| author | wenzelm | 
| Sat, 08 Sep 2018 12:34:11 +0200 | |
| changeset 68945 | fa5d936daf1c | 
| parent 68644 | 242d298526a3 | 
| child 69020 | 4f94e262976d | 
| permissions | -rw-r--r-- | 
| 63558 | 1 | (* Title: HOL/Deriv.thy | 
| 2 | Author: Jacques D. Fleuriot, University of Cambridge, 1998 | |
| 3 | Author: Brian Huffman | |
| 4 | Author: Lawrence C Paulson, 2004 | |
| 5 | Author: Benjamin Porter, 2005 | |
| 21164 | 6 | *) | 
| 7 | ||
| 63558 | 8 | section \<open>Differentiation\<close> | 
| 21164 | 9 | |
| 10 | theory Deriv | |
| 63558 | 11 | imports Limits | 
| 21164 | 12 | begin | 
| 13 | ||
| 60758 | 14 | subsection \<open>Frechet derivative\<close> | 
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changeset | 15 | |
| 63558 | 16 | definition has_derivative :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow>
 | 
| 17 |     ('a \<Rightarrow> 'b) \<Rightarrow> 'a filter \<Rightarrow> bool"  (infix "(has'_derivative)" 50)
 | |
| 18 | where "(f has_derivative f') F \<longleftrightarrow> | |
| 19 | bounded_linear f' \<and> | |
| 20 | ((\<lambda>y. ((f y - f (Lim F (\<lambda>x. x))) - f' (y - Lim F (\<lambda>x. x))) /\<^sub>R norm (y - Lim F (\<lambda>x. x))) \<longlongrightarrow> 0) F" | |
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changeset | 21 | |
| 60758 | 22 | text \<open> | 
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changeset | 23 |   Usually the filter @{term F} is @{term "at x within s"}.  @{term "(f has_derivative D)
 | 
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changeset | 24 |   (at x within s)"} means: @{term D} is the derivative of function @{term f} at point @{term x}
 | 
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changeset | 25 |   within the set @{term s}. Where @{term s} is used to express left or right sided derivatives. In
 | 
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changeset | 26 |   most cases @{term s} is either a variable or @{term UNIV}.
 | 
| 60758 | 27 | \<close> | 
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changeset | 28 | |
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changeset | 29 | text \<open>These are the only cases we'll care about, probably.\<close> | 
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changeset | 30 | |
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changeset | 31 | lemma has_derivative_within: "(f has_derivative f') (at x within s) \<longleftrightarrow> | 
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changeset | 32 | bounded_linear f' \<and> ((\<lambda>y. (1 / norm(y - x)) *\<^sub>R (f y - (f x + f' (y - x)))) \<longlongrightarrow> 0) (at x within s)" | 
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changeset | 33 | unfolding has_derivative_def tendsto_iff | 
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changeset | 34 | by (subst eventually_Lim_ident_at) (auto simp add: field_simps) | 
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changeset | 35 | |
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changeset | 36 | lemma has_derivative_eq_rhs: "(f has_derivative f') F \<Longrightarrow> f' = g' \<Longrightarrow> (f has_derivative g') F" | 
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changeset | 37 | by simp | 
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changeset | 38 | |
| 63558 | 39 | definition has_field_derivative :: "('a::real_normed_field \<Rightarrow> 'a) \<Rightarrow> 'a \<Rightarrow> 'a filter \<Rightarrow> bool"
 | 
| 40 | (infix "(has'_field'_derivative)" 50) | |
| 67399 | 41 | where "(f has_field_derivative D) F \<longleftrightarrow> (f has_derivative ( * ) D) F" | 
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changeset | 42 | |
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changeset | 43 | lemma DERIV_cong: "(f has_field_derivative X) F \<Longrightarrow> X = Y \<Longrightarrow> (f has_field_derivative Y) F" | 
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changeset | 44 | by simp | 
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changeset | 45 | |
| 63558 | 46 | definition has_vector_derivative :: "(real \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'b \<Rightarrow> real filter \<Rightarrow> bool" | 
| 47 | (infix "has'_vector'_derivative" 50) | |
| 48 | where "(f has_vector_derivative f') net \<longleftrightarrow> (f has_derivative (\<lambda>x. x *\<^sub>R f')) net" | |
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changeset | 49 | |
| 63558 | 50 | lemma has_vector_derivative_eq_rhs: | 
| 51 | "(f has_vector_derivative X) F \<Longrightarrow> X = Y \<Longrightarrow> (f has_vector_derivative Y) F" | |
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changeset | 52 | by simp | 
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changeset | 53 | |
| 57953 | 54 | named_theorems derivative_intros "structural introduction rules for derivatives" | 
| 60758 | 55 | setup \<open> | 
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changeset | 56 | let | 
| 57953 | 57 |     val eq_thms = @{thms has_derivative_eq_rhs DERIV_cong has_vector_derivative_eq_rhs}
 | 
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changeset | 58 | fun eq_rule thm = get_first (try (fn eq_thm => eq_thm OF [thm])) eq_thms | 
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changeset | 59 | in | 
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changeset | 60 | Global_Theory.add_thms_dynamic | 
| 67149 | 61 | (\<^binding>\<open>derivative_eq_intros\<close>, | 
| 57953 | 62 | fn context => | 
| 63 |           Named_Theorems.get (Context.proof_of context) @{named_theorems derivative_intros}
 | |
| 64 | |> map_filter eq_rule) | |
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changeset | 65 | end; | 
| 60758 | 66 | \<close> | 
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changeset | 67 | |
| 60758 | 68 | text \<open> | 
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changeset | 69 | The following syntax is only used as a legacy syntax. | 
| 60758 | 70 | \<close> | 
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changeset | 71 | abbreviation (input) | 
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changeset | 72 |   FDERIV :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a \<Rightarrow>  ('a \<Rightarrow> 'b) \<Rightarrow> bool"
 | 
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changeset | 73 |   ("(FDERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60)
 | 
| 63558 | 74 | where "FDERIV f x :> f' \<equiv> (f has_derivative f') (at x)" | 
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changeset | 75 | |
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changeset | 76 | lemma has_derivative_bounded_linear: "(f has_derivative f') F \<Longrightarrow> bounded_linear f'" | 
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changeset | 77 | by (simp add: has_derivative_def) | 
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changeset | 78 | |
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changeset | 79 | lemma has_derivative_linear: "(f has_derivative f') F \<Longrightarrow> linear f'" | 
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changeset | 80 | using bounded_linear.linear[OF has_derivative_bounded_linear] . | 
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changeset | 81 | |
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changeset | 82 | lemma has_derivative_ident[derivative_intros, simp]: "((\<lambda>x. x) has_derivative (\<lambda>x. x)) F" | 
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changeset | 83 | by (simp add: has_derivative_def) | 
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changeset | 84 | |
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changeset | 85 | lemma has_derivative_id [derivative_intros, simp]: "(id has_derivative id) (at a)" | 
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changeset | 86 | by (metis eq_id_iff has_derivative_ident) | 
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changeset | 87 | |
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changeset | 88 | lemma has_derivative_const[derivative_intros, simp]: "((\<lambda>x. c) has_derivative (\<lambda>x. 0)) F" | 
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changeset | 89 | by (simp add: has_derivative_def) | 
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changeset | 90 | |
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changeset | 91 | lemma (in bounded_linear) bounded_linear: "bounded_linear f" .. | 
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changeset | 92 | |
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changeset | 93 | lemma (in bounded_linear) has_derivative: | 
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changeset | 94 | "(g has_derivative g') F \<Longrightarrow> ((\<lambda>x. f (g x)) has_derivative (\<lambda>x. f (g' x))) F" | 
| 63092 | 95 | unfolding has_derivative_def | 
| 68634 | 96 | by (auto simp add: bounded_linear_compose [OF bounded_linear] scaleR diff dest: tendsto) | 
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changeset | 97 | |
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changeset | 98 | lemmas has_derivative_scaleR_right [derivative_intros] = | 
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changeset | 99 | bounded_linear.has_derivative [OF bounded_linear_scaleR_right] | 
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changeset | 100 | |
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changeset | 101 | lemmas has_derivative_scaleR_left [derivative_intros] = | 
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changeset | 102 | bounded_linear.has_derivative [OF bounded_linear_scaleR_left] | 
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changeset | 103 | |
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changeset | 104 | lemmas has_derivative_mult_right [derivative_intros] = | 
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changeset | 105 | bounded_linear.has_derivative [OF bounded_linear_mult_right] | 
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changeset | 106 | |
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changeset | 107 | lemmas has_derivative_mult_left [derivative_intros] = | 
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changeset | 108 | bounded_linear.has_derivative [OF bounded_linear_mult_left] | 
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changeset | 109 | |
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changeset | 110 | lemma has_derivative_add[simp, derivative_intros]: | 
| 63558 | 111 | assumes f: "(f has_derivative f') F" | 
| 112 | and g: "(g has_derivative g') F" | |
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changeset | 113 | shows "((\<lambda>x. f x + g x) has_derivative (\<lambda>x. f' x + g' x)) F" | 
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changeset | 114 | unfolding has_derivative_def | 
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changeset | 115 | proof safe | 
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changeset | 116 | let ?x = "Lim F (\<lambda>x. x)" | 
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changeset | 117 | let ?D = "\<lambda>f f' y. ((f y - f ?x) - f' (y - ?x)) /\<^sub>R norm (y - ?x)" | 
| 61973 | 118 | have "((\<lambda>x. ?D f f' x + ?D g g' x) \<longlongrightarrow> (0 + 0)) F" | 
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changeset | 119 | using f g by (intro tendsto_add) (auto simp: has_derivative_def) | 
| 61973 | 120 | then show "(?D (\<lambda>x. f x + g x) (\<lambda>x. f' x + g' x) \<longlongrightarrow> 0) F" | 
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changeset | 121 | by (simp add: field_simps scaleR_add_right scaleR_diff_right) | 
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changeset | 122 | qed (blast intro: bounded_linear_add f g has_derivative_bounded_linear) | 
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changeset | 123 | |
| 64267 | 124 | lemma has_derivative_sum[simp, derivative_intros]: | 
| 63915 | 125 | "(\<And>i. i \<in> I \<Longrightarrow> (f i has_derivative f' i) F) \<Longrightarrow> | 
| 126 | ((\<lambda>x. \<Sum>i\<in>I. f i x) has_derivative (\<lambda>x. \<Sum>i\<in>I. f' i x)) F" | |
| 127 | by (induct I rule: infinite_finite_induct) simp_all | |
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changeset | 128 | |
| 63558 | 129 | lemma has_derivative_minus[simp, derivative_intros]: | 
| 130 | "(f has_derivative f') F \<Longrightarrow> ((\<lambda>x. - f x) has_derivative (\<lambda>x. - f' x)) F" | |
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changeset | 131 | using has_derivative_scaleR_right[of f f' F "-1"] by simp | 
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changeset | 132 | |
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changeset | 133 | lemma has_derivative_diff[simp, derivative_intros]: | 
| 63558 | 134 | "(f has_derivative f') F \<Longrightarrow> (g has_derivative g') F \<Longrightarrow> | 
| 135 | ((\<lambda>x. f x - g x) has_derivative (\<lambda>x. f' x - g' x)) F" | |
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changeset | 136 | by (simp only: diff_conv_add_uminus has_derivative_add has_derivative_minus) | 
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changeset | 137 | |
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changeset | 138 | lemma has_derivative_at_within: | 
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changeset | 139 | "(f has_derivative f') (at x within s) \<longleftrightarrow> | 
| 61973 | 140 | (bounded_linear f' \<and> ((\<lambda>y. ((f y - f x) - f' (y - x)) /\<^sub>R norm (y - x)) \<longlongrightarrow> 0) (at x within s))" | 
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changeset | 141 | by (cases "at x within s = bot") (simp_all add: has_derivative_def Lim_ident_at) | 
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changeset | 142 | |
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changeset | 143 | lemma has_derivative_iff_norm: | 
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changeset | 144 | "(f has_derivative f') (at x within s) \<longleftrightarrow> | 
| 63558 | 145 | bounded_linear f' \<and> ((\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x)) \<longlongrightarrow> 0) (at x within s)" | 
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changeset | 146 | using tendsto_norm_zero_iff[of _ "at x within s", where 'b="'b", symmetric] | 
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changeset | 147 | by (simp add: has_derivative_at_within divide_inverse ac_simps) | 
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changeset | 148 | |
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changeset | 149 | lemma has_derivative_at: | 
| 63558 | 150 | "(f has_derivative D) (at x) \<longleftrightarrow> | 
| 151 | (bounded_linear D \<and> (\<lambda>h. norm (f (x + h) - f x - D h) / norm h) \<midarrow>0\<rightarrow> 0)" | |
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changeset | 152 | unfolding has_derivative_iff_norm LIM_offset_zero_iff[of _ _ x] by simp | 
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changeset | 153 | |
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changeset | 154 | lemma field_has_derivative_at: | 
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changeset | 155 | fixes x :: "'a::real_normed_field" | 
| 68634 | 156 | shows "(f has_derivative ( * ) D) (at x) \<longleftrightarrow> (\<lambda>h. (f (x + h) - f x) / h) \<midarrow>0\<rightarrow> D" (is "?lhs = ?rhs") | 
| 157 | proof - | |
| 158 | have "?lhs = (\<lambda>h. norm (f (x + h) - f x - D * h) / norm h) \<midarrow>0 \<rightarrow> 0" | |
| 159 | by (simp add: bounded_linear_mult_right has_derivative_at) | |
| 160 | also have "... = (\<lambda>y. norm ((f (x + y) - f x - D * y) / y)) \<midarrow>0\<rightarrow> 0" | |
| 161 | by (simp cong: LIM_cong flip: nonzero_norm_divide) | |
| 162 | also have "... = (\<lambda>y. norm ((f (x + y) - f x) / y - D / y * y)) \<midarrow>0\<rightarrow> 0" | |
| 163 | by (simp only: diff_divide_distrib times_divide_eq_left [symmetric]) | |
| 164 | also have "... = ?rhs" | |
| 165 | by (simp add: tendsto_norm_zero_iff LIM_zero_iff cong: LIM_cong) | |
| 166 | finally show ?thesis . | |
| 167 | qed | |
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changeset | 168 | |
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changeset | 169 | lemma has_derivativeI: | 
| 63558 | 170 | "bounded_linear f' \<Longrightarrow> | 
| 171 | ((\<lambda>y. ((f y - f x) - f' (y - x)) /\<^sub>R norm (y - x)) \<longlongrightarrow> 0) (at x within s) \<Longrightarrow> | |
| 172 | (f has_derivative f') (at x within s)" | |
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changeset | 173 | by (simp add: has_derivative_at_within) | 
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changeset | 174 | |
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changeset | 175 | lemma has_derivativeI_sandwich: | 
| 63558 | 176 | assumes e: "0 < e" | 
| 177 | and bounded: "bounded_linear f'" | |
| 178 | and sandwich: "(\<And>y. y \<in> s \<Longrightarrow> y \<noteq> x \<Longrightarrow> dist y x < e \<Longrightarrow> | |
| 179 | norm ((f y - f x) - f' (y - x)) / norm (y - x) \<le> H y)" | |
| 61973 | 180 | and "(H \<longlongrightarrow> 0) (at x within s)" | 
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changeset | 181 | shows "(f has_derivative f') (at x within s)" | 
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changeset | 182 | unfolding has_derivative_iff_norm | 
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changeset | 183 | proof safe | 
| 61973 | 184 | show "((\<lambda>y. norm (f y - f x - f' (y - x)) / norm (y - x)) \<longlongrightarrow> 0) (at x within s)" | 
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changeset | 185 | proof (rule tendsto_sandwich[where f="\<lambda>x. 0"]) | 
| 61973 | 186 | show "(H \<longlongrightarrow> 0) (at x within s)" by fact | 
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changeset | 187 | show "eventually (\<lambda>n. norm (f n - f x - f' (n - x)) / norm (n - x) \<le> H n) (at x within s)" | 
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changeset | 188 | unfolding eventually_at using e sandwich by auto | 
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changeset | 189 | qed (auto simp: le_divide_eq) | 
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changeset | 190 | qed fact | 
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changeset | 191 | |
| 63558 | 192 | lemma has_derivative_subset: | 
| 193 | "(f has_derivative f') (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow> (f has_derivative f') (at x within t)" | |
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changeset | 194 | by (auto simp add: has_derivative_iff_norm intro: tendsto_within_subset) | 
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changeset | 195 | |
| 63558 | 196 | lemmas has_derivative_within_subset = has_derivative_subset | 
| 56261 | 197 | |
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changeset | 198 | lemma has_derivative_within_singleton_iff: | 
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changeset | 199 |   "(f has_derivative g) (at x within {x}) \<longleftrightarrow> bounded_linear g"
 | 
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changeset | 200 | by (auto intro!: has_derivativeI_sandwich[where e=1] has_derivative_bounded_linear) | 
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changeset | 201 | |
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changeset | 202 | |
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changeset | 203 | subsubsection \<open>Limit transformation for derivatives\<close> | 
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changeset | 204 | |
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changeset | 205 | lemma has_derivative_transform_within: | 
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changeset | 206 | assumes "(f has_derivative f') (at x within s)" | 
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changeset | 207 | and "0 < d" | 
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changeset | 208 | and "x \<in> s" | 
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changeset | 209 | and "\<And>x'. \<lbrakk>x' \<in> s; dist x' x < d\<rbrakk> \<Longrightarrow> f x' = g x'" | 
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changeset | 210 | shows "(g has_derivative f') (at x within s)" | 
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changeset | 211 | using assms | 
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changeset | 212 | unfolding has_derivative_within | 
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changeset | 213 | by (force simp add: intro: Lim_transform_within) | 
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changeset | 214 | |
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changeset | 215 | lemma has_derivative_transform_within_open: | 
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changeset | 216 | assumes "(f has_derivative f') (at x within t)" | 
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changeset | 217 | and "open s" | 
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changeset | 218 | and "x \<in> s" | 
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changeset | 219 | and "\<And>x. x\<in>s \<Longrightarrow> f x = g x" | 
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changeset | 220 | shows "(g has_derivative f') (at x within t)" | 
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changeset | 221 | using assms unfolding has_derivative_within | 
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changeset | 222 | by (force simp add: intro: Lim_transform_within_open) | 
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changeset | 223 | |
