section \<open>Complex path integrals and Cauchy's integral theorem\<close>
text\<open>By John Harrison et al. Ported from HOL Light by L C Paulson (2015)\<close>
theory Cauchy_Integral_Thm
imports Complex_Transcendental Weierstrass Ordered_Euclidean_Space
begin
subsection \<open>Piecewise differentiable functions\<close>
definition piecewise_differentiable_on
(infixr "piecewise'_differentiable'_on" 50)
where "f piecewise_differentiable_on i \<equiv>
continuous_on i f \<and>
(\<exists>s. finite s \<and> (\<forall>x \<in> i - s. f differentiable (at x within i)))"
lemma piecewise_differentiable_on_imp_continuous_on:
"f piecewise_differentiable_on s \<Longrightarrow> continuous_on s f"
by (simp add: piecewise_differentiable_on_def)
lemma piecewise_differentiable_on_subset:
"f piecewise_differentiable_on s \<Longrightarrow> t \<le> s \<Longrightarrow> f piecewise_differentiable_on t"
using continuous_on_subset
unfolding piecewise_differentiable_on_def
apply safe
apply (blast intro: elim: continuous_on_subset)
by (meson Diff_iff differentiable_within_subset subsetCE)
lemma differentiable_on_imp_piecewise_differentiable:
fixes a:: "'a::{linorder_topology,real_normed_vector}"
shows "f differentiable_on {a..b} \<Longrightarrow> f piecewise_differentiable_on {a..b}"
apply (simp add: piecewise_differentiable_on_def differentiable_imp_continuous_on)
apply (rule_tac x="{a,b}" in exI, simp add: differentiable_on_def)
done
lemma differentiable_imp_piecewise_differentiable:
"(\<And>x. x \<in> s \<Longrightarrow> f differentiable (at x within s))
\<Longrightarrow> f piecewise_differentiable_on s"
by (auto simp: piecewise_differentiable_on_def differentiable_imp_continuous_on differentiable_on_def
intro: differentiable_within_subset)
lemma piecewise_differentiable_const [iff]: "(\<lambda>x. z) piecewise_differentiable_on s"
by (simp add: differentiable_imp_piecewise_differentiable)
lemma piecewise_differentiable_compose:
"\<lbrakk>f piecewise_differentiable_on s; g piecewise_differentiable_on (f ` s);
\<And>x. finite (s \<inter> f-`{x})\<rbrakk>
\<Longrightarrow> (g o f) piecewise_differentiable_on s"
apply (simp add: piecewise_differentiable_on_def, safe)
apply (blast intro: continuous_on_compose2)
apply (rename_tac A B)
apply (rule_tac x="A \<union> (\<Union>x\<in>B. s \<inter> f-`{x})" in exI)
apply (blast intro: differentiable_chain_within)
done
lemma piecewise_differentiable_affine:
fixes m::real
assumes "f piecewise_differentiable_on ((\<lambda>x. m *\<^sub>R x + c) ` s)"
shows "(f o (\<lambda>x. m *\<^sub>R x + c)) piecewise_differentiable_on s"
proof (cases "m = 0")
case True
then show ?thesis
unfolding o_def
by (force intro: differentiable_imp_piecewise_differentiable differentiable_const)
next
case False
show ?thesis
apply (rule piecewise_differentiable_compose [OF differentiable_imp_piecewise_differentiable])
apply (rule assms derivative_intros | simp add: False vimage_def real_vector_affinity_eq)+
done
qed
lemma piecewise_differentiable_cases:
fixes c::real
assumes "f piecewise_differentiable_on {a..c}"
"g piecewise_differentiable_on {c..b}"
"a \<le> c" "c \<le> b" "f c = g c"
shows "(\<lambda>x. if x \<le> c then f x else g x) piecewise_differentiable_on {a..b}"
proof -
obtain s t where st: "finite s" "finite t"
"\<forall>x\<in>{a..c} - s. f differentiable at x within {a..c}"
"\<forall>x\<in>{c..b} - t. g differentiable at x within {c..b}"
using assms
by (auto simp: piecewise_differentiable_on_def)
have finabc: "finite ({a,b,c} \<union> (s \<union> t))"
by (metis \<open>finite s\<close> \<open>finite t\<close> finite_Un finite_insert finite.emptyI)
have "continuous_on {a..c} f" "continuous_on {c..b} g"
using assms piecewise_differentiable_on_def by auto
then have "continuous_on {a..b} (\<lambda>x. if x \<le> c then f x else g x)"
using continuous_on_cases [OF closed_real_atLeastAtMost [of a c],
OF closed_real_atLeastAtMost [of c b],
of f g "\<lambda>x. x\<le>c"] assms
by (force simp: ivl_disj_un_two_touch)
moreover
{ fix x
assume x: "x \<in> {a..b} - ({a,b,c} \<union> (s \<union> t))"
have "(\<lambda>x. if x \<le> c then f x else g x) differentiable at x within {a..b}" (is "?diff_fg")
proof (cases x c rule: le_cases)
case le show ?diff_fg
apply (rule differentiable_transform_within [where d = "dist x c" and f = f])
using x le st
apply (simp_all add: dist_real_def dist_nz [symmetric])
apply (rule differentiable_at_withinI)
apply (rule differentiable_within_open [where s = "{a<..<c} - s", THEN iffD1], simp_all)
apply (blast intro: open_greaterThanLessThan finite_imp_closed)
apply (force elim!: differentiable_subset)
done
next
case ge show ?diff_fg
apply (rule differentiable_transform_within [where d = "dist x c" and f = g])
using x ge st
apply (simp_all add: dist_real_def dist_nz [symmetric])
apply (rule differentiable_at_withinI)
apply (rule differentiable_within_open [where s = "{c<..<b} - t", THEN iffD1], simp_all)
apply (blast intro: open_greaterThanLessThan finite_imp_closed)
apply (force elim!: differentiable_subset)
done
qed
}
then have "\<exists>s. finite s \<and>
(\<forall>x\<in>{a..b} - s. (\<lambda>x. if x \<le> c then f x else g x) differentiable at x within {a..b})"
by (meson finabc)
ultimately show ?thesis
by (simp add: piecewise_differentiable_on_def)
qed
lemma piecewise_differentiable_neg:
"f piecewise_differentiable_on s \<Longrightarrow> (\<lambda>x. -(f x)) piecewise_differentiable_on s"
by (auto simp: piecewise_differentiable_on_def continuous_on_minus)
lemma piecewise_differentiable_add:
assumes "f piecewise_differentiable_on i"
"g piecewise_differentiable_on i"
shows "(\<lambda>x. f x + g x) piecewise_differentiable_on i"
proof -
obtain s t where st: "finite s" "finite t"
"\<forall>x\<in>i - s. f differentiable at x within i"
"\<forall>x\<in>i - t. g differentiable at x within i"
using assms by (auto simp: piecewise_differentiable_on_def)
then have "finite (s \<union> t) \<and> (\<forall>x\<in>i - (s \<union> t). (\<lambda>x. f x + g x) differentiable at x within i)"
by auto
moreover have "continuous_on i f" "continuous_on i g"
using assms piecewise_differentiable_on_def by auto
ultimately show ?thesis
by (auto simp: piecewise_differentiable_on_def continuous_on_add)
qed
lemma piecewise_differentiable_diff:
"\<lbrakk>f piecewise_differentiable_on s; g piecewise_differentiable_on s\<rbrakk>
\<Longrightarrow> (\<lambda>x. f x - g x) piecewise_differentiable_on s"
unfolding diff_conv_add_uminus
by (metis piecewise_differentiable_add piecewise_differentiable_neg)
lemma continuous_on_joinpaths_D1:
"continuous_on {0..1} (g1 +++ g2) \<Longrightarrow> continuous_on {0..1} g1"
apply (rule continuous_on_eq [of _ "(g1 +++ g2) o (op*(inverse 2))"])
apply (rule continuous_intros | simp)+
apply (auto elim!: continuous_on_subset simp: joinpaths_def)
done
lemma continuous_on_joinpaths_D2:
"\<lbrakk>continuous_on {0..1} (g1 +++ g2); pathfinish g1 = pathstart g2\<rbrakk> \<Longrightarrow> continuous_on {0..1} g2"
apply (rule continuous_on_eq [of _ "(g1 +++ g2) o (\<lambda>x. inverse 2*x + 1/2)"])
apply (rule continuous_intros | simp)+
apply (auto elim!: continuous_on_subset simp add: joinpaths_def pathfinish_def pathstart_def Ball_def)
done
lemma piecewise_differentiable_D1:
"(g1 +++ g2) piecewise_differentiable_on {0..1} \<Longrightarrow> g1 piecewise_differentiable_on {0..1}"
apply (clarsimp simp add: piecewise_differentiable_on_def dest!: continuous_on_joinpaths_D1)
apply (rule_tac x="insert 1 ((op*2)`s)" in exI)
apply simp
apply (intro ballI)
apply (rule_tac d="dist (x/2) (1/2)" and f = "(g1 +++ g2) o (op*(inverse 2))"
in differentiable_transform_within)
apply (auto simp: dist_real_def joinpaths_def)
apply (rule differentiable_chain_within derivative_intros | simp)+
apply (rule differentiable_subset)
apply (force simp:)+
done
lemma piecewise_differentiable_D2:
"\<lbrakk>(g1 +++ g2) piecewise_differentiable_on {0..1}; pathfinish g1 = pathstart g2\<rbrakk>
\<Longrightarrow> g2 piecewise_differentiable_on {0..1}"
apply (clarsimp simp add: piecewise_differentiable_on_def dest!: continuous_on_joinpaths_D2)
apply (rule_tac x="insert 0 ((\<lambda>x. 2*x-1)`s)" in exI)
apply simp
apply (intro ballI)
apply (rule_tac d="dist ((x+1)/2) (1/2)" and f = "(g1 +++ g2) o (\<lambda>x. (x+1)/2)"
in differentiable_transform_within)
apply (auto simp: dist_real_def joinpaths_def abs_if field_simps split: split_if_asm)
apply (rule differentiable_chain_within derivative_intros | simp)+
apply (rule differentiable_subset)
apply (force simp: divide_simps)+
done
subsubsection\<open>The concept of continuously differentiable\<close>
definition C1_differentiable_on :: "(real \<Rightarrow> 'a::real_normed_vector) \<Rightarrow> real set \<Rightarrow> bool"
(infix "C1'_differentiable'_on" 50)
where
"f C1_differentiable_on s \<longleftrightarrow>
(\<exists>D. (\<forall>x \<in> s. (f has_vector_derivative (D x)) (at x)) \<and> continuous_on s D)"
lemma C1_differentiable_on_eq:
"f C1_differentiable_on s \<longleftrightarrow>
(\<forall>x \<in> s. f differentiable at x) \<and> continuous_on s (\<lambda>x. vector_derivative f (at x))"
unfolding C1_differentiable_on_def
apply safe
using differentiable_def has_vector_derivative_def apply blast
apply (erule continuous_on_eq)
using vector_derivative_at apply fastforce
using vector_derivative_works apply fastforce
done
lemma C1_differentiable_on_subset:
"f C1_differentiable_on t \<Longrightarrow> s \<subseteq> t \<Longrightarrow> f C1_differentiable_on s"
unfolding C1_differentiable_on_def continuous_on_eq_continuous_within
by (blast intro: continuous_within_subset)
lemma C1_differentiable_compose:
"\<lbrakk>f C1_differentiable_on s; g C1_differentiable_on (f ` s);
\<And>x. finite (s \<inter> f-`{x})\<rbrakk>
\<Longrightarrow> (g o f) C1_differentiable_on s"
apply (simp add: C1_differentiable_on_eq, safe)
using differentiable_chain_at apply blast
apply (rule continuous_on_eq [of _ "\<lambda>x. vector_derivative f (at x) *\<^sub>R vector_derivative g (at (f x))"])
apply (rule Limits.continuous_on_scaleR, assumption)
apply (metis (mono_tags, lifting) continuous_on_eq continuous_at_imp_continuous_on continuous_on_compose differentiable_imp_continuous_within o_def)
by (simp add: vector_derivative_chain_at)
lemma C1_diff_imp_diff: "f C1_differentiable_on s \<Longrightarrow> f differentiable_on s"
by (simp add: C1_differentiable_on_eq differentiable_at_imp_differentiable_on)
lemma C1_differentiable_on_ident [simp, derivative_intros]: "(\<lambda>x. x) C1_differentiable_on s"
by (auto simp: C1_differentiable_on_eq continuous_on_const)
lemma C1_differentiable_on_const [simp, derivative_intros]: "(\<lambda>z. a) C1_differentiable_on s"
by (auto simp: C1_differentiable_on_eq continuous_on_const)
lemma C1_differentiable_on_add [simp, derivative_intros]:
"f C1_differentiable_on s \<Longrightarrow> g C1_differentiable_on s \<Longrightarrow> (\<lambda>x. f x + g x) C1_differentiable_on s"
unfolding C1_differentiable_on_eq by (auto intro: continuous_intros)
lemma C1_differentiable_on_minus [simp, derivative_intros]:
"f C1_differentiable_on s \<Longrightarrow> (\<lambda>x. - f x) C1_differentiable_on s"
unfolding C1_differentiable_on_eq by (auto intro: continuous_intros)
lemma C1_differentiable_on_diff [simp, derivative_intros]:
"f C1_differentiable_on s \<Longrightarrow> g C1_differentiable_on s \<Longrightarrow> (\<lambda>x. f x - g x) C1_differentiable_on s"
unfolding C1_differentiable_on_eq by (auto intro: continuous_intros)
lemma C1_differentiable_on_mult [simp, derivative_intros]:
fixes f g :: "real \<Rightarrow> 'a :: real_normed_algebra"
shows "f C1_differentiable_on s \<Longrightarrow> g C1_differentiable_on s \<Longrightarrow> (\<lambda>x. f x * g x) C1_differentiable_on s"
unfolding C1_differentiable_on_eq
by (auto simp: continuous_on_add continuous_on_mult continuous_at_imp_continuous_on differentiable_imp_continuous_within)
lemma C1_differentiable_on_scaleR [simp, derivative_intros]:
"f C1_differentiable_on s \<Longrightarrow> g C1_differentiable_on s \<Longrightarrow> (\<lambda>x. f x *\<^sub>R g x) C1_differentiable_on s"
unfolding C1_differentiable_on_eq
by (rule continuous_intros | simp add: continuous_at_imp_continuous_on differentiable_imp_continuous_within)+
definition piecewise_C1_differentiable_on
(infixr "piecewise'_C1'_differentiable'_on" 50)
where "f piecewise_C1_differentiable_on i \<equiv>
continuous_on i f \<and>
(\<exists>s. finite s \<and> (f C1_differentiable_on (i - s)))"
lemma C1_differentiable_imp_piecewise:
"f C1_differentiable_on s \<Longrightarrow> f piecewise_C1_differentiable_on s"
by (auto simp: piecewise_C1_differentiable_on_def C1_differentiable_on_eq continuous_at_imp_continuous_on differentiable_imp_continuous_within)
lemma piecewise_C1_imp_differentiable:
"f piecewise_C1_differentiable_on i \<Longrightarrow> f piecewise_differentiable_on i"
by (auto simp: piecewise_C1_differentiable_on_def piecewise_differentiable_on_def
C1_differentiable_on_def differentiable_def has_vector_derivative_def
intro: has_derivative_at_within)
lemma piecewise_C1_differentiable_compose:
"\<lbrakk>f piecewise_C1_differentiable_on s; g piecewise_C1_differentiable_on (f ` s);
\<And>x. finite (s \<inter> f-`{x})\<rbrakk>
\<Longrightarrow> (g o f) piecewise_C1_differentiable_on s"
apply (simp add: piecewise_C1_differentiable_on_def, safe)
apply (blast intro: continuous_on_compose2)
apply (rename_tac A B)
apply (rule_tac x="A \<union> (\<Union>x\<in>B. s \<inter> f-`{x})" in exI)
apply (rule conjI, blast)
apply (rule C1_differentiable_compose)
apply (blast intro: C1_differentiable_on_subset)
apply (blast intro: C1_differentiable_on_subset)
by (simp add: Diff_Int_distrib2)
lemma piecewise_C1_differentiable_on_subset:
"f piecewise_C1_differentiable_on s \<Longrightarrow> t \<le> s \<Longrightarrow> f piecewise_C1_differentiable_on t"
by (auto simp: piecewise_C1_differentiable_on_def elim!: continuous_on_subset C1_differentiable_on_subset)
lemma C1_differentiable_imp_continuous_on:
"f C1_differentiable_on s \<Longrightarrow> continuous_on s f"
unfolding C1_differentiable_on_eq continuous_on_eq_continuous_within
