have lem3: "\<And>g :: 'a set \<Rightarrow> 'a set. finite p \<Longrightarrow>
                  sum (\<lambda>(x, k). content k *\<^sub>R f x) {(x,g k) |x k. (x,k) \<in> p \<and> g k \<noteq> {}} =
                  sum (\<lambda>(x, k). content k *\<^sub>R f x) ((\<lambda>(x, k). (x, g k)) ` p)"
      by (rule sum.mono_neutral_left) auto
    let ?M1 = "{(x, kk \<inter> {x. x\<bullet>k \<le> c}) |x kk. (x, kk) \<in> p \<and> kk \<inter> {x. x\<bullet>k \<le> c} \<noteq> {}}"
    have d1_fine: "d1 fine ?M1"
      by (force intro: fineI dest: fineD[OF p(2)] simp add: split: if_split_asm)
    have "norm ((\<Sum>(x, k)\<in>?M1. content k *\<^sub>R f x) - i) < e/2"
    proof (rule d1norm [OF tagged_division_ofI d1_fine])
      show "finite ?M1"
        by (rule fin_finite p(3))+
      show "\<Union>{k. \<exists>x. (x, k) \<in> ?M1} = cbox a b \<inter> {x. x\<bullet>k \<le> c}"
        unfolding p(8)[symmetric] by auto
      fix x l
      assume xl: "(x, l) \<in> ?M1"
      then guess x' l' unfolding mem_Collect_eq unfolding prod.inject by (elim exE conjE) note xl'=this
      show "x \<in> l" "l \<subseteq> cbox a b \<inter> {x. x \<bullet> k \<le> c}"
        unfolding xl'
        using p(4-6)[OF xl'(3)] using xl'(4)
        using xk_le_c[OF xl'(3-4)] by auto
      show "\<exists>a b. l = cbox a b"
        unfolding xl'
        using p(6)[OF xl'(3)]
        by (fastforce simp add: interval_split[OF k,where c=c])
      fix y r
      let ?goal = "interior l \<inter> interior r = {}"
      assume yr: "(y, r) \<in> ?M1"
      then guess y' r' unfolding mem_Collect_eq unfolding prod.inject by (elim exE conjE) note yr'=this
      assume as: "(x, l) \<noteq> (y, r)"
      show "interior l \<inter> interior r = {}"
      proof (cases "l' = r' \<longrightarrow> x' = y'")
        case False
        then show ?thesis
          using p(7)[OF xl'(3) yr'(3)] using as unfolding xl' yr' by auto
      next
        case True
        then have "l' \<noteq> r'"
          using as unfolding xl' yr' by auto
        then show ?thesis
          using p(7)[OF xl'(3) yr'(3)] using as unfolding xl' yr' by auto
      qed
    qed
    moreover
    let ?M2 = "{(x,kk \<inter> {x. x\<bullet>k \<ge> c}) |x kk. (x,kk) \<in> p \<and> kk \<inter> {x. x\<bullet>k \<ge> c} \<noteq> {}}"
    have d2_fine: "d2 fine ?M2"
      by (force intro: fineI dest: fineD[OF p(2)] simp add: split: if_split_asm)
    have "norm ((\<Sum>(x, k)\<in>?M2. content k *\<^sub>R f x) - j) < e/2"
    proof (rule d2norm [OF tagged_division_ofI d2_fine])
      show "finite ?M2"
        by (rule fin_finite p(3))+
      show "\<Union>{k. \<exists>x. (x, k) \<in> ?M2} = cbox a b \<inter> {x. x\<bullet>k \<ge> c}"
        unfolding p(8)[symmetric] by auto
      fix x l
      assume xl: "(x, l) \<in> ?M2"
      then guess x' l' unfolding mem_Collect_eq unfolding prod.inject by (elim exE conjE) note xl'=this
      show "x \<in> l" "l \<subseteq> cbox a b \<inter> {x. x \<bullet> k \<ge> c}"
        unfolding xl'
        using p(4-6)[OF xl'(3)] xl'(4) xk_ge_c[OF xl'(3-4)]
        by auto
      show "\<exists>a b. l = cbox a b"
        unfolding xl'
        using p(6)[OF xl'(3)]
        by (fastforce simp add: interval_split[OF k, where c=c])
      fix y r
      let ?goal = "interior l \<inter> interior r = {}"
      assume yr: "(y, r) \<in> ?M2"
      then guess y' r' unfolding mem_Collect_eq unfolding prod.inject by (elim exE conjE) note yr'=this
      assume as: "(x, l) \<noteq> (y, r)"
      show "interior l \<inter> interior r = {}"
      proof (cases "l' = r' \<longrightarrow> x' = y'")
        case False
        then show ?thesis
          using p(7)[OF xl'(3) yr'(3)] using as unfolding xl' yr' by auto
      next
        case True
        then have "l' \<noteq> r'"
          using as unfolding xl' yr' by auto
        then show ?thesis
          using p(7)[OF xl'(3) yr'(3)] using as unfolding xl' yr' by auto
      qed
    qed
    ultimately
    have "norm (((\<Sum>(x, k)\<in>?M1. content k *\<^sub>R f x) - i) + ((\<Sum>(x, k)\<in>?M2. content k *\<^sub>R f x) - j)) < e/2 + e/2"
      using norm_add_less by blast
    also {
      have eq0: "\<And>x y. x = (0::real) \<Longrightarrow> x *\<^sub>R (y::'b) = 0"
        using scaleR_zero_left by auto
      have cont_eq: "\<And>g. (\<lambda>(x,l). content l *\<^sub>R f x) \<circ> (\<lambda>(x,l). (x,g l)) = (\<lambda>(x,l). content (g l) *\<^sub>R f x)"
        by auto
      have "((\<Sum>(x, k)\<in>?M1. content k *\<^sub>R f x) - i) + ((\<Sum>(x, k)\<in>?M2. content k *\<^sub>R f x) - j) =
        (\<Sum>(x, k)\<in>?M1. content k *\<^sub>R f x) + (\<Sum>(x, k)\<in>?M2. content k *\<^sub>R f x) - (i + j)"
        by auto
      also have "\<dots> = (\<Sum>(x, ka)\<in>p. content (ka \<inter> {x. x \<bullet> k \<le> c}) *\<^sub>R f x) +
        (\<Sum>(x, ka)\<in>p. content (ka \<inter> {x. c \<le> x \<bullet> k}) *\<^sub>R f x) - (i + j)"
        unfolding lem3[OF p(3)]
        by (subst (1 2) sum.reindex_nontrivial[OF p(3)])
           (auto intro!: k eq0 tagged_division_split_left_inj_content[OF p(1)] tagged_division_split_right_inj_content[OF p(1)]
                 simp: cont_eq)+
      also note sum.distrib[symmetric]
      also have "\<And>x. x \<in> p \<Longrightarrow>
                    (\<lambda>(x,ka). content (ka \<inter> {x. x \<bullet> k \<le> c}) *\<^sub>R f x) x +
                    (\<lambda>(x,ka). content (ka \<inter> {x. c \<le> x \<bullet> k}) *\<^sub>R f x) x =
                    (\<lambda>(x,ka). content ka *\<^sub>R f x) x"
      proof clarify
        fix a b
        assume "(a, b) \<in> p"
        from p(6)[OF this] guess u v by (elim exE) note uv=this
        then show "content (b \<inter> {x. x \<bullet> k \<le> c}) *\<^sub>R f a + content (b \<inter> {x. c \<le> x \<bullet> k}) *\<^sub>R f a =
          content b *\<^sub>R f a"
          unfolding scaleR_left_distrib[symmetric]
          unfolding uv content_split[OF k,of u v c]
          by auto
      qed
      note sum.cong [OF _ this]
      finally have "(\<Sum>(x, k)\<in>{(x, kk \<inter> {x. x \<bullet> k \<le> c}) |x kk. (x, kk) \<in> p \<and> kk \<inter> {x. x \<bullet> k \<le> c} \<noteq> {}}. content k *\<^sub>R f x) - i +
        ((\<Sum>(x, k)\<in>{(x, kk \<inter> {x. c \<le> x \<bullet> k}) |x kk. (x, kk) \<in> p \<and> kk \<inter> {x. c \<le> x \<bullet> k} \<noteq> {}}. content k *\<^sub>R f x) - j) =
        (\<Sum>(x, ka)\<in>p. content ka *\<^sub>R f x) - (i + j)"
        by auto
    }
    finally show "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - (i + j)) < e"
      by auto
  qed
qed


subsection \<open>A sort of converse, integrability on subintervals.\<close>

lemma has_integral_separate_sides:
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
  assumes "(f has_integral i) (cbox a b)"
    and "e > 0"
    and k: "k \<in> Basis"
  obtains d where "gauge d"
    "\<forall>p1 p2. p1 tagged_division_of (cbox a b \<inter> {x. x\<bullet>k \<le> c}) \<and> d fine p1 \<and>
        p2 tagged_division_of (cbox a b \<inter> {x. x\<bullet>k \<ge> c}) \<and> d fine p2 \<longrightarrow>
        norm ((sum (\<lambda>(x,k). content k *\<^sub>R f x) p1 + sum (\<lambda>(x,k). content k *\<^sub>R f x) p2) - i) < e"
proof -
  guess d using has_integralD[OF assms(1-2)] . note d=this
  { fix p1 p2
    assume "p1 tagged_division_of (cbox a b) \<inter> {x. x \<bullet> k \<le> c}" "d fine p1"
    note p1=tagged_division_ofD[OF this(1)] this
    assume "p2 tagged_division_of (cbox a b) \<inter> {x. c \<le> x \<bullet> k}" "d fine p2"
    note p2=tagged_division_ofD[OF this(1)] this
    note tagged_division_union_interval[OF p1(7) p2(7)] note p12 = tagged_division_ofD[OF this] this
    { fix a b
      assume ab: "(a, b) \<in> p1 \<inter> p2"
      have "(a, b) \<in> p1"
        using ab by auto
      with p1 obtain u v where uv: "b = cbox u v" by auto
      have "b \<subseteq> {x. x\<bullet>k = c}"
        using ab p1(3)[of a b] p2(3)[of a b] by fastforce
      moreover
      have "interior {x::'a. x \<bullet> k = c} = {}"
      proof (rule ccontr)
        assume "\<not> ?thesis"
        then obtain x where x: "x \<in> interior {x::'a. x\<bullet>k = c}"
          by auto
        then guess e unfolding mem_interior .. note e=this
        have x: "x\<bullet>k = c"
          using x interior_subset by fastforce
        have *: "\<And>i. i \<in> Basis \<Longrightarrow> \<bar>(x - (x + (e / 2) *\<^sub>R k)) \<bullet> i\<bar> = (if i = k then e/2 else 0)"
          using e k by (auto simp: inner_simps inner_not_same_Basis)
        have "(\<Sum>i\<in>Basis. \<bar>(x - (x + (e / 2 ) *\<^sub>R k)) \<bullet> i\<bar>) =
              (\<Sum>i\<in>Basis. (if i = k then e / 2 else 0))"
          using "*" by (blast intro: sum.cong)
        also have "\<dots> < e"
          apply (subst sum.delta)
          using e
          apply auto
          done
        finally have "x + (e/2) *\<^sub>R k \<in> ball x e"
          unfolding mem_ball dist_norm by(rule le_less_trans[OF norm_le_l1])
        then have "x + (e/2) *\<^sub>R k \<in> {x. x\<bullet>k = c}"
          using e by auto
        then show False
          unfolding mem_Collect_eq using e x k by (auto simp: inner_simps)
      qed
      ultimately have "content b = 0"
        unfolding uv content_eq_0_interior
        using interior_mono by blast
      then have "content b *\<^sub>R f a = 0"
        by auto
    }
    then have "norm ((\<Sum>(x, k)\<in>p1. content k *\<^sub>R f x) + (\<Sum>(x, k)\<in>p2. content k *\<^sub>R f x) - i) =
               norm ((\<Sum>(x, k)\<in>p1 \<union> p2. content k *\<^sub>R f x) - i)"
      by (subst sum.union_inter_neutral) (auto simp: p1 p2)
    also have "\<dots> < e"
      by (rule k d(2) p12 fine_union p1 p2)+
    finally have "norm ((\<Sum>(x, k)\<in>p1. content k *\<^sub>R f x) + (\<Sum>(x, k)\<in>p2. content k *\<^sub>R f x) - i) < e" .
   }
  then show ?thesis
    by (auto intro: that[of d] d elim: )
qed

lemma integrable_split[intro]:
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::{real_normed_vector,complete_space}"
  assumes "f integrable_on cbox a b"
    and k: "k \<in> Basis"
  shows "f integrable_on (cbox a b \<inter> {x. x\<bullet>k \<le> c})" (is ?t1)
    and "f integrable_on (cbox a b \<inter> {x. x\<bullet>k \<ge> c})" (is ?t2)
proof -
  guess y using assms(1) unfolding integrable_on_def .. note y=this
  define b' where "b' = (\<Sum>i\<in>Basis. (if i = k then min (b\<bullet>k) c else b\<bullet>i)*\<^sub>R i)"
  define a' where "a' = (\<Sum>i\<in>Basis. (if i = k then max (a\<bullet>k) c else a\<bullet>i)*\<^sub>R i)"
  show ?t1 ?t2
    unfolding interval_split[OF k] integrable_cauchy
    unfolding interval_split[symmetric,OF k]
  proof (rule_tac[!] allI impI)+
    fix e :: real
    assume "e > 0"
    then have "e/2>0"
      by auto
    from has_integral_separate_sides[OF y this k,of c] guess d . note d=this[rule_format]
    let ?P = "\<lambda>A. \<exists>d. gauge d \<and> (\<forall>p1 p2. p1 tagged_division_of (cbox a b) \<inter> A \<and> d fine p1 \<and>
      p2 tagged_division_of (cbox a b) \<inter> A \<and> d fine p2 \<longrightarrow>
      norm ((\<Sum>(x, k)\<in>p1. content k *\<^sub>R f x) - (\<Sum>(x, k)\<in>p2. content k *\<^sub>R f x)) < e)"
    show "?P {x. x \<bullet> k \<le> c}"
    proof (rule_tac x=d in exI, clarsimp simp add: d)
      fix p1 p2
      assume as: "p1 tagged_division_of (cbox a b) \<inter> {x. x \<bullet> k \<le> c}" "d fine p1"
                 "p2 tagged_division_of (cbox a b) \<inter> {x. x \<bullet> k \<le> c}" "d fine p2"
      show "norm ((\<Sum>(x, k)\<in>p1. content k *\<^sub>R f x) - (\<Sum>(x, k)\<in>p2. content k *\<^sub>R f x)) < e"
      proof (rule fine_division_exists[OF d(1), of a' b] )
        fix p
        assume "p tagged_division_of cbox a' b" "d fine p"
        then show ?thesis
          using as norm_triangle_half_l[OF d(2)[of p1 p] d(2)[of p2 p]]
          unfolding interval_split[OF k] b'_def[symmetric] a'_def[symmetric]
          by (auto simp add: algebra_simps)
      qed
    qed
    show "?P {x. x \<bullet> k \<ge> c}"
    proof (rule_tac x=d in exI, clarsimp simp add: d)
      fix p1 p2
      assume as: "p1 tagged_division_of (cbox a b) \<inter> {x. x \<bullet> k \<ge> c}" "d fine p1"
                 "p2 tagged_division_of (cbox a b) \<inter> {x. x \<bullet> k \<ge> c}" "d fine p2"
      show "norm ((\<Sum>(x, k)\<in>p1. content k *\<^sub>R f x) - (\<Sum>(x, k)\<in>p2. content k *\<^sub>R f x)) < e"
      proof (rule fine_division_exists[OF d(1), of a b'] )
        fix p
        assume "p tagged_division_of cbox a b'" "d fine p"
        then show ?thesis
          using as norm_triangle_half_l[OF d(2)[of p p1] d(2)[of p p2]]
          unfolding interval_split[OF k] b'_def[symmetric] a'_def[symmetric]
          by (auto simp add: algebra_simps)
      qed
    qed
  qed
qed

lemma operative_integral:
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
  shows "comm_monoid.operative (lift_option op +) (Some 0)
    (\<lambda>i. if f integrable_on i then Some (integral i f) else None)"
proof -
  interpret comm_monoid "lift_option plus" "Some (0::'b)"
    by (rule comm_monoid_lift_option)
      (rule add.comm_monoid_axioms)
  show ?thesis
  proof (unfold operative_def, safe)
    fix a b c
    fix k :: 'a
    assume k: "k \<in> Basis"
    show "(if f integrable_on cbox a b then Some (integral (cbox a b) f) else None) =
          lift_option op + (if f integrable_on cbox a b \<inter> {x. x \<bullet> k \<le> c} then Some (integral (cbox a b \<inter> {x. x \<bullet> k \<le> c}) f) else None)
          (if f integrable_on cbox a b \<inter> {x. c \<le> x \<bullet> k} then Some (integral (cbox a b \<inter> {x. c \<le> x \<bullet> k}) f) else None)"
    proof (cases "f integrable_on cbox a b")
      case True
      with k show ?thesis
        apply (simp add: integrable_split)
        apply (rule integral_unique [OF has_integral_split[OF _ _ k]])
        apply (auto intro: integrable_integral)
        done
    next
    case False
      have "\<not> (f integrable_on cbox a b \<inter> {x. x \<bullet> k \<le> c}) \<or> \<not> ( f integrable_on cbox a b \<inter> {x. c \<le> x \<bullet> k})"
      proof (rule ccontr)
        assume "\<not> ?thesis"
        then have "f integrable_on cbox a b"
          unfolding integrable_on_def
          apply (rule_tac x="integral (cbox a b \<inter> {x. x \<bullet> k \<le> c}) f + integral (cbox a b \<inter> {x. x \<bullet> k \<ge> c}) f" in exI)
          apply (rule has_integral_split[OF _ _ k])
          apply (auto intro: integrable_integral)
          done
        then show False
          using False by auto
      qed
      then show ?thesis
        using False by auto
    qed
  next
    fix a b :: 'a
    assume "box a b = {}"
    then show "(if f integrable_on cbox a b then Some (integral (cbox a b) f) else None) = Some 0"
      using has_integral_null_eq
      by (auto simp: integrable_on_null content_eq_0_interior)
  qed
qed

subsection \<open>Bounds on the norm of Riemann sums and the integral itself.\<close>

lemma dsum_bound:
  assumes "p division_of (cbox a b)"
    and "norm c \<le> e"
  shows "norm (sum (\<lambda>l. content l *\<^sub>R c) p) \<le> e * content(cbox a b)"
proof -
  have sumeq: "(\<Sum>i\<in>p. \<bar>content i\<bar>) = sum content p"
    apply (rule sum.cong)
    using assms
    apply simp
    apply (metis abs_of_nonneg assms(1) content_pos_le division_ofD(4))
    done
  have e: "0 \<le> e"
    using assms(2) norm_ge_zero order_trans by blast
  have "norm (sum (\<lambda>l. content l *\<^sub>R c) p) \<le> (\<Sum>i\<in>p. norm (content i *\<^sub>R c))"
    using norm_sum by blast
  also have "...  \<le> e * (\<Sum>i\<in>p. \<bar>content i\<bar>)"
    by (simp add: sum_distrib_left[symmetric] mult.commute assms(2) mult_right_mono sum_nonneg)
  also have "... \<le> e * content (cbox a b)"
    apply (rule mult_left_mono [OF _ e])
    apply (simp add: sumeq)
    using additive_content_division assms(1) eq_iff apply blast
    done
  finally show ?thesis .
qed

lemma rsum_bound:
  assumes p: "p tagged_division_of (cbox a b)"
      and "\<forall>x\<in>cbox a b. norm (f x) \<le> e"
    shows "norm (sum (\<lambda>(x,k). content k *\<^sub>R f x) p) \<le> e * content (cbox a b)"
proof (cases "cbox a b = {}")
  case True show ?thesis
    using p unfolding True tagged_division_of_trivial by auto
next
  case False
  then have e: "e \<ge> 0"
    by (meson ex_in_conv assms(2) norm_ge_zero order_trans)
  have sum_le: "sum (content \<circ> snd) p \<le> content (cbox a b)"
    unfolding additive_content_tagged_division[OF p, symmetric] split_def
    by (auto intro: eq_refl)
  have con: "\<And>xk. xk \<in> p \<Longrightarrow> 0 \<le> content (snd xk)"
    using tagged_division_ofD(4) [OF p] content_pos_le
    by force
  have norm: "\<And>xk. xk \<in> p \<Longrightarrow> norm (f (fst xk)) \<le> e"
    unfolding fst_conv using tagged_division_ofD(2,3)[OF p] assms
    by (metis prod.collapse subset_eq)
  have "norm (sum (\<lambda>(x,k). content k *\<^sub>R f x) p) \<le> (\<Sum>i\<in>p. norm (case i of (x, k) \<Rightarrow> content k *\<^sub>R f x))"
    by (rule norm_sum)
  also have "...  \<le> e * content (cbox a b)"
    unfolding split_def norm_scaleR
    apply (rule order_trans[OF sum_mono])
    apply (rule mult_left_mono[OF _ abs_ge_zero, of _ e])
    apply (metis norm)
    unfolding sum_distrib_right[symmetric]
    using con sum_le
    apply (auto simp: mult.commute intro: mult_left_mono [OF _ e])
    done
  finally show ?thesis .
qed

lemma rsum_diff_bound:
  assumes "p tagged_division_of (cbox a b)"
    and "\<forall>x\<in>cbox a b. norm (f x - g x) \<le> e"
  shows "norm (sum (\<lambda>(x,k). content k *\<^sub>R f x) p - sum (\<lambda>(x,k). content k *\<^sub>R g x) p) \<le>
         e * content (cbox a b)"
  apply (rule order_trans[OF _ rsum_bound[OF assms]])
  apply (simp add: split_def scaleR_diff_right sum_subtractf eq_refl)
  done

lemma has_integral_bound:
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
  assumes "0 \<le> B"
      and *: "(f has_integral i) (cbox a b)"
      and "\<forall>x\<in>cbox a b. norm (f x) \<le> B"
    shows "norm i \<le> B * content (cbox a b)"
proof (rule ccontr)
  assume "\<not> ?thesis"
  then have *: "norm i - B * content (cbox a b) > 0"
    by auto
  from assms(2)[unfolded has_integral,rule_format,OF *]
  guess d by (elim exE conjE) note d=this[rule_format]
  from fine_division_exists[OF this(1), of a b] guess p . note p=this
  have *: "\<And>s B. norm s \<le> B \<Longrightarrow> \<not> norm (s - i) < norm i - B"
    unfolding not_less
    by (metis norm_triangle_sub[of i] add.commute le_less_trans less_diff_eq linorder_not_le norm_minus_commute)
  show False
    using d(2)[OF conjI[OF p]] *[OF rsum_bound[OF p(1) assms(3)]] by auto
qed

corollary has_integral_bound_real:
  fixes f :: "real \<Rightarrow> 'b::real_normed_vector"
  assumes "0 \<le> B"
      and "(f has_integral i) {a .. b}"
      and "\<forall>x\<in>{a .. b}. norm (f x) \<le> B"
    shows "norm i \<le> B * content {a .. b}"
  by (metis assms box_real(2) has_integral_bound)

corollary integrable_bound:
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
  assumes "0 \<le> B"
      and "f integrable_on (cbox a b)"
      and "\<And>x. x\<in>cbox a b \<Longrightarrow> norm (f x) \<le> B"
    shows "norm (integral (cbox a b) f) \<le> B * content (cbox a b)"
by (metis integrable_integral has_integral_bound assms)


subsection \<open>Similar theorems about relationship among components.\<close>

lemma rsum_component_le:
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
  assumes "p tagged_division_of (cbox a b)"
      and "\<forall>x\<in>cbox a b. (f x)\<bullet>i \<le> (g x)\<bullet>i"
    shows "(sum (\<lambda>(x,k). content k *\<^sub>R f x) p)\<bullet>i \<le> (sum (\<lambda>(x,k). content k *\<^sub>R g x) p)\<bullet>i"
unfolding inner_sum_left
proof (rule sum_mono, clarify)
  fix a b
  assume ab: "(a, b) \<in> p"
  note tagged = tagged_division_ofD(2-4)[OF assms(1) ab]
  from this(3) guess u v by (elim exE) note b=this
  show "(content b *\<^sub>R f a) \<bullet> i \<le> (content b *\<^sub>R g a) \<bullet> i"
    unfolding b inner_simps real_scaleR_def
    apply (rule mult_left_mono)
    using assms(2) tagged
    by (auto simp add: content_pos_le)
qed

lemma has_integral_component_le:
  fixes f g :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
  assumes k: "k \<in> Basis"
  assumes "(f has_integral i) s" "(g has_integral j) s"
    and "\<forall>x\<in>s. (f x)\<bullet>k \<le> (g x)\<bullet>k"
  shows "i\<bullet>k \<le> j\<bullet>k"
proof -
  have lem: "i\<bullet>k \<le> j\<bullet>k"
    if f_i: "(f has_integral i) (cbox a b)"
    and g_j: "(g has_integral j) (cbox a b)"
    and le: "\<forall>x\<in>cbox a b. (f x)\<bullet>k \<le> (g x)\<bullet>k"
    for a b i and j :: 'b and f g :: "'a \<Rightarrow> 'b"
  proof (rule ccontr)
    assume "\<not> ?thesis"
    then have *: "0 < (i\<bullet>k - j\<bullet>k) / 3"
      by auto
    guess d1 using f_i[unfolded has_integral,rule_format,OF *] by (elim exE conjE) note d1=this[rule_format]
    guess d2 using g_j[unfolded has_integral,rule_format,OF *] by (elim exE conjE) note d2=this[rule_format]
    obtain p where p: "p tagged_division_of cbox a b" "d1 fine p" "d2 fine p"
       using fine_division_exists[OF gauge_inter[OF d1(1) d2(1)], of a b] unfolding fine_inter
       by metis
    note le_less_trans[OF Basis_le_norm[OF k]]
    then have "\<bar>((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - i) \<bullet> k\<bar> < (i \<bullet> k - j \<bullet> k) / 3"
              "\<bar>((\<Sum>(x, k)\<in>p. content k *\<^sub>R g x) - j) \<bullet> k\<bar> < (i \<bullet> k - j \<bullet> k) / 3"
      using  k norm_bound_Basis_lt d1 d2 p
      by blast+
    then show False
      unfolding inner_simps
      using rsum_component_le[OF p(1) le]
      by (simp add: abs_real_def split: if_split_asm)
  qed
  show ?thesis
  proof (cases "\<exists>a b. s = cbox a b")
    case True
    with lem assms show ?thesis
      by auto
  next
    case False
    show ?thesis
    proof (rule ccontr)
      assume "\<not> i\<bullet>k \<le> j\<bullet>k"
      then have ij: "(i\<bullet>k - j\<bullet>k) / 3 > 0"
        by auto
      note has_integral_altD[OF _ False this]
      from this[OF assms(2)] this[OF assms(3)] guess B1 B2 . note B=this[rule_format]
      have "bounded (ball 0 B1 \<union> ball (0::'a) B2)"
        unfolding bounded_Un by(rule conjI bounded_ball)+
      from bounded_subset_cbox[OF this] guess a b by (elim exE)
      note ab = conjunctD2[OF this[unfolded Un_subset_iff]]
      guess w1 using B(2)[OF ab(1)] .. note w1=conjunctD2[OF this]
      guess w2 using B(4)[OF ab(2)] .. note w2=conjunctD2[OF this]
      have *: "\<And>w1 w2 j i::real .\<bar>w1 - i\<bar> < (i - j) / 3 \<Longrightarrow> \<bar>w2 - j\<bar> < (i - j) / 3 \<Longrightarrow> w1 \<le> w2 \<Longrightarrow> False"
        by (simp add: abs_real_def split: if_split_asm)
      note le_less_trans[OF Basis_le_norm[OF k]]
      note this[OF w1(2)] this[OF w2(2)]
      moreover
      have "w1\<bullet>k \<le> w2\<bullet>k"
        by (rule lem[OF w1(1) w2(1)]) (simp add: assms(4))
      ultimately show False
        unfolding inner_simps by(rule *)
    qed
  qed
qed

lemma integral_component_le:
  fixes g f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
  assumes "k \<in> Basis"
    and "f integrable_on s" "g integrable_on s"
    and "\<forall>x\<in>s. (f x)\<bullet>k \<le> (g x)\<bullet>k"
  shows "(integral s f)\<bullet>k \<le> (integral s g)\<bullet>k"
  apply (rule has_integral_component_le)
  using integrable_integral assms
  apply auto
  done

lemma has_integral_component_nonneg:
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
  assumes "k \<in> Basis"
    and "(f has_integral i) s"
    and "\<forall>x\<in>s. 0 \<le> (f x)\<bullet>k"
  shows "0 \<le> i\<bullet>k"
  using has_integral_component_le[OF assms(1) has_integral_0 assms(2)]
  using assms(3-)
  by auto

lemma integral_component_nonneg:
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
  assumes "k \<in> Basis"
    and  "\<forall>x\<in>s. 0 \<le> (f x)\<bullet>k"
  shows "0 \<le> (integral s f)\<bullet>k"
proof (cases "f integrable_on s")
  case True show ?thesis
    apply (rule has_integral_component_nonneg)
    using assms True
    apply auto
    done
next
  case False then show ?thesis by (simp add: not_integrable_integral)
qed

lemma has_integral_component_neg:
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
  assumes "k \<in> Basis"
    and "(f has_integral i) s"
    and "\<forall>x\<in>s. (f x)\<bullet>k \<le> 0"
  shows "i\<bullet>k \<le> 0"
  using has_integral_component_le[OF assms(1,2) has_integral_0] assms(2-)
  by auto

lemma has_integral_component_lbound:
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
  assumes "(f has_integral i) (cbox a b)"
    and "\<forall>x\<in>cbox a b. B \<le> f(x)\<bullet>k"
    and "k \<in> Basis"
  shows "B * content (cbox a b) \<le> i\<bullet>k"
  using has_integral_component_le[OF assms(3) has_integral_const assms(1),of "(\<Sum>i\<in>Basis. B *\<^sub>R i)::'b"] assms(2-)
  by (auto simp add: field_simps)

lemma has_integral_component_ubound:
  fixes f::"'a::euclidean_space => 'b::euclidean_space"
  assumes "(f has_integral i) (cbox a b)"
    and "\<forall>x\<in>cbox a b. f x\<bullet>k \<le> B"
    and "k \<in> Basis"
  shows "i\<bullet>k \<le> B * content (cbox a b)"
  using has_integral_component_le[OF assms(3,1) has_integral_const, of "\<Sum>i\<in>Basis. B *\<^sub>R i"] assms(2-)
  by (auto simp add: field_simps)

lemma integral_component_lbound:
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
  assumes "f integrable_on cbox a b"
    and "\<forall>x\<in>cbox a b. B \<le> f(x)\<bullet>k"
    and "k \<in> Basis"
  shows "B * content (cbox a b) \<le> (integral(cbox a b) f)\<bullet>k"
  apply (rule has_integral_component_lbound)
  using assms
  unfolding has_integral_integral
  apply auto
  done

lemma integral_component_lbound_real:
  assumes "f integrable_on {a ::real .. b}"
    and "\<forall>x\<in>{a .. b}. B \<le> f(x)\<bullet>k"
    and "k \<in> Basis"
  shows "B * content {a .. b} \<le> (integral {a .. b} f)\<bullet>k"
  using assms
  by (metis box_real(2) integral_component_lbound)

lemma integral_component_ubound:
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
  assumes "f integrable_on cbox a b"
    and "\<forall>x\<in>cbox a b. f x\<bullet>k \<le> B"
    and "k \<in> Basis"
  shows "(integral (cbox a b) f)\<bullet>k \<le> B * content (cbox a b)"
  apply (rule has_integral_component_ubound)
  using assms
  unfolding has_integral_integral
  apply auto
  done

lemma integral_component_ubound_real:
  fixes f :: "real \<Rightarrow> 'a::euclidean_space"
  assumes "f integrable_on {a .. b}"
    and "\<forall>x\<in>{a .. b}. f x\<bullet>k \<le> B"
    and "k \<in> Basis"
  shows "(integral {a .. b} f)\<bullet>k \<le> B * content {a .. b}"
  using assms
  by (metis box_real(2) integral_component_ubound)

subsection \<open>Uniform limit of integrable functions is integrable.\<close>

lemma real_arch_invD:
  "0 < (e::real) \<Longrightarrow> (\<exists>n::nat. n \<noteq> 0 \<and> 0 < inverse (real n) \<and> inverse (real n) < e)"
  by (subst(asm) real_arch_inverse)

lemma integrable_uniform_limit:
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
  assumes "\<forall>e>0. \<exists>g. (\<forall>x\<in>cbox a b. norm (f x - g x) \<le> e) \<and> g integrable_on cbox a b"
  shows "f integrable_on cbox a b"
proof (cases "content (cbox a b) > 0")
  case False then show ?thesis
      using has_integral_null
      by (simp add: content_lt_nz integrable_on_def)
next
  case True
  have *: "\<And>P. \<forall>e>(0::real). P e \<Longrightarrow> \<forall>n::nat. P (inverse (real n + 1))"
    by auto
  from choice[OF *[OF assms]] guess g .. note g=conjunctD2[OF this[rule_format],rule_format]
  from choice[OF allI[OF g(2)[unfolded integrable_on_def], of "\<lambda>x. x"]]
  obtain i where i: "\<And>x. (g x has_integral i x) (cbox a b)"
      by auto
  have "Cauchy i"
    unfolding Cauchy_def
  proof clarify
    fix e :: real
    assume "e>0"
    then have "e / 4 / content (cbox a b) > 0"
      using True by (auto simp add: field_simps)
    then obtain M :: nat
         where M: "M \<noteq> 0" "0 < inverse (real_of_nat M)" "inverse (of_nat M) < e / 4 / content (cbox a b)"
      by (subst (asm) real_arch_inverse) auto
    show "\<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. dist (i m) (i n) < e"
    proof (rule exI [where x=M], clarify)
      fix m n
      assume m: "M \<le> m" and n: "M \<le> n"
      have "e/4>0" using \<open>e>0\<close> by auto
      note * = i[unfolded has_integral,rule_format,OF this]
      from *[of m] guess gm by (elim conjE exE) note gm=this[rule_format]
      from *[of n] guess gn by (elim conjE exE) note gn=this[rule_format]
      from fine_division_exists[OF gauge_inter[OF gm(1) gn(1)], of a b]
      obtain p where p: "p tagged_division_of cbox a b" "(\<lambda>x. gm x \<inter> gn x) fine p"
        by auto
      { fix s1 s2 i1 and i2::'b
        assume no: "norm(s2 - s1) \<le> e/2" "norm (s1 - i1) < e/4" "norm (s2 - i2) < e/4"
        have "norm (i1 - i2) \<le> norm (i1 - s1) + norm (s1 - s2) + norm (s2 - i2)"
          using norm_triangle_ineq[of "i1 - s1" "s1 - i2"]
          using norm_triangle_ineq[of "s1 - s2" "s2 - i2"]
          by (auto simp add: algebra_simps)
        also have "\<dots> < e"
          using no
          unfolding norm_minus_commute
          by (auto simp add: algebra_simps)
        finally have "norm (i1 - i2) < e" .
      } note triangle3 = this
      have finep: "gm fine p" "gn fine p"
        using fine_inter p  by auto
      { fix x
        assume x: "x \<in> cbox a b"
        have "norm (f x - g n x) + norm (f x - g m x) \<le> inverse (real n + 1) + inverse (real m + 1)"
          using g(1)[OF x, of n] g(1)[OF x, of m] by auto
        also have "\<dots> \<le> inverse (real M) + inverse (real M)"
          apply (rule add_mono)
          using M(2) m n by auto
        also have "\<dots> = 2 / real M"
          unfolding divide_inverse by auto
        finally have "norm (g n x - g m x) \<le> 2 / real M"
          using norm_triangle_le[of "g n x - f x" "f x - g m x" "2 / real M"]
          by (auto simp add: algebra_simps simp add: norm_minus_commute)
      } note norm_le = this
      have le_e2: "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R g n x) - (\<Sum>(x, k)\<in>p. content k *\<^sub>R g m x)) \<le> e / 2"
        apply (rule order_trans [OF rsum_diff_bound[OF p(1), where e="2 / real M"]])
        apply (blast intro: norm_le)
        using M True
        by (auto simp add: field_simps)
      then show "dist (i m) (i n) < e"
        unfolding dist_norm
        using gm gn p finep
        by (auto intro!: triangle3)
    qed
  qed
  then obtain s where s: "i \<longlonglongrightarrow> s"
    using convergent_eq_Cauchy[symmetric] by blast
  show ?thesis
    unfolding integrable_on_def has_integral
  proof (rule_tac x=s in exI, clarify)
    fix e::real
    assume e: "0 < e"
    then have *: "e/3 > 0" by auto
    then obtain N1 where N1: "\<forall>n\<ge>N1. norm (i n - s) < e / 3"
      using LIMSEQ_D [OF s] by metis
    from e True have "e / 3 / content (cbox a b) > 0"
      by (auto simp add: field_simps)
    from real_arch_invD[OF this] guess N2 by (elim exE conjE) note N2=this
    from i[of "N1 + N2",unfolded has_integral,rule_format,OF *] guess g' .. note g'=conjunctD2[OF this,rule_format]
    { fix sf sg i
      assume no: "norm (sf - sg) \<le> e / 3"
                 "norm(i - s) < e / 3"
                 "norm (sg - i) < e / 3"
      have "norm (sf - s) \<le> norm (sf - sg) + norm (sg - i) + norm (i - s)"
        using norm_triangle_ineq[of "sf - sg" "sg - s"]
        using norm_triangle_ineq[of "sg -  i" " i - s"]
        by (auto simp add: algebra_simps)
      also have "\<dots> < e"
        using no
        unfolding norm_minus_commute
        by (auto simp add: algebra_simps)
      finally have "norm (sf - s) < e" .
    } note lem = this
    { fix p
      assume p: "p tagged_division_of (cbox a b) \<and> g' fine p"
      then have norm_less: "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R g (N1 + N2) x) - i (N1 + N2)) < e / 3"
        using g' by blast
      have "content (cbox a b) < e / 3 * (of_nat N2)"
        using N2 unfolding inverse_eq_divide using True by (auto simp add: field_simps)
      moreover have "e / 3 * of_nat N2 \<le> e / 3 * (of_nat (N1 + N2) + 1)"
        using \<open>e>0\<close> by auto
      ultimately have "content (cbox a b) < e / 3 * (of_nat (N1 + N2) + 1)"
        by linarith
      then have le_e3: "inverse (real (N1 + N2) + 1) * content (cbox a b) \<le> e / 3"
        unfolding inverse_eq_divide
        by (auto simp add: field_simps)
      have ne3: "norm (i (N1 + N2) - s) < e / 3"
        using N1 by auto
      have "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - s) < e"
        apply (rule lem[OF order_trans [OF _ le_e3] ne3 norm_less])
        apply (rule rsum_diff_bound[OF p[THEN conjunct1]])
        apply (blast intro: g)
        done }
    then show "\<exists>d. gauge d \<and>
             (\<forall>p. p tagged_division_of cbox a b \<and> d fine p \<longrightarrow> norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - s) < e)"
      by (blast intro: g')
  qed
qed

lemmas integrable_uniform_limit_real = integrable_uniform_limit [where 'a=real, simplified]


subsection \<open>Negligible sets.\<close>

definition "negligible (s:: 'a::euclidean_space set) \<longleftrightarrow>
  (\<forall>a b. ((indicator s :: 'a\<Rightarrow>real) has_integral 0) (cbox a b))"


subsection \<open>Negligibility of hyperplane.\<close>

lemma content_doublesplit:
  fixes a :: "'a::euclidean_space"
  assumes "0 < e"
    and k: "k \<in> Basis"
  obtains d where "0 < d" and "content (cbox a b \<inter> {x. \<bar>x\<bullet>k - c\<bar> \<le> d}) < e"
proof cases
  assume *: "a \<bullet> k \<le> c \<and> c \<le> b \<bullet> k \<and> (\<forall>j\<in>Basis. a \<bullet> j \<le> b \<bullet> j)"
  define a' where "a' d = (\<Sum>j\<in>Basis. (if j = k then max (a\<bullet>j) (c - d) else a\<bullet>j) *\<^sub>R j)" for d
  define b' where "b' d = (\<Sum>j\<in>Basis. (if j = k then min (b\<bullet>j) (c + d) else b\<bullet>j) *\<^sub>R j)" for d