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changeset | 224 | lemma has_derivative_transform: | 
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changeset | 225 | assumes "x \<in> s" "\<And>x. x \<in> s \<Longrightarrow> g x = f x" | 
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changeset | 226 | assumes "(f has_derivative f') (at x within s)" | 
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changeset | 227 | shows "(g has_derivative f') (at x within s)" | 
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changeset | 228 | using assms | 
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changeset | 229 | by (intro has_derivative_transform_within[OF _ zero_less_one, where g=g]) auto | 
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changeset | 230 | |
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changeset | 231 | lemma has_derivative_transform_eventually: | 
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changeset | 232 | assumes "(f has_derivative f') (at x within s)" | 
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changeset | 233 | "(\<forall>\<^sub>F x' in at x within s. f x' = g x')" | 
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changeset | 234 | assumes "f x = g x" "x \<in> s" | 
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changeset | 235 | shows "(g has_derivative f') (at x within s)" | 
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changeset | 236 | using assms | 
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changeset | 237 | proof - | 
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changeset | 238 | from assms(2,3) obtain d where "d > 0" "\<And>x'. x' \<in> s \<Longrightarrow> dist x' x < d \<Longrightarrow> f x' = g x'" | 
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changeset | 239 | by (force simp: eventually_at) | 
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changeset | 240 | from has_derivative_transform_within[OF assms(1) this(1) assms(4) this(2)] | 
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changeset | 241 | show ?thesis . | 
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changeset | 242 | qed | 
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changeset | 243 | |
| 56261 | 244 | |
| 60758 | 245 | subsection \<open>Continuity\<close> | 
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changeset | 246 | |
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changeset | 247 | lemma has_derivative_continuous: | 
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changeset | 248 | assumes f: "(f has_derivative f') (at x within s)" | 
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changeset | 249 | shows "continuous (at x within s) f" | 
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changeset | 250 | proof - | 
| 63558 | 251 | from f interpret F: bounded_linear f' | 
| 252 | by (rule has_derivative_bounded_linear) | |
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changeset | 253 | note F.tendsto[tendsto_intros] | 
| 61973 | 254 | let ?L = "\<lambda>f. (f \<longlongrightarrow> 0) (at x within s)" | 
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changeset | 255 | have "?L (\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x))" | 
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changeset | 256 | using f unfolding has_derivative_iff_norm by blast | 
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changeset | 257 | then have "?L (\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x) * norm (y - x))" (is ?m) | 
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changeset | 258 | by (rule tendsto_mult_zero) (auto intro!: tendsto_eq_intros) | 
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changeset | 259 | also have "?m \<longleftrightarrow> ?L (\<lambda>y. norm ((f y - f x) - f' (y - x)))" | 
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changeset | 260 | by (intro filterlim_cong) (simp_all add: eventually_at_filter) | 
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changeset | 261 | finally have "?L (\<lambda>y. (f y - f x) - f' (y - x))" | 
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changeset | 262 | by (rule tendsto_norm_zero_cancel) | 
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changeset | 263 | then have "?L (\<lambda>y. ((f y - f x) - f' (y - x)) + f' (y - x))" | 
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changeset | 264 | by (rule tendsto_eq_intros) (auto intro!: tendsto_eq_intros simp: F.zero) | 
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changeset | 265 | then have "?L (\<lambda>y. f y - f x)" | 
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changeset | 266 | by simp | 
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changeset | 267 | from tendsto_add[OF this tendsto_const, of "f x"] show ?thesis | 
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changeset | 268 | by (simp add: continuous_within) | 
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changeset | 269 | qed | 
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changeset | 270 | |
| 63558 | 271 | |
| 60758 | 272 | subsection \<open>Composition\<close> | 
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changeset | 273 | |
| 63558 | 274 | lemma tendsto_at_iff_tendsto_nhds_within: | 
| 275 | "f x = y \<Longrightarrow> (f \<longlongrightarrow> y) (at x within s) \<longleftrightarrow> (f \<longlongrightarrow> y) (inf (nhds x) (principal s))" | |
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changeset | 276 | unfolding tendsto_def eventually_inf_principal eventually_at_filter | 
| 61810 | 277 | by (intro ext all_cong imp_cong) (auto elim!: eventually_mono) | 
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changeset | 278 | |
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changeset | 279 | lemma has_derivative_in_compose: | 
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changeset | 280 | assumes f: "(f has_derivative f') (at x within s)" | 
| 63558 | 281 | and g: "(g has_derivative g') (at (f x) within (f`s))" | 
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changeset | 282 | shows "((\<lambda>x. g (f x)) has_derivative (\<lambda>x. g' (f' x))) (at x within s)" | 
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changeset | 283 | proof - | 
| 63558 | 284 | from f interpret F: bounded_linear f' | 
| 285 | by (rule has_derivative_bounded_linear) | |
| 286 | from g interpret G: bounded_linear g' | |
| 287 | by (rule has_derivative_bounded_linear) | |
| 288 | from F.bounded obtain kF where kF: "\<And>x. norm (f' x) \<le> norm x * kF" | |
| 289 | by fast | |
| 290 | from G.bounded obtain kG where kG: "\<And>x. norm (g' x) \<le> norm x * kG" | |
| 291 | by fast | |
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changeset | 292 | note G.tendsto[tendsto_intros] | 
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changeset | 293 | |
| 61973 | 294 | let ?L = "\<lambda>f. (f \<longlongrightarrow> 0) (at x within s)" | 
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changeset | 295 | let ?D = "\<lambda>f f' x y. (f y - f x) - f' (y - x)" | 
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changeset | 296 | let ?N = "\<lambda>f f' x y. norm (?D f f' x y) / norm (y - x)" | 
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changeset | 297 | let ?gf = "\<lambda>x. g (f x)" and ?gf' = "\<lambda>x. g' (f' x)" | 
| 63040 | 298 | define Nf where "Nf = ?N f f' x" | 
| 299 | define Ng where [abs_def]: "Ng y = ?N g g' (f x) (f y)" for y | |
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changeset | 300 | |
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changeset | 301 | show ?thesis | 
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changeset | 302 | proof (rule has_derivativeI_sandwich[of 1]) | 
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changeset | 303 | show "bounded_linear (\<lambda>x. g' (f' x))" | 
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changeset | 304 | using f g by (blast intro: bounded_linear_compose has_derivative_bounded_linear) | 
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changeset | 305 | next | 
| 63558 | 306 | fix y :: 'a | 
| 307 | assume neq: "y \<noteq> x" | |
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changeset | 308 | have "?N ?gf ?gf' x y = norm (g' (?D f f' x y) + ?D g g' (f x) (f y)) / norm (y - x)" | 
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changeset | 309 | by (simp add: G.diff G.add field_simps) | 
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changeset | 310 | also have "\<dots> \<le> norm (g' (?D f f' x y)) / norm (y - x) + Ng y * (norm (f y - f x) / norm (y - x))" | 
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changeset | 311 | by (simp add: add_divide_distrib[symmetric] divide_right_mono norm_triangle_ineq G.zero Ng_def) | 
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changeset | 312 | also have "\<dots> \<le> Nf y * kG + Ng y * (Nf y + kF)" | 
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changeset | 313 | proof (intro add_mono mult_left_mono) | 
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changeset | 314 | have "norm (f y - f x) = norm (?D f f' x y + f' (y - x))" | 
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changeset | 315 | by simp | 
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changeset | 316 | also have "\<dots> \<le> norm (?D f f' x y) + norm (f' (y - x))" | 
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changeset | 317 | by (rule norm_triangle_ineq) | 
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changeset | 318 | also have "\<dots> \<le> norm (?D f f' x y) + norm (y - x) * kF" | 
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changeset | 319 | using kF by (intro add_mono) simp | 
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changeset | 320 | finally show "norm (f y - f x) / norm (y - x) \<le> Nf y + kF" | 
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changeset | 321 | by (simp add: neq Nf_def field_simps) | 
| 63558 | 322 | qed (use kG in \<open>simp_all add: Ng_def Nf_def neq zero_le_divide_iff field_simps\<close>) | 
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changeset | 323 | finally show "?N ?gf ?gf' x y \<le> Nf y * kG + Ng y * (Nf y + kF)" . | 
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changeset | 324 | next | 
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changeset | 325 | have [tendsto_intros]: "?L Nf" | 
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changeset | 326 | using f unfolding has_derivative_iff_norm Nf_def .. | 
| 61973 | 327 | from f have "(f \<longlongrightarrow> f x) (at x within s)" | 
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changeset | 328 | by (blast intro: has_derivative_continuous continuous_within[THEN iffD1]) | 
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changeset | 329 | then have f': "LIM x at x within s. f x :> inf (nhds (f x)) (principal (f`s))" | 
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changeset | 330 | unfolding filterlim_def | 
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changeset | 331 | by (simp add: eventually_filtermap eventually_at_filter le_principal) | 
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changeset | 332 | |
| 61973 | 333 | have "((?N g g' (f x)) \<longlongrightarrow> 0) (at (f x) within f`s)" | 
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changeset | 334 | using g unfolding has_derivative_iff_norm .. | 
| 61973 | 335 | then have g': "((?N g g' (f x)) \<longlongrightarrow> 0) (inf (nhds (f x)) (principal (f`s)))" | 
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changeset | 336 | by (rule tendsto_at_iff_tendsto_nhds_within[THEN iffD1, rotated]) simp | 
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changeset | 337 | |
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changeset | 338 | have [tendsto_intros]: "?L Ng" | 
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changeset | 339 | unfolding Ng_def by (rule filterlim_compose[OF g' f']) | 
| 61973 | 340 | show "((\<lambda>y. Nf y * kG + Ng y * (Nf y + kF)) \<longlongrightarrow> 0) (at x within s)" | 
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changeset | 341 | by (intro tendsto_eq_intros) auto | 
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changeset | 342 | qed simp | 
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changeset | 343 | qed | 
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changeset | 344 | |
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changeset | 345 | lemma has_derivative_compose: | 
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changeset | 346 | "(f has_derivative f') (at x within s) \<Longrightarrow> (g has_derivative g') (at (f x)) \<Longrightarrow> | 
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changeset | 347 | ((\<lambda>x. g (f x)) has_derivative (\<lambda>x. g' (f' x))) (at x within s)" | 
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changeset | 348 | by (blast intro: has_derivative_in_compose has_derivative_subset) | 
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changeset | 349 | |
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changeset | 350 | lemma has_derivative_in_compose2: | 
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changeset | 351 | assumes "\<And>x. x \<in> t \<Longrightarrow> (g has_derivative g' x) (at x within t)" | 
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changeset | 352 | assumes "f ` s \<subseteq> t" "x \<in> s" | 
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changeset | 353 | assumes "(f has_derivative f') (at x within s)" | 
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changeset | 354 | shows "((\<lambda>x. g (f x)) has_derivative (\<lambda>y. g' (f x) (f' y))) (at x within s)" | 
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changeset | 355 | using assms | 
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changeset | 356 | by (auto intro: has_derivative_within_subset intro!: has_derivative_in_compose[of f f' x s g]) | 
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changeset | 357 | |
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changeset | 358 | lemma (in bounded_bilinear) FDERIV: | 
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changeset | 359 | assumes f: "(f has_derivative f') (at x within s)" and g: "(g has_derivative g') (at x within s)" | 
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changeset | 360 | shows "((\<lambda>x. f x ** g x) has_derivative (\<lambda>h. f x ** g' h + f' h ** g x)) (at x within s)" | 
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changeset | 361 | proof - | 
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changeset | 362 | from bounded_linear.bounded [OF has_derivative_bounded_linear [OF f]] | 
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changeset | 363 | obtain KF where norm_F: "\<And>x. norm (f' x) \<le> norm x * KF" by fast | 
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changeset | 364 | |
| 63558 | 365 | from pos_bounded obtain K | 
| 366 | where K: "0 < K" and norm_prod: "\<And>a b. norm (a ** b) \<le> norm a * norm b * K" | |
| 367 | by fast | |
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changeset | 368 | let ?D = "\<lambda>f f' y. f y - f x - f' (y - x)" | 
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changeset | 369 | let ?N = "\<lambda>f f' y. norm (?D f f' y) / norm (y - x)" | 
| 63040 | 370 | define Ng where "Ng = ?N g g'" | 
| 371 | define Nf where "Nf = ?N f f'" | |
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changeset | 372 | |
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changeset | 373 | let ?fun1 = "\<lambda>y. norm (f y ** g y - f x ** g x - (f x ** g' (y - x) + f' (y - x) ** g x)) / norm (y - x)" | 
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changeset | 374 | let ?fun2 = "\<lambda>y. norm (f x) * Ng y * K + Nf y * norm (g y) * K + KF * norm (g y - g x) * K" | 
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changeset | 375 | let ?F = "at x within s" | 
| 21164 | 376 | |
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changeset | 377 | show ?thesis | 
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changeset | 378 | proof (rule has_derivativeI_sandwich[of 1]) | 
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changeset | 379 | show "bounded_linear (\<lambda>h. f x ** g' h + f' h ** g x)" | 
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changeset | 380 | by (intro bounded_linear_add | 
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changeset | 381 | bounded_linear_compose [OF bounded_linear_right] bounded_linear_compose [OF bounded_linear_left] | 
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changeset | 382 | has_derivative_bounded_linear [OF g] has_derivative_bounded_linear [OF f]) | 
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changeset | 383 | next | 
| 61973 | 384 | from g have "(g \<longlongrightarrow> g x) ?F" | 
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changeset | 385 | by (intro continuous_within[THEN iffD1] has_derivative_continuous) | 
| 61973 | 386 | moreover from f g have "(Nf \<longlongrightarrow> 0) ?F" "(Ng \<longlongrightarrow> 0) ?F" | 
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changeset | 387 | by (simp_all add: has_derivative_iff_norm Ng_def Nf_def) | 
| 61973 | 388 | ultimately have "(?fun2 \<longlongrightarrow> norm (f x) * 0 * K + 0 * norm (g x) * K + KF * norm (0::'b) * K) ?F" | 
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changeset | 389 | by (intro tendsto_intros) (simp_all add: LIM_zero_iff) | 
| 61973 | 390 | then show "(?fun2 \<longlongrightarrow> 0) ?F" | 
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changeset | 391 | by simp | 
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changeset | 392 | next | 
| 63558 | 393 | fix y :: 'd | 
| 394 | assume "y \<noteq> x" | |
| 395 | have "?fun1 y = | |
| 396 | norm (f x ** ?D g g' y + ?D f f' y ** g y + f' (y - x) ** (g y - g x)) / norm (y - x)" | |
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changeset | 397 | by (simp add: diff_left diff_right add_left add_right field_simps) | 
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changeset | 398 | also have "\<dots> \<le> (norm (f x) * norm (?D g g' y) * K + norm (?D f f' y) * norm (g y) * K + | 
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changeset | 399 | norm (y - x) * KF * norm (g y - g x) * K) / norm (y - x)" | 
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changeset | 400 | by (intro divide_right_mono mult_mono' | 
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changeset | 401 | order_trans [OF norm_triangle_ineq add_mono] | 
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changeset | 402 | order_trans [OF norm_prod mult_right_mono] | 
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changeset | 403 | mult_nonneg_nonneg order_refl norm_ge_zero norm_F | 
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changeset | 404 | K [THEN order_less_imp_le]) | 
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changeset | 405 | also have "\<dots> = ?fun2 y" | 
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changeset | 406 | by (simp add: add_divide_distrib Ng_def Nf_def) | 
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changeset | 407 | finally show "?fun1 y \<le> ?fun2 y" . | 
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changeset | 408 | qed simp | 
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changeset | 409 | qed | 
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changeset | 410 | |
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changeset | 411 | lemmas has_derivative_mult[simp, derivative_intros] = bounded_bilinear.FDERIV[OF bounded_bilinear_mult] | 
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changeset | 412 | lemmas has_derivative_scaleR[simp, derivative_intros] = bounded_bilinear.FDERIV[OF bounded_bilinear_scaleR] | 
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changeset | 413 | |
| 64272 | 414 | lemma has_derivative_prod[simp, derivative_intros]: | 
| 63558 | 415 | fixes f :: "'i \<Rightarrow> 'a::real_normed_vector \<Rightarrow> 'b::real_normed_field" | 
| 68634 | 416 | shows "(\<And>i. i \<in> I \<Longrightarrow> (f i has_derivative f' i) (at x within S)) \<Longrightarrow> | 
| 417 |     ((\<lambda>x. \<Prod>i\<in>I. f i x) has_derivative (\<lambda>y. \<Sum>i\<in>I. f' i y * (\<Prod>j\<in>I - {i}. f j x))) (at x within S)"
 | |
| 63915 | 418 | proof (induct I rule: infinite_finite_induct) | 
| 419 | case infinite | |
| 420 | then show ?case by simp | |
| 421 | next | |
| 422 | case empty | |
| 423 | then show ?case by simp | |
| 63558 | 424 | next | 
| 63915 | 425 | case (insert i I) | 
| 426 |   let ?P = "\<lambda>y. f i x * (\<Sum>i\<in>I. f' i y * (\<Prod>j\<in>I - {i}. f j x)) + (f' i y) * (\<Prod>i\<in>I. f i x)"
 | |
| 68634 | 427 | have "((\<lambda>x. f i x * (\<Prod>i\<in>I. f i x)) has_derivative ?P) (at x within S)" | 
| 63915 | 428 | using insert by (intro has_derivative_mult) auto | 
| 429 |   also have "?P = (\<lambda>y. \<Sum>i'\<in>insert i I. f' i' y * (\<Prod>j\<in>insert i I - {i'}. f j x))"
 | |
| 430 | using insert(1,2) | |
| 64267 | 431 | by (auto simp add: sum_distrib_left insert_Diff_if intro!: ext sum.cong) | 
| 63915 | 432 | finally show ?case | 
| 433 | using insert by simp | |
| 63558 | 434 | qed | 
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changeset | 435 | |
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changeset | 436 | lemma has_derivative_power[simp, derivative_intros]: | 
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changeset | 437 | fixes f :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field" | 
| 68634 | 438 | assumes f: "(f has_derivative f') (at x within S)" | 