using differentiable_at_withinI differentiable_imp_continuous_within by blast
lemma C1_differentiable_on_empty [iff]: "f C1_differentiable_on {}"
unfolding C1_differentiable_on_def
by auto
lemma piecewise_C1_differentiable_affine:
fixes m::real
assumes "f piecewise_C1_differentiable_on ((\<lambda>x. m * x + c) ` s)"
shows "(f o (\<lambda>x. m *\<^sub>R x + c)) piecewise_C1_differentiable_on s"
proof (cases "m = 0")
case True
then show ?thesis
unfolding o_def by (auto simp: piecewise_C1_differentiable_on_def continuous_on_const)
next
case False
show ?thesis
apply (rule piecewise_C1_differentiable_compose [OF C1_differentiable_imp_piecewise])
apply (rule assms derivative_intros | simp add: False vimage_def)+
using real_vector_affinity_eq [OF False, where c=c, unfolded scaleR_conv_of_real]
apply simp
done
qed
lemma piecewise_C1_differentiable_cases:
fixes c::real
assumes "f piecewise_C1_differentiable_on {a..c}"
"g piecewise_C1_differentiable_on {c..b}"
"a \<le> c" "c \<le> b" "f c = g c"
shows "(\<lambda>x. if x \<le> c then f x else g x) piecewise_C1_differentiable_on {a..b}"
proof -
obtain s t where st: "f C1_differentiable_on ({a..c} - s)"
"g C1_differentiable_on ({c..b} - t)"
"finite s" "finite t"
using assms
by (force simp: piecewise_C1_differentiable_on_def)
then have f_diff: "f differentiable_on {a..<c} - s"
and g_diff: "g differentiable_on {c<..b} - t"
by (simp_all add: C1_differentiable_on_eq differentiable_at_withinI differentiable_on_def)
have "continuous_on {a..c} f" "continuous_on {c..b} g"
using assms piecewise_C1_differentiable_on_def by auto
then have cab: "continuous_on {a..b} (\<lambda>x. if x \<le> c then f x else g x)"
using continuous_on_cases [OF closed_real_atLeastAtMost [of a c],
OF closed_real_atLeastAtMost [of c b],
of f g "\<lambda>x. x\<le>c"] assms
by (force simp: ivl_disj_un_two_touch)
{ fix x
assume x: "x \<in> {a..b} - insert c (s \<union> t)"
have "(\<lambda>x. if x \<le> c then f x else g x) differentiable at x" (is "?diff_fg")
proof (cases x c rule: le_cases)
case le show ?diff_fg
apply (rule differentiable_transform_at [of "dist x c" _ f])
using x dist_real_def le st by (auto simp: C1_differentiable_on_eq)
next
case ge show ?diff_fg
apply (rule differentiable_transform_at [of "dist x c" _ g])
using dist_nz x dist_real_def ge st x by (auto simp: C1_differentiable_on_eq)
qed
}
then have "(\<forall>x \<in> {a..b} - insert c (s \<union> t). (\<lambda>x. if x \<le> c then f x else g x) differentiable at x)"
by auto
moreover
{ assume fcon: "continuous_on ({a<..<c} - s) (\<lambda>x. vector_derivative f (at x))"
and gcon: "continuous_on ({c<..<b} - t) (\<lambda>x. vector_derivative g (at x))"
have "open ({a<..<c} - s)" "open ({c<..<b} - t)"
using st by (simp_all add: open_Diff finite_imp_closed)
moreover have "continuous_on ({a<..<c} - s) (\<lambda>x. vector_derivative (\<lambda>x. if x \<le> c then f x else g x) (at x))"
apply (rule continuous_on_eq [OF fcon])
apply (simp add:)
apply (rule vector_derivative_at [symmetric])
apply (rule_tac f=f and d="dist x c" in has_vector_derivative_transform_at)
apply (simp_all add: dist_norm vector_derivative_works [symmetric])
using f_diff
by (meson C1_differentiable_on_eq Diff_iff atLeastAtMost_iff less_imp_le st(1))
moreover have "continuous_on ({c<..<b} - t) (\<lambda>x. vector_derivative (\<lambda>x. if x \<le> c then f x else g x) (at x))"
apply (rule continuous_on_eq [OF gcon])
apply (simp add:)
apply (rule vector_derivative_at [symmetric])
apply (rule_tac f=g and d="dist x c" in has_vector_derivative_transform_at)
apply (simp_all add: dist_norm vector_derivative_works [symmetric])
using g_diff
by (meson C1_differentiable_on_eq Diff_iff atLeastAtMost_iff less_imp_le st(2))
ultimately have "continuous_on ({a<..<b} - insert c (s \<union> t))
(\<lambda>x. vector_derivative (\<lambda>x. if x \<le> c then f x else g x) (at x))"
apply (rule continuous_on_subset [OF continuous_on_open_Un], auto)
done
} note * = this
have "continuous_on ({a<..<b} - insert c (s \<union> t)) (\<lambda>x. vector_derivative (\<lambda>x. if x \<le> c then f x else g x) (at x))"
using st
by (auto simp: C1_differentiable_on_eq elim!: continuous_on_subset intro: *)
ultimately have "\<exists>s. finite s \<and> ((\<lambda>x. if x \<le> c then f x else g x) C1_differentiable_on {a..b} - s)"
apply (rule_tac x="{a,b,c} \<union> s \<union> t" in exI)
using st by (auto simp: C1_differentiable_on_eq elim!: continuous_on_subset)
with cab show ?thesis
by (simp add: piecewise_C1_differentiable_on_def)
qed
lemma piecewise_C1_differentiable_neg:
"f piecewise_C1_differentiable_on s \<Longrightarrow> (\<lambda>x. -(f x)) piecewise_C1_differentiable_on s"
unfolding piecewise_C1_differentiable_on_def
by (auto intro!: continuous_on_minus C1_differentiable_on_minus)
lemma piecewise_C1_differentiable_add:
assumes "f piecewise_C1_differentiable_on i"
"g piecewise_C1_differentiable_on i"
shows "(\<lambda>x. f x + g x) piecewise_C1_differentiable_on i"
proof -
obtain s t where st: "finite s" "finite t"
"f C1_differentiable_on (i-s)"
"g C1_differentiable_on (i-t)"
using assms by (auto simp: piecewise_C1_differentiable_on_def)
then have "finite (s \<union> t) \<and> (\<lambda>x. f x + g x) C1_differentiable_on i - (s \<union> t)"
by (auto intro: C1_differentiable_on_add elim!: C1_differentiable_on_subset)
moreover have "continuous_on i f" "continuous_on i g"
using assms piecewise_C1_differentiable_on_def by auto
ultimately show ?thesis
by (auto simp: piecewise_C1_differentiable_on_def continuous_on_add)
qed
lemma piecewise_C1_differentiable_diff:
"\<lbrakk>f piecewise_C1_differentiable_on s; g piecewise_C1_differentiable_on s\<rbrakk>
\<Longrightarrow> (\<lambda>x. f x - g x) piecewise_C1_differentiable_on s"
unfolding diff_conv_add_uminus
by (metis piecewise_C1_differentiable_add piecewise_C1_differentiable_neg)
lemma piecewise_C1_differentiable_D1:
fixes g1 :: "real \<Rightarrow> 'a::real_normed_field"
assumes "(g1 +++ g2) piecewise_C1_differentiable_on {0..1}"
shows "g1 piecewise_C1_differentiable_on {0..1}"
proof -
obtain s where "finite s"
and co12: "continuous_on ({0..1} - s) (\<lambda>x. vector_derivative (g1 +++ g2) (at x))"
and g12D: "\<forall>x\<in>{0..1} - s. g1 +++ g2 differentiable at x"
using assms by (auto simp: piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
then have g1D: "g1 differentiable at x" if "x \<in> {0..1} - insert 1 (op * 2 ` s)" for x
apply (rule_tac d="dist (x/2) (1/2)" and f = "(g1 +++ g2) o (op*(inverse 2))" in differentiable_transform_at)
using that
apply (simp_all add: dist_real_def joinpaths_def)
apply (rule differentiable_chain_at derivative_intros | force)+
done
have [simp]: "vector_derivative (g1 \<circ> op * 2) (at (x/2)) = 2 *\<^sub>R vector_derivative g1 (at x)"
if "x \<in> {0..1} - insert 1 (op * 2 ` s)" for x
apply (subst vector_derivative_chain_at)
using that
apply (rule derivative_eq_intros g1D | simp)+
done
have "continuous_on ({0..1/2} - insert (1/2) s) (\<lambda>x. vector_derivative (g1 +++ g2) (at x))"
using co12 by (rule continuous_on_subset) force
then have coDhalf: "continuous_on ({0..1/2} - insert (1/2) s) (\<lambda>x. vector_derivative (g1 o op*2) (at x))"
apply (rule continuous_on_eq [OF _ vector_derivative_at])
apply (rule_tac f="g1 o op*2" and d="dist x (1/2)" in has_vector_derivative_transform_at)
apply (simp_all add: dist_norm joinpaths_def vector_derivative_works [symmetric])
apply (force intro: g1D differentiable_chain_at)
done
have "continuous_on ({0..1} - insert 1 (op * 2 ` s))
((\<lambda>x. 1/2 * vector_derivative (g1 o op*2) (at x)) o op*(1/2))"
apply (rule continuous_intros)+
using coDhalf
apply (simp add: scaleR_conv_of_real image_set_diff image_image)
done
then have con_g1: "continuous_on ({0..1} - insert 1 (op * 2 ` s)) (\<lambda>x. vector_derivative g1 (at x))"
by (rule continuous_on_eq) (simp add: scaleR_conv_of_real)
have "continuous_on {0..1} g1"
using continuous_on_joinpaths_D1 assms piecewise_C1_differentiable_on_def by blast
with \<open>finite s\<close> show ?thesis
apply (clarsimp simp add: piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
apply (rule_tac x="insert 1 ((op*2)`s)" in exI)
apply (simp add: g1D con_g1)
done
qed
lemma piecewise_C1_differentiable_D2:
fixes g2 :: "real \<Rightarrow> 'a::real_normed_field"
assumes "(g1 +++ g2) piecewise_C1_differentiable_on {0..1}" "pathfinish g1 = pathstart g2"
shows "g2 piecewise_C1_differentiable_on {0..1}"
proof -
obtain s where "finite s"
and co12: "continuous_on ({0..1} - s) (\<lambda>x. vector_derivative (g1 +++ g2) (at x))"
and g12D: "\<forall>x\<in>{0..1} - s. g1 +++ g2 differentiable at x"
using assms by (auto simp: piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
then have g2D: "g2 differentiable at x" if "x \<in> {0..1} - insert 0 ((\<lambda>x. 2*x-1) ` s)" for x
apply (rule_tac d="dist ((x+1)/2) (1/2)" and f = "(g1 +++ g2) o (\<lambda>x. (x+1)/2)" in differentiable_transform_at)
using that
apply (simp_all add: dist_real_def joinpaths_def)
apply (auto simp: dist_real_def joinpaths_def field_simps)
apply (rule differentiable_chain_at derivative_intros | force)+
apply (drule_tac x= "(x + 1) / 2" in bspec, force simp: divide_simps)
apply assumption
done
have [simp]: "vector_derivative (g2 \<circ> (\<lambda>x. 2*x-1)) (at ((x+1)/2)) = 2 *\<^sub>R vector_derivative g2 (at x)"
if "x \<in> {0..1} - insert 0 ((\<lambda>x. 2*x-1) ` s)" for x
using that by (auto simp: vector_derivative_chain_at divide_simps g2D)
have "continuous_on ({1/2..1} - insert (1/2) s) (\<lambda>x. vector_derivative (g1 +++ g2) (at x))"
using co12 by (rule continuous_on_subset) force
then have coDhalf: "continuous_on ({1/2..1} - insert (1/2) s) (\<lambda>x. vector_derivative (g2 o (\<lambda>x. 2*x-1)) (at x))"
apply (rule continuous_on_eq [OF _ vector_derivative_at])
apply (rule_tac f="g2 o (\<lambda>x. 2*x-1)" and d="dist (3/4) ((x+1)/2)" in has_vector_derivative_transform_at)
apply (auto simp: dist_real_def field_simps joinpaths_def vector_derivative_works [symmetric]
intro!: g2D differentiable_chain_at)
done
have [simp]: "((\<lambda>x. (x + 1) / 2) ` ({0..1} - insert 0 ((\<lambda>x. 2 * x - 1) ` s))) = ({1/2..1} - insert (1/2) s)"
apply (simp add: image_set_diff inj_on_def image_image)
apply (auto simp: image_affinity_atLeastAtMost_div add_divide_distrib)
done
have "continuous_on ({0..1} - insert 0 ((\<lambda>x. 2*x-1) ` s))
((\<lambda>x. 1/2 * vector_derivative (g2 \<circ> (\<lambda>x. 2*x-1)) (at x)) o (\<lambda>x. (x+1)/2))"
by (rule continuous_intros | simp add: coDhalf)+
then have con_g2: "continuous_on ({0..1} - insert 0 ((\<lambda>x. 2*x-1) ` s)) (\<lambda>x. vector_derivative g2 (at x))"
by (rule continuous_on_eq) (simp add: scaleR_conv_of_real)
have "continuous_on {0..1} g2"
using continuous_on_joinpaths_D2 assms piecewise_C1_differentiable_on_def by blast
with \<open>finite s\<close> show ?thesis
apply (clarsimp simp add: piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
apply (rule_tac x="insert 0 ((\<lambda>x. 2 * x - 1) ` s)" in exI)
apply (simp add: g2D con_g2)
done
qed
subsection \<open>Valid paths, and their start and finish\<close>
lemma Diff_Un_eq: "A - (B \<union> C) = A - B - C"
by blast
definition valid_path :: "(real \<Rightarrow> 'a :: real_normed_vector) \<Rightarrow> bool"
where "valid_path f \<equiv> f piecewise_C1_differentiable_on {0..1::real}"
definition closed_path :: "(real \<Rightarrow> 'a :: real_normed_vector) \<Rightarrow> bool"
where "closed_path g \<equiv> g 0 = g 1"
subsubsection\<open>In particular, all results for paths apply\<close>
lemma valid_path_imp_path: "valid_path g \<Longrightarrow> path g"
by (simp add: path_def piecewise_C1_differentiable_on_def valid_path_def)
lemma connected_valid_path_image: "valid_path g \<Longrightarrow> connected(path_image g)"
by (metis connected_path_image valid_path_imp_path)
lemma compact_valid_path_image: "valid_path g \<Longrightarrow> compact(path_image g)"
by (metis compact_path_image valid_path_imp_path)
lemma bounded_valid_path_image: "valid_path g \<Longrightarrow> bounded(path_image g)"
by (metis bounded_path_image valid_path_imp_path)
lemma closed_valid_path_image: "valid_path g \<Longrightarrow> closed(path_image g)"
by (metis closed_path_image valid_path_imp_path)
subsection\<open>Contour Integrals along a path\<close>
text\<open>This definition is for complex numbers only, and does not generalise to line integrals in a vector field\<close>
text\<open>piecewise differentiable function on [0,1]\<close>
definition has_contour_integral :: "(complex \<Rightarrow> complex) \<Rightarrow> complex \<Rightarrow> (real \<Rightarrow> complex) \<Rightarrow> bool"
(infixr "has'_contour'_integral" 50)
where "(f has_contour_integral i) g \<equiv>
((\<lambda>x. f(g x) * vector_derivative g (at x within {0..1}))
has_integral i) {0..1}"
definition contour_integrable_on
(infixr "contour'_integrable'_on" 50)
where "f contour_integrable_on g \<equiv> \<exists>i. (f has_contour_integral i) g"
definition contour_integral
where "contour_integral g f \<equiv> @i. (f has_contour_integral i) g"
lemma contour_integral_unique: "(f has_contour_integral i) g \<Longrightarrow> contour_integral g f = i"
by (auto simp: contour_integral_def has_contour_integral_def integral_def [symmetric])
lemma has_contour_integral_integral:
"f contour_integrable_on i \<Longrightarrow> (f has_contour_integral (contour_integral i f)) i"
by (metis contour_integral_unique contour_integrable_on_def)
lemma has_contour_integral_unique:
"(f has_contour_integral i) g \<Longrightarrow> (f has_contour_integral j) g \<Longrightarrow> i = j"
using has_integral_unique
by (auto simp: has_contour_integral_def)
lemma has_contour_integral_integrable: "(f has_contour_integral i) g \<Longrightarrow> f contour_integrable_on g"
using contour_integrable_on_def by blast
(* Show that we can forget about the localized derivative.*)
lemma vector_derivative_within_interior:
"\<lbrakk>x \<in> interior s; NO_MATCH UNIV s\<rbrakk>
\<Longrightarrow> vector_derivative f (at x within s) = vector_derivative f (at x)"
apply (simp add: vector_derivative_def has_vector_derivative_def has_derivative_def netlimit_within_interior)