  have "((\<lambda>d. \<Prod>j\<in>Basis. (b' d - a' d) \<bullet> j) \<longlongrightarrow> (\<Prod>j\<in>Basis. (b' 0 - a' 0) \<bullet> j)) (at_right 0)"
    by (auto simp: b'_def a'_def intro!: tendsto_min tendsto_max tendsto_eq_intros)
  also have "(\<Prod>j\<in>Basis. (b' 0 - a' 0) \<bullet> j) = 0"
    using k *
    by (intro prod_zero bexI[OF _ k])
       (auto simp: b'_def a'_def inner_diff inner_sum_left inner_not_same_Basis intro!: sum.cong)
  also have "((\<lambda>d. \<Prod>j\<in>Basis. (b' d - a' d) \<bullet> j) \<longlongrightarrow> 0) (at_right 0) =
    ((\<lambda>d. content (cbox a b \<inter> {x. \<bar>x\<bullet>k - c\<bar> \<le> d})) \<longlongrightarrow> 0) (at_right 0)"
  proof (intro tendsto_cong eventually_at_rightI)
    fix d :: real assume d: "d \<in> {0<..<1}"
    have "cbox a b \<inter> {x. \<bar>x\<bullet>k - c\<bar> \<le> d} = cbox (a' d) (b' d)" for d
      using * d k by (auto simp add: cbox_def set_eq_iff Int_def ball_conj_distrib abs_diff_le_iff a'_def b'_def)
    moreover have "j \<in> Basis \<Longrightarrow> a' d \<bullet> j \<le> b' d \<bullet> j" for j
      using * d k by (auto simp: a'_def b'_def)
    ultimately show "(\<Prod>j\<in>Basis. (b' d - a' d) \<bullet> j) = content (cbox a b \<inter> {x. \<bar>x\<bullet>k - c\<bar> \<le> d})"
      by simp
  qed simp
  finally have "((\<lambda>d. content (cbox a b \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d})) \<longlongrightarrow> 0) (at_right 0)" .
  from order_tendstoD(2)[OF this \<open>0<e\<close>]
  obtain d' where "0 < d'" and d': "\<And>y. y > 0 \<Longrightarrow> y < d' \<Longrightarrow> content (cbox a b \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> y}) < e"
    by (subst (asm) eventually_at_right[of _ 1]) auto
  show ?thesis
    by (rule that[of "d'/2"], insert \<open>0<d'\<close> d'[of "d'/2"], auto)
next
  assume *: "\<not> (a \<bullet> k \<le> c \<and> c \<le> b \<bullet> k \<and> (\<forall>j\<in>Basis. a \<bullet> j \<le> b \<bullet> j))"
  then have "(\<exists>j\<in>Basis. b \<bullet> j < a \<bullet> j) \<or> (c < a \<bullet> k \<or> b \<bullet> k < c)"
    by (auto simp: not_le)
  show thesis
  proof cases
    assume "\<exists>j\<in>Basis. b \<bullet> j < a \<bullet> j"
    then have [simp]: "cbox a b = {}"
      using box_ne_empty(1)[of a b] by auto
    show ?thesis
      by (rule that[of 1]) (simp_all add: \<open>0<e\<close>)
  next
    assume "\<not> (\<exists>j\<in>Basis. b \<bullet> j < a \<bullet> j)"
    with * have "c < a \<bullet> k \<or> b \<bullet> k < c"
      by auto
    then show thesis
    proof
      assume c: "c < a \<bullet> k"
      moreover have "x \<in> cbox a b \<Longrightarrow> c \<le> x \<bullet> k" for x
        using k c by (auto simp: cbox_def)
      ultimately have "cbox a b \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> (a \<bullet> k - c) / 2} = {}"
        using k by (auto simp: cbox_def)
      with \<open>0<e\<close> c that[of "(a \<bullet> k - c) / 2"] show ?thesis
        by auto
    next
      assume c: "b \<bullet> k < c"
      moreover have "x \<in> cbox a b \<Longrightarrow> x \<bullet> k \<le> c" for x
        using k c by (auto simp: cbox_def)
      ultimately have "cbox a b \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> (c - b \<bullet> k) / 2} = {}"
        using k by (auto simp: cbox_def)
      with \<open>0<e\<close> c that[of "(c - b \<bullet> k) / 2"] show ?thesis
        by auto
    qed
  qed
qed


lemma negligible_standard_hyperplane[intro]:
  fixes k :: "'a::euclidean_space"
  assumes k: "k \<in> Basis"
  shows "negligible {x. x\<bullet>k = c}"
  unfolding negligible_def has_integral
proof (clarify, goal_cases)
  case (1 a b e)
  from this and k obtain d where d: "0 < d" "content (cbox a b \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) < e"
    by (rule content_doublesplit)
  let ?i = "indicator {x::'a. x\<bullet>k = c} :: 'a\<Rightarrow>real"
  show ?case
    apply (rule_tac x="\<lambda>x. ball x d" in exI)
    apply rule
    apply (rule gauge_ball)
    apply (rule d)
  proof (rule, rule)
    fix p
    assume p: "p tagged_division_of (cbox a b) \<and> (\<lambda>x. ball x d) fine p"
    have *: "(\<Sum>(x, ka)\<in>p. content ka *\<^sub>R ?i x) =
      (\<Sum>(x, ka)\<in>p. content (ka \<inter> {x. \<bar>x\<bullet>k - c\<bar> \<le> d}) *\<^sub>R ?i x)"
      apply (rule sum.cong)
      apply (rule refl)
      unfolding split_paired_all real_scaleR_def mult_cancel_right split_conv
      apply cases
      apply (rule disjI1)
      apply assumption
      apply (rule disjI2)
    proof -
      fix x l
      assume as: "(x, l) \<in> p" "?i x \<noteq> 0"
      then have xk: "x\<bullet>k = c"
        unfolding indicator_def
        apply -
        apply (rule ccontr)
        apply auto
        done
      show "content l = content (l \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d})"
        apply (rule arg_cong[where f=content])
        apply (rule set_eqI)
        apply rule
        apply rule
        unfolding mem_Collect_eq
      proof -
        fix y
        assume y: "y \<in> l"
        note p[THEN conjunct2,unfolded fine_def,rule_format,OF as(1),unfolded split_conv]
        note this[unfolded subset_eq mem_ball dist_norm,rule_format,OF y]
        note le_less_trans[OF Basis_le_norm[OF k] this]
        then show "\<bar>y \<bullet> k - c\<bar> \<le> d"
          unfolding inner_simps xk by auto
      qed auto
    qed
    note p'= tagged_division_ofD[OF p[THEN conjunct1]] and p''=division_of_tagged_division[OF p[THEN conjunct1]]
    show "norm ((\<Sum>(x, ka)\<in>p. content ka *\<^sub>R ?i x) - 0) < e"
      unfolding diff_0_right *
      unfolding real_scaleR_def real_norm_def
      apply (subst abs_of_nonneg)
      apply (rule sum_nonneg)
      apply rule
      unfolding split_paired_all split_conv
      apply (rule mult_nonneg_nonneg)
      apply (drule p'(4))
      apply (erule exE)+
      apply(rule_tac b=b in back_subst)
      prefer 2
      apply (subst(asm) eq_commute)
      apply assumption
      apply (subst interval_doublesplit[OF k])
      apply (rule content_pos_le)
      apply (rule indicator_pos_le)
    proof -
      have "(\<Sum>(x, ka)\<in>p. content (ka \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) * ?i x) \<le>
        (\<Sum>(x, ka)\<in>p. content (ka \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}))"
        apply (rule sum_mono)
        unfolding split_paired_all split_conv
        apply (rule mult_right_le_one_le)
        apply (drule p'(4))
        apply (auto simp add:interval_doublesplit[OF k])
        done
      also have "\<dots> < e"
      proof (subst sum.over_tagged_division_lemma[OF p[THEN conjunct1]], goal_cases)
        case prems: (1 u v)
        then have *: "content (cbox u v) = 0"
          unfolding content_eq_0_interior by simp
        have "content (cbox u v \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) \<le> content (cbox u v)"
          unfolding interval_doublesplit[OF k]
          apply (rule content_subset)
          unfolding interval_doublesplit[symmetric,OF k]
          apply auto
          done
        then show ?case
          unfolding * interval_doublesplit[OF k]
          by (blast intro: antisym)
      next
        have "(\<Sum>l\<in>snd ` p. content (l \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d})) =
          sum content ((\<lambda>l. l \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d})`{l\<in>snd ` p. l \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d} \<noteq> {}})"
        proof (subst (2) sum.reindex_nontrivial)
          fix x y assume "x \<in> {l \<in> snd ` p. l \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d} \<noteq> {}}" "y \<in> {l \<in> snd ` p. l \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d} \<noteq> {}}"
            "x \<noteq> y" and eq: "x \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d} = y \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}"
          then obtain x' y' where "(x', x) \<in> p" "x \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d} \<noteq> {}" "(y', y) \<in> p" "y \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d} \<noteq> {}"
            by (auto)
          from p'(5)[OF \<open>(x', x) \<in> p\<close> \<open>(y', y) \<in> p\<close>] \<open>x \<noteq> y\<close> have "interior (x \<inter> y) = {}"
            by auto
          moreover have "interior ((x \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) \<inter> (y \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d})) \<subseteq> interior (x \<inter> y)"
            by (auto intro: interior_mono)
          ultimately have "interior (x \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) = {}"
            by (auto simp: eq)
          then show "content (x \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) = 0"
            using p'(4)[OF \<open>(x', x) \<in> p\<close>] by (auto simp: interval_doublesplit[OF k] content_eq_0_interior simp del: interior_Int)
        qed (insert p'(1), auto intro!: sum.mono_neutral_right)
        also have "\<dots> \<le> norm (\<Sum>l\<in>(\<lambda>l. l \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d})`{l\<in>snd ` p. l \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d} \<noteq> {}}. content l *\<^sub>R 1::real)"
          by simp
        also have "\<dots> \<le> 1 * content (cbox a b \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d})"
          using division_doublesplit[OF p'' k, unfolded interval_doublesplit[OF k]]
          unfolding interval_doublesplit[OF k] by (intro dsum_bound) auto
        also have "\<dots> < e"
          using d(2) by simp
        finally show "(\<Sum>ka\<in>snd ` p. content (ka \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d})) < e" .
      qed
      finally show "(\<Sum>(x, ka)\<in>p. content (ka \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) * ?i x) < e" .
    qed
  qed
qed



subsection \<open>Hence the main theorem about negligible sets.\<close>

lemma has_integral_negligible:
  fixes f :: "'b::euclidean_space \<Rightarrow> 'a::real_normed_vector"
  assumes "negligible s"
    and "\<forall>x\<in>(t - s). f x = 0"
  shows "(f has_integral 0) t"
proof -
  presume P: "\<And>f::'b::euclidean_space \<Rightarrow> 'a.
    \<And>a b. \<forall>x. x \<notin> s \<longrightarrow> f x = 0 \<Longrightarrow> (f has_integral 0) (cbox a b)"
  let ?f = "(\<lambda>x. if x \<in> t then f x else 0)"
  show ?thesis
    apply (rule_tac f="?f" in has_integral_eq)
    unfolding if_P
    apply (rule refl)
    apply (subst has_integral_alt)
    apply cases
    apply (subst if_P, assumption)
    unfolding if_not_P
  proof -
    assume "\<exists>a b. t = cbox a b"
    then guess a b apply - by (erule exE)+ note t = this
    show "(?f has_integral 0) t"
      unfolding t
      apply (rule P)
      using assms(2)
      unfolding t
      apply auto
      done
  next
    show "\<forall>e>0. \<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow>
      (\<exists>z. ((\<lambda>x. if x \<in> t then ?f x else 0) has_integral z) (cbox a b) \<and> norm (z - 0) < e)"
      apply safe
      apply (rule_tac x=1 in exI)
      apply rule
      apply (rule zero_less_one)
      apply safe
      apply (rule_tac x=0 in exI)
      apply rule
      apply (rule P)
      using assms(2)
      apply auto
      done
  qed
next
  fix f :: "'b \<Rightarrow> 'a"
  fix a b :: 'b
  assume assm: "\<forall>x. x \<notin> s \<longrightarrow> f x = 0"
  show "(f has_integral 0) (cbox a b)"
    unfolding has_integral
  proof (safe, goal_cases)
    case prems: (1 e)
    then have "\<And>n. e / 2 / ((real n+1) * (2 ^ n)) > 0"
      apply -
      apply (rule divide_pos_pos)
      defer
      apply (rule mult_pos_pos)
      apply (auto simp add:field_simps)
      done
    note assms(1)[unfolded negligible_def has_integral,rule_format,OF this,of a b]
    note allI[OF this,of "\<lambda>x. x"]
    from choice[OF this] guess d .. note d=conjunctD2[OF this[rule_format]]
    show ?case
      apply (rule_tac x="\<lambda>x. d (nat \<lfloor>norm (f x)\<rfloor>) x" in exI)
    proof safe
      show "gauge (\<lambda>x. d (nat \<lfloor>norm (f x)\<rfloor>) x)"
        using d(1) unfolding gauge_def by auto
      fix p
      assume as: "p tagged_division_of (cbox a b)" "(\<lambda>x. d (nat \<lfloor>norm (f x)\<rfloor>) x) fine p"
      let ?goal = "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - 0) < e"
      {
        presume "p \<noteq> {} \<Longrightarrow> ?goal"
        then show ?goal
          apply (cases "p = {}")
          using prems
          apply auto
          done
      }
      assume as': "p \<noteq> {}"
      from real_arch_simple[of "Max((\<lambda>(x,k). norm(f x)) ` p)"] guess N ..
      then have N: "\<forall>x\<in>(\<lambda>(x, k). norm (f x)) ` p. x \<le> real N"
        by (meson Max_ge as(1) dual_order.trans finite_imageI tagged_division_of_finite)
      have "\<forall>i. \<exists>q. q tagged_division_of (cbox a b) \<and> (d i) fine q \<and> (\<forall>(x, k)\<in>p. k \<subseteq> (d i) x \<longrightarrow> (x, k) \<in> q)"
        by (auto intro: tagged_division_finer[OF as(1) d(1)])
      from choice[OF this] guess q .. note q=conjunctD3[OF this[rule_format]]
      have *: "\<And>i. (\<Sum>(x, k)\<in>q i. content k *\<^sub>R indicator s x) \<ge> (0::real)"
        apply (rule sum_nonneg)
        apply safe
        unfolding real_scaleR_def
        apply (drule tagged_division_ofD(4)[OF q(1)])
        apply (auto intro: mult_nonneg_nonneg)
        done
      have **: "finite s \<Longrightarrow> finite t \<Longrightarrow> (\<forall>(x,y) \<in> t. (0::real) \<le> g(x,y)) \<Longrightarrow>
        (\<forall>y\<in>s. \<exists>x. (x,y) \<in> t \<and> f(y) \<le> g(x,y)) \<Longrightarrow> sum f s \<le> sum g t" for f g s t
        apply (rule sum_le_included[of s t g snd f])
        prefer 4
        apply safe
        apply (erule_tac x=x in ballE)
        apply (erule exE)
        apply (rule_tac x="(xa,x)" in bexI)
        apply auto
        done
      have "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - 0) \<le> sum (\<lambda>i. (real i + 1) *
        norm (sum (\<lambda>(x,k). content k *\<^sub>R indicator s x :: real) (q i))) {..N+1}"
        unfolding real_norm_def sum_distrib_left abs_of_nonneg[OF *] diff_0_right
        apply (rule order_trans)
        apply (rule norm_sum)
        apply (subst sum_sum_product)
        prefer 3
      proof (rule **, safe)
        show "finite {(i, j) |i j. i \<in> {..N + 1} \<and> j \<in> q i}"
          apply (rule finite_product_dependent)
          using q
          apply auto
          done
        fix i a b
        assume as'': "(a, b) \<in> q i"
        show "0 \<le> (real i + 1) * (content b *\<^sub>R indicator s a)"
          unfolding real_scaleR_def
          using tagged_division_ofD(4)[OF q(1) as'']
          by (auto intro!: mult_nonneg_nonneg)
      next
        fix i :: nat
        show "finite (q i)"
          using q by auto
      next
        fix x k
        assume xk: "(x, k) \<in> p"
        define n where "n = nat \<lfloor>norm (f x)\<rfloor>"
        have *: "norm (f x) \<in> (\<lambda>(x, k). norm (f x)) ` p"
          using xk by auto
        have nfx: "real n \<le> norm (f x)" "norm (f x) \<le> real n + 1"
          unfolding n_def by auto
        then have "n \<in> {0..N + 1}"
          using N[rule_format,OF *] by auto
        moreover
        note as(2)[unfolded fine_def,rule_format,OF xk,unfolded split_conv]
        note q(3)[rule_format,OF xk,unfolded split_conv,rule_format,OF this]
        note this[unfolded n_def[symmetric]]
        moreover
        have "norm (content k *\<^sub>R f x) \<le> (real n + 1) * (content k * indicator s x)"
        proof (cases "x \<in> s")
          case False
          then show ?thesis
            using assm by auto
        next
          case True
          have *: "content k \<ge> 0"
            using tagged_division_ofD(4)[OF as(1) xk] by auto
          moreover
          have "content k * norm (f x) \<le> content k * (real n + 1)"
            apply (rule mult_mono)
            using nfx *
            apply auto
            done
          ultimately
          show ?thesis
            unfolding abs_mult
            using nfx True
            by (auto simp add: field_simps)
        qed
        ultimately show "\<exists>y. (y, x, k) \<in> {(i, j) |i j. i \<in> {..N + 1} \<and> j \<in> q i} \<and> norm (content k *\<^sub>R f x) \<le>
          (real y + 1) * (content k *\<^sub>R indicator s x)"
          apply (rule_tac x=n in exI)
          apply safe
          apply (rule_tac x=n in exI)
          apply (rule_tac x="(x,k)" in exI)
          apply safe
          apply auto
          done
      qed (insert as, auto)
      also have "\<dots> \<le> sum (\<lambda>i. e / 2 / 2 ^ i) {..N+1}"
      proof (rule sum_mono, goal_cases)
        case (1 i)
        then show ?case
          apply (subst mult.commute, subst pos_le_divide_eq[symmetric])
          using d(2)[rule_format, of "q i" i]
          using q[rule_format]
          apply (auto simp add: field_simps)
          done
      qed
      also have "\<dots> < e * inverse 2 * 2"
        unfolding divide_inverse sum_distrib_left[symmetric]
        apply (rule mult_strict_left_mono)
        unfolding power_inverse [symmetric] lessThan_Suc_atMost[symmetric]
        apply (subst geometric_sum)
        using prems
        apply auto
        done
      finally show "?goal" by auto
    qed
  qed
qed

lemma has_integral_spike:
  fixes f :: "'b::euclidean_space \<Rightarrow> 'a::real_normed_vector"
  assumes "negligible s"
    and "(\<forall>x\<in>(t - s). g x = f x)"
    and "(f has_integral y) t"
  shows "(g has_integral y) t"
proof -
  {
    fix a b :: 'b
    fix f g :: "'b \<Rightarrow> 'a"
    fix y :: 'a
    assume as: "\<forall>x \<in> cbox a b - s. g x = f x" "(f has_integral y) (cbox a b)"
    have "((\<lambda>x. f x + (g x - f x)) has_integral (y + 0)) (cbox a b)"
      apply (rule has_integral_add[OF as(2)])
      apply (rule has_integral_negligible[OF assms(1)])
      using as
      apply auto
      done
    then have "(g has_integral y) (cbox a b)"
      by auto
  } note * = this
  show ?thesis
    apply (subst has_integral_alt)
    using assms(2-)
    apply -
    apply (rule cond_cases)
    apply safe
    apply (rule *)
    apply assumption+
    apply (subst(asm) has_integral_alt)
    unfolding if_not_P
    apply (erule_tac x=e in allE)
    apply safe
    apply (rule_tac x=B in exI)
    apply safe
    apply (erule_tac x=a in allE)
    apply (erule_tac x=b in allE)
    apply safe
    apply (rule_tac x=z in exI)
    apply safe
    apply (rule *[where fa2="\<lambda>x. if x\<in>t then f x else 0"])
    apply auto
    done
qed

lemma has_integral_spike_eq:
  assumes "negligible s"
    and "\<forall>x\<in>(t - s). g x = f x"
  shows "((f has_integral y) t \<longleftrightarrow> (g has_integral y) t)"
  apply rule
  apply (rule_tac[!] has_integral_spike[OF assms(1)])
  using assms(2)
  apply auto
  done

lemma integrable_spike:
  assumes "negligible s"
    and "\<forall>x\<in>(t - s). g x = f x"
    and "f integrable_on t"
  shows "g integrable_on  t"
  using assms
  unfolding integrable_on_def
  apply -
  apply (erule exE)
  apply rule
  apply (rule has_integral_spike)
  apply fastforce+
  done

lemma integral_spike:
  assumes "negligible s"
    and "\<forall>x\<in>(t - s). g x = f x"
  shows "integral t f = integral t g"
  using has_integral_spike_eq[OF assms] by (simp add: integral_def integrable_on_def)


subsection \<open>Some other trivialities about negligible sets.\<close>

lemma negligible_subset:
  assumes "negligible s" "t \<subseteq> s"
  shows "negligible t"
  unfolding negligible_def
    by (metis (no_types) Diff_iff assms contra_subsetD has_integral_negligible indicator_simps(2))

lemma negligible_diff[intro?]:
  assumes "negligible s"
  shows "negligible (s - t)"
  using assms by (meson Diff_subset negligible_subset)

lemma negligible_Int:
  assumes "negligible s \<or> negligible t"
  shows "negligible (s \<inter> t)"
  using assms negligible_subset by force

lemma negligible_Un:
  assumes "negligible s"
    and "negligible t"
  shows "negligible (s \<union> t)"
  unfolding negligible_def
proof (safe, goal_cases)
  case (1 a b)
  note assm = assms[unfolded negligible_def,rule_format,of a b]
  then show ?case
    apply (subst has_integral_spike_eq[OF assms(2)])
    defer
    apply assumption
    unfolding indicator_def
    apply auto
    done
qed

lemma negligible_Un_eq[simp]: "negligible (s \<union> t) \<longleftrightarrow> negligible s \<and> negligible t"
  using negligible_Un negligible_subset by blast

lemma negligible_sing[intro]: "negligible {a::'a::euclidean_space}"
  using negligible_standard_hyperplane[OF SOME_Basis, of "a \<bullet> (SOME i. i \<in> Basis)"] negligible_subset by blast

lemma negligible_insert[simp]: "negligible (insert a s) \<longleftrightarrow> negligible s"
  apply (subst insert_is_Un)
  unfolding negligible_Un_eq
  apply auto
  done

lemma negligible_empty[iff]: "negligible {}"
  using negligible_insert by blast

lemma negligible_finite[intro]:
  assumes "finite s"
  shows "negligible s"
  using assms by (induct s) auto

lemma negligible_Union[intro]:
  assumes "finite s"
    and "\<forall>t\<in>s. negligible t"
  shows "negligible(\<Union>s)"
  using assms by induct auto

lemma negligible:
  "negligible s \<longleftrightarrow> (\<forall>t::('a::euclidean_space) set. ((indicator s::'a\<Rightarrow>real) has_integral 0) t)"
  apply safe
  defer
  apply (subst negligible_def)
proof -
  fix t :: "'a set"
  assume as: "negligible s"
  have *: "(\<lambda>x. if x \<in> s \<inter> t then 1 else 0) = (\<lambda>x. if x\<in>t then if x\<in>s then 1 else 0 else 0)"
    by auto
  show "((indicator s::'a\<Rightarrow>real) has_integral 0) t"
    apply (subst has_integral_alt)
    apply cases
    apply (subst if_P,assumption)
    unfolding if_not_P
    apply safe
    apply (rule as[unfolded negligible_def,rule_format])
    apply (rule_tac x=1 in exI)
    apply safe
    apply (rule zero_less_one)
    apply (rule_tac x=0 in exI)
    using negligible_subset[OF as,of "s \<inter> t"]
    unfolding negligible_def indicator_def [abs_def]
    unfolding *
    apply auto
    done
qed auto


subsection \<open>Finite case of the spike theorem is quite commonly needed.\<close>

lemma has_integral_spike_finite:
  assumes "finite s"
    and "\<forall>x\<in>t-s. g x = f x"
    and "(f has_integral y) t"
  shows "(g has_integral y) t"
  apply (rule has_integral_spike)
  using assms
  apply auto
  done

lemma has_integral_spike_finite_eq:
  assumes "finite s"
    and "\<forall>x\<in>t-s. g x = f x"
  shows "((f has_integral y) t \<longleftrightarrow> (g has_integral y) t)"
  apply rule
  apply (rule_tac[!] has_integral_spike_finite)
  using assms
  apply auto
  done

lemma integrable_spike_finite:
  assumes "finite s"
    and "\<forall>x\<in>t-s. g x = f x"
    and "f integrable_on t"
  shows "g integrable_on  t"
  using assms
  unfolding integrable_on_def
  apply safe
  apply (rule_tac x=y in exI)
  apply (rule has_integral_spike_finite)
  apply auto
  done


subsection \<open>In particular, the boundary of an interval is negligible.\<close>

lemma negligible_frontier_interval: "negligible(cbox (a::'a::euclidean_space) b - box a b)"
proof -
  let ?A = "\<Union>((\<lambda>k. {x. x\<bullet>k = a\<bullet>k} \<union> {x::'a. x\<bullet>k = b\<bullet>k}) ` Basis)"
  have "cbox a b - box a b \<subseteq> ?A"
    apply rule unfolding Diff_iff mem_box
    apply simp
    apply(erule conjE bexE)+
    apply(rule_tac x=i in bexI)
    apply auto
    done
  then show ?thesis
    apply -
    apply (rule negligible_subset[of ?A])
    apply (rule negligible_Union[OF finite_imageI])
    apply auto
    done
qed

lemma has_integral_spike_interior:
  assumes "\<forall>x\<in>box a b. g x = f x"
    and "(f has_integral y) (cbox a b)"
  shows "(g has_integral y) (cbox a b)"
  apply (rule has_integral_spike[OF negligible_frontier_interval _ assms(2)])
  using assms(1)
  apply auto
  done

lemma has_integral_spike_interior_eq:
  assumes "\<forall>x\<in>box a b. g x = f x"
  shows "(f has_integral y) (cbox a b) \<longleftrightarrow> (g has_integral y) (cbox a b)"
  apply rule
  apply (rule_tac[!] has_integral_spike_interior)
  using assms
  apply auto
  done

lemma integrable_spike_interior:
  assumes "\<forall>x\<in>box a b. g x = f x"
    and "f integrable_on cbox a b"
  shows "g integrable_on cbox a b"
  using assms
  unfolding integrable_on_def
  using has_integral_spike_interior[OF assms(1)]
  by auto


subsection \<open>Integrability of continuous functions.\<close>

lemma operative_approximable:
  fixes f :: "'b::euclidean_space \<Rightarrow> 'a::banach"
  assumes "0 \<le> e"
  shows "comm_monoid.operative op \<and> True (\<lambda>i. \<exists>g. (\<forall>x\<in>i. norm (f x - g (x::'b)) \<le> e) \<and> g integrable_on i)"
  unfolding comm_monoid.operative_def[OF comm_monoid_and]
proof safe
  fix a b :: 'b
  show "\<exists>g. (\<forall>x\<in>cbox a b. norm (f x - g x) \<le> e) \<and> g integrable_on cbox a b"
    if "box a b = {}"
    apply (rule_tac x=f in exI)
    using assms that
    apply (auto simp: content_eq_0_interior)
    done
  {
    fix c g
    fix k :: 'b
    assume as: "\<forall>x\<in>cbox a b. norm (f x - g x) \<le> e" "g integrable_on cbox a b"
    assume k: "k \<in> Basis"
    show "\<exists>g. (\<forall>x\<in>cbox a b \<inter> {x. x \<bullet> k \<le> c}. norm (f x - g x) \<le> e) \<and> g integrable_on cbox a b \<inter> {x. x \<bullet> k \<le> c}"
      "\<exists>g. (\<forall>x\<in>cbox a b \<inter> {x. c \<le> x \<bullet> k}. norm (f x - g x) \<le> e) \<and> g integrable_on cbox a b \<inter> {x. c \<le> x \<bullet> k}"
      apply (rule_tac[!] x=g in exI)
      using as(1) integrable_split[OF as(2) k]
      apply auto
      done
  }
  fix c k g1 g2
  assume as: "\<forall>x\<in>cbox a b \<inter> {x. x \<bullet> k \<le> c}. norm (f x - g1 x) \<le> e" "g1 integrable_on cbox a b \<inter> {x. x \<bullet> k \<le> c}"
    "\<forall>x\<in>cbox a b \<inter> {x. c \<le> x \<bullet> k}. norm (f x - g2 x) \<le> e" "g2 integrable_on cbox a b \<inter> {x. c \<le> x \<bullet> k}"
  assume k: "k \<in> Basis"
  let ?g = "\<lambda>x. if x\<bullet>k = c then f x else if x\<bullet>k \<le> c then g1 x else g2 x"
  show "\<exists>g. (\<forall>x\<in>cbox a b. norm (f x - g x) \<le> e) \<and> g integrable_on cbox a b"
    apply (rule_tac x="?g" in exI)
    apply safe
  proof goal_cases
    case (1 x)
    then show ?case
      apply -
      apply (cases "x\<bullet>k=c")
      apply (case_tac "x\<bullet>k < c")
      using as assms
      apply auto
      done
  next
    case 2
    presume "?g integrable_on cbox a b \<inter> {x. x \<bullet> k \<le> c}"
      and "?g integrable_on cbox a b \<inter> {x. x \<bullet> k \<ge> c}"
    then guess h1 h2 unfolding integrable_on_def by auto
    from has_integral_split[OF this k] show ?case
      unfolding integrable_on_def by auto
  next
    show "?g integrable_on cbox a b \<inter> {x. x \<bullet> k \<le> c}" "?g integrable_on cbox a b \<inter> {x. x \<bullet> k \<ge> c}"
      apply(rule_tac[!] integrable_spike[OF negligible_standard_hyperplane[of k c]])
      using k as(2,4)
      apply auto
      done
  qed
qed

lemma comm_monoid_set_F_and: "comm_monoid_set.F op \<and> True f s \<longleftrightarrow> (finite s \<longrightarrow> (\<forall>x\<in>s. f x))"
proof -
  interpret bool: comm_monoid_set "op \<and>" True
    proof qed auto
  show ?thesis
    by (induction s rule: infinite_finite_induct) auto
qed

lemma approximable_on_division:
  fixes f :: "'b::euclidean_space \<Rightarrow> 'a::banach"
  assumes "0 \<le> e"
    and "d division_of (cbox a b)"
    and "\<forall>i\<in>d. \<exists>g. (\<forall>x\<in>i. norm (f x - g x) \<le> e) \<and> g integrable_on i"
  obtains g where "\<forall>x\<in>cbox a b. norm (f x - g x) \<le> e" "g integrable_on cbox a b"
proof -
  note * = comm_monoid_set.operative_division[OF comm_monoid_set_and operative_approximable[OF assms(1)] assms(2)]
  from assms(3) this[unfolded comm_monoid_set_F_and, of f] division_of_finite[OF assms(2)]
  guess g by auto
  then show thesis
    apply -
    apply (rule that[of g])
    apply auto
    done
qed

lemma integrable_continuous:
  fixes f :: "'b::euclidean_space \<Rightarrow> 'a::banach"
  assumes "continuous_on (cbox a b) f"
  shows "f integrable_on cbox a b"
proof (rule integrable_uniform_limit, safe)
  fix e :: real
  assume e: "e > 0"
  then obtain d where "0 < d" and d: "\<And>x x'. \<lbrakk>x \<in> cbox a b; x' \<in> cbox a b; dist x' x < d\<rbrakk> \<Longrightarrow> dist (f x') (f x) < e"
    using compact_uniformly_continuous[OF assms compact_cbox] unfolding uniformly_continuous_on_def by metis
  obtain p where ptag: "p tagged_division_of cbox a b" and finep: "(\<lambda>x. ball x d) fine p"
    using fine_division_exists[OF gauge_ball[OF \<open>0 < d\<close>], of a b] .
  have *: "\<forall>i\<in>snd ` p. \<exists>g. (\<forall>x\<in>i. norm (f x - g x) \<le> e) \<and> g integrable_on i"
  proof (safe, unfold snd_conv)
    fix x l
    assume as: "(x, l) \<in> p"
    obtain a b where l: "l = cbox a b"
      using as ptag by blast
    then have x: "x \<in> cbox a b"
      using as ptag by auto
    show "\<exists>g. (\<forall>x\<in>l. norm (f x - g x) \<le> e) \<and> g integrable_on l"
      apply (rule_tac x="\<lambda>y. f x" in exI)
    proof safe
      show "(\<lambda>y. f x) integrable_on l"
        unfolding integrable_on_def l by blast
    next
      fix y
      assume y: "y \<in> l"
      then have "y \<in> ball x d"
        using as finep by fastforce
      then show "norm (f y - f x) \<le> e"
        using d x y as l
        by (metis dist_commute dist_norm less_imp_le mem_ball ptag subsetCE tagged_division_ofD(3))
    qed
  qed
  from e have "e \<ge> 0"
    by auto
  from approximable_on_division[OF this division_of_tagged_division[OF ptag] *]
  show "\<exists>g. (\<forall>x\<in>cbox a b. norm (f x - g x) \<le> e) \<and> g integrable_on cbox a b"
    by metis
qed

lemma integrable_continuous_interval:
  fixes f :: "'b::ordered_euclidean_space \<Rightarrow> 'a::banach"
  assumes "continuous_on {a .. b} f"
  shows "f integrable_on {a .. b}"
  by (metis assms integrable_continuous interval_cbox)

lemmas integrable_continuous_real = integrable_continuous_interval[where 'b=real]


subsection \<open>Specialization of additivity to one dimension.\<close>


subsection \<open>A useful lemma allowing us to factor out the content size.\<close>

lemma has_integral_factor_content:
  "(f has_integral i) (cbox a b) \<longleftrightarrow>
    (\<forall>e>0. \<exists>d. gauge d \<and> (\<forall>p. p tagged_division_of (cbox a b) \<and> d fine p \<longrightarrow>
      norm (sum (\<lambda>(x,k). content k *\<^sub>R f x) p - i) \<le> e * content (cbox a b)))"
proof (cases "content (cbox a b) = 0")
  case True
  show ?thesis
    unfolding has_integral_null_eq[OF True]
    apply safe
    apply (rule, rule, rule gauge_trivial, safe)
    unfolding sum_content_null[OF True] True
    defer
    apply (erule_tac x=1 in allE)
    apply safe
    defer
    apply (rule fine_division_exists[of _ a b])
    apply assumption
    apply (erule_tac x=p in allE)
    unfolding sum_content_null[OF True]
    apply auto
    done
next
  case False
  note F = this[unfolded content_lt_nz[symmetric]]
  let ?P = "\<lambda>e opp. \<exists>d. gauge d \<and>
    (\<forall>p. p tagged_division_of (cbox a b) \<and> d fine p \<longrightarrow> opp (norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - i)) e)"
  show ?thesis
    apply (subst has_integral)
  proof safe
    fix e :: real
    assume e: "e > 0"
    {
      assume "\<forall>e>0. ?P e op <"
      then show "?P (e * content (cbox a b)) op \<le>"
        apply (erule_tac x="e * content (cbox a b)" in allE)
        apply (erule impE)
        defer
        apply (erule exE,rule_tac x=d in exI)
        using F e
        apply (auto simp add:field_simps)
        done
    }
    {
      assume "\<forall>e>0. ?P (e * content (cbox a b)) op \<le>"
      then show "?P e op <"
        apply (erule_tac x="e / 2 / content (cbox a b)" in allE)
        apply (erule impE)
        defer
        apply (erule exE,rule_tac x=d in exI)
        using F e
        apply (auto simp add: field_simps)
        done
    }
  qed
qed

lemma has_integral_factor_content_real:
  "(f has_integral i) {a .. b::real} \<longleftrightarrow>
    (\<forall>e>0. \<exists>d. gauge d \<and> (\<forall>p. p tagged_division_of {a .. b}  \<and> d fine p \<longrightarrow>
      norm (sum (\<lambda>(x,k). content k *\<^sub>R f x) p - i) \<le> e * content {a .. b} ))"
  unfolding box_real[symmetric]
  by (rule has_integral_factor_content)


subsection \<open>Fundamental theorem of calculus.\<close>

lemma interval_bounds_real:
  fixes q b :: real
  assumes "a \<le> b"
  shows "Sup {a..b} = b"
    and "Inf {a..b} = a"
  using assms by auto

lemma fundamental_theorem_of_calculus:
  fixes f :: "real \<Rightarrow> 'a::banach"
  assumes "a \<le> b"
    and "\<forall>x\<in>{a .. b}. (f has_vector_derivative f' x) (at x within {a .. b})"
  shows "(f' has_integral (f b - f a)) {a .. b}"
  unfolding has_integral_factor_content box_real[symmetric]
proof safe
  fix e :: real
  assume e: "e > 0"
  note assm = assms(2)[unfolded has_vector_derivative_def has_derivative_within_alt]
  have *: "\<And>P Q. \<forall>x\<in>{a .. b}. P x \<and> (\<forall>e>0. \<exists>d>0. Q x e d) \<Longrightarrow> \<forall>x. \<exists>(d::real)>0. x\<in>{a .. b} \<longrightarrow> Q x e d"
    using e by blast
  note this[OF assm,unfolded gauge_existence_lemma]
  from choice[OF this,unfolded Ball_def[symmetric]] guess d ..
  note d=conjunctD2[OF this[rule_format],rule_format]
  show "\<exists>d. gauge d \<and> (\<forall>p. p tagged_division_of (cbox a b) \<and> d fine p \<longrightarrow>
    norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f' x) - (f b - f a)) \<le> e * content (cbox a b))"
    apply (rule_tac x="\<lambda>x. ball x (d x)" in exI)
    apply safe
    apply (rule gauge_ball_dependent)
    apply rule
    apply (rule d(1))
  proof -
    fix p
    assume as: "p tagged_division_of cbox a b" "(\<lambda>x. ball x (d x)) fine p"
    show "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f' x) - (f b - f a)) \<le> e * content (cbox a b)"
      unfolding content_real[OF assms(1), simplified box_real[symmetric]] additive_tagged_division_1[OF assms(1) as(1)[simplified box_real],of f,symmetric]
      unfolding additive_tagged_division_1[OF assms(1) as(1)[simplified box_real],of "\<lambda>x. x",symmetric]
      unfolding sum_distrib_left
      defer
      unfolding sum_subtractf[symmetric]
    proof (rule sum_norm_le,safe)
      fix x k
      assume "(x, k) \<in> p"
      note xk = tagged_division_ofD(2-4)[OF as(1) this]
      from this(3) guess u v by (elim exE) note k=this
      have *: "u \<le> v"
        using xk unfolding k by auto
      have ball: "\<forall>xa\<in>k. xa \<in> ball x (d x)"
        using as(2)[unfolded fine_def,rule_format,OF \<open>(x,k)\<in>p\<close>,unfolded split_conv subset_eq] .
      have "norm ((v - u) *\<^sub>R f' x - (f v - f u)) \<le>
        norm (f u - f x - (u - x) *\<^sub>R f' x) + norm (f v - f x - (v - x) *\<^sub>R f' x)"
        apply (rule order_trans[OF _ norm_triangle_ineq4])
        apply (rule eq_refl)
        apply (rule arg_cong[where f=norm])
        unfolding scaleR_diff_left
        apply (auto simp add:algebra_simps)
        done
      also have "\<dots> \<le> e * norm (u - x) + e * norm (v - x)"
        apply (rule add_mono)
        apply (rule d(2)[of "x" "u",unfolded o_def])
        prefer 4
        apply (rule d(2)[of "x" "v",unfolded o_def])
        using ball[rule_format,of u] ball[rule_format,of v]
        using xk(1-2)
        unfolding k subset_eq
        apply (auto simp add:dist_real_def)
        done
      also have "\<dots> \<le> e * (Sup k - Inf k)"
        unfolding k interval_bounds_real[OF *]
        using xk(1)
        unfolding k
        by (auto simp add: dist_real_def field_simps)
      finally show "norm (content k *\<^sub>R f' x - (f (Sup k) - f (Inf k))) \<le>
        e * (Sup k - Inf k)"
        unfolding box_real k interval_bounds_real[OF *] content_real[OF *]
          interval_upperbound_real interval_lowerbound_real
          .
    qed
  qed
qed