| 439 | shows "((\<lambda>x. f x^n) has_derivative (\<lambda>y. of_nat n * f' y * f x^(n - 1))) (at x within S)" | |
| 64272 | 440 |   using has_derivative_prod[OF f, of "{..< n}"] by (simp add: prod_constant ac_simps)
 | 
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changeset | 441 | |
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changeset | 442 | lemma has_derivative_inverse': | 
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changeset | 443 | fixes x :: "'a::real_normed_div_algebra" | 
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changeset | 444 | assumes x: "x \<noteq> 0" | 
| 68634 | 445 | shows "(inverse has_derivative (\<lambda>h. - (inverse x * h * inverse x))) (at x within S)" | 
| 446 | (is "(_ has_derivative ?f) _") | |
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changeset | 447 | proof (rule has_derivativeI_sandwich) | 
| 68634 | 448 | show "bounded_linear (\<lambda>h. - (inverse x * h * inverse x))" | 
| 449 | by (simp add: bounded_linear_minus bounded_linear_mult_const bounded_linear_mult_right) | |
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changeset | 450 | show "0 < norm x" using x by simp | 
| 68634 | 451 | have "(inverse \<longlongrightarrow> inverse x) (at x within S)" | 
| 452 | using tendsto_inverse tendsto_ident_at x by auto | |
| 453 | then show "((\<lambda>y. norm (inverse y - inverse x) * norm (inverse x)) \<longlongrightarrow> 0) (at x within S)" | |
| 454 | by (simp add: LIM_zero_iff tendsto_mult_left_zero tendsto_norm_zero) | |
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changeset | 455 | next | 
| 63558 | 456 | fix y :: 'a | 
| 457 | assume h: "y \<noteq> x" "dist y x < norm x" | |
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changeset | 458 | then have "y \<noteq> 0" by auto | 
| 68634 | 459 | have "norm (inverse y - inverse x - ?f (y -x)) / norm (y - x) | 
| 460 | = norm (- (inverse y * (y - x) * inverse x - inverse x * (y - x) * inverse x)) / | |
| 461 | norm (y - x)" | |
| 462 | by (simp add: \<open>y \<noteq> 0\<close> inverse_diff_inverse x) | |
| 463 | also have "... = norm ((inverse y - inverse x) * (y - x) * inverse x) / norm (y - x)" | |
| 464 | by (simp add: left_diff_distrib norm_minus_commute) | |
| 465 | also have "\<dots> \<le> norm (inverse y - inverse x) * norm (y - x) * norm (inverse x) / norm (y - x)" | |
| 466 | by (simp add: norm_mult) | |
| 467 | also have "\<dots> = norm (inverse y - inverse x) * norm (inverse x)" | |
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changeset | 468 | by simp | 
| 68634 | 469 | finally show "norm (inverse y - inverse x - ?f (y -x)) / norm (y - x) \<le> | 
| 470 | norm (inverse y - inverse x) * norm (inverse x)" . | |
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changeset | 471 | qed | 
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changeset | 472 | |
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changeset | 473 | lemma has_derivative_inverse[simp, derivative_intros]: | 
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changeset | 474 | fixes f :: "_ \<Rightarrow> 'a::real_normed_div_algebra" | 
| 63558 | 475 | assumes x: "f x \<noteq> 0" | 
| 68634 | 476 | and f: "(f has_derivative f') (at x within S)" | 
| 63558 | 477 | shows "((\<lambda>x. inverse (f x)) has_derivative (\<lambda>h. - (inverse (f x) * f' h * inverse (f x)))) | 
| 68634 | 478 | (at x within S)" | 
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changeset | 479 | using has_derivative_compose[OF f has_derivative_inverse', OF x] . | 
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changeset | 480 | |
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changeset | 481 | lemma has_derivative_divide[simp, derivative_intros]: | 
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changeset | 482 | fixes f :: "_ \<Rightarrow> 'a::real_normed_div_algebra" | 
| 68634 | 483 | assumes f: "(f has_derivative f') (at x within S)" | 
| 484 | and g: "(g has_derivative g') (at x within S)" | |
| 55967 | 485 | assumes x: "g x \<noteq> 0" | 
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changeset | 486 | shows "((\<lambda>x. f x / g x) has_derivative | 
| 68634 | 487 | (\<lambda>h. - f x * (inverse (g x) * g' h * inverse (g x)) + f' h / g x)) (at x within S)" | 
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changeset | 488 | using has_derivative_mult[OF f has_derivative_inverse[OF x g]] | 
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changeset | 489 | by (simp add: field_simps) | 
| 55967 | 490 | |
| 63558 | 491 | |
| 492 | text \<open>Conventional form requires mult-AC laws. Types real and complex only.\<close> | |
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changeset | 493 | |
| 63558 | 494 | lemma has_derivative_divide'[derivative_intros]: | 
| 55967 | 495 | fixes f :: "_ \<Rightarrow> 'a::real_normed_field" | 
| 68634 | 496 | assumes f: "(f has_derivative f') (at x within S)" | 
| 497 | and g: "(g has_derivative g') (at x within S)" | |
| 63558 | 498 | and x: "g x \<noteq> 0" | 
| 68634 | 499 | shows "((\<lambda>x. f x / g x) has_derivative (\<lambda>h. (f' h * g x - f x * g' h) / (g x * g x))) (at x within S)" | 
| 55967 | 500 | proof - | 
| 63558 | 501 | have "f' h / g x - f x * (inverse (g x) * g' h * inverse (g x)) = | 
| 502 | (f' h * g x - f x * g' h) / (g x * g x)" for h | |
| 503 | by (simp add: field_simps x) | |
| 55967 | 504 | then show ?thesis | 
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changeset | 505 | using has_derivative_divide [OF f g] x | 
| 55967 | 506 | by simp | 
| 507 | qed | |
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changeset | 508 | |
| 63558 | 509 | |
| 60758 | 510 | subsection \<open>Uniqueness\<close> | 
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changeset | 511 | |
| 60758 | 512 | text \<open> | 
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changeset | 513 | This can not generally shown for @{const has_derivative}, as we need to approach the point from
 | 
| 63627 | 514 | all directions. There is a proof in \<open>Analysis\<close> for \<open>euclidean_space\<close>. | 
| 60758 | 515 | \<close> | 
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changeset | 516 | |
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changeset | 517 | lemma has_derivative_at2: "(f has_derivative f') (at x) \<longleftrightarrow> | 
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changeset | 518 | bounded_linear f' \<and> ((\<lambda>y. (1 / (norm(y - x))) *\<^sub>R (f y - (f x + f' (y - x)))) \<longlongrightarrow> 0) (at x)" | 
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changeset | 519 | using has_derivative_within [of f f' x UNIV] | 
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changeset | 520 | by simp | 
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changeset | 521 | lemma has_derivative_zero_unique: | 
| 63558 | 522 | assumes "((\<lambda>x. 0) has_derivative F) (at x)" | 
| 523 | shows "F = (\<lambda>h. 0)" | |
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changeset | 524 | proof - | 
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changeset | 525 | interpret F: bounded_linear F | 
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changeset | 526 | using assms by (rule has_derivative_bounded_linear) | 
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changeset | 527 | let ?r = "\<lambda>h. norm (F h) / norm h" | 
| 61976 | 528 | have *: "?r \<midarrow>0\<rightarrow> 0" | 
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changeset | 529 | using assms unfolding has_derivative_at by simp | 
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changeset | 530 | show "F = (\<lambda>h. 0)" | 
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changeset | 531 | proof | 
| 63558 | 532 | show "F h = 0" for h | 
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changeset | 533 | proof (rule ccontr) | 
| 63558 | 534 | assume **: "\<not> ?thesis" | 
| 535 | then have h: "h \<noteq> 0" | |
| 536 | by (auto simp add: F.zero) | |
| 537 | with ** have "0 < ?r h" | |
| 538 | by simp | |
| 68634 | 539 | from LIM_D [OF * this] obtain S | 
| 540 | where S: "0 < S" and r: "\<And>x. x \<noteq> 0 \<Longrightarrow> norm x < S \<Longrightarrow> ?r x < ?r h" | |
| 63558 | 541 | by auto | 
| 68634 | 542 | from dense [OF S] obtain t where t: "0 < t \<and> t < S" .. | 
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changeset | 543 | let ?x = "scaleR (t / norm h) h" | 
| 68634 | 544 | have "?x \<noteq> 0" and "norm ?x < S" | 
| 63558 | 545 | using t h by simp_all | 
| 546 | then have "?r ?x < ?r h" | |
| 547 | by (rule r) | |
| 548 | then show False | |
| 549 | using t h by (simp add: F.scaleR) | |
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changeset | 550 | qed | 
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changeset | 551 | qed | 
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changeset | 552 | qed | 
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changeset | 553 | |
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changeset | 554 | lemma has_derivative_unique: | 
| 63558 | 555 | assumes "(f has_derivative F) (at x)" | 
| 556 | and "(f has_derivative F') (at x)" | |
| 557 | shows "F = F'" | |
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changeset | 558 | proof - | 
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changeset | 559 | have "((\<lambda>x. 0) has_derivative (\<lambda>h. F h - F' h)) (at x)" | 
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changeset | 560 | using has_derivative_diff [OF assms] by simp | 
| 63558 | 561 | then have "(\<lambda>h. F h - F' h) = (\<lambda>h. 0)" | 
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changeset | 562 | by (rule has_derivative_zero_unique) | 
| 63558 | 563 | then show "F = F'" | 
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changeset | 564 | unfolding fun_eq_iff right_minus_eq . | 
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changeset | 565 | qed | 
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changeset | 566 | |
| 63558 | 567 | |
| 60758 | 568 | subsection \<open>Differentiability predicate\<close> | 
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changeset | 569 | |
| 63558 | 570 | definition differentiable :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a filter \<Rightarrow> bool"
 | 
| 571 | (infix "differentiable" 50) | |
| 572 | where "f differentiable F \<longleftrightarrow> (\<exists>D. (f has_derivative D) F)" | |
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changeset | 573 | |
| 63558 | 574 | lemma differentiable_subset: | 
| 575 | "f differentiable (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow> f differentiable (at x within t)" | |
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changeset | 576 | unfolding differentiable_def by (blast intro: has_derivative_subset) | 
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changeset | 577 | |
| 56261 | 578 | lemmas differentiable_within_subset = differentiable_subset | 
| 579 | ||
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changeset | 580 | lemma differentiable_ident [simp, derivative_intros]: "(\<lambda>x. x) differentiable F" | 
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changeset | 581 | unfolding differentiable_def by (blast intro: has_derivative_ident) | 
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changeset | 582 | |
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changeset | 583 | lemma differentiable_const [simp, derivative_intros]: "(\<lambda>z. a) differentiable F" | 
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changeset | 584 | unfolding differentiable_def by (blast intro: has_derivative_const) | 
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changeset | 585 | |
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changeset | 586 | lemma differentiable_in_compose: | 
| 63558 | 587 | "f differentiable (at (g x) within (g`s)) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> | 
| 588 | (\<lambda>x. f (g x)) differentiable (at x within s)" | |
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changeset | 589 | unfolding differentiable_def by (blast intro: has_derivative_in_compose) | 
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changeset | 590 | |
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changeset | 591 | lemma differentiable_compose: | 
| 63558 | 592 | "f differentiable (at (g x)) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> | 
| 593 | (\<lambda>x. f (g x)) differentiable (at x within s)" | |
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changeset | 594 | by (blast intro: differentiable_in_compose differentiable_subset) | 
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changeset | 595 | |
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changeset | 596 | lemma differentiable_add [simp, derivative_intros]: | 
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changeset | 597 | "f differentiable F \<Longrightarrow> g differentiable F \<Longrightarrow> (\<lambda>x. f x + g x) differentiable F" | 
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changeset | 598 | unfolding differentiable_def by (blast intro: has_derivative_add) | 
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changeset | 599 | |
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changeset | 600 | lemma differentiable_sum[simp, derivative_intros]: | 
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changeset | 601 | assumes "finite s" "\<forall>a\<in>s. (f a) differentiable net" | 
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changeset | 602 | shows "(\<lambda>x. sum (\<lambda>a. f a x) s) differentiable net" | 
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changeset | 603 | proof - | 
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changeset | 604 | from bchoice[OF assms(2)[unfolded differentiable_def]] | 
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changeset | 605 | show ?thesis | 
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changeset | 606 | by (auto intro!: has_derivative_sum simp: differentiable_def) | 
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changeset | 607 | qed | 
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changeset | 608 | |
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changeset | 609 | lemma differentiable_minus [simp, derivative_intros]: | 
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changeset | 610 | "f differentiable F \<Longrightarrow> (\<lambda>x. - f x) differentiable F" | 
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changeset | 611 | unfolding differentiable_def by (blast intro: has_derivative_minus) | 
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changeset | 612 | |
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changeset | 613 | lemma differentiable_diff [simp, derivative_intros]: | 
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changeset | 614 | "f differentiable F \<Longrightarrow> g differentiable F \<Longrightarrow> (\<lambda>x. f x - g x) differentiable F" | 
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changeset | 615 | unfolding differentiable_def by (blast intro: has_derivative_diff) | 
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changeset | 616 | |
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changeset | 617 | lemma differentiable_mult [simp, derivative_intros]: | 
| 63558 | 618 | fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_algebra" | 
| 619 | shows "f differentiable (at x within s) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> | |
| 620 | (\<lambda>x. f x * g x) differentiable (at x within s)" | |
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changeset | 621 | unfolding differentiable_def by (blast intro: has_derivative_mult) | 
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changeset | 622 | |
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changeset | 623 | lemma differentiable_inverse [simp, derivative_intros]: | 
| 63558 | 624 | fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_field" | 
| 625 | shows "f differentiable (at x within s) \<Longrightarrow> f x \<noteq> 0 \<Longrightarrow> | |
| 626 | (\<lambda>x. inverse (f x)) differentiable (at x within s)" | |
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changeset | 627 | unfolding differentiable_def by (blast intro: has_derivative_inverse) | 
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changeset | 628 | |
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changeset | 629 | lemma differentiable_divide [simp, derivative_intros]: | 
| 63558 | 630 | fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_field" | 
| 631 | shows "f differentiable (at x within s) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> | |
| 632 | g x \<noteq> 0 \<Longrightarrow> (\<lambda>x. f x / g x) differentiable (at x within s)" | |
| 63092 | 633 | unfolding divide_inverse by simp | 
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changeset | 634 | |
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changeset | 635 | lemma differentiable_power [simp, derivative_intros]: | 
| 63558 | 636 | fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_field" | 
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changeset | 637 | shows "f differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f x ^ n) differentiable (at x within s)" | 
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changeset | 638 | unfolding differentiable_def by (blast intro: has_derivative_power) | 
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changeset | 639 | |
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changeset | 640 | lemma differentiable_scaleR [simp, derivative_intros]: | 
| 63558 | 641 | "f differentiable (at x within s) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> | 
| 642 | (\<lambda>x. f x *\<^sub>R g x) differentiable (at x within s)" | |
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changeset | 643 | unfolding differentiable_def by (blast intro: has_derivative_scaleR) | 
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changeset | 644 | |
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changeset | 645 | lemma has_derivative_imp_has_field_derivative: | 
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changeset | 646 | "(f has_derivative D) F \<Longrightarrow> (\<And>x. x * D' = D x) \<Longrightarrow> (f has_field_derivative D') F" | 
| 63558 | 647 | unfolding has_field_derivative_def | 
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changeset | 648 | by (rule has_derivative_eq_rhs[of f D]) (simp_all add: fun_eq_iff mult.commute) | 
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changeset | 649 | |
| 63558 | 650 | lemma has_field_derivative_imp_has_derivative: | 
| 67399 | 651 | "(f has_field_derivative D) F \<Longrightarrow> (f has_derivative ( * ) D) F" | 
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changeset | 652 | by (simp add: has_field_derivative_def) | 
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changeset | 653 | |
| 63558 | 654 | lemma DERIV_subset: | 
| 655 | "(f has_field_derivative f') (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow> | |
| 656 | (f has_field_derivative f') (at x within t)" | |
| 56261 | 657 | by (simp add: has_field_derivative_def has_derivative_within_subset) | 
| 658 | ||
| 59862 | 659 | lemma has_field_derivative_at_within: | 
| 63558 | 660 | "(f has_field_derivative f') (at x) \<Longrightarrow> (f has_field_derivative f') (at x within s)" | 
| 59862 | 661 | using DERIV_subset by blast | 
| 662 | ||
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changeset | 663 | abbreviation (input) | 
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changeset | 664 |   DERIV :: "('a::real_normed_field \<Rightarrow> 'a) \<Rightarrow> 'a \<Rightarrow> 'a \<Rightarrow> bool"
 | 
| 63558 | 665 |     ("(DERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60)
 | 
| 666 | where "DERIV f x :> D \<equiv> (f has_field_derivative D) (at x)" | |
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changeset | 667 | |
| 63558 | 668 | abbreviation has_real_derivative :: "(real \<Rightarrow> real) \<Rightarrow> real \<Rightarrow> real filter \<Rightarrow> bool" | 
| 669 | (infix "(has'_real'_derivative)" 50) | |
| 670 | where "(f has_real_derivative D) F \<equiv> (f has_field_derivative D) F" | |
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changeset | 671 | |
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changeset | 672 | lemma real_differentiable_def: | 
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changeset | 673 | "f differentiable at x within s \<longleftrightarrow> (\<exists>D. (f has_real_derivative D) (at x within s))" | 
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changeset | 674 | proof safe | 
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changeset | 675 | assume "f differentiable at x within s" | 
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changeset | 676 | then obtain f' where *: "(f has_derivative f') (at x within s)" | 
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changeset | 677 | unfolding differentiable_def by auto | 
| 67399 | 678 | then obtain c where "f' = (( * ) c)" | 
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changeset | 679 | by (metis real_bounded_linear has_derivative_bounded_linear mult.commute fun_eq_iff) | 
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changeset | 680 | with * show "\<exists>D. (f has_real_derivative D) (at x within s)" | 
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changeset | 681 | unfolding has_field_derivative_def by auto | 
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changeset | 682 | qed (auto simp: differentiable_def has_field_derivative_def) | 
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changeset | 683 | |