apply (subst lim_within_interior, auto)
done
lemma has_integral_localized_vector_derivative:
"((\<lambda>x. f (g x) * vector_derivative g (at x within {a..b})) has_integral i) {a..b} \<longleftrightarrow>
((\<lambda>x. f (g x) * vector_derivative g (at x)) has_integral i) {a..b}"
proof -
have "{a..b} - {a,b} = interior {a..b}"
by (simp add: atLeastAtMost_diff_ends)
show ?thesis
apply (rule has_integral_spike_eq [of "{a,b}"])
apply (auto simp: vector_derivative_within_interior)
done
qed
lemma integrable_on_localized_vector_derivative:
"(\<lambda>x. f (g x) * vector_derivative g (at x within {a..b})) integrable_on {a..b} \<longleftrightarrow>
(\<lambda>x. f (g x) * vector_derivative g (at x)) integrable_on {a..b}"
by (simp add: integrable_on_def has_integral_localized_vector_derivative)
lemma has_contour_integral:
"(f has_contour_integral i) g \<longleftrightarrow>
((\<lambda>x. f (g x) * vector_derivative g (at x)) has_integral i) {0..1}"
by (simp add: has_integral_localized_vector_derivative has_contour_integral_def)
lemma contour_integrable_on:
"f contour_integrable_on g \<longleftrightarrow>
(\<lambda>t. f(g t) * vector_derivative g (at t)) integrable_on {0..1}"
by (simp add: has_contour_integral integrable_on_def contour_integrable_on_def)
subsection\<open>Reversing a path\<close>
lemma valid_path_imp_reverse:
assumes "valid_path g"
shows "valid_path(reversepath g)"
proof -
obtain s where "finite s" "g C1_differentiable_on ({0..1} - s)"
using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def)
then have "finite (op - 1 ` s)" "(reversepath g C1_differentiable_on ({0..1} - op - 1 ` s))"
apply (auto simp: reversepath_def)
apply (rule C1_differentiable_compose [of "\<lambda>x::real. 1-x" _ g, unfolded o_def])
apply (auto simp: C1_differentiable_on_eq)
apply (rule continuous_intros, force)
apply (force elim!: continuous_on_subset)
apply (simp add: finite_vimageI inj_on_def)
done
then show ?thesis using assms
by (auto simp: valid_path_def piecewise_C1_differentiable_on_def path_def [symmetric])
qed
lemma valid_path_reversepath: "valid_path(reversepath g) \<longleftrightarrow> valid_path g"
using valid_path_imp_reverse by force
lemma has_contour_integral_reversepath:
assumes "valid_path g" "(f has_contour_integral i) g"
shows "(f has_contour_integral (-i)) (reversepath g)"
proof -
{ fix s x
assume xs: "g C1_differentiable_on ({0..1} - s)" "x \<notin> op - 1 ` s" "0 \<le> x" "x \<le> 1"
have "vector_derivative (\<lambda>x. g (1 - x)) (at x within {0..1}) =
- vector_derivative g (at (1 - x) within {0..1})"
proof -
obtain f' where f': "(g has_vector_derivative f') (at (1 - x))"
using xs
by (force simp: has_vector_derivative_def C1_differentiable_on_def)
have "(g o (\<lambda>x. 1 - x) has_vector_derivative -1 *\<^sub>R f') (at x)"
apply (rule vector_diff_chain_within)
apply (intro vector_diff_chain_within derivative_eq_intros | simp)+
apply (rule has_vector_derivative_at_within [OF f'])
done
then have mf': "((\<lambda>x. g (1 - x)) has_vector_derivative -f') (at x)"
by (simp add: o_def)
show ?thesis
using xs
by (auto simp: vector_derivative_at_within_ivl [OF mf'] vector_derivative_at_within_ivl [OF f'])
qed
} note * = this
have 01: "{0..1::real} = cbox 0 1"
by simp
show ?thesis using assms
apply (auto simp: has_contour_integral_def)
apply (drule has_integral_affinity01 [where m= "-1" and c=1])
apply (auto simp: reversepath_def valid_path_def piecewise_C1_differentiable_on_def)
apply (drule has_integral_neg)
apply (rule_tac s = "(\<lambda>x. 1 - x) ` s" in has_integral_spike_finite)
apply (auto simp: *)
done
qed
lemma contour_integrable_reversepath:
"valid_path g \<Longrightarrow> f contour_integrable_on g \<Longrightarrow> f contour_integrable_on (reversepath g)"
using has_contour_integral_reversepath contour_integrable_on_def by blast
lemma contour_integrable_reversepath_eq:
"valid_path g \<Longrightarrow> (f contour_integrable_on (reversepath g) \<longleftrightarrow> f contour_integrable_on g)"
using contour_integrable_reversepath valid_path_reversepath by fastforce
lemma contour_integral_reversepath:
"\<lbrakk>valid_path g; f contour_integrable_on g\<rbrakk> \<Longrightarrow> contour_integral (reversepath g) f = -(contour_integral g f)"
using has_contour_integral_reversepath contour_integrable_on_def contour_integral_unique by blast
subsection\<open>Joining two paths together\<close>
lemma valid_path_join:
assumes "valid_path g1" "valid_path g2" "pathfinish g1 = pathstart g2"
shows "valid_path(g1 +++ g2)"
proof -
have "g1 1 = g2 0"
using assms by (auto simp: pathfinish_def pathstart_def)
moreover have "(g1 o (\<lambda>x. 2*x)) piecewise_C1_differentiable_on {0..1/2}"
apply (rule piecewise_C1_differentiable_compose)
using assms
apply (auto simp: valid_path_def piecewise_C1_differentiable_on_def continuous_on_joinpaths)
apply (rule continuous_intros | simp)+
apply (force intro: finite_vimageI [where h = "op*2"] inj_onI)
done
moreover have "(g2 o (\<lambda>x. 2*x-1)) piecewise_C1_differentiable_on {1/2..1}"
apply (rule piecewise_C1_differentiable_compose)
using assms unfolding valid_path_def piecewise_C1_differentiable_on_def
by (auto intro!: continuous_intros finite_vimageI [where h = "(\<lambda>x. 2*x - 1)"] inj_onI
simp: image_affinity_atLeastAtMost_diff continuous_on_joinpaths)
ultimately show ?thesis
apply (simp only: valid_path_def continuous_on_joinpaths joinpaths_def)
apply (rule piecewise_C1_differentiable_cases)
apply (auto simp: o_def)
done
qed
lemma valid_path_join_D1:
fixes g1 :: "real \<Rightarrow> 'a::real_normed_field"
shows "valid_path (g1 +++ g2) \<Longrightarrow> valid_path g1"
unfolding valid_path_def
by (rule piecewise_C1_differentiable_D1)
lemma valid_path_join_D2:
fixes g2 :: "real \<Rightarrow> 'a::real_normed_field"
shows "\<lbrakk>valid_path (g1 +++ g2); pathfinish g1 = pathstart g2\<rbrakk> \<Longrightarrow> valid_path g2"
unfolding valid_path_def
by (rule piecewise_C1_differentiable_D2)
lemma valid_path_join_eq [simp]:
fixes g2 :: "real \<Rightarrow> 'a::real_normed_field"
shows "pathfinish g1 = pathstart g2 \<Longrightarrow> (valid_path(g1 +++ g2) \<longleftrightarrow> valid_path g1 \<and> valid_path g2)"
using valid_path_join_D1 valid_path_join_D2 valid_path_join by blast
lemma has_contour_integral_join:
assumes "(f has_contour_integral i1) g1" "(f has_contour_integral i2) g2"
"valid_path g1" "valid_path g2"
shows "(f has_contour_integral (i1 + i2)) (g1 +++ g2)"
proof -
obtain s1 s2
where s1: "finite s1" "\<forall>x\<in>{0..1} - s1. g1 differentiable at x"
and s2: "finite s2" "\<forall>x\<in>{0..1} - s2. g2 differentiable at x"
using assms
by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
have 1: "((\<lambda>x. f (g1 x) * vector_derivative g1 (at x)) has_integral i1) {0..1}"
and 2: "((\<lambda>x. f (g2 x) * vector_derivative g2 (at x)) has_integral i2) {0..1}"
using assms
by (auto simp: has_contour_integral)
have i1: "((\<lambda>x. (2*f (g1 (2*x))) * vector_derivative g1 (at (2*x))) has_integral i1) {0..1/2}"
and i2: "((\<lambda>x. (2*f (g2 (2*x - 1))) * vector_derivative g2 (at (2*x - 1))) has_integral i2) {1/2..1}"
using has_integral_affinity01 [OF 1, where m= 2 and c=0, THEN has_integral_cmul [where c=2]]
has_integral_affinity01 [OF 2, where m= 2 and c="-1", THEN has_integral_cmul [where c=2]]
by (simp_all only: image_affinity_atLeastAtMost_div_diff, simp_all add: scaleR_conv_of_real mult_ac)
have g1: "\<lbrakk>0 \<le> z; z*2 < 1; z*2 \<notin> s1\<rbrakk> \<Longrightarrow>
vector_derivative (\<lambda>x. if x*2 \<le> 1 then g1 (2*x) else g2 (2*x - 1)) (at z) =
2 *\<^sub>R vector_derivative g1 (at (z*2))" for z
apply (rule vector_derivative_at [OF has_vector_derivative_transform_at [of "\<bar>z - 1/2\<bar>" _ "(\<lambda>x. g1(2*x))"]])
apply (simp_all add: dist_real_def abs_if split: split_if_asm)
apply (rule vector_diff_chain_at [of "\<lambda>x. 2*x" 2 _ g1, simplified o_def])
apply (simp add: has_vector_derivative_def has_derivative_def bounded_linear_mult_left)
using s1
apply (auto simp: algebra_simps vector_derivative_works)
done
have g2: "\<lbrakk>1 < z*2; z \<le> 1; z*2 - 1 \<notin> s2\<rbrakk> \<Longrightarrow>
vector_derivative (\<lambda>x. if x*2 \<le> 1 then g1 (2*x) else g2 (2*x - 1)) (at z) =
2 *\<^sub>R vector_derivative g2 (at (z*2 - 1))" for z
apply (rule vector_derivative_at [OF has_vector_derivative_transform_at [of "\<bar>z - 1/2\<bar>" _ "(\<lambda>x. g2 (2*x - 1))"]])
apply (simp_all add: dist_real_def abs_if split: split_if_asm)
apply (rule vector_diff_chain_at [of "\<lambda>x. 2*x - 1" 2 _ g2, simplified o_def])
apply (simp add: has_vector_derivative_def has_derivative_def bounded_linear_mult_left)
using s2
apply (auto simp: algebra_simps vector_derivative_works)
done
have "((\<lambda>x. f ((g1 +++ g2) x) * vector_derivative (g1 +++ g2) (at x)) has_integral i1) {0..1/2}"
apply (rule has_integral_spike_finite [OF _ _ i1, of "insert (1/2) (op*2 -` s1)"])
using s1
apply (force intro: finite_vimageI [where h = "op*2"] inj_onI)
apply (clarsimp simp add: joinpaths_def scaleR_conv_of_real mult_ac g1)
done
moreover have "((\<lambda>x. f ((g1 +++ g2) x) * vector_derivative (g1 +++ g2) (at x)) has_integral i2) {1/2..1}"
apply (rule has_integral_spike_finite [OF _ _ i2, of "insert (1/2) ((\<lambda>x. 2*x-1) -` s2)"])
using s2
apply (force intro: finite_vimageI [where h = "\<lambda>x. 2*x-1"] inj_onI)
apply (clarsimp simp add: joinpaths_def scaleR_conv_of_real mult_ac g2)
done
ultimately
show ?thesis
apply (simp add: has_contour_integral)
apply (rule has_integral_combine [where c = "1/2"], auto)
done
qed
lemma contour_integrable_joinI:
assumes "f contour_integrable_on g1" "f contour_integrable_on g2"
"valid_path g1" "valid_path g2"
shows "f contour_integrable_on (g1 +++ g2)"
using assms
by (meson has_contour_integral_join contour_integrable_on_def)
lemma contour_integrable_joinD1:
assumes "f contour_integrable_on (g1 +++ g2)" "valid_path g1"
shows "f contour_integrable_on g1"
proof -
obtain s1
where s1: "finite s1" "\<forall>x\<in>{0..1} - s1. g1 differentiable at x"
using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
have "(\<lambda>x. f ((g1 +++ g2) (x/2)) * vector_derivative (g1 +++ g2) (at (x/2))) integrable_on {0..1}"
using assms
apply (auto simp: contour_integrable_on)
apply (drule integrable_on_subcbox [where a=0 and b="1/2"])
apply (auto intro: integrable_affinity [of _ 0 "1/2::real" "1/2" 0, simplified])
done
then have *: "(\<lambda>x. (f ((g1 +++ g2) (x/2))/2) * vector_derivative (g1 +++ g2) (at (x/2))) integrable_on {0..1}"
by (auto dest: integrable_cmul [where c="1/2"] simp: scaleR_conv_of_real)
have g1: "\<lbrakk>0 < z; z < 1; z \<notin> s1\<rbrakk> \<Longrightarrow>
vector_derivative (\<lambda>x. if x*2 \<le> 1 then g1 (2*x) else g2 (2*x - 1)) (at (z/2)) =
2 *\<^sub>R vector_derivative g1 (at z)" for z
apply (rule vector_derivative_at [OF has_vector_derivative_transform_at [of "\<bar>(z-1)/2\<bar>" _ "(\<lambda>x. g1(2*x))"]])
apply (simp_all add: field_simps dist_real_def abs_if split: split_if_asm)
apply (rule vector_diff_chain_at [of "\<lambda>x. x*2" 2 _ g1, simplified o_def])
using s1
apply (auto simp: vector_derivative_works has_vector_derivative_def has_derivative_def bounded_linear_mult_left)
done
show ?thesis
using s1
apply (auto simp: contour_integrable_on)
apply (rule integrable_spike_finite [of "{0,1} \<union> s1", OF _ _ *])
apply (auto simp: joinpaths_def scaleR_conv_of_real g1)
done
qed
lemma contour_integrable_joinD2:
assumes "f contour_integrable_on (g1 +++ g2)" "valid_path g2"
shows "f contour_integrable_on g2"
proof -
obtain s2
where s2: "finite s2" "\<forall>x\<in>{0..1} - s2. g2 differentiable at x"
using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
have "(\<lambda>x. f ((g1 +++ g2) (x/2 + 1/2)) * vector_derivative (g1 +++ g2) (at (x/2 + 1/2))) integrable_on {0..1}"
using assms
apply (auto simp: contour_integrable_on)
apply (drule integrable_on_subcbox [where a="1/2" and b=1], auto)
apply (drule integrable_affinity [of _ "1/2::real" 1 "1/2" "1/2", simplified])
apply (simp add: image_affinity_atLeastAtMost_diff)
done
then have *: "(\<lambda>x. (f ((g1 +++ g2) (x/2 + 1/2))/2) * vector_derivative (g1 +++ g2) (at (x/2 + 1/2)))
integrable_on {0..1}"
by (auto dest: integrable_cmul [where c="1/2"] simp: scaleR_conv_of_real)
have g2: "\<lbrakk>0 < z; z < 1; z \<notin> s2\<rbrakk> \<Longrightarrow>
vector_derivative (\<lambda>x. if x*2 \<le> 1 then g1 (2*x) else g2 (2*x - 1)) (at (z/2+1/2)) =
2 *\<^sub>R vector_derivative g2 (at z)" for z
apply (rule vector_derivative_at [OF has_vector_derivative_transform_at [of "\<bar>z/2\<bar>" _ "(\<lambda>x. g2(2*x-1))"]])
apply (simp_all add: field_simps dist_real_def abs_if split: split_if_asm)
apply (rule vector_diff_chain_at [of "\<lambda>x. x*2-1" 2 _ g2, simplified o_def])
using s2
apply (auto simp: has_vector_derivative_def has_derivative_def bounded_linear_mult_left
vector_derivative_works add_divide_distrib)
done
show ?thesis
using s2
apply (auto simp: contour_integrable_on)
apply (rule integrable_spike_finite [of "{0,1} \<union> s2", OF _ _ *])
apply (auto simp: joinpaths_def scaleR_conv_of_real g2)
done
qed
lemma contour_integrable_join [simp]:
shows
"\<lbrakk>valid_path g1; valid_path g2\<rbrakk>
\<Longrightarrow> f contour_integrable_on (g1 +++ g2) \<longleftrightarrow> f contour_integrable_on g1 \<and> f contour_integrable_on g2"
using contour_integrable_joinD1 contour_integrable_joinD2 contour_integrable_joinI by blast
lemma contour_integral_join [simp]:
shows
"\<lbrakk>f contour_integrable_on g1; f contour_integrable_on g2; valid_path g1; valid_path g2\<rbrakk>
\<Longrightarrow> contour_integral (g1 +++ g2) f = contour_integral g1 f + contour_integral g2 f"
by (simp add: has_contour_integral_integral has_contour_integral_join contour_integral_unique)
subsection\<open>Shifting the starting point of a (closed) path\<close>
lemma shiftpath_alt_def: "shiftpath a f = (\<lambda>x. if x \<le> 1-a then f (a + x) else f (a + x - 1))"
by (auto simp: shiftpath_def)
lemma valid_path_shiftpath [intro]:
assumes "valid_path g" "pathfinish g = pathstart g" "a \<in> {0..1}"