lemma ident_has_integral:
  fixes a::real
  assumes "a \<le> b"
  shows "((\<lambda>x. x) has_integral (b\<^sup>2 - a\<^sup>2) / 2) {a..b}"
proof -
  have "((\<lambda>x. x) has_integral inverse 2 * b\<^sup>2 - inverse 2 * a\<^sup>2) {a..b}"
    apply (rule fundamental_theorem_of_calculus [OF assms], clarify)
    unfolding power2_eq_square
    by (rule derivative_eq_intros | simp)+
  then show ?thesis
    by (simp add: field_simps)
qed

lemma integral_ident [simp]:
  fixes a::real
  assumes "a \<le> b"
  shows "integral {a..b} (\<lambda>x. x) = (if a \<le> b then (b\<^sup>2 - a\<^sup>2) / 2 else 0)"
using ident_has_integral integral_unique by fastforce

lemma ident_integrable_on:
  fixes a::real
  shows "(\<lambda>x. x) integrable_on {a..b}"
by (metis atLeastatMost_empty_iff integrable_on_def has_integral_empty ident_has_integral)


subsection \<open>Taylor series expansion\<close>

lemma (in bounded_bilinear) sum_prod_derivatives_has_vector_derivative:
  assumes "p>0"
  and f0: "Df 0 = f"
  and Df: "\<And>m t. m < p \<Longrightarrow> a \<le> t \<Longrightarrow> t \<le> b \<Longrightarrow>
    (Df m has_vector_derivative Df (Suc m) t) (at t within {a .. b})"
  and g0: "Dg 0 = g"
  and Dg: "\<And>m t. m < p \<Longrightarrow> a \<le> t \<Longrightarrow> t \<le> b \<Longrightarrow>
    (Dg m has_vector_derivative Dg (Suc m) t) (at t within {a .. b})"
  and ivl: "a \<le> t" "t \<le> b"
  shows "((\<lambda>t. \<Sum>i<p. (-1)^i *\<^sub>R prod (Df i t) (Dg (p - Suc i) t))
    has_vector_derivative
      prod (f t) (Dg p t) - (-1)^p *\<^sub>R prod (Df p t) (g t))
    (at t within {a .. b})"
  using assms
proof cases
  assume p: "p \<noteq> 1"
  define p' where "p' = p - 2"
  from assms p have p': "{..<p} = {..Suc p'}" "p = Suc (Suc p')"
    by (auto simp: p'_def)
  have *: "\<And>i. i \<le> p' \<Longrightarrow> Suc (Suc p' - i) = (Suc (Suc p') - i)"
    by auto
  let ?f = "\<lambda>i. (-1) ^ i *\<^sub>R (prod (Df i t) (Dg ((p - i)) t))"
  have "(\<Sum>i<p. (-1) ^ i *\<^sub>R (prod (Df i t) (Dg (Suc (p - Suc i)) t) +
    prod (Df (Suc i) t) (Dg (p - Suc i) t))) =
    (\<Sum>i\<le>(Suc p'). ?f i - ?f (Suc i))"
    by (auto simp: algebra_simps p'(2) numeral_2_eq_2 * lessThan_Suc_atMost)
  also note sum_telescope
  finally
  have "(\<Sum>i<p. (-1) ^ i *\<^sub>R (prod (Df i t) (Dg (Suc (p - Suc i)) t) +
    prod (Df (Suc i) t) (Dg (p - Suc i) t)))
    = prod (f t) (Dg p t) - (- 1) ^ p *\<^sub>R prod (Df p t) (g t)"
    unfolding p'[symmetric]
    by (simp add: assms)
  thus ?thesis
    using assms
    by (auto intro!: derivative_eq_intros has_vector_derivative)
qed (auto intro!: derivative_eq_intros has_vector_derivative)

lemma
  fixes f::"real\<Rightarrow>'a::banach"
  assumes "p>0"
  and f0: "Df 0 = f"
  and Df: "\<And>m t. m < p \<Longrightarrow> a \<le> t \<Longrightarrow> t \<le> b \<Longrightarrow>
    (Df m has_vector_derivative Df (Suc m) t) (at t within {a .. b})"
  and ivl: "a \<le> b"
  defines "i \<equiv> \<lambda>x. ((b - x) ^ (p - 1) / fact (p - 1)) *\<^sub>R Df p x"
  shows taylor_has_integral:
    "(i has_integral f b - (\<Sum>i<p. ((b - a) ^ i / fact i) *\<^sub>R Df i a)) {a..b}"
  and taylor_integral:
    "f b = (\<Sum>i<p. ((b - a) ^ i / fact i) *\<^sub>R Df i a) + integral {a..b} i"
  and taylor_integrable:
    "i integrable_on {a .. b}"
proof goal_cases
  case 1
  interpret bounded_bilinear "scaleR::real\<Rightarrow>'a\<Rightarrow>'a"
    by (rule bounded_bilinear_scaleR)
  define g where "g s = (b - s)^(p - 1)/fact (p - 1)" for s
  define Dg where [abs_def]:
    "Dg n s = (if n < p then (-1)^n * (b - s)^(p - 1 - n) / fact (p - 1 - n) else 0)" for n s
  have g0: "Dg 0 = g"
    using \<open>p > 0\<close>
    by (auto simp add: Dg_def divide_simps g_def split: if_split_asm)
  {
    fix m
    assume "p > Suc m"
    hence "p - Suc m = Suc (p - Suc (Suc m))"
      by auto
    hence "real (p - Suc m) * fact (p - Suc (Suc m)) = fact (p - Suc m)"
      by auto
  } note fact_eq = this
  have Dg: "\<And>m t. m < p \<Longrightarrow> a \<le> t \<Longrightarrow> t \<le> b \<Longrightarrow>
    (Dg m has_vector_derivative Dg (Suc m) t) (at t within {a .. b})"
    unfolding Dg_def
    by (auto intro!: derivative_eq_intros simp: has_vector_derivative_def fact_eq divide_simps)
  let ?sum = "\<lambda>t. \<Sum>i<p. (- 1) ^ i *\<^sub>R Dg i t *\<^sub>R Df (p - Suc i) t"
  from sum_prod_derivatives_has_vector_derivative[of _ Dg _ _ _ Df,
      OF \<open>p > 0\<close> g0 Dg f0 Df]
  have deriv: "\<And>t. a \<le> t \<Longrightarrow> t \<le> b \<Longrightarrow>
    (?sum has_vector_derivative
      g t *\<^sub>R Df p t - (- 1) ^ p *\<^sub>R Dg p t *\<^sub>R f t) (at t within {a..b})"
    by auto
  from fundamental_theorem_of_calculus[rule_format, OF \<open>a \<le> b\<close> deriv]
  have "(i has_integral ?sum b - ?sum a) {a .. b}"
    using atLeastatMost_empty'[simp del]
    by (simp add: i_def g_def Dg_def)
  also
  have one: "(- 1) ^ p' * (- 1) ^ p' = (1::real)"
    and "{..<p} \<inter> {i. p = Suc i} = {p - 1}"
    for p'
    using \<open>p > 0\<close>
    by (auto simp: power_mult_distrib[symmetric])
  then have "?sum b = f b"
    using Suc_pred'[OF \<open>p > 0\<close>]
    by (simp add: diff_eq_eq Dg_def power_0_left le_Suc_eq if_distrib
        cond_application_beta sum.If_cases f0)
  also
  have "{..<p} = (\<lambda>x. p - x - 1) ` {..<p}"
  proof safe
    fix x
    assume "x < p"
    thus "x \<in> (\<lambda>x. p - x - 1) ` {..<p}"
      by (auto intro!: image_eqI[where x = "p - x - 1"])
  qed simp
  from _ this
  have "?sum a = (\<Sum>i<p. ((b - a) ^ i / fact i) *\<^sub>R Df i a)"
    by (rule sum.reindex_cong) (auto simp add: inj_on_def Dg_def one)
  finally show c: ?case .
  case 2 show ?case using c integral_unique by force
  case 3 show ?case using c by force
qed



subsection \<open>Only need trivial subintervals if the interval itself is trivial.\<close>

lemma division_of_nontrivial:
  fixes s :: "'a::euclidean_space set set"
  assumes "s division_of (cbox a b)"
    and "content (cbox a b) \<noteq> 0"
  shows "{k. k \<in> s \<and> content k \<noteq> 0} division_of (cbox a b)"
  using assms(1)
  apply -
proof (induct "card s" arbitrary: s rule: nat_less_induct)
  fix s::"'a set set"
  assume assm: "s division_of (cbox a b)"
    "\<forall>m<card s. \<forall>x. m = card x \<longrightarrow>
      x division_of (cbox a b) \<longrightarrow> {k \<in> x. content k \<noteq> 0} division_of (cbox a b)"
  note s = division_ofD[OF assm(1)]
  let ?thesis = "{k \<in> s. content k \<noteq> 0} division_of (cbox a b)"
  {
    presume *: "{k \<in> s. content k \<noteq> 0} \<noteq> s \<Longrightarrow> ?thesis"
    show ?thesis
      apply cases
      defer
      apply (rule *)
      apply assumption
      using assm(1)
      apply auto
      done
  }
  assume noteq: "{k \<in> s. content k \<noteq> 0} \<noteq> s"
  then obtain k where k: "k \<in> s" "content k = 0"
    by auto
  from s(4)[OF k(1)] guess c d by (elim exE) note k=k this
  from k have "card s > 0"
    unfolding card_gt_0_iff using assm(1) by auto
  then have card: "card (s - {k}) < card s"
    using assm(1) k(1)
    apply (subst card_Diff_singleton_if)
    apply auto
    done
  have *: "closed (\<Union>(s - {k}))"
    apply (rule closed_Union)
    defer
    apply rule
    apply (drule DiffD1,drule s(4))
    using assm(1)
    apply auto
    done
  have "k \<subseteq> \<Union>(s - {k})"
    apply safe
    apply (rule *[unfolded closed_limpt,rule_format])
    unfolding islimpt_approachable
  proof safe
    fix x
    fix e :: real
    assume as: "x \<in> k" "e > 0"
    from k(2)[unfolded k content_eq_0] guess i ..
    then have i:"c\<bullet>i = d\<bullet>i" "i\<in>Basis"
      using s(3)[OF k(1),unfolded k] unfolding box_ne_empty by auto
    then have xi: "x\<bullet>i = d\<bullet>i"
      using as unfolding k mem_box by (metis antisym)
    define y where "y = (\<Sum>j\<in>Basis. (if j = i then if c\<bullet>i \<le> (a\<bullet>i + b\<bullet>i) / 2 then c\<bullet>i +
      min e (b\<bullet>i - c\<bullet>i) / 2 else c\<bullet>i - min e (c\<bullet>i - a\<bullet>i) / 2 else x\<bullet>j) *\<^sub>R j)"
    show "\<exists>x'\<in>\<Union>(s - {k}). x' \<noteq> x \<and> dist x' x < e"
      apply (rule_tac x=y in bexI)
    proof
      have "d \<in> cbox c d"
        using s(3)[OF k(1)]
        unfolding k box_eq_empty mem_box
        by (fastforce simp add: not_less)
      then have "d \<in> cbox a b"
        using s(2)[OF k(1)]
        unfolding k
        by auto
      note di = this[unfolded mem_box,THEN bspec[where x=i]]
      then have xyi: "y\<bullet>i \<noteq> x\<bullet>i"
        unfolding y_def i xi
        using as(2) assms(2)[unfolded content_eq_0] i(2)
        by (auto elim!: ballE[of _ _ i])
      then show "y \<noteq> x"
        unfolding euclidean_eq_iff[where 'a='a] using i by auto
      have *: "Basis = insert i (Basis - {i})"
        using i by auto
      have "norm (y - x) < e + sum (\<lambda>i. 0) Basis"
        apply (rule le_less_trans[OF norm_le_l1])
        apply (subst *)
        apply (subst sum.insert)
        prefer 3
        apply (rule add_less_le_mono)
      proof -
        show "\<bar>(y - x) \<bullet> i\<bar> < e"
          using di as(2) y_def i xi by (auto simp: inner_simps)
        show "(\<Sum>i\<in>Basis - {i}. \<bar>(y - x) \<bullet> i\<bar>) \<le> (\<Sum>i\<in>Basis. 0)"
          unfolding y_def by (auto simp: inner_simps)
      qed auto
      then show "dist y x < e"
        unfolding dist_norm by auto
      have "y \<notin> k"
        unfolding k mem_box
        apply rule
        apply (erule_tac x=i in ballE)
        using xyi k i xi
        apply auto
        done
      moreover
      have "y \<in> \<Union>s"
        using set_rev_mp[OF as(1) s(2)[OF k(1)]] as(2) di i
        unfolding s mem_box y_def
        by (auto simp: field_simps elim!: ballE[of _ _ i])
      ultimately
      show "y \<in> \<Union>(s - {k})" by auto
    qed
  qed
  then have "\<Union>(s - {k}) = cbox a b"
    unfolding s(6)[symmetric] by auto
  then have  "{ka \<in> s - {k}. content ka \<noteq> 0} division_of (cbox a b)"
    apply -
    apply (rule assm(2)[rule_format,OF card refl])
    apply (rule division_ofI)
    defer
    apply (rule_tac[1-4] s)
    using assm(1)
    apply auto
    done
  moreover
  have "{ka \<in> s - {k}. content ka \<noteq> 0} = {k \<in> s. content k \<noteq> 0}"
    using k by auto
  ultimately show ?thesis by auto
qed


subsection \<open>Integrability on subintervals.\<close>

lemma operative_integrable:
  fixes f :: "'b::euclidean_space \<Rightarrow> 'a::banach"
  shows "comm_monoid.operative op \<and> True (\<lambda>i. f integrable_on i)"
  unfolding comm_monoid.operative_def[OF comm_monoid_and]
  apply safe
     apply (subst integrable_on_def)
     apply rule
     apply (rule has_integral_null_eq[where i=0, THEN iffD2])
      apply (simp add: content_eq_0_interior)
     apply rule
    apply (rule, assumption, assumption)+
  unfolding integrable_on_def
  by (auto intro!: has_integral_split)

lemma integrable_subinterval:
  fixes f :: "'b::euclidean_space \<Rightarrow> 'a::banach"
  assumes "f integrable_on cbox a b"
    and "cbox c d \<subseteq> cbox a b"
  shows "f integrable_on cbox c d"
  apply (cases "cbox c d = {}")
  defer
  apply (rule partial_division_extend_1[OF assms(2)],assumption)
  using comm_monoid_set.operative_division[OF comm_monoid_set_and operative_integrable,symmetric,of _ _ _ f] assms(1)
  apply (auto simp: comm_monoid_set_F_and)
  done

lemma integrable_subinterval_real:
  fixes f :: "real \<Rightarrow> 'a::banach"
  assumes "f integrable_on {a .. b}"
    and "{c .. d} \<subseteq> {a .. b}"
  shows "f integrable_on {c .. d}"
  by (metis assms(1) assms(2) box_real(2) integrable_subinterval)


subsection \<open>Combining adjacent intervals in 1 dimension.\<close>

lemma has_integral_combine:
  fixes a b c :: real
  assumes "a \<le> c"
    and "c \<le> b"
    and "(f has_integral i) {a .. c}"
    and "(f has_integral (j::'a::banach)) {c .. b}"
  shows "(f has_integral (i + j)) {a .. b}"
proof -
  interpret comm_monoid "lift_option plus" "Some (0::'a)"
    by (rule comm_monoid_lift_option)
      (rule add.comm_monoid_axioms)
  note operative_integral [of f, unfolded operative_1_le]
  note conjunctD2 [OF this, rule_format]
  note * = this(2) [OF conjI [OF assms(1-2)],
    unfolded if_P [OF assms(3)]]
  then have "f integrable_on cbox a b"
    apply -
    apply (rule ccontr)
    apply (subst(asm) if_P)
    defer
    apply (subst(asm) if_P)
    using assms(3-)
    apply auto
    done
  with *
  show ?thesis
    apply -
    apply (subst(asm) if_P)
    defer
    apply (subst(asm) if_P)
    defer
    apply (subst(asm) if_P)
    using assms(3-)
    apply (auto simp add: integrable_on_def integral_unique)
    done
qed

lemma integral_combine:
  fixes f :: "real \<Rightarrow> 'a::banach"
  assumes "a \<le> c"
    and "c \<le> b"
    and "f integrable_on {a .. b}"
  shows "integral {a .. c} f + integral {c .. b} f = integral {a .. b} f"
  apply (rule integral_unique[symmetric])
  apply (rule has_integral_combine[OF assms(1-2)])
  apply (metis assms(2) assms(3) atLeastatMost_subset_iff box_real(2) content_pos_le content_real_eq_0 integrable_integral integrable_subinterval le_add_same_cancel2 monoid_add_class.add.left_neutral)
  by (metis assms(1) assms(3) atLeastatMost_subset_iff box_real(2) content_pos_le content_real_eq_0 integrable_integral integrable_subinterval le_add_same_cancel1 monoid_add_class.add.right_neutral)

lemma integrable_combine:
  fixes f :: "real \<Rightarrow> 'a::banach"
  assumes "a \<le> c"
    and "c \<le> b"
    and "f integrable_on {a .. c}"
    and "f integrable_on {c .. b}"
  shows "f integrable_on {a .. b}"
  using assms
  unfolding integrable_on_def
  by (fastforce intro!:has_integral_combine)


subsection \<open>Reduce integrability to "local" integrability.\<close>

lemma integrable_on_little_subintervals:
  fixes f :: "'b::euclidean_space \<Rightarrow> 'a::banach"
  assumes "\<forall>x\<in>cbox a b. \<exists>d>0. \<forall>u v. x \<in> cbox u v \<and> cbox u v \<subseteq> ball x d \<and> cbox u v \<subseteq> cbox a b \<longrightarrow>
    f integrable_on cbox u v"
  shows "f integrable_on cbox a b"
proof -
  have "\<forall>x. \<exists>d. x\<in>cbox a b \<longrightarrow> d>0 \<and> (\<forall>u v. x \<in> cbox u v \<and> cbox u v \<subseteq> ball x d \<and> cbox u v \<subseteq> cbox a b \<longrightarrow>
    f integrable_on cbox u v)"
    using assms by auto
  note this[unfolded gauge_existence_lemma]
  from choice[OF this] guess d .. note d=this[rule_format]
  guess p
    apply (rule fine_division_exists[OF gauge_ball_dependent,of d a b])
    using d
    by auto
  note p=this(1-2)
  note division_of_tagged_division[OF this(1)]
  note * = comm_monoid_set.operative_division[OF comm_monoid_set_and operative_integrable, OF this, symmetric, of f]
  show ?thesis
    unfolding * comm_monoid_set_F_and
    apply safe
    unfolding snd_conv
  proof -
    fix x k
    assume "(x, k) \<in> p"
    note tagged_division_ofD(2-4)[OF p(1) this] fineD[OF p(2) this]
    then show "f integrable_on k"
      apply safe
      apply (rule d[THEN conjunct2,rule_format,of x])
      apply (auto intro: order.trans)
      done
  qed
qed


subsection \<open>Second FTC or existence of antiderivative.\<close>

lemma integrable_const[intro]: "(\<lambda>x. c) integrable_on cbox a b"
  unfolding integrable_on_def
  apply rule
  apply (rule has_integral_const)
  done

lemma integral_has_vector_derivative_continuous_at:
  fixes f :: "real \<Rightarrow> 'a::banach"
  assumes f: "f integrable_on {a..b}"
      and x: "x \<in> {a..b}"
      and fx: "continuous (at x within {a..b}) f"
  shows "((\<lambda>u. integral {a..u} f) has_vector_derivative f x) (at x within {a..b})"
proof -
  let ?I = "\<lambda>a b. integral {a..b} f"
  { fix e::real
    assume "e > 0"
    obtain d where "d>0" and d: "\<And>x'. \<lbrakk>x' \<in> {a..b}; \<bar>x' - x\<bar> < d\<rbrakk> \<Longrightarrow> norm(f x' - f x) \<le> e"
      using \<open>e>0\<close> fx by (auto simp: continuous_within_eps_delta dist_norm less_imp_le)
    have "norm (integral {a..y} f - integral {a..x} f - (y - x) *\<^sub>R f x) \<le> e * \<bar>y - x\<bar>"
           if y: "y \<in> {a..b}" and yx: "\<bar>y - x\<bar> < d" for y
    proof (cases "y < x")
      case False
      have "f integrable_on {a..y}"
        using f y by (simp add: integrable_subinterval_real)
      then have Idiff: "?I a y - ?I a x = ?I x y"
        using False x by (simp add: algebra_simps integral_combine)
      have fux_int: "((\<lambda>u. f u - f x) has_integral integral {x..y} f - (y - x) *\<^sub>R f x) {x..y}"
        apply (rule has_integral_sub)
        using x y apply (force intro: integrable_integral [OF integrable_subinterval_real [OF f]])
        using has_integral_const_real [of "f x" x y] False
        apply (simp add: )
        done
      show ?thesis
        using False
        apply (simp add: abs_eq_content del: content_real_if measure_lborel_Icc)
        apply (rule has_integral_bound_real[where f="(\<lambda>u. f u - f x)"])
        using yx False d x y \<open>e>0\<close> apply (auto simp add: Idiff fux_int)
        done
    next
      case True
      have "f integrable_on {a..x}"
        using f x by (simp add: integrable_subinterval_real)
      then have Idiff: "?I a x - ?I a y = ?I y x"
        using True x y by (simp add: algebra_simps integral_combine)
      have fux_int: "((\<lambda>u. f u - f x) has_integral integral {y..x} f - (x - y) *\<^sub>R f x) {y..x}"
        apply (rule has_integral_sub)
        using x y apply (force intro: integrable_integral [OF integrable_subinterval_real [OF f]])
        using has_integral_const_real [of "f x" y x] True
        apply (simp add: )
        done
      have "norm (integral {a..x} f - integral {a..y} f - (x - y) *\<^sub>R f x) \<le> e * \<bar>y - x\<bar>"
        using True
        apply (simp add: abs_eq_content del: content_real_if measure_lborel_Icc)
        apply (rule has_integral_bound_real[where f="(\<lambda>u. f u - f x)"])
        using yx True d x y \<open>e>0\<close> apply (auto simp add: Idiff fux_int)
        done
      then show ?thesis
        by (simp add: algebra_simps norm_minus_commute)
    qed
    then have "\<exists>d>0. \<forall>y\<in>{a..b}. \<bar>y - x\<bar> < d \<longrightarrow> norm (integral {a..y} f - integral {a..x} f - (y - x) *\<^sub>R f x) \<le> e * \<bar>y - x\<bar>"
      using \<open>d>0\<close> by blast
  }
  then show ?thesis
    by (simp add: has_vector_derivative_def has_derivative_within_alt bounded_linear_scaleR_left)
qed

lemma integral_has_vector_derivative:
  fixes f :: "real \<Rightarrow> 'a::banach"
  assumes "continuous_on {a .. b} f"
    and "x \<in> {a .. b}"
  shows "((\<lambda>u. integral {a .. u} f) has_vector_derivative f(x)) (at x within {a .. b})"
apply (rule integral_has_vector_derivative_continuous_at [OF integrable_continuous_real])
using assms
apply (auto simp: continuous_on_eq_continuous_within)
done

lemma antiderivative_continuous:
  fixes q b :: real
  assumes "continuous_on {a .. b} f"
  obtains g where "\<forall>x\<in>{a .. b}. (g has_vector_derivative (f x::_::banach)) (at x within {a .. b})"
  apply (rule that)
  apply rule
  using integral_has_vector_derivative[OF assms]
  apply auto
  done


subsection \<open>Combined fundamental theorem of calculus.\<close>

lemma antiderivative_integral_continuous:
  fixes f :: "real \<Rightarrow> 'a::banach"
  assumes "continuous_on {a .. b} f"
  obtains g where "\<forall>u\<in>{a .. b}. \<forall>v \<in> {a .. b}. u \<le> v \<longrightarrow> (f has_integral (g v - g u)) {u .. v}"
proof -
  from antiderivative_continuous[OF assms] guess g . note g=this
  show ?thesis
    apply (rule that[of g])
    apply safe
  proof goal_cases
    case prems: (1 u v)
    have "\<forall>x\<in>cbox u v. (g has_vector_derivative f x) (at x within cbox u v)"
      apply rule
      apply (rule has_vector_derivative_within_subset)
      apply (rule g[rule_format])
      using prems(1,2)
      apply auto
      done
    then show ?case
      using fundamental_theorem_of_calculus[OF prems(3), of g f] by auto
  qed
qed


subsection \<open>General "twiddling" for interval-to-interval function image.\<close>

lemma has_integral_twiddle:
  assumes "0 < r"
    and "\<forall>x. h(g x) = x"
    and "\<forall>x. g(h x) = x"
    and contg: "\<And>x. continuous (at x) g"
    and "\<forall>u v. \<exists>w z. g ` cbox u v = cbox w z"
    and h: "\<forall>u v. \<exists>w z. h ` cbox u v = cbox w z"
    and "\<forall>u v. content(g ` cbox u v) = r * content (cbox u v)"
    and "(f has_integral i) (cbox a b)"
  shows "((\<lambda>x. f(g x)) has_integral (1 / r) *\<^sub>R i) (h ` cbox a b)"
proof -
  show ?thesis when *: "cbox a b \<noteq> {} \<Longrightarrow> ?thesis"
    apply cases
    defer
    apply (rule *)
    apply assumption
  proof goal_cases
    case prems: 1
    then show ?thesis
      unfolding prems assms(8)[unfolded prems has_integral_empty_eq] by auto
  qed
  assume "cbox a b \<noteq> {}"
  from assms(6)[rule_format,of a b] guess w z by (elim exE) note wz=this
  have inj: "inj g" "inj h"
    unfolding inj_on_def
    apply safe
    apply(rule_tac[!] ccontr)
    using assms(2)
    apply(erule_tac x=x in allE)
    using assms(2)
    apply(erule_tac x=y in allE)
    defer
    using assms(3)
    apply (erule_tac x=x in allE)
    using assms(3)
    apply(erule_tac x=y in allE)
    apply auto
    done
  from h obtain ha hb where h_eq: "h ` cbox a b = cbox ha hb" by blast
  show ?thesis
    unfolding h_eq has_integral
    unfolding h_eq[symmetric]
  proof safe
    fix e :: real
    assume e: "e > 0"
    with assms(1) have "e * r > 0" by simp
    from assms(8)[unfolded has_integral,rule_format,OF this] guess d by (elim exE conjE) note d=this[rule_format]
    define d' where "d' x = {y. g y \<in> d (g x)}" for x
    have d': "\<And>x. d' x = {y. g y \<in> (d (g x))}"
      unfolding d'_def ..
    show "\<exists>d. gauge d \<and> (\<forall>p. p tagged_division_of h ` cbox a b \<and> d fine p \<longrightarrow> norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f (g x)) - (1 / r) *\<^sub>R i) < e)"
    proof (rule_tac x=d' in exI, safe)
      show "gauge d'"
        using d(1)
        unfolding gauge_def d'
        using continuous_open_preimage_univ[OF _ contg]
        by auto
      fix p
      assume as: "p tagged_division_of h ` cbox a b" "d' fine p"
      note p = tagged_division_ofD[OF as(1)]
      have "(\<lambda>(x, k). (g x, g ` k)) ` p tagged_division_of (cbox a b) \<and> d fine (\<lambda>(x, k). (g x, g ` k)) ` p"
        unfolding tagged_division_of
      proof safe
        show "finite ((\<lambda>(x, k). (g x, g ` k)) ` p)"
          using as by auto
        show "d fine (\<lambda>(x, k). (g x, g ` k)) ` p"
          using as(2) unfolding fine_def d' by auto
        fix x k
        assume xk[intro]: "(x, k) \<in> p"
        show "g x \<in> g ` k"
          using p(2)[OF xk] by auto
        show "\<exists>u v. g ` k = cbox u v"
          using p(4)[OF xk] using assms(5-6) by auto
        {
          fix y
          assume "y \<in> k"
          then show "g y \<in> cbox a b" "g y \<in> cbox a b"
            using p(3)[OF xk,unfolded subset_eq,rule_format,of "h (g y)"]
            using assms(2)[rule_format,of y]
            unfolding inj_image_mem_iff[OF inj(2)]
            by auto
        }
        fix x' k'
        assume xk': "(x', k') \<in> p"
        fix z
        assume z: "z \<in> interior (g ` k)" "z \<in> interior (g ` k')"
        have same: "(x, k) = (x', k')"
          apply -
          apply (rule ccontr)
          apply (drule p(5)[OF xk xk'])
        proof -
          assume as: "interior k \<inter> interior k' = {}"
          have "z \<in> g ` (interior k \<inter> interior k')"
            using interior_image_subset[OF \<open>inj g\<close> contg] z
            unfolding image_Int[OF inj(1)] by blast
          then show False
            using as by blast
        qed
        then show "g x = g x'"
          by auto
        {
          fix z
          assume "z \<in> k"
          then show "g z \<in> g ` k'"
            using same by auto
        }
        {
          fix z
          assume "z \<in> k'"
          then show "g z \<in> g ` k"
            using same by auto
        }
      next
        fix x
        assume "x \<in> cbox a b"
        then have "h x \<in>  \<Union>{k. \<exists>x. (x, k) \<in> p}"
          using p(6) by auto
        then guess X unfolding Union_iff .. note X=this
        from this(1) guess y unfolding mem_Collect_eq ..
        then show "x \<in> \<Union>{k. \<exists>x. (x, k) \<in> (\<lambda>(x, k). (g x, g ` k)) ` p}"
          apply -
          apply (rule_tac X="g ` X" in UnionI)
          defer
          apply (rule_tac x="h x" in image_eqI)
          using X(2) assms(3)[rule_format,of x]
          apply auto
          done
      qed
        note ** = d(2)[OF this]
        have *: "inj_on (\<lambda>(x, k). (g x, g ` k)) p"
          using inj(1) unfolding inj_on_def by fastforce
        have "(\<Sum>(x, k)\<in>(\<lambda>(x, k). (g x, g ` k)) ` p. content k *\<^sub>R f x) - i = r *\<^sub>R (\<Sum>(x, k)\<in>p. content k *\<^sub>R f (g x)) - i" (is "?l = _")
          using assms(7)
          apply (simp only: algebra_simps add_left_cancel scaleR_right.sum)
          apply (subst sum.reindex_bij_betw[symmetric, where h="\<lambda>(x, k). (g x, g ` k)" and S=p])
          apply (auto intro!: * sum.cong simp: bij_betw_def dest!: p(4))
          done
      also have "\<dots> = r *\<^sub>R ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f (g x)) - (1 / r) *\<^sub>R i)" (is "_ = ?r")
        unfolding scaleR_diff_right scaleR_scaleR
        using assms(1)
        by auto
      finally have *: "?l = ?r" .
      show "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f (g x)) - (1 / r) *\<^sub>R i) < e"
        using **
        unfolding *
        unfolding norm_scaleR
        using assms(1)
        by (auto simp add:field_simps)
    qed
  qed
qed


subsection \<open>Special case of a basic affine transformation.\<close>

lemma AE_lborel_inner_neq:
  assumes k: "k \<in> Basis"
  shows "AE x in lborel. x \<bullet> k \<noteq> c"
proof -
  interpret finite_product_sigma_finite "\<lambda>_. lborel" Basis
    proof qed simp

  have "emeasure lborel {x\<in>space lborel. x \<bullet> k = c} = emeasure (\<Pi>\<^sub>M j::'a\<in>Basis. lborel) (\<Pi>\<^sub>E j\<in>Basis. if j = k then {c} else UNIV)"
    using k
    by (auto simp add: lborel_eq[where 'a='a] emeasure_distr intro!: arg_cong2[where f=emeasure])
       (auto simp: space_PiM PiE_iff extensional_def split: if_split_asm)
  also have "\<dots> = (\<Prod>j\<in>Basis. emeasure lborel (if j = k then {c} else UNIV))"
    by (intro measure_times) auto
  also have "\<dots> = 0"
    by (intro prod_zero bexI[OF _ k]) auto
  finally show ?thesis
    by (subst AE_iff_measurable[OF _ refl]) auto
qed

lemma content_image_stretch_interval:
  fixes m :: "'a::euclidean_space \<Rightarrow> real"
  defines "s f x \<equiv> (\<Sum>k::'a\<in>Basis. (f k * (x\<bullet>k)) *\<^sub>R k)"
  shows "content (s m ` cbox a b) = \<bar>\<Prod>k\<in>Basis. m k\<bar> * content (cbox a b)"
proof cases
  have s[measurable]: "s f \<in> borel \<rightarrow>\<^sub>M borel" for f
    by (auto simp: s_def[abs_def])
  assume m: "\<forall>k\<in>Basis. m k \<noteq> 0"
  then have s_comp_s: "s (\<lambda>k. 1 / m k) \<circ> s m = id" "s m \<circ> s (\<lambda>k. 1 / m k) = id"
    by (auto simp: s_def[abs_def] fun_eq_iff euclidean_representation)
  then have "inv (s (\<lambda>k. 1 / m k)) = s m" "bij (s (\<lambda>k. 1 / m k))"
    by (auto intro: inv_unique_comp o_bij)
  then have eq: "s m ` cbox a b = s (\<lambda>k. 1 / m k) -` cbox a b"
    using bij_vimage_eq_inv_image[OF \<open>bij (s (\<lambda>k. 1 / m k))\<close>, of "cbox a b"] by auto
  show ?thesis
    using m unfolding eq measure_def
    by (subst lborel_affine_euclidean[where c=m and t=0])
       (simp_all add: emeasure_density measurable_sets_borel[OF s] abs_prod nn_integral_cmult
                      s_def[symmetric] emeasure_distr vimage_comp s_comp_s enn2real_mult prod_nonneg)
next
  assume "\<not> (\<forall>k\<in>Basis. m k \<noteq> 0)"
  then obtain k where k: "k \<in> Basis" "m k = 0" by auto
  then have [simp]: "(\<Prod>k\<in>Basis. m k) = 0"
    by (intro prod_zero) auto
  have "emeasure lborel {x\<in>space lborel. x \<in> s m ` cbox a b} = 0"
  proof (rule emeasure_eq_0_AE)
    show "AE x in lborel. x \<notin> s m ` cbox a b"
      using AE_lborel_inner_neq[OF \<open>k\<in>Basis\<close>]
    proof eventually_elim
      show "x \<bullet> k \<noteq> 0 \<Longrightarrow> x \<notin> s m ` cbox a b " for x
        using k by (auto simp: s_def[abs_def] cbox_def)
    qed
  qed
  then show ?thesis
    by (simp add: measure_def)
qed

lemma interval_image_affinity_interval:
  "\<exists>u v. (\<lambda>x. m *\<^sub>R (x::'a::euclidean_space) + c) ` cbox a b = cbox u v"
  unfolding image_affinity_cbox
  by auto

lemma content_image_affinity_cbox:
  "content((\<lambda>x::'a::euclidean_space. m *\<^sub>R x + c) ` cbox a b) =
    \<bar>m\<bar> ^ DIM('a) * content (cbox a b)" (is "?l = ?r")
proof (cases "cbox a b = {}")
  case True then show ?thesis by simp
next
  case False
  show ?thesis
  proof (cases "m \<ge> 0")
    case True
    with \<open>cbox a b \<noteq> {}\<close> have "cbox (m *\<^sub>R a + c) (m *\<^sub>R b + c) \<noteq> {}"
      unfolding box_ne_empty
      apply (intro ballI)
      apply (erule_tac x=i in ballE)
      apply (auto simp: inner_simps mult_left_mono)
      done
    moreover from True have *: "\<And>i. (m *\<^sub>R b + c) \<bullet> i - (m *\<^sub>R a + c) \<bullet> i = m *\<^sub>R (b - a) \<bullet> i"
      by (simp add: inner_simps field_simps)
    ultimately show ?thesis
      by (simp add: image_affinity_cbox True content_cbox'
        prod.distrib prod_constant inner_diff_left)
  next
    case False
    with \<open>cbox a b \<noteq> {}\<close> have "cbox (m *\<^sub>R b + c) (m *\<^sub>R a + c) \<noteq> {}"
      unfolding box_ne_empty
      apply (intro ballI)
      apply (erule_tac x=i in ballE)
      apply (auto simp: inner_simps mult_left_mono)
      done
    moreover from False have *: "\<And>i. (m *\<^sub>R a + c) \<bullet> i - (m *\<^sub>R b + c) \<bullet> i = (-m) *\<^sub>R (b - a) \<bullet> i"
      by (simp add: inner_simps field_simps)
    ultimately show ?thesis using False
      by (simp add: image_affinity_cbox content_cbox'
        prod.distrib[symmetric] prod_constant[symmetric] inner_diff_left)
  qed
qed

lemma has_integral_affinity:
  fixes a :: "'a::euclidean_space"
  assumes "(f has_integral i) (cbox a b)"
      and "m \<noteq> 0"
  shows "((\<lambda>x. f(m *\<^sub>R x + c)) has_integral ((1 / (\<bar>m\<bar> ^ DIM('a))) *\<^sub>R i)) ((\<lambda>x. (1 / m) *\<^sub>R x + -((1 / m) *\<^sub>R c)) ` cbox a b)"
  apply (rule has_integral_twiddle)
  using assms
  apply (safe intro!: interval_image_affinity_interval content_image_affinity_cbox)
  apply (rule zero_less_power)
  unfolding scaleR_right_distrib
  apply auto
  done

lemma integrable_affinity:
  assumes "f integrable_on cbox a b"
    and "m \<noteq> 0"
  shows "(\<lambda>x. f(m *\<^sub>R x + c)) integrable_on ((\<lambda>x. (1 / m) *\<^sub>R x + -((1/m) *\<^sub>R c)) ` cbox a b)"
  using assms
  unfolding integrable_on_def
  apply safe
  apply (drule has_integral_affinity)
  apply auto
  done

lemmas has_integral_affinity01 = has_integral_affinity [of _ _ 0 "1::real", simplified]

subsection \<open>Special case of stretching coordinate axes separately.\<close>

lemma has_integral_stretch:
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
  assumes "(f has_integral i) (cbox a b)"
    and "\<forall>k\<in>Basis. m k \<noteq> 0"
  shows "((\<lambda>x. f (\<Sum>k\<in>Basis. (m k * (x\<bullet>k))*\<^sub>R k)) has_integral
         ((1/ \<bar>prod m Basis\<bar>) *\<^sub>R i)) ((\<lambda>x. (\<Sum>k\<in>Basis. (1 / m k * (x\<bullet>k))*\<^sub>R k)) ` cbox a b)"
apply (rule has_integral_twiddle[where f=f])
unfolding zero_less_abs_iff content_image_stretch_interval
unfolding image_stretch_interval empty_as_interval euclidean_eq_iff[where 'a='a]
using assms
by auto


lemma integrable_stretch:
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
  assumes "f integrable_on cbox a b"
    and "\<forall>k\<in>Basis. m k \<noteq> 0"
  shows "(\<lambda>x::'a. f (\<Sum>k\<in>Basis. (m k * (x\<bullet>k))*\<^sub>R k)) integrable_on
    ((\<lambda>x. \<Sum>k\<in>Basis. (1 / m k * (x\<bullet>k))*\<^sub>R k) ` cbox a b)"
  using assms unfolding integrable_on_def
  by (force dest: has_integral_stretch)


subsection \<open>even more special cases.\<close>

lemma uminus_interval_vector[simp]:
  fixes a b :: "'a::euclidean_space"
  shows "uminus ` cbox a b = cbox (-b) (-a)"
  apply (rule set_eqI)
  apply rule
  defer
  unfolding image_iff
  apply (rule_tac x="-x" in bexI)
  apply (auto simp add:minus_le_iff le_minus_iff mem_box)
  done