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changeset | 684 | lemma real_differentiableE [elim?]: | 
| 63558 | 685 | assumes f: "f differentiable (at x within s)" | 
| 686 | obtains df where "(f has_real_derivative df) (at x within s)" | |
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changeset | 687 | using assms by (auto simp: real_differentiable_def) | 
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changeset | 688 | |
| 63558 | 689 | lemma differentiableD: | 
| 690 | "f differentiable (at x within s) \<Longrightarrow> \<exists>D. (f has_real_derivative D) (at x within s)" | |
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changeset | 691 | by (auto elim: real_differentiableE) | 
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changeset | 692 | |
| 63558 | 693 | lemma differentiableI: | 
| 694 | "(f has_real_derivative D) (at x within s) \<Longrightarrow> f differentiable (at x within s)" | |
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changeset | 695 | by (force simp add: real_differentiable_def) | 
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changeset | 696 | |
| 63079 | 697 | lemma has_field_derivative_iff: | 
| 698 | "(f has_field_derivative D) (at x within S) \<longleftrightarrow> | |
| 699 | ((\<lambda>y. (f y - f x) / (y - x)) \<longlongrightarrow> D) (at x within S)" | |
| 68634 | 700 | proof - | 
| 701 | have "((\<lambda>y. norm (f y - f x - D * (y - x)) / norm (y - x)) \<longlongrightarrow> 0) (at x within S) | |
| 702 | = ((\<lambda>y. (f y - f x) / (y - x) - D) \<longlongrightarrow> 0) (at x within S)" | |
| 703 | apply (subst tendsto_norm_zero_iff[symmetric], rule filterlim_cong) | |
| 704 | apply (simp_all add: eventually_at_filter field_simps nonzero_norm_divide) | |
| 705 | done | |
| 706 | then show ?thesis | |
| 707 | by (simp add: has_field_derivative_def has_derivative_iff_norm bounded_linear_mult_right LIM_zero_iff) | |
| 708 | qed | |
| 21164 | 709 | |
| 63079 | 710 | lemma DERIV_def: "DERIV f x :> D \<longleftrightarrow> (\<lambda>h. (f (x + h) - f x) / h) \<midarrow>0\<rightarrow> D" | 
| 711 | unfolding field_has_derivative_at has_field_derivative_def has_field_derivative_iff .. | |
| 712 | ||
| 67399 | 713 | lemma mult_commute_abs: "(\<lambda>x. x * c) = ( * ) c" | 
| 63558 | 714 | for c :: "'a::ab_semigroup_mult" | 
| 57512 
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changeset | 715 | by (simp add: fun_eq_iff mult.commute) | 
| 21164 | 716 | |
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changeset | 717 | lemma DERIV_compose_FDERIV: | 
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changeset | 718 | fixes f::"real\<Rightarrow>real" | 
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changeset | 719 | assumes "DERIV f (g x) :> f'" | 
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changeset | 720 | assumes "(g has_derivative g') (at x within s)" | 
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changeset | 721 | shows "((\<lambda>x. f (g x)) has_derivative (\<lambda>x. g' x * f')) (at x within s)" | 
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changeset | 722 | using assms has_derivative_compose[of g g' x s f "( * ) f'"] | 
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changeset | 723 | by (auto simp: has_field_derivative_def ac_simps) | 
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changeset | 724 | |
| 63558 | 725 | |
| 60758 | 726 | subsection \<open>Vector derivative\<close> | 
| 60177 | 727 | |
| 728 | lemma has_field_derivative_iff_has_vector_derivative: | |
| 729 | "(f has_field_derivative y) F \<longleftrightarrow> (f has_vector_derivative y) F" | |
| 730 | unfolding has_vector_derivative_def has_field_derivative_def real_scaleR_def mult_commute_abs .. | |
| 731 | ||
| 732 | lemma has_field_derivative_subset: | |
| 63558 | 733 | "(f has_field_derivative y) (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow> | 
| 734 | (f has_field_derivative y) (at x within t)" | |
| 60177 | 735 | unfolding has_field_derivative_def by (rule has_derivative_subset) | 
| 736 | ||
| 737 | lemma has_vector_derivative_const[simp, derivative_intros]: "((\<lambda>x. c) has_vector_derivative 0) net" | |
| 738 | by (auto simp: has_vector_derivative_def) | |
| 739 | ||
| 740 | lemma has_vector_derivative_id[simp, derivative_intros]: "((\<lambda>x. x) has_vector_derivative 1) net" | |
| 741 | by (auto simp: has_vector_derivative_def) | |
| 742 | ||
| 743 | lemma has_vector_derivative_minus[derivative_intros]: | |
| 744 | "(f has_vector_derivative f') net \<Longrightarrow> ((\<lambda>x. - f x) has_vector_derivative (- f')) net" | |
| 745 | by (auto simp: has_vector_derivative_def) | |
| 746 | ||
| 747 | lemma has_vector_derivative_add[derivative_intros]: | |
| 748 | "(f has_vector_derivative f') net \<Longrightarrow> (g has_vector_derivative g') net \<Longrightarrow> | |
| 749 | ((\<lambda>x. f x + g x) has_vector_derivative (f' + g')) net" | |
| 750 | by (auto simp: has_vector_derivative_def scaleR_right_distrib) | |
| 751 | ||
| 64267 | 752 | lemma has_vector_derivative_sum[derivative_intros]: | 
| 60177 | 753 | "(\<And>i. i \<in> I \<Longrightarrow> (f i has_vector_derivative f' i) net) \<Longrightarrow> | 
| 754 | ((\<lambda>x. \<Sum>i\<in>I. f i x) has_vector_derivative (\<Sum>i\<in>I. f' i)) net" | |
| 64267 | 755 | by (auto simp: has_vector_derivative_def fun_eq_iff scaleR_sum_right intro!: derivative_eq_intros) | 
| 60177 | 756 | |
| 757 | lemma has_vector_derivative_diff[derivative_intros]: | |
| 758 | "(f has_vector_derivative f') net \<Longrightarrow> (g has_vector_derivative g') net \<Longrightarrow> | |
| 759 | ((\<lambda>x. f x - g x) has_vector_derivative (f' - g')) net" | |
| 760 | by (auto simp: has_vector_derivative_def scaleR_diff_right) | |
| 761 | ||
| 61204 | 762 | lemma has_vector_derivative_add_const: | 
| 63558 | 763 | "((\<lambda>t. g t + z) has_vector_derivative f') net = ((\<lambda>t. g t) has_vector_derivative f') net" | 
| 764 | apply (intro iffI) | |
| 68634 | 765 | apply (force dest: has_vector_derivative_diff [where g = "\<lambda>t. z", OF _ has_vector_derivative_const]) | 
| 766 | apply (force dest: has_vector_derivative_add [OF _ has_vector_derivative_const]) | |
| 63558 | 767 | done | 
| 61204 | 768 | |
| 769 | lemma has_vector_derivative_diff_const: | |
| 63558 | 770 | "((\<lambda>t. g t - z) has_vector_derivative f') net = ((\<lambda>t. g t) has_vector_derivative f') net" | 
| 771 | using has_vector_derivative_add_const [where z = "-z"] | |
| 772 | by simp | |
| 61204 | 773 | |
| 60177 | 774 | lemma (in bounded_linear) has_vector_derivative: | 
| 775 | assumes "(g has_vector_derivative g') F" | |
| 776 | shows "((\<lambda>x. f (g x)) has_vector_derivative f g') F" | |
| 777 | using has_derivative[OF assms[unfolded has_vector_derivative_def]] | |
| 778 | by (simp add: has_vector_derivative_def scaleR) | |
| 779 | ||
| 780 | lemma (in bounded_bilinear) has_vector_derivative: | |
| 781 | assumes "(f has_vector_derivative f') (at x within s)" | |
| 782 | and "(g has_vector_derivative g') (at x within s)" | |
| 783 | shows "((\<lambda>x. f x ** g x) has_vector_derivative (f x ** g' + f' ** g x)) (at x within s)" | |
| 784 | using FDERIV[OF assms(1-2)[unfolded has_vector_derivative_def]] | |
| 785 | by (simp add: has_vector_derivative_def scaleR_right scaleR_left scaleR_right_distrib) | |
| 786 | ||
| 787 | lemma has_vector_derivative_scaleR[derivative_intros]: | |
| 788 | "(f has_field_derivative f') (at x within s) \<Longrightarrow> (g has_vector_derivative g') (at x within s) \<Longrightarrow> | |
| 789 | ((\<lambda>x. f x *\<^sub>R g x) has_vector_derivative (f x *\<^sub>R g' + f' *\<^sub>R g x)) (at x within s)" | |
| 790 | unfolding has_field_derivative_iff_has_vector_derivative | |
| 791 | by (rule bounded_bilinear.has_vector_derivative[OF bounded_bilinear_scaleR]) | |
| 792 | ||
| 793 | lemma has_vector_derivative_mult[derivative_intros]: | |
| 794 | "(f has_vector_derivative f') (at x within s) \<Longrightarrow> (g has_vector_derivative g') (at x within s) \<Longrightarrow> | |
| 63558 | 795 | ((\<lambda>x. f x * g x) has_vector_derivative (f x * g' + f' * g x)) (at x within s)" | 
| 796 | for f g :: "real \<Rightarrow> 'a::real_normed_algebra" | |
| 60177 | 797 | by (rule bounded_bilinear.has_vector_derivative[OF bounded_bilinear_mult]) | 
| 798 | ||
| 799 | lemma has_vector_derivative_of_real[derivative_intros]: | |
| 800 | "(f has_field_derivative D) F \<Longrightarrow> ((\<lambda>x. of_real (f x)) has_vector_derivative (of_real D)) F" | |
| 801 | by (rule bounded_linear.has_vector_derivative[OF bounded_linear_of_real]) | |
| 63558 | 802 | (simp add: has_field_derivative_iff_has_vector_derivative) | 
| 60177 | 803 | |
| 63558 | 804 | lemma has_vector_derivative_continuous: | 
| 805 | "(f has_vector_derivative D) (at x within s) \<Longrightarrow> continuous (at x within s) f" | |
| 60177 | 806 | by (auto intro: has_derivative_continuous simp: has_vector_derivative_def) | 
| 807 | ||
| 808 | lemma has_vector_derivative_mult_right[derivative_intros]: | |
| 63558 | 809 | fixes a :: "'a::real_normed_algebra" | 
| 60177 | 810 | shows "(f has_vector_derivative x) F \<Longrightarrow> ((\<lambda>x. a * f x) has_vector_derivative (a * x)) F" | 
| 811 | by (rule bounded_linear.has_vector_derivative[OF bounded_linear_mult_right]) | |
| 812 | ||
| 813 | lemma has_vector_derivative_mult_left[derivative_intros]: | |
| 63558 | 814 | fixes a :: "'a::real_normed_algebra" | 
| 60177 | 815 | shows "(f has_vector_derivative x) F \<Longrightarrow> ((\<lambda>x. f x * a) has_vector_derivative (x * a)) F" | 
| 816 | by (rule bounded_linear.has_vector_derivative[OF bounded_linear_mult_left]) | |
| 817 | ||
| 818 | ||
| 60758 | 819 | subsection \<open>Derivatives\<close> | 
| 21164 | 820 | |
| 61976 | 821 | lemma DERIV_D: "DERIV f x :> D \<Longrightarrow> (\<lambda>h. (f (x + h) - f x) / h) \<midarrow>0\<rightarrow> D" | 
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changeset | 822 | by (simp add: DERIV_def) | 
| 21164 | 823 | |
| 63079 | 824 | lemma has_field_derivativeD: | 
| 825 | "(f has_field_derivative D) (at x within S) \<Longrightarrow> | |
| 826 | ((\<lambda>y. (f y - f x) / (y - x)) \<longlongrightarrow> D) (at x within S)" | |
| 827 | by (simp add: has_field_derivative_iff) | |
| 828 | ||
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changeset | 829 | lemma DERIV_const [simp, derivative_intros]: "((\<lambda>x. k) has_field_derivative 0) F" | 
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changeset | 830 | by (rule has_derivative_imp_has_field_derivative[OF has_derivative_const]) auto | 
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changeset | 831 | |
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changeset | 832 | lemma DERIV_ident [simp, derivative_intros]: "((\<lambda>x. x) has_field_derivative 1) F" | 
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changeset | 833 | by (rule has_derivative_imp_has_field_derivative[OF has_derivative_ident]) auto | 
| 21164 | 834 | |
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changeset | 835 | lemma field_differentiable_add[derivative_intros]: | 
| 63558 | 836 | "(f has_field_derivative f') F \<Longrightarrow> (g has_field_derivative g') F \<Longrightarrow> | 
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changeset | 837 | ((\<lambda>z. f z + g z) has_field_derivative f' + g') F" | 
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changeset | 838 | by (rule has_derivative_imp_has_field_derivative[OF has_derivative_add]) | 
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changeset | 839 | (auto simp: has_field_derivative_def field_simps mult_commute_abs) | 
| 56261 | 840 | |
| 841 | corollary DERIV_add: | |
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changeset | 842 | "(f has_field_derivative D) (at x within s) \<Longrightarrow> (g has_field_derivative E) (at x within s) \<Longrightarrow> | 
| 63558 | 843 | ((\<lambda>x. f x + g x) has_field_derivative D + E) (at x within s)" | 
| 56261 | 844 | by (rule field_differentiable_add) | 
| 845 | ||
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changeset | 846 | lemma field_differentiable_minus[derivative_intros]: | 
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changeset | 847 | "(f has_field_derivative f') F \<Longrightarrow> ((\<lambda>z. - (f z)) has_field_derivative -f') F" | 
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changeset | 848 | by (rule has_derivative_imp_has_field_derivative[OF has_derivative_minus]) | 
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changeset | 849 | (auto simp: has_field_derivative_def field_simps mult_commute_abs) | 
| 21164 | 850 | |
| 63558 | 851 | corollary DERIV_minus: | 
| 852 | "(f has_field_derivative D) (at x within s) \<Longrightarrow> | |
| 853 | ((\<lambda>x. - f x) has_field_derivative -D) (at x within s)" | |
| 56261 | 854 | by (rule field_differentiable_minus) | 
| 21164 | 855 | |
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changeset | 856 | lemma field_differentiable_diff[derivative_intros]: | 
| 63558 | 857 | "(f has_field_derivative f') F \<Longrightarrow> | 
| 858 | (g has_field_derivative g') F \<Longrightarrow> ((\<lambda>z. f z - g z) has_field_derivative f' - g') F" | |
| 63092 | 859 | by (simp only: diff_conv_add_uminus field_differentiable_add field_differentiable_minus) | 
| 56261 | 860 | |
| 861 | corollary DERIV_diff: | |
| 63558 | 862 | "(f has_field_derivative D) (at x within s) \<Longrightarrow> | 
| 863 | (g has_field_derivative E) (at x within s) \<Longrightarrow> | |
| 864 | ((\<lambda>x. f x - g x) has_field_derivative D - E) (at x within s)" | |
| 56261 | 865 | by (rule field_differentiable_diff) | 
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changeset | 866 | |
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changeset | 867 | lemma DERIV_continuous: "(f has_field_derivative D) (at x within s) \<Longrightarrow> continuous (at x within s) f" | 
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changeset | 868 | by (drule has_derivative_continuous[OF has_field_derivative_imp_has_derivative]) simp | 
| 21164 | 869 | |
| 56261 | 870 | corollary DERIV_isCont: "DERIV f x :> D \<Longrightarrow> isCont f x" | 
| 871 | by (rule DERIV_continuous) | |
| 872 | ||
| 873 | lemma DERIV_continuous_on: | |
| 63299 | 874 | "(\<And>x. x \<in> s \<Longrightarrow> (f has_field_derivative (D x)) (at x within s)) \<Longrightarrow> continuous_on s f" | 
| 875 | unfolding continuous_on_eq_continuous_within | |
| 63558 | 876 | by (intro continuous_at_imp_continuous_on ballI DERIV_continuous) | 
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changeset | 877 | |
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changeset | 878 | lemma DERIV_mult': | 
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changeset | 879 | "(f has_field_derivative D) (at x within s) \<Longrightarrow> (g has_field_derivative E) (at x within s) \<Longrightarrow> | 
| 63558 | 880 | ((\<lambda>x. f x * g x) has_field_derivative f x * E + D * g x) (at x within s)" | 
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changeset | 881 | by (rule has_derivative_imp_has_field_derivative[OF has_derivative_mult]) | 
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changeset | 882 | (auto simp: field_simps mult_commute_abs dest: has_field_derivative_imp_has_derivative) | 
| 21164 | 883 | |
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changeset | 884 | lemma DERIV_mult[derivative_intros]: | 
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changeset | 885 | "(f has_field_derivative Da) (at x within s) \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow> | 
| 63558 | 886 | ((\<lambda>x. f x * g x) has_field_derivative Da * g x + Db * f x) (at x within s)" | 
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changeset | 887 | by (rule has_derivative_imp_has_field_derivative[OF has_derivative_mult]) | 
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changeset | 888 | (auto simp: field_simps dest: has_field_derivative_imp_has_derivative) | 
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changeset | 889 | |
| 60758 | 890 | text \<open>Derivative of linear multiplication\<close> | 
| 21164 | 891 | |
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changeset | 892 | lemma DERIV_cmult: | 
| 63558 | 893 | "(f has_field_derivative D) (at x within s) \<Longrightarrow> | 
| 894 | ((\<lambda>x. c * f x) has_field_derivative c * D) (at x within s)" | |
| 895 | by (drule DERIV_mult' [OF DERIV_const]) simp | |
| 21164 | 896 | |
| 55967 | 897 | lemma DERIV_cmult_right: | 
| 63558 | 898 | "(f has_field_derivative D) (at x within s) \<Longrightarrow> | 
| 899 | ((\<lambda>x. f x * c) has_field_derivative D * c) (at x within s)" | |
| 900 | using DERIV_cmult by (auto simp add: ac_simps) | |
| 55967 | 901 | |
| 67399 | 902 | lemma DERIV_cmult_Id [simp]: "(( * ) c has_field_derivative c) (at x within s)" | 
| 63558 | 903 | using DERIV_ident [THEN DERIV_cmult, where c = c and x = x] by simp | 
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changeset | 904 | |
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changeset | 905 | lemma DERIV_cdivide: | 
| 63558 | 906 | "(f has_field_derivative D) (at x within s) \<Longrightarrow> | 
| 907 | ((\<lambda>x. f x / c) has_field_derivative D / c) (at x within s)" | |
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changeset | 908 | using DERIV_cmult_right[of f D x s "1 / c"] by simp | 
| 21164 | 909 | |
| 63558 | 910 | lemma DERIV_unique: "DERIV f x :> D \<Longrightarrow> DERIV f x :> E \<Longrightarrow> D = E" | 
| 911 | unfolding DERIV_def by (rule LIM_unique) | |
| 21164 | 912 | |
| 64267 | 913 | lemma DERIV_sum[derivative_intros]: | 
| 63558 | 914 | "(\<And> n. n \<in> S \<Longrightarrow> ((\<lambda>x. f x n) has_field_derivative (f' x n)) F) \<Longrightarrow> | 
| 64267 | 915 | ((\<lambda>x. sum (f x) S) has_field_derivative sum (f' x) S) F" | 
| 916 | by (rule has_derivative_imp_has_field_derivative [OF has_derivative_sum]) | |
| 917 | (auto simp: sum_distrib_left mult_commute_abs dest: has_field_derivative_imp_has_derivative) | |
| 51642 
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changeset | 918 | |
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changeset | 919 | lemma DERIV_inverse'[derivative_intros]: | 
| 59867 
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changeset | 920 | assumes "(f has_field_derivative D) (at x within s)" | 
| 
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changeset | 921 | and "f x \<noteq> 0" | 
| 63558 | 922 | shows "((\<lambda>x. inverse (f x)) has_field_derivative - (inverse (f x) * D * inverse (f x))) | 
| 923 | (at x within s)" | |
| 59867 
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changeset | 924 | proof - | 
| 67399 | 925 | have "(f has_derivative (\<lambda>x. x * D)) = (f has_derivative ( * ) D)" | 
| 59867 
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changeset | 926 | by (rule arg_cong [of "\<lambda>x. x * D"]) (simp add: fun_eq_iff) | 
| 
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changeset | 927 | with assms have "(f has_derivative (\<lambda>x. x * D)) (at x within s)" | 
| 
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changeset | 928 | by (auto dest!: has_field_derivative_imp_has_derivative) | 
| 60758 | 929 | then show ?thesis using \<open>f x \<noteq> 0\<close> | 
| 59867 
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changeset | 930 | by (auto intro: has_derivative_imp_has_field_derivative has_derivative_inverse) | 
| 
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changeset | 931 | qed | 
| 51642 
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changeset | 932 | |
| 61799 | 933 | text \<open>Power of \<open>-1\<close>\<close> | 
| 51642 
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changeset | 934 | |
| 
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changeset | 935 | lemma DERIV_inverse: | 
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changeset | 936 | "x \<noteq> 0 \<Longrightarrow> ((\<lambda>x. inverse(x)) has_field_derivative - (inverse x ^ Suc (Suc 0))) (at x within s)" | 
| 51642 
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changeset | 937 | by (drule DERIV_inverse' [OF DERIV_ident]) simp | 
| 
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changeset | 938 | |
| 60758 | 939 | text \<open>Derivative of inverse\<close> | 
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changeset | 940 | |
| 
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changeset | 941 | lemma DERIV_inverse_fun: | 
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changeset | 942 | "(f has_field_derivative d) (at x within s) \<Longrightarrow> f x \<noteq> 0 \<Longrightarrow> | 
| 63558 | 943 | ((\<lambda>x. inverse (f x)) has_field_derivative (- (d * inverse(f x ^ Suc (Suc 0))))) (at x within s)" | 
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changeset | 944 | by (drule (1) DERIV_inverse') (simp add: ac_simps nonzero_inverse_mult_distrib) | 
| 51642 
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changeset | 945 | |
| 60758 | 946 | text \<open>Derivative of quotient\<close> | 
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changeset | 947 | |
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changeset | 948 | lemma DERIV_divide[derivative_intros]: | 
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changeset | 949 | "(f has_field_derivative D) (at x within s) \<Longrightarrow> | 
| 63558 | 950 | (g has_field_derivative E) (at x within s) \<Longrightarrow> g x \<noteq> 0 \<Longrightarrow> | 
| 951 | ((\<lambda>x. f x / g x) has_field_derivative (D * g x - f x * E) / (g x * g x)) (at x within s)" | |
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changeset | 952 | by (rule has_derivative_imp_has_field_derivative[OF has_derivative_divide]) | 
| 56480 