shows "valid_path(shiftpath a g)"
using assms
apply (auto simp: valid_path_def shiftpath_alt_def)
apply (rule piecewise_C1_differentiable_cases)
apply (auto simp: algebra_simps)
apply (rule piecewise_C1_differentiable_affine [of g 1 a, simplified o_def scaleR_one])
apply (auto simp: pathfinish_def pathstart_def elim: piecewise_C1_differentiable_on_subset)
apply (rule piecewise_C1_differentiable_affine [of g 1 "a-1", simplified o_def scaleR_one algebra_simps])
apply (auto simp: pathfinish_def pathstart_def elim: piecewise_C1_differentiable_on_subset)
done
lemma has_contour_integral_shiftpath:
assumes f: "(f has_contour_integral i) g" "valid_path g"
and a: "a \<in> {0..1}"
shows "(f has_contour_integral i) (shiftpath a g)"
proof -
obtain s
where s: "finite s" and g: "\<forall>x\<in>{0..1} - s. g differentiable at x"
using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
have *: "((\<lambda>x. f (g x) * vector_derivative g (at x)) has_integral i) {0..1}"
using assms by (auto simp: has_contour_integral)
then have i: "i = integral {a..1} (\<lambda>x. f (g x) * vector_derivative g (at x)) +
integral {0..a} (\<lambda>x. f (g x) * vector_derivative g (at x))"
apply (rule has_integral_unique)
apply (subst add.commute)
apply (subst Integration.integral_combine)
using assms * integral_unique by auto
{ fix x
have "0 \<le> x \<Longrightarrow> x + a < 1 \<Longrightarrow> x \<notin> (\<lambda>x. x - a) ` s \<Longrightarrow>
vector_derivative (shiftpath a g) (at x) = vector_derivative g (at (x + a))"
unfolding shiftpath_def
apply (rule vector_derivative_at [OF has_vector_derivative_transform_at [of "dist(1-a) x" _ "(\<lambda>x. g(a+x))"]])
apply (auto simp: field_simps dist_real_def abs_if split: split_if_asm)
apply (rule vector_diff_chain_at [of "\<lambda>x. x+a" 1 _ g, simplified o_def scaleR_one])
apply (intro derivative_eq_intros | simp)+
using g
apply (drule_tac x="x+a" in bspec)
using a apply (auto simp: has_vector_derivative_def vector_derivative_works image_def add.commute)
done
} note vd1 = this
{ fix x
have "1 < x + a \<Longrightarrow> x \<le> 1 \<Longrightarrow> x \<notin> (\<lambda>x. x - a + 1) ` s \<Longrightarrow>
vector_derivative (shiftpath a g) (at x) = vector_derivative g (at (x + a - 1))"
unfolding shiftpath_def
apply (rule vector_derivative_at [OF has_vector_derivative_transform_at [of "dist (1-a) x" _ "(\<lambda>x. g(a+x-1))"]])
apply (auto simp: field_simps dist_real_def abs_if split: split_if_asm)
apply (rule vector_diff_chain_at [of "\<lambda>x. x+a-1" 1 _ g, simplified o_def scaleR_one])
apply (intro derivative_eq_intros | simp)+
using g
apply (drule_tac x="x+a-1" in bspec)
using a apply (auto simp: has_vector_derivative_def vector_derivative_works image_def add.commute)
done
} note vd2 = this
have va1: "(\<lambda>x. f (g x) * vector_derivative g (at x)) integrable_on ({a..1})"
using * a by (fastforce intro: integrable_subinterval_real)
have v0a: "(\<lambda>x. f (g x) * vector_derivative g (at x)) integrable_on ({0..a})"
apply (rule integrable_subinterval_real)
using * a by auto
have "((\<lambda>x. f (shiftpath a g x) * vector_derivative (shiftpath a g) (at x))
has_integral integral {a..1} (\<lambda>x. f (g x) * vector_derivative g (at x))) {0..1 - a}"
apply (rule has_integral_spike_finite
[where s = "{1-a} \<union> (\<lambda>x. x-a) ` s" and f = "\<lambda>x. f(g(a+x)) * vector_derivative g (at(a+x))"])
using s apply blast
using a apply (auto simp: algebra_simps vd1)
apply (force simp: shiftpath_def add.commute)
using has_integral_affinity [where m=1 and c=a, simplified, OF integrable_integral [OF va1]]
apply (simp add: image_affinity_atLeastAtMost_diff [where m=1 and c=a, simplified] add.commute)
done
moreover
have "((\<lambda>x. f (shiftpath a g x) * vector_derivative (shiftpath a g) (at x))
has_integral integral {0..a} (\<lambda>x. f (g x) * vector_derivative g (at x))) {1 - a..1}"
apply (rule has_integral_spike_finite
[where s = "{1-a} \<union> (\<lambda>x. x-a+1) ` s" and f = "\<lambda>x. f(g(a+x-1)) * vector_derivative g (at(a+x-1))"])
using s apply blast
using a apply (auto simp: algebra_simps vd2)
apply (force simp: shiftpath_def add.commute)
using has_integral_affinity [where m=1 and c="a-1", simplified, OF integrable_integral [OF v0a]]
apply (simp add: image_affinity_atLeastAtMost [where m=1 and c="1-a", simplified])
apply (simp add: algebra_simps)
done
ultimately show ?thesis
using a
by (auto simp: i has_contour_integral intro: has_integral_combine [where c = "1-a"])
qed
lemma has_contour_integral_shiftpath_D:
assumes "(f has_contour_integral i) (shiftpath a g)"
"valid_path g" "pathfinish g = pathstart g" "a \<in> {0..1}"
shows "(f has_contour_integral i) g"
proof -
obtain s
where s: "finite s" and g: "\<forall>x\<in>{0..1} - s. g differentiable at x"
using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
{ fix x
assume x: "0 < x" "x < 1" "x \<notin> s"
then have gx: "g differentiable at x"
using g by auto
have "vector_derivative g (at x within {0..1}) =
vector_derivative (shiftpath (1 - a) (shiftpath a g)) (at x within {0..1})"
apply (rule vector_derivative_at_within_ivl
[OF has_vector_derivative_transform_within_open
[of "{0<..<1}-s" _ "(shiftpath (1 - a) (shiftpath a g))"]])
using s g assms x
apply (auto simp: finite_imp_closed open_Diff shiftpath_shiftpath
vector_derivative_within_interior vector_derivative_works [symmetric])
apply (rule Derivative.differentiable_transform_at [of "min x (1-x)", OF _ _ gx])
apply (auto simp: dist_real_def shiftpath_shiftpath abs_if)
done
} note vd = this
have fi: "(f has_contour_integral i) (shiftpath (1 - a) (shiftpath a g))"
using assms by (auto intro!: has_contour_integral_shiftpath)
show ?thesis
apply (simp add: has_contour_integral_def)
apply (rule has_integral_spike_finite [of "{0,1} \<union> s", OF _ _ fi [unfolded has_contour_integral_def]])
using s assms vd
apply (auto simp: Path_Connected.shiftpath_shiftpath)
done
qed
lemma has_contour_integral_shiftpath_eq:
assumes "valid_path g" "pathfinish g = pathstart g" "a \<in> {0..1}"
shows "(f has_contour_integral i) (shiftpath a g) \<longleftrightarrow> (f has_contour_integral i) g"
using assms has_contour_integral_shiftpath has_contour_integral_shiftpath_D by blast
lemma contour_integral_shiftpath:
assumes "valid_path g" "pathfinish g = pathstart g" "a \<in> {0..1}"
shows "contour_integral (shiftpath a g) f = contour_integral g f"
using assms by (simp add: contour_integral_def has_contour_integral_shiftpath_eq)
subsection\<open>More about straight-line paths\<close>
lemma has_vector_derivative_linepath_within:
"(linepath a b has_vector_derivative (b - a)) (at x within s)"
apply (simp add: linepath_def has_vector_derivative_def algebra_simps)
apply (rule derivative_eq_intros | simp)+
done
lemma vector_derivative_linepath_within:
"x \<in> {0..1} \<Longrightarrow> vector_derivative (linepath a b) (at x within {0..1}) = b - a"
apply (rule vector_derivative_within_closed_interval [of 0 "1::real", simplified])
apply (auto simp: has_vector_derivative_linepath_within)
done
lemma vector_derivative_linepath_at [simp]: "vector_derivative (linepath a b) (at x) = b - a"
by (simp add: has_vector_derivative_linepath_within vector_derivative_at)
lemma valid_path_linepath [iff]: "valid_path (linepath a b)"
apply (simp add: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq continuous_on_linepath)
apply (rule_tac x="{}" in exI)
apply (simp add: differentiable_on_def differentiable_def)
using has_vector_derivative_def has_vector_derivative_linepath_within
apply (fastforce simp add: continuous_on_eq_continuous_within)
done
lemma has_contour_integral_linepath:
shows "(f has_contour_integral i) (linepath a b) \<longleftrightarrow>
((\<lambda>x. f(linepath a b x) * (b - a)) has_integral i) {0..1}"
by (simp add: has_contour_integral vector_derivative_linepath_at)
lemma linepath_in_path:
shows "x \<in> {0..1} \<Longrightarrow> linepath a b x \<in> closed_segment a b"
by (auto simp: segment linepath_def)
lemma linepath_image_01: "linepath a b ` {0..1} = closed_segment a b"
by (auto simp: segment linepath_def)
lemma linepath_in_convex_hull:
fixes x::real
assumes a: "a \<in> convex hull s"
and b: "b \<in> convex hull s"
and x: "0\<le>x" "x\<le>1"
shows "linepath a b x \<in> convex hull s"
apply (rule closed_segment_subset_convex_hull [OF a b, THEN subsetD])
using x
apply (auto simp: linepath_image_01 [symmetric])
done
lemma Re_linepath: "Re(linepath (of_real a) (of_real b) x) = (1 - x)*a + x*b"
by (simp add: linepath_def)
lemma Im_linepath: "Im(linepath (of_real a) (of_real b) x) = 0"
by (simp add: linepath_def)
lemma linepath_of_real: "(linepath (of_real a) (of_real b) x) = of_real ((1 - x)*a + x*b)"
by (simp add: scaleR_conv_of_real linepath_def)
lemma of_real_linepath: "of_real (linepath a b x) = linepath (of_real a) (of_real b) x"
by (metis linepath_of_real mult.right_neutral of_real_def real_scaleR_def)
lemma has_contour_integral_trivial [iff]: "(f has_contour_integral 0) (linepath a a)"
by (simp add: has_contour_integral_linepath)
lemma contour_integral_trivial [simp]: "contour_integral (linepath a a) f = 0"
using has_contour_integral_trivial contour_integral_unique by blast
subsection\<open>Relation to subpath construction\<close>
lemma valid_path_subpath:
fixes g :: "real \<Rightarrow> 'a :: real_normed_vector"
assumes "valid_path g" "u \<in> {0..1}" "v \<in> {0..1}"
shows "valid_path(subpath u v g)"
proof (cases "v=u")
case True
then show ?thesis
unfolding valid_path_def subpath_def
by (force intro: C1_differentiable_on_const C1_differentiable_imp_piecewise)
next
case False
have "(g o (\<lambda>x. ((v-u) * x + u))) piecewise_C1_differentiable_on {0..1}"
apply (rule piecewise_C1_differentiable_compose)
apply (simp add: C1_differentiable_imp_piecewise)
apply (simp add: image_affinity_atLeastAtMost)
using assms False
apply (auto simp: algebra_simps valid_path_def piecewise_C1_differentiable_on_subset)
apply (subst Int_commute)
apply (auto simp: inj_on_def algebra_simps crossproduct_eq finite_vimage_IntI)
done
then show ?thesis
by (auto simp: o_def valid_path_def subpath_def)
qed
lemma has_contour_integral_subpath_refl [iff]: "(f has_contour_integral 0) (subpath u u g)"
by (simp add: has_contour_integral subpath_def)
lemma contour_integrable_subpath_refl [iff]: "f contour_integrable_on (subpath u u g)"
using has_contour_integral_subpath_refl contour_integrable_on_def by blast
lemma contour_integral_subpath_refl [simp]: "contour_integral (subpath u u g) f = 0"
by (simp add: has_contour_integral_subpath_refl contour_integral_unique)
lemma has_contour_integral_subpath:
assumes f: "f contour_integrable_on g" and g: "valid_path g"
and uv: "u \<in> {0..1}" "v \<in> {0..1}" "u \<le> v"
shows "(f has_contour_integral integral {u..v} (\<lambda>x. f(g x) * vector_derivative g (at x)))
(subpath u v g)"
proof (cases "v=u")
case True
then show ?thesis
using f by (simp add: contour_integrable_on_def subpath_def has_contour_integral)
next
case False
obtain s where s: "\<And>x. x \<in> {0..1} - s \<Longrightarrow> g differentiable at x" and fs: "finite s"
using g unfolding piecewise_C1_differentiable_on_def C1_differentiable_on_eq valid_path_def by blast
have *: "((\<lambda>x. f (g ((v - u) * x + u)) * vector_derivative g (at ((v - u) * x + u)))
has_integral (1 / (v - u)) * integral {u..v} (\<lambda>t. f (g t) * vector_derivative g (at t)))
{0..1}"
using f uv
apply (simp add: contour_integrable_on subpath_def has_contour_integral)
apply (drule integrable_on_subcbox [where a=u and b=v, simplified])
apply (simp_all add: has_integral_integral)
apply (drule has_integral_affinity [where m="v-u" and c=u, simplified])
apply (simp_all add: False image_affinity_atLeastAtMost_div_diff scaleR_conv_of_real)
apply (simp add: divide_simps False)
done
{ fix x
have "x \<in> {0..1} \<Longrightarrow>
x \<notin> (\<lambda>t. (v-u) *\<^sub>R t + u) -` s \<Longrightarrow>
vector_derivative (\<lambda>x. g ((v-u) * x + u)) (at x) = (v-u) *\<^sub>R vector_derivative g (at ((v-u) * x + u))"
apply (rule vector_derivative_at [OF vector_diff_chain_at [simplified o_def]])
apply (intro derivative_eq_intros | simp)+
apply (cut_tac s [of "(v - u) * x + u"])
using uv mult_left_le [of x "v-u"]
apply (auto simp: vector_derivative_works)
done
} note vd = this
show ?thesis
apply (cut_tac has_integral_cmul [OF *, where c = "v-u"])
using fs assms
apply (simp add: False subpath_def has_contour_integral)
apply (rule_tac s = "(\<lambda>t. ((v-u) *\<^sub>R t + u)) -` s" in has_integral_spike_finite)
apply (auto simp: inj_on_def False finite_vimageI vd scaleR_conv_of_real)
done
qed
lemma contour_integrable_subpath:
assumes "f contour_integrable_on g" "valid_path g" "u \<in> {0..1}" "v \<in> {0..1}"
shows "f contour_integrable_on (subpath u v g)"
apply (cases u v rule: linorder_class.le_cases)
apply (metis contour_integrable_on_def has_contour_integral_subpath [OF assms])
apply (subst reversepath_subpath [symmetric])
apply (rule contour_integrable_reversepath)
using assms apply (blast intro: valid_path_subpath)
apply (simp add: contour_integrable_on_def)
using assms apply (blast intro: has_contour_integral_subpath)
done
lemma has_integral_integrable_integral: "(f has_integral i) s \<longleftrightarrow> f integrable_on s \<and> integral s f = i"
by blast
lemma has_integral_contour_integral_subpath:
assumes "f contour_integrable_on g" "valid_path g" "u \<in> {0..1}" "v \<in> {0..1}" "u \<le> v"
shows "(((\<lambda>x. f(g x) * vector_derivative g (at x)))
has_integral contour_integral (subpath u v g) f) {u..v}"
using assms
apply (auto simp: has_integral_integrable_integral)
apply (rule integrable_on_subcbox [where a=u and b=v and s = "{0..1}", simplified])
apply (auto simp: contour_integral_unique [OF has_contour_integral_subpath] contour_integrable_on)
done
lemma contour_integral_subcontour_integral:
assumes "f contour_integrable_on g" "valid_path g" "u \<in> {0..1}" "v \<in> {0..1}" "u \<le> v"
shows "contour_integral (subpath u v g) f =
integral {u..v} (\<lambda>x. f(g x) * vector_derivative g (at x))"
using assms has_contour_integral_subpath contour_integral_unique by blast