lemma has_integral_reflect_lemma[intro]:
  assumes "(f has_integral i) (cbox a b)"
  shows "((\<lambda>x. f(-x)) has_integral i) (cbox (-b) (-a))"
  using has_integral_affinity[OF assms, of "-1" 0]
  by auto

lemma has_integral_reflect_lemma_real[intro]:
  assumes "(f has_integral i) {a .. b::real}"
  shows "((\<lambda>x. f(-x)) has_integral i) {-b .. -a}"
  using assms
  unfolding box_real[symmetric]
  by (rule has_integral_reflect_lemma)

lemma has_integral_reflect[simp]:
  "((\<lambda>x. f (-x)) has_integral i) (cbox (-b) (-a)) \<longleftrightarrow> (f has_integral i) (cbox a b)"
  apply rule
  apply (drule_tac[!] has_integral_reflect_lemma)
  apply auto
  done

lemma integrable_reflect[simp]: "(\<lambda>x. f(-x)) integrable_on cbox (-b) (-a) \<longleftrightarrow> f integrable_on cbox a b"
  unfolding integrable_on_def by auto

lemma integrable_reflect_real[simp]: "(\<lambda>x. f(-x)) integrable_on {-b .. -a} \<longleftrightarrow> f integrable_on {a .. b::real}"
  unfolding box_real[symmetric]
  by (rule integrable_reflect)

lemma integral_reflect[simp]: "integral (cbox (-b) (-a)) (\<lambda>x. f (-x)) = integral (cbox a b) f"
  unfolding integral_def by auto

lemma integral_reflect_real[simp]: "integral {-b .. -a} (\<lambda>x. f (-x)) = integral {a .. b::real} f"
  unfolding box_real[symmetric]
  by (rule integral_reflect)


subsection \<open>Stronger form of FCT; quite a tedious proof.\<close>

lemma split_minus[simp]: "(\<lambda>(x, k). f x k) x - (\<lambda>(x, k). g x k) x = (\<lambda>(x, k). f x k - g x k) x"
  by (simp add: split_def)

lemma norm_triangle_le_sub: "norm x + norm y \<le> e \<Longrightarrow> norm (x - y) \<le> e"
  apply (subst(asm)(2) norm_minus_cancel[symmetric])
  apply (drule norm_triangle_le)
  apply (auto simp add: algebra_simps)
  done

lemma fundamental_theorem_of_calculus_interior:
  fixes f :: "real \<Rightarrow> 'a::real_normed_vector"
  assumes "a \<le> b"
    and "continuous_on {a .. b} f"
    and "\<forall>x\<in>{a <..< b}. (f has_vector_derivative f'(x)) (at x)"
  shows "(f' has_integral (f b - f a)) {a .. b}"
proof -
  {
    presume *: "a < b \<Longrightarrow> ?thesis"
    show ?thesis
    proof (cases "a < b")
      case True
      then show ?thesis by (rule *)
    next
      case False
      then have "a = b"
        using assms(1) by auto
      then have *: "cbox a b = {b}" "f b - f a = 0"
        by (auto simp add:  order_antisym)
      show ?thesis
        unfolding *(2)
        unfolding content_eq_0
        using * \<open>a = b\<close>
        by (auto simp: ex_in_conv)
    qed
  }
  assume ab: "a < b"
  let ?P = "\<lambda>e. \<exists>d. gauge d \<and> (\<forall>p. p tagged_division_of {a .. b} \<and> d fine p \<longrightarrow>
    norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f' x) - (f b - f a)) \<le> e * content {a .. b})"
  { presume "\<And>e. e > 0 \<Longrightarrow> ?P e" then show ?thesis unfolding has_integral_factor_content_real by auto }
  fix e :: real
  assume e: "e > 0"
  note assms(3)[unfolded has_vector_derivative_def has_derivative_at_alt ball_conj_distrib]
  note conjunctD2[OF this]
  note bounded=this(1) and this(2)
  from this(2) have "\<forall>x\<in>box a b. \<exists>d>0. \<forall>y. norm (y - x) < d \<longrightarrow>
    norm (f y - f x - (y - x) *\<^sub>R f' x) \<le> e/2 * norm (y - x)"
    apply -
    apply safe
    apply (erule_tac x=x in ballE)
    apply (erule_tac x="e/2" in allE)
    using e
    apply auto
    done
  note this[unfolded bgauge_existence_lemma]
  from choice[OF this] guess d ..
  note conjunctD2[OF this[rule_format]]
  note d = this[rule_format]
  have "bounded (f ` cbox a b)"
    apply (rule compact_imp_bounded compact_continuous_image)+
    using compact_cbox assms
    apply auto
    done
  from this[unfolded bounded_pos] guess B .. note B = this[rule_format]

  have "\<exists>da. 0 < da \<and> (\<forall>c. a \<le> c \<and> {a .. c} \<subseteq> {a .. b} \<and> {a .. c} \<subseteq> ball a da \<longrightarrow>
    norm (content {a .. c} *\<^sub>R f' a - (f c - f a)) \<le> (e * (b - a)) / 4)"
  proof -
    have "a \<in> {a .. b}"
      using ab by auto
    note assms(2)[unfolded continuous_on_eq_continuous_within,rule_format,OF this]
    note * = this[unfolded continuous_within Lim_within,rule_format]
    have "(e * (b - a)) / 8 > 0"
      using e ab by (auto simp add: field_simps)
    from *[OF this] guess k .. note k = conjunctD2[OF this,rule_format]
    have "\<exists>l. 0 < l \<and> norm(l *\<^sub>R f' a) \<le> (e * (b - a)) / 8"
    proof (cases "f' a = 0")
      case True
      thus ?thesis using ab e by auto
    next
      case False
      then show ?thesis
        apply (rule_tac x="(e * (b - a)) / 8 / norm (f' a)" in exI)
        using ab e
        apply (auto simp add: field_simps)
        done
    qed
    then guess l .. note l = conjunctD2[OF this]
    show ?thesis
      apply (rule_tac x="min k l" in exI)
      apply safe
      unfolding min_less_iff_conj
      apply rule
      apply (rule l k)+
    proof -
      fix c
      assume as: "a \<le> c" "{a .. c} \<subseteq> {a .. b}" "{a .. c} \<subseteq> ball a (min k l)"
      note as' = this[unfolded subset_eq Ball_def mem_ball dist_real_def mem_box]
      have "norm ((c - a) *\<^sub>R f' a - (f c - f a)) \<le> norm ((c - a) *\<^sub>R f' a) + norm (f c - f a)"
        by (rule norm_triangle_ineq4)
      also have "\<dots> \<le> e * (b - a) / 8 + e * (b - a) / 8"
      proof (rule add_mono)
        have "\<bar>c - a\<bar> \<le> \<bar>l\<bar>"
          using as' by auto
        then show "norm ((c - a) *\<^sub>R f' a) \<le> e * (b - a) / 8"
          apply -
          apply (rule order_trans[OF _ l(2)])
          unfolding norm_scaleR
          apply (rule mult_right_mono)
          apply auto
          done
      next
        show "norm (f c - f a) \<le> e * (b - a) / 8"
          apply (rule less_imp_le)
          apply (cases "a = c")
          defer
          apply (rule k(2)[unfolded dist_norm])
          using as' e ab
          apply (auto simp add: field_simps)
          done
      qed
      finally show "norm (content {a .. c} *\<^sub>R f' a - (f c - f a)) \<le> e * (b - a) / 4"
        unfolding content_real[OF as(1)] by auto
    qed
  qed
  then guess da .. note da=conjunctD2[OF this,rule_format]

  have "\<exists>db>0. \<forall>c\<le>b. {c .. b} \<subseteq> {a .. b} \<and> {c .. b} \<subseteq> ball b db \<longrightarrow>
    norm (content {c .. b} *\<^sub>R f' b - (f b - f c)) \<le> (e * (b - a)) / 4"
  proof -
    have "b \<in> {a .. b}"
      using ab by auto
    note assms(2)[unfolded continuous_on_eq_continuous_within,rule_format,OF this]
    note * = this[unfolded continuous_within Lim_within,rule_format] have "(e * (b - a)) / 8 > 0"
      using e ab by (auto simp add: field_simps)
    from *[OF this] guess k .. note k = conjunctD2[OF this,rule_format]
    have "\<exists>l. 0 < l \<and> norm (l *\<^sub>R f' b) \<le> (e * (b - a)) / 8"
    proof (cases "f' b = 0")
      case True
      thus ?thesis using ab e by auto
    next
      case False
      then show ?thesis
        apply (rule_tac x="(e * (b - a)) / 8 / norm (f' b)" in exI)
        using ab e
        apply (auto simp add: field_simps)
        done
    qed
    then guess l .. note l = conjunctD2[OF this]
    show ?thesis
      apply (rule_tac x="min k l" in exI)
      apply safe
      unfolding min_less_iff_conj
      apply rule
      apply (rule l k)+
    proof -
      fix c
      assume as: "c \<le> b" "{c..b} \<subseteq> {a..b}" "{c..b} \<subseteq> ball b (min k l)"
      note as' = this[unfolded subset_eq Ball_def mem_ball dist_real_def mem_box]
      have "norm ((b - c) *\<^sub>R f' b - (f b - f c)) \<le> norm ((b - c) *\<^sub>R f' b) + norm (f b - f c)"
        by (rule norm_triangle_ineq4)
      also have "\<dots> \<le> e * (b - a) / 8 + e * (b - a) / 8"
      proof (rule add_mono)
        have "\<bar>c - b\<bar> \<le> \<bar>l\<bar>"
          using as' by auto
        then show "norm ((b - c) *\<^sub>R f' b) \<le> e * (b - a) / 8"
          apply -
          apply (rule order_trans[OF _ l(2)])
          unfolding norm_scaleR
          apply (rule mult_right_mono)
          apply auto
          done
      next
        show "norm (f b - f c) \<le> e * (b - a) / 8"
          apply (rule less_imp_le)
          apply (cases "b = c")
          defer
          apply (subst norm_minus_commute)
          apply (rule k(2)[unfolded dist_norm])
          using as' e ab
          apply (auto simp add: field_simps)
          done
      qed
      finally show "norm (content {c .. b} *\<^sub>R f' b - (f b - f c)) \<le> e * (b - a) / 4"
        unfolding content_real[OF as(1)] by auto
    qed
  qed
  then guess db .. note db=conjunctD2[OF this,rule_format]

  let ?d = "(\<lambda>x. ball x (if x=a then da else if x=b then db else d x))"
  show "?P e"
    apply (rule_tac x="?d" in exI)
  proof (safe, goal_cases)
    case 1
    show ?case
      apply (rule gauge_ball_dependent)
      using ab db(1) da(1) d(1)
      apply auto
      done
  next
    case as: (2 p)
    let ?A = "{t. fst t \<in> {a, b}}"
    note p = tagged_division_ofD[OF as(1)]
    have pA: "p = (p \<inter> ?A) \<union> (p - ?A)" "finite (p \<inter> ?A)" "finite (p - ?A)" "(p \<inter> ?A) \<inter> (p - ?A) = {}"
      using as by auto
    note * = additive_tagged_division_1'[OF assms(1) as(1), symmetric]
    have **: "\<And>n1 s1 n2 s2::real. n2 \<le> s2 / 2 \<Longrightarrow> n1 - s1 \<le> s2 / 2 \<Longrightarrow> n1 + n2 \<le> s1 + s2"
      by arith
    show ?case
      unfolding content_real[OF assms(1)] and *[of "\<lambda>x. x"] *[of f] sum_subtractf[symmetric] split_minus
      unfolding sum_distrib_left
      apply (subst(2) pA)
      apply (subst pA)
      unfolding sum.union_disjoint[OF pA(2-)]
    proof (rule norm_triangle_le, rule **, goal_cases)
      case 1
      show ?case
        apply (rule order_trans)
        apply (rule sum_norm_le)
        defer
        apply (subst sum_divide_distrib)
        apply (rule order_refl)
        apply safe
        apply (unfold not_le o_def split_conv fst_conv)
      proof (rule ccontr)
        fix x k
        assume xk: "(x, k) \<in> p"
          "e * (Sup k -  Inf k) / 2 <
            norm (content k *\<^sub>R f' x - (f (Sup k) - f (Inf k)))"
        from p(4)[OF this(1)] guess u v by (elim exE) note k=this
        then have "u \<le> v" and uv: "{u, v} \<subseteq> cbox u v"
          using p(2)[OF xk(1)] by auto
        note result = xk(2)[unfolded k box_real interval_bounds_real[OF this(1)] content_real[OF this(1)]]

        assume as': "x \<noteq> a" "x \<noteq> b"
        then have "x \<in> box a b"
          using p(2-3)[OF xk(1)] by (auto simp: mem_box)
        note  * = d(2)[OF this]
        have "norm ((v - u) *\<^sub>R f' (x) - (f (v) - f (u))) =
          norm ((f (u) - f (x) - (u - x) *\<^sub>R f' (x)) - (f (v) - f (x) - (v - x) *\<^sub>R f' (x)))"
          apply (rule arg_cong[of _ _ norm])
          unfolding scaleR_left.diff
          apply auto
          done
        also have "\<dots> \<le> e / 2 * norm (u - x) + e / 2 * norm (v - x)"
          apply (rule norm_triangle_le_sub)
          apply (rule add_mono)
          apply (rule_tac[!] *)
          using fineD[OF as(2) xk(1)] as'
          unfolding k subset_eq
          apply -
          apply (erule_tac x=u in ballE)
          apply (erule_tac[3] x=v in ballE)
          using uv
          apply (auto simp:dist_real_def)
          done
        also have "\<dots> \<le> e / 2 * norm (v - u)"
          using p(2)[OF xk(1)]
          unfolding k
          by (auto simp add: field_simps)
        finally have "e * (v - u) / 2 < e * (v - u) / 2"
          apply -
          apply (rule less_le_trans[OF result])
          using uv
          apply auto
          done
        then show False by auto
      qed
    next
      have *: "\<And>x s1 s2::real. 0 \<le> s1 \<Longrightarrow> x \<le> (s1 + s2) / 2 \<Longrightarrow> x - s1 \<le> s2 / 2"
        by auto
      case 2
      show ?case
        apply (rule *)
        apply (rule sum_nonneg)
        apply rule
        apply (unfold split_paired_all split_conv)
        defer
        unfolding sum.union_disjoint[OF pA(2-),symmetric] pA(1)[symmetric]
        unfolding sum_distrib_left[symmetric]
        apply (subst additive_tagged_division_1[OF _ as(1)])
        apply (rule assms)
      proof -
        fix x k
        assume "(x, k) \<in> p \<inter> {t. fst t \<in> {a, b}}"
        note xk=IntD1[OF this]
        from p(4)[OF this] guess u v by (elim exE) note uv=this
        with p(2)[OF xk] have "cbox u v \<noteq> {}"
          by auto
        then show "0 \<le> e * ((Sup k) - (Inf k))"
          unfolding uv using e by (auto simp add: field_simps)
      next
        have *: "\<And>s f t e. sum f s = sum f t \<Longrightarrow> norm (sum f t) \<le> e \<Longrightarrow> norm (sum f s) \<le> e"
          by auto
        show "norm (\<Sum>(x, k)\<in>p \<inter> ?A. content k *\<^sub>R f' x -
          (f ((Sup k)) - f ((Inf k)))) \<le> e * (b - a) / 2"
          apply (rule *[where t1="p \<inter> {t. fst t \<in> {a, b} \<and> content(snd t) \<noteq> 0}"])
          apply (rule sum.mono_neutral_right[OF pA(2)])
          defer
          apply rule
          unfolding split_paired_all split_conv o_def
        proof goal_cases
          fix x k
          assume "(x, k) \<in> p \<inter> {t. fst t \<in> {a, b}} - p \<inter> {t. fst t \<in> {a, b} \<and> content (snd t) \<noteq> 0}"
          then have xk: "(x, k) \<in> p" "content k = 0"
            by auto
          from p(4)[OF xk(1)] guess u v by (elim exE) note uv=this
          have "k \<noteq> {}"
            using p(2)[OF xk(1)] by auto
          then have *: "u = v"
            using xk
            unfolding uv content_eq_0 box_eq_empty
            by auto
          then show "content k *\<^sub>R (f' (x)) - (f ((Sup k)) - f ((Inf k))) = 0"
            using xk unfolding uv by auto
        next
          have *: "p \<inter> {t. fst t \<in> {a, b} \<and> content(snd t) \<noteq> 0} =
            {t. t\<in>p \<and> fst t = a \<and> content(snd t) \<noteq> 0} \<union> {t. t\<in>p \<and> fst t = b \<and> content(snd t) \<noteq> 0}"
            by blast
          have **: "norm (sum f s) \<le> e"
            if "\<forall>x y. x \<in> s \<and> y \<in> s \<longrightarrow> x = y"
            and "\<forall>x. x \<in> s \<longrightarrow> norm (f x) \<le> e"
            and "e > 0"
            for s f and e :: real
          proof (cases "s = {}")
            case True
            with that show ?thesis by auto
          next
            case False
            then obtain x where "x \<in> s"
              by auto
            then have *: "s = {x}"
              using that(1) by auto
            then show ?thesis
              using \<open>x \<in> s\<close> that(2) by auto
          qed
          case 2
          show ?case
            apply (subst *)
            apply (subst sum.union_disjoint)
            prefer 4
            apply (rule order_trans[of _ "e * (b - a)/4 + e * (b - a)/4"])
            apply (rule norm_triangle_le,rule add_mono)
            apply (rule_tac[1-2] **)
          proof -
            let ?B = "\<lambda>x. {t \<in> p. fst t = x \<and> content (snd t) \<noteq> 0}"
            have pa: "\<exists>v. k = cbox a v \<and> a \<le> v" if "(a, k) \<in> p" for k
            proof -
              guess u v using p(4)[OF that] by (elim exE) note uv=this
              have *: "u \<le> v"
                using p(2)[OF that] unfolding uv by auto
              have u: "u = a"
              proof (rule ccontr)
                have "u \<in> cbox u v"
                  using p(2-3)[OF that(1)] unfolding uv by auto
                have "u \<ge> a"
                  using p(2-3)[OF that(1)] unfolding uv subset_eq by auto
                moreover assume "\<not> ?thesis"
                ultimately have "u > a" by auto
                then show False
                  using p(2)[OF that(1)] unfolding uv by (auto simp add:)
              qed
              then show ?thesis
                apply (rule_tac x=v in exI)
                unfolding uv
                using *
                apply auto
                done
            qed
            have pb: "\<exists>v. k = cbox v b \<and> b \<ge> v" if "(b, k) \<in> p" for k
            proof -
              guess u v using p(4)[OF that] by (elim exE) note uv=this
              have *: "u \<le> v"
                using p(2)[OF that] unfolding uv by auto
              have u: "v = b"
              proof (rule ccontr)
                have "u \<in> cbox u v"
                  using p(2-3)[OF that(1)] unfolding uv by auto
                have "v \<le> b"
                  using p(2-3)[OF that(1)] unfolding uv subset_eq by auto
                moreover assume "\<not> ?thesis"
                ultimately have "v < b" by auto
                then show False
                  using p(2)[OF that(1)] unfolding uv by (auto simp add:)
              qed
              then show ?thesis
                apply (rule_tac x=u in exI)
                unfolding uv
                using *
                apply auto
                done
            qed
            show "\<forall>x y. x \<in> ?B a \<and> y \<in> ?B a \<longrightarrow> x = y"
              apply (rule,rule,rule,unfold split_paired_all)
              unfolding mem_Collect_eq fst_conv snd_conv
              apply safe
            proof -
              fix x k k'
              assume k: "(a, k) \<in> p" "(a, k') \<in> p" "content k \<noteq> 0" "content k' \<noteq> 0"
              guess v using pa[OF k(1)] .. note v = conjunctD2[OF this]
              guess v' using pa[OF k(2)] .. note v' = conjunctD2[OF this] let ?v = "min v v'"
              have "box a ?v \<subseteq> k \<inter> k'"
                unfolding v v' by (auto simp add: mem_box)
              note interior_mono[OF this,unfolded interior_Int]
              moreover have "(a + ?v)/2 \<in> box a ?v"
                using k(3-)
                unfolding v v' content_eq_0 not_le
                by (auto simp add: mem_box)
              ultimately have "(a + ?v)/2 \<in> interior k \<inter> interior k'"
                unfolding interior_open[OF open_box] by auto
              then have *: "k = k'"
                apply -
                apply (rule ccontr)
                using p(5)[OF k(1-2)]
                apply auto
                done
              { assume "x \<in> k" then show "x \<in> k'" unfolding * . }
              { assume "x \<in> k'" then show "x \<in> k" unfolding * . }
            qed
            show "\<forall>x y. x \<in> ?B b \<and> y \<in> ?B b \<longrightarrow> x = y"
              apply rule
              apply rule
              apply rule
              apply (unfold split_paired_all)
              unfolding mem_Collect_eq fst_conv snd_conv
              apply safe
            proof -
              fix x k k'
              assume k: "(b, k) \<in> p" "(b, k') \<in> p" "content k \<noteq> 0" "content k' \<noteq> 0"
              guess v using pb[OF k(1)] .. note v = conjunctD2[OF this]
              guess v' using pb[OF k(2)] .. note v' = conjunctD2[OF this]
              let ?v = "max v v'"
              have "box ?v b \<subseteq> k \<inter> k'"
                unfolding v v' by (auto simp: mem_box)
                note interior_mono[OF this,unfolded interior_Int]
              moreover have " ((b + ?v)/2) \<in> box ?v b"
                using k(3-) unfolding v v' content_eq_0 not_le by (auto simp: mem_box)
              ultimately have " ((b + ?v)/2) \<in> interior k \<inter> interior k'"
                unfolding interior_open[OF open_box] by auto
              then have *: "k = k'"
                apply -
                apply (rule ccontr)
                using p(5)[OF k(1-2)]
                apply auto
                done
              { assume "x \<in> k" then show "x \<in> k'" unfolding * . }
              { assume "x \<in> k'" then show "x\<in>k" unfolding * . }
            qed

            let ?a = a and ?b = b (* a is something else while proofing the next theorem. *)
            show "\<forall>x. x \<in> ?B a \<longrightarrow> norm ((\<lambda>(x, k). content k *\<^sub>R f' x - (f (Sup k) -
              f (Inf k))) x) \<le> e * (b - a) / 4"
              apply rule
              apply rule
              unfolding mem_Collect_eq
              unfolding split_paired_all fst_conv snd_conv
            proof (safe, goal_cases)
              case prems: 1
              guess v using pa[OF prems(1)] .. note v = conjunctD2[OF this]
              have "?a \<in> {?a..v}"
                using v(2) by auto
              then have "v \<le> ?b"
                using p(3)[OF prems(1)] unfolding subset_eq v by auto
              moreover have "{?a..v} \<subseteq> ball ?a da"
                using fineD[OF as(2) prems(1)]
                apply -
                apply (subst(asm) if_P)
                apply (rule refl)
                unfolding subset_eq
                apply safe
                apply (erule_tac x=" x" in ballE)
                apply (auto simp add:subset_eq dist_real_def v)
                done
              ultimately show ?case
                unfolding v interval_bounds_real[OF v(2)] box_real
                apply -
                apply(rule da(2)[of "v"])
                using prems fineD[OF as(2) prems(1)]
                unfolding v content_eq_0
                apply auto
                done
            qed
            show "\<forall>x. x \<in> ?B b \<longrightarrow> norm ((\<lambda>(x, k). content k *\<^sub>R f' x -
              (f (Sup k) - f (Inf k))) x) \<le> e * (b - a) / 4"
              apply rule
              apply rule
              unfolding mem_Collect_eq
              unfolding split_paired_all fst_conv snd_conv
            proof (safe, goal_cases)
              case prems: 1
              guess v using pb[OF prems(1)] .. note v = conjunctD2[OF this]
              have "?b \<in> {v.. ?b}"
                using v(2) by auto
              then have "v \<ge> ?a" using p(3)[OF prems(1)]
                unfolding subset_eq v by auto
              moreover have "{v..?b} \<subseteq> ball ?b db"
                using fineD[OF as(2) prems(1)]
                apply -
                apply (subst(asm) if_P, rule refl)
                unfolding subset_eq
                apply safe
                apply (erule_tac x=" x" in ballE)
                using ab
                apply (auto simp add:subset_eq v dist_real_def)
                done
              ultimately show ?case
                unfolding v
                unfolding interval_bounds_real[OF v(2)] box_real
                apply -
                apply(rule db(2)[of "v"])
                using prems fineD[OF as(2) prems(1)]
                unfolding v content_eq_0
                apply auto
                done
            qed
          qed (insert p(1) ab e, auto simp add: field_simps)
        qed auto
      qed
    qed
  qed
qed


subsection \<open>Stronger form with finite number of exceptional points.\<close>

lemma fundamental_theorem_of_calculus_interior_strong:
  fixes f :: "real \<Rightarrow> 'a::banach"
  assumes "finite s"
    and "a \<le> b"
    and "continuous_on {a .. b} f"
    and "\<forall>x\<in>{a <..< b} - s. (f has_vector_derivative f'(x)) (at x)"
  shows "(f' has_integral (f b - f a)) {a .. b}"
  using assms
proof (induct "card s" arbitrary: s a b)
  case 0
  show ?case
    apply (rule fundamental_theorem_of_calculus_interior)
    using 0
    apply auto
    done
next
  case (Suc n)
  from this(2) guess c s'
    apply -
    apply (subst(asm) eq_commute)
    unfolding card_Suc_eq
    apply (subst(asm)(2) eq_commute)
    apply (elim exE conjE)
    done
  note cs = this[rule_format]
  show ?case
  proof (cases "c \<in> box a b")
    case False
    then show ?thesis
      apply -
      apply (rule Suc(1)[OF cs(3) _ Suc(4,5)])
      apply safe
      defer
      apply (rule Suc(6)[rule_format])
      using Suc(3)
      unfolding cs
      apply auto
      done
  next
    have *: "f b - f a = (f c - f a) + (f b - f c)"
      by auto
    case True
    then have "a \<le> c" "c \<le> b"
      by (auto simp: mem_box)
    then show ?thesis
      apply (subst *)
      apply (rule has_integral_combine)
      apply assumption+
      apply (rule_tac[!] Suc(1)[OF cs(3)])
      using Suc(3)
      unfolding cs
    proof -
      show "continuous_on {a .. c} f" "continuous_on {c .. b} f"
        apply (rule_tac[!] continuous_on_subset[OF Suc(5)])
        using True
        apply (auto simp: mem_box)
        done
      let ?P = "\<lambda>i j. \<forall>x\<in>{i <..< j} - s'. (f has_vector_derivative f' x) (at x)"
      show "?P a c" "?P c b"
        apply safe
        apply (rule_tac[!] Suc(6)[rule_format])
        using True
        unfolding cs
        apply (auto simp: mem_box)
        done
    qed auto
  qed
qed

lemma fundamental_theorem_of_calculus_strong:
  fixes f :: "real \<Rightarrow> 'a::banach"
  assumes "finite s"
    and "a \<le> b"
    and "continuous_on {a .. b} f"
    and "\<forall>x\<in>{a .. b} - s. (f has_vector_derivative f'(x)) (at x)"
  shows "(f' has_integral (f b - f a)) {a .. b}"
  apply (rule fundamental_theorem_of_calculus_interior_strong[OF assms(1-3), of f'])
  using assms(4)
  apply (auto simp: mem_box)
  done

lemma indefinite_integral_continuous_left:
  fixes f:: "real \<Rightarrow> 'a::banach"
  assumes "f integrable_on {a .. b}"
    and "a < c"
    and "c \<le> b"
    and "e > 0"
  obtains d where "d > 0"
    and "\<forall>t. c - d < t \<and> t \<le> c \<longrightarrow> norm (integral {a .. c} f - integral {a .. t} f) < e"
proof -
  have "\<exists>w>0. \<forall>t. c - w < t \<and> t < c \<longrightarrow> norm (f c) * norm(c - t) < e / 3"
  proof (cases "f c = 0")
    case False
    hence "0 < e / 3 / norm (f c)" using \<open>e>0\<close> by simp
    then show ?thesis
      apply -
      apply rule
      apply rule
      apply assumption
      apply safe
    proof -
      fix t
      assume as: "t < c" and "c - e / 3 / norm (f c) < t"
      then have "c - t < e / 3 / norm (f c)"
        by auto
      then have "norm (c - t) < e / 3 / norm (f c)"
        using as by auto
      then show "norm (f c) * norm (c - t) < e / 3"
        using False
        apply -
        apply (subst mult.commute)
        apply (subst pos_less_divide_eq[symmetric])
        apply auto
        done
    qed
  next
    case True
    show ?thesis
      apply (rule_tac x=1 in exI)
      unfolding True
      using \<open>e > 0\<close>
      apply auto
      done
  qed
  then guess w .. note w = conjunctD2[OF this,rule_format]

  have *: "e / 3 > 0"
    using assms by auto
  have "f integrable_on {a .. c}"
    apply (rule integrable_subinterval_real[OF assms(1)])
    using assms(2-3)
    apply auto
    done
  from integrable_integral[OF this,unfolded has_integral_real,rule_format,OF *] guess d1 ..
  note d1 = conjunctD2[OF this,rule_format]
  define d where [abs_def]: "d x = ball x w \<inter> d1 x" for x
  have "gauge d"
    unfolding d_def using w(1) d1 by auto
  note this[unfolded gauge_def,rule_format,of c]
  note conjunctD2[OF this]
  from this(2)[unfolded open_contains_ball,rule_format,OF this(1)] guess k ..
  note k=conjunctD2[OF this]

  let ?d = "min k (c - a) / 2"
  show ?thesis
    apply (rule that[of ?d])
    apply safe
  proof -
    show "?d > 0"
      using k(1) using assms(2) by auto
    fix t
    assume as: "c - ?d < t" "t \<le> c"
    let ?thesis = "norm (integral ({a .. c}) f - integral ({a .. t}) f) < e"
    {
      presume *: "t < c \<Longrightarrow> ?thesis"
      show ?thesis
        apply (cases "t = c")
        defer
        apply (rule *)
        apply (subst less_le)
        using \<open>e > 0\<close> as(2)
        apply auto
        done
    }
    assume "t < c"

    have "f integrable_on {a .. t}"
      apply (rule integrable_subinterval_real[OF assms(1)])
      using assms(2-3) as(2)
      apply auto
      done
    from integrable_integral[OF this,unfolded has_integral_real,rule_format,OF *] guess d2 ..
    note d2 = conjunctD2[OF this,rule_format]
    define d3 where "d3 x = (if x \<le> t then d1 x \<inter> d2 x else d1 x)" for x
    have "gauge d3"
      using d2(1) d1(1) unfolding d3_def gauge_def by auto
    from fine_division_exists_real[OF this, of a t] guess p . note p=this
    note p'=tagged_division_ofD[OF this(1)]
    have pt: "\<forall>(x,k)\<in>p. x \<le> t"
    proof (safe, goal_cases)
      case prems: 1
      from p'(2,3)[OF prems] show ?case
        by auto
    qed
    with p(2) have "d2 fine p"
      unfolding fine_def d3_def
      apply safe
      apply (erule_tac x="(a,b)" in ballE)+
      apply auto
      done
    note d2_fin = d2(2)[OF conjI[OF p(1) this]]

    have *: "{a .. c} \<inter> {x. x \<bullet> 1 \<le> t} = {a .. t}" "{a .. c} \<inter> {x. x \<bullet> 1 \<ge> t} = {t .. c}"
      using assms(2-3) as by (auto simp add: field_simps)
    have "p \<union> {(c, {t .. c})} tagged_division_of {a .. c} \<and> d1 fine p \<union> {(c, {t .. c})}"
      apply rule
      apply (rule tagged_division_union_interval_real[of _ _ _ 1 "t"])
      unfolding *
      apply (rule p)
      apply (rule tagged_division_of_self_real)
      unfolding fine_def
      apply safe
    proof -
      fix x k y
      assume "(x,k) \<in> p" and "y \<in> k"
      then show "y \<in> d1 x"
        using p(2) pt
        unfolding fine_def d3_def
        apply -
        apply (erule_tac x="(x,k)" in ballE)+
        apply auto
        done
    next
      fix x assume "x \<in> {t..c}"
      then have "dist c x < k"
        unfolding dist_real_def
        using as(1)
        by (auto simp add: field_simps)
      then show "x \<in> d1 c"
        using k(2)
        unfolding d_def
        by auto
    qed (insert as(2), auto) note d1_fin = d1(2)[OF this]

    have *: "integral {a .. c} f - integral {a .. t} f = -(((c - t) *\<^sub>R f c + (\<Sum>(x, k)\<in>p. content k *\<^sub>R f x)) -
      integral {a .. c} f) + ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - integral {a .. t} f) + (c - t) *\<^sub>R f c"
      "e = (e/3 + e/3) + e/3"
      by auto
    have **: "(\<Sum>(x, k)\<in>p \<union> {(c, {t .. c})}. content k *\<^sub>R f x) =
      (c - t) *\<^sub>R f c + (\<Sum>(x, k)\<in>p. content k *\<^sub>R f x)"
    proof -
      have **: "\<And>x F. F \<union> {x} = insert x F"
        by auto
      have "(c, cbox t c) \<notin> p"
      proof (safe, goal_cases)
        case prems: 1
        from p'(2-3)[OF prems] have "c \<in> cbox a t"
          by auto
        then show False using \<open>t < c\<close>
          by auto
      qed
      then show ?thesis
        unfolding ** box_real
        apply -
        apply (subst sum.insert)
        apply (rule p')
        unfolding split_conv
        defer
        apply (subst content_real)
        using as(2)
        apply auto
        done
    qed
    have ***: "c - w < t \<and> t < c"
    proof -
      have "c - k < t"
        using \<open>k>0\<close> as(1) by (auto simp add: field_simps)
      moreover have "k \<le> w"
        apply (rule ccontr)
        using k(2)
        unfolding subset_eq
        apply (erule_tac x="c + ((k + w)/2)" in ballE)
        unfolding d_def
        using \<open>k > 0\<close> \<open>w > 0\<close>
        apply (auto simp add: field_simps not_le not_less dist_real_def)
        done
      ultimately show ?thesis using \<open>t < c\<close>
        by (auto simp add: field_simps)
    qed
    show ?thesis
      unfolding *(1)
      apply (subst *(2))
      apply (rule norm_triangle_lt add_strict_mono)+
      unfolding norm_minus_cancel
      apply (rule d1_fin[unfolded **])
      apply (rule d2_fin)
      using w(2)[OF ***]
      unfolding norm_scaleR
      apply (auto simp add: field_simps)
      done
  qed
qed

lemma indefinite_integral_continuous_right:
  fixes f :: "real \<Rightarrow> 'a::banach"
  assumes "f integrable_on {a .. b}"
    and "a \<le> c"
    and "c < b"
    and "e > 0"
  obtains d where "0 < d"
    and "\<forall>t. c \<le> t \<and> t < c + d \<longrightarrow> norm (integral {a .. c} f - integral {a .. t} f) < e"
proof -
  have *: "(\<lambda>x. f (- x)) integrable_on {-b .. -a}" "- b < - c" "- c \<le> - a"
    using assms by auto
  from indefinite_integral_continuous_left[OF * \<open>e>0\<close>] guess d . note d = this
  let ?d = "min d (b - c)"
  show ?thesis
    apply (rule that[of "?d"])
    apply safe
  proof -
    show "0 < ?d"
      using d(1) assms(3) by auto
    fix t :: real
    assume as: "c \<le> t" "t < c + ?d"
    have *: "integral {a .. c} f = integral {a .. b} f - integral {c .. b} f"
      "integral {a .. t} f = integral {a .. b} f - integral {t .. b} f"
      apply (simp_all only: algebra_simps)
      apply (rule_tac[!] integral_combine)
      using assms as
      apply auto
      done
    have "(- c) - d < (- t) \<and> - t \<le> - c"
      using as by auto note d(2)[rule_format,OF this]
    then show "norm (integral {a .. c} f - integral {a .. t} f) < e"
      unfolding *
      unfolding integral_reflect
      apply (subst norm_minus_commute)
      apply (auto simp add: algebra_simps)
      done
  qed
qed

lemma indefinite_integral_continuous:
  fixes f :: "real \<Rightarrow> 'a::banach"
  assumes "f integrable_on {a .. b}"
  shows "continuous_on {a .. b} (\<lambda>x. integral {a .. x} f)"
proof (unfold continuous_on_iff, safe)
  fix x e :: real
  assume as: "x \<in> {a .. b}" "e > 0"
  let ?thesis = "\<exists>d>0. \<forall>x'\<in>{a .. b}. dist x' x < d \<longrightarrow> dist (integral {a .. x'} f) (integral {a .. x} f) < e"
  {
    presume *: "a < b \<Longrightarrow> ?thesis"
    show ?thesis
      apply cases
      apply (rule *)
      apply assumption
    proof goal_cases
      case 1
      then have "cbox a b = {x}"
        using as(1)
        apply -
        apply (rule set_eqI)
        apply auto
        done
      then show ?case using \<open>e > 0\<close> by auto
    qed
  }
  assume "a < b"
  have "(x = a \<or> x = b) \<or> (a < x \<and> x < b)"
    using as(1) by auto
  then show ?thesis
    apply (elim disjE)
  proof -
    assume "x = a"
    have "a \<le> a" ..
    from indefinite_integral_continuous_right[OF assms(1) this \<open>a<b\<close> \<open>e>0\<close>] guess d . note d=this
    show ?thesis
      apply rule
      apply rule
      apply (rule d)
      apply safe
      apply (subst dist_commute)
      unfolding \<open>x = a\<close> dist_norm
      apply (rule d(2)[rule_format])
      apply auto
      done
  next
    assume "x = b"
    have "b \<le> b" ..
    from indefinite_integral_continuous_left[OF assms(1) \<open>a<b\<close> this \<open>e>0\<close>] guess d . note d=this
    show ?thesis
      apply rule
      apply rule
      apply (rule d)
      apply safe
      apply (subst dist_commute)
      unfolding \<open>x = b\<close> dist_norm
      apply (rule d(2)[rule_format])
      apply auto
      done
  next
    assume "a < x \<and> x < b"
    then have xl: "a < x" "x \<le> b" and xr: "a \<le> x" "x < b"
      by auto
    from indefinite_integral_continuous_left [OF assms(1) xl \<open>e>0\<close>] guess d1 . note d1=this
    from indefinite_integral_continuous_right[OF assms(1) xr \<open>e>0\<close>] guess d2 . note d2=this
    show ?thesis
      apply (rule_tac x="min d1 d2" in exI)
    proof safe
      show "0 < min d1 d2"
        using d1 d2 by auto
      fix y
      assume "y \<in> {a .. b}" and "dist y x < min d1 d2"
      then show "dist (integral {a .. y} f) (integral {a .. x} f) < e"
        apply (subst dist_commute)
        apply (cases "y < x")
        unfolding dist_norm
        apply (rule d1(2)[rule_format])
        defer
        apply (rule d2(2)[rule_format])
        unfolding not_less
        apply (auto simp add: field_simps)
        done
    qed
  qed
qed

lemma indefinite_integral_continuous':
  fixes f::"real \<Rightarrow> 'a::banach"
  assumes "f integrable_on {a..b}"
  shows "continuous_on {a..b} (\<lambda>x. integral {x..b} f)"
proof -
  have "integral {a .. b} f - integral {a .. x} f = integral {x .. b} f" if "x \<in> {a .. b}" for x
    using integral_combine[OF _ _ assms, of x] that
    by (auto simp: algebra_simps)
  with _ show ?thesis
    by (rule continuous_on_eq) (auto intro!: continuous_intros indefinite_integral_continuous assms)
qed


subsection \<open>This doesn't directly involve integration, but that gives an easy proof.\<close>