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changeset | 953 | (auto dest: has_field_derivative_imp_has_derivative simp: field_simps) | 
| 51642 
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changeset | 954 | |
| 
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changeset | 955 | lemma DERIV_quotient: | 
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changeset | 956 | "(f has_field_derivative d) (at x within s) \<Longrightarrow> | 
| 63558 | 957 | (g has_field_derivative e) (at x within s)\<Longrightarrow> g x \<noteq> 0 \<Longrightarrow> | 
| 958 | ((\<lambda>y. f y / g y) has_field_derivative (d * g x - (e * f x)) / (g x ^ Suc (Suc 0))) (at x within s)" | |
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changeset | 959 | by (drule (2) DERIV_divide) (simp add: mult.commute) | 
| 51642 
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changeset | 960 | |
| 
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changeset | 961 | lemma DERIV_power_Suc: | 
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changeset | 962 | "(f has_field_derivative D) (at x within s) \<Longrightarrow> | 
| 63558 | 963 | ((\<lambda>x. f x ^ Suc n) has_field_derivative (1 + of_nat n) * (D * f x ^ n)) (at x within s)" | 
| 56181 
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changeset | 964 | by (rule has_derivative_imp_has_field_derivative[OF has_derivative_power]) | 
| 
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changeset | 965 | (auto simp: has_field_derivative_def) | 
| 51642 
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changeset | 966 | |
| 56381 
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changeset | 967 | lemma DERIV_power[derivative_intros]: | 
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changeset | 968 | "(f has_field_derivative D) (at x within s) \<Longrightarrow> | 
| 63558 | 969 | ((\<lambda>x. f x ^ n) has_field_derivative of_nat n * (D * f x ^ (n - Suc 0))) (at x within s)" | 
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changeset | 970 | by (rule has_derivative_imp_has_field_derivative[OF has_derivative_power]) | 
| 
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changeset | 971 | (auto simp: has_field_derivative_def) | 
| 31880 | 972 | |
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changeset | 973 | lemma DERIV_pow: "((\<lambda>x. x ^ n) has_field_derivative real n * (x ^ (n - Suc 0))) (at x within s)" | 
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changeset | 974 | using DERIV_power [OF DERIV_ident] by simp | 
| 51642 
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changeset | 975 | |
| 63558 | 976 | lemma DERIV_chain': "(f has_field_derivative D) (at x within s) \<Longrightarrow> DERIV g (f x) :> E \<Longrightarrow> | 
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changeset | 977 | ((\<lambda>x. g (f x)) has_field_derivative E * D) (at x within s)" | 
| 67399 | 978 | using has_derivative_compose[of f "( * ) D" x s g "( * ) E"] | 
| 63170 | 979 | by (simp only: has_field_derivative_def mult_commute_abs ac_simps) | 
| 51642 
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changeset | 980 | |
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changeset | 981 | corollary DERIV_chain2: "DERIV f (g x) :> Da \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow> | 
| 
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changeset | 982 | ((\<lambda>x. f (g x)) has_field_derivative Da * Db) (at x within s)" | 
| 55967 | 983 | by (rule DERIV_chain') | 
| 984 | ||
| 60758 | 985 | text \<open>Standard version\<close> | 
| 51642 
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changeset | 986 | |
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changeset | 987 | lemma DERIV_chain: | 
| 63558 | 988 | "DERIV f (g x) :> Da \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow> | 
| 989 | (f \<circ> g has_field_derivative Da * Db) (at x within s)" | |
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changeset | 990 | by (drule (1) DERIV_chain', simp add: o_def mult.commute) | 
| 51642 
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changeset | 991 | |
| 63558 | 992 | lemma DERIV_image_chain: | 
| 993 | "(f has_field_derivative Da) (at (g x) within (g ` s)) \<Longrightarrow> | |
| 994 | (g has_field_derivative Db) (at x within s) \<Longrightarrow> | |
| 995 | (f \<circ> g has_field_derivative Da * Db) (at x within s)" | |
| 67399 | 996 | using has_derivative_in_compose [of g "( * ) Db" x s f "( * ) Da "] | 
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changeset | 997 | by (simp add: has_field_derivative_def o_def mult_commute_abs ac_simps) | 
| 55967 | 998 | |
| 999 | (*These two are from HOL Light: HAS_COMPLEX_DERIVATIVE_CHAIN*) | |
| 1000 | lemma DERIV_chain_s: | |
| 1001 | assumes "(\<And>x. x \<in> s \<Longrightarrow> DERIV g x :> g'(x))" | |
| 63558 | 1002 | and "DERIV f x :> f'" | 
| 1003 | and "f x \<in> s" | |
| 1004 | shows "DERIV (\<lambda>x. g(f x)) x :> f' * g'(f x)" | |
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changeset | 1005 | by (metis (full_types) DERIV_chain' mult.commute assms) | 
| 55967 | 1006 | |
| 1007 | lemma DERIV_chain3: (*HAS_COMPLEX_DERIVATIVE_CHAIN_UNIV*) | |
| 1008 | assumes "(\<And>x. DERIV g x :> g'(x))" | |
| 63558 | 1009 | and "DERIV f x :> f'" | 
| 1010 | shows "DERIV (\<lambda>x. g(f x)) x :> f' * g'(f x)" | |
| 55967 | 1011 | by (metis UNIV_I DERIV_chain_s [of UNIV] assms) | 
| 1012 | ||
| 63558 | 1013 | text \<open>Alternative definition for differentiability\<close> | 
| 21164 | 1014 | |
| 1015 | lemma DERIV_LIM_iff: | |
| 63558 | 1016 |   fixes f :: "'a::{real_normed_vector,inverse} \<Rightarrow> 'a"
 | 
| 68634 | 1017 | shows "((\<lambda>h. (f (a + h) - f a) / h) \<midarrow>0\<rightarrow> D) = ((\<lambda>x. (f x - f a) / (x - a)) \<midarrow>a\<rightarrow> D)" (is "?lhs = ?rhs") | 
| 1018 | proof | |
| 1019 | assume ?lhs | |
| 1020 | then have "(\<lambda>x. (f (a + (x + - a)) - f a) / (x + - a)) \<midarrow>0 - - a\<rightarrow> D" | |
| 1021 | by (rule LIM_offset) | |
| 1022 | then show ?rhs | |
| 1023 | by simp | |
| 1024 | next | |
| 1025 | assume ?rhs | |
| 1026 | then have "(\<lambda>x. (f (x+a) - f a) / ((x+a) - a)) \<midarrow>a-a\<rightarrow> D" | |
| 1027 | by (rule LIM_offset) | |
| 1028 | then show ?lhs | |
| 1029 | by (simp add: add.commute) | |
| 1030 | qed | |
| 63079 | 1031 | |
| 1032 | lemma has_field_derivative_cong_ev: | |
| 1033 | assumes "x = y" | |
| 68635 | 1034 | and *: "eventually (\<lambda>x. x \<in> S \<longrightarrow> f x = g x) (nhds x)" | 
| 1035 | and "u = v" "S = t" "x \<in> S" | |
| 1036 | shows "(f has_field_derivative u) (at x within S) = (g has_field_derivative v) (at y within t)" | |
| 68634 | 1037 | unfolding has_field_derivative_iff | 
| 63079 | 1038 | proof (rule filterlim_cong) | 
| 63558 | 1039 | from assms have "f y = g y" | 
| 1040 | by (auto simp: eventually_nhds) | |
| 68635 | 1041 | with * show "\<forall>\<^sub>F z in at x within S. (f z - f x) / (z - x) = (g z - g y) / (z - y)" | 
| 63079 | 1042 | unfolding eventually_at_filter | 
| 1043 | by eventually_elim (auto simp: assms \<open>f y = g y\<close>) | |
| 1044 | qed (simp_all add: assms) | |
| 21164 | 1045 | |
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changeset | 1046 | lemma has_field_derivative_cong_eventually: | 
| 68635 | 1047 | assumes "eventually (\<lambda>x. f x = g x) (at x within S)" "f x = g x" | 
| 1048 | shows "(f has_field_derivative u) (at x within S) = (g has_field_derivative u) (at x within S)" | |
| 68634 | 1049 | unfolding has_field_derivative_iff | 
| 68635 | 1050 | proof (rule tendsto_cong) | 
| 1051 | show "\<forall>\<^sub>F y in at x within S. (f y - f x) / (y - x) = (g y - g x) / (y - x)" | |
| 1052 | using assms by (auto elim: eventually_mono) | |
| 1053 | qed | |
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changeset | 1054 | |
| 63558 | 1055 | lemma DERIV_cong_ev: | 
| 1056 | "x = y \<Longrightarrow> eventually (\<lambda>x. f x = g x) (nhds x) \<Longrightarrow> u = v \<Longrightarrow> | |
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changeset | 1057 | DERIV f x :> u \<longleftrightarrow> DERIV g y :> v" | 
| 63079 | 1058 | by (rule has_field_derivative_cong_ev) simp_all | 
| 21164 | 1059 | |
| 51642 
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changeset | 1060 | lemma DERIV_shift: | 
| 63079 | 1061 | "(f has_field_derivative y) (at (x + z)) = ((\<lambda>x. f (x + z)) has_field_derivative y) (at x)" | 
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changeset | 1062 | by (simp add: DERIV_def field_simps) | 
| 21164 | 1063 | |
| 63558 | 1064 | lemma DERIV_mirror: "(DERIV f (- x) :> y) \<longleftrightarrow> (DERIV (\<lambda>x. f (- x)) x :> - y)" | 
| 1065 | for f :: "real \<Rightarrow> real" and x y :: real | |
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changeset | 1066 | by (simp add: DERIV_def filterlim_at_split filterlim_at_left_to_right | 
| 63558 | 1067 | tendsto_minus_cancel_left field_simps conj_commute) | 
| 21164 | 1068 | |
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changeset | 1069 | lemma floor_has_real_derivative: | 
| 63558 | 1070 |   fixes f :: "real \<Rightarrow> 'a::{floor_ceiling,order_topology}"
 | 
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changeset | 1071 | assumes "isCont f x" | 
| 63558 | 1072 | and "f x \<notin> \<int>" | 
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changeset | 1073 | shows "((\<lambda>x. floor (f x)) has_real_derivative 0) (at x)" | 
| 
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changeset | 1074 | proof (subst DERIV_cong_ev[OF refl _ refl]) | 
| 63558 | 1075 | show "((\<lambda>_. floor (f x)) has_real_derivative 0) (at x)" | 
| 1076 | by simp | |
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changeset | 1077 | have "\<forall>\<^sub>F y in at x. \<lfloor>f y\<rfloor> = \<lfloor>f x\<rfloor>" | 
| 
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changeset | 1078 | by (rule eventually_floor_eq[OF assms[unfolded continuous_at]]) | 
| 
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changeset | 1079 | then show "\<forall>\<^sub>F y in nhds x. real_of_int \<lfloor>f y\<rfloor> = real_of_int \<lfloor>f x\<rfloor>" | 
| 
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changeset | 1080 | unfolding eventually_at_filter | 
| 
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changeset | 1081 | by eventually_elim auto | 
| 
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changeset | 1082 | qed | 
| 
c6c95d64607a
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changeset | 1083 | |
| 67685 
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 immler parents: 
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changeset | 1084 | lemmas has_derivative_floor[derivative_intros] = | 
| 
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 immler parents: 
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changeset | 1085 | floor_has_real_derivative[THEN DERIV_compose_FDERIV] | 
| 63263 
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changeset | 1086 | |
| 60758 | 1087 | text \<open>Caratheodory formulation of derivative at a point\<close> | 
| 21164 | 1088 | |
| 68644 
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changeset | 1089 | lemma CARAT_DERIV: | 
| 51642 
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changeset | 1090 | "(DERIV f x :> l) \<longleftrightarrow> (\<exists>g. (\<forall>z. f z - f x = g z * (z - x)) \<and> isCont g x \<and> g x = l)" | 
| 63558 | 1091 | (is "?lhs = ?rhs") | 
| 21164 | 1092 | proof | 
| 63558 | 1093 | assume ?lhs | 
| 1094 | show "\<exists>g. (\<forall>z. f z - f x = g z * (z - x)) \<and> isCont g x \<and> g x = l" | |
| 21164 | 1095 | proof (intro exI conjI) | 
| 63558 | 1096 | let ?g = "(\<lambda>z. if z = x then l else (f z - f x) / (z-x))" | 
| 1097 | show "\<forall>z. f z - f x = ?g z * (z - x)" | |
| 1098 | by simp | |
| 1099 | show "isCont ?g x" | |
| 1100 | using \<open>?lhs\<close> by (simp add: isCont_iff DERIV_def cong: LIM_equal [rule_format]) | |
| 1101 | show "?g x = l" | |
| 1102 | by simp | |
| 21164 | 1103 | qed | 
| 1104 | next | |
| 63558 | 1105 | assume ?rhs | 
| 1106 | then show ?lhs | |
| 1107 | by (auto simp add: isCont_iff DERIV_def cong: LIM_cong) | |
| 21164 | 1108 | qed | 
| 1109 | ||
| 1110 | ||
| 60758 | 1111 | subsection \<open>Local extrema\<close> | 
| 29975 | 1112 | |
| 63558 | 1113 | text \<open>If @{term "0 < f' x"} then @{term x} is Locally Strictly Increasing At The Right.\<close>
 | 
| 21164 | 1114 | |
| 63079 | 1115 | lemma has_real_derivative_pos_inc_right: | 
| 63558 | 1116 | fixes f :: "real \<Rightarrow> real" | 
| 63079 | 1117 | assumes der: "(f has_real_derivative l) (at x within S)" | 
| 63558 | 1118 | and l: "0 < l" | 
| 63079 | 1119 | shows "\<exists>d > 0. \<forall>h > 0. x + h \<in> S \<longrightarrow> h < d \<longrightarrow> f x < f (x + h)" | 
| 1120 | using assms | |
| 1121 | proof - | |
| 1122 | from der [THEN has_field_derivativeD, THEN tendstoD, OF l, unfolded eventually_at] | |
| 63558 | 1123 | obtain s where s: "0 < s" | 
| 1124 | and all: "\<And>xa. xa\<in>S \<Longrightarrow> xa \<noteq> x \<and> dist xa x < s \<longrightarrow> \<bar>(f xa - f x) / (xa - x) - l\<bar> < l" | |
| 63079 | 1125 | by (auto simp: dist_real_def) | 
| 1126 | then show ?thesis | |
| 1127 | proof (intro exI conjI strip) | |
| 63558 | 1128 | show "0 < s" by (rule s) | 
| 1129 | next | |
| 1130 | fix h :: real | |
| 63079 | 1131 | assume "0 < h" "h < s" "x + h \<in> S" | 
| 1132 | with all [of "x + h"] show "f x < f (x+h)" | |
| 1133 | proof (simp add: abs_if dist_real_def pos_less_divide_eq split: if_split_asm) | |
| 63558 | 1134 | assume "\<not> (f (x + h) - f x) / h < l" and h: "0 < h" | 
| 1135 | with l have "0 < (f (x + h) - f x) / h" | |
| 1136 | by arith | |
| 1137 | then show "f x < f (x + h)" | |
| 63079 | 1138 | by (simp add: pos_less_divide_eq h) | 
| 1139 | qed | |
| 1140 | qed | |
| 1141 | qed | |
| 1142 | ||
| 33654 
abf780db30ea
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31902diff
changeset | 1143 | lemma DERIV_pos_inc_right: | 
| 63558 | 1144 | fixes f :: "real \<Rightarrow> real" | 
| 21164 | 1145 | assumes der: "DERIV f x :> l" | 
| 63558 | 1146 | and l: "0 < l" | 
| 1147 | shows "\<exists>d > 0. \<forall>h > 0. h < d \<longrightarrow> f x < f (x + h)" | |
| 63079 | 1148 | using has_real_derivative_pos_inc_right[OF assms] | 
| 1149 | by auto | |
| 1150 | ||
| 1151 | lemma has_real_derivative_neg_dec_left: | |
| 63558 | 1152 | fixes f :: "real \<Rightarrow> real" | 
| 63079 | 1153 | assumes der: "(f has_real_derivative l) (at x within S)" | 
| 63558 | 1154 | and "l < 0" | 
| 63079 | 1155 | shows "\<exists>d > 0. \<forall>h > 0. x - h \<in> S \<longrightarrow> h < d \<longrightarrow> f x < f (x - h)" | 
| 21164 | 1156 | proof - | 
| 63558 | 1157 | from \<open>l < 0\<close> have l: "- l > 0" | 
| 1158 | by simp | |
| 63079 | 1159 | from der [THEN has_field_derivativeD, THEN tendstoD, OF l, unfolded eventually_at] | 
| 63558 | 1160 | obtain s where s: "0 < s" | 
| 1161 | and all: "\<And>xa. xa\<in>S \<Longrightarrow> xa \<noteq> x \<and> dist xa x < s \<longrightarrow> \<bar>(f xa - f x) / (xa - x) - l\<bar> < - l" | |
| 63079 | 1162 | by (auto simp: dist_real_def) | 
| 63558 | 1163 | then show ?thesis | 
| 21164 | 1164 | proof (intro exI conjI strip) | 
| 63558 | 1165 | show "0 < s" by (rule s) | 
| 1166 | next | |
| 1167 | fix h :: real | |
| 63079 | 1168 | assume "0 < h" "h < s" "x - h \<in> S" | 
| 1169 | with all [of "x - h"] show "f x < f (x-h)" | |
| 63648 | 1170 | proof (simp add: abs_if pos_less_divide_eq dist_real_def split: if_split_asm) | 
| 63558 | 1171 | assume "- ((f (x-h) - f x) / h) < l" and h: "0 < h" | 
| 1172 | with l have "0 < (f (x-h) - f x) / h" | |
| 1173 | by arith | |
| 1174 | then show "f x < f (x - h)" | |
| 63079 | 1175 | by (simp add: pos_less_divide_eq h) | 
| 21164 | 1176 | qed | 
| 1177 | qed | |
| 1178 | qed | |
| 1179 | ||
| 33654 
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changeset | 1180 | lemma DERIV_neg_dec_left: | 
| 63558 | 1181 | fixes f :: "real \<Rightarrow> real" | 
| 21164 | 1182 | assumes der: "DERIV f x :> l" | 
| 63558 | 1183 | and l: "l < 0" | 
| 1184 | shows "\<exists>d > 0. \<forall>h > 0. h < d \<longrightarrow> f x < f (x - h)" | |
| 63079 | 1185 | using has_real_derivative_neg_dec_left[OF assms] | 
| 1186 | by auto | |
| 1187 | ||
| 1188 | lemma has_real_derivative_pos_inc_left: | |
| 63558 | 1189 | fixes f :: "real \<Rightarrow> real" | 
| 1190 | shows "(f has_real_derivative l) (at x within S) \<Longrightarrow> 0 < l \<Longrightarrow> | |
| 1191 | \<exists>d>0. \<forall>h>0. x - h \<in> S \<longrightarrow> h < d \<longrightarrow> f (x - h) < f x" | |
| 1192 | by (rule has_real_derivative_neg_dec_left [of "\<lambda>x. - f x" "-l" x S, simplified]) | |
| 63079 | 1193 | (auto simp add: DERIV_minus) | 
| 21164 | 1194 | |
| 33654 
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changeset | 1195 | lemma DERIV_pos_inc_left: | 
| 63558 | 1196 | fixes f :: "real \<Rightarrow> real" | 
| 1197 | shows "DERIV f x :> l \<Longrightarrow> 0 < l \<Longrightarrow> \<exists>d > 0. \<forall>h > 0. h < d \<longrightarrow> f (x - h) < f x" | |
| 63079 | 1198 | using has_real_derivative_pos_inc_left | 
| 1199 | by blast | |
| 1200 | ||
| 1201 | lemma has_real_derivative_neg_dec_right: | |
| 63558 | 1202 | fixes f :: "real \<Rightarrow> real" | 
| 1203 | shows "(f has_real_derivative l) (at x within S) \<Longrightarrow> l < 0 \<Longrightarrow> | |
| 1204 | \<exists>d > 0. \<forall>h > 0. x + h \<in> S \<longrightarrow> h < d \<longrightarrow> f x > f (x + h)" | |
| 1205 | by (rule has_real_derivative_pos_inc_right [of "\<lambda>x. - f x" "-l" x S, simplified]) | |
| 63079 | 1206 | (auto simp add: DERIV_minus) | 
| 33654 
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changeset | 1207 | |
| 
abf780db30ea
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changeset | 1208 | lemma DERIV_neg_dec_right: | 
| 63558 | 1209 | fixes f :: "real \<Rightarrow> real" | 
| 1210 | shows "DERIV f x :> l \<Longrightarrow> l < 0 \<Longrightarrow> \<exists>d > 0. \<forall>h > 0. h < d \<longrightarrow> f x > f (x + h)" | |
| 63079 | 1211 | using has_real_derivative_neg_dec_right by blast | 
| 33654 
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 paulson parents: 
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changeset | 1212 | |
| 21164 | 1213 | lemma DERIV_local_max: | 
| 63558 | 1214 | fixes f :: "real \<Rightarrow> real" | 
| 21164 | 1215 | assumes der: "DERIV f x :> l" | 
| 63558 | 1216 | and d: "0 < d" | 
| 1217 | and le: "\<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> f y \<le> f x" | |
| 21164 | 1218 | shows "l = 0" | 
| 1219 | proof (cases rule: linorder_cases [of l 0]) | |
| 63558 | 1220 | case equal | 
| 1221 | then show ?thesis . | |
| 21164 | 1222 | next | 
| 1223 | case less | |
| 33654 
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A number of theorems contributed by Jeremy Avigad
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31902diff
changeset | 1224 | from DERIV_neg_dec_left [OF der less] | 
| 63558 | 1225 | obtain d' where d': "0 < d'" and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x - h)" | 
| 1226 | by blast | |
| 1227 | obtain e where "0 < e \<and> e < d \<and> e < d'" | |
| 68527 
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Generalising and renaming some basic results
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changeset | 1228 | using field_lbound_gt_zero [OF d d'] .. | 
| 63558 | 1229 | with lt le [THEN spec [where x="x - e"]] show ?thesis | 
| 1230 | by (auto simp add: abs_if) | |
| 21164 | 1231 | next | 
| 1232 | case greater | |
| 33654 
abf780db30ea
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 paulson parents: 
31902diff
changeset | 1233 | from DERIV_pos_inc_right [OF der greater] | 
| 63558 | 1234 | obtain d' where d': "0 < d'" and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x + h)" | 
| 1235 | by blast | |
| 1236 | obtain e where "0 < e \<and> e < d \<and> e < d'" | |
| 68527 
2f4e2aab190a
Generalising and renaming some basic results
 paulson <lp15@cam.ac.uk> parents: 
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changeset | 1237 | using field_lbound_gt_zero [OF d d'] .. | 
| 63558 | 1238 | with lt le [THEN spec [where x="x + e"]] show ?thesis | 
| 1239 | by (auto simp add: abs_if) | |
| 21164 | 1240 | qed | 
| 1241 | ||
| 63558 | 1242 | text \<open>Similar theorem for a local minimum\<close> | 
| 21164 | 1243 | lemma DERIV_local_min: | 
| 63558 | 1244 | fixes f :: "real \<Rightarrow> real" | 
| 1245 | shows "DERIV f x :> l \<Longrightarrow> 0 < d \<Longrightarrow> \<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> f x \<le> f y \<Longrightarrow> l = 0" | |
| 1246 | by (drule DERIV_minus [THEN DERIV_local_max]) auto | |
| 21164 | 1247 | |
| 1248 | ||
| 60758 | 1249 | text\<open>In particular, if a function is locally flat\<close> | 
| 21164 | 1250 | lemma DERIV_local_const: | 
| 63558 | 1251 | fixes f :: "real \<Rightarrow> real" | 
| 1252 | shows "DERIV f x :> l \<Longrightarrow> 0 < d \<Longrightarrow> \<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> f x = f y \<Longrightarrow> l = 0" | |
| 1253 | by (auto dest!: DERIV_local_max) | |
| 21164 | 1254 | |
| 29975 | 1255 | |
| 60758 | 1256 | subsection \<open>Rolle's Theorem\<close> | 
| 29975 | 1257 | |
| 63558 | 1258 | text \<open>Lemma about introducing open ball in open interval\<close> | 
| 68635 | 1259 | lemma lemma_interval_lt: | 
| 1260 | fixes a b x :: real | |
| 1261 | assumes "a < x" "x < b" | |
| 1262 | shows "\<exists>d. 0 < d \<and> (\<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> a < y \<and> y < b)" | |
| 1263 | using linorder_linear [of "x - a" "b - x"] | |
| 1264 | proof | |
| 1265 | assume "x - a \<le> b - x" | |
| 1266 | with assms show ?thesis | |