lemma contour_integral_subpath_combine_less:
assumes "f contour_integrable_on g" "valid_path g" "u \<in> {0..1}" "v \<in> {0..1}" "w \<in> {0..1}"
"u<v" "v<w"
shows "contour_integral (subpath u v g) f + contour_integral (subpath v w g) f =
contour_integral (subpath u w g) f"
using assms apply (auto simp: contour_integral_subcontour_integral)
apply (rule integral_combine, auto)
apply (rule integrable_on_subcbox [where a=u and b=w and s = "{0..1}", simplified])
apply (auto simp: contour_integrable_on)
done
lemma contour_integral_subpath_combine:
assumes "f contour_integrable_on g" "valid_path g" "u \<in> {0..1}" "v \<in> {0..1}" "w \<in> {0..1}"
shows "contour_integral (subpath u v g) f + contour_integral (subpath v w g) f =
contour_integral (subpath u w g) f"
proof (cases "u\<noteq>v \<and> v\<noteq>w \<and> u\<noteq>w")
case True
have *: "subpath v u g = reversepath(subpath u v g) \<and>
subpath w u g = reversepath(subpath u w g) \<and>
subpath w v g = reversepath(subpath v w g)"
by (auto simp: reversepath_subpath)
have "u < v \<and> v < w \<or>
u < w \<and> w < v \<or>
v < u \<and> u < w \<or>
v < w \<and> w < u \<or>
w < u \<and> u < v \<or>
w < v \<and> v < u"
using True assms by linarith
with assms show ?thesis
using contour_integral_subpath_combine_less [of f g u v w]
contour_integral_subpath_combine_less [of f g u w v]
contour_integral_subpath_combine_less [of f g v u w]
contour_integral_subpath_combine_less [of f g v w u]
contour_integral_subpath_combine_less [of f g w u v]
contour_integral_subpath_combine_less [of f g w v u]
apply simp
apply (elim disjE)
apply (auto simp: * contour_integral_reversepath contour_integrable_subpath
valid_path_reversepath valid_path_subpath algebra_simps)
done
next
case False
then show ?thesis
apply (auto simp: contour_integral_subpath_refl)
using assms
by (metis eq_neg_iff_add_eq_0 contour_integrable_subpath contour_integral_reversepath reversepath_subpath valid_path_subpath)
qed
lemma contour_integral_integral:
shows "contour_integral g f = integral {0..1} (\<lambda>x. f (g x) * vector_derivative g (at x))"
by (simp add: contour_integral_def integral_def has_contour_integral)
subsection\<open>Segments via convex hulls\<close>
lemma segments_subset_convex_hull:
"closed_segment a b \<subseteq> (convex hull {a,b,c})"
"closed_segment a c \<subseteq> (convex hull {a,b,c})"
"closed_segment b c \<subseteq> (convex hull {a,b,c})"
"closed_segment b a \<subseteq> (convex hull {a,b,c})"
"closed_segment c a \<subseteq> (convex hull {a,b,c})"
"closed_segment c b \<subseteq> (convex hull {a,b,c})"
by (auto simp: segment_convex_hull linepath_of_real elim!: rev_subsetD [OF _ hull_mono])
lemma midpoints_in_convex_hull:
assumes "x \<in> convex hull s" "y \<in> convex hull s"
shows "midpoint x y \<in> convex hull s"
proof -
have "(1 - inverse(2)) *\<^sub>R x + inverse(2) *\<^sub>R y \<in> convex hull s"
apply (rule convexD_alt)
using assms
apply (auto simp: convex_convex_hull)
done
then show ?thesis
by (simp add: midpoint_def algebra_simps)
qed
lemma convex_hull_subset:
"s \<subseteq> convex hull t \<Longrightarrow> convex hull s \<subseteq> convex hull t"
by (simp add: convex_convex_hull subset_hull)
lemma not_in_interior_convex_hull_3:
fixes a :: "complex"
shows "a \<notin> interior(convex hull {a,b,c})"
"b \<notin> interior(convex hull {a,b,c})"
"c \<notin> interior(convex hull {a,b,c})"
by (auto simp: card_insert_le_m1 not_in_interior_convex_hull)
text\<open>Cauchy's theorem where there's a primitive\<close>
lemma contour_integral_primitive_lemma:
fixes f :: "complex \<Rightarrow> complex" and g :: "real \<Rightarrow> complex"
assumes "a \<le> b"
and "\<And>x. x \<in> s \<Longrightarrow> (f has_field_derivative f' x) (at x within s)"
and "g piecewise_differentiable_on {a..b}" "\<And>x. x \<in> {a..b} \<Longrightarrow> g x \<in> s"
shows "((\<lambda>x. f'(g x) * vector_derivative g (at x within {a..b}))
has_integral (f(g b) - f(g a))) {a..b}"
proof -
obtain k where k: "finite k" "\<forall>x\<in>{a..b} - k. g differentiable (at x within {a..b})" and cg: "continuous_on {a..b} g"
using assms by (auto simp: piecewise_differentiable_on_def)
have cfg: "continuous_on {a..b} (\<lambda>x. f (g x))"
apply (rule continuous_on_compose [OF cg, unfolded o_def])
using assms
apply (metis complex_differentiable_def complex_differentiable_imp_continuous_at continuous_on_eq_continuous_within continuous_on_subset image_subset_iff)
done
{ fix x::real
assume a: "a < x" and b: "x < b" and xk: "x \<notin> k"
then have "g differentiable at x within {a..b}"
using k by (simp add: differentiable_at_withinI)
then have "(g has_vector_derivative vector_derivative g (at x within {a..b})) (at x within {a..b})"
by (simp add: vector_derivative_works has_field_derivative_def scaleR_conv_of_real)
then have gdiff: "(g has_derivative (\<lambda>u. u * vector_derivative g (at x within {a..b}))) (at x within {a..b})"
by (simp add: has_vector_derivative_def scaleR_conv_of_real)
have "(f has_field_derivative (f' (g x))) (at (g x) within g ` {a..b})"
using assms by (metis a atLeastAtMost_iff b DERIV_subset image_subset_iff less_eq_real_def)
then have fdiff: "(f has_derivative op * (f' (g x))) (at (g x) within g ` {a..b})"
by (simp add: has_field_derivative_def)
have "((\<lambda>x. f (g x)) has_vector_derivative f' (g x) * vector_derivative g (at x within {a..b})) (at x within {a..b})"
using diff_chain_within [OF gdiff fdiff]
by (simp add: has_vector_derivative_def scaleR_conv_of_real o_def mult_ac)
} note * = this
show ?thesis
apply (rule fundamental_theorem_of_calculus_interior_strong)
using k assms cfg *
apply (auto simp: at_within_closed_interval)
done
qed
lemma contour_integral_primitive:
assumes "\<And>x. x \<in> s \<Longrightarrow> (f has_field_derivative f' x) (at x within s)"
and "valid_path g" "path_image g \<subseteq> s"
shows "(f' has_contour_integral (f(pathfinish g) - f(pathstart g))) g"
using assms
apply (simp add: valid_path_def path_image_def pathfinish_def pathstart_def has_contour_integral_def)
apply (auto intro!: piecewise_C1_imp_differentiable contour_integral_primitive_lemma [of 0 1 s])
done
corollary Cauchy_theorem_primitive:
assumes "\<And>x. x \<in> s \<Longrightarrow> (f has_field_derivative f' x) (at x within s)"
and "valid_path g" "path_image g \<subseteq> s" "pathfinish g = pathstart g"
shows "(f' has_contour_integral 0) g"
using assms
by (metis diff_self contour_integral_primitive)
text\<open>Existence of path integral for continuous function\<close>
lemma contour_integrable_continuous_linepath:
assumes "continuous_on (closed_segment a b) f"
shows "f contour_integrable_on (linepath a b)"
proof -
have "continuous_on {0..1} ((\<lambda>x. f x * (b - a)) o linepath a b)"
apply (rule continuous_on_compose [OF continuous_on_linepath], simp add: linepath_image_01)
apply (rule continuous_intros | simp add: assms)+
done
then show ?thesis
apply (simp add: contour_integrable_on_def has_contour_integral_def integrable_on_def [symmetric])
apply (rule integrable_continuous [of 0 "1::real", simplified])
apply (rule continuous_on_eq [where f = "\<lambda>x. f(linepath a b x)*(b - a)"])
apply (auto simp: vector_derivative_linepath_within)
done
qed
lemma has_field_der_id: "((\<lambda>x. x\<^sup>2 / 2) has_field_derivative x) (at x)"
by (rule has_derivative_imp_has_field_derivative)
(rule derivative_intros | simp)+
lemma contour_integral_id [simp]: "contour_integral (linepath a b) (\<lambda>y. y) = (b^2 - a^2)/2"
apply (rule contour_integral_unique)
using contour_integral_primitive [of UNIV "\<lambda>x. x^2/2" "\<lambda>x. x" "linepath a b"]
apply (auto simp: field_simps has_field_der_id)
done
lemma contour_integrable_on_const [iff]: "(\<lambda>x. c) contour_integrable_on (linepath a b)"
by (simp add: continuous_on_const contour_integrable_continuous_linepath)
lemma contour_integrable_on_id [iff]: "(\<lambda>x. x) contour_integrable_on (linepath a b)"
by (simp add: continuous_on_id contour_integrable_continuous_linepath)
subsection\<open>Arithmetical combining theorems\<close>
lemma has_contour_integral_neg:
"(f has_contour_integral i) g \<Longrightarrow> ((\<lambda>x. -(f x)) has_contour_integral (-i)) g"
by (simp add: has_integral_neg has_contour_integral_def)
lemma has_contour_integral_add:
"\<lbrakk>(f1 has_contour_integral i1) g; (f2 has_contour_integral i2) g\<rbrakk>
\<Longrightarrow> ((\<lambda>x. f1 x + f2 x) has_contour_integral (i1 + i2)) g"
by (simp add: has_integral_add has_contour_integral_def algebra_simps)
lemma has_contour_integral_diff:
"\<lbrakk>(f1 has_contour_integral i1) g; (f2 has_contour_integral i2) g\<rbrakk>
\<Longrightarrow> ((\<lambda>x. f1 x - f2 x) has_contour_integral (i1 - i2)) g"
by (simp add: has_integral_sub has_contour_integral_def algebra_simps)
lemma has_contour_integral_lmul:
"(f has_contour_integral i) g \<Longrightarrow> ((\<lambda>x. c * (f x)) has_contour_integral (c*i)) g"
apply (simp add: has_contour_integral_def)
apply (drule has_integral_mult_right)
apply (simp add: algebra_simps)
done
lemma has_contour_integral_rmul:
"(f has_contour_integral i) g \<Longrightarrow> ((\<lambda>x. (f x) * c) has_contour_integral (i*c)) g"
apply (drule has_contour_integral_lmul)
apply (simp add: mult.commute)
done
lemma has_contour_integral_div:
"(f has_contour_integral i) g \<Longrightarrow> ((\<lambda>x. f x/c) has_contour_integral (i/c)) g"
by (simp add: field_class.field_divide_inverse) (metis has_contour_integral_rmul)
lemma has_contour_integral_eq:
"\<lbrakk>(f has_contour_integral y) p; \<And>x. x \<in> path_image p \<Longrightarrow> f x = g x\<rbrakk> \<Longrightarrow> (g has_contour_integral y) p"
apply (simp add: path_image_def has_contour_integral_def)
by (metis (no_types, lifting) image_eqI has_integral_eq)
lemma has_contour_integral_bound_linepath:
assumes "(f has_contour_integral i) (linepath a b)"
"0 \<le> B" "\<And>x. x \<in> closed_segment a b \<Longrightarrow> norm(f x) \<le> B"
shows "norm i \<le> B * norm(b - a)"
proof -
{ fix x::real
assume x: "0 \<le> x" "x \<le> 1"
have "norm (f (linepath a b x)) *
norm (vector_derivative (linepath a b) (at x within {0..1})) \<le> B * norm (b - a)"
by (auto intro: mult_mono simp: assms linepath_in_path of_real_linepath vector_derivative_linepath_within x)
} note * = this
have "norm i \<le> (B * norm (b - a)) * content (cbox 0 (1::real))"
apply (rule has_integral_bound
[of _ "\<lambda>x. f (linepath a b x) * vector_derivative (linepath a b) (at x within {0..1})"])
using assms * unfolding has_contour_integral_def
apply (auto simp: norm_mult)
done
then show ?thesis
by (auto simp: content_real)
qed
(*UNUSED
lemma has_contour_integral_bound_linepath_strong:
fixes a :: real and f :: "complex \<Rightarrow> real"
assumes "(f has_contour_integral i) (linepath a b)"
"finite k"
"0 \<le> B" "\<And>x::real. x \<in> closed_segment a b - k \<Longrightarrow> norm(f x) \<le> B"
shows "norm i \<le> B*norm(b - a)"
*)
lemma has_contour_integral_const_linepath: "((\<lambda>x. c) has_contour_integral c*(b - a))(linepath a b)"
unfolding has_contour_integral_linepath
by (metis content_real diff_0_right has_integral_const_real lambda_one of_real_1 scaleR_conv_of_real zero_le_one)
lemma has_contour_integral_0: "((\<lambda>x. 0) has_contour_integral 0) g"
by (simp add: has_contour_integral_def)
lemma has_contour_integral_is_0:
"(\<And>z. z \<in> path_image g \<Longrightarrow> f z = 0) \<Longrightarrow> (f has_contour_integral 0) g"
by (rule has_contour_integral_eq [OF has_contour_integral_0]) auto
lemma has_contour_integral_setsum:
"\<lbrakk>finite s; \<And>a. a \<in> s \<Longrightarrow> (f a has_contour_integral i a) p\<rbrakk>
\<Longrightarrow> ((\<lambda>x. setsum (\<lambda>a. f a x) s) has_contour_integral setsum i s) p"
by (induction s rule: finite_induct) (auto simp: has_contour_integral_0 has_contour_integral_add)
subsection \<open>Operations on path integrals\<close>
lemma contour_integral_const_linepath [simp]: "contour_integral (linepath a b) (\<lambda>x. c) = c*(b - a)"
by (rule contour_integral_unique [OF has_contour_integral_const_linepath])
lemma contour_integral_neg:
"f contour_integrable_on g \<Longrightarrow> contour_integral g (\<lambda>x. -(f x)) = -(contour_integral g f)"
by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_neg)
lemma contour_integral_add:
"f1 contour_integrable_on g \<Longrightarrow> f2 contour_integrable_on g \<Longrightarrow> contour_integral g (\<lambda>x. f1 x + f2 x) =
contour_integral g f1 + contour_integral g f2"
by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_add)
lemma contour_integral_diff:
"f1 contour_integrable_on g \<Longrightarrow> f2 contour_integrable_on g \<Longrightarrow> contour_integral g (\<lambda>x. f1 x - f2 x) =
contour_integral g f1 - contour_integral g f2"
by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_diff)
lemma contour_integral_lmul:
shows "f contour_integrable_on g
\<Longrightarrow> contour_integral g (\<lambda>x. c * f x) = c*contour_integral g f"
by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_lmul)
lemma contour_integral_rmul:
shows "f contour_integrable_on g
\<Longrightarrow> contour_integral g (\<lambda>x. f x * c) = contour_integral g f * c"
by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_rmul)
lemma contour_integral_div:
shows "f contour_integrable_on g
\<Longrightarrow> contour_integral g (\<lambda>x. f x / c) = contour_integral g f / c"
by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_div)
lemma contour_integral_eq:
"(\<And>x. x \<in> path_image p \<Longrightarrow> f x = g x) \<Longrightarrow> contour_integral p f = contour_integral p g"
by (simp add: contour_integral_def) (metis has_contour_integral_eq)
lemma contour_integral_eq_0:
"(\<And>z. z \<in> path_image g \<Longrightarrow> f z = 0) \<Longrightarrow> contour_integral g f = 0"
by (simp add: has_contour_integral_is_0 contour_integral_unique)
lemma contour_integral_bound_linepath:
shows
"\<lbrakk>f contour_integrable_on (linepath a b);
0 \<le> B; \<And>x. x \<in> closed_segment a b \<Longrightarrow> norm(f x) \<le> B\<rbrakk>
\<Longrightarrow> norm(contour_integral (linepath a b) f) \<le> B*norm(b - a)"