lemma has_derivative_zero_unique_strong_interval:
  fixes f :: "real \<Rightarrow> 'a::banach"
  assumes "finite k"
    and "continuous_on {a .. b} f"
    and "f a = y"
    and "\<forall>x\<in>({a .. b} - k). (f has_derivative (\<lambda>h. 0)) (at x within {a .. b})" "x \<in> {a .. b}"
  shows "f x = y"
proof -
  have ab: "a \<le> b"
    using assms by auto
  have *: "a \<le> x"
    using assms(5) by auto
  have "((\<lambda>x. 0::'a) has_integral f x - f a) {a .. x}"
    apply (rule fundamental_theorem_of_calculus_interior_strong[OF assms(1) *])
    apply (rule continuous_on_subset[OF assms(2)])
    defer
    apply safe
    unfolding has_vector_derivative_def
    apply (subst has_derivative_within_open[symmetric])
    apply assumption
    apply (rule open_greaterThanLessThan)
    apply (rule has_derivative_within_subset[where s="{a .. b}"])
    using assms(4) assms(5)
    apply (auto simp: mem_box)
    done
  note this[unfolded *]
  note has_integral_unique[OF has_integral_0 this]
  then show ?thesis
    unfolding assms by auto
qed


subsection \<open>Generalize a bit to any convex set.\<close>

lemma has_derivative_zero_unique_strong_convex:
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
  assumes "convex s"
    and "finite k"
    and "continuous_on s f"
    and "c \<in> s"
    and "f c = y"
    and "\<forall>x\<in>(s - k). (f has_derivative (\<lambda>h. 0)) (at x within s)"
    and "x \<in> s"
  shows "f x = y"
proof -
  {
    presume *: "x \<noteq> c \<Longrightarrow> ?thesis"
    show ?thesis
      apply cases
      apply (rule *)
      apply assumption
      unfolding assms(5)[symmetric]
      apply auto
      done
  }
  assume "x \<noteq> c"
  note conv = assms(1)[unfolded convex_alt,rule_format]
  have as1: "continuous_on {0 ..1} (f \<circ> (\<lambda>t. (1 - t) *\<^sub>R c + t *\<^sub>R x))"
    apply (rule continuous_intros)+
    apply (rule continuous_on_subset[OF assms(3)])
    apply safe
    apply (rule conv)
    using assms(4,7)
    apply auto
    done
  have *: "t = xa" if "(1 - t) *\<^sub>R c + t *\<^sub>R x = (1 - xa) *\<^sub>R c + xa *\<^sub>R x" for t xa
  proof -
    from that have "(t - xa) *\<^sub>R x = (t - xa) *\<^sub>R c"
      unfolding scaleR_simps by (auto simp add: algebra_simps)
    then show ?thesis
      using \<open>x \<noteq> c\<close> by auto
  qed
  have as2: "finite {t. ((1 - t) *\<^sub>R c + t *\<^sub>R x) \<in> k}"
    using assms(2)
    apply (rule finite_surj[where f="\<lambda>z. SOME t. (1-t) *\<^sub>R c + t *\<^sub>R x = z"])
    apply safe
    unfolding image_iff
    apply rule
    defer
    apply assumption
    apply (rule sym)
    apply (rule some_equality)
    defer
    apply (drule *)
    apply auto
    done
  have "(f \<circ> (\<lambda>t. (1 - t) *\<^sub>R c + t *\<^sub>R x)) 1 = y"
    apply (rule has_derivative_zero_unique_strong_interval[OF as2 as1, of ])
    unfolding o_def
    using assms(5)
    defer
    apply -
    apply rule
  proof -
    fix t
    assume as: "t \<in> {0 .. 1} - {t. (1 - t) *\<^sub>R c + t *\<^sub>R x \<in> k}"
    have *: "c - t *\<^sub>R c + t *\<^sub>R x \<in> s - k"
      apply safe
      apply (rule conv[unfolded scaleR_simps])
      using \<open>x \<in> s\<close> \<open>c \<in> s\<close> as
      by (auto simp add: algebra_simps)
    have "(f \<circ> (\<lambda>t. (1 - t) *\<^sub>R c + t *\<^sub>R x) has_derivative (\<lambda>x. 0) \<circ> (\<lambda>z. (0 - z *\<^sub>R c) + z *\<^sub>R x))
      (at t within {0 .. 1})"
      apply (intro derivative_eq_intros)
      apply simp_all
      apply (simp add: field_simps)
      unfolding scaleR_simps
      apply (rule has_derivative_within_subset,rule assms(6)[rule_format])
      apply (rule *)
      apply safe
      apply (rule conv[unfolded scaleR_simps])
      using \<open>x \<in> s\<close> \<open>c \<in> s\<close>
      apply auto
      done
    then show "((\<lambda>xa. f ((1 - xa) *\<^sub>R c + xa *\<^sub>R x)) has_derivative (\<lambda>h. 0)) (at t within {0 .. 1})"
      unfolding o_def .
  qed auto
  then show ?thesis
    by auto
qed


text \<open>Also to any open connected set with finite set of exceptions. Could
 generalize to locally convex set with limpt-free set of exceptions.\<close>

lemma has_derivative_zero_unique_strong_connected:
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
  assumes "connected s"
    and "open s"
    and "finite k"
    and "continuous_on s f"
    and "c \<in> s"
    and "f c = y"
    and "\<forall>x\<in>(s - k). (f has_derivative (\<lambda>h. 0)) (at x within s)"
    and "x\<in>s"
  shows "f x = y"
proof -
  have "{x \<in> s. f x \<in> {y}} = {} \<or> {x \<in> s. f x \<in> {y}} = s"
    apply (rule assms(1)[unfolded connected_clopen,rule_format])
    apply rule
    defer
    apply (rule continuous_closedin_preimage[OF assms(4) closed_singleton])
    apply (rule open_openin_trans[OF assms(2)])
    unfolding open_contains_ball
  proof safe
    fix x
    assume "x \<in> s"
    from assms(2)[unfolded open_contains_ball,rule_format,OF this] guess e .. note e=conjunctD2[OF this]
    show "\<exists>e>0. ball x e \<subseteq> {xa \<in> s. f xa \<in> {f x}}"
      apply rule
      apply rule
      apply (rule e)
    proof safe
      fix y
      assume y: "y \<in> ball x e"
      then show "y \<in> s"
        using e by auto
      show "f y = f x"
        apply (rule has_derivative_zero_unique_strong_convex[OF convex_ball])
        apply (rule assms)
        apply (rule continuous_on_subset)
        apply (rule assms)
        apply (rule e)+
        apply (subst centre_in_ball)
        apply (rule e)
        apply rule
        apply safe
        apply (rule has_derivative_within_subset)
        apply (rule assms(7)[rule_format])
        using y e
        apply auto
        done
    qed
  qed
  then show ?thesis
    using \<open>x \<in> s\<close> \<open>f c = y\<close> \<open>c \<in> s\<close> by auto
qed

lemma has_derivative_zero_connected_constant:
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
  assumes "connected s"
      and "open s"
      and "finite k"
      and "continuous_on s f"
      and "\<forall>x\<in>(s - k). (f has_derivative (\<lambda>h. 0)) (at x within s)"
    obtains c where "\<And>x. x \<in> s \<Longrightarrow> f(x) = c"
proof (cases "s = {}")
  case True
  then show ?thesis
by (metis empty_iff that)
next
  case False
  then obtain c where "c \<in> s"
    by (metis equals0I)
  then show ?thesis
    by (metis has_derivative_zero_unique_strong_connected assms that)
qed


subsection \<open>Integrating characteristic function of an interval\<close>

lemma has_integral_restrict_open_subinterval:
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
  assumes "(f has_integral i) (cbox c d)"
    and "cbox c d \<subseteq> cbox a b"
  shows "((\<lambda>x. if x \<in> box c d then f x else 0) has_integral i) (cbox a b)"
proof -
  define g where [abs_def]: "g x = (if x \<in>box c d then f x else 0)" for x
  {
    presume *: "cbox c d \<noteq> {} \<Longrightarrow> ?thesis"
    show ?thesis
      apply cases
      apply (rule *)
      apply assumption
    proof goal_cases
      case prems: 1
      then have *: "box c d = {}"
        by (metis bot.extremum_uniqueI box_subset_cbox)
      show ?thesis
        using assms(1)
        unfolding *
        using prems
        by auto
    qed
  }
  assume "cbox c d \<noteq> {}"
  from partial_division_extend_1 [OF assms(2) this] guess p . note p=this
  interpret comm_monoid_set "lift_option plus" "Some (0 :: 'b)"
    apply (rule comm_monoid_set.intro)
    apply (rule comm_monoid_lift_option)
    apply (rule add.comm_monoid_axioms)
    done
  note operat = operative_division
    [OF operative_integral p(1), symmetric]
  let ?P = "(if g integrable_on cbox a b then Some (integral (cbox a b) g) else None) = Some i"
  {
    presume "?P"
    then have "g integrable_on cbox a b \<and> integral (cbox a b) g = i"
      apply -
      apply cases
      apply (subst(asm) if_P)
      apply assumption
      apply auto
      done
    then show ?thesis
      using integrable_integral
      unfolding g_def
      by auto
  }
  let ?F = F
  have iterate:"?F (\<lambda>i. if g integrable_on i then Some (integral i g) else None) (p - {cbox c d}) = Some 0"
  proof (intro neutral ballI)
    fix x
    assume x: "x \<in> p - {cbox c d}"
    then have "x \<in> p"
      by auto
    note div = division_ofD(2-5)[OF p(1) this]
    from div(3) guess u v by (elim exE) note uv=this
    have "interior x \<inter> interior (cbox c d) = {}"
      using div(4)[OF p(2)] x by auto
    then have "(g has_integral 0) x"
      unfolding uv
      apply -
      apply (rule has_integral_spike_interior[where f="\<lambda>x. 0"])
      unfolding g_def interior_cbox
      apply auto
      done
    then show "(if g integrable_on x then Some (integral x g) else None) = Some 0"
      by auto
  qed

  have *: "p = insert (cbox c d) (p - {cbox c d})"
    using p by auto
  interpret comm_monoid_set "lift_option plus" "Some (0 :: 'b)"
    apply (rule comm_monoid_set.intro)
    apply (rule comm_monoid_lift_option)
    apply (rule add.comm_monoid_axioms)
    done
  have **: "g integrable_on cbox c d"
    apply (rule integrable_spike_interior[where f=f])
    unfolding g_def  using assms(1)
    apply auto
    done
  moreover
  have "integral (cbox c d) g = i"
    apply (rule has_integral_unique[OF _ assms(1)])
    apply (rule has_integral_spike_interior[where f=g])
    defer
    apply (rule integrable_integral[OF **])
    unfolding g_def
    apply auto
    done
  ultimately show ?P
    unfolding operat
    using p
    apply (subst *)
    apply (subst insert)
    apply (simp_all add: division_of_finite iterate)
    done
qed

lemma has_integral_restrict_closed_subinterval:
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
  assumes "(f has_integral i) (cbox c d)"
    and "cbox c d \<subseteq> cbox a b"
  shows "((\<lambda>x. if x \<in> cbox c d then f x else 0) has_integral i) (cbox a b)"
proof -
  note has_integral_restrict_open_subinterval[OF assms]
  note * = has_integral_spike[OF negligible_frontier_interval _ this]
  show ?thesis
    apply (rule *[of c d])
    using box_subset_cbox[of c d]
    apply auto
    done
qed

lemma has_integral_restrict_closed_subintervals_eq:
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
  assumes "cbox c d \<subseteq> cbox a b"
  shows "((\<lambda>x. if x \<in> cbox c d then f x else 0) has_integral i) (cbox a b) \<longleftrightarrow> (f has_integral i) (cbox c d)"
  (is "?l = ?r")
proof (cases "cbox c d = {}")
  case False
  let ?g = "\<lambda>x. if x \<in> cbox c d then f x else 0"
  show ?thesis
    apply rule
    defer
    apply (rule has_integral_restrict_closed_subinterval[OF _ assms])
    apply assumption
  proof -
    assume ?l
    then have "?g integrable_on cbox c d"
      using assms has_integral_integrable integrable_subinterval by blast
    then have *: "f integrable_on cbox c d"
      apply -
      apply (rule integrable_eq)
      apply auto
      done
    then have "i = integral (cbox c d) f"
      apply -
      apply (rule has_integral_unique)
      apply (rule \<open>?l\<close>)
      apply (rule has_integral_restrict_closed_subinterval[OF _ assms])
      apply auto
      done
    then show ?r
      using * by auto
  qed
qed auto


text \<open>Hence we can apply the limit process uniformly to all integrals.\<close>

lemma has_integral':
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  shows "(f has_integral i) s \<longleftrightarrow>
    (\<forall>e>0. \<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow>
      (\<exists>z. ((\<lambda>x. if x \<in> s then f(x) else 0) has_integral z) (cbox a b) \<and> norm(z - i) < e))"
  (is "?l \<longleftrightarrow> (\<forall>e>0. ?r e)")
proof -
  {
    presume *: "\<exists>a b. s = cbox a b \<Longrightarrow> ?thesis"
    show ?thesis
      apply cases
      apply (rule *)
      apply assumption
      apply (subst has_integral_alt)
      apply auto
      done
  }
  assume "\<exists>a b. s = cbox a b"
  then guess a b by (elim exE) note s=this
  from bounded_cbox[of a b, unfolded bounded_pos] guess B ..
  note B = conjunctD2[OF this,rule_format] show ?thesis
    apply safe
  proof -
    fix e :: real
    assume ?l and "e > 0"
    show "?r e"
      apply (rule_tac x="B+1" in exI)
      apply safe
      defer
      apply (rule_tac x=i in exI)
    proof
      fix c d :: 'n
      assume as: "ball 0 (B+1) \<subseteq> cbox c d"
      then show "((\<lambda>x. if x \<in> s then f x else 0) has_integral i) (cbox c d)"
        unfolding s
        apply -
        apply (rule has_integral_restrict_closed_subinterval)
        apply (rule \<open>?l\<close>[unfolded s])
        apply safe
        apply (drule B(2)[rule_format])
        unfolding subset_eq
        apply (erule_tac x=x in ballE)
        apply (auto simp add: dist_norm)
        done
    qed (insert B \<open>e>0\<close>, auto)
  next
    assume as: "\<forall>e>0. ?r e"
    from this[rule_format,OF zero_less_one] guess C .. note C=conjunctD2[OF this,rule_format]
    define c :: 'n where "c = (\<Sum>i\<in>Basis. (- max B C) *\<^sub>R i)"
    define d :: 'n where "d = (\<Sum>i\<in>Basis. max B C *\<^sub>R i)"
    have c_d: "cbox a b \<subseteq> cbox c d"
      apply safe
      apply (drule B(2))
      unfolding mem_box
    proof
      fix x i
      show "c \<bullet> i \<le> x \<bullet> i \<and> x \<bullet> i \<le> d \<bullet> i" if "norm x \<le> B" and "i \<in> Basis"
        using that and Basis_le_norm[OF \<open>i\<in>Basis\<close>, of x]
        unfolding c_def d_def
        by (auto simp add: field_simps sum_negf)
    qed
    have "ball 0 C \<subseteq> cbox c d"
      apply (rule subsetI)
      unfolding mem_box mem_ball dist_norm
    proof
      fix x i :: 'n
      assume x: "norm (0 - x) < C" and i: "i \<in> Basis"
      show "c \<bullet> i \<le> x \<bullet> i \<and> x \<bullet> i \<le> d \<bullet> i"
        using Basis_le_norm[OF i, of x] and x i
        unfolding c_def d_def
        by (auto simp: sum_negf)
    qed
    from C(2)[OF this] have "\<exists>y. (f has_integral y) (cbox a b)"
      unfolding has_integral_restrict_closed_subintervals_eq[OF c_d,symmetric]
      unfolding s
      by auto
    then guess y .. note y=this

    have "y = i"
    proof (rule ccontr)
      assume "\<not> ?thesis"
      then have "0 < norm (y - i)"
        by auto
      from as[rule_format,OF this] guess C ..  note C=conjunctD2[OF this,rule_format]
      define c :: 'n where "c = (\<Sum>i\<in>Basis. (- max B C) *\<^sub>R i)"
      define d :: 'n where "d = (\<Sum>i\<in>Basis. max B C *\<^sub>R i)"
      have c_d: "cbox a b \<subseteq> cbox c d"
        apply safe
        apply (drule B(2))
        unfolding mem_box
      proof
        fix x i :: 'n
        assume "norm x \<le> B" and "i \<in> Basis"
        then show "c \<bullet> i \<le> x \<bullet> i \<and> x \<bullet> i \<le> d \<bullet> i"
          using Basis_le_norm[of i x]
          unfolding c_def d_def
          by (auto simp add: field_simps sum_negf)
      qed
      have "ball 0 C \<subseteq> cbox c d"
        apply (rule subsetI)
        unfolding mem_box mem_ball dist_norm
      proof
        fix x i :: 'n
        assume "norm (0 - x) < C" and "i \<in> Basis"
        then show "c \<bullet> i \<le> x \<bullet> i \<and> x \<bullet> i \<le> d \<bullet> i"
          using Basis_le_norm[of i x]
          unfolding c_def d_def
          by (auto simp: sum_negf)
      qed
      note C(2)[OF this] then guess z .. note z = conjunctD2[OF this, unfolded s]
      note this[unfolded has_integral_restrict_closed_subintervals_eq[OF c_d]]
      then have "z = y" and "norm (z - i) < norm (y - i)"
        apply -
        apply (rule has_integral_unique[OF _ y(1)])
        apply assumption
        apply assumption
        done
      then show False
        by auto
    qed
    then show ?l
      using y
      unfolding s
      by auto
  qed
qed

lemma has_integral_le:
  fixes f :: "'n::euclidean_space \<Rightarrow> real"
  assumes "(f has_integral i) s"
    and "(g has_integral j) s"
    and "\<forall>x\<in>s. f x \<le> g x"
  shows "i \<le> j"
  using has_integral_component_le[OF _ assms(1-2), of 1]
  using assms(3)
  by auto

lemma integral_le:
  fixes f :: "'n::euclidean_space \<Rightarrow> real"
  assumes "f integrable_on s"
    and "g integrable_on s"
    and "\<forall>x\<in>s. f x \<le> g x"
  shows "integral s f \<le> integral s g"
  by (rule has_integral_le[OF assms(1,2)[unfolded has_integral_integral] assms(3)])

lemma has_integral_nonneg:
  fixes f :: "'n::euclidean_space \<Rightarrow> real"
  assumes "(f has_integral i) s"
    and "\<forall>x\<in>s. 0 \<le> f x"
  shows "0 \<le> i"
  using has_integral_component_nonneg[of 1 f i s]
  unfolding o_def
  using assms
  by auto

lemma integral_nonneg:
  fixes f :: "'n::euclidean_space \<Rightarrow> real"
  assumes "f integrable_on s"
    and "\<forall>x\<in>s. 0 \<le> f x"
  shows "0 \<le> integral s f"
  by (rule has_integral_nonneg[OF assms(1)[unfolded has_integral_integral] assms(2)])


text \<open>Hence a general restriction property.\<close>

lemma has_integral_restrict[simp]:
  assumes "s \<subseteq> t"
  shows "((\<lambda>x. if x \<in> s then f x else (0::'a::banach)) has_integral i) t \<longleftrightarrow> (f has_integral i) s"
proof -
  have *: "\<And>x. (if x \<in> t then if x \<in> s then f x else 0 else 0) =  (if x\<in>s then f x else 0)"
    using assms by auto
  show ?thesis
    apply (subst(2) has_integral')
    apply (subst has_integral')
    unfolding *
    apply rule
    done
qed

lemma has_integral_restrict_univ:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  shows "((\<lambda>x. if x \<in> s then f x else 0) has_integral i) UNIV \<longleftrightarrow> (f has_integral i) s"
  by auto

lemma has_integral_on_superset:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  assumes "\<forall>x. x \<notin> s \<longrightarrow> f x = 0"
    and "s \<subseteq> t"
    and "(f has_integral i) s"
  shows "(f has_integral i) t"
proof -
  have "(\<lambda>x. if x \<in> s then f x else 0) = (\<lambda>x. if x \<in> t then f x else 0)"
    apply rule
    using assms(1-2)
    apply auto
    done
  then show ?thesis
    using assms(3)
    apply (subst has_integral_restrict_univ[symmetric])
    apply (subst(asm) has_integral_restrict_univ[symmetric])
    apply auto
    done
qed

lemma integrable_on_superset:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  assumes "\<forall>x. x \<notin> s \<longrightarrow> f x = 0"
    and "s \<subseteq> t"
    and "f integrable_on s"
  shows "f integrable_on t"
  using assms
  unfolding integrable_on_def
  by (auto intro:has_integral_on_superset)

lemma integral_restrict_univ[intro]:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  shows "f integrable_on s \<Longrightarrow> integral UNIV (\<lambda>x. if x \<in> s then f x else 0) = integral s f"
  apply (rule integral_unique)
  unfolding has_integral_restrict_univ
  apply auto
  done

lemma integrable_restrict_univ:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  shows "(\<lambda>x. if x \<in> s then f x else 0) integrable_on UNIV \<longleftrightarrow> f integrable_on s"
  unfolding integrable_on_def
  by auto

lemma negligible_on_intervals: "negligible s \<longleftrightarrow> (\<forall>a b. negligible(s \<inter> cbox a b))" (is "?l \<longleftrightarrow> ?r")
proof
  assume ?r
  show ?l
    unfolding negligible_def
  proof safe
    fix a b
    show "(indicator s has_integral 0) (cbox a b)"
      apply (rule has_integral_negligible[OF \<open>?r\<close>[rule_format,of a b]])
      unfolding indicator_def
      apply auto
      done
  qed
qed (simp add: negligible_Int)

lemma negligible_translation:
  assumes "negligible S"
    shows "negligible (op + c ` S)"
proof -
  have inj: "inj (op + c)"
    by simp
  show ?thesis
  using assms
  proof (clarsimp simp: negligible_def)
    fix a b
    assume "\<forall>x y. (indicator S has_integral 0) (cbox x y)"
    then have *: "(indicator S has_integral 0) (cbox (a-c) (b-c))"
      by (meson Diff_iff assms has_integral_negligible indicator_simps(2))
    have eq: "indicator (op + c ` S) = (\<lambda>x. indicator S (x - c))"
      by (force simp add: indicator_def)
    show "(indicator (op + c ` S) has_integral 0) (cbox a b)"
      using has_integral_affinity [OF *, of 1 "-c"]
            cbox_translation [of "c" "-c+a" "-c+b"]
      by (simp add: eq add.commute)
  qed
qed

lemma negligible_translation_rev:
  assumes "negligible (op + c ` S)"
    shows "negligible S"
by (metis negligible_translation [OF assms, of "-c"] translation_galois)

lemma has_integral_spike_set_eq:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  assumes "negligible ((s - t) \<union> (t - s))"
  shows "(f has_integral y) s \<longleftrightarrow> (f has_integral y) t"
  unfolding has_integral_restrict_univ[symmetric,of f]
  apply (rule has_integral_spike_eq[OF assms])
  by (auto split: if_split_asm)

lemma has_integral_spike_set:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  assumes "(f has_integral y) s" "negligible ((s - t) \<union> (t - s))"
  shows "(f has_integral y) t"
  using assms has_integral_spike_set_eq
  by auto

lemma integrable_spike_set:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  assumes "f integrable_on s" and "negligible ((s - t) \<union> (t - s))"
    shows "f integrable_on t"
  using assms by (simp add: integrable_on_def has_integral_spike_set_eq)

lemma integrable_spike_set_eq:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  assumes "negligible ((s - t) \<union> (t - s))"
  shows "f integrable_on s \<longleftrightarrow> f integrable_on t"
by (blast intro: integrable_spike_set assms negligible_subset)

subsection \<open>More lemmas that are useful later\<close>

lemma has_integral_subset_component_le:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
  assumes k: "k \<in> Basis"
    and as: "s \<subseteq> t" "(f has_integral i) s" "(f has_integral j) t" "\<forall>x\<in>t. 0 \<le> f(x)\<bullet>k"
  shows "i\<bullet>k \<le> j\<bullet>k"
proof -
  note has_integral_restrict_univ[symmetric, of f]
  note as(2-3)[unfolded this] note * = has_integral_component_le[OF k this]
  show ?thesis
    apply (rule *)
    using as(1,4)
    apply auto
    done
qed

lemma has_integral_subset_le:
  fixes f :: "'n::euclidean_space \<Rightarrow> real"
  assumes "s \<subseteq> t"
    and "(f has_integral i) s"
    and "(f has_integral j) t"
    and "\<forall>x\<in>t. 0 \<le> f x"
  shows "i \<le> j"
  using has_integral_subset_component_le[OF _ assms(1), of 1 f i j]
  using assms
  by auto

lemma integral_subset_component_le:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
  assumes "k \<in> Basis"
    and "s \<subseteq> t"
    and "f integrable_on s"
    and "f integrable_on t"
    and "\<forall>x \<in> t. 0 \<le> f x \<bullet> k"
  shows "(integral s f)\<bullet>k \<le> (integral t f)\<bullet>k"
  apply (rule has_integral_subset_component_le)
  using assms
  apply auto
  done

lemma integral_subset_le:
  fixes f :: "'n::euclidean_space \<Rightarrow> real"
  assumes "s \<subseteq> t"
    and "f integrable_on s"
    and "f integrable_on t"
    and "\<forall>x \<in> t. 0 \<le> f x"
  shows "integral s f \<le> integral t f"
  apply (rule has_integral_subset_le)
  using assms
  apply auto
  done

lemma has_integral_alt':
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  shows "(f has_integral i) s \<longleftrightarrow> (\<forall>a b. (\<lambda>x. if x \<in> s then f x else 0) integrable_on cbox a b) \<and>
    (\<forall>e>0. \<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow>
      norm (integral (cbox a b) (\<lambda>x. if x \<in> s then f x else 0) - i) < e)"
  (is "?l = ?r")
proof
  assume ?r
  show ?l
    apply (subst has_integral')
    apply safe
  proof goal_cases
    case (1 e)
    from \<open>?r\<close>[THEN conjunct2,rule_format,OF this] guess B .. note B=conjunctD2[OF this]
    show ?case
      apply rule
      apply rule
      apply (rule B)
      apply safe
      apply (rule_tac x="integral (cbox a b) (\<lambda>x. if x \<in> s then f x else 0)" in exI)
      apply (drule B(2)[rule_format])
      using integrable_integral[OF \<open>?r\<close>[THEN conjunct1,rule_format]]
      apply auto
      done
  qed
next
  assume ?l note as = this[unfolded has_integral'[of f],rule_format]
  let ?f = "\<lambda>x. if x \<in> s then f x else 0"
  show ?r
  proof safe
    fix a b :: 'n
    from as[OF zero_less_one] guess B .. note B=conjunctD2[OF this,rule_format]
    let ?a = "\<Sum>i\<in>Basis. min (a\<bullet>i) (-B) *\<^sub>R i::'n"
    let ?b = "\<Sum>i\<in>Basis. max (b\<bullet>i) B *\<^sub>R i::'n"
    show "?f integrable_on cbox a b"
    proof (rule integrable_subinterval[of _ ?a ?b])
      have "ball 0 B \<subseteq> cbox ?a ?b"
        apply (rule subsetI)
        unfolding mem_ball mem_box dist_norm
      proof (rule, goal_cases)
        case (1 x i)
        then show ?case using Basis_le_norm[of i x]
          by (auto simp add:field_simps)
      qed
      from B(2)[OF this] guess z .. note conjunct1[OF this]
      then show "?f integrable_on cbox ?a ?b"
        unfolding integrable_on_def by auto
      show "cbox a b \<subseteq> cbox ?a ?b"
        apply safe
        unfolding mem_box
        apply rule
        apply (erule_tac x=i in ballE)
        apply auto
        done
    qed

    fix e :: real
    assume "e > 0"
    from as[OF this] guess B .. note B=conjunctD2[OF this,rule_format]
    show "\<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow>
      norm (integral (cbox a b) (\<lambda>x. if x \<in> s then f x else 0) - i) < e"
      apply rule
      apply rule
      apply (rule B)
      apply safe
    proof goal_cases
      case 1
      from B(2)[OF this] guess z .. note z=conjunctD2[OF this]
      from integral_unique[OF this(1)] show ?case
        using z(2) by auto
    qed
  qed
qed


subsection \<open>Continuity of the integral (for a 1-dimensional interval).\<close>

lemma integrable_alt:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  shows "f integrable_on s \<longleftrightarrow>
    (\<forall>a b. (\<lambda>x. if x \<in> s then f x else 0) integrable_on cbox a b) \<and>
    (\<forall>e>0. \<exists>B>0. \<forall>a b c d. ball 0 B \<subseteq> cbox a b \<and> ball 0 B \<subseteq> cbox c d \<longrightarrow>
    norm (integral (cbox a b) (\<lambda>x. if x \<in> s then f x else 0) -
      integral (cbox c d)  (\<lambda>x. if x \<in> s then f x else 0)) < e)"
  (is "?l = ?r")
proof
  assume ?l
  then guess y unfolding integrable_on_def .. note this[unfolded has_integral_alt'[of f]]
  note y=conjunctD2[OF this,rule_format]
  show ?r
    apply safe
    apply (rule y)
  proof goal_cases
    case (1 e)
    then have "e/2 > 0"
      by auto
    from y(2)[OF this] guess B .. note B=conjunctD2[OF this,rule_format]
    show ?case
      apply rule
      apply rule
      apply (rule B)
      apply safe
    proof goal_cases
      case prems: (1 a b c d)
      show ?case
        apply (rule norm_triangle_half_l)
        using B(2)[OF prems(1)] B(2)[OF prems(2)]
        apply auto
        done
    qed
  qed
next
  assume ?r
  note as = conjunctD2[OF this,rule_format]
  let ?cube = "\<lambda>n. cbox (\<Sum>i\<in>Basis. - real n *\<^sub>R i::'n) (\<Sum>i\<in>Basis. real n *\<^sub>R i)"
  have "Cauchy (\<lambda>n. integral (?cube n) (\<lambda>x. if x \<in> s then f x else 0))"
  proof (unfold Cauchy_def, safe, goal_cases)
    case (1 e)
    from as(2)[OF this] guess B .. note B = conjunctD2[OF this,rule_format]
    from real_arch_simple[of B] guess N .. note N = this
    {
      fix n
      assume n: "n \<ge> N"
      have "ball 0 B \<subseteq> ?cube n"
        apply (rule subsetI)
        unfolding mem_ball mem_box dist_norm
      proof (rule, goal_cases)
        case (1 x i)
        then show ?case
          using Basis_le_norm[of i x] \<open>i\<in>Basis\<close>
          using n N
          by (auto simp add: field_simps sum_negf)
      qed
    }
    then show ?case
      apply -
      apply (rule_tac x=N in exI)
      apply safe
      unfolding dist_norm
      apply (rule B(2))
      apply auto
      done
  qed
  from this[unfolded convergent_eq_Cauchy[symmetric]] guess i ..
  note i = this[THEN LIMSEQ_D]

  show ?l unfolding integrable_on_def has_integral_alt'[of f]
    apply (rule_tac x=i in exI)
    apply safe
    apply (rule as(1)[unfolded integrable_on_def])
  proof goal_cases
    case (1 e)
    then have *: "e/2 > 0" by auto
    from i[OF this] guess N .. note N =this[rule_format]
    from as(2)[OF *] guess B .. note B=conjunctD2[OF this,rule_format]
    let ?B = "max (real N) B"
    show ?case
      apply (rule_tac x="?B" in exI)
    proof safe
      show "0 < ?B"
        using B(1) by auto
      fix a b :: 'n
      assume ab: "ball 0 ?B \<subseteq> cbox a b"
      from real_arch_simple[of ?B] guess n .. note n=this
      show "norm (integral (cbox a b) (\<lambda>x. if x \<in> s then f x else 0) - i) < e"
        apply (rule norm_triangle_half_l)
        apply (rule B(2))
        defer
        apply (subst norm_minus_commute)
        apply (rule N[of n])
      proof safe
        show "N \<le> n"
          using n by auto
        fix x :: 'n
        assume x: "x \<in> ball 0 B"
        then have "x \<in> ball 0 ?B"
          by auto
        then show "x \<in> cbox a b"
          using ab by blast
        show "x \<in> ?cube n"
          using x
          unfolding mem_box mem_ball dist_norm
          apply -
        proof (rule, goal_cases)
          case (1 i)
          then show ?case
            using Basis_le_norm[of i x] \<open>i \<in> Basis\<close>
            using n
            by (auto simp add: field_simps sum_negf)
        qed
      qed
    qed
  qed
qed

lemma integrable_altD:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  assumes "f integrable_on s"
  shows "\<And>a b. (\<lambda>x. if x \<in> s then f x else 0) integrable_on cbox a b"
    and "\<And>e. e > 0 \<Longrightarrow> \<exists>B>0. \<forall>a b c d. ball 0 B \<subseteq> cbox a b \<and> ball 0 B \<subseteq> cbox c d \<longrightarrow>
      norm (integral (cbox a b) (\<lambda>x. if x \<in> s then f x else 0) - integral (cbox c d)  (\<lambda>x. if x \<in> s then f x else 0)) < e"
  using assms[unfolded integrable_alt[of f]] by auto

lemma integrable_on_subcbox:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  assumes "f integrable_on s"
    and "cbox a b \<subseteq> s"
  shows "f integrable_on cbox a b"
  apply (rule integrable_eq)
  defer
  apply (rule integrable_altD(1)[OF assms(1)])
  using assms(2)
  apply auto
  done


subsection \<open>A straddling criterion for integrability\<close>

lemma integrable_straddle_interval:
  fixes f :: "'n::euclidean_space \<Rightarrow> real"
  assumes "\<forall>e>0. \<exists>g  h i j. (g has_integral i) (cbox a b) \<and> (h has_integral j) (cbox a b) \<and>
    norm (i - j) < e \<and> (\<forall>x\<in>cbox a b. (g x) \<le> f x \<and> f x \<le> h x)"
  shows "f integrable_on cbox a b"
proof (subst integrable_cauchy, safe, goal_cases)
  case (1 e)
  then have e: "e/3 > 0"
    by auto
  note assms[rule_format,OF this]
  then guess g h i j by (elim exE conjE) note obt = this
  from obt(1)[unfolded has_integral[of g], rule_format, OF e] guess d1 .. note d1=conjunctD2[OF this,rule_format]
  from obt(2)[unfolded has_integral[of h], rule_format, OF e] guess d2 .. note d2=conjunctD2[OF this,rule_format]
  show ?case
    apply (rule_tac x="\<lambda>x. d1 x \<inter> d2 x" in exI)
    apply (rule conjI gauge_inter d1 d2)+
    unfolding fine_inter
  proof (safe, goal_cases)
    have **: "\<And>i j g1 g2 h1 h2 f1 f2. g1 - h2 \<le> f1 - f2 \<Longrightarrow> f1 - f2 \<le> h1 - g2 \<Longrightarrow>
      \<bar>i - j\<bar> < e / 3 \<Longrightarrow> \<bar>g2 - i\<bar> < e / 3 \<Longrightarrow> \<bar>g1 - i\<bar> < e / 3 \<Longrightarrow>
      \<bar>h2 - j\<bar> < e / 3 \<Longrightarrow> \<bar>h1 - j\<bar> < e / 3 \<Longrightarrow> \<bar>f1 - f2\<bar> < e"
    using \<open>e > 0\<close> by arith
    case prems: (1 p1 p2)
    note tagged_division_ofD(2-4) note * = this[OF prems(1)] this[OF prems(4)]

    have "(\<Sum>(x, k)\<in>p1. content k *\<^sub>R f x) - (\<Sum>(x, k)\<in>p1. content k *\<^sub>R g x) \<ge> 0"
      and "0 \<le> (\<Sum>(x, k)\<in>p2. content k *\<^sub>R h x) - (\<Sum>(x, k)\<in>p2. content k *\<^sub>R f x)"
      and "(\<Sum>(x, k)\<in>p2. content k *\<^sub>R f x) - (\<Sum>(x, k)\<in>p2. content k *\<^sub>R g x) \<ge> 0"
      and "0 \<le> (\<Sum>(x, k)\<in>p1. content k *\<^sub>R h x) - (\<Sum>(x, k)\<in>p1. content k *\<^sub>R f x)"
      unfolding sum_subtractf[symmetric]
      apply -
      apply (rule_tac[!] sum_nonneg)
      apply safe
      unfolding real_scaleR_def right_diff_distrib[symmetric]
      apply (rule_tac[!] mult_nonneg_nonneg)
    proof -
      fix a b
      assume ab: "(a, b) \<in> p1"
      show "0 \<le> content b"
        using *(3)[OF ab]
        apply safe
        apply (rule content_pos_le)
        done
      then show "0 \<le> content b" .
      show "0 \<le> f a - g a" "0 \<le> h a - f a"
        using *(1-2)[OF ab]
        using obt(4)[rule_format,of a]
        by auto
    next
      fix a b
      assume ab: "(a, b) \<in> p2"
      show "0 \<le> content b"
        using *(6)[OF ab]
        apply safe
        apply (rule content_pos_le)
        done
      then show "0 \<le> content b" .
      show "0 \<le> f a - g a" and "0 \<le> h a - f a"
        using *(4-5)[OF ab] using obt(4)[rule_format,of a] by auto
    qed
    then show ?case
      apply -
      unfolding real_norm_def
      apply (rule **)
      defer
      defer
      unfolding real_norm_def[symmetric]
      apply (rule obt(3))
      apply (rule d1(2)[OF conjI[OF prems(4,5)]])
      apply (rule d1(2)[OF conjI[OF prems(1,2)]])
      apply (rule d2(2)[OF conjI[OF prems(4,6)]])
      apply (rule d2(2)[OF conjI[OF prems(1,3)]])
      apply auto
      done
  qed
qed

lemma integrable_straddle:
  fixes f :: "'n::euclidean_space \<Rightarrow> real"
  assumes "\<forall>e>0. \<exists>g h i j. (g has_integral i) s \<and> (h has_integral j) s \<and>
    norm (i - j) < e \<and> (\<forall>x\<in>s. g x \<le> f x \<and> f x \<le> h x)"
  shows "f integrable_on s"
proof -
  have "\<And>a b. (\<lambda>x. if x \<in> s then f x else 0) integrable_on cbox a b"
  proof (rule integrable_straddle_interval, safe, goal_cases)
    case (1 a b e)
    then have *: "e/4 > 0"
      by auto
    from assms[rule_format,OF this] guess g h i j by (elim exE conjE) note obt=this
    note obt(1)[unfolded has_integral_alt'[of g]]
    note conjunctD2[OF this, rule_format]
    note g = this(1) and this(2)[OF *]
    from this(2) guess B1 .. note B1 = conjunctD2[OF this,rule_format]
    note obt(2)[unfolded has_integral_alt'[of h]]
    note conjunctD2[OF this, rule_format]
    note h = this(1) and this(2)[OF *]
    from this(2) guess B2 .. note B2 = conjunctD2[OF this,rule_format]
    define c :: 'n where "c = (\<Sum>i\<in>Basis. min (a\<bullet>i) (- (max B1 B2)) *\<^sub>R i)"
    define d :: 'n where "d = (\<Sum>i\<in>Basis. max (b\<bullet>i) (max B1 B2) *\<^sub>R i)"
    have *: "ball 0 B1 \<subseteq> cbox c d" "ball 0 B2 \<subseteq> cbox c d"
      apply safe
      unfolding mem_ball mem_box dist_norm
      apply (rule_tac[!] ballI)
    proof goal_cases
      case (1 x i)
      then show ?case using Basis_le_norm[of i x]
        unfolding c_def d_def by auto
    next
      case (2 x i)
      then show ?case using Basis_le_norm[of i x]
        unfolding c_def d_def by auto
    qed
    have **: "\<And>ch cg ag ah::real. norm (ah - ag) \<le> norm (ch - cg) \<Longrightarrow> norm (cg - i) < e / 4 \<Longrightarrow>
      norm (ch - j) < e / 4 \<Longrightarrow> norm (ag - ah) < e"
      using obt(3)
      unfolding real_norm_def
      by arith
    show ?case
      apply (rule_tac x="\<lambda>x. if x \<in> s then g x else 0" in exI)
      apply (rule_tac x="\<lambda>x. if x \<in> s then h x else 0" in exI)
      apply (rule_tac x="integral (cbox a b) (\<lambda>x. if x \<in> s then g x else 0)" in exI)
      apply (rule_tac x="integral (cbox a b) (\<lambda>x. if x \<in> s then h x else 0)" in exI)
      apply safe
      apply (rule_tac[1-2] integrable_integral,rule g)
      apply (rule h)
      apply (rule **[OF _ B1(2)[OF *(1)] B2(2)[OF *(2)]])
    proof -
      have *: "\<And>x f g. (if x \<in> s then f x else 0) - (if x \<in> s then g x else 0) =
        (if x \<in> s then f x - g x else (0::real))"
        by auto
      note ** = abs_of_nonneg[OF integral_nonneg[OF integrable_diff, OF h g]]
      show "norm (integral (cbox a b) (\<lambda>x. if x \<in> s then h x else 0) -
          integral (cbox a b) (\<lambda>x. if x \<in> s then g x else 0)) \<le>
        norm (integral (cbox c d) (\<lambda>x. if x \<in> s then h x else 0) -
          integral (cbox c d) (\<lambda>x. if x \<in> s then g x else 0))"
        unfolding integral_diff[OF h g,symmetric] real_norm_def
        apply (subst **)
        defer
        apply (subst **)
        defer
        apply (rule has_integral_subset_le)
        defer
        apply (rule integrable_integral integrable_diff h g)+
      proof safe
        fix x
        assume "x \<in> cbox a b"
        then show "x \<in> cbox c d"
          unfolding mem_box c_def d_def
          apply -
          apply rule
          apply (erule_tac x=i in ballE)
          apply auto
          done
      qed (insert obt(4), auto)
    qed (insert obt(4), auto)
  qed
  note interv = this