| 1267 | by (rule_tac x = "x - a" in exI) auto | |
| 1268 | next | |
| 1269 | assume "b - x \<le> x - a" | |
| 1270 | with assms show ?thesis | |
| 1271 | by (rule_tac x = "b - x" in exI) auto | |
| 1272 | qed | |
| 27668 | 1273 | |
| 63558 | 1274 | lemma lemma_interval: "a < x \<Longrightarrow> x < b \<Longrightarrow> \<exists>d. 0 < d \<and> (\<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b)" | 
| 1275 | for a b x :: real | |
| 68635 | 1276 | by (force dest: lemma_interval_lt) | 
| 21164 | 1277 | |
| 63558 | 1278 | text \<open>Rolle's Theorem. | 
| 21164 | 1279 |    If @{term f} is defined and continuous on the closed interval
 | 
| 61799 | 1280 | \<open>[a,b]\<close> and differentiable on the open interval \<open>(a,b)\<close>, | 
| 63558 | 1281 |    and @{term "f a = f b"},
 | 
| 1282 |    then there exists \<open>x0 \<in> (a,b)\<close> such that @{term "f' x0 = 0"}\<close>
 | |
| 21164 | 1283 | theorem Rolle: | 
| 63558 | 1284 | fixes a b :: real | 
| 21164 | 1285 | assumes lt: "a < b" | 
| 63558 | 1286 | and eq: "f a = f b" | 
| 1287 | and con: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x" | |
| 1288 | and dif [rule_format]: "\<forall>x. a < x \<and> x < b \<longrightarrow> f differentiable (at x)" | |
| 1289 | shows "\<exists>z. a < z \<and> z < b \<and> DERIV f z :> 0" | |
| 21164 | 1290 | proof - | 
| 63558 | 1291 | have le: "a \<le> b" | 
| 1292 | using lt by simp | |
| 21164 | 1293 | from isCont_eq_Ub [OF le con] | 
| 63558 | 1294 | obtain x where x_max: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f z \<le> f x" and "a \<le> x" "x \<le> b" | 
| 21164 | 1295 | by blast | 
| 1296 | from isCont_eq_Lb [OF le con] | |
| 63558 | 1297 | obtain x' where x'_min: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f x' \<le> f z" and "a \<le> x'" "x' \<le> b" | 
| 21164 | 1298 | by blast | 
| 63558 | 1299 | consider "a < x" "x < b" | "x = a \<or> x = b" | 
| 1300 | using \<open>a \<le> x\<close> \<open>x \<le> b\<close> by arith | |
| 1301 | then show ?thesis | |
| 21164 | 1302 | proof cases | 
| 63558 | 1303 | case 1 | 
| 67443 
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changeset | 1304 |     \<comment> \<open>@{term f} attains its maximum within the interval\<close>
 | 
| 63558 | 1305 | obtain d where d: "0 < d" and bound: "\<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b" | 
| 1306 | using lemma_interval [OF 1] by blast | |
| 1307 | then have bound': "\<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> f y \<le> f x" | |
| 1308 | using x_max by blast | |
| 1309 | obtain l where der: "DERIV f x :> l" | |
| 1310 | using differentiableD [OF dif [OF conjI [OF 1]]] .. | |
| 67443 
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changeset | 1311 | \<comment> \<open>the derivative at a local maximum is zero\<close> | 
| 63558 | 1312 | have "l = 0" | 
| 1313 | by (rule DERIV_local_max [OF der d bound']) | |
| 1314 | with 1 der show ?thesis by auto | |
| 21164 | 1315 | next | 
| 63558 | 1316 | case 2 | 
| 1317 | then have fx: "f b = f x" by (auto simp add: eq) | |
| 1318 | consider "a < x'" "x' < b" | "x' = a \<or> x' = b" | |
| 1319 | using \<open>a \<le> x'\<close> \<open>x' \<le> b\<close> by arith | |
| 1320 | then show ?thesis | |
| 21164 | 1321 | proof cases | 
| 63558 | 1322 | case 1 | 
| 1323 |         \<comment> \<open>@{term f} attains its minimum within the interval\<close>
 | |
| 1324 | from lemma_interval [OF 1] | |
| 21164 | 1325 | obtain d where d: "0<d" and bound: "\<forall>y. \<bar>x'-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b" | 
| 63558 | 1326 | by blast | 
| 1327 | then have bound': "\<forall>y. \<bar>x' - y\<bar> < d \<longrightarrow> f x' \<le> f y" | |
| 1328 | using x'_min by blast | |
| 1329 | from differentiableD [OF dif [OF conjI [OF 1]]] | |
| 21164 | 1330 | obtain l where der: "DERIV f x' :> l" .. | 
| 63558 | 1331 | have "l = 0" by (rule DERIV_local_min [OF der d bound']) | 
| 1332 | \<comment> \<open>the derivative at a local minimum is zero\<close> | |
| 1333 | then show ?thesis using 1 der by auto | |
| 21164 | 1334 | next | 
| 63558 | 1335 | case 2 | 
| 1336 |         \<comment> \<open>@{term f} is constant throughout the interval\<close>
 | |
| 1337 | then have fx': "f b = f x'" by (auto simp: eq) | |
| 1338 | from dense [OF lt] obtain r where r: "a < r" "r < b" by blast | |
| 1339 | obtain d where d: "0 < d" and bound: "\<forall>y. \<bar>r - y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b" | |
| 1340 | using lemma_interval [OF r] by blast | |
| 1341 | have eq_fb: "f z = f b" if "a \<le> z" and "z \<le> b" for z | |
| 1342 | proof (rule order_antisym) | |
| 1343 | show "f z \<le> f b" by (simp add: fx x_max that) | |
| 1344 | show "f b \<le> f z" by (simp add: fx' x'_min that) | |
| 21164 | 1345 | qed | 
| 63558 | 1346 | have bound': "\<forall>y. \<bar>r - y\<bar> < d \<longrightarrow> f r = f y" | 
| 21164 | 1347 | proof (intro strip) | 
| 63558 | 1348 | fix y :: real | 
| 1349 | assume lt: "\<bar>r - y\<bar> < d" | |
| 1350 | then have "f y = f b" by (simp add: eq_fb bound) | |
| 1351 | then show "f r = f y" by (simp add: eq_fb r order_less_imp_le) | |
| 21164 | 1352 | qed | 
| 63558 | 1353 | obtain l where der: "DERIV f r :> l" | 
| 1354 | using differentiableD [OF dif [OF conjI [OF r]]] .. | |
| 1355 | have "l = 0" | |
| 1356 | by (rule DERIV_local_const [OF der d bound']) | |
| 1357 | \<comment> \<open>the derivative of a constant function is zero\<close> | |
| 1358 | with r der show ?thesis by auto | |
| 21164 | 1359 | qed | 
| 1360 | qed | |
| 1361 | qed | |
| 1362 | ||
| 1363 | ||
| 63558 | 1364 | subsection \<open>Mean Value Theorem\<close> | 
| 21164 | 1365 | |
| 63558 | 1366 | lemma lemma_MVT: "f a - (f b - f a) / (b - a) * a = f b - (f b - f a) / (b - a) * b" | 
| 1367 | for a b :: real | |
| 51481 
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changeset | 1368 | by (cases "a = b") (simp_all add: field_simps) | 
| 21164 | 1369 | |
| 1370 | theorem MVT: | |
| 63558 | 1371 | fixes a b :: real | 
| 1372 | assumes lt: "a < b" | |
| 68638 
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changeset | 1373 | and con: "\<And>x. \<lbrakk>a \<le> x; x \<le> b\<rbrakk> \<Longrightarrow> isCont f x" | 
| 
87d1bff264df
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changeset | 1374 | and dif: "\<And>x. \<lbrakk>a < x; x < b\<rbrakk> \<Longrightarrow> f differentiable (at x)" | 
| 63558 | 1375 | shows "\<exists>l z. a < z \<and> z < b \<and> DERIV f z :> l \<and> f b - f a = (b - a) * l" | 
| 21164 | 1376 | proof - | 
| 63558 | 1377 | let ?F = "\<lambda>x. f x - ((f b - f a) / (b - a)) * x" | 
| 1378 | have cont_f: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?F x" | |
| 56371 
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changeset | 1379 | using con by (fast intro: continuous_intros) | 
| 63558 | 1380 | have dif_f: "\<forall>x. a < x \<and> x < b \<longrightarrow> ?F differentiable (at x)" | 
| 1381 | proof clarify | |
| 1382 | fix x :: real | |
| 1383 | assume x: "a < x" "x < b" | |
| 1384 | obtain l where der: "DERIV f x :> l" | |
| 68638 
87d1bff264df
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changeset | 1385 | using differentiableD [OF dif] x by blast | 
| 56181 
2aa0b19e74f3
unify syntax for has_derivative and differentiable
 hoelzl parents: 
55970diff
changeset | 1386 | show "?F differentiable (at x)" | 
| 63558 | 1387 | by (rule differentiableI [where D = "l - (f b - f a) / (b - a)"], | 
| 21164 | 1388 | blast intro: DERIV_diff DERIV_cmult_Id der) | 
| 1389 | qed | |
| 63558 | 1390 | from Rolle [where f = ?F, OF lt lemma_MVT cont_f dif_f] | 
| 1391 | obtain z where z: "a < z" "z < b" and der: "DERIV ?F z :> 0" | |
| 21164 | 1392 | by blast | 
| 63558 | 1393 | have "DERIV (\<lambda>x. ((f b - f a) / (b - a)) * x) z :> (f b - f a) / (b - a)" | 
| 21164 | 1394 | by (rule DERIV_cmult_Id) | 
| 63558 | 1395 | then have der_f: "DERIV (\<lambda>x. ?F x + (f b - f a) / (b - a) * x) z :> 0 + (f b - f a) / (b - a)" | 
| 21164 | 1396 | by (rule DERIV_add [OF der]) | 
| 1397 | show ?thesis | |
| 1398 | proof (intro exI conjI) | |
| 63558 | 1399 | show "a < z" and "z < b" using z . | 
| 1400 | show "f b - f a = (b - a) * ((f b - f a) / (b - a))" by simp | |
| 1401 | show "DERIV f z :> ((f b - f a) / (b - a))" using der_f by simp | |
| 21164 | 1402 | qed | 
| 1403 | qed | |
| 1404 | ||
| 68635 | 1405 | corollary MVT2: | 
| 1406 | assumes "a < b" and der: "\<And>x. \<lbrakk>a \<le> x; x \<le> b\<rbrakk> \<Longrightarrow> DERIV f x :> f' x" | |
| 1407 | shows "\<exists>z::real. a < z \<and> z < b \<and> (f b - f a = (b - a) * f' z)" | |
| 1408 | proof - | |
| 1409 | have "\<exists>l z. a < z \<and> | |
| 1410 | z < b \<and> | |
| 1411 | (f has_real_derivative l) (at z) \<and> | |
| 1412 | f b - f a = (b - a) * l" | |
| 1413 | proof (rule MVT [OF \<open>a < b\<close>]) | |
| 68638 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1414 | show "\<And>x. \<lbrakk>a \<le> x; x \<le> b\<rbrakk> \<Longrightarrow> isCont f x" | 
| 68635 | 1415 | using assms by (blast intro: DERIV_isCont) | 
| 68638 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1416 | show "\<And>x. \<lbrakk>a < x; x < b\<rbrakk> \<Longrightarrow> f differentiable (at x)" | 
| 68635 | 1417 | using assms by (force dest: order_less_imp_le simp add: real_differentiable_def) | 
| 1418 | qed | |
| 1419 | with assms show ?thesis | |
| 1420 | by (blast dest: DERIV_unique order_less_imp_le) | |
| 1421 | qed | |
| 29803 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1422 | |
| 68601 | 1423 | lemma pos_deriv_imp_strict_mono: | 
| 1424 | assumes "\<And>x. (f has_real_derivative f' x) (at x)" | |
| 1425 | assumes "\<And>x. f' x > 0" | |
| 1426 | shows "strict_mono f" | |
| 1427 | proof (rule strict_monoI) | |
| 1428 | fix x y :: real assume xy: "x < y" | |
| 1429 | from assms and xy have "\<exists>z>x. z < y \<and> f y - f x = (y - x) * f' z" | |
| 1430 | by (intro MVT2) (auto dest: connectedD_interval) | |
| 1431 | then obtain z where z: "z > x" "z < y" "f y - f x = (y - x) * f' z" by blast | |
| 1432 | note \<open>f y - f x = (y - x) * f' z\<close> | |
| 1433 | also have "(y - x) * f' z > 0" using xy assms by (intro mult_pos_pos) auto | |
| 1434 | finally show "f x < f y" by simp | |
| 1435 | qed | |
| 21164 | 1436 | |
| 68601 | 1437 | |
| 1438 | subsubsection \<open>A function is constant if its derivative is 0 over an interval.\<close> | |
| 21164 | 1439 | |
| 1440 | lemma DERIV_isconst_end: | |
| 63558 | 1441 | fixes f :: "real \<Rightarrow> real" | 
| 68638 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1442 | assumes "a < b" and contf: "\<And>x. \<lbrakk>a \<le> x; x \<le> b\<rbrakk> \<Longrightarrow> isCont f x" | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1443 | and 0: "\<And>x. \<lbrakk>a < x; x < b\<rbrakk> \<Longrightarrow> DERIV f x :> 0" | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1444 | shows "f b = f a" | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1445 | using MVT [OF \<open>a < b\<close>] "0" DERIV_unique contf real_differentiable_def by fastforce | 
| 21164 | 1446 | |
| 1447 | lemma DERIV_isconst2: | |
| 63558 | 1448 | fixes f :: "real \<Rightarrow> real" | 
| 68638 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1449 | assumes "a < b" "\<And>x. \<lbrakk>a \<le> x; x \<le> b\<rbrakk> \<Longrightarrow> isCont f x" "\<And>x. \<lbrakk>a < x; x < b\<rbrakk> \<Longrightarrow> DERIV f x :> 0" | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1450 | and "a \<le> x" "x \<le> b" | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1451 | shows "f x = f a" | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1452 | proof (cases "x=a") | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1453 | case False | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1454 | show ?thesis | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1455 | by (rule DERIV_isconst_end [where f=f]) (use False assms in auto) | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1456 | qed auto | 
| 21164 | 1457 | |
| 63558 | 1458 | lemma DERIV_isconst3: | 
| 1459 | fixes a b x y :: real | |
| 1460 | assumes "a < b" | |
| 1461 |     and "x \<in> {a <..< b}"
 | |
| 1462 |     and "y \<in> {a <..< b}"
 | |
| 1463 |     and derivable: "\<And>x. x \<in> {a <..< b} \<Longrightarrow> DERIV f x :> 0"
 | |
| 29803 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1464 | shows "f x = f y" | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1465 | proof (cases "x = y") | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1466 | case False | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1467 | let ?a = "min x y" | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1468 | let ?b = "max x y" | 
| 63558 | 1469 | |
| 68638 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1470 | have "DERIV f z :> 0" if "?a \<le> z" "z \<le> ?b" for z | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1471 | proof - | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1472 | have "a < z" and "z < b" | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1473 |       using that \<open>x \<in> {a <..< b}\<close> and \<open>y \<in> {a <..< b}\<close> by auto
 | 
| 63558 | 1474 |     then have "z \<in> {a<..<b}" by auto
 | 
| 1475 | then show "DERIV f z :> 0" by (rule derivable) | |
| 29803 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1476 | qed | 
| 68638 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1477 | then have isCont: "\<And>z. \<lbrakk>?a \<le> z; z \<le> ?b\<rbrakk> \<Longrightarrow> isCont f z" | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1478 | and DERIV: "\<And>z. \<lbrakk>?a < z; z < ?b\<rbrakk> \<Longrightarrow> DERIV f z :> 0" | 
| 63558 | 1479 | using DERIV_isCont by auto | 
| 29803 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1480 | |
| 60758 | 1481 | have "?a < ?b" using \<open>x \<noteq> y\<close> by auto | 
| 29803 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1482 | from DERIV_isconst2[OF this isCont DERIV, of x] and DERIV_isconst2[OF this isCont DERIV, of y] | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1483 | show ?thesis by auto | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1484 | qed auto | 
| 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 hoelzl parents: 
29667diff
changeset | 1485 | |
| 21164 | 1486 | lemma DERIV_isconst_all: | 
| 63558 | 1487 | fixes f :: "real \<Rightarrow> real" | 
| 1488 | shows "\<forall>x. DERIV f x :> 0 \<Longrightarrow> f x = f y" | |
| 1489 | apply (rule linorder_cases [of x y]) | |
| 1490 | apply (blast intro: sym DERIV_isCont DERIV_isconst_end)+ | |
| 1491 | done | |
| 21164 | 1492 | |
| 1493 | lemma DERIV_const_ratio_const: | |
| 63558 | 1494 | fixes f :: "real \<Rightarrow> real" | 
| 68638 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1495 | assumes "a \<noteq> b" and df: "\<And>x. DERIV f x :> k" | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1496 | shows "f b - f a = (b - a) * k" | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1497 | proof (cases a b rule: linorder_cases) | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1498 | case less | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1499 | show ?thesis | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1500 | using MVT [OF less] df by (auto dest: DERIV_isCont DERIV_unique simp: real_differentiable_def) | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1501 | next | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1502 | case greater | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1503 | show ?thesis | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1504 | using MVT [OF greater] df | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1505 | by (fastforce dest: DERIV_continuous DERIV_unique simp: real_differentiable_def algebra_simps) | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1506 | qed auto | 
| 21164 | 1507 | |
| 1508 | lemma DERIV_const_ratio_const2: | |
| 63558 | 1509 | fixes f :: "real \<Rightarrow> real" | 
| 68638 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1510 | assumes "a \<noteq> b" and df: "\<And>x. DERIV f x :> k" | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1511 | shows "(f b - f a) / (b - a) = k" | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1512 | using DERIV_const_ratio_const [OF assms] \<open>a \<noteq> b\<close> by auto | 
| 21164 | 1513 | |
| 63558 | 1514 | lemma real_average_minus_first [simp]: "(a + b) / 2 - a = (b - a) / 2" | 
| 1515 | for a b :: real | |
| 1516 | by simp | |
| 21164 | 1517 | |
| 63558 | 1518 | lemma real_average_minus_second [simp]: "(b + a) / 2 - a = (b - a) / 2" | 
| 1519 | for a b :: real | |
| 1520 | by simp | |
| 21164 | 1521 | |
| 63558 | 1522 | text \<open>Gallileo's "trick": average velocity = av. of end velocities.\<close> | 
| 21164 | 1523 | |
| 1524 | lemma DERIV_const_average: | |
| 63558 | 1525 | fixes v :: "real \<Rightarrow> real" | 
| 1526 | and a b :: real | |
| 1527 | assumes neq: "a \<noteq> b" | |
| 68638 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1528 | and der: "\<And>x. DERIV v x :> k" | 
| 63558 | 1529 | shows "v ((a + b) / 2) = (v a + v b) / 2" | 
| 21164 | 1530 | proof (cases rule: linorder_cases [of a b]) | 
| 63558 | 1531 | case equal | 
| 1532 | with neq show ?thesis by simp | |
| 21164 | 1533 | next | 
| 1534 | case less | |
| 1535 | have "(v b - v a) / (b - a) = k" | |
| 1536 | by (rule DERIV_const_ratio_const2 [OF neq der]) | |
| 63558 | 1537 | then have "(b - a) * ((v b - v a) / (b - a)) = (b - a) * k" | 
| 1538 | by simp | |
| 21164 | 1539 | moreover have "(v ((a + b) / 2) - v a) / ((a + b) / 2 - a) = k" | 
| 63558 | 1540 | by (rule DERIV_const_ratio_const2 [OF _ der]) (simp add: neq) | 
| 1541 | ultimately show ?thesis | |
| 1542 | using neq by force | |
| 21164 | 1543 | next | 
| 1544 | case greater | |
| 1545 | have "(v b - v a) / (b - a) = k" | |
| 1546 | by (rule DERIV_const_ratio_const2 [OF neq der]) | |
| 63558 | 1547 | then have "(b - a) * ((v b - v a) / (b - a)) = (b - a) * k" | 
| 1548 | by simp | |
| 21164 | 1549 | moreover have " (v ((b + a) / 2) - v a) / ((b + a) / 2 - a) = k" | 
| 63558 | 1550 | by (rule DERIV_const_ratio_const2 [OF _ der]) (simp add: neq) | 
| 1551 | ultimately show ?thesis | |
| 1552 | using neq by (force simp add: add.commute) | |
| 21164 | 1553 | qed | 
| 1554 | ||
| 68601 | 1555 | subsubsection\<open>A function with positive derivative is increasing\<close> | 
| 1556 | text \<open>A simple proof using the MVT, by Jeremy Avigad. And variants.\<close> | |
| 56261 | 1557 | lemma DERIV_pos_imp_increasing_open: | 
| 63558 | 1558 | fixes a b :: real | 
| 1559 | and f :: "real \<Rightarrow> real" | |
| 1560 | assumes "a < b" | |
| 1561 | and "\<And>x. a < x \<Longrightarrow> x < b \<Longrightarrow> (\<exists>y. DERIV f x :> y \<and> y > 0)" | |
| 1562 | and con: "\<And>x. a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> isCont f x" | |
| 33654 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 paulson parents: 
31902diff
changeset | 1563 | shows "f a < f b" | 
| 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 paulson parents: 
31902diff
changeset | 1564 | proof (rule ccontr) | 
| 63558 | 1565 | assume f: "\<not> ?thesis" | 
| 1566 | have "\<exists>l z. a < z \<and> z < b \<and> DERIV f z :> l \<and> f b - f a = (b - a) * l" | |
| 1567 | by (rule MVT) (use assms Deriv.differentiableI in \<open>force+\<close>) | |
| 1568 | then obtain l z where z: "a < z" "z < b" "DERIV f z :> l" and "f b - f a = (b - a) * l" | |
| 33654 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 paulson parents: 
31902diff
changeset | 1569 | by auto | 
| 63558 | 1570 | with assms f have "\<not> l > 0" | 
| 36777 
be5461582d0f
avoid using real-specific versions of generic lemmas
 huffman parents: 
35216diff
changeset | 1571 | by (metis linorder_not_le mult_le_0_iff diff_le_0_iff_le) | 
| 41550 | 1572 | with assms z show False | 
| 56261 | 1573 | by (metis DERIV_unique) | 
| 33654 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 paulson parents: 
31902diff
changeset | 1574 | qed | 
| 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 paulson parents: 
31902diff
changeset | 1575 | |
| 56261 | 1576 | lemma DERIV_pos_imp_increasing: | 
| 63558 | 1577 | fixes a b :: real | 
| 1578 | and f :: "real \<Rightarrow> real" | |
| 1579 | assumes "a < b" | |
| 1580 | and "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> (\<exists>y. DERIV f x :> y \<and> y > 0)" | |
| 56261 | 1581 | shows "f a < f b" | 
| 63558 | 1582 | by (metis DERIV_pos_imp_increasing_open [of a b f] assms DERIV_continuous less_imp_le) | 
| 56261 | 1583 | |
| 45791 | 1584 | lemma DERIV_nonneg_imp_nondecreasing: | 
| 63558 | 1585 | fixes a b :: real | 
| 1586 | and f :: "real \<Rightarrow> real" | |
| 1587 | assumes "a \<le> b" | |
| 68638 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1588 | and "\<And>x. \<lbrakk>a \<le> x; x \<le> b\<rbrakk> \<Longrightarrow> \<exists>y. DERIV f x :> y \<and> y \<ge> 0" | 
| 33654 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 paulson parents: 
31902diff
changeset | 1589 | shows "f a \<le> f b" | 
| 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 paulson parents: 
31902diff
changeset | 1590 | proof (rule ccontr, cases "a = b") | 
| 63558 | 1591 | assume "\<not> ?thesis" and "a = b" | 
| 41550 | 1592 | then show False by auto | 
| 37891 | 1593 | next | 
| 63558 | 1594 | assume *: "\<not> ?thesis" | 
| 1595 | assume "a \<noteq> b" | |
| 68638 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1596 | with \<open>a \<le> b\<close> have "a < b" | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1597 | by linarith | 
| 63558 | 1598 | with assms have "\<exists>l z. a < z \<and> z < b \<and> DERIV f z :> l \<and> f b - f a = (b - a) * l" | 
| 68638 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1599 | by (metis (no_types) not_le not_less_iff_gr_or_eq | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1600 | MVT [OF \<open>a < b\<close>, of f] DERIV_isCont [of f] differentiableI) | 