apply (rule has_contour_integral_bound_linepath [of f])
apply (auto simp: has_contour_integral_integral)
done
lemma contour_integral_0 [simp]: "contour_integral g (\<lambda>x. 0) = 0"
by (simp add: contour_integral_unique has_contour_integral_0)
lemma contour_integral_setsum:
"\<lbrakk>finite s; \<And>a. a \<in> s \<Longrightarrow> (f a) contour_integrable_on p\<rbrakk>
\<Longrightarrow> contour_integral p (\<lambda>x. setsum (\<lambda>a. f a x) s) = setsum (\<lambda>a. contour_integral p (f a)) s"
by (auto simp: contour_integral_unique has_contour_integral_setsum has_contour_integral_integral)
lemma contour_integrable_eq:
"\<lbrakk>f contour_integrable_on p; \<And>x. x \<in> path_image p \<Longrightarrow> f x = g x\<rbrakk> \<Longrightarrow> g contour_integrable_on p"
unfolding contour_integrable_on_def
by (metis has_contour_integral_eq)
subsection \<open>Arithmetic theorems for path integrability\<close>
lemma contour_integrable_neg:
"f contour_integrable_on g \<Longrightarrow> (\<lambda>x. -(f x)) contour_integrable_on g"
using has_contour_integral_neg contour_integrable_on_def by blast
lemma contour_integrable_add:
"\<lbrakk>f1 contour_integrable_on g; f2 contour_integrable_on g\<rbrakk> \<Longrightarrow> (\<lambda>x. f1 x + f2 x) contour_integrable_on g"
using has_contour_integral_add contour_integrable_on_def
by fastforce
lemma contour_integrable_diff:
"\<lbrakk>f1 contour_integrable_on g; f2 contour_integrable_on g\<rbrakk> \<Longrightarrow> (\<lambda>x. f1 x - f2 x) contour_integrable_on g"
using has_contour_integral_diff contour_integrable_on_def
by fastforce
lemma contour_integrable_lmul:
"f contour_integrable_on g \<Longrightarrow> (\<lambda>x. c * f x) contour_integrable_on g"
using has_contour_integral_lmul contour_integrable_on_def
by fastforce
lemma contour_integrable_rmul:
"f contour_integrable_on g \<Longrightarrow> (\<lambda>x. f x * c) contour_integrable_on g"
using has_contour_integral_rmul contour_integrable_on_def
by fastforce
lemma contour_integrable_div:
"f contour_integrable_on g \<Longrightarrow> (\<lambda>x. f x / c) contour_integrable_on g"
using has_contour_integral_div contour_integrable_on_def
by fastforce
lemma contour_integrable_setsum:
"\<lbrakk>finite s; \<And>a. a \<in> s \<Longrightarrow> (f a) contour_integrable_on p\<rbrakk>
\<Longrightarrow> (\<lambda>x. setsum (\<lambda>a. f a x) s) contour_integrable_on p"
unfolding contour_integrable_on_def
by (metis has_contour_integral_setsum)
subsection\<open>Reversing a path integral\<close>
lemma has_contour_integral_reverse_linepath:
"(f has_contour_integral i) (linepath a b)
\<Longrightarrow> (f has_contour_integral (-i)) (linepath b a)"
using has_contour_integral_reversepath valid_path_linepath by fastforce
lemma contour_integral_reverse_linepath:
"continuous_on (closed_segment a b) f
\<Longrightarrow> contour_integral (linepath a b) f = - (contour_integral(linepath b a) f)"
apply (rule contour_integral_unique)
apply (rule has_contour_integral_reverse_linepath)
by (simp add: closed_segment_commute contour_integrable_continuous_linepath has_contour_integral_integral)
(* Splitting a path integral in a flat way.*)
lemma has_contour_integral_split:
assumes f: "(f has_contour_integral i) (linepath a c)" "(f has_contour_integral j) (linepath c b)"
and k: "0 \<le> k" "k \<le> 1"
and c: "c - a = k *\<^sub>R (b - a)"
shows "(f has_contour_integral (i + j)) (linepath a b)"
proof (cases "k = 0 \<or> k = 1")
case True
then show ?thesis
using assms
apply auto
apply (metis add.left_neutral has_contour_integral_trivial has_contour_integral_unique)
apply (metis add.right_neutral has_contour_integral_trivial has_contour_integral_unique)
done
next
case False
then have k: "0 < k" "k < 1" "complex_of_real k \<noteq> 1"
using assms apply auto
using of_real_eq_iff by fastforce
have c': "c = k *\<^sub>R (b - a) + a"
by (metis diff_add_cancel c)
have bc: "(b - c) = (1 - k) *\<^sub>R (b - a)"
by (simp add: algebra_simps c')
{ assume *: "((\<lambda>x. f ((1 - x) *\<^sub>R a + x *\<^sub>R c) * (c - a)) has_integral i) {0..1}"
have **: "\<And>x. ((k - x) / k) *\<^sub>R a + (x / k) *\<^sub>R c = (1 - x) *\<^sub>R a + x *\<^sub>R b"
using False
apply (simp add: c' algebra_simps)
apply (simp add: real_vector.scale_left_distrib [symmetric] divide_simps)
done
have "((\<lambda>x. f ((1 - x) *\<^sub>R a + x *\<^sub>R b) * (b - a)) has_integral i) {0..k}"
using * k
apply -
apply (drule has_integral_affinity [of _ _ 0 "1::real" "inverse k" "0", simplified])
apply (simp_all add: divide_simps mult.commute [of _ "k"] image_affinity_atLeastAtMost ** c)
apply (drule Integration.has_integral_cmul [where c = "inverse k"])
apply (simp add: Integration.has_integral_cmul)
done
} note fi = this
{ assume *: "((\<lambda>x. f ((1 - x) *\<^sub>R c + x *\<^sub>R b) * (b - c)) has_integral j) {0..1}"
have **: "\<And>x. (((1 - x) / (1 - k)) *\<^sub>R c + ((x - k) / (1 - k)) *\<^sub>R b) = ((1 - x) *\<^sub>R a + x *\<^sub>R b)"
using k
apply (simp add: c' field_simps)
apply (simp add: scaleR_conv_of_real divide_simps)
apply (simp add: field_simps)
done
have "((\<lambda>x. f ((1 - x) *\<^sub>R a + x *\<^sub>R b) * (b - a)) has_integral j) {k..1}"
using * k
apply -
apply (drule has_integral_affinity [of _ _ 0 "1::real" "inverse(1 - k)" "-(k/(1 - k))", simplified])
apply (simp_all add: divide_simps mult.commute [of _ "1-k"] image_affinity_atLeastAtMost ** bc)
apply (drule Integration.has_integral_cmul [where k = "(1 - k) *\<^sub>R j" and c = "inverse (1 - k)"])
apply (simp add: Integration.has_integral_cmul)
done
} note fj = this
show ?thesis
using f k
apply (simp add: has_contour_integral_linepath)
apply (simp add: linepath_def)
apply (rule has_integral_combine [OF _ _ fi fj], simp_all)
done
qed
lemma continuous_on_closed_segment_transform:
assumes f: "continuous_on (closed_segment a b) f"
and k: "0 \<le> k" "k \<le> 1"
and c: "c - a = k *\<^sub>R (b - a)"
shows "continuous_on (closed_segment a c) f"
proof -
have c': "c = (1 - k) *\<^sub>R a + k *\<^sub>R b"
using c by (simp add: algebra_simps)
show "continuous_on (closed_segment a c) f"
apply (rule continuous_on_subset [OF f])
apply (simp add: segment_convex_hull)
apply (rule convex_hull_subset)
using assms
apply (auto simp: hull_inc c' Convex.convexD_alt)
done
qed
lemma contour_integral_split:
assumes f: "continuous_on (closed_segment a b) f"
and k: "0 \<le> k" "k \<le> 1"
and c: "c - a = k *\<^sub>R (b - a)"
shows "contour_integral(linepath a b) f = contour_integral(linepath a c) f + contour_integral(linepath c b) f"
proof -
have c': "c = (1 - k) *\<^sub>R a + k *\<^sub>R b"
using c by (simp add: algebra_simps)
have *: "continuous_on (closed_segment a c) f" "continuous_on (closed_segment c b) f"
apply (rule_tac [!] continuous_on_subset [OF f])
apply (simp_all add: segment_convex_hull)
apply (rule_tac [!] convex_hull_subset)
using assms
apply (auto simp: hull_inc c' Convex.convexD_alt)
done
show ?thesis
apply (rule contour_integral_unique)
apply (rule has_contour_integral_split [OF has_contour_integral_integral has_contour_integral_integral k c])
apply (rule contour_integrable_continuous_linepath *)+
done
qed
lemma contour_integral_split_linepath:
assumes f: "continuous_on (closed_segment a b) f"
and c: "c \<in> closed_segment a b"
shows "contour_integral(linepath a b) f = contour_integral(linepath a c) f + contour_integral(linepath c b) f"
using c
by (auto simp: closed_segment_def algebra_simps intro!: contour_integral_split [OF f])
(* The special case of midpoints used in the main quadrisection.*)
lemma has_contour_integral_midpoint:
assumes "(f has_contour_integral i) (linepath a (midpoint a b))"
"(f has_contour_integral j) (linepath (midpoint a b) b)"
shows "(f has_contour_integral (i + j)) (linepath a b)"
apply (rule has_contour_integral_split [where c = "midpoint a b" and k = "1/2"])
using assms
apply (auto simp: midpoint_def algebra_simps scaleR_conv_of_real)
done
lemma contour_integral_midpoint:
"continuous_on (closed_segment a b) f
\<Longrightarrow> contour_integral (linepath a b) f =
contour_integral (linepath a (midpoint a b)) f + contour_integral (linepath (midpoint a b) b) f"
apply (rule contour_integral_split [where c = "midpoint a b" and k = "1/2"])
using assms
apply (auto simp: midpoint_def algebra_simps scaleR_conv_of_real)
done
text\<open>A couple of special case lemmas that are useful below\<close>
lemma triangle_linear_has_chain_integral:
"((\<lambda>x. m*x + d) has_contour_integral 0) (linepath a b +++ linepath b c +++ linepath c a)"
apply (rule Cauchy_theorem_primitive [of UNIV "\<lambda>x. m/2 * x^2 + d*x"])
apply (auto intro!: derivative_eq_intros)
done
lemma has_chain_integral_chain_integral3:
"(f has_contour_integral i) (linepath a b +++ linepath b c +++ linepath c d)
\<Longrightarrow> contour_integral (linepath a b) f + contour_integral (linepath b c) f + contour_integral (linepath c d) f = i"
apply (subst contour_integral_unique [symmetric], assumption)
apply (drule has_contour_integral_integrable)
apply (simp add: valid_path_join)
done
subsection\<open>Reversing the order in a double path integral\<close>
text\<open>The condition is stronger than needed but it's often true in typical situations\<close>
lemma fst_im_cbox [simp]: "cbox c d \<noteq> {} \<Longrightarrow> (fst ` cbox (a,c) (b,d)) = cbox a b"
by (auto simp: cbox_Pair_eq)
lemma snd_im_cbox [simp]: "cbox a b \<noteq> {} \<Longrightarrow> (snd ` cbox (a,c) (b,d)) = cbox c d"
by (auto simp: cbox_Pair_eq)
lemma contour_integral_swap:
assumes fcon: "continuous_on (path_image g \<times> path_image h) (\<lambda>(y1,y2). f y1 y2)"
and vp: "valid_path g" "valid_path h"
and gvcon: "continuous_on {0..1} (\<lambda>t. vector_derivative g (at t))"
and hvcon: "continuous_on {0..1} (\<lambda>t. vector_derivative h (at t))"
shows "contour_integral g (\<lambda>w. contour_integral h (f w)) =
contour_integral h (\<lambda>z. contour_integral g (\<lambda>w. f w z))"
proof -
have gcon: "continuous_on {0..1} g" and hcon: "continuous_on {0..1} h"
using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def)
have fgh1: "\<And>x. (\<lambda>t. f (g x) (h t)) = (\<lambda>(y1,y2). f y1 y2) o (\<lambda>t. (g x, h t))"
by (rule ext) simp
have fgh2: "\<And>x. (\<lambda>t. f (g t) (h x)) = (\<lambda>(y1,y2). f y1 y2) o (\<lambda>t. (g t, h x))"
by (rule ext) simp
have fcon_im1: "\<And>x. 0 \<le> x \<Longrightarrow> x \<le> 1 \<Longrightarrow> continuous_on ((\<lambda>t. (g x, h t)) ` {0..1}) (\<lambda>(x, y). f x y)"
by (rule continuous_on_subset [OF fcon]) (auto simp: path_image_def)
have fcon_im2: "\<And>x. 0 \<le> x \<Longrightarrow> x \<le> 1 \<Longrightarrow> continuous_on ((\<lambda>t. (g t, h x)) ` {0..1}) (\<lambda>(x, y). f x y)"
by (rule continuous_on_subset [OF fcon]) (auto simp: path_image_def)
have vdg: "\<And>y. y \<in> {0..1} \<Longrightarrow> (\<lambda>x. f (g x) (h y) * vector_derivative g (at x)) integrable_on {0..1}"
apply (rule integrable_continuous_real)
apply (rule continuous_on_mult [OF _ gvcon])
apply (subst fgh2)
apply (rule fcon_im2 gcon continuous_intros | simp)+
done
have "(\<lambda>z. vector_derivative g (at (fst z))) = (\<lambda>x. vector_derivative g (at x)) o fst"
by auto
then have gvcon': "continuous_on (cbox (0, 0) (1, 1::real)) (\<lambda>x. vector_derivative g (at (fst x)))"
apply (rule ssubst)
apply (rule continuous_intros | simp add: gvcon)+
done
have "(\<lambda>z. vector_derivative h (at (snd z))) = (\<lambda>x. vector_derivative h (at x)) o snd"
by auto
then have hvcon': "continuous_on (cbox (0, 0) (1::real, 1)) (\<lambda>x. vector_derivative h (at (snd x)))"
apply (rule ssubst)
apply (rule continuous_intros | simp add: hvcon)+
done
have "(\<lambda>x. f (g (fst x)) (h (snd x))) = (\<lambda>(y1,y2). f y1 y2) o (\<lambda>w. ((g o fst) w, (h o snd) w))"
by auto
then have fgh: "continuous_on (cbox (0, 0) (1, 1)) (\<lambda>x. f (g (fst x)) (h (snd x)))"
apply (rule ssubst)
apply (rule gcon hcon continuous_intros | simp)+
apply (auto simp: path_image_def intro: continuous_on_subset [OF fcon])
done
have "integral {0..1} (\<lambda>x. contour_integral h (f (g x)) * vector_derivative g (at x)) =
integral {0..1} (\<lambda>x. contour_integral h (\<lambda>y. f (g x) y * vector_derivative g (at x)))"
apply (rule integral_cong [OF contour_integral_rmul [symmetric]])
apply (clarsimp simp: contour_integrable_on)
apply (rule integrable_continuous_real)
apply (rule continuous_on_mult [OF _ hvcon])
apply (subst fgh1)
apply (rule fcon_im1 hcon continuous_intros | simp)+
done
also have "... = integral {0..1}
(\<lambda>y. contour_integral g (\<lambda>x. f x (h y) * vector_derivative h (at y)))"
apply (simp add: contour_integral_integral)
apply (subst integral_swap_continuous [where 'a = real and 'b = real, of 0 0 1 1, simplified])
apply (rule fgh gvcon' hvcon' continuous_intros | simp add: split_def)+
apply (simp add: algebra_simps)
done
also have "... = contour_integral h (\<lambda>z. contour_integral g (\<lambda>w. f w z))"
apply (simp add: contour_integral_integral)
apply (rule integral_cong)
apply (subst integral_mult_left [symmetric])
apply (blast intro: vdg)
apply (simp add: algebra_simps)
done
finally show ?thesis
by (simp add: contour_integral_integral)
qed
subsection\<open>The key quadrisection step\<close>
lemma norm_sum_half:
assumes "norm(a + b) >= e"
shows "norm a >= e/2 \<or> norm b >= e/2"
proof -
have "e \<le> norm (- a - b)"
by (simp add: add.commute assms norm_minus_commute)
thus ?thesis
using norm_triangle_ineq4 order_trans by fastforce
qed
lemma norm_sum_lemma:
assumes "e \<le> norm (a + b + c + d)"
shows "e / 4 \<le> norm a \<or> e / 4 \<le> norm b \<or> e / 4 \<le> norm c \<or> e / 4 \<le> norm d"
proof -
have "e \<le> norm ((a + b) + (c + d))" using assms
by (simp add: algebra_simps)
then show ?thesis
by (auto dest!: norm_sum_half)
qed
lemma Cauchy_theorem_quadrisection:
assumes f: "continuous_on (convex hull {a,b,c}) f"
and dist: "dist a b \<le> K" "dist b c \<le> K" "dist c a \<le> K"
and e: "e * K^2 \<le>
norm (contour_integral(linepath a b) f + contour_integral(linepath b c) f + contour_integral(linepath c a) f)"
shows "\<exists>a' b' c'.