  show ?thesis
    unfolding integrable_alt[of f]
    apply safe
    apply (rule interv)
  proof goal_cases
    case (1 e)
    then have *: "e/3 > 0"
      by auto
    from assms[rule_format,OF this] guess g h i j by (elim exE conjE) note obt=this
    note obt(1)[unfolded has_integral_alt'[of g]]
    note conjunctD2[OF this, rule_format]
    note g = this(1) and this(2)[OF *]
    from this(2) guess B1 .. note B1 = conjunctD2[OF this,rule_format]
    note obt(2)[unfolded has_integral_alt'[of h]]
    note conjunctD2[OF this, rule_format]
    note h = this(1) and this(2)[OF *]
    from this(2) guess B2 .. note B2 = conjunctD2[OF this,rule_format]
    show ?case
      apply (rule_tac x="max B1 B2" in exI)
      apply safe
      apply (rule max.strict_coboundedI1)
      apply (rule B1)
    proof -
      fix a b c d :: 'n
      assume as: "ball 0 (max B1 B2) \<subseteq> cbox a b" "ball 0 (max B1 B2) \<subseteq> cbox c d"
      have **: "ball 0 B1 \<subseteq> ball (0::'n) (max B1 B2)" "ball 0 B2 \<subseteq> ball (0::'n) (max B1 B2)"
        by auto
      have *: "\<And>ga gc ha hc fa fc::real.
        \<bar>ga - i\<bar> < e / 3 \<and> \<bar>gc - i\<bar> < e / 3 \<and> \<bar>ha - j\<bar> < e / 3 \<and>
        \<bar>hc - j\<bar> < e / 3 \<and> \<bar>i - j\<bar> < e / 3 \<and> ga \<le> fa \<and> fa \<le> ha \<and> gc \<le> fc \<and> fc \<le> hc \<Longrightarrow>
        \<bar>fa - fc\<bar> < e"
        by (simp add: abs_real_def split: if_split_asm)
      show "norm (integral (cbox a b) (\<lambda>x. if x \<in> s then f x else 0) - integral (cbox c d)
        (\<lambda>x. if x \<in> s then f x else 0)) < e"
        unfolding real_norm_def
        apply (rule *)
        apply safe
        unfolding real_norm_def[symmetric]
        apply (rule B1(2))
        apply (rule order_trans)
        apply (rule **)
        apply (rule as(1))
        apply (rule B1(2))
        apply (rule order_trans)
        apply (rule **)
        apply (rule as(2))
        apply (rule B2(2))
        apply (rule order_trans)
        apply (rule **)
        apply (rule as(1))
        apply (rule B2(2))
        apply (rule order_trans)
        apply (rule **)
        apply (rule as(2))
        apply (rule obt)
        apply (rule_tac[!] integral_le)
        using obt
        apply (auto intro!: h g interv)
        done
    qed
  qed
qed


subsection \<open>Adding integrals over several sets\<close>

lemma has_integral_union:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  assumes "(f has_integral i) s"
    and "(f has_integral j) t"
    and "negligible (s \<inter> t)"
  shows "(f has_integral (i + j)) (s \<union> t)"
proof -
  note * = has_integral_restrict_univ[symmetric, of f]
  show ?thesis
    unfolding *
    apply (rule has_integral_spike[OF assms(3)])
    defer
    apply (rule has_integral_add[OF assms(1-2)[unfolded *]])
    apply auto
    done
qed

lemma integrable_union:
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b :: banach"
  assumes "negligible (A \<inter> B)" "f integrable_on A" "f integrable_on B"
  shows   "f integrable_on (A \<union> B)"
proof -
  from assms obtain y z where "(f has_integral y) A" "(f has_integral z) B"
     by (auto simp: integrable_on_def)
  from has_integral_union[OF this assms(1)] show ?thesis by (auto simp: integrable_on_def)
qed

lemma integrable_union':
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b :: banach"
  assumes "f integrable_on A" "f integrable_on B" "negligible (A \<inter> B)" "C = A \<union> B"
  shows   "f integrable_on C"
  using integrable_union[of A B f] assms by simp

lemma has_integral_unions:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  assumes "finite t"
    and "\<forall>s\<in>t. (f has_integral (i s)) s"
    and "\<forall>s\<in>t. \<forall>s'\<in>t. s \<noteq> s' \<longrightarrow> negligible (s \<inter> s')"
  shows "(f has_integral (sum i t)) (\<Union>t)"
proof -
  note * = has_integral_restrict_univ[symmetric, of f]
  have **: "negligible (\<Union>((\<lambda>(a,b). a \<inter> b) ` {(a,b). a \<in> t \<and> b \<in> {y. y \<in> t \<and> a \<noteq> y}}))"
    apply (rule negligible_Union)
    apply (rule finite_imageI)
    apply (rule finite_subset[of _ "t \<times> t"])
    defer
    apply (rule finite_cartesian_product[OF assms(1,1)])
    using assms(3)
    apply auto
    done
  note assms(2)[unfolded *]
  note has_integral_sum[OF assms(1) this]
  then show ?thesis
    unfolding *
    apply -
    apply (rule has_integral_spike[OF **])
    defer
    apply assumption
    apply safe
  proof goal_cases
    case prems: (1 x)
    then show ?case
    proof (cases "x \<in> \<Union>t")
      case True
      then guess s unfolding Union_iff .. note s=this
      then have *: "\<forall>b\<in>t. x \<in> b \<longleftrightarrow> b = s"
        using prems(3) by blast
      show ?thesis
        unfolding if_P[OF True]
        apply (rule trans)
        defer
        apply (rule sum.cong)
        apply (rule refl)
        apply (subst *)
        apply assumption
        apply (rule refl)
        unfolding sum.delta[OF assms(1)]
        using s
        apply auto
        done
    qed auto
  qed
qed


text \<open>In particular adding integrals over a division, maybe not of an interval.\<close>

lemma has_integral_combine_division:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  assumes "d division_of s"
    and "\<forall>k\<in>d. (f has_integral (i k)) k"
  shows "(f has_integral (sum i d)) s"
proof -
  note d = division_ofD[OF assms(1)]
  show ?thesis
    unfolding d(6)[symmetric]
    apply (rule has_integral_unions)
    apply (rule d assms)+
    apply rule
    apply rule
    apply rule
  proof goal_cases
    case prems: (1 s s')
    from d(4)[OF this(1)] d(4)[OF this(2)] guess a c b d by (elim exE) note obt=this
    from d(5)[OF prems] show ?case
      unfolding obt interior_cbox
      apply -
      apply (rule negligible_subset[of "(cbox a b-box a b) \<union> (cbox c d-box c d)"])
      apply (rule negligible_Un negligible_frontier_interval)+
      apply auto
      done
  qed
qed

lemma integral_combine_division_bottomup:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  assumes "d division_of s"
    and "\<forall>k\<in>d. f integrable_on k"
  shows "integral s f = sum (\<lambda>i. integral i f) d"
  apply (rule integral_unique)
  apply (rule has_integral_combine_division[OF assms(1)])
  using assms(2)
  unfolding has_integral_integral
  apply assumption
  done

lemma has_integral_combine_division_topdown:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  assumes "f integrable_on s"
    and "d division_of k"
    and "k \<subseteq> s"
  shows "(f has_integral (sum (\<lambda>i. integral i f) d)) k"
  apply (rule has_integral_combine_division[OF assms(2)])
  apply safe
  unfolding has_integral_integral[symmetric]
proof goal_cases
  case (1 k)
  from division_ofD(2,4)[OF assms(2) this]
  show ?case
    apply safe
    apply (rule integrable_on_subcbox)
    apply (rule assms)
    using assms(3)
    apply auto
    done
qed

lemma integral_combine_division_topdown:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  assumes "f integrable_on s"
    and "d division_of s"
  shows "integral s f = sum (\<lambda>i. integral i f) d"
  apply (rule integral_unique)
  apply (rule has_integral_combine_division_topdown)
  using assms
  apply auto
  done

lemma integrable_combine_division:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  assumes "d division_of s"
    and "\<forall>i\<in>d. f integrable_on i"
  shows "f integrable_on s"
  using assms(2)
  unfolding integrable_on_def
  by (metis has_integral_combine_division[OF assms(1)])

lemma integrable_on_subdivision:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  assumes "d division_of i"
    and "f integrable_on s"
    and "i \<subseteq> s"
  shows "f integrable_on i"
  apply (rule integrable_combine_division assms)+
  apply safe
proof goal_cases
  case 1
  note division_ofD(2,4)[OF assms(1) this]
  then show ?case
    apply safe
    apply (rule integrable_on_subcbox[OF assms(2)])
    using assms(3)
    apply auto
    done
qed


subsection \<open>Also tagged divisions\<close>

lemma has_integral_iff: "(f has_integral i) s \<longleftrightarrow> (f integrable_on s \<and> integral s f = i)"
  by blast

lemma has_integral_combine_tagged_division:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  assumes "p tagged_division_of s"
    and "\<forall>(x,k) \<in> p. (f has_integral (i k)) k"
  shows "(f has_integral (\<Sum>(x,k)\<in>p. i k)) s"
proof -
  have *: "(f has_integral (\<Sum>k\<in>snd`p. integral k f)) s"
    using assms(2)
    apply (intro has_integral_combine_division)
    apply (auto simp: has_integral_integral[symmetric] intro: division_of_tagged_division[OF assms(1)])
    apply auto
    done
  also have "(\<Sum>k\<in>snd`p. integral k f) = (\<Sum>(x, k)\<in>p. integral k f)"
    by (intro sum.over_tagged_division_lemma[OF assms(1), symmetric] integral_null)
       (simp add: content_eq_0_interior)
  finally show ?thesis
    using assms by (auto simp add: has_integral_iff intro!: sum.cong)
qed

lemma integral_combine_tagged_division_bottomup:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  assumes "p tagged_division_of (cbox a b)"
    and "\<forall>(x,k)\<in>p. f integrable_on k"
  shows "integral (cbox a b) f = sum (\<lambda>(x,k). integral k f) p"
  apply (rule integral_unique)
  apply (rule has_integral_combine_tagged_division[OF assms(1)])
  using assms(2)
  apply auto
  done

lemma has_integral_combine_tagged_division_topdown:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  assumes "f integrable_on cbox a b"
    and "p tagged_division_of (cbox a b)"
  shows "(f has_integral (sum (\<lambda>(x,k). integral k f) p)) (cbox a b)"
  apply (rule has_integral_combine_tagged_division[OF assms(2)])
  apply safe
proof goal_cases
  case 1
  note tagged_division_ofD(3-4)[OF assms(2) this]
  then show ?case
    using integrable_subinterval[OF assms(1)] by blast
qed

lemma integral_combine_tagged_division_topdown:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  assumes "f integrable_on cbox a b"
    and "p tagged_division_of (cbox a b)"
  shows "integral (cbox a b) f = sum (\<lambda>(x,k). integral k f) p"
  apply (rule integral_unique)
  apply (rule has_integral_combine_tagged_division_topdown)
  using assms
  apply auto
  done


subsection \<open>Henstock's lemma\<close>

lemma henstock_lemma_part1:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  assumes "f integrable_on cbox a b"
    and "e > 0"
    and "gauge d"
    and "(\<forall>p. p tagged_division_of (cbox a b) \<and> d fine p \<longrightarrow>
      norm (sum (\<lambda>(x,k). content k *\<^sub>R f x) p - integral(cbox a b) f) < e)"
    and p: "p tagged_partial_division_of (cbox a b)" "d fine p"
  shows "norm (sum (\<lambda>(x,k). content k *\<^sub>R f x - integral k f) p) \<le> e"
  (is "?x \<le> e")
proof -
  { presume "\<And>k. 0<k \<Longrightarrow> ?x \<le> e + k" then show ?thesis by (blast intro: field_le_epsilon) }
  fix k :: real
  assume k: "k > 0"
  note p' = tagged_partial_division_ofD[OF p(1)]
  have "\<Union>(snd ` p) \<subseteq> cbox a b"
    using p'(3) by fastforce
  note partial_division_of_tagged_division[OF p(1)] this
  from partial_division_extend_interval[OF this] guess q . note q=this and q' = division_ofD[OF this(2)]
  define r where "r = q - snd ` p"
  have "snd ` p \<inter> r = {}"
    unfolding r_def by auto
  have r: "finite r"
    using q' unfolding r_def by auto

  have "\<forall>i\<in>r. \<exists>p. p tagged_division_of i \<and> d fine p \<and>
    norm (sum (\<lambda>(x,j). content j *\<^sub>R f x) p - integral i f) < k / (real (card r) + 1)"
    apply safe
  proof goal_cases
    case (1 i)
    then have i: "i \<in> q"
      unfolding r_def by auto
    from q'(4)[OF this] guess u v by (elim exE) note uv=this
    have *: "k / (real (card r) + 1) > 0" using k by simp
    have "f integrable_on cbox u v"
      apply (rule integrable_subinterval[OF assms(1)])
      using q'(2)[OF i]
      unfolding uv
      apply auto
      done
    note integrable_integral[OF this, unfolded has_integral[of f]]
    from this[rule_format,OF *] guess dd .. note dd=conjunctD2[OF this,rule_format]
    note gauge_inter[OF \<open>gauge d\<close> dd(1)]
    from fine_division_exists[OF this,of u v] guess qq .
    then show ?case
      apply (rule_tac x=qq in exI)
      using dd(2)[of qq]
      unfolding fine_inter uv
      apply auto
      done
  qed
  from bchoice[OF this] guess qq .. note qq=this[rule_format]

  let ?p = "p \<union> \<Union>(qq ` r)"
  have "norm ((\<Sum>(x, k)\<in>?p. content k *\<^sub>R f x) - integral (cbox a b) f) < e"
    apply (rule assms(4)[rule_format])
  proof
    show "d fine ?p"
      apply (rule fine_union)
      apply (rule p)
      apply (rule fine_unions)
      using qq
      apply auto
      done
    note * = tagged_partial_division_of_union_self[OF p(1)]
    have "p \<union> \<Union>(qq ` r) tagged_division_of \<Union>(snd ` p) \<union> \<Union>r"
      using r
    proof (rule tagged_division_union[OF * tagged_division_unions], goal_cases)
      case 1
      then show ?case
        using qq by auto
    next
      case 2
      then show ?case
        apply rule
        apply rule
        apply rule
        apply(rule q'(5))
        unfolding r_def
        apply auto
        done
    next
      case 3
      then show ?case
        apply (rule inter_interior_unions_intervals)
        apply fact
        apply rule
        apply rule
        apply (rule q')
        defer
        apply rule
        apply (subst Int_commute)
        apply (rule inter_interior_unions_intervals)
        apply (rule finite_imageI)
        apply (rule p')
        apply rule
        defer
        apply rule
        apply (rule q')
        using q(1) p'
        unfolding r_def
        apply auto
        done
    qed
    moreover have "\<Union>(snd ` p) \<union> \<Union>r = cbox a b" and "{qq i |i. i \<in> r} = qq ` r"
      unfolding Union_Un_distrib[symmetric] r_def
      using q
      by auto
    ultimately show "?p tagged_division_of (cbox a b)"
      by fastforce
  qed

  then have "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) + (\<Sum>(x, k)\<in>\<Union>(qq ` r). content k *\<^sub>R f x) -
    integral (cbox a b) f) < e"
    apply (subst sum.union_inter_neutral[symmetric])
    apply (rule p')
    prefer 3
    apply assumption
    apply rule
    apply (rule r)
    apply safe
    apply (drule qq)
  proof -
    fix x l k
    assume as: "(x, l) \<in> p" "(x, l) \<in> qq k" "k \<in> r"
    note qq[OF this(3)]
    note tagged_division_ofD(3,4)[OF conjunct1[OF this] as(2)]
    from this(2) guess u v by (elim exE) note uv=this
    have "l\<in>snd ` p" unfolding image_iff apply(rule_tac x="(x,l)" in bexI) using as by auto
    then have "l \<in> q" "k \<in> q" "l \<noteq> k"
      using as(1,3) q(1) unfolding r_def by auto
    note q'(5)[OF this]
    then have "interior l = {}"
      using interior_mono[OF \<open>l \<subseteq> k\<close>] by blast
    then show "content l *\<^sub>R f x = 0"
      unfolding uv content_eq_0_interior[symmetric] by auto
  qed auto

  then have "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) + sum (sum (\<lambda>(x, k). content k *\<^sub>R f x))
    (qq ` r) - integral (cbox a b) f) < e"
    apply (subst (asm) sum.Union_comp)
    prefer 2
    unfolding split_paired_all split_conv image_iff
    apply (erule bexE)+
  proof -
    fix x m k l T1 T2
    assume "(x, m) \<in> T1" "(x, m) \<in> T2" "T1 \<noteq> T2" "k \<in> r" "l \<in> r" "T1 = qq k" "T2 = qq l"
    note as = this(1-5)[unfolded this(6-)]
    note kl = tagged_division_ofD(3,4)[OF qq[THEN conjunct1]]
    from this(2)[OF as(4,1)] guess u v by (elim exE) note uv=this
    have *: "interior (k \<inter> l) = {}"
      by (metis DiffE \<open>T1 = qq k\<close> \<open>T1 \<noteq> T2\<close> \<open>T2 = qq l\<close> as(4) as(5) interior_Int q'(5) r_def)
    have "interior m = {}"
      unfolding subset_empty[symmetric]
      unfolding *[symmetric]
      apply (rule interior_mono)
      using kl(1)[OF as(4,1)] kl(1)[OF as(5,2)]
      apply auto
      done
    then show "content m *\<^sub>R f x = 0"
      unfolding uv content_eq_0_interior[symmetric]
      by auto
  qed (insert qq, auto)

  then have **: "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) + sum (sum (\<lambda>(x, k). content k *\<^sub>R f x) \<circ> qq) r -
    integral (cbox a b) f) < e"
    apply (subst (asm) sum.reindex_nontrivial)
    apply fact
    apply (rule sum.neutral)
    apply rule
    unfolding split_paired_all split_conv
    defer
    apply assumption
  proof -
    fix k l x m
    assume as: "k \<in> r" "l \<in> r" "k \<noteq> l" "qq k = qq l" "(x, m) \<in> qq k"
    note tagged_division_ofD(6)[OF qq[THEN conjunct1]]
    from this[OF as(1)] this[OF as(2)] show "content m *\<^sub>R f x = 0"
      using as(3) unfolding as by auto
  qed

  have *: "norm (cp - ip) \<le> e + k"
    if "norm ((cp + cr) - i) < e"
    and "norm (cr - ir) < k"
    and "ip + ir = i"
    for ir ip i cr cp
  proof -
    from that show ?thesis
      using norm_triangle_le[of "cp + cr - i" "- (cr - ir)"]
      unfolding that(3)[symmetric] norm_minus_cancel
      by (auto simp add: algebra_simps)
  qed

  have "?x =  norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - (\<Sum>(x, k)\<in>p. integral k f))"
    unfolding split_def sum_subtractf ..
  also have "\<dots> \<le> e + k"
    apply (rule *[OF **, where ir1="sum (\<lambda>k. integral k f) r"])
  proof goal_cases
    case 1
    have *: "k * real (card r) / (1 + real (card r)) < k"
      using k by (auto simp add: field_simps)
    show ?case
      apply (rule le_less_trans[of _ "sum (\<lambda>x. k / (real (card r) + 1)) r"])
      unfolding sum_subtractf[symmetric]
      apply (rule sum_norm_le)
      apply (drule qq)
      defer
      unfolding divide_inverse sum_distrib_right[symmetric]
      unfolding divide_inverse[symmetric]
      using * apply (auto simp add: field_simps)
      done
  next
    case 2
    have *: "(\<Sum>(x, k)\<in>p. integral k f) = (\<Sum>k\<in>snd ` p. integral k f)"
      apply (subst sum.reindex_nontrivial)
      apply fact
      unfolding split_paired_all snd_conv split_def o_def
    proof -
      fix x l y m
      assume as: "(x, l) \<in> p" "(y, m) \<in> p" "(x, l) \<noteq> (y, m)" "l = m"
      from p'(4)[OF as(1)] guess u v by (elim exE) note uv=this
      show "integral l f = 0"
        unfolding uv
        apply (rule integral_unique)
        apply (rule has_integral_null)
        unfolding content_eq_0_interior
        using p'(5)[OF as(1-3)]
        unfolding uv as(4)[symmetric]
        apply auto
        done
    qed auto
    from q(1) have **: "snd ` p \<union> q = q" by auto
    show ?case
      unfolding integral_combine_division_topdown[OF assms(1) q(2)] * r_def
      using ** q'(1) p'(1) sum.union_disjoint [of "snd ` p" "q - snd ` p" "\<lambda>k. integral k f", symmetric]
        by simp
  qed
  finally show "?x \<le> e + k" .
qed

lemma henstock_lemma_part2:
  fixes f :: "'m::euclidean_space \<Rightarrow> 'n::euclidean_space"
  assumes "f integrable_on cbox a b"
    and "e > 0"
    and "gauge d"
    and "\<forall>p. p tagged_division_of (cbox a b) \<and> d fine p \<longrightarrow>
      norm (sum (\<lambda>(x,k). content k *\<^sub>R f x) p - integral (cbox a b) f) < e"
    and "p tagged_partial_division_of (cbox a b)"
    and "d fine p"
  shows "sum (\<lambda>(x,k). norm (content k *\<^sub>R f x - integral k f)) p \<le> 2 * real (DIM('n)) * e"
  unfolding split_def
  apply (rule sum_norm_allsubsets_bound)
  defer
  apply (rule henstock_lemma_part1[unfolded split_def,OF assms(1-3)])
  apply safe
  apply (rule assms[rule_format,unfolded split_def])
  defer
  apply (rule tagged_partial_division_subset)
  apply (rule assms)
  apply assumption
  apply (rule fine_subset)
  apply assumption
  apply (rule assms)
  using assms(5)
  apply auto
  done

lemma henstock_lemma:
  fixes f :: "'m::euclidean_space \<Rightarrow> 'n::euclidean_space"
  assumes "f integrable_on cbox a b"
    and "e > 0"
  obtains d where "gauge d"
    and "\<forall>p. p tagged_partial_division_of (cbox a b) \<and> d fine p \<longrightarrow>
      sum (\<lambda>(x,k). norm(content k *\<^sub>R f x - integral k f)) p < e"
proof -
  have *: "e / (2 * (real DIM('n) + 1)) > 0" using assms(2) by simp
  from integrable_integral[OF assms(1),unfolded has_integral[of f],rule_format,OF this]
  guess d .. note d = conjunctD2[OF this]
  show thesis
    apply (rule that)
    apply (rule d)
  proof (safe, goal_cases)
    case (1 p)
    note * = henstock_lemma_part2[OF assms(1) * d this]
    show ?case
      apply (rule le_less_trans[OF *])
      using \<open>e > 0\<close>
      apply (auto simp add: field_simps)
      done
  qed
qed


subsection \<open>Monotone convergence (bounded interval first)\<close>

lemma monotone_convergence_interval:
  fixes f :: "nat \<Rightarrow> 'n::euclidean_space \<Rightarrow> real"
  assumes "\<forall>k. (f k) integrable_on cbox a b"
    and "\<forall>k. \<forall>x\<in>cbox a b.(f k x) \<le> f (Suc k) x"
    and "\<forall>x\<in>cbox a b. ((\<lambda>k. f k x) \<longlongrightarrow> g x) sequentially"
    and "bounded {integral (cbox a b) (f k) | k . k \<in> UNIV}"
  shows "g integrable_on cbox a b \<and> ((\<lambda>k. integral (cbox a b) (f k)) \<longlongrightarrow> integral (cbox a b) g) sequentially"
proof (cases "content (cbox a b) = 0")
  case True
  show ?thesis
    using integrable_on_null[OF True]
    unfolding integral_null[OF True]
    using tendsto_const
    by auto
next
  case False
  have fg: "\<forall>x\<in>cbox a b. \<forall>k. (f k x) \<bullet> 1 \<le> (g x) \<bullet> 1"
  proof safe
    fix x k
    assume x: "x \<in> cbox a b"
    note * = Lim_component_ge[OF assms(3)[rule_format, OF x] trivial_limit_sequentially]
    show "f k x \<bullet> 1 \<le> g x \<bullet> 1"
      apply (rule *)
      unfolding eventually_sequentially
      apply (rule_tac x=k in exI)
      apply -
      apply (rule transitive_stepwise_le)
      using assms(2)[rule_format, OF x]
      apply auto
      done
  qed
  have "\<exists>i. ((\<lambda>k. integral (cbox a b) (f k)) \<longlongrightarrow> i) sequentially"
    apply (rule bounded_increasing_convergent)
    defer
    apply rule
    apply (rule integral_le)
    apply safe
    apply (rule assms(1-2)[rule_format])+
    using assms(4)
    apply auto
    done
  then guess i .. note i=this
  have i': "\<And>k. (integral(cbox a b) (f k)) \<le> i\<bullet>1"
    apply (rule Lim_component_ge)
    apply (rule i)
    apply (rule trivial_limit_sequentially)
    unfolding eventually_sequentially
    apply (rule_tac x=k in exI)
    apply (rule transitive_stepwise_le)
    prefer 3
    unfolding inner_simps real_inner_1_right
    apply (rule integral_le)
    apply (rule assms(1-2)[rule_format])+
    using assms(2)
    apply auto
    done

  have "(g has_integral i) (cbox a b)"
    unfolding has_integral
  proof (safe, goal_cases)
    case e: (1 e)
    then have "\<forall>k. (\<exists>d. gauge d \<and> (\<forall>p. p tagged_division_of (cbox a b) \<and> d fine p \<longrightarrow>
      norm ((\<Sum>(x, ka)\<in>p. content ka *\<^sub>R f k x) - integral (cbox a b) (f k)) < e / 2 ^ (k + 2)))"
      apply -
      apply rule
      apply (rule assms(1)[unfolded has_integral_integral has_integral,rule_format])
      apply auto
      done
    from choice[OF this] guess c .. note c=conjunctD2[OF this[rule_format],rule_format]

    have "\<exists>r. \<forall>k\<ge>r. 0 \<le> i\<bullet>1 - (integral (cbox a b) (f k)) \<and> i\<bullet>1 - (integral (cbox a b) (f k)) < e / 4"
    proof -
      have "e/4 > 0"
        using e by auto
      from LIMSEQ_D [OF i this] guess r ..
      then show ?thesis
        apply (rule_tac x=r in exI)
        apply rule
        apply (erule_tac x=k in allE)
        subgoal for k using i'[of k] by auto
        done
    qed
    then guess r .. note r=conjunctD2[OF this[rule_format]]

    have "\<forall>x\<in>cbox a b. \<exists>n\<ge>r. \<forall>k\<ge>n. 0 \<le> (g x)\<bullet>1 - (f k x)\<bullet>1 \<and>
      (g x)\<bullet>1 - (f k x)\<bullet>1 < e / (4 * content(cbox a b))"
    proof (rule, goal_cases)
      case prems: (1 x)
      have "e / (4 * content (cbox a b)) > 0"
        using \<open>e>0\<close> False content_pos_le[of a b] by (simp add: less_le)
      from assms(3)[rule_format, OF prems, THEN LIMSEQ_D, OF this]
      guess n .. note n=this
      then show ?case
        apply (rule_tac x="n + r" in exI)
        apply safe
        apply (erule_tac[2-3] x=k in allE)
        unfolding dist_real_def
        using fg[rule_format, OF prems]
        apply (auto simp add: field_simps)
        done
    qed
    from bchoice[OF this] guess m .. note m=conjunctD2[OF this[rule_format],rule_format]
    define d where "d x = c (m x) x" for x
    show ?case
      apply (rule_tac x=d in exI)
    proof safe
      show "gauge d"
        using c(1) unfolding gauge_def d_def by auto
    next
      fix p
      assume p: "p tagged_division_of (cbox a b)" "d fine p"
      note p'=tagged_division_ofD[OF p(1)]
      have "\<exists>a. \<forall>x\<in>p. m (fst x) \<le> a"
        by (metis finite_imageI finite_nat_set_iff_bounded_le p'(1) rev_image_eqI)
      then guess s .. note s=this
      have *: "\<forall>a b c d. norm(a - b) \<le> e / 4 \<and> norm(b - c) < e / 2 \<and>
        norm (c - d) < e / 4 \<longrightarrow> norm (a - d) < e"
      proof (safe, goal_cases)
        case (1 a b c d)
        then show ?case
          using norm_triangle_lt[of "a - b" "b - c" "3* e/4"]
            norm_triangle_lt[of "a - b + (b - c)" "c - d" e]
          unfolding norm_minus_cancel
          by (auto simp add: algebra_simps)
      qed
      show "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R g x) - i) < e"
        apply (rule *[rule_format,where
          b="\<Sum>(x, k)\<in>p. content k *\<^sub>R f (m x) x" and c="\<Sum>(x, k)\<in>p. integral k (f (m x))"])
      proof (safe, goal_cases)
        case 1
        show ?case
          apply (rule order_trans[of _ "\<Sum>(x, k)\<in>p. content k * (e / (4 * content (cbox a b)))"])
          unfolding sum_subtractf[symmetric]
          apply (rule order_trans)
          apply (rule norm_sum)
          apply (rule sum_mono)
          unfolding split_paired_all split_conv
          unfolding split_def sum_distrib_right[symmetric] scaleR_diff_right[symmetric]
          unfolding additive_content_tagged_division[OF p(1), unfolded split_def]
        proof -
          fix x k
          assume xk: "(x, k) \<in> p"
          then have x: "x \<in> cbox a b"
            using p'(2-3)[OF xk] by auto
          from p'(4)[OF xk] guess u v by (elim exE) note uv=this
          show "norm (content k *\<^sub>R (g x - f (m x) x)) \<le> content k * (e / (4 * content (cbox a b)))"
            unfolding norm_scaleR uv
            unfolding abs_of_nonneg[OF content_pos_le]
            apply (rule mult_left_mono)
            using m(2)[OF x,of "m x"]
            apply auto
            done
        qed (insert False, auto)

      next
        case 2
        show ?case
          apply (rule le_less_trans[of _ "norm (\<Sum>j = 0..s.
            \<Sum>(x, k)\<in>{xk\<in>p. m (fst xk) = j}. content k *\<^sub>R f (m x) x - integral k (f (m x)))"])
          apply (subst sum_group)
          apply fact
          apply (rule finite_atLeastAtMost)
          defer
          apply (subst split_def)+
          unfolding sum_subtractf
          apply rule
        proof -
          show "norm (\<Sum>j = 0..s. \<Sum>(x, k)\<in>{xk \<in> p.
            m (fst xk) = j}. content k *\<^sub>R f (m x) x - integral k (f (m x))) < e / 2"
            apply (rule le_less_trans[of _ "sum (\<lambda>i. e / 2^(i+2)) {0..s}"])
            apply (rule sum_norm_le)
          proof -
            show "(\<Sum>i = 0..s. e / 2 ^ (i + 2)) < e / 2"
              unfolding power_add divide_inverse inverse_mult_distrib
              unfolding sum_distrib_left[symmetric] sum_distrib_right[symmetric]
              unfolding power_inverse [symmetric] sum_gp
              apply(rule mult_strict_left_mono[OF _ e])
              unfolding power2_eq_square
              apply auto
              done
            fix t
            assume "t \<in> {0..s}"
            show "norm (\<Sum>(x, k)\<in>{xk \<in> p. m (fst xk) = t}. content k *\<^sub>R f (m x) x -
              integral k (f (m x))) \<le> e / 2 ^ (t + 2)"
              apply (rule order_trans
                [of _ "norm (sum (\<lambda>(x,k). content k *\<^sub>R f t x - integral k (f t)) {xk \<in> p. m (fst xk) = t})"])
              apply (rule eq_refl)
              apply (rule arg_cong[where f=norm])
              apply (rule sum.cong)
              apply (rule refl)
              defer
              apply (rule henstock_lemma_part1)
              apply (rule assms(1)[rule_format])
              apply (simp add: e)
              apply safe
              apply (rule c)+
              apply rule
              apply assumption+
              apply (rule tagged_partial_division_subset[of p])
              apply (rule p(1)[unfolded tagged_division_of_def,THEN conjunct1])
              defer
              unfolding fine_def
              apply safe
              apply (drule p(2)[unfolded fine_def,rule_format])
              unfolding d_def
              apply auto
              done
          qed
        qed (insert s, auto)
      next
        case 3
        note comb = integral_combine_tagged_division_topdown[OF assms(1)[rule_format] p(1)]
        have *: "\<And>sr sx ss ks kr::real. kr = sr \<longrightarrow> ks = ss \<longrightarrow>
          ks \<le> i \<and> sr \<le> sx \<and> sx \<le> ss \<and> 0 \<le> i\<bullet>1 - kr\<bullet>1 \<and> i\<bullet>1 - kr\<bullet>1 < e/4 \<longrightarrow> \<bar>sx - i\<bar> < e/4"
          by auto
        show ?case
          unfolding real_norm_def
          apply (rule *[rule_format])
          apply safe
          apply (rule comb[of r])
          apply (rule comb[of s])
          apply (rule i'[unfolded real_inner_1_right])
          apply (rule_tac[1-2] sum_mono)
          unfolding split_paired_all split_conv
          apply (rule_tac[1-2] integral_le[OF ])
        proof safe
          show "0 \<le> i\<bullet>1 - (integral (cbox a b) (f r))\<bullet>1"
            using r(1) by auto
          show "i\<bullet>1 - (integral (cbox a b) (f r))\<bullet>1 < e / 4"
            using r(2) by auto
          fix x k
          assume xk: "(x, k) \<in> p"
          from p'(4)[OF this] guess u v by (elim exE) note uv=this
          show "f r integrable_on k"
            and "f s integrable_on k"
            and "f (m x) integrable_on k"
            and "f (m x) integrable_on k"
            unfolding uv
            apply (rule_tac[!] integrable_on_subcbox[OF assms(1)[rule_format]])
            using p'(3)[OF xk]
            unfolding uv
            apply auto
            done
          fix y
          assume "y \<in> k"
          then have "y \<in> cbox a b"
            using p'(3)[OF xk] by auto
          then have *: "\<And>m. \<forall>n\<ge>m. f m y \<le> f n y"
            apply -
            apply (rule transitive_stepwise_le)
            using assms(2)
            apply auto
            done
          show "f r y \<le> f (m x) y" and "f (m x) y \<le> f s y"
            apply (rule_tac[!] *[rule_format])
            using s[rule_format,OF xk] m(1)[of x] p'(2-3)[OF xk]
            apply auto
            done
        qed
      qed
    qed
  qed note * = this

  have "integral (cbox a b) g = i"
    by (rule integral_unique) (rule *)
  then show ?thesis
    using i * by auto
qed

lemma monotone_convergence_increasing:
  fixes f :: "nat \<Rightarrow> 'n::euclidean_space \<Rightarrow> real"
  assumes "\<forall>k. (f k) integrable_on s"
    and "\<forall>k. \<forall>x\<in>s. (f k x) \<le> (f (Suc k) x)"
    and "\<forall>x\<in>s. ((\<lambda>k. f k x) \<longlongrightarrow> g x) sequentially"
    and "bounded {integral s (f k)| k. True}"
  shows "g integrable_on s \<and> ((\<lambda>k. integral s (f k)) \<longlongrightarrow> integral s g) sequentially"
proof -
  have lem: "g integrable_on s \<and> ((\<lambda>k. integral s (f k)) \<longlongrightarrow> integral s g) sequentially"
    if "\<forall>k. \<forall>x\<in>s. 0 \<le> f k x"
    and "\<forall>k. (f k) integrable_on s"
    and "\<forall>k. \<forall>x\<in>s. f k x \<le> f (Suc k) x"
    and "\<forall>x\<in>s. ((\<lambda>k. f k x) \<longlongrightarrow> g x) sequentially"
    and "bounded {integral s (f k)| k. True}"
    for f :: "nat \<Rightarrow> 'n::euclidean_space \<Rightarrow> real" and g s
  proof -
    note assms=that[rule_format]
    have "\<forall>x\<in>s. \<forall>k. (f k x)\<bullet>1 \<le> (g x)\<bullet>1"
      apply safe
      apply (rule Lim_component_ge)
      apply (rule that(4)[rule_format])
      apply assumption
      apply (rule trivial_limit_sequentially)
      unfolding eventually_sequentially
      apply (rule_tac x=k in exI)
      apply (rule transitive_stepwise_le)
      using that(3)
      apply auto
      done
    note fg=this[rule_format]

    have "\<exists>i. ((\<lambda>k. integral s (f k)) \<longlongrightarrow> i) sequentially"
      apply (rule bounded_increasing_convergent)
      apply (rule that(5))
      apply rule
      apply (rule integral_le)
      apply (rule that(2)[rule_format])+
      using that(3)
      apply auto
      done
    then guess i .. note i=this
    have "\<And>k. \<forall>x\<in>s. \<forall>n\<ge>k. f k x \<le> f n x"
      apply rule
      apply (rule transitive_stepwise_le)
      using that(3)
      apply auto
      done
    then have i': "\<forall>k. (integral s (f k))\<bullet>1 \<le> i\<bullet>1"
      apply -
      apply rule
      apply (rule Lim_component_ge)
      apply (rule i)
      apply (rule trivial_limit_sequentially)
      unfolding eventually_sequentially
      apply (rule_tac x=k in exI)
      apply safe
      apply (rule integral_component_le)
      apply simp
      apply (rule that(2)[rule_format])+
      apply auto
      done

    note int = assms(2)[unfolded integrable_alt[of _ s],THEN conjunct1,rule_format]
    have ifif: "\<And>k t. (\<lambda>x. if x \<in> t then if x \<in> s then f k x else 0 else 0) =
      (\<lambda>x. if x \<in> t \<inter> s then f k x else 0)"
      by (rule ext) auto
    have int': "\<And>k a b. f k integrable_on cbox a b \<inter> s"
      apply (subst integrable_restrict_univ[symmetric])
      apply (subst ifif[symmetric])
      apply (subst integrable_restrict_univ)
      apply (rule int)
      done
    have "\<And>a b. (\<lambda>x. if x \<in> s then g x else 0) integrable_on cbox a b \<and>
      ((\<lambda>k. integral (cbox a b) (\<lambda>x. if x \<in> s then f k x else 0)) \<longlongrightarrow>
      integral (cbox a b) (\<lambda>x. if x \<in> s then g x else 0)) sequentially"
    proof (rule monotone_convergence_interval, safe, goal_cases)
      case 1
      show ?case by (rule int)
    next
      case (2 _ _ _ x)
      then show ?case
        apply (cases "x \<in> s")
        using assms(3)
        apply auto
        done
    next
      case (3 _ _ x)
      then show ?case
        apply (cases "x \<in> s")
        using assms(4)
        apply auto
        done
    next
      case (4 a b)
      note * = integral_nonneg
      have "\<And>k. norm (integral (cbox a b) (\<lambda>x. if x \<in> s then f k x else 0)) \<le> norm (integral s (f k))"
        unfolding real_norm_def
        apply (subst abs_of_nonneg)
        apply (rule *[OF int])
        apply safe
        apply (case_tac "x \<in> s")
        apply (drule assms(1))
        prefer 3
        apply (subst abs_of_nonneg)
        apply (rule *[OF assms(2) that(1)[THEN spec]])
        apply (subst integral_restrict_univ[symmetric,OF int])
        unfolding ifif
        unfolding integral_restrict_univ[OF int']
        apply (rule integral_subset_le[OF _ int' assms(2)])
        using assms(1)
        apply auto
        done
      then show ?case
        using assms(5)
        unfolding bounded_iff
        apply safe
        apply (rule_tac x=aa in exI)
        apply safe
        apply (erule_tac x="integral s (f k)" in ballE)
        apply (rule order_trans)
        apply assumption
        apply auto
        done
    qed
    note g = conjunctD2[OF this]