| 63558 | 1601 | then obtain l z where lz: "a < z" "z < b" "DERIV f z :> l" and **: "f b - f a = (b - a) * l" | 
| 33654 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 paulson parents: 
31902diff
changeset | 1602 | by auto | 
| 63558 | 1603 | with * have "a < b" "f b < f a" by auto | 
| 1604 | with ** have "\<not> l \<ge> 0" by (auto simp add: not_le algebra_simps) | |
| 1605 | (metis * add_le_cancel_right assms(1) less_eq_real_def mult_right_mono add_left_mono linear order_refl) | |
| 1606 | with assms lz show False | |
| 33654 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 paulson parents: 
31902diff
changeset | 1607 | by (metis DERIV_unique order_less_imp_le) | 
| 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 paulson parents: 
31902diff
changeset | 1608 | qed | 
| 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 paulson parents: 
31902diff
changeset | 1609 | |
| 56261 | 1610 | lemma DERIV_neg_imp_decreasing_open: | 
| 63558 | 1611 | fixes a b :: real | 
| 1612 | and f :: "real \<Rightarrow> real" | |
| 1613 | assumes "a < b" | |
| 68638 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1614 | and "\<And>x. a < x \<Longrightarrow> x < b \<Longrightarrow> \<exists>y. DERIV f x :> y \<and> y < 0" | 
| 63558 | 1615 | and con: "\<And>x. a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> isCont f x" | 
| 56261 | 1616 | shows "f a > f b" | 
| 1617 | proof - | |
| 63558 | 1618 | have "(\<lambda>x. -f x) a < (\<lambda>x. -f x) b" | 
| 68638 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1619 | proof (rule DERIV_pos_imp_increasing_open [of a b]) | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1620 | show "\<And>x. \<lbrakk>a < x; x < b\<rbrakk> \<Longrightarrow> \<exists>y. ((\<lambda>x. - f x) has_real_derivative y) (at x) \<and> 0 < y" | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1621 | using assms | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1622 | by simp (metis field_differentiable_minus neg_0_less_iff_less) | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1623 | qed (use assms in auto) | 
| 63558 | 1624 | then show ?thesis | 
| 56261 | 1625 | by simp | 
| 1626 | qed | |
| 1627 | ||
| 33654 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 paulson parents: 
31902diff
changeset | 1628 | lemma DERIV_neg_imp_decreasing: | 
| 63558 | 1629 | fixes a b :: real | 
| 1630 | and f :: "real \<Rightarrow> real" | |
| 1631 | assumes "a < b" | |
| 68638 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1632 | and "\<And>x. \<lbrakk>a \<le> x; x \<le> b\<rbrakk> \<Longrightarrow> \<exists>y. DERIV f x :> y \<and> y < 0" | 
| 33654 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 paulson parents: 
31902diff
changeset | 1633 | shows "f a > f b" | 
| 63558 | 1634 | by (metis DERIV_neg_imp_decreasing_open [of a b f] assms DERIV_continuous less_imp_le) | 
| 33654 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 paulson parents: 
31902diff
changeset | 1635 | |
| 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 paulson parents: 
31902diff
changeset | 1636 | lemma DERIV_nonpos_imp_nonincreasing: | 
| 63558 | 1637 | fixes a b :: real | 
| 1638 | and f :: "real \<Rightarrow> real" | |
| 1639 | assumes "a \<le> b" | |
| 68638 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1640 | and "\<And>x. \<lbrakk>a \<le> x; x \<le> b\<rbrakk> \<Longrightarrow> \<exists>y. DERIV f x :> y \<and> y \<le> 0" | 
| 33654 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 paulson parents: 
31902diff
changeset | 1641 | shows "f a \<ge> f b" | 
| 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 paulson parents: 
31902diff
changeset | 1642 | proof - | 
| 63558 | 1643 | have "(\<lambda>x. -f x) a \<le> (\<lambda>x. -f x) b" | 
| 68638 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1644 | using DERIV_nonneg_imp_nondecreasing [of a b "\<lambda>x. -f x"] assms DERIV_minus by fastforce | 
| 63558 | 1645 | then show ?thesis | 
| 33654 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 paulson parents: 
31902diff
changeset | 1646 | by simp | 
| 
abf780db30ea
A number of theorems contributed by Jeremy Avigad
 paulson parents: 
31902diff
changeset | 1647 | qed | 
| 21164 | 1648 | |
| 56289 | 1649 | lemma DERIV_pos_imp_increasing_at_bot: | 
| 63558 | 1650 | fixes f :: "real \<Rightarrow> real" | 
| 1651 | assumes "\<And>x. x \<le> b \<Longrightarrow> (\<exists>y. DERIV f x :> y \<and> y > 0)" | |
| 1652 | and lim: "(f \<longlongrightarrow> flim) at_bot" | |
| 56289 | 1653 | shows "flim < f b" | 
| 1654 | proof - | |
| 63952 
354808e9f44b
new material connected with HOL Light measure theory, plus more rationalisation
 paulson <lp15@cam.ac.uk> parents: 
63918diff
changeset | 1655 | have "\<exists>N. \<forall>n\<le>N. f n \<le> f (b - 1)" | 
| 68638 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1656 | by (rule_tac x="b - 2" in exI) (force intro: order.strict_implies_order DERIV_pos_imp_increasing assms) | 
| 63952 
354808e9f44b
new material connected with HOL Light measure theory, plus more rationalisation
 paulson <lp15@cam.ac.uk> parents: 
63918diff
changeset | 1657 | then have "flim \<le> f (b - 1)" | 
| 68638 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1658 | by (auto simp: eventually_at_bot_linorder tendsto_upperbound [OF lim]) | 
| 63558 | 1659 | also have "\<dots> < f b" | 
| 56289 | 1660 | by (force intro: DERIV_pos_imp_increasing [where f=f] assms) | 
| 1661 | finally show ?thesis . | |
| 1662 | qed | |
| 1663 | ||
| 1664 | lemma DERIV_neg_imp_decreasing_at_top: | |
| 63558 | 1665 | fixes f :: "real \<Rightarrow> real" | 
| 68638 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1666 | assumes der: "\<And>x. x \<ge> b \<Longrightarrow> \<exists>y. DERIV f x :> y \<and> y < 0" | 
| 63558 | 1667 | and lim: "(f \<longlongrightarrow> flim) at_top" | 
| 56289 | 1668 | shows "flim < f b" | 
| 1669 | apply (rule DERIV_pos_imp_increasing_at_bot [where f = "\<lambda>i. f (-i)" and b = "-b", simplified]) | |
| 63558 | 1670 | apply (metis DERIV_mirror der le_minus_iff neg_0_less_iff_less) | 
| 56289 | 1671 | apply (metis filterlim_at_top_mirror lim) | 
| 1672 | done | |
| 1673 | ||
| 60758 | 1674 | text \<open>Derivative of inverse function\<close> | 
| 23041 | 1675 | |
| 1676 | lemma DERIV_inverse_function: | |
| 1677 | fixes f g :: "real \<Rightarrow> real" | |
| 1678 | assumes der: "DERIV f (g x) :> D" | |
| 63558 | 1679 | and neq: "D \<noteq> 0" | 
| 1680 | and x: "a < x" "x < b" | |
| 68611 | 1681 | and inj: "\<And>y. \<lbrakk>a < y; y < b\<rbrakk> \<Longrightarrow> f (g y) = y" | 
| 63558 | 1682 | and cont: "isCont g x" | 
| 23041 | 1683 | shows "DERIV g x :> inverse D" | 
| 68634 | 1684 | unfolding has_field_derivative_iff | 
| 23044 | 1685 | proof (rule LIM_equal2) | 
| 1686 | show "0 < min (x - a) (b - x)" | |
| 63558 | 1687 | using x by arith | 
| 23044 | 1688 | next | 
| 23041 | 1689 | fix y | 
| 23044 | 1690 | assume "norm (y - x) < min (x - a) (b - x)" | 
| 63558 | 1691 | then have "a < y" and "y < b" | 
| 23044 | 1692 | by (simp_all add: abs_less_iff) | 
| 63558 | 1693 | then show "(g y - g x) / (y - x) = inverse ((f (g y) - x) / (g y - g x))" | 
| 23041 | 1694 | by (simp add: inj) | 
| 1695 | next | |
| 61976 | 1696 | have "(\<lambda>z. (f z - f (g x)) / (z - g x)) \<midarrow>g x\<rightarrow> D" | 
| 68634 | 1697 | by (rule der [unfolded has_field_derivative_iff]) | 
| 63558 | 1698 | then have 1: "(\<lambda>z. (f z - x) / (z - g x)) \<midarrow>g x\<rightarrow> D" | 
| 1699 | using inj x by simp | |
| 23041 | 1700 | have 2: "\<exists>d>0. \<forall>y. y \<noteq> x \<and> norm (y - x) < d \<longrightarrow> g y \<noteq> g x" | 
| 56219 | 1701 | proof (rule exI, safe) | 
| 23044 | 1702 | show "0 < min (x - a) (b - x)" | 
| 63558 | 1703 | using x by simp | 
| 23041 | 1704 | next | 
| 1705 | fix y | |
| 23044 | 1706 | assume "norm (y - x) < min (x - a) (b - x)" | 
| 63558 | 1707 | then have y: "a < y" "y < b" | 
| 23044 | 1708 | by (simp_all add: abs_less_iff) | 
| 23041 | 1709 | assume "g y = g x" | 
| 63558 | 1710 | then have "f (g y) = f (g x)" by simp | 
| 1711 | then have "y = x" using inj y x by simp | |
| 23041 | 1712 | also assume "y \<noteq> x" | 
| 1713 | finally show False by simp | |
| 1714 | qed | |
| 61976 | 1715 | have "(\<lambda>y. (f (g y) - x) / (g y - g x)) \<midarrow>x\<rightarrow> D" | 
| 23041 | 1716 | using cont 1 2 by (rule isCont_LIM_compose2) | 
| 63558 | 1717 | then show "(\<lambda>y. inverse ((f (g y) - x) / (g y - g x))) \<midarrow>x\<rightarrow> inverse D" | 
| 44568 
e6f291cb5810
discontinue many legacy theorems about LIM and LIMSEQ, in favor of tendsto theorems
 huffman parents: 
44317diff
changeset | 1718 | using neq by (rule tendsto_inverse) | 
| 23041 | 1719 | qed | 
| 1720 | ||
| 60758 | 1721 | subsection \<open>Generalized Mean Value Theorem\<close> | 
| 29975 | 1722 | |
| 21164 | 1723 | theorem GMVT: | 
| 21784 
e76faa6e65fd
changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
 huffman parents: 
21404diff
changeset | 1724 | fixes a b :: real | 
| 21164 | 1725 | assumes alb: "a < b" | 
| 41550 | 1726 | and fc: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x" | 
| 56181 
2aa0b19e74f3
unify syntax for has_derivative and differentiable
 hoelzl parents: 
55970diff
changeset | 1727 | and fd: "\<forall>x. a < x \<and> x < b \<longrightarrow> f differentiable (at x)" | 
| 41550 | 1728 | and gc: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont g x" | 
| 56181 
2aa0b19e74f3
unify syntax for has_derivative and differentiable
 hoelzl parents: 
55970diff
changeset | 1729 | and gd: "\<forall>x. a < x \<and> x < b \<longrightarrow> g differentiable (at x)" | 
| 53381 | 1730 | shows "\<exists>g'c f'c c. | 
| 63558 | 1731 | DERIV g c :> g'c \<and> DERIV f c :> f'c \<and> a < c \<and> c < b \<and> (f b - f a) * g'c = (g b - g a) * f'c" | 
| 21164 | 1732 | proof - | 
| 63558 | 1733 | let ?h = "\<lambda>x. (f b - f a) * g x - (g b - g a) * f x" | 
| 1734 | have "\<exists>l z. a < z \<and> z < b \<and> DERIV ?h z :> l \<and> ?h b - ?h a = (b - a) * l" | |
| 1735 | proof (rule MVT) | |
| 1736 | from assms show "a < b" by simp | |
| 68638 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1737 | show "\<And>x. \<lbrakk>a \<le> x; x \<le> b\<rbrakk> \<Longrightarrow> isCont ?h x" | 
| 63558 | 1738 | using fc gc by simp | 
| 68638 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1739 | show "\<And>x. \<lbrakk>a < x; x < b\<rbrakk> \<Longrightarrow> ?h differentiable (at x)" | 
| 63558 | 1740 | using fd gd by simp | 
| 1741 | qed | |
| 1742 | then obtain l where l: "\<exists>z. a < z \<and> z < b \<and> DERIV ?h z :> l \<and> ?h b - ?h a = (b - a) * l" .. | |
| 1743 | then obtain c where c: "a < c \<and> c < b \<and> DERIV ?h c :> l \<and> ?h b - ?h a = (b - a) * l" .. | |
| 21164 | 1744 | |
| 63558 | 1745 | from c have cint: "a < c \<and> c < b" by auto | 
| 56181 
2aa0b19e74f3
unify syntax for has_derivative and differentiable
 hoelzl parents: 
55970diff
changeset | 1746 | with gd have "g differentiable (at c)" by simp | 
| 63558 | 1747 | then have "\<exists>D. DERIV g c :> D" by (rule differentiableD) | 
| 1748 | then obtain g'c where g'c: "DERIV g c :> g'c" .. | |
| 21164 | 1749 | |
| 63558 | 1750 | from c have "a < c \<and> c < b" by auto | 
| 56181 
2aa0b19e74f3
unify syntax for has_derivative and differentiable
 hoelzl parents: 
55970diff
changeset | 1751 | with fd have "f differentiable (at c)" by simp | 
| 63558 | 1752 | then have "\<exists>D. DERIV f c :> D" by (rule differentiableD) | 
| 1753 | then obtain f'c where f'c: "DERIV f c :> f'c" .. | |
| 21164 | 1754 | |
| 63558 | 1755 | from c have "DERIV ?h c :> l" by auto | 
| 41368 | 1756 | moreover have "DERIV ?h c :> g'c * (f b - f a) - f'c * (g b - g a)" | 
| 63558 | 1757 | using g'c f'c by (auto intro!: derivative_eq_intros) | 
| 21164 | 1758 | ultimately have leq: "l = g'c * (f b - f a) - f'c * (g b - g a)" by (rule DERIV_unique) | 
| 1759 | ||
| 63558 | 1760 | have "?h b - ?h a = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" | 
| 1761 | proof - | |
| 1762 | from c have "?h b - ?h a = (b - a) * l" by auto | |
| 53374 
a14d2a854c02
tuned proofs -- clarified flow of facts wrt. calculation;
 wenzelm parents: 
51642diff
changeset | 1763 | also from leq have "\<dots> = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" by simp | 
| 63558 | 1764 | finally show ?thesis by simp | 
| 1765 | qed | |
| 1766 | moreover have "?h b - ?h a = 0" | |
| 1767 | proof - | |
| 21164 | 1768 | have "?h b - ?h a = | 
| 63558 | 1769 | ((f b)*(g b) - (f a)*(g b) - (g b)*(f b) + (g a)*(f b)) - | 
| 1770 | ((f b)*(g a) - (f a)*(g a) - (g b)*(f a) + (g a)*(f a))" | |
| 29667 | 1771 | by (simp add: algebra_simps) | 
| 63558 | 1772 | then show ?thesis by auto | 
| 1773 | qed | |
| 21164 | 1774 | ultimately have "(b - a) * (g'c * (f b - f a) - f'c * (g b - g a)) = 0" by auto | 
| 1775 | with alb have "g'c * (f b - f a) - f'c * (g b - g a) = 0" by simp | |
| 63558 | 1776 | then have "g'c * (f b - f a) = f'c * (g b - g a)" by simp | 
| 1777 | then have "(f b - f a) * g'c = (g b - g a) * f'c" by (simp add: ac_simps) | |
| 1778 | with g'c f'c cint show ?thesis by auto | |
| 21164 | 1779 | qed | 
| 1780 | ||
| 50327 | 1781 | lemma GMVT': | 
| 1782 | fixes f g :: "real \<Rightarrow> real" | |
| 1783 | assumes "a < b" | |
| 63558 | 1784 | and isCont_f: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont f z" | 
| 1785 | and isCont_g: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont g z" | |
| 1786 | and DERIV_g: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV g z :> (g' z)" | |
| 1787 | and DERIV_f: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV f z :> (f' z)" | |
| 50327 | 1788 | shows "\<exists>c. a < c \<and> c < b \<and> (f b - f a) * g' c = (g b - g a) * f' c" | 
| 1789 | proof - | |
| 1790 | have "\<exists>g'c f'c c. DERIV g c :> g'c \<and> DERIV f c :> f'c \<and> | |
| 63558 | 1791 | a < c \<and> c < b \<and> (f b - f a) * g'c = (g b - g a) * f'c" | 
| 56181 
2aa0b19e74f3
unify syntax for has_derivative and differentiable
 hoelzl parents: 
55970diff
changeset | 1792 | using assms by (intro GMVT) (force simp: real_differentiable_def)+ | 
| 50327 | 1793 | then obtain c where "a < c" "c < b" "(f b - f a) * g' c = (g b - g a) * f' c" | 
| 1794 | using DERIV_f DERIV_g by (force dest: DERIV_unique) | |
| 1795 | then show ?thesis | |
| 1796 | by auto | |
| 1797 | qed | |
| 1798 | ||
| 51529 
2d2f59e6055a
move theorems about compactness of real closed intervals, the intermediate value theorem, and lemmas about continuity of bijective functions from Deriv.thy to Limits.thy
 hoelzl parents: 
51526diff
changeset | 1799 | |
| 60758 | 1800 | subsection \<open>L'Hopitals rule\<close> | 
| 51529 
2d2f59e6055a
move theorems about compactness of real closed intervals, the intermediate value theorem, and lemmas about continuity of bijective functions from Deriv.thy to Limits.thy
 hoelzl parents: 
51526diff
changeset | 1801 | |
| 51641 
cd05e9fcc63d
remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
 hoelzl parents: 
51529diff
changeset | 1802 | lemma isCont_If_ge: | 
| 
cd05e9fcc63d
remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
 hoelzl parents: 
51529diff
changeset | 1803 | fixes a :: "'a :: linorder_topology" | 
| 68638 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1804 | assumes "continuous (at_left a) g" and f: "(f \<longlongrightarrow> g a) (at_right a)" | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1805 | shows "isCont (\<lambda>x. if x \<le> a then g x else f x) a" (is "isCont ?gf a") | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1806 | proof - | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1807 | have g: "(g \<longlongrightarrow> g a) (at_left a)" | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1808 | using assms continuous_within by blast | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1809 | show ?thesis | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1810 | unfolding isCont_def continuous_within | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1811 | proof (intro filterlim_split_at; simp) | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1812 | show "(?gf \<longlongrightarrow> g a) (at_left a)" | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1813 | by (subst filterlim_cong[OF refl refl, where g=g]) (simp_all add: eventually_at_filter less_le g) | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1814 | show "(?gf \<longlongrightarrow> g a) (at_right a)" | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1815 | by (subst filterlim_cong[OF refl refl, where g=f]) (simp_all add: eventually_at_filter less_le f) | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1816 | qed | 
| 
87d1bff264df
de-applying and meta-quantifying
 paulson <lp15@cam.ac.uk> parents: 
68635diff
changeset | 1817 | qed | 
| 51641 
cd05e9fcc63d
remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
 hoelzl parents: 
51529diff
changeset | 1818 | |
| 50327 | 1819 | lemma lhopital_right_0: | 
| 50329 | 1820 | fixes f0 g0 :: "real \<Rightarrow> real" | 
| 61973 | 1821 | assumes f_0: "(f0 \<longlongrightarrow> 0) (at_right 0)" | 
| 63558 | 1822 | and g_0: "(g0 \<longlongrightarrow> 0) (at_right 0)" | 
| 1823 | and ev: | |
| 1824 | "eventually (\<lambda>x. g0 x \<noteq> 0) (at_right 0)" | |
| 1825 | "eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)" | |
| 1826 | "eventually (\<lambda>x. DERIV f0 x :> f' x) (at_right 0)" | |
| 1827 | "eventually (\<lambda>x. DERIV g0 x :> g' x) (at_right 0)" | |
| 63713 | 1828 | and lim: "filterlim (\<lambda> x. (f' x / g' x)) F (at_right 0)" | 
| 1829 | shows "filterlim (\<lambda> x. f0 x / g0 x) F (at_right 0)" | |
| 50327 | 1830 | proof - | 
| 63040 | 1831 | define f where [abs_def]: "f x = (if x \<le> 0 then 0 else f0 x)" for x | 
| 50329 | 1832 | then have "f 0 = 0" by simp | 
| 1833 | ||
| 63040 | 1834 | define g where [abs_def]: "g x = (if x \<le> 0 then 0 else g0 x)" for x | 
| 50329 | 1835 | then have "g 0 = 0" by simp | 
| 1836 | ||
| 1837 | have "eventually (\<lambda>x. g0 x \<noteq> 0 \<and> g' x \<noteq> 0 \<and> | |
| 1838 | DERIV f0 x :> (f' x) \<and> DERIV g0 x :> (g' x)) (at_right 0)" | |
| 1839 | using ev by eventually_elim auto | |
| 1840 | then obtain a where [arith]: "0 < a" | |
| 1841 | and g0_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g0 x \<noteq> 0" | |
| 50327 | 1842 | and g'_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g' x \<noteq> 0" | 
| 50329 | 1843 | and f0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV f0 x :> (f' x)" | 
| 1844 | and g0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV g0 x :> (g' x)" | |
| 56219 | 1845 | unfolding eventually_at by (auto simp: dist_real_def) | 
| 50327 | 1846 | |
| 50329 | 1847 | have g_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g x \<noteq> 0" | 
| 1848 | using g0_neq_0 by (simp add: g_def) | |
| 1849 | ||
| 63558 | 1850 | have f: "DERIV f x :> (f' x)" if x: "0 < x" "x < a" for x | 
| 1851 | using that | |
| 1852 | by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ f0[OF x]]) | |
| 1853 | (auto simp: f_def eventually_nhds_metric dist_real_def intro!: exI[of _ x]) | |
| 50329 | 1854 | |
| 63558 | 1855 | have g: "DERIV g x :> (g' x)" if x: "0 < x" "x < a" for x | 
| 1856 | using that | |
| 1857 | by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ g0[OF x]]) | |
| 1858 | (auto simp: g_def eventually_nhds_metric dist_real_def intro!: exI[of _ x]) | |
| 50329 | 1859 | |
| 1860 | have "isCont f 0" | |
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changeset | 1861 | unfolding f_def by (intro isCont_If_ge f_0 continuous_const) | 
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changeset | 1862 | |
| 50329 | 1863 | have "isCont g 0" | 
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changeset | 1864 | unfolding g_def by (intro isCont_If_ge g_0 continuous_const) | 
| 50329 | 1865 | |
| 50327 | 1866 |   have "\<exists>\<zeta>. \<forall>x\<in>{0 <..< a}. 0 < \<zeta> x \<and> \<zeta> x < x \<and> f x / g x = f' (\<zeta> x) / g' (\<zeta> x)"
 | 
| 63558 | 1867 | proof (rule bchoice, rule ballI) | 
| 1868 | fix x | |
| 1869 |     assume "x \<in> {0 <..< a}"
 | |
| 50327 | 1870 | then have x[arith]: "0 < x" "x < a" by auto | 
| 60758 | 1871 | with g'_neq_0 g_neq_0 \<open>g 0 = 0\<close> have g': "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> 0 \<noteq> g' x" "g 0 \<noteq> g x" | 
| 50327 | 1872 | by auto | 
| 50328 | 1873 | have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont f x" | 
| 60758 | 1874 | using \<open>isCont f 0\<close> f by (auto intro: DERIV_isCont simp: le_less) | 
| 50328 | 1875 | moreover have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont g x" | 
| 60758 | 1876 | using \<open>isCont g 0\<close> g by (auto intro: DERIV_isCont simp: le_less) | 
| 50328 | 1877 | ultimately have "\<exists>c. 0 < c \<and> c < x \<and> (f x - f 0) * g' c = (g x - g 0) * f' c" | 
| 60758 | 1878 | using f g \<open>x < a\<close> by (intro GMVT') auto | 
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changeset | 1879 | then obtain c where *: "0 < c" "c < x" "(f x - f 0) * g' c = (g x - g 0) * f' c" | 
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changeset | 1880 | by blast | 
| 50327 | 1881 | moreover | 
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changeset | 1882 | from * g'(1)[of c] g'(2) have "(f x - f 0) / (g x - g 0) = f' c / g' c" | 
| 50327 | 1883 | by (simp add: field_simps) | 
| 1884 | ultimately show "\<exists>y. 0 < y \<and> y < x \<and> f x / g x = f' y / g' y" | |
| 60758 | 1885 | using \<open>f 0 = 0\<close> \<open>g 0 = 0\<close> by (auto intro!: exI[of _ c]) | 
| 50327 | 1886 | qed | 
| 53381 | 1887 |   then obtain \<zeta> where "\<forall>x\<in>{0 <..< a}. 0 < \<zeta> x \<and> \<zeta> x < x \<and> f x / g x = f' (\<zeta> x) / g' (\<zeta> x)" ..