a' \<in> convex hull {a,b,c} \<and> b' \<in> convex hull {a,b,c} \<and> c' \<in> convex hull {a,b,c} \<and>
dist a' b' \<le> K/2 \<and> dist b' c' \<le> K/2 \<and> dist c' a' \<le> K/2 \<and>
e * (K/2)^2 \<le> norm(contour_integral(linepath a' b') f + contour_integral(linepath b' c') f + contour_integral(linepath c' a') f)"
proof -
note divide_le_eq_numeral1 [simp del]
def a' \<equiv> "midpoint b c"
def b' \<equiv> "midpoint c a"
def c' \<equiv> "midpoint a b"
have fabc: "continuous_on (closed_segment a b) f" "continuous_on (closed_segment b c) f" "continuous_on (closed_segment c a) f"
using f continuous_on_subset segments_subset_convex_hull by metis+
have fcont': "continuous_on (closed_segment c' b') f"
"continuous_on (closed_segment a' c') f"
"continuous_on (closed_segment b' a') f"
unfolding a'_def b'_def c'_def
apply (rule continuous_on_subset [OF f],
metis midpoints_in_convex_hull convex_hull_subset hull_subset insert_subset segment_convex_hull)+
done
let ?pathint = "\<lambda>x y. contour_integral(linepath x y) f"
have *: "?pathint a b + ?pathint b c + ?pathint c a =
(?pathint a c' + ?pathint c' b' + ?pathint b' a) +
(?pathint a' c' + ?pathint c' b + ?pathint b a') +
(?pathint a' c + ?pathint c b' + ?pathint b' a') +
(?pathint a' b' + ?pathint b' c' + ?pathint c' a')"
apply (simp add: fcont' contour_integral_reverse_linepath)
apply (simp add: a'_def b'_def c'_def contour_integral_midpoint fabc)
done
have [simp]: "\<And>x y. cmod (x * 2 - y * 2) = cmod (x - y) * 2"
by (metis left_diff_distrib mult.commute norm_mult_numeral1)
have [simp]: "\<And>x y. cmod (x - y) = cmod (y - x)"
by (simp add: norm_minus_commute)
consider "e * K\<^sup>2 / 4 \<le> cmod (?pathint a c' + ?pathint c' b' + ?pathint b' a)" |
"e * K\<^sup>2 / 4 \<le> cmod (?pathint a' c' + ?pathint c' b + ?pathint b a')" |
"e * K\<^sup>2 / 4 \<le> cmod (?pathint a' c + ?pathint c b' + ?pathint b' a')" |
"e * K\<^sup>2 / 4 \<le> cmod (?pathint a' b' + ?pathint b' c' + ?pathint c' a')"
using assms
apply (simp only: *)
apply (blast intro: that dest!: norm_sum_lemma)
done
then show ?thesis
proof cases
case 1 then show ?thesis
apply (rule_tac x=a in exI)
apply (rule exI [where x=c'])
apply (rule exI [where x=b'])
using assms
apply (auto simp: a'_def c'_def b'_def midpoints_in_convex_hull hull_subset [THEN subsetD])
apply (auto simp: midpoint_def dist_norm scaleR_conv_of_real divide_simps)
done
next
case 2 then show ?thesis
apply (rule_tac x=a' in exI)
apply (rule exI [where x=c'])
apply (rule exI [where x=b])
using assms
apply (auto simp: a'_def c'_def b'_def midpoints_in_convex_hull hull_subset [THEN subsetD])
apply (auto simp: midpoint_def dist_norm scaleR_conv_of_real divide_simps)
done
next
case 3 then show ?thesis
apply (rule_tac x=a' in exI)
apply (rule exI [where x=c])
apply (rule exI [where x=b'])
using assms
apply (auto simp: a'_def c'_def b'_def midpoints_in_convex_hull hull_subset [THEN subsetD])
apply (auto simp: midpoint_def dist_norm scaleR_conv_of_real divide_simps)
done
next
case 4 then show ?thesis
apply (rule_tac x=a' in exI)
apply (rule exI [where x=b'])
apply (rule exI [where x=c'])
using assms
apply (auto simp: a'_def c'_def b'_def midpoints_in_convex_hull hull_subset [THEN subsetD])
apply (auto simp: midpoint_def dist_norm scaleR_conv_of_real divide_simps)
done
qed
qed
subsection\<open>Cauchy's theorem for triangles\<close>
lemma triangle_points_closer:
fixes a::complex
shows "\<lbrakk>x \<in> convex hull {a,b,c}; y \<in> convex hull {a,b,c}\<rbrakk>
\<Longrightarrow> norm(x - y) \<le> norm(a - b) \<or>
norm(x - y) \<le> norm(b - c) \<or>
norm(x - y) \<le> norm(c - a)"
using simplex_extremal_le [of "{a,b,c}"]
by (auto simp: norm_minus_commute)
lemma holomorphic_point_small_triangle:
assumes x: "x \<in> s"
and f: "continuous_on s f"
and cd: "f complex_differentiable (at x within s)"
and e: "0 < e"
shows "\<exists>k>0. \<forall>a b c. dist a b \<le> k \<and> dist b c \<le> k \<and> dist c a \<le> k \<and>
x \<in> convex hull {a,b,c} \<and> convex hull {a,b,c} \<subseteq> s
\<longrightarrow> norm(contour_integral(linepath a b) f + contour_integral(linepath b c) f +
contour_integral(linepath c a) f)
\<le> e*(dist a b + dist b c + dist c a)^2"
(is "\<exists>k>0. \<forall>a b c. _ \<longrightarrow> ?normle a b c")
proof -
have le_of_3: "\<And>a x y z. \<lbrakk>0 \<le> x*y; 0 \<le> x*z; 0 \<le> y*z; a \<le> (e*(x + y + z))*x + (e*(x + y + z))*y + (e*(x + y + z))*z\<rbrakk>
\<Longrightarrow> a \<le> e*(x + y + z)^2"
by (simp add: algebra_simps power2_eq_square)
have disj_le: "\<lbrakk>x \<le> a \<or> x \<le> b \<or> x \<le> c; 0 \<le> a; 0 \<le> b; 0 \<le> c\<rbrakk> \<Longrightarrow> x \<le> a + b + c"
for x::real and a b c
by linarith
have fabc: "f contour_integrable_on linepath a b" "f contour_integrable_on linepath b c" "f contour_integrable_on linepath c a"
if "convex hull {a, b, c} \<subseteq> s" for a b c
using segments_subset_convex_hull that
by (metis continuous_on_subset f contour_integrable_continuous_linepath)+
note path_bound = has_contour_integral_bound_linepath [simplified norm_minus_commute, OF has_contour_integral_integral]
{ fix f' a b c d
assume d: "0 < d"
and f': "\<And>y. \<lbrakk>cmod (y - x) \<le> d; y \<in> s\<rbrakk> \<Longrightarrow> cmod (f y - f x - f' * (y - x)) \<le> e * cmod (y - x)"
and le: "cmod (a - b) \<le> d" "cmod (b - c) \<le> d" "cmod (c - a) \<le> d"
and xc: "x \<in> convex hull {a, b, c}"
and s: "convex hull {a, b, c} \<subseteq> s"
have pa: "contour_integral (linepath a b) f + contour_integral (linepath b c) f + contour_integral (linepath c a) f =
contour_integral (linepath a b) (\<lambda>y. f y - f x - f'*(y - x)) +
contour_integral (linepath b c) (\<lambda>y. f y - f x - f'*(y - x)) +
contour_integral (linepath c a) (\<lambda>y. f y - f x - f'*(y - x))"
apply (simp add: contour_integral_diff contour_integral_lmul contour_integrable_lmul contour_integrable_diff fabc [OF s])
apply (simp add: field_simps)
done
{ fix y
assume yc: "y \<in> convex hull {a,b,c}"
have "cmod (f y - f x - f' * (y - x)) \<le> e*norm(y - x)"
apply (rule f')
apply (metis triangle_points_closer [OF xc yc] le norm_minus_commute order_trans)
using s yc by blast
also have "... \<le> e * (cmod (a - b) + cmod (b - c) + cmod (c - a))"
by (simp add: yc e xc disj_le [OF triangle_points_closer])
finally have "cmod (f y - f x - f' * (y - x)) \<le> e * (cmod (a - b) + cmod (b - c) + cmod (c - a))" .
} note cm_le = this
have "?normle a b c"
apply (simp add: dist_norm pa)
apply (rule le_of_3)
using f' xc s e
apply simp_all
apply (intro norm_triangle_le add_mono path_bound)
apply (simp_all add: contour_integral_diff contour_integral_lmul contour_integrable_lmul contour_integrable_diff fabc)
apply (blast intro: cm_le elim: dest: segments_subset_convex_hull [THEN subsetD])+
done
} note * = this
show ?thesis
using cd e
apply (simp add: complex_differentiable_def has_field_derivative_def has_derivative_within_alt approachable_lt_le2 Ball_def)
apply (clarify dest!: spec mp)
using *
apply (simp add: dist_norm, blast)
done
qed
(* Hence the most basic theorem for a triangle.*)
locale Chain =
fixes x0 At Follows
assumes At0: "At x0 0"
and AtSuc: "\<And>x n. At x n \<Longrightarrow> \<exists>x'. At x' (Suc n) \<and> Follows x' x"
begin
primrec f where
"f 0 = x0"
| "f (Suc n) = (SOME x. At x (Suc n) \<and> Follows x (f n))"
lemma At: "At (f n) n"
proof (induct n)
case 0 show ?case
by (simp add: At0)
next
case (Suc n) show ?case
by (metis (no_types, lifting) AtSuc [OF Suc] f.simps(2) someI_ex)
qed
lemma Follows: "Follows (f(Suc n)) (f n)"
by (metis (no_types, lifting) AtSuc [OF At [of n]] f.simps(2) someI_ex)
declare f.simps(2) [simp del]
end
lemma Chain3:
assumes At0: "At x0 y0 z0 0"
and AtSuc: "\<And>x y z n. At x y z n \<Longrightarrow> \<exists>x' y' z'. At x' y' z' (Suc n) \<and> Follows x' y' z' x y z"
obtains f g h where
"f 0 = x0" "g 0 = y0" "h 0 = z0"
"\<And>n. At (f n) (g n) (h n) n"
"\<And>n. Follows (f(Suc n)) (g(Suc n)) (h(Suc n)) (f n) (g n) (h n)"
proof -
interpret three: Chain "(x0,y0,z0)" "\<lambda>(x,y,z). At x y z" "\<lambda>(x',y',z'). \<lambda>(x,y,z). Follows x' y' z' x y z"
apply unfold_locales
using At0 AtSuc by auto
show ?thesis
apply (rule that [of "\<lambda>n. fst (three.f n)" "\<lambda>n. fst (snd (three.f n))" "\<lambda>n. snd (snd (three.f n))"])
apply simp_all
using three.At three.Follows
apply (simp_all add: split_beta')
done
qed
lemma Cauchy_theorem_triangle:
assumes "f holomorphic_on (convex hull {a,b,c})"
shows "(f has_contour_integral 0) (linepath a b +++ linepath b c +++ linepath c a)"
proof -
have contf: "continuous_on (convex hull {a,b,c}) f"
by (metis assms holomorphic_on_imp_continuous_on)
let ?pathint = "\<lambda>x y. contour_integral(linepath x y) f"
{ fix y::complex
assume fy: "(f has_contour_integral y) (linepath a b +++ linepath b c +++ linepath c a)"
and ynz: "y \<noteq> 0"
def K \<equiv> "1 + max (dist a b) (max (dist b c) (dist c a))"
def e \<equiv> "norm y / K^2"
have K1: "K \<ge> 1" by (simp add: K_def max.coboundedI1)
then have K: "K > 0" by linarith
have [iff]: "dist a b \<le> K" "dist b c \<le> K" "dist c a \<le> K"
by (simp_all add: K_def)
have e: "e > 0"
unfolding e_def using ynz K1 by simp
def At \<equiv> "\<lambda>x y z n. convex hull {x,y,z} \<subseteq> convex hull {a,b,c} \<and>
dist x y \<le> K/2^n \<and> dist y z \<le> K/2^n \<and> dist z x \<le> K/2^n \<and>
norm(?pathint x y + ?pathint y z + ?pathint z x) \<ge> e*(K/2^n)^2"
have At0: "At a b c 0"
using fy
by (simp add: At_def e_def has_chain_integral_chain_integral3)
{ fix x y z n
assume At: "At x y z n"
then have contf': "continuous_on (convex hull {x,y,z}) f"
using contf At_def continuous_on_subset by blast
have "\<exists>x' y' z'. At x' y' z' (Suc n) \<and> convex hull {x',y',z'} \<subseteq> convex hull {x,y,z}"
using At
apply (simp add: At_def)
using Cauchy_theorem_quadrisection [OF contf', of "K/2^n" e]
apply clarsimp
apply (rule_tac x="a'" in exI)
apply (rule_tac x="b'" in exI)
apply (rule_tac x="c'" in exI)
apply (simp add: algebra_simps)
apply (meson convex_hull_subset empty_subsetI insert_subset subsetCE)
done
} note AtSuc = this
obtain fa fb fc
where f0 [simp]: "fa 0 = a" "fb 0 = b" "fc 0 = c"
and cosb: "\<And>n. convex hull {fa n, fb n, fc n} \<subseteq> convex hull {a,b,c}"
and dist: "\<And>n. dist (fa n) (fb n) \<le> K/2^n"
"\<And>n. dist (fb n) (fc n) \<le> K/2^n"
"\<And>n. dist (fc n) (fa n) \<le> K/2^n"
and no: "\<And>n. norm(?pathint (fa n) (fb n) +
?pathint (fb n) (fc n) +
?pathint (fc n) (fa n)) \<ge> e * (K/2^n)^2"
and conv_le: "\<And>n. convex hull {fa(Suc n), fb(Suc n), fc(Suc n)} \<subseteq> convex hull {fa n, fb n, fc n}"
apply (rule Chain3 [of At, OF At0 AtSuc])
apply (auto simp: At_def)
done
have "\<exists>x. \<forall>n. x \<in> convex hull {fa n, fb n, fc n}"
apply (rule bounded_closed_nest)
apply (simp_all add: compact_imp_closed finite_imp_compact_convex_hull finite_imp_bounded_convex_hull)
apply (rule allI)
apply (rule transitive_stepwise_le)
apply (auto simp: conv_le)
done
then obtain x where x: "\<And>n. x \<in> convex hull {fa n, fb n, fc n}" by auto
then have xin: "x \<in> convex hull {a,b,c}"
using assms f0 by blast
then have fx: "f complex_differentiable at x within (convex hull {a,b,c})"
using assms holomorphic_on_def by blast
{ fix k n
assume k: "0 < k"
and le:
"\<And>x' y' z'.