    have "(g has_integral i) s"
      unfolding has_integral_alt'
      apply safe
      apply (rule g(1))
    proof goal_cases
      case (1 e)
      then have "e/4>0"
        by auto
      from LIMSEQ_D [OF i this] guess N .. note N=this
      note assms(2)[of N,unfolded has_integral_integral has_integral_alt'[of "f N"]]
      from this[THEN conjunct2,rule_format,OF \<open>e/4>0\<close>] guess B .. note B=conjunctD2[OF this]
      show ?case
        apply rule
        apply rule
        apply (rule B)
        apply safe
      proof -
        fix a b :: 'n
        assume ab: "ball 0 B \<subseteq> cbox a b"
        from \<open>e > 0\<close> have "e/2 > 0"
          by auto
        from LIMSEQ_D [OF g(2)[of a b] this] guess M .. note M=this
        have **: "norm (integral (cbox a b) (\<lambda>x. if x \<in> s then f N x else 0) - i) < e/2"
          apply (rule norm_triangle_half_l)
          using B(2)[rule_format,OF ab] N[rule_format,of N]
          apply -
          defer
          apply (subst norm_minus_commute)
          apply auto
          done
        have *: "\<And>f1 f2 g. \<bar>f1 - i\<bar> < e / 2 \<longrightarrow> \<bar>f2 - g\<bar> < e / 2 \<longrightarrow>
          f1 \<le> f2 \<longrightarrow> f2 \<le> i \<longrightarrow> \<bar>g - i\<bar> < e"
          unfolding real_inner_1_right by arith
        show "norm (integral (cbox a b) (\<lambda>x. if x \<in> s then g x else 0) - i) < e"
          unfolding real_norm_def
          apply (rule *[rule_format])
          apply (rule **[unfolded real_norm_def])
          apply (rule M[rule_format,of "M + N",unfolded real_norm_def])
          apply (rule le_add1)
          apply (rule integral_le[OF int int])
          defer
          apply (rule order_trans[OF _ i'[rule_format,of "M + N",unfolded real_inner_1_right]])
        proof (safe, goal_cases)
          case (2 x)
          have "\<And>m. x \<in> s \<Longrightarrow> \<forall>n\<ge>m. (f m x)\<bullet>1 \<le> (f n x)\<bullet>1"
            apply (rule transitive_stepwise_le)
            using assms(3)
            apply auto
            done
          then show ?case
            by auto
        next
          case 1
          show ?case
            apply (subst integral_restrict_univ[symmetric,OF int])
            unfolding ifif integral_restrict_univ[OF int']
            apply (rule integral_subset_le[OF _ int'])
            using assms
            apply auto
            done
        qed
      qed
    qed
    then show ?thesis
      apply safe
      defer
      apply (drule integral_unique)
      using i
      apply auto
      done
  qed

  have sub: "\<And>k. integral s (\<lambda>x. f k x - f 0 x) = integral s (f k) - integral s (f 0)"
    apply (subst integral_diff)
    apply (rule assms(1)[rule_format])+
    apply rule
    done
  have "\<And>x m. x \<in> s \<Longrightarrow> \<forall>n\<ge>m. f m x \<le> f n x"
    apply (rule transitive_stepwise_le)
    using assms(2)
    apply auto
    done
  note * = this[rule_format]
  have "(\<lambda>x. g x - f 0 x) integrable_on s \<and> ((\<lambda>k. integral s (\<lambda>x. f (Suc k) x - f 0 x)) \<longlongrightarrow>
    integral s (\<lambda>x. g x - f 0 x)) sequentially"
    apply (rule lem)
    apply safe
  proof goal_cases
    case (1 k x)
    then show ?case
      using *[of x 0 "Suc k"] by auto
  next
    case (2 k)
    then show ?case
      apply (rule integrable_diff)
      using assms(1)
      apply auto
      done
  next
    case (3 k x)
    then show ?case
      using *[of x "Suc k" "Suc (Suc k)"] by auto
  next
    case (4 x)
    then show ?case
      apply -
      apply (rule tendsto_diff)
      using LIMSEQ_ignore_initial_segment[OF assms(3)[rule_format],of x 1]
      apply auto
      done
  next
    case 5
    then show ?case
      using assms(4)
      unfolding bounded_iff
      apply safe
      apply (rule_tac x="a + norm (integral s (\<lambda>x. f 0 x))" in exI)
      apply safe
      apply (erule_tac x="integral s (\<lambda>x. f (Suc k) x)" in ballE)
      unfolding sub
      apply (rule order_trans[OF norm_triangle_ineq4])
      apply auto
      done
  qed
  note conjunctD2[OF this]
  note tendsto_add[OF this(2) tendsto_const[of "integral s (f 0)"]]
    integrable_add[OF this(1) assms(1)[rule_format,of 0]]
  then show ?thesis
    unfolding sub
    apply -
    apply rule
    defer
    apply (subst(asm) integral_diff)
    using assms(1)
    apply auto
    apply (rule LIMSEQ_imp_Suc)
    apply assumption
    done
qed

lemma has_integral_monotone_convergence_increasing:
  fixes f :: "nat \<Rightarrow> 'a::euclidean_space \<Rightarrow> real"
  assumes f: "\<And>k. (f k has_integral x k) s"
  assumes "\<And>k x. x \<in> s \<Longrightarrow> f k x \<le> f (Suc k) x"
  assumes "\<And>x. x \<in> s \<Longrightarrow> (\<lambda>k. f k x) \<longlonglongrightarrow> g x"
  assumes "x \<longlonglongrightarrow> x'"
  shows "(g has_integral x') s"
proof -
  have x_eq: "x = (\<lambda>i. integral s (f i))"
    by (simp add: integral_unique[OF f])
  then have x: "{integral s (f k) |k. True} = range x"
    by auto

  have *: "g integrable_on s \<and> (\<lambda>k. integral s (f k)) \<longlonglongrightarrow> integral s g"
  proof (intro monotone_convergence_increasing allI ballI assms)
    show "bounded {integral s (f k) |k. True}"
      unfolding x by (rule convergent_imp_bounded) fact
  qed (auto intro: f)
  then have "integral s g = x'"
    by (intro LIMSEQ_unique[OF _ \<open>x \<longlonglongrightarrow> x'\<close>]) (simp add: x_eq)
  with * show ?thesis
    by (simp add: has_integral_integral)
qed

lemma monotone_convergence_decreasing:
  fixes f :: "nat \<Rightarrow> 'n::euclidean_space \<Rightarrow> real"
  assumes "\<forall>k. (f k) integrable_on s"
    and "\<forall>k. \<forall>x\<in>s. f (Suc k) x \<le> f k x"
    and "\<forall>x\<in>s. ((\<lambda>k. f k x) \<longlongrightarrow> g x) sequentially"
    and "bounded {integral s (f k)| k. True}"
  shows "g integrable_on s \<and> ((\<lambda>k. integral s (f k)) \<longlongrightarrow> integral s g) sequentially"
proof -
  note assm = assms[rule_format]
  have *: "{integral s (\<lambda>x. - f k x) |k. True} = op *\<^sub>R (- 1) ` {integral s (f k)| k. True}"
    apply safe
    unfolding image_iff
    apply (rule_tac x="integral s (f k)" in bexI)
    prefer 3
    apply (rule_tac x=k in exI)
    apply auto
    done
  have "(\<lambda>x. - g x) integrable_on s \<and>
    ((\<lambda>k. integral s (\<lambda>x. - f k x)) \<longlongrightarrow> integral s (\<lambda>x. - g x)) sequentially"
    apply (rule monotone_convergence_increasing)
    apply safe
    apply (rule integrable_neg)
    apply (rule assm)
    defer
    apply (rule tendsto_minus)
    apply (rule assm)
    apply assumption
    unfolding *
    apply (rule bounded_scaling)
    using assm
    apply auto
    done
  note * = conjunctD2[OF this]
  show ?thesis
    using integrable_neg[OF *(1)] tendsto_minus[OF *(2)]
    by auto
qed

lemma integral_norm_bound_integral:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  assumes "f integrable_on s"
    and "g integrable_on s"
    and "\<forall>x\<in>s. norm (f x) \<le> g x"
  shows "norm (integral s f) \<le> integral s g"
proof -
  have *: "\<And>x y. (\<forall>e::real. 0 < e \<longrightarrow> x < y + e) \<Longrightarrow> x \<le> y"
    apply (rule ccontr)
    apply (erule_tac x="x - y" in allE)
    apply auto
    done
  have norm: "norm ig < dia + e"
    if "norm sg \<le> dsa"
    and "\<bar>dsa - dia\<bar> < e / 2"
    and "norm (sg - ig) < e / 2"
    for e dsa dia and sg ig :: 'a
    apply (rule le_less_trans[OF norm_triangle_sub[of ig sg]])
    apply (subst real_sum_of_halves[of e,symmetric])
    unfolding add.assoc[symmetric]
    apply (rule add_le_less_mono)
    defer
    apply (subst norm_minus_commute)
    apply (rule that(3))
    apply (rule order_trans[OF that(1)])
    using that(2)
    apply arith
    done
  have lem: "norm (integral(cbox a b) f) \<le> integral (cbox a b) g"
    if "f integrable_on cbox a b"
    and "g integrable_on cbox a b"
    and "\<forall>x\<in>cbox a b. norm (f x) \<le> g x"
    for f :: "'n \<Rightarrow> 'a" and g a b
  proof (rule *[rule_format])
    fix e :: real
    assume "e > 0"
    then have *: "e/2 > 0"
      by auto
    from integrable_integral[OF that(1),unfolded has_integral[of f],rule_format,OF *]
    guess d1 .. note d1 = conjunctD2[OF this,rule_format]
    from integrable_integral[OF that(2),unfolded has_integral[of g],rule_format,OF *]
    guess d2 .. note d2 = conjunctD2[OF this,rule_format]
    note gauge_inter[OF d1(1) d2(1)]
    from fine_division_exists[OF this, of a b] guess p . note p=this
    show "norm (integral (cbox a b) f) < integral (cbox a b) g + e"
      apply (rule norm)
      defer
      apply (rule d2(2)[OF conjI[OF p(1)],unfolded real_norm_def])
      defer
      apply (rule d1(2)[OF conjI[OF p(1)]])
      defer
      apply (rule sum_norm_le)
    proof safe
      fix x k
      assume "(x, k) \<in> p"
      note as = tagged_division_ofD(2-4)[OF p(1) this]
      from this(3) guess u v by (elim exE) note uv=this
      show "norm (content k *\<^sub>R f x) \<le> content k *\<^sub>R g x"
        unfolding uv norm_scaleR
        unfolding abs_of_nonneg[OF content_pos_le] real_scaleR_def
        apply (rule mult_left_mono)
        using that(3) as
        apply auto
        done
    qed (insert p[unfolded fine_inter], auto)
  qed

  { presume "\<And>e. 0 < e \<Longrightarrow> norm (integral s f) < integral s g + e"
    then show ?thesis by (rule *[rule_format]) auto }
  fix e :: real
  assume "e > 0"
  then have e: "e/2 > 0"
    by auto
  note assms(1)[unfolded integrable_alt[of f]] note f=this[THEN conjunct1,rule_format]
  note assms(2)[unfolded integrable_alt[of g]] note g=this[THEN conjunct1,rule_format]
  from integrable_integral[OF assms(1),unfolded has_integral'[of f],rule_format,OF e]
  guess B1 .. note B1=conjunctD2[OF this[rule_format],rule_format]
  from integrable_integral[OF assms(2),unfolded has_integral'[of g],rule_format,OF e]
  guess B2 .. note B2=conjunctD2[OF this[rule_format],rule_format]
  from bounded_subset_cbox[OF bounded_ball, of "0::'n" "max B1 B2"]
  guess a b by (elim exE) note ab=this[unfolded ball_max_Un]

  have "ball 0 B1 \<subseteq> cbox a b"
    using ab by auto
  from B1(2)[OF this] guess z .. note z=conjunctD2[OF this]
  have "ball 0 B2 \<subseteq> cbox a b"
    using ab by auto
  from B2(2)[OF this] guess w .. note w=conjunctD2[OF this]

  show "norm (integral s f) < integral s g + e"
    apply (rule norm)
    apply (rule lem[OF f g, of a b])
    unfolding integral_unique[OF z(1)] integral_unique[OF w(1)]
    defer
    apply (rule w(2)[unfolded real_norm_def])
    apply (rule z(2))
    apply safe
    apply (case_tac "x \<in> s")
    unfolding if_P
    apply (rule assms(3)[rule_format])
    apply auto
    done
qed

lemma integral_norm_bound_integral_component:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  fixes g :: "'n \<Rightarrow> 'b::euclidean_space"
  assumes "f integrable_on s"
    and "g integrable_on s"
    and "\<forall>x\<in>s. norm(f x) \<le> (g x)\<bullet>k"
  shows "norm (integral s f) \<le> (integral s g)\<bullet>k"
proof -
  have "norm (integral s f) \<le> integral s ((\<lambda>x. x \<bullet> k) \<circ> g)"
    apply (rule integral_norm_bound_integral[OF assms(1)])
    apply (rule integrable_linear[OF assms(2)])
    apply rule
    unfolding o_def
    apply (rule assms)
    done
  then show ?thesis
    unfolding o_def integral_component_eq[OF assms(2)] .
qed

lemma has_integral_norm_bound_integral_component:
  fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
  fixes g :: "'n \<Rightarrow> 'b::euclidean_space"
  assumes "(f has_integral i) s"
    and "(g has_integral j) s"
    and "\<forall>x\<in>s. norm (f x) \<le> (g x)\<bullet>k"
  shows "norm i \<le> j\<bullet>k"
  using integral_norm_bound_integral_component[of f s g k]
  unfolding integral_unique[OF assms(1)] integral_unique[OF assms(2)]
  using assms
  by auto

subsection \<open>differentiation under the integral sign\<close>

lemma integral_continuous_on_param:
  fixes f::"'a::topological_space \<Rightarrow> 'b::euclidean_space \<Rightarrow> 'c::banach"
  assumes cont_fx: "continuous_on (U \<times> cbox a b) (\<lambda>(x, t). f x t)"
  shows "continuous_on U (\<lambda>x. integral (cbox a b) (f x))"
proof cases
  assume "content (cbox a b) \<noteq> 0"
  then have ne: "cbox a b \<noteq> {}" by auto

  note [continuous_intros] =
    continuous_on_compose2[OF cont_fx, where f="\<lambda>y. Pair x y" for x,
      unfolded split_beta fst_conv snd_conv]

  show ?thesis
    unfolding continuous_on_def
  proof (safe intro!: tendstoI)
    fix e'::real and x
    assume "e' > 0"
    define e where "e = e' / (content (cbox a b) + 1)"
    have "e > 0" using \<open>e' > 0\<close> by (auto simp: e_def intro!: divide_pos_pos add_nonneg_pos)
    assume "x \<in> U"
    from continuous_on_prod_compactE[OF cont_fx compact_cbox \<open>x \<in> U\<close> \<open>0 < e\<close>]
    obtain X0 where X0: "x \<in> X0" "open X0"
      and fx_bound: "\<And>y t. y \<in> X0 \<inter> U \<Longrightarrow> t \<in> cbox a b \<Longrightarrow> norm (f y t - f x t) \<le> e"
      unfolding split_beta fst_conv snd_conv dist_norm
      by metis
    have "\<forall>\<^sub>F y in at x within U. y \<in> X0 \<inter> U"
      using X0(1) X0(2) eventually_at_topological by auto
    then show "\<forall>\<^sub>F y in at x within U. dist (integral (cbox a b) (f y)) (integral (cbox a b) (f x)) < e'"
    proof eventually_elim
      case (elim y)
      have "dist (integral (cbox a b) (f y)) (integral (cbox a b) (f x)) =
        norm (integral (cbox a b) (\<lambda>t. f y t - f x t))"
        using elim \<open>x \<in> U\<close>
        unfolding dist_norm
        by (subst integral_diff)
           (auto intro!: integrable_continuous continuous_intros)
      also have "\<dots> \<le> e * content (cbox a b)"
        using elim \<open>x \<in> U\<close>
        by (intro integrable_bound)
           (auto intro!: fx_bound \<open>x \<in> U \<close> less_imp_le[OF \<open>0 < e\<close>]
              integrable_continuous continuous_intros)
      also have "\<dots> < e'"
        using \<open>0 < e'\<close> \<open>e > 0\<close>
        by (auto simp: e_def divide_simps)
      finally show "dist (integral (cbox a b) (f y)) (integral (cbox a b) (f x)) < e'" .
    qed
  qed
qed (auto intro!: continuous_on_const)

lemma leibniz_rule:
  fixes f::"'a::banach \<Rightarrow> 'b::euclidean_space \<Rightarrow> 'c::banach"
  assumes fx: "\<And>x t. x \<in> U \<Longrightarrow> t \<in> cbox a b \<Longrightarrow>
    ((\<lambda>x. f x t) has_derivative blinfun_apply (fx x t)) (at x within U)"
  assumes integrable_f2: "\<And>x. x \<in> U \<Longrightarrow> f x integrable_on cbox a b"
  assumes cont_fx: "continuous_on (U \<times> (cbox a b)) (\<lambda>(x, t). fx x t)"
  assumes [intro]: "x0 \<in> U"
  assumes "convex U"
  shows
    "((\<lambda>x. integral (cbox a b) (f x)) has_derivative integral (cbox a b) (fx x0)) (at x0 within U)"
    (is "(?F has_derivative ?dF) _")
proof cases
  assume "content (cbox a b) \<noteq> 0"
  then have ne: "cbox a b \<noteq> {}" by auto
  note [continuous_intros] =
    continuous_on_compose2[OF cont_fx, where f="\<lambda>y. Pair x y" for x,
      unfolded split_beta fst_conv snd_conv]
  show ?thesis
  proof (intro has_derivativeI bounded_linear_scaleR_left tendstoI, fold norm_conv_dist)
    have cont_f1: "\<And>t. t \<in> cbox a b \<Longrightarrow> continuous_on U (\<lambda>x. f x t)"
      by (auto simp: continuous_on_eq_continuous_within intro!: has_derivative_continuous fx)
    note [continuous_intros] = continuous_on_compose2[OF cont_f1]
    fix e'::real
    assume "e' > 0"
    define e where "e = e' / (content (cbox a b) + 1)"
    have "e > 0" using \<open>e' > 0\<close> by (auto simp: e_def intro!: divide_pos_pos add_nonneg_pos)
    from continuous_on_prod_compactE[OF cont_fx compact_cbox \<open>x0 \<in> U\<close> \<open>e > 0\<close>]
    obtain X0 where X0: "x0 \<in> X0" "open X0"
      and fx_bound: "\<And>x t. x \<in> X0 \<inter> U \<Longrightarrow> t \<in> cbox a b \<Longrightarrow> norm (fx x t - fx x0 t) \<le> e"
      unfolding split_beta fst_conv snd_conv
      by (metis dist_norm)

    note eventually_closed_segment[OF \<open>open X0\<close> \<open>x0 \<in> X0\<close>, of U]
    moreover
    have "\<forall>\<^sub>F x in at x0 within U. x \<in> X0"
      using \<open>open X0\<close> \<open>x0 \<in> X0\<close> eventually_at_topological by blast
    moreover have "\<forall>\<^sub>F x in at x0 within U. x \<noteq> x0"
      by (auto simp: eventually_at_filter)
    moreover have "\<forall>\<^sub>F x in at x0 within U. x \<in> U"
      by (auto simp: eventually_at_filter)
    ultimately
    show "\<forall>\<^sub>F x in at x0 within U. norm ((?F x - ?F x0 - ?dF (x - x0)) /\<^sub>R norm (x - x0)) < e'"
    proof eventually_elim
      case (elim x)
      from elim have "0 < norm (x - x0)" by simp
      have "closed_segment x0 x \<subseteq> U"
        by (rule \<open>convex U\<close>[unfolded convex_contains_segment, rule_format, OF \<open>x0 \<in> U\<close> \<open>x \<in> U\<close>])
      from elim have [intro]: "x \<in> U" by auto

      have "?F x - ?F x0 - ?dF (x - x0) =
        integral (cbox a b) (\<lambda>y. f x y - f x0 y - fx x0 y (x - x0))"
        (is "_ = ?id")
        using \<open>x \<noteq> x0\<close>
        by (subst blinfun_apply_integral integral_diff,
            auto intro!: integrable_diff integrable_f2 continuous_intros
              intro: integrable_continuous)+
      also
      {
        fix t assume t: "t \<in> (cbox a b)"
        have seg: "\<And>t. t \<in> {0..1} \<Longrightarrow> x0 + t *\<^sub>R (x - x0) \<in> X0 \<inter> U"
          using \<open>closed_segment x0 x \<subseteq> U\<close>
            \<open>closed_segment x0 x \<subseteq> X0\<close>
          by (force simp: closed_segment_def algebra_simps)
        from t have deriv:
          "((\<lambda>x. f x t) has_derivative (fx y t)) (at y within X0 \<inter> U)"
          if "y \<in> X0 \<inter> U" for y
          unfolding has_vector_derivative_def[symmetric]
          using that \<open>x \<in> X0\<close>
          by (intro has_derivative_within_subset[OF fx]) auto
        have "\<forall>x \<in> X0 \<inter> U. onorm (blinfun_apply (fx x t) - (fx x0 t)) \<le> e"
          using fx_bound t
          by (auto simp add: norm_blinfun_def fun_diff_def blinfun.bilinear_simps[symmetric])
        from differentiable_bound_linearization[OF seg deriv this] X0
        have "norm (f x t - f x0 t - fx x0 t (x - x0)) \<le> e * norm (x - x0)"
          by (auto simp add: ac_simps)
      }
      then have "norm ?id \<le> integral (cbox a b) (\<lambda>_. e * norm (x - x0))"
        by (intro integral_norm_bound_integral)
          (auto intro!: continuous_intros integrable_diff integrable_f2
            intro: integrable_continuous)
      also have "\<dots> = content (cbox a b) * e * norm (x - x0)"
        by simp
      also have "\<dots> < e' * norm (x - x0)"
        using \<open>e' > 0\<close> content_pos_le[of a b]
        by (intro mult_strict_right_mono[OF _ \<open>0 < norm (x - x0)\<close>])
           (auto simp: divide_simps e_def simp del: measure_nonneg)
      finally have "norm (?F x - ?F x0 - ?dF (x - x0)) < e' * norm (x - x0)" .
      then show ?case
        by (auto simp: divide_simps)
    qed
  qed (rule blinfun.bounded_linear_right)
qed (auto intro!: derivative_eq_intros simp: blinfun.bilinear_simps)

lemma has_vector_derivative_eq_has_derivative_blinfun:
  "(f has_vector_derivative f') (at x within U) \<longleftrightarrow>
    (f has_derivative blinfun_scaleR_left f') (at x within U)"
  by (simp add: has_vector_derivative_def)

lemma leibniz_rule_vector_derivative:
  fixes f::"real \<Rightarrow> 'b::euclidean_space \<Rightarrow> 'c::banach"
  assumes fx: "\<And>x t. x \<in> U \<Longrightarrow> t \<in> cbox a b \<Longrightarrow>
      ((\<lambda>x. f x t) has_vector_derivative (fx x t)) (at x within U)"
  assumes integrable_f2: "\<And>x. x \<in> U \<Longrightarrow> (f x) integrable_on cbox a b"
  assumes cont_fx: "continuous_on (U \<times> cbox a b) (\<lambda>(x, t). fx x t)"
  assumes U: "x0 \<in> U" "convex U"
  shows "((\<lambda>x. integral (cbox a b) (f x)) has_vector_derivative integral (cbox a b) (fx x0))
      (at x0 within U)"
proof -
  note [continuous_intros] =
    continuous_on_compose2[OF cont_fx, where f="\<lambda>y. Pair x y" for x,
      unfolded split_beta fst_conv snd_conv]
  have *: "blinfun_scaleR_left (integral (cbox a b) (fx x0)) =
    integral (cbox a b) (\<lambda>t. blinfun_scaleR_left (fx x0 t))"
    by (subst integral_linear[symmetric])
       (auto simp: has_vector_derivative_def o_def
         intro!: integrable_continuous U continuous_intros bounded_linear_intros)
  show ?thesis
    unfolding has_vector_derivative_eq_has_derivative_blinfun
    apply (rule has_derivative_eq_rhs)
    apply (rule leibniz_rule[OF _ integrable_f2 _ U, where fx="\<lambda>x t. blinfun_scaleR_left (fx x t)"])
    using fx cont_fx
    apply (auto simp: has_vector_derivative_def * split_beta intro!: continuous_intros)
    done
qed

lemma has_field_derivative_eq_has_derivative_blinfun:
  "(f has_field_derivative f') (at x within U) \<longleftrightarrow> (f has_derivative blinfun_mult_right f') (at x within U)"
  by (simp add: has_field_derivative_def)

lemma leibniz_rule_field_derivative:
  fixes f::"'a::{real_normed_field, banach} \<Rightarrow> 'b::euclidean_space \<Rightarrow> 'a"
  assumes fx: "\<And>x t. x \<in> U \<Longrightarrow> t \<in> cbox a b \<Longrightarrow> ((\<lambda>x. f x t) has_field_derivative fx x t) (at x within U)"
  assumes integrable_f2: "\<And>x. x \<in> U \<Longrightarrow> (f x) integrable_on cbox a b"
  assumes cont_fx: "continuous_on (U \<times> (cbox a b)) (\<lambda>(x, t). fx x t)"
  assumes U: "x0 \<in> U" "convex U"
  shows "((\<lambda>x. integral (cbox a b) (f x)) has_field_derivative integral (cbox a b) (fx x0)) (at x0 within U)"
proof -
  note [continuous_intros] =
    continuous_on_compose2[OF cont_fx, where f="\<lambda>y. Pair x y" for x,
      unfolded split_beta fst_conv snd_conv]
  have *: "blinfun_mult_right (integral (cbox a b) (fx x0)) =
    integral (cbox a b) (\<lambda>t. blinfun_mult_right (fx x0 t))"
    by (subst integral_linear[symmetric])
      (auto simp: has_vector_derivative_def o_def
        intro!: integrable_continuous U continuous_intros bounded_linear_intros)
  show ?thesis
    unfolding has_field_derivative_eq_has_derivative_blinfun
    apply (rule has_derivative_eq_rhs)
    apply (rule leibniz_rule[OF _ integrable_f2 _ U, where fx="\<lambda>x t. blinfun_mult_right (fx x t)"])
    using fx cont_fx
    apply (auto simp: has_field_derivative_def * split_beta intro!: continuous_intros)
    done
qed


subsection \<open>Exchange uniform limit and integral\<close>

lemma uniform_limit_integral_cbox:
  fixes f::"'a \<Rightarrow> 'b::euclidean_space \<Rightarrow> 'c::banach"
  assumes u: "uniform_limit (cbox a b) f g F"
  assumes c: "\<And>n. continuous_on (cbox a b) (f n)"
  assumes [simp]: "F \<noteq> bot"
  obtains I J where
    "\<And>n. (f n has_integral I n) (cbox a b)"
    "(g has_integral J) (cbox a b)"
    "(I \<longlongrightarrow> J) F"
proof -
  have fi[simp]: "f n integrable_on (cbox a b)" for n
    by (auto intro!: integrable_continuous assms)
  then obtain I where I: "\<And>n. (f n has_integral I n) (cbox a b)"
    by atomize_elim (auto simp: integrable_on_def intro!: choice)

  moreover

  have gi[simp]: "g integrable_on (cbox a b)"
    by (auto intro!: integrable_continuous uniform_limit_theorem[OF _ u] eventuallyI c)
  then obtain J where J: "(g has_integral J) (cbox a b)"
    by blast

  moreover

  have "(I \<longlongrightarrow> J) F"
  proof cases
    assume "content (cbox a b) = 0"
    hence "I = (\<lambda>_. 0)" "J = 0"
      by (auto intro!: has_integral_unique I J)
    thus ?thesis by simp
  next
    assume content_nonzero: "content (cbox a b) \<noteq> 0"
    show ?thesis
    proof (rule tendstoI)
      fix e::real
      assume "e > 0"
      define e' where "e' = e / 2"
      with \<open>e > 0\<close> have "e' > 0" by simp
      then have "\<forall>\<^sub>F n in F. \<forall>x\<in>cbox a b. norm (f n x - g x) < e' / content (cbox a b)"
        using u content_nonzero content_pos_le[of a b]
        by (auto simp: uniform_limit_iff dist_norm simp del: measure_nonneg)
      then show "\<forall>\<^sub>F n in F. dist (I n) J < e"
      proof eventually_elim
        case (elim n)
        have "I n = integral (cbox a b) (f n)"
            "J = integral (cbox a b) g"
          using I[of n] J by (simp_all add: integral_unique)
        then have "dist (I n) J = norm (integral (cbox a b) (\<lambda>x. f n x - g x))"
          by (simp add: integral_diff dist_norm)
        also have "\<dots> \<le> integral (cbox a b) (\<lambda>x. (e' / content (cbox a b)))"
          using elim
          by (intro integral_norm_bound_integral) (auto intro!: integrable_diff)
        also have "\<dots> < e"
          using \<open>0 < e\<close>
          by (simp add: e'_def)
        finally show ?case .
      qed
    qed
  qed
  ultimately show ?thesis ..
qed

lemma uniform_limit_integral:
  fixes f::"'a \<Rightarrow> 'b::ordered_euclidean_space \<Rightarrow> 'c::banach"
  assumes u: "uniform_limit {a .. b} f g F"
  assumes c: "\<And>n. continuous_on {a .. b} (f n)"
  assumes [simp]: "F \<noteq> bot"
  obtains I J where
    "\<And>n. (f n has_integral I n) {a .. b}"
    "(g has_integral J) {a .. b}"
    "(I \<longlongrightarrow> J) F"
  by (metis interval_cbox assms uniform_limit_integral_cbox)


subsection \<open>Integration by parts\<close>

lemma integration_by_parts_interior_strong:
  fixes prod :: "_ \<Rightarrow> _ \<Rightarrow> 'b :: banach"
  assumes bilinear: "bounded_bilinear (prod)"
  assumes s: "finite s" and le: "a \<le> b"
  assumes cont [continuous_intros]: "continuous_on {a..b} f" "continuous_on {a..b} g"
  assumes deriv: "\<And>x. x\<in>{a<..<b} - s \<Longrightarrow> (f has_vector_derivative f' x) (at x)"
                 "\<And>x. x\<in>{a<..<b} - s \<Longrightarrow> (g has_vector_derivative g' x) (at x)"
  assumes int: "((\<lambda>x. prod (f x) (g' x)) has_integral
                  (prod (f b) (g b) - prod (f a) (g a) - y)) {a..b}"
  shows   "((\<lambda>x. prod (f' x) (g x)) has_integral y) {a..b}"
proof -
  interpret bounded_bilinear prod by fact
  have "((\<lambda>x. prod (f x) (g' x) + prod (f' x) (g x)) has_integral
          (prod (f b) (g b) - prod (f a) (g a))) {a..b}"
    using deriv by (intro fundamental_theorem_of_calculus_interior_strong[OF s le])
                   (auto intro!: continuous_intros continuous_on has_vector_derivative)
  from has_integral_sub[OF this int] show ?thesis by (simp add: algebra_simps)
qed

lemma integration_by_parts_interior:
  fixes prod :: "_ \<Rightarrow> _ \<Rightarrow> 'b :: banach"
  assumes "bounded_bilinear (prod)" "a \<le> b"
          "continuous_on {a..b} f" "continuous_on {a..b} g"
  assumes "\<And>x. x\<in>{a<..<b} \<Longrightarrow> (f has_vector_derivative f' x) (at x)"
          "\<And>x. x\<in>{a<..<b} \<Longrightarrow> (g has_vector_derivative g' x) (at x)"
  assumes "((\<lambda>x. prod (f x) (g' x)) has_integral (prod (f b) (g b) - prod (f a) (g a) - y)) {a..b}"
  shows   "((\<lambda>x. prod (f' x) (g x)) has_integral y) {a..b}"
  by (rule integration_by_parts_interior_strong[of _ "{}" _ _ f g f' g']) (insert assms, simp_all)

lemma integration_by_parts:
  fixes prod :: "_ \<Rightarrow> _ \<Rightarrow> 'b :: banach"
  assumes "bounded_bilinear (prod)" "a \<le> b"
          "continuous_on {a..b} f" "continuous_on {a..b} g"
  assumes "\<And>x. x\<in>{a..b} \<Longrightarrow> (f has_vector_derivative f' x) (at x)"
          "\<And>x. x\<in>{a..b} \<Longrightarrow> (g has_vector_derivative g' x) (at x)"
  assumes "((\<lambda>x. prod (f x) (g' x)) has_integral (prod (f b) (g b) - prod (f a) (g a) - y)) {a..b}"
  shows   "((\<lambda>x. prod (f' x) (g x)) has_integral y) {a..b}"
  by (rule integration_by_parts_interior[of _ _ _ f g f' g']) (insert assms, simp_all)

lemma integrable_by_parts_interior_strong:
  fixes prod :: "_ \<Rightarrow> _ \<Rightarrow> 'b :: banach"
  assumes bilinear: "bounded_bilinear (prod)"
  assumes s: "finite s" and le: "a \<le> b"
  assumes cont [continuous_intros]: "continuous_on {a..b} f" "continuous_on {a..b} g"
  assumes deriv: "\<And>x. x\<in>{a<..<b} - s \<Longrightarrow> (f has_vector_derivative f' x) (at x)"
                 "\<And>x. x\<in>{a<..<b} - s \<Longrightarrow> (g has_vector_derivative g' x) (at x)"
  assumes int: "(\<lambda>x. prod (f x) (g' x)) integrable_on {a..b}"
  shows   "(\<lambda>x. prod (f' x) (g x)) integrable_on {a..b}"
proof -
  from int obtain I where "((\<lambda>x. prod (f x) (g' x)) has_integral I) {a..b}"
    unfolding integrable_on_def by blast
  hence "((\<lambda>x. prod (f x) (g' x)) has_integral (prod (f b) (g b) - prod (f a) (g a) -
           (prod (f b) (g b) - prod (f a) (g a) - I))) {a..b}" by simp
  from integration_by_parts_interior_strong[OF assms(1-7) this]
    show ?thesis unfolding integrable_on_def by blast
qed

lemma integrable_by_parts_interior:
  fixes prod :: "_ \<Rightarrow> _ \<Rightarrow> 'b :: banach"
  assumes "bounded_bilinear (prod)" "a \<le> b"
          "continuous_on {a..b} f" "continuous_on {a..b} g"
  assumes "\<And>x. x\<in>{a<..<b} \<Longrightarrow> (f has_vector_derivative f' x) (at x)"
          "\<And>x. x\<in>{a<..<b} \<Longrightarrow> (g has_vector_derivative g' x) (at x)"
  assumes "(\<lambda>x. prod (f x) (g' x)) integrable_on {a..b}"
  shows   "(\<lambda>x. prod (f' x) (g x)) integrable_on {a..b}"
  by (rule integrable_by_parts_interior_strong[of _ "{}" _ _ f g f' g']) (insert assms, simp_all)

lemma integrable_by_parts:
  fixes prod :: "_ \<Rightarrow> _ \<Rightarrow> 'b :: banach"
  assumes "bounded_bilinear (prod)" "a \<le> b"
          "continuous_on {a..b} f" "continuous_on {a..b} g"
  assumes "\<And>x. x\<in>{a..b} \<Longrightarrow> (f has_vector_derivative f' x) (at x)"
          "\<And>x. x\<in>{a..b} \<Longrightarrow> (g has_vector_derivative g' x) (at x)"
  assumes "(\<lambda>x. prod (f x) (g' x)) integrable_on {a..b}"
  shows   "(\<lambda>x. prod (f' x) (g x)) integrable_on {a..b}"
  by (rule integrable_by_parts_interior_strong[of _ "{}" _ _ f g f' g']) (insert assms, simp_all)


subsection \<open>Integration by substitution\<close>


lemma has_integral_substitution_general:
  fixes f :: "real \<Rightarrow> 'a::euclidean_space" and g :: "real \<Rightarrow> real"
  assumes s: "finite s" and le: "a \<le> b"
      and subset: "g ` {a..b} \<subseteq> {c..d}"
      and f [continuous_intros]: "continuous_on {c..d} f"
      and g [continuous_intros]: "continuous_on {a..b} g"
      and deriv [derivative_intros]:
              "\<And>x. x \<in> {a..b} - s \<Longrightarrow> (g has_field_derivative g' x) (at x within {a..b})"
    shows "((\<lambda>x. g' x *\<^sub>R f (g x)) has_integral (integral {g a..g b} f - integral {g b..g a} f)) {a..b}"
proof -
  let ?F = "\<lambda>x. integral {c..g x} f"
  have cont_int: "continuous_on {a..b} ?F"
    by (rule continuous_on_compose2[OF _ g subset] indefinite_integral_continuous
          f integrable_continuous_real)+
  have deriv: "(((\<lambda>x. integral {c..x} f) \<circ> g) has_vector_derivative g' x *\<^sub>R f (g x))
                 (at x within {a..b})" if "x \<in> {a..b} - s" for x
    apply (rule has_vector_derivative_eq_rhs)
    apply (rule vector_diff_chain_within)
    apply (subst has_field_derivative_iff_has_vector_derivative [symmetric])
    apply (rule deriv that)+
    apply (rule has_vector_derivative_within_subset)
    apply (rule integral_has_vector_derivative f)+
    using that le subset
    apply blast+
    done
  have deriv: "(?F has_vector_derivative g' x *\<^sub>R f (g x))
                  (at x)" if "x \<in> {a..b} - (s \<union> {a,b})" for x
    using deriv[of x] that by (simp add: at_within_closed_interval o_def)


  have "((\<lambda>x. g' x *\<^sub>R f (g x)) has_integral (?F b - ?F a)) {a..b}"
    using le cont_int s deriv cont_int
    by (intro fundamental_theorem_of_calculus_interior_strong[of "s \<union> {a,b}"]) simp_all
  also
  from subset have "g x \<in> {c..d}" if "x \<in> {a..b}" for x using that by blast
  from this[of a] this[of b] le have cd: "c \<le> g a" "g b \<le> d" "c \<le> g b" "g a \<le> d" by auto
  have "integral {c..g b} f - integral {c..g a} f = integral {g a..g b} f - integral {g b..g a} f"
  proof cases
    assume "g a \<le> g b"
    note le = le this
    from cd have "integral {c..g a} f + integral {g a..g b} f = integral {c..g b} f"
      by (intro integral_combine integrable_continuous_real continuous_on_subset[OF f] le) simp_all
    with le show ?thesis
      by (cases "g a = g b") (simp_all add: algebra_simps)
  next
    assume less: "\<not>g a \<le> g b"
    then have "g a \<ge> g b" by simp
    note le = le this
    from cd have "integral {c..g b} f + integral {g b..g a} f = integral {c..g a} f"
      by (intro integral_combine integrable_continuous_real continuous_on_subset[OF f] le) simp_all
    with less show ?thesis
      by (simp_all add: algebra_simps)
  qed
  finally show ?thesis .
qed