 | 
| 50327 | 1888 | then have \<zeta>: "eventually (\<lambda>x. 0 < \<zeta> x \<and> \<zeta> x < x \<and> f x / g x = f' (\<zeta> x) / g' (\<zeta> x)) (at_right 0)" | 
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changeset | 1889 | unfolding eventually_at by (intro exI[of _ a]) (auto simp: dist_real_def) | 
| 50327 | 1890 | moreover | 
| 1891 | from \<zeta> have "eventually (\<lambda>x. norm (\<zeta> x) \<le> x) (at_right 0)" | |
| 1892 | by eventually_elim auto | |
| 61973 | 1893 | then have "((\<lambda>x. norm (\<zeta> x)) \<longlongrightarrow> 0) (at_right 0)" | 
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changeset | 1894 | by (rule_tac real_tendsto_sandwich[where f="\<lambda>x. 0" and h="\<lambda>x. x"]) auto | 
| 61973 | 1895 | then have "(\<zeta> \<longlongrightarrow> 0) (at_right 0)" | 
| 50327 | 1896 | by (rule tendsto_norm_zero_cancel) | 
| 1897 | with \<zeta> have "filterlim \<zeta> (at_right 0) (at_right 0)" | |
| 61810 | 1898 | by (auto elim!: eventually_mono simp: filterlim_at) | 
| 63713 | 1899 | from this lim have "filterlim (\<lambda>t. f' (\<zeta> t) / g' (\<zeta> t)) F (at_right 0)" | 
| 50327 | 1900 | by (rule_tac filterlim_compose[of _ _ _ \<zeta>]) | 
| 63713 | 1901 | ultimately have "filterlim (\<lambda>t. f t / g t) F (at_right 0)" (is ?P) | 
| 50328 | 1902 | by (rule_tac filterlim_cong[THEN iffD1, OF refl refl]) | 
| 61810 | 1903 | (auto elim: eventually_mono) | 
| 50329 | 1904 | also have "?P \<longleftrightarrow> ?thesis" | 
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changeset | 1905 | by (rule filterlim_cong) (auto simp: f_def g_def eventually_at_filter) | 
| 50329 | 1906 | finally show ?thesis . | 
| 50327 | 1907 | qed | 
| 1908 | ||
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changeset | 1909 | lemma lhopital_right: | 
| 63558 | 1910 | "(f \<longlongrightarrow> 0) (at_right x) \<Longrightarrow> (g \<longlongrightarrow> 0) (at_right x) \<Longrightarrow> | 
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changeset | 1911 | eventually (\<lambda>x. g x \<noteq> 0) (at_right x) \<Longrightarrow> | 
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changeset | 1912 | eventually (\<lambda>x. g' x \<noteq> 0) (at_right x) \<Longrightarrow> | 
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changeset | 1913 | eventually (\<lambda>x. DERIV f x :> f' x) (at_right x) \<Longrightarrow> | 
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changeset | 1914 | eventually (\<lambda>x. DERIV g x :> g' x) (at_right x) \<Longrightarrow> | 
| 63713 | 1915 | filterlim (\<lambda> x. (f' x / g' x)) F (at_right x) \<Longrightarrow> | 
| 1916 | filterlim (\<lambda> x. f x / g x) F (at_right x)" | |
| 63558 | 1917 | for x :: real | 
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changeset | 1918 | unfolding eventually_at_right_to_0[of _ x] filterlim_at_right_to_0[of _ _ x] DERIV_shift | 
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changeset | 1919 | by (rule lhopital_right_0) | 
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changeset | 1920 | |
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changeset | 1921 | lemma lhopital_left: | 
| 63558 | 1922 | "(f \<longlongrightarrow> 0) (at_left x) \<Longrightarrow> (g \<longlongrightarrow> 0) (at_left x) \<Longrightarrow> | 
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changeset | 1923 | eventually (\<lambda>x. g x \<noteq> 0) (at_left x) \<Longrightarrow> | 
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changeset | 1924 | eventually (\<lambda>x. g' x \<noteq> 0) (at_left x) \<Longrightarrow> | 
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changeset | 1925 | eventually (\<lambda>x. DERIV f x :> f' x) (at_left x) \<Longrightarrow> | 
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changeset | 1926 | eventually (\<lambda>x. DERIV g x :> g' x) (at_left x) \<Longrightarrow> | 
| 63713 | 1927 | filterlim (\<lambda> x. (f' x / g' x)) F (at_left x) \<Longrightarrow> | 
| 1928 | filterlim (\<lambda> x. f x / g x) F (at_left x)" | |
| 63558 | 1929 | for x :: real | 
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changeset | 1930 | unfolding eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror | 
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changeset | 1931 | by (rule lhopital_right[where f'="\<lambda>x. - f' (- x)"]) (auto simp: DERIV_mirror) | 
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changeset | 1932 | |
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changeset | 1933 | lemma lhopital: | 
| 63558 | 1934 | "(f \<longlongrightarrow> 0) (at x) \<Longrightarrow> (g \<longlongrightarrow> 0) (at x) \<Longrightarrow> | 
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changeset | 1935 | eventually (\<lambda>x. g x \<noteq> 0) (at x) \<Longrightarrow> | 
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changeset | 1936 | eventually (\<lambda>x. g' x \<noteq> 0) (at x) \<Longrightarrow> | 
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changeset | 1937 | eventually (\<lambda>x. DERIV f x :> f' x) (at x) \<Longrightarrow> | 
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changeset | 1938 | eventually (\<lambda>x. DERIV g x :> g' x) (at x) \<Longrightarrow> | 
| 63713 | 1939 | filterlim (\<lambda> x. (f' x / g' x)) F (at x) \<Longrightarrow> | 
| 1940 | filterlim (\<lambda> x. f x / g x) F (at x)" | |
| 63558 | 1941 | for x :: real | 
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changeset | 1942 | unfolding eventually_at_split filterlim_at_split | 
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changeset | 1943 | by (auto intro!: lhopital_right[of f x g g' f'] lhopital_left[of f x g g' f']) | 
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changeset | 1944 | |
| 63713 | 1945 | |
| 50327 | 1946 | lemma lhopital_right_0_at_top: | 
| 1947 | fixes f g :: "real \<Rightarrow> real" | |
| 1948 | assumes g_0: "LIM x at_right 0. g x :> at_top" | |
| 63558 | 1949 | and ev: | 
| 1950 | "eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)" | |
| 1951 | "eventually (\<lambda>x. DERIV f x :> f' x) (at_right 0)" | |
| 1952 | "eventually (\<lambda>x. DERIV g x :> g' x) (at_right 0)" | |
| 1953 | and lim: "((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> x) (at_right 0)" | |
| 61973 | 1954 | shows "((\<lambda> x. f x / g x) \<longlongrightarrow> x) (at_right 0)" | 
| 50327 | 1955 | unfolding tendsto_iff | 
| 1956 | proof safe | |
| 63558 | 1957 | fix e :: real | 
| 1958 | assume "0 < e" | |
| 50327 | 1959 | with lim[unfolded tendsto_iff, rule_format, of "e / 4"] | 
| 63558 | 1960 | have "eventually (\<lambda>t. dist (f' t / g' t) x < e / 4) (at_right 0)" | 
| 1961 | by simp | |
| 50327 | 1962 | from eventually_conj[OF eventually_conj[OF ev(1) ev(2)] eventually_conj[OF ev(3) this]] | 
| 1963 | obtain a where [arith]: "0 < a" | |
| 1964 | and g'_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g' x \<noteq> 0" | |
| 1965 | and f0: "\<And>x. 0 < x \<Longrightarrow> x \<le> a \<Longrightarrow> DERIV f x :> (f' x)" | |
| 1966 | and g0: "\<And>x. 0 < x \<Longrightarrow> x \<le> a \<Longrightarrow> DERIV g x :> (g' x)" | |
| 1967 | and Df: "\<And>t. 0 < t \<Longrightarrow> t < a \<Longrightarrow> dist (f' t / g' t) x < e / 4" | |
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changeset | 1968 | unfolding eventually_at_le by (auto simp: dist_real_def) | 
| 50327 | 1969 | |
| 63558 | 1970 | from Df have "eventually (\<lambda>t. t < a) (at_right 0)" "eventually (\<lambda>t::real. 0 < t) (at_right 0)" | 
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changeset | 1971 | unfolding eventually_at by (auto intro!: exI[of _ a] simp: dist_real_def) | 
| 50327 | 1972 | |
| 1973 | moreover | |
| 50328 | 1974 | have "eventually (\<lambda>t. 0 < g t) (at_right 0)" "eventually (\<lambda>t. g a < g t) (at_right 0)" | 
| 61810 | 1975 | using g_0 by (auto elim: eventually_mono simp: filterlim_at_top_dense) | 
| 50327 | 1976 | |
| 1977 | moreover | |
| 61973 | 1978 | have inv_g: "((\<lambda>x. inverse (g x)) \<longlongrightarrow> 0) (at_right 0)" | 
| 50327 | 1979 | using tendsto_inverse_0 filterlim_mono[OF g_0 at_top_le_at_infinity order_refl] | 
| 1980 | by (rule filterlim_compose) | |
| 61973 | 1981 | then have "((\<lambda>x. norm (1 - g a * inverse (g x))) \<longlongrightarrow> norm (1 - g a * 0)) (at_right 0)" | 
| 50327 | 1982 | by (intro tendsto_intros) | 
| 61973 | 1983 | then have "((\<lambda>x. norm (1 - g a / g x)) \<longlongrightarrow> 1) (at_right 0)" | 
| 50327 | 1984 | by (simp add: inverse_eq_divide) | 
| 1985 | from this[unfolded tendsto_iff, rule_format, of 1] | |
| 1986 | have "eventually (\<lambda>x. norm (1 - g a / g x) < 2) (at_right 0)" | |
| 61810 | 1987 | by (auto elim!: eventually_mono simp: dist_real_def) | 
| 50327 | 1988 | |
| 1989 | moreover | |
| 63558 | 1990 | from inv_g have "((\<lambda>t. norm ((f a - x * g a) * inverse (g t))) \<longlongrightarrow> norm ((f a - x * g a) * 0)) | 
| 1991 | (at_right 0)" | |
| 50327 | 1992 | by (intro tendsto_intros) | 
| 61973 | 1993 | then have "((\<lambda>t. norm (f a - x * g a) / norm (g t)) \<longlongrightarrow> 0) (at_right 0)" | 
| 50327 | 1994 | by (simp add: inverse_eq_divide) | 
| 60758 | 1995 | from this[unfolded tendsto_iff, rule_format, of "e / 2"] \<open>0 < e\<close> | 
| 50327 | 1996 | have "eventually (\<lambda>t. norm (f a - x * g a) / norm (g t) < e / 2) (at_right 0)" | 
| 1997 | by (auto simp: dist_real_def) | |
| 1998 | ||
| 1999 | ultimately show "eventually (\<lambda>t. dist (f t / g t) x < e) (at_right 0)" | |
| 2000 | proof eventually_elim | |
| 2001 | fix t assume t[arith]: "0 < t" "t < a" "g a < g t" "0 < g t" | |
| 2002 | assume ineq: "norm (1 - g a / g t) < 2" "norm (f a - x * g a) / norm (g t) < e / 2" | |
| 2003 | ||
| 2004 | have "\<exists>y. t < y \<and> y < a \<and> (g a - g t) * f' y = (f a - f t) * g' y" | |
| 2005 | using f0 g0 t(1,2) by (intro GMVT') (force intro!: DERIV_isCont)+ | |
| 53381 | 2006 | then obtain y where [arith]: "t < y" "y < a" | 
| 2007 | and D_eq0: "(g a - g t) * f' y = (f a - f t) * g' y" | |
| 2008 | by blast | |
| 2009 | from D_eq0 have D_eq: "(f t - f a) / (g t - g a) = f' y / g' y" | |
| 60758 | 2010 | using \<open>g a < g t\<close> g'_neq_0[of y] by (auto simp add: field_simps) | 
| 50327 | 2011 | |
| 2012 | have *: "f t / g t - x = ((f t - f a) / (g t - g a) - x) * (1 - g a / g t) + (f a - x * g a) / g t" | |
| 2013 | by (simp add: field_simps) | |
| 2014 | have "norm (f t / g t - x) \<le> | |
| 2015 | norm (((f t - f a) / (g t - g a) - x) * (1 - g a / g t)) + norm ((f a - x * g a) / g t)" | |
| 2016 | unfolding * by (rule norm_triangle_ineq) | |
| 2017 | also have "\<dots> = dist (f' y / g' y) x * norm (1 - g a / g t) + norm (f a - x * g a) / norm (g t)" | |
| 2018 | by (simp add: abs_mult D_eq dist_real_def) | |
| 2019 | also have "\<dots> < (e / 4) * 2 + e / 2" | |
| 60758 | 2020 | using ineq Df[of y] \<open>0 < e\<close> by (intro add_le_less_mono mult_mono) auto | 
| 50327 | 2021 | finally show "dist (f t / g t) x < e" | 
| 2022 | by (simp add: dist_real_def) | |
| 2023 | qed | |
| 2024 | qed | |
| 2025 | ||
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changeset | 2026 | lemma lhopital_right_at_top: | 
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changeset | 2027 | "LIM x at_right x. (g::real \<Rightarrow> real) x :> at_top \<Longrightarrow> | 
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changeset | 2028 | eventually (\<lambda>x. g' x \<noteq> 0) (at_right x) \<Longrightarrow> | 
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changeset | 2029 | eventually (\<lambda>x. DERIV f x :> f' x) (at_right x) \<Longrightarrow> | 
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changeset | 2030 | eventually (\<lambda>x. DERIV g x :> g' x) (at_right x) \<Longrightarrow> | 
| 61973 | 2031 | ((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> y) (at_right x) \<Longrightarrow> | 
| 2032 | ((\<lambda> x. f x / g x) \<longlongrightarrow> y) (at_right x)" | |
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changeset | 2033 | unfolding eventually_at_right_to_0[of _ x] filterlim_at_right_to_0[of _ _ x] DERIV_shift | 
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changeset | 2034 | by (rule lhopital_right_0_at_top) | 
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changeset | 2035 | |
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changeset | 2036 | lemma lhopital_left_at_top: | 
| 63558 | 2037 | "LIM x at_left x. g x :> at_top \<Longrightarrow> | 
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changeset | 2038 | eventually (\<lambda>x. g' x \<noteq> 0) (at_left x) \<Longrightarrow> | 
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changeset | 2039 | eventually (\<lambda>x. DERIV f x :> f' x) (at_left x) \<Longrightarrow> | 
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changeset | 2040 | eventually (\<lambda>x. DERIV g x :> g' x) (at_left x) \<Longrightarrow> | 
| 61973 | 2041 | ((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> y) (at_left x) \<Longrightarrow> | 
| 2042 | ((\<lambda> x. f x / g x) \<longlongrightarrow> y) (at_left x)" | |
| 63558 | 2043 | for x :: real | 
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changeset | 2044 | unfolding eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror | 
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changeset | 2045 | by (rule lhopital_right_at_top[where f'="\<lambda>x. - f' (- x)"]) (auto simp: DERIV_mirror) | 
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changeset | 2046 | |
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changeset | 2047 | lemma lhopital_at_top: | 
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changeset | 2048 | "LIM x at x. (g::real \<Rightarrow> real) x :> at_top \<Longrightarrow> | 
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changeset | 2049 | eventually (\<lambda>x. g' x \<noteq> 0) (at x) \<Longrightarrow> | 
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changeset | 2050 | eventually (\<lambda>x. DERIV f x :> f' x) (at x) \<Longrightarrow> | 
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changeset | 2051 | eventually (\<lambda>x. DERIV g x :> g' x) (at x) \<Longrightarrow> | 
| 61973 | 2052 | ((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> y) (at x) \<Longrightarrow> | 
| 2053 | ((\<lambda> x. f x / g x) \<longlongrightarrow> y) (at x)" | |
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changeset | 2054 | unfolding eventually_at_split filterlim_at_split | 
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changeset | 2055 | by (auto intro!: lhopital_right_at_top[of g x g' f f'] lhopital_left_at_top[of g x g' f f']) | 
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changeset | 2056 | |
| 50347 | 2057 | lemma lhospital_at_top_at_top: | 
| 2058 | fixes f g :: "real \<Rightarrow> real" | |
| 2059 | assumes g_0: "LIM x at_top. g x :> at_top" | |
| 63558 | 2060 | and g': "eventually (\<lambda>x. g' x \<noteq> 0) at_top" | 
| 2061 | and Df: "eventually (\<lambda>x. DERIV f x :> f' x) at_top" | |
| 2062 | and Dg: "eventually (\<lambda>x. DERIV g x :> g' x) at_top" | |
| 2063 | and lim: "((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> x) at_top" | |
| 61973 | 2064 | shows "((\<lambda> x. f x / g x) \<longlongrightarrow> x) at_top" | 
| 50347 | 2065 | unfolding filterlim_at_top_to_right | 
| 2066 | proof (rule lhopital_right_0_at_top) | |
| 2067 | let ?F = "\<lambda>x. f (inverse x)" | |
| 2068 | let ?G = "\<lambda>x. g (inverse x)" | |
| 2069 | let ?R = "at_right (0::real)" | |
| 2070 | let ?D = "\<lambda>f' x. f' (inverse x) * - (inverse x ^ Suc (Suc 0))" | |
| 2071 | show "LIM x ?R. ?G x :> at_top" | |
| 2072 | using g_0 unfolding filterlim_at_top_to_right . | |
| 2073 | show "eventually (\<lambda>x. DERIV ?G x :> ?D g' x) ?R" | |
| 2074 | unfolding eventually_at_right_to_top | |
| 63558 | 2075 | using Dg eventually_ge_at_top[where c=1] | 
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changeset | 2076 | by eventually_elim (rule derivative_eq_intros DERIV_chain'[where f=inverse] | simp)+ | 
| 50347 | 2077 | show "eventually (\<lambda>x. DERIV ?F x :> ?D f' x) ?R" | 
| 2078 | unfolding eventually_at_right_to_top | |
| 63558 | 2079 | using Df eventually_ge_at_top[where c=1] | 
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changeset | 2080 | by eventually_elim (rule derivative_eq_intros DERIV_chain'[where f=inverse] | simp)+ | 
| 50347 | 2081 | show "eventually (\<lambda>x. ?D g' x \<noteq> 0) ?R" | 
| 2082 | unfolding eventually_at_right_to_top | |
| 63558 | 2083 | using g' eventually_ge_at_top[where c=1] | 
| 50347 | 2084 | by eventually_elim auto | 
| 61973 | 2085 | show "((\<lambda>x. ?D f' x / ?D g' x) \<longlongrightarrow> x) ?R" | 
| 50347 | 2086 | unfolding filterlim_at_right_to_top | 
| 2087 | apply (intro filterlim_cong[THEN iffD2, OF refl refl _ lim]) | |
| 63558 | 2088 | using eventually_ge_at_top[where c=1] | 
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changeset | 2089 | by eventually_elim simp | 
| 50347 | 2090 | qed | 
| 2091 | ||
| 63713 | 2092 | lemma lhopital_right_at_top_at_top: | 
| 2093 | fixes f g :: "real \<Rightarrow> real" | |
| 2094 | assumes f_0: "LIM x at_right a. f x :> at_top" | |
| 2095 | assumes g_0: "LIM x at_right a. g x :> at_top" | |
| 2096 | and ev: | |
| 2097 | "eventually (\<lambda>x. DERIV f x :> f' x) (at_right a)" | |
| 2098 | "eventually (\<lambda>x. DERIV g x :> g' x) (at_right a)" | |
| 2099 | and lim: "filterlim (\<lambda> x. (f' x / g' x)) at_top (at_right a)" | |
| 2100 | shows "filterlim (\<lambda> x. f x / g x) at_top (at_right a)" | |
| 2101 | proof - | |
| 2102 | from lim have pos: "eventually (\<lambda>x. f' x / g' x > 0) (at_right a)" | |
| 2103 | unfolding filterlim_at_top_dense by blast | |
| 2104 | have "((\<lambda>x. g x / f x) \<longlongrightarrow> 0) (at_right a)" | |
| 2105 | proof (rule lhopital_right_at_top) | |
| 2106 | from pos show "eventually (\<lambda>x. f' x \<noteq> 0) (at_right a)" by eventually_elim auto | |
| 2107 | from tendsto_inverse_0_at_top[OF lim] | |
| 2108 | show "((\<lambda>x. g' x / f' x) \<longlongrightarrow> 0) (at_right a)" by simp | |
| 2109 | qed fact+ | |
| 2110 | moreover from f_0 g_0 | |
| 2111 | have "eventually (\<lambda>x. f x > 0) (at_right a)" "eventually (\<lambda>x. g x > 0) (at_right a)" | |
| 2112 | unfolding filterlim_at_top_dense by blast+ | |
| 2113 | hence "eventually (\<lambda>x. g x / f x > 0) (at_right a)" by eventually_elim simp | |
| 2114 | ultimately have "filterlim (\<lambda>x. inverse (g x / f x)) at_top (at_right a)" | |
| 2115 | by (rule filterlim_inverse_at_top) | |
| 2116 | thus ?thesis by simp | |
| 2117 | qed | |
| 63717 | 2118 | |
| 63713 | 2119 | lemma lhopital_right_at_top_at_bot: | 
| 2120 | fixes f g :: "real \<Rightarrow> real" | |
| 2121 | assumes f_0: "LIM x at_right a. f x :> at_top" | |
| 2122 | assumes g_0: "LIM x at_right a. g x :> at_bot" | |
| 2123 | and ev: | |
| 2124 | "eventually (\<lambda>x. DERIV f x :> f' x) (at_right a)" | |
| 2125 | "eventually (\<lambda>x. DERIV g x :> g' x) (at_right a)" | |
| 2126 | and lim: "filterlim (\<lambda> x. (f' x / g' x)) at_bot (at_right a)" | |
| 2127 | shows "filterlim (\<lambda> x. f x / g x) at_bot (at_right a)" | |
| 2128 | proof - | |
| 2129 | from ev(2) have ev': "eventually (\<lambda>x. DERIV (\<lambda>x. -g x) x :> -g' x) (at_right a)" | |
| 2130 | by eventually_elim (auto intro: derivative_intros) | |
| 2131 | have "filterlim (\<lambda>x. f x / (-g x)) at_top (at_right a)" | |
| 2132 | by (rule lhopital_right_at_top_at_top[where f' = f' and g' = "\<lambda>x. -g' x"]) | |
| 2133 | (insert assms ev', auto simp: filterlim_uminus_at_bot) | |
| 2134 | hence "filterlim (\<lambda>x. -(f x / g x)) at_top (at_right a)" by simp | |
| 2135 | thus ?thesis by (simp add: filterlim_uminus_at_bot) | |
| 2136 | qed | |
| 2137 | ||
| 2138 | lemma lhopital_left_at_top_at_top: | |
| 2139 | fixes f g :: "real \<Rightarrow> real" | |
| 2140 | assumes f_0: "LIM x at_left a. f x :> at_top" | |
| 2141 | assumes g_0: "LIM x at_left a. g x :> at_top" | |
| 2142 | and ev: | |
| 2143 | "eventually (\<lambda>x. DERIV f x :> f' x) (at_left a)" | |
| 2144 | "eventually (\<lambda>x. DERIV g x :> g' x) (at_left a)" | |
| 2145 | and lim: "filterlim (\<lambda> x. (f' x / g' x)) at_top (at_left a)" | |
| 2146 | shows "filterlim (\<lambda> x. f x / g x) at_top (at_left a)" | |
| 2147 | by (insert assms, unfold eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror, | |
| 2148 | rule lhopital_right_at_top_at_top[where f'="\<lambda>x. - f' (- x)"]) | |
| 2149 | (insert assms, auto simp: DERIV_mirror) | |
| 2150 | ||
| 2151 | lemma lhopital_left_at_top_at_bot: | |
| 2152 | fixes f g :: "real \<Rightarrow> real" | |
| 2153 | assumes f_0: "LIM x at_left a. f x :> at_top" | |
| 2154 | assumes g_0: "LIM x at_left a. g x :> at_bot" | |
| 2155 | and ev: | |
| 2156 | "eventually (\<lambda>x. DERIV f x :> f' x) (at_left a)" | |
| 2157 | "eventually (\<lambda>x. DERIV g x :> g' x) (at_left a)" | |
| 2158 | and lim: "filterlim (\<lambda> x. (f' x / g' x)) at_bot (at_left a)" | |
| 2159 | shows "filterlim (\<lambda> x. f x / g x) at_bot (at_left a)" | |
| 2160 | by (insert assms, unfold eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror, | |
| 2161 | rule lhopital_right_at_top_at_bot[where f'="\<lambda>x. - f' (- x)"]) | |
| 2162 | (insert assms, auto simp: DERIV_mirror) | |
| 2163 | ||
| 2164 | lemma lhopital_at_top_at_top: | |
| 2165 | fixes f g :: "real \<Rightarrow> real" | |
| 2166 | assumes f_0: "LIM x at a. f x :> at_top" | |
| 2167 | assumes g_0: "LIM x at a. g x :> at_top" | |
| 2168 | and ev: | |
| 2169 | "eventually (\<lambda>x. DERIV f x :> f' x) (at a)" | |
| 2170 | "eventually (\<lambda>x. DERIV g x :> g' x) (at a)" | |
| 2171 | and lim: "filterlim (\<lambda> x. (f' x / g' x)) at_top (at a)" | |
| 2172 | shows "filterlim (\<lambda> x. f x / g x) at_top (at a)" | |
| 2173 | using assms unfolding eventually_at_split filterlim_at_split | |
| 2174 | by (auto intro!: lhopital_right_at_top_at_top[of f a g f' g'] | |
| 2175 | lhopital_left_at_top_at_top[of f a g f' g']) | |
| 2176 | ||
| 2177 | lemma lhopital_at_top_at_bot: | |
| 2178 | fixes f g :: "real \<Rightarrow> real" | |
| 2179 | assumes f_0: "LIM x at a. f x :> at_top" | |
| 2180 | assumes g_0: "LIM x at a. g x :> at_bot" | |
| 2181 | and ev: | |
| 2182 | "eventually (\<lambda>x. DERIV f x :> f' x) (at a)" | |
| 2183 | "eventually (\<lambda>x. DERIV g x :> g' x) (at a)" | |
| 2184 | and lim: "filterlim (\<lambda> x. (f' x / g' x)) at_bot (at a)" | |
| 2185 | shows "filterlim (\<lambda> x. f x / g x) at_bot (at a)" | |
| 2186 | using assms unfolding eventually_at_split filterlim_at_split | |
| 2187 | by (auto intro!: lhopital_right_at_top_at_bot[of f a g f' g'] | |
| 2188 | lhopital_left_at_top_at_bot[of f a g f' g']) | |
| 2189 | ||
| 21164 | 2190 | end |