lemma has_integral_substitution_strong:
  fixes f :: "real \<Rightarrow> 'a::euclidean_space" and g :: "real \<Rightarrow> real"
  assumes s: "finite s" and le: "a \<le> b" "g a \<le> g b"
    and subset: "g ` {a..b} \<subseteq> {c..d}"
    and f [continuous_intros]: "continuous_on {c..d} f"
    and g [continuous_intros]: "continuous_on {a..b} g"
    and deriv [derivative_intros]:
    "\<And>x. x \<in> {a..b} - s \<Longrightarrow> (g has_field_derivative g' x) (at x within {a..b})"
  shows "((\<lambda>x. g' x *\<^sub>R f (g x)) has_integral (integral {g a..g b} f)) {a..b}"
  using has_integral_substitution_general[OF s le(1) subset f g deriv] le(2)
  by (cases "g a = g b") auto

lemma has_integral_substitution:
  fixes f :: "real \<Rightarrow> 'a::euclidean_space" and g :: "real \<Rightarrow> real"
  assumes "a \<le> b" "g a \<le> g b" "g ` {a..b} \<subseteq> {c..d}"
      and "continuous_on {c..d} f"
      and "\<And>x. x \<in> {a..b} \<Longrightarrow> (g has_field_derivative g' x) (at x within {a..b})"
    shows "((\<lambda>x. g' x *\<^sub>R f (g x)) has_integral (integral {g a..g b} f)) {a..b}"
  by (intro has_integral_substitution_strong[of "{}" a b g c d] assms)
     (auto intro: DERIV_continuous_on assms)


subsection \<open>Compute a double integral using iterated integrals and switching the order of integration\<close>

lemma continuous_on_imp_integrable_on_Pair1:
  fixes f :: "_ \<Rightarrow> 'b::banach"
  assumes con: "continuous_on (cbox (a,c) (b,d)) f" and x: "x \<in> cbox a b"
  shows "(\<lambda>y. f (x, y)) integrable_on (cbox c d)"
proof -
  have "f \<circ> (\<lambda>y. (x, y)) integrable_on (cbox c d)"
    apply (rule integrable_continuous)
    apply (rule continuous_on_compose [OF _ continuous_on_subset [OF con]])
    using x
    apply (auto intro: continuous_on_Pair continuous_on_const continuous_on_id continuous_on_subset con)
    done
  then show ?thesis
    by (simp add: o_def)
qed

lemma integral_integrable_2dim:
  fixes f :: "('a::euclidean_space * 'b::euclidean_space) \<Rightarrow> 'c::banach"
  assumes "continuous_on (cbox (a,c) (b,d)) f"
    shows "(\<lambda>x. integral (cbox c d) (\<lambda>y. f (x,y))) integrable_on cbox a b"
proof (cases "content(cbox c d) = 0")
case True
  then show ?thesis
    by (simp add: True integrable_const)
next
  case False
  have uc: "uniformly_continuous_on (cbox (a,c) (b,d)) f"
    by (simp add: assms compact_cbox compact_uniformly_continuous)
  { fix x::'a and e::real
    assume x: "x \<in> cbox a b" and e: "0 < e"
    then have e2_gt: "0 < e / 2 / content (cbox c d)" and e2_less: "e / 2 / content (cbox c d) * content (cbox c d) < e"
      by (auto simp: False content_lt_nz e)
    then obtain dd
    where dd: "\<And>x x'. \<lbrakk>x\<in>cbox (a, c) (b, d); x'\<in>cbox (a, c) (b, d); norm (x' - x) < dd\<rbrakk>
                       \<Longrightarrow> norm (f x' - f x) \<le> e / (2 * content (cbox c d))"  "dd>0"
      using uc [unfolded uniformly_continuous_on_def, THEN spec, of "e / (2 * content (cbox c d))"]
      by (auto simp: dist_norm intro: less_imp_le)
    have "\<exists>delta>0. \<forall>x'\<in>cbox a b. norm (x' - x) < delta \<longrightarrow> norm (integral (cbox c d) (\<lambda>u. f (x', u) - f (x, u))) < e"
      apply (rule_tac x=dd in exI)
      using dd e2_gt assms x
      apply clarify
      apply (rule le_less_trans [OF _ e2_less])
      apply (rule integrable_bound)
      apply (auto intro: integrable_diff continuous_on_imp_integrable_on_Pair1)
      done
  } note * = this
  show ?thesis
    apply (rule integrable_continuous)
    apply (simp add: * continuous_on_iff dist_norm integral_diff [symmetric] continuous_on_imp_integrable_on_Pair1 [OF assms])
    done
qed

lemma integral_split:
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::{real_normed_vector,complete_space}"
  assumes f: "f integrable_on (cbox a b)"
      and k: "k \<in> Basis"
  shows "integral (cbox a b) f =
           integral (cbox a b \<inter> {x. x\<bullet>k \<le> c}) f +
           integral (cbox a b \<inter> {x. x\<bullet>k \<ge> c}) f"
  apply (rule integral_unique [OF has_integral_split [where c=c]])
  using k f
  apply (auto simp: has_integral_integral [symmetric])
  done

lemma integral_swap_operative:
  fixes f :: "('a::euclidean_space * 'b::euclidean_space) \<Rightarrow> 'c::banach"
  assumes f: "continuous_on s f" and e: "0 < e"
    shows "comm_monoid.operative (op \<and>) True
           (\<lambda>k. \<forall>a b c d.
                cbox (a,c) (b,d) \<subseteq> k \<and> cbox (a,c) (b,d) \<subseteq> s
                \<longrightarrow> norm(integral (cbox (a,c) (b,d)) f -
                         integral (cbox a b) (\<lambda>x. integral (cbox c d) (\<lambda>y. f((x,y)))))
                    \<le> e * content (cbox (a,c) (b,d)))"
proof (auto simp: comm_monoid.operative_def[OF comm_monoid_and])
  fix a::'a and c::'b and b::'a and d::'b and u::'a and v::'a and w::'b and z::'b
  assume *: "box (a, c) (b, d) = {}"
     and cb1: "cbox (u, w) (v, z) \<subseteq> cbox (a, c) (b, d)"
     and cb2: "cbox (u, w) (v, z) \<subseteq> s"
  then have c0: "content (cbox (a, c) (b, d)) = 0"
    using * unfolding content_eq_0_interior by simp
  have c0': "content (cbox (u, w) (v, z)) = 0"
    by (fact content_0_subset [OF c0 cb1])
  show "norm (integral (cbox (u,w) (v,z)) f - integral (cbox u v) (\<lambda>x. integral (cbox w z) (\<lambda>y. f (x, y))))
          \<le> e * content (cbox (u,w) (v,z))"
    using content_cbox_pair_eq0_D [OF c0']
    by (force simp add: c0')
next
  fix a::'a and c::'b and b::'a and d::'b
  and M::real and i::'a and j::'b
  and u::'a and v::'a and w::'b and z::'b
  assume ij: "(i,j) \<in> Basis"
     and n1: "\<forall>a' b' c' d'.
                cbox (a',c') (b',d') \<subseteq> cbox (a,c) (b,d) \<and>
                cbox (a',c') (b',d') \<subseteq> {x. x \<bullet> (i,j) \<le> M} \<and> cbox (a',c') (b',d') \<subseteq> s \<longrightarrow>
                norm (integral (cbox (a',c') (b',d')) f - integral (cbox a' b') (\<lambda>x. integral (cbox c' d') (\<lambda>y. f (x,y))))
                \<le> e * content (cbox (a',c') (b',d'))"
     and n2: "\<forall>a' b' c' d'.
                cbox (a',c') (b',d') \<subseteq> cbox (a,c) (b,d) \<and>
                cbox (a',c') (b',d') \<subseteq> {x. M \<le> x \<bullet> (i,j)} \<and> cbox (a',c') (b',d') \<subseteq> s \<longrightarrow>
                norm (integral (cbox (a',c') (b',d')) f - integral (cbox a' b') (\<lambda>x. integral (cbox c' d') (\<lambda>y. f (x,y))))
                \<le> e * content (cbox (a',c') (b',d'))"
     and subs: "cbox (u,w) (v,z) \<subseteq> cbox (a,c) (b,d)"  "cbox (u,w) (v,z) \<subseteq> s"
  have fcont: "continuous_on (cbox (u, w) (v, z)) f"
    using assms(1) continuous_on_subset  subs(2) by blast
  then have fint: "f integrable_on cbox (u, w) (v, z)"
    by (metis integrable_continuous)
  consider "i \<in> Basis" "j=0" | "j \<in> Basis" "i=0"  using ij
    by (auto simp: Euclidean_Space.Basis_prod_def)
  then show "norm (integral (cbox (u,w) (v,z)) f - integral (cbox u v) (\<lambda>x. integral (cbox w z) (\<lambda>y. f (x,y))))
             \<le> e * content (cbox (u,w) (v,z))" (is ?normle)
  proof cases
    case 1
    then have e: "e * content (cbox (u, w) (v, z)) =
                  e * (content (cbox u v \<inter> {x. x \<bullet> i \<le> M}) * content (cbox w z)) +
                  e * (content (cbox u v \<inter> {x. M \<le> x \<bullet> i}) * content (cbox w z))"
      by (simp add: content_split [where c=M] content_Pair algebra_simps)
    have *: "integral (cbox u v) (\<lambda>x. integral (cbox w z) (\<lambda>y. f (x, y))) =
                integral (cbox u v \<inter> {x. x \<bullet> i \<le> M}) (\<lambda>x. integral (cbox w z) (\<lambda>y. f (x, y))) +
                integral (cbox u v \<inter> {x. M \<le> x \<bullet> i}) (\<lambda>x. integral (cbox w z) (\<lambda>y. f (x, y)))"
      using 1 f subs integral_integrable_2dim continuous_on_subset
      by (blast intro: integral_split)
    show ?normle
      apply (rule norm_diff2 [OF integral_split [where c=M, OF fint ij] * e])
      using 1 subs
      apply (simp_all add: cbox_Pair_eq setcomp_dot1 [of "\<lambda>u. M\<le>u"] setcomp_dot1 [of "\<lambda>u. u\<le>M"] Sigma_Int_Paircomp1)
      apply (simp_all add: interval_split ij)
      apply (simp_all add: cbox_Pair_eq [symmetric] content_Pair [symmetric])
      apply (force simp add: interval_split [symmetric] intro!: n1 [rule_format])
      apply (force simp add: interval_split [symmetric] intro!: n2 [rule_format])
      done
  next
    case 2
    then have e: "e * content (cbox (u, w) (v, z)) =
                  e * (content (cbox u v) * content (cbox w z \<inter> {x. x \<bullet> j \<le> M})) +
                  e * (content (cbox u v) * content (cbox w z \<inter> {x. M \<le> x \<bullet> j}))"
      by (simp add: content_split [where c=M] content_Pair algebra_simps)
    have "(\<lambda>x. integral (cbox w z \<inter> {x. x \<bullet> j \<le> M}) (\<lambda>y. f (x, y))) integrable_on cbox u v"
                "(\<lambda>x. integral (cbox w z \<inter> {x. M \<le> x \<bullet> j}) (\<lambda>y. f (x, y))) integrable_on cbox u v"
      using 2 subs
      apply (simp_all add: interval_split)
      apply (rule_tac [!] integral_integrable_2dim [OF continuous_on_subset [OF f]])
      apply (auto simp: cbox_Pair_eq interval_split [symmetric])
      done
    with 2 have *: "integral (cbox u v) (\<lambda>x. integral (cbox w z) (\<lambda>y. f (x, y))) =
                   integral (cbox u v) (\<lambda>x. integral (cbox w z \<inter> {x. x \<bullet> j \<le> M}) (\<lambda>y. f (x, y))) +
                   integral (cbox u v) (\<lambda>x. integral (cbox w z \<inter> {x. M \<le> x \<bullet> j}) (\<lambda>y. f (x, y)))"
      by (simp add: integral_add [symmetric] integral_split [symmetric]
                    continuous_on_imp_integrable_on_Pair1 [OF fcont] cong: integral_cong)
    show ?normle
      apply (rule norm_diff2 [OF integral_split [where c=M, OF fint ij] * e])
      using 2 subs
      apply (simp_all add: cbox_Pair_eq setcomp_dot2 [of "\<lambda>u. M\<le>u"] setcomp_dot2 [of "\<lambda>u. u\<le>M"] Sigma_Int_Paircomp2)
      apply (simp_all add: interval_split ij)
      apply (simp_all add: cbox_Pair_eq [symmetric] content_Pair [symmetric])
      apply (force simp add: interval_split [symmetric] intro!: n1 [rule_format])
      apply (force simp add: interval_split [symmetric] intro!: n2 [rule_format])
      done
  qed
qed

lemma integral_Pair_const:
    "integral (cbox (a,c) (b,d)) (\<lambda>x. k) =
     integral (cbox a b) (\<lambda>x. integral (cbox c d) (\<lambda>y. k))"
  by (simp add: content_Pair)

lemma integral_prod_continuous:
  fixes f :: "('a::euclidean_space * 'b::euclidean_space) \<Rightarrow> 'c::banach"
  assumes "continuous_on (cbox (a,c) (b,d)) f" (is "continuous_on ?CBOX f")
    shows "integral (cbox (a,c) (b,d)) f = integral (cbox a b) (\<lambda>x. integral (cbox c d) (\<lambda>y. f(x,y)))"
proof (cases "content ?CBOX = 0")
  case True
  then show ?thesis
    by (auto simp: content_Pair)
next
  case False
  then have cbp: "content ?CBOX > 0"
    using content_lt_nz by blast
  have "norm (integral ?CBOX f - integral (cbox a b) (\<lambda>x. integral (cbox c d) (\<lambda>y. f (x,y)))) = 0"
  proof (rule dense_eq0_I, simp)
    fix e::real  assume "0 < e"
    with cbp have e': "0 < e / content ?CBOX"
      by simp
    have f_int_acbd: "f integrable_on cbox (a,c) (b,d)"
      by (rule integrable_continuous [OF assms])
    { fix p
      assume p: "p division_of cbox (a,c) (b,d)"
      note opd1 = comm_monoid_set.operative_division [OF comm_monoid_set_and integral_swap_operative [OF assms e'], THEN iffD1,
                       THEN spec, THEN spec, THEN spec, THEN spec, of p "(a,c)" "(b,d)" a c b d]
      have "(\<And>t u v w z.
              \<lbrakk>t \<in> p; cbox (u,w) (v,z) \<subseteq> t;  cbox (u,w) (v,z) \<subseteq> cbox (a,c) (b,d)\<rbrakk> \<Longrightarrow>
              norm (integral (cbox (u,w) (v,z)) f - integral (cbox u v) (\<lambda>x. integral (cbox w z) (\<lambda>y. f (x,y))))
              \<le> e * content (cbox (u,w) (v,z)) / content?CBOX)
            \<Longrightarrow>
            norm (integral ?CBOX f - integral (cbox a b) (\<lambda>x. integral (cbox c d) (\<lambda>y. f (x,y)))) \<le> e"
        using opd1 [OF p] False  by (simp add: comm_monoid_set_F_and)
    } note op_acbd = this
    { fix k::real and p and u::'a and v w and z::'b and t1 t2 l
      assume k: "0 < k"
         and nf: "\<And>x y u v.
                  \<lbrakk>x \<in> cbox a b; y \<in> cbox c d; u \<in> cbox a b; v\<in>cbox c d; norm (u-x, v-y) < k\<rbrakk>
                  \<Longrightarrow> norm (f(u,v) - f(x,y)) < e / (2 * (content ?CBOX))"
         and p_acbd: "p tagged_division_of cbox (a,c) (b,d)"
         and fine: "(\<lambda>x. ball x k) fine p"  "((t1,t2), l) \<in> p"
         and uwvz_sub: "cbox (u,w) (v,z) \<subseteq> l" "cbox (u,w) (v,z) \<subseteq> cbox (a,c) (b,d)"
      have t: "t1 \<in> cbox a b" "t2 \<in> cbox c d"
        by (meson fine p_acbd cbox_Pair_iff tag_in_interval)+
      have ls: "l \<subseteq> ball (t1,t2) k"
        using fine by (simp add: fine_def Ball_def)
      { fix x1 x2
        assume xuvwz: "x1 \<in> cbox u v" "x2 \<in> cbox w z"
        then have x: "x1 \<in> cbox a b" "x2 \<in> cbox c d"
          using uwvz_sub by auto
        have "norm (x1 - t1, x2 - t2) = norm (t1 - x1, t2 - x2)"
          by (simp add: norm_Pair norm_minus_commute)
        also have "norm (t1 - x1, t2 - x2) < k"
          using xuvwz ls uwvz_sub unfolding ball_def
          by (force simp add: cbox_Pair_eq dist_norm )
        finally have "norm (f (x1,x2) - f (t1,t2)) \<le> e / content ?CBOX / 2"
          using nf [OF t x]  by simp
      } note nf' = this
      have f_int_uwvz: "f integrable_on cbox (u,w) (v,z)"
        using f_int_acbd uwvz_sub integrable_on_subcbox by blast
      have f_int_uv: "\<And>x. x \<in> cbox u v \<Longrightarrow> (\<lambda>y. f (x,y)) integrable_on cbox w z"
        using assms continuous_on_subset uwvz_sub
        by (blast intro: continuous_on_imp_integrable_on_Pair1)
      have 1: "norm (integral (cbox (u,w) (v,z)) f - integral (cbox (u,w) (v,z)) (\<lambda>x. f (t1,t2)))
         \<le> e * content (cbox (u,w) (v,z)) / content ?CBOX / 2"
        apply (simp only: integral_diff [symmetric] f_int_uwvz integrable_const)
        apply (rule order_trans [OF integrable_bound [of "e / content ?CBOX / 2"]])
        using cbp e' nf'
        apply (auto simp: integrable_diff f_int_uwvz integrable_const)
        done
      have int_integrable: "(\<lambda>x. integral (cbox w z) (\<lambda>y. f (x, y))) integrable_on cbox u v"
        using assms integral_integrable_2dim continuous_on_subset uwvz_sub(2) by blast
      have normint_wz:
         "\<And>x. x \<in> cbox u v \<Longrightarrow>
               norm (integral (cbox w z) (\<lambda>y. f (x, y)) - integral (cbox w z) (\<lambda>y. f (t1, t2)))
               \<le> e * content (cbox w z) / content (cbox (a, c) (b, d)) / 2"
        apply (simp only: integral_diff [symmetric] f_int_uv integrable_const)
        apply (rule order_trans [OF integrable_bound [of "e / content ?CBOX / 2"]])
        using cbp e' nf'
        apply (auto simp: integrable_diff f_int_uv integrable_const)
        done
      have "norm (integral (cbox u v)
               (\<lambda>x. integral (cbox w z) (\<lambda>y. f (x,y)) - integral (cbox w z) (\<lambda>y. f (t1,t2))))
            \<le> e * content (cbox w z) / content ?CBOX / 2 * content (cbox u v)"
        apply (rule integrable_bound [OF _ _ normint_wz])
        using cbp e'
        apply (auto simp: divide_simps content_pos_le integrable_diff int_integrable integrable_const)
        done
      also have "... \<le> e * content (cbox (u,w) (v,z)) / content ?CBOX / 2"
        by (simp add: content_Pair divide_simps)
      finally have 2: "norm (integral (cbox u v) (\<lambda>x. integral (cbox w z) (\<lambda>y. f (x,y))) -
                      integral (cbox u v) (\<lambda>x. integral (cbox w z) (\<lambda>y. f (t1,t2))))
                \<le> e * content (cbox (u,w) (v,z)) / content ?CBOX / 2"
        by (simp only: integral_diff [symmetric] int_integrable integrable_const)
      have norm_xx: "\<lbrakk>x' = y'; norm(x - x') \<le> e/2; norm(y - y') \<le> e/2\<rbrakk> \<Longrightarrow> norm(x - y) \<le> e" for x::'c and y x' y' e
        using norm_triangle_mono [of "x-y'" "e/2" "y'-y" "e/2"] real_sum_of_halves
        by (simp add: norm_minus_commute)
      have "norm (integral (cbox (u,w) (v,z)) f - integral (cbox u v) (\<lambda>x. integral (cbox w z) (\<lambda>y. f (x,y))))
            \<le> e * content (cbox (u,w) (v,z)) / content ?CBOX"
        by (rule norm_xx [OF integral_Pair_const 1 2])
    } note * = this
    show "norm (integral ?CBOX f - integral (cbox a b) (\<lambda>x. integral (cbox c d) (\<lambda>y. f (x,y)))) \<le> e"
      using compact_uniformly_continuous [OF assms compact_cbox]
      apply (simp add: uniformly_continuous_on_def dist_norm)
      apply (drule_tac x="e / 2 / content?CBOX" in spec)
      using cbp \<open>0 < e\<close>
      apply (auto simp: zero_less_mult_iff)
      apply (rename_tac k)
      apply (rule_tac e1=k in fine_division_exists [OF gauge_ball, where a = "(a,c)" and b = "(b,d)"])
      apply assumption
      apply (rule op_acbd)
      apply (erule division_of_tagged_division)
      using *
      apply auto
      done
  qed
  then show ?thesis
    by simp
qed

lemma integral_swap_2dim:
  fixes f :: "['a::euclidean_space, 'b::euclidean_space] \<Rightarrow> 'c::banach"
  assumes "continuous_on (cbox (a,c) (b,d)) (\<lambda>(x,y). f x y)"
    shows "integral (cbox (a, c) (b, d)) (\<lambda>(x, y). f x y) = integral (cbox (c, a) (d, b)) (\<lambda>(x, y). f y x)"
proof -
  have "((\<lambda>(x, y). f x y) has_integral integral (cbox (c, a) (d, b)) (\<lambda>(x, y). f y x)) (prod.swap ` (cbox (c, a) (d, b)))"
    apply (rule has_integral_twiddle [of 1 prod.swap prod.swap "\<lambda>(x,y). f y x" "integral (cbox (c, a) (d, b)) (\<lambda>(x, y). f y x)", simplified])
    apply (auto simp: isCont_swap content_Pair has_integral_integral [symmetric] integrable_continuous swap_continuous assms)
    done
 then show ?thesis
   by force
qed

theorem integral_swap_continuous:
  fixes f :: "['a::euclidean_space, 'b::euclidean_space] \<Rightarrow> 'c::banach"
  assumes "continuous_on (cbox (a,c) (b,d)) (\<lambda>(x,y). f x y)"
    shows "integral (cbox a b) (\<lambda>x. integral (cbox c d) (f x)) =
           integral (cbox c d) (\<lambda>y. integral (cbox a b) (\<lambda>x. f x y))"
proof -
  have "integral (cbox a b) (\<lambda>x. integral (cbox c d) (f x)) = integral (cbox (a, c) (b, d)) (\<lambda>(x, y). f x y)"
    using integral_prod_continuous [OF assms] by auto
  also have "... = integral (cbox (c, a) (d, b)) (\<lambda>(x, y). f y x)"
    by (rule integral_swap_2dim [OF assms])
  also have "... = integral (cbox c d) (\<lambda>y. integral (cbox a b) (\<lambda>x. f x y))"
    using integral_prod_continuous [OF swap_continuous] assms
    by auto
  finally show ?thesis .
qed


subsection \<open>Definite integrals for exponential and power function\<close>

lemma has_integral_exp_minus_to_infinity:
  assumes a: "a > 0"
  shows   "((\<lambda>x::real. exp (-a*x)) has_integral exp (-a*c)/a) {c..}"
proof -
  define f where "f = (\<lambda>k x. if x \<in> {c..real k} then exp (-a*x) else 0)"

  {
    fix k :: nat assume k: "of_nat k \<ge> c"
    from k a
      have "((\<lambda>x. exp (-a*x)) has_integral (-exp (-a*real k)/a - (-exp (-a*c)/a))) {c..real k}"
      by (intro fundamental_theorem_of_calculus)
         (auto intro!: derivative_eq_intros
               simp: has_field_derivative_iff_has_vector_derivative [symmetric])
    hence "(f k has_integral (exp (-a*c)/a - exp (-a*real k)/a)) {c..}" unfolding f_def
      by (subst has_integral_restrict) simp_all
  } note has_integral_f = this

  have [simp]: "f k = (\<lambda>_. 0)" if "of_nat k < c" for k using that by (auto simp: fun_eq_iff f_def)
  have integral_f: "integral {c..} (f k) =
                      (if real k \<ge> c then exp (-a*c)/a - exp (-a*real k)/a else 0)"
    for k using integral_unique[OF has_integral_f[of k]] by simp

  have A: "(\<lambda>x. exp (-a*x)) integrable_on {c..} \<and>
             (\<lambda>k. integral {c..} (f k)) \<longlonglongrightarrow> integral {c..} (\<lambda>x. exp (-a*x))"
  proof (intro monotone_convergence_increasing allI ballI)
    fix k ::nat
    have "(\<lambda>x. exp (-a*x)) integrable_on {c..of_real k}" (is ?P)
      unfolding f_def by (auto intro!: continuous_intros integrable_continuous_real)
    hence int: "(f k) integrable_on {c..of_real k}"
      by (rule integrable_eq[rotated]) (simp add: f_def)
    show "f k integrable_on {c..}"
      by (rule integrable_on_superset[OF _ _ int]) (auto simp: f_def)
  next
    fix x assume x: "x \<in> {c..}"
    have "sequentially \<le> principal {nat \<lceil>x\<rceil>..}" unfolding at_top_def by (simp add: Inf_lower)
    also have "{nat \<lceil>x\<rceil>..} \<subseteq> {k. x \<le> real k}" by auto
    also have "inf (principal \<dots>) (principal {k. \<not>x \<le> real k}) =
                 principal ({k. x \<le> real k} \<inter> {k. \<not>x \<le> real k})" by simp
    also have "{k. x \<le> real k} \<inter> {k. \<not>x \<le> real k} = {}" by blast
    finally have "inf sequentially (principal {k. \<not>x \<le> real k}) = bot"
      by (simp add: inf.coboundedI1 bot_unique)
    with x show "(\<lambda>k. f k x) \<longlonglongrightarrow> exp (-a*x)" unfolding f_def
      by (intro filterlim_If) auto
  next
    have "\<bar>integral {c..} (f k)\<bar> \<le> exp (-a*c)/a" for k
    proof (cases "c > of_nat k")
      case False
      hence "abs (integral {c..} (f k)) = abs (exp (- (a * c)) / a - exp (- (a * real k)) / a)"
        by (simp add: integral_f)
      also have "abs (exp (- (a * c)) / a - exp (- (a * real k)) / a) =
                   exp (- (a * c)) / a - exp (- (a * real k)) / a"
        using False a by (intro abs_of_nonneg) (simp_all add: field_simps)
      also have "\<dots> \<le> exp (- a * c) / a" using a by simp
      finally show ?thesis .
    qed (insert a, simp_all add: integral_f)
    thus "bounded {integral {c..} (f k) |k. True}"
      by (intro boundedI[of _ "exp (-a*c)/a"]) auto
  qed (auto simp: f_def)

  from eventually_gt_at_top[of "nat \<lceil>c\<rceil>"] have "eventually (\<lambda>k. of_nat k > c) sequentially"
    by eventually_elim linarith
  hence "eventually (\<lambda>k. exp (-a*c)/a - exp (-a * of_nat k)/a = integral {c..} (f k)) sequentially"
    by eventually_elim (simp add: integral_f)
  moreover have "(\<lambda>k. exp (-a*c)/a - exp (-a * of_nat k)/a) \<longlonglongrightarrow> exp (-a*c)/a - 0/a"
    by (intro tendsto_intros filterlim_compose[OF exp_at_bot]
          filterlim_tendsto_neg_mult_at_bot[OF tendsto_const] filterlim_real_sequentially)+
       (insert a, simp_all)
  ultimately have "(\<lambda>k. integral {c..} (f k)) \<longlonglongrightarrow> exp (-a*c)/a - 0/a"
    by (rule Lim_transform_eventually)
  from LIMSEQ_unique[OF conjunct2[OF A] this]
    have "integral {c..} (\<lambda>x. exp (-a*x)) = exp (-a*c)/a" by simp
  with conjunct1[OF A] show ?thesis
    by (simp add: has_integral_integral)
qed

lemma integrable_on_exp_minus_to_infinity: "a > 0 \<Longrightarrow> (\<lambda>x. exp (-a*x) :: real) integrable_on {c..}"
  using has_integral_exp_minus_to_infinity[of a c] unfolding integrable_on_def by blast

lemma has_integral_powr_from_0:
  assumes a: "a > (-1::real)" and c: "c \<ge> 0"
  shows   "((\<lambda>x. x powr a) has_integral (c powr (a+1) / (a+1))) {0..c}"
proof (cases "c = 0")
  case False
  define f where "f = (\<lambda>k x. if x \<in> {inverse (of_nat (Suc k))..c} then x powr a else 0)"
  define F where "F = (\<lambda>k. if inverse (of_nat (Suc k)) \<le> c then
                             c powr (a+1)/(a+1) - inverse (real (Suc k)) powr (a+1)/(a+1) else 0)"

  {
    fix k :: nat
    have "(f k has_integral F k) {0..c}"
    proof (cases "inverse (of_nat (Suc k)) \<le> c")
      case True
      {
        fix x assume x: "x \<ge> inverse (1 + real k)"
        have "0 < inverse (1 + real k)" by simp
        also note x
        finally have "x > 0" .
      } note x = this
      hence "((\<lambda>x. x powr a) has_integral c powr (a + 1) / (a + 1) -
               inverse (real (Suc k)) powr (a + 1) / (a + 1)) {inverse (real (Suc k))..c}"
        using True a by (intro fundamental_theorem_of_calculus)
           (auto intro!: derivative_eq_intros continuous_on_powr' continuous_on_const
             continuous_on_id simp: has_field_derivative_iff_has_vector_derivative [symmetric])
      with True show ?thesis unfolding f_def F_def by (subst has_integral_restrict) simp_all
    next
      case False
      thus ?thesis unfolding f_def F_def by (subst has_integral_restrict) auto
    qed
  } note has_integral_f = this
  have integral_f: "integral {0..c} (f k) = F k" for k
    using has_integral_f[of k] by (rule integral_unique)

  have A: "(\<lambda>x. x powr a) integrable_on {0..c} \<and>
           (\<lambda>k. integral {0..c} (f k)) \<longlonglongrightarrow> integral {0..c} (\<lambda>x. x powr a)"
  proof (intro monotone_convergence_increasing ballI allI)
    fix k from has_integral_f[of k] show "f k integrable_on {0..c}"
      by (auto simp: integrable_on_def)
  next
    fix k :: nat and x :: real
    {
      assume x: "inverse (real (Suc k)) \<le> x"
      have "inverse (real (Suc (Suc k))) \<le> inverse (real (Suc k))" by (simp add: field_simps)
      also note x
      finally have "inverse (real (Suc (Suc k))) \<le> x" .
    }
    thus "f k x \<le> f (Suc k) x" by (auto simp: f_def simp del: of_nat_Suc)
  next
    fix x assume x: "x \<in> {0..c}"
    show "(\<lambda>k. f k x) \<longlonglongrightarrow> x powr a"
    proof (cases "x = 0")
      case False
      with x have "x > 0" by simp
      from order_tendstoD(2)[OF LIMSEQ_inverse_real_of_nat this]
        have "eventually (\<lambda>k. x powr a = f k x) sequentially"
        by eventually_elim (insert x, simp add: f_def)
      moreover have "(\<lambda>_. x powr a) \<longlonglongrightarrow> x powr a" by simp
      ultimately show ?thesis by (rule Lim_transform_eventually)
    qed (simp_all add: f_def)
  next
    {
      fix k
      from a have "F k \<le> c powr (a + 1) / (a + 1)"
        by (auto simp add: F_def divide_simps)
      also from a have "F k \<ge> 0"
        by (auto simp: F_def divide_simps simp del: of_nat_Suc intro!: powr_mono2)
      hence "F k = abs (F k)" by simp
      finally have "abs (F k) \<le>  c powr (a + 1) / (a + 1)" .
    }
    thus "bounded {integral {0..c} (f k) |k. True}"
      by (intro boundedI[of _ "c powr (a+1) / (a+1)"]) (auto simp: integral_f)
  qed

  from False c have "c > 0" by simp
  from order_tendstoD(2)[OF LIMSEQ_inverse_real_of_nat this]
    have "eventually (\<lambda>k. c powr (a + 1) / (a + 1) - inverse (real (Suc k)) powr (a+1) / (a+1) =
            integral {0..c} (f k)) sequentially"
    by eventually_elim (simp add: integral_f F_def)
  moreover have "(\<lambda>k. c powr (a + 1) / (a + 1) - inverse (real (Suc k)) powr (a + 1) / (a + 1))
                   \<longlonglongrightarrow> c powr (a + 1) / (a + 1) - 0 powr (a + 1) / (a + 1)"
    using a by (intro tendsto_intros LIMSEQ_inverse_real_of_nat) auto
  hence "(\<lambda>k. c powr (a + 1) / (a + 1) - inverse (real (Suc k)) powr (a + 1) / (a + 1))
          \<longlonglongrightarrow> c powr (a + 1) / (a + 1)" by simp
  ultimately have "(\<lambda>k. integral {0..c} (f k)) \<longlonglongrightarrow> c powr (a+1) / (a+1)"
    by (rule Lim_transform_eventually)
  with A have "integral {0..c} (\<lambda>x. x powr a) = c powr (a+1) / (a+1)"
    by (blast intro: LIMSEQ_unique)
  with A show ?thesis by (simp add: has_integral_integral)
qed (simp_all add: has_integral_refl)

lemma integrable_on_powr_from_0:
  assumes a: "a > (-1::real)" and c: "c \<ge> 0"
  shows   "(\<lambda>x. x powr a) integrable_on {0..c}"
  using has_integral_powr_from_0[OF assms] unfolding integrable_on_def by blast

lemma has_integral_powr_to_inf:
  fixes a e :: real
  assumes "e < -1" "a > 0"
  shows   "((\<lambda>x. x powr e) has_integral -(a powr (e + 1)) / (e + 1)) {a..}"
proof -
  define f :: "nat \<Rightarrow> real \<Rightarrow> real" where "f = (\<lambda>n x. if x \<in> {a..n} then x powr e else 0)"
  define F where "F = (\<lambda>x. x powr (e + 1) / (e + 1))"

  have has_integral_f: "(f n has_integral (F n - F a)) {a..}"
    if n: "n \<ge> a" for n :: nat
  proof -
    from n assms have "((\<lambda>x. x powr e) has_integral (F n - F a)) {a..n}"
      by (intro fundamental_theorem_of_calculus) (auto intro!: derivative_eq_intros
            simp: has_field_derivative_iff_has_vector_derivative [symmetric] F_def)
    hence "(f n has_integral (F n - F a)) {a..n}"
      by (rule has_integral_eq [rotated]) (simp add: f_def)
    thus "(f n has_integral (F n - F a)) {a..}"
      by (rule has_integral_on_superset [rotated 2]) (auto simp: f_def)
  qed
  have integral_f: "integral {a..} (f n) = (if n \<ge> a then F n - F a else 0)" for n :: nat
  proof (cases "n \<ge> a")
    case True
    with has_integral_f[OF this] show ?thesis by (simp add: integral_unique)
  next
    case False
    have "(f n has_integral 0) {a}" by (rule has_integral_refl)
    hence "(f n has_integral 0) {a..}"
      by (rule has_integral_on_superset [rotated 2]) (insert False, simp_all add: f_def)
    with False show ?thesis by (simp add: integral_unique)
  qed

  have *: "(\<lambda>x. x powr e) integrable_on {a..} \<and>
           (\<lambda>n. integral {a..} (f n)) \<longlonglongrightarrow> integral {a..} (\<lambda>x. x powr e)"
  proof (intro monotone_convergence_increasing allI ballI)
    fix n :: nat
    from assms have "(\<lambda>x. x powr e) integrable_on {a..n}"
      by (auto intro!: integrable_continuous_real continuous_intros)
    hence "f n integrable_on {a..n}"
      by (rule integrable_eq [rotated]) (auto simp: f_def)
    thus "f n integrable_on {a..}"
      by (rule integrable_on_superset [rotated 2]) (auto simp: f_def)
  next
    fix n :: nat and x :: real
    show "f n x \<le> f (Suc n) x" by (auto simp: f_def)
  next
    fix x :: real assume x: "x \<in> {a..}"
    from filterlim_real_sequentially
      have "eventually (\<lambda>n. real n \<ge> x) at_top"
      by (simp add: filterlim_at_top)
    with x have "eventually (\<lambda>n. f n x = x powr e) at_top"
      by (auto elim!: eventually_mono simp: f_def)
    thus "(\<lambda>n. f n x) \<longlonglongrightarrow> x powr e" by (simp add: Lim_eventually)
  next
    have "norm (integral {a..} (f n)) \<le> -F a" for n :: nat
    proof (cases "n \<ge> a")
      case True
      with assms have "a powr (e + 1) \<ge> n powr (e + 1)"
        by (intro powr_mono2') simp_all
      with assms show ?thesis by (auto simp: divide_simps F_def integral_f)
    qed (insert assms, simp add: integral_f F_def divide_simps)
    thus "bounded {integral {a..} (f n) |n. True}"
      unfolding bounded_iff by (intro exI[of _ "-F a"]) auto
  qed

  from filterlim_real_sequentially
    have "eventually (\<lambda>n. real n \<ge> a) at_top"
    by (simp add: filterlim_at_top)
  hence "eventually (\<lambda>n. F n - F a = integral {a..} (f n)) at_top"
    by eventually_elim (simp add: integral_f)
  moreover have "(\<lambda>n. F n - F a) \<longlonglongrightarrow> 0 / (e + 1) - F a" unfolding F_def
    by (insert assms, (rule tendsto_intros filterlim_compose[OF tendsto_neg_powr]
          filterlim_ident filterlim_real_sequentially | simp)+)
  hence "(\<lambda>n. F n - F a) \<longlonglongrightarrow> -F a" by simp
  ultimately have "(\<lambda>n. integral {a..} (f n)) \<longlonglongrightarrow> -F a" by (rule Lim_transform_eventually)
  from conjunct2[OF *] and this
    have "integral {a..} (\<lambda>x. x powr e) = -F a" by (rule LIMSEQ_unique)
  with conjunct1[OF *] show ?thesis
    by (simp add: has_integral_integral F_def)
qed

lemma has_integral_inverse_power_to_inf:
  fixes a :: real and n :: nat
  assumes "n > 1" "a > 0"
  shows   "((\<lambda>x. 1 / x ^ n) has_integral 1 / (real (n - 1) * a ^ (n - 1))) {a..}"
proof -
  from assms have "real_of_int (-int n) < -1" by simp
  note has_integral_powr_to_inf[OF this \<open>a > 0\<close>]
  also have "- (a powr (real_of_int (- int n) + 1)) / (real_of_int (- int n) + 1) =
                 1 / (real (n - 1) * a powr (real (n - 1)))" using assms
    by (simp add: divide_simps powr_add [symmetric] of_nat_diff)
  also from assms have "a powr (real (n - 1)) = a ^ (n - 1)"
    by (intro powr_realpow)
  finally show ?thesis
    by (rule has_integral_eq [rotated])
       (insert assms, simp_all add: powr_minus powr_realpow divide_simps)
qed

subsubsection \<open>Adaption to ordered Euclidean spaces and the Cartesian Euclidean space\<close>

lemma integral_component_eq_cart[simp]:
  fixes f :: "'n::euclidean_space \<Rightarrow> real^'m"
  assumes "f integrable_on s"
  shows "integral s (\<lambda>x. f x $ k) = integral s f $ k"
  using integral_linear[OF assms(1) bounded_linear_component_cart,unfolded o_def] .

lemma content_closed_interval:
  fixes a :: "'a::ordered_euclidean_space"
  assumes "a \<le> b"
  shows "content {a .. b} = (\<Prod>i\<in>Basis. b\<bullet>i - a\<bullet>i)"
  using content_cbox[of a b] assms
  by (simp add: cbox_interval eucl_le[where 'a='a])

lemma integrable_const_ivl[intro]:
  fixes a::"'a::ordered_euclidean_space"
  shows "(\<lambda>x. c) integrable_on {a .. b}"
  unfolding cbox_interval[symmetric]
  by (rule integrable_const)

lemma integrable_on_subinterval:
  fixes f :: "'n::ordered_euclidean_space \<Rightarrow> 'a::banach"
  assumes "f integrable_on s"
    and "{a .. b} \<subseteq> s"
  shows "f integrable_on {a .. b}"
  using integrable_on_subcbox[of f s a b] assms
  by (simp add: cbox_interval)

end