\<lbrakk>dist x' y' \<le> k; dist y' z' \<le> k; dist z' x' \<le> k;
x \<in> convex hull {x',y',z'};
convex hull {x',y',z'} \<subseteq> convex hull {a,b,c}\<rbrakk>
\<Longrightarrow>
cmod (?pathint x' y' + ?pathint y' z' + ?pathint z' x') * 10
\<le> e * (dist x' y' + dist y' z' + dist z' x')\<^sup>2"
and Kk: "K / k < 2 ^ n"
have "K / 2 ^ n < k" using Kk k
by (auto simp: field_simps)
then have DD: "dist (fa n) (fb n) \<le> k" "dist (fb n) (fc n) \<le> k" "dist (fc n) (fa n) \<le> k"
using dist [of n] k
by linarith+
have dle: "(dist (fa n) (fb n) + dist (fb n) (fc n) + dist (fc n) (fa n))\<^sup>2
\<le> (3 * K / 2 ^ n)\<^sup>2"
using dist [of n] e K
by (simp add: abs_le_square_iff [symmetric])
have less10: "\<And>x y::real. 0 < x \<Longrightarrow> y \<le> 9*x \<Longrightarrow> y < x*10"
by linarith
have "e * (dist (fa n) (fb n) + dist (fb n) (fc n) + dist (fc n) (fa n))\<^sup>2 \<le> e * (3 * K / 2 ^ n)\<^sup>2"
using ynz dle e mult_le_cancel_left_pos by blast
also have "... <
cmod (?pathint (fa n) (fb n) + ?pathint (fb n) (fc n) + ?pathint (fc n) (fa n)) * 10"
using no [of n] e K
apply (simp add: e_def field_simps)
apply (simp only: zero_less_norm_iff [symmetric])
done
finally have False
using le [OF DD x cosb] by auto
} then
have ?thesis
using holomorphic_point_small_triangle [OF xin contf fx, of "e/10"] e
apply clarsimp
apply (rule_tac x1="K/k" in exE [OF real_arch_pow2], blast)
done
}
moreover have "f contour_integrable_on (linepath a b +++ linepath b c +++ linepath c a)"
by simp (meson contf continuous_on_subset contour_integrable_continuous_linepath segments_subset_convex_hull(1)
segments_subset_convex_hull(3) segments_subset_convex_hull(5))
ultimately show ?thesis
using has_contour_integral_integral by fastforce
qed
subsection\<open>Version needing function holomorphic in interior only\<close>
lemma Cauchy_theorem_flat_lemma:
assumes f: "continuous_on (convex hull {a,b,c}) f"
and c: "c - a = k *\<^sub>R (b - a)"
and k: "0 \<le> k"
shows "contour_integral (linepath a b) f + contour_integral (linepath b c) f +
contour_integral (linepath c a) f = 0"
proof -
have fabc: "continuous_on (closed_segment a b) f" "continuous_on (closed_segment b c) f" "continuous_on (closed_segment c a) f"
using f continuous_on_subset segments_subset_convex_hull by metis+
show ?thesis
proof (cases "k \<le> 1")
case True show ?thesis
by (simp add: contour_integral_split [OF fabc(1) k True c] contour_integral_reverse_linepath fabc)
next
case False then show ?thesis
using fabc c
apply (subst contour_integral_split [of a c f "1/k" b, symmetric])
apply (metis closed_segment_commute fabc(3))
apply (auto simp: k contour_integral_reverse_linepath)
done
qed
qed
lemma Cauchy_theorem_flat:
assumes f: "continuous_on (convex hull {a,b,c}) f"
and c: "c - a = k *\<^sub>R (b - a)"
shows "contour_integral (linepath a b) f +
contour_integral (linepath b c) f +
contour_integral (linepath c a) f = 0"
proof (cases "0 \<le> k")
case True with assms show ?thesis
by (blast intro: Cauchy_theorem_flat_lemma)
next
case False
have "continuous_on (closed_segment a b) f" "continuous_on (closed_segment b c) f" "continuous_on (closed_segment c a) f"
using f continuous_on_subset segments_subset_convex_hull by metis+
moreover have "contour_integral (linepath b a) f + contour_integral (linepath a c) f +
contour_integral (linepath c b) f = 0"
apply (rule Cauchy_theorem_flat_lemma [of b a c f "1-k"])
using False c
apply (auto simp: f insert_commute scaleR_conv_of_real algebra_simps)
done
ultimately show ?thesis
apply (auto simp: contour_integral_reverse_linepath)
using add_eq_0_iff by force
qed
lemma Cauchy_theorem_triangle_interior:
assumes contf: "continuous_on (convex hull {a,b,c}) f"
and holf: "f holomorphic_on interior (convex hull {a,b,c})"
shows "(f has_contour_integral 0) (linepath a b +++ linepath b c +++ linepath c a)"
proof -
have fabc: "continuous_on (closed_segment a b) f" "continuous_on (closed_segment b c) f" "continuous_on (closed_segment c a) f"
using contf continuous_on_subset segments_subset_convex_hull by metis+
have "bounded (f ` (convex hull {a,b,c}))"
by (simp add: compact_continuous_image compact_convex_hull compact_imp_bounded contf)
then obtain B where "0 < B" and Bnf: "\<And>x. x \<in> convex hull {a,b,c} \<Longrightarrow> norm (f x) \<le> B"
by (auto simp: dest!: bounded_pos [THEN iffD1])
have "bounded (convex hull {a,b,c})"
by (simp add: bounded_convex_hull)
then obtain C where C: "0 < C" and Cno: "\<And>y. y \<in> convex hull {a,b,c} \<Longrightarrow> norm y < C"
using bounded_pos_less by blast
then have diff_2C: "norm(x - y) \<le> 2*C"
if x: "x \<in> convex hull {a, b, c}" and y: "y \<in> convex hull {a, b, c}" for x y
proof -
have "cmod x \<le> C"
using x by (meson Cno not_le not_less_iff_gr_or_eq)
hence "cmod (x - y) \<le> C + C"
using y by (meson Cno add_mono_thms_linordered_field(4) less_eq_real_def norm_triangle_ineq4 order_trans)
thus "cmod (x - y) \<le> 2 * C"
by (metis mult_2)
qed
have contf': "continuous_on (convex hull {b,a,c}) f"
using contf by (simp add: insert_commute)
{ fix y::complex
assume fy: "(f has_contour_integral y) (linepath a b +++ linepath b c +++ linepath c a)"
and ynz: "y \<noteq> 0"
have pi_eq_y: "contour_integral (linepath a b) f + contour_integral (linepath b c) f + contour_integral (linepath c a) f = y"
by (rule has_chain_integral_chain_integral3 [OF fy])
have ?thesis
proof (cases "c=a \<or> a=b \<or> b=c")
case True then show ?thesis
using Cauchy_theorem_flat [OF contf, of 0]
using has_chain_integral_chain_integral3 [OF fy] ynz
by (force simp: fabc contour_integral_reverse_linepath)
next
case False
then have car3: "card {a, b, c} = Suc (DIM(complex))"
by auto
{ assume "interior(convex hull {a,b,c}) = {}"
then have "collinear{a,b,c}"
using interior_convex_hull_eq_empty [OF car3]
by (simp add: collinear_3_eq_affine_dependent)
then have "False"
using False
apply (clarsimp simp add: collinear_3 collinear_lemma)
apply (drule Cauchy_theorem_flat [OF contf'])
using pi_eq_y ynz
apply (simp add: fabc add_eq_0_iff contour_integral_reverse_linepath)
done
}
then obtain d where d: "d \<in> interior (convex hull {a, b, c})"
by blast
{ fix d1
assume d1_pos: "0 < d1"
and d1: "\<And>x x'. \<lbrakk>x\<in>convex hull {a, b, c}; x'\<in>convex hull {a, b, c}; cmod (x' - x) < d1\<rbrakk>
\<Longrightarrow> cmod (f x' - f x) < cmod y / (24 * C)"
def e \<equiv> "min 1 (min (d1/(4*C)) ((norm y / 24 / C) / B))"
def shrink \<equiv> "\<lambda>x. x - e *\<^sub>R (x - d)"
let ?pathint = "\<lambda>x y. contour_integral(linepath x y) f"
have e: "0 < e" "e \<le> 1" "e \<le> d1 / (4 * C)" "e \<le> cmod y / 24 / C / B"
using d1_pos \<open>C>0\<close> \<open>B>0\<close> ynz by (simp_all add: e_def)
then have eCB: "24 * e * C * B \<le> cmod y"
using \<open>C>0\<close> \<open>B>0\<close> by (simp add: field_simps)
have e_le_d1: "e * (4 * C) \<le> d1"
using e \<open>C>0\<close> by (simp add: field_simps)
have "shrink a \<in> interior(convex hull {a,b,c})"
"shrink b \<in> interior(convex hull {a,b,c})"
"shrink c \<in> interior(convex hull {a,b,c})"
using d e by (auto simp: hull_inc mem_interior_convex_shrink shrink_def)
then have fhp0: "(f has_contour_integral 0)
(linepath (shrink a) (shrink b) +++ linepath (shrink b) (shrink c) +++ linepath (shrink c) (shrink a))"
by (simp add: Cauchy_theorem_triangle holomorphic_on_subset [OF holf] hull_minimal convex_interior)
then have f_0_shrink: "?pathint (shrink a) (shrink b) + ?pathint (shrink b) (shrink c) + ?pathint (shrink c) (shrink a) = 0"
by (simp add: has_chain_integral_chain_integral3)
have fpi_abc: "f contour_integrable_on linepath (shrink a) (shrink b)"
"f contour_integrable_on linepath (shrink b) (shrink c)"
"f contour_integrable_on linepath (shrink c) (shrink a)"
using fhp0 by (auto simp: valid_path_join dest: has_contour_integral_integrable)
have cmod_shr: "\<And>x y. cmod (shrink y - shrink x - (y - x)) = e * cmod (x - y)"
using e by (simp add: shrink_def real_vector.scale_right_diff_distrib [symmetric])
have sh_eq: "\<And>a b d::complex. (b - e *\<^sub>R (b - d)) - (a - e *\<^sub>R (a - d)) - (b - a) = e *\<^sub>R (a - b)"
by (simp add: algebra_simps)
have "cmod y / (24 * C) \<le> cmod y / cmod (b - a) / 12"
using False \<open>C>0\<close> diff_2C [of b a] ynz
by (auto simp: divide_simps hull_inc)
have less_C: "\<lbrakk>u \<in> convex hull {a, b, c}; 0 \<le> x; x \<le> 1\<rbrakk> \<Longrightarrow> x * cmod u < C" for x u
apply (cases "x=0", simp add: \<open>0<C\<close>)
using Cno [of u] mult_left_le_one_le [of "cmod u" x] le_less_trans norm_ge_zero by blast
{ fix u v
assume uv: "u \<in> convex hull {a, b, c}" "v \<in> convex hull {a, b, c}" "u\<noteq>v"
and fpi_uv: "f contour_integrable_on linepath (shrink u) (shrink v)"
have shr_uv: "shrink u \<in> interior(convex hull {a,b,c})"
"shrink v \<in> interior(convex hull {a,b,c})"
using d e uv
by (auto simp: hull_inc mem_interior_convex_shrink shrink_def)
have cmod_fuv: "\<And>x. 0\<le>x \<Longrightarrow> x\<le>1 \<Longrightarrow> cmod (f (linepath (shrink u) (shrink v) x)) \<le> B"
using shr_uv by (blast intro: Bnf linepath_in_convex_hull interior_subset [THEN subsetD])
have By_uv: "B * (12 * (e * cmod (u - v))) \<le> cmod y"
apply (rule order_trans [OF _ eCB])
using e \<open>B>0\<close> diff_2C [of u v] uv
by (auto simp: field_simps)
{ fix x::real assume x: "0\<le>x" "x\<le>1"
have cmod_less_4C: "cmod ((1 - x) *\<^sub>R u - (1 - x) *\<^sub>R d) + cmod (x *\<^sub>R v - x *\<^sub>R d) < (C+C) + (C+C)"
apply (rule add_strict_mono; rule norm_triangle_half_l [of _ 0])
using uv x d interior_subset
apply (auto simp: hull_inc intro!: less_C)
done
have ll: "linepath (shrink u) (shrink v) x - linepath u v x = -e * ((1 - x) *\<^sub>R (u - d) + x *\<^sub>R (v - d))"
by (simp add: linepath_def shrink_def algebra_simps scaleR_conv_of_real)
have cmod_less_dt: "cmod (linepath (shrink u) (shrink v) x - linepath u v x) < d1"
using \<open>e>0\<close>
apply (simp add: ll norm_mult scaleR_diff_right)
apply (rule less_le_trans [OF _ e_le_d1])
using cmod_less_4C
apply (force intro: norm_triangle_lt)
done
have "cmod (f (linepath (shrink u) (shrink v) x) - f (linepath u v x)) < cmod y / (24 * C)"
using x uv shr_uv cmod_less_dt
by (auto simp: hull_inc intro: d1 interior_subset [THEN subsetD] linepath_in_convex_hull)
also have "... \<le> cmod y / cmod (v - u) / 12"
using False uv \<open>C>0\<close> diff_2C [of v u] ynz
by (auto simp: divide_simps hull_inc)
finally have "cmod (f (linepath (shrink u) (shrink v) x) - f (linepath u v x)) \<le> cmod y / cmod (v - u) / 12"
by simp
then have cmod_12_le: "cmod (v - u) * cmod (f (linepath (shrink u) (shrink v) x) - f (linepath u v x)) * 12 \<le> cmod y"
using uv False by (auto simp: field_simps)
have "cmod (f (linepath (shrink u) (shrink v) x)) * cmod (shrink v - shrink u - (v - u)) +
cmod (v - u) * cmod (f (linepath (shrink u) (shrink v) x) - f (linepath u v x))
\<le> cmod y / 6"
apply (rule order_trans [of _ "B*((norm y / 24 / C / B)*2*C) + (2*C)*(norm y /24 / C)"])
apply (rule add_mono [OF mult_mono])
using By_uv e \<open>0 < B\<close> \<open>0 < C\<close> x ynz
apply (simp_all add: cmod_fuv cmod_shr cmod_12_le hull_inc)
apply (simp add: field_simps)
done
} note cmod_diff_le = this
have f_uv: "continuous_on (closed_segment u v) f"
by (blast intro: uv continuous_on_subset [OF contf closed_segment_subset_convex_hull])
have **: "\<And>f' x' f x::complex. f'*x' - f*x = f'*(x' - x) + x*(f' - f)"
by (simp add: algebra_simps)
have "norm (?pathint (shrink u) (shrink v) - ?pathint u v) \<le> norm y / 6"
apply (rule order_trans)
apply (rule has_integral_bound
[of "B*(norm y /24/C/B)*2*C + (2*C)*(norm y/24/C)"
"\<lambda>x. f(linepath (shrink u) (shrink v) x) * (shrink v - shrink u) - f(linepath u v x)*(v - u)"
_ 0 1 ])
using ynz \<open>0 < B\<close> \<open>0 < C\<close>
apply (simp_all del: le_divide_eq_numeral1)
apply (simp add: has_integral_sub has_contour_integral_linepath [symmetric] has_contour_integral_integral
fpi_uv f_uv contour_integrable_continuous_linepath, clarify)
apply (simp only: **)
apply (simp add: norm_triangle_le norm_mult cmod_diff_le del: le_divide_eq_numeral1)
done
} note * = this
have "norm (?pathint (shrink a) (shrink b) - ?pathint a b) \<le> norm y / 6"
using False fpi_abc by (rule_tac *) (auto simp: hull_inc)
moreover
have "norm (?pathint (shrink b) (shrink c) - ?pathint b c) \<le> norm y / 6"
using False fpi_abc by (rule_tac *) (auto simp: hull_inc)
moreover
have "norm (?pathint (shrink c) (shrink a) - ?pathint c a) \<le> norm y / 6"
using False fpi_abc by (rule_tac *) (auto simp: hull_inc)
ultimately
have "norm((?pathint (shrink a) (shrink b) - ?pathint a b) +
(?pathint (shrink b) (shrink c) - ?pathint b c) + (?pathint (shrink c) (shrink a) - ?pathint c a))
\<le> norm y / 6 + norm y / 6 + norm y / 6"
by (metis norm_triangle_le add_mono)
also have "... = norm y / 2"
by simp
finally have "norm((?pathint (shrink a) (shrink b) + ?pathint (shrink b) (shrink c) + ?pathint (shrink c) (shrink a)) -
(?pathint a b + ?pathint b c + ?pathint c a))
\<le> norm y / 2"
by (simp add: algebra_simps)
then
have "norm(?pathint a b + ?pathint b c + ?pathint c a) \<le> norm y / 2"
by (simp add: f_0_shrink) (metis (mono_tags) add.commute minus_add_distrib norm_minus_cancel uminus_add_conv_diff)
then have "False"
using pi_eq_y ynz by auto
}
moreover have "uniformly_continuous_on (convex hull {a,b,c}) f"
by (simp add: contf compact_convex_hull compact_uniformly_continuous)
ultimately have "False"
unfolding uniformly_continuous_on_def
by (force simp: ynz \<open>0 < C\<close> dist_norm)
then show ?thesis ..
qed
}
moreover have "f contour_integrable_on (linepath a b +++ linepath b c +++ linepath c a)"
using fabc contour_integrable_continuous_linepath by auto
ultimately show ?thesis
using has_contour_integral_integral by fastforce
qed
subsection\<open>Version allowing finite number of exceptional points\<close>
lemma Cauchy_theorem_triangle_cofinite:
assumes "continuous_on (convex hull {a,b,c}) f"
and "finite s"
and "(\<And>x. x \<in> interior(convex hull {a,b,c}) - s \<Longrightarrow> f complex_differentiable (at x))"
shows "(f has_contour_integral 0) (linepath a b +++ linepath b c +++ linepath c a)"
using assms
proof (induction "card s" arbitrary: a b c s rule: less_induct)
case (less s a b c)
show ?case
proof (cases "s={}")
case True with less show ?thesis
by (fastforce simp: holomorphic_on_def complex_differentiable_at_within
Cauchy_theorem_triangle_interior)
next
case False
then obtain d s' where d: "s = insert d s'" "d \<notin> s'"
by (meson Set.set_insert all_not_in_conv)
then show ?thesis
proof (cases "d \<in> convex hull {a,b,c}")
case False
show "(f has_contour_integral 0) (linepath a b +++ linepath b c +++ linepath c a)"
apply (rule less.hyps [of "s'"])
using False d \<open>finite s\<close> interior_subset
apply (auto intro!: less.prems)
done
next
case True
have *: "convex hull {a, b, d} \<subseteq> convex hull {a, b, c}"
by (meson True hull_subset insert_subset convex_hull_subset)
have abd: "(f has_contour_integral 0) (linepath a b +++ linepath b d +++ linepath d a)"
apply (rule less.hyps [of "s'"])
using True d \<open>finite s\<close> not_in_interior_convex_hull_3
apply (auto intro!: less.prems continuous_on_subset [OF _ *])
apply (metis * insert_absorb insert_subset interior_mono)
done
have *: "convex hull {b, c, d} \<subseteq> convex hull {a, b, c}"
by (meson True hull_subset insert_subset convex_hull_subset)
have bcd: "(f has_contour_integral 0) (linepath b c +++ linepath c d +++ linepath d b)"
apply (rule less.hyps [of "s'"])
using True d \<open>finite s\<close> not_in_interior_convex_hull_3
apply (auto intro!: less.prems continuous_on_subset [OF _ *])
apply (metis * insert_absorb insert_subset interior_mono)
done
have *: "convex hull {c, a, d} \<subseteq> convex hull {a, b, c}"
by (meson True hull_subset insert_subset convex_hull_subset)
have cad: "(f has_contour_integral 0) (linepath c a +++ linepath a d +++ linepath d c)"
apply (rule less.hyps [of "s'"])
using True d \<open>finite s\<close> not_in_interior_convex_hull_3
apply (auto intro!: less.prems continuous_on_subset [OF _ *])
apply (metis * insert_absorb insert_subset interior_mono)
done
have "f contour_integrable_on linepath a b"
using less.prems
by (metis continuous_on_subset insert_commute contour_integrable_continuous_linepath segments_subset_convex_hull(3))
moreover have "f contour_integrable_on linepath b c"
using less.prems
by (metis continuous_on_subset contour_integrable_continuous_linepath segments_subset_convex_hull(3))
moreover have "f contour_integrable_on linepath c a"
using less.prems
by (metis continuous_on_subset insert_commute contour_integrable_continuous_linepath segments_subset_convex_hull(3))
ultimately have fpi: "f contour_integrable_on (linepath a b +++ linepath b c +++ linepath c a)"
by auto
{ fix y::complex
assume fy: "(f has_contour_integral y) (linepath a b +++ linepath b c +++ linepath c a)"
and ynz: "y \<noteq> 0"
have cont_ad: "continuous_on (closed_segment a d) f"
by (meson "*" continuous_on_subset less.prems(1) segments_subset_convex_hull(3))
have cont_bd: "continuous_on (closed_segment b d) f"
by (meson True closed_segment_subset_convex_hull continuous_on_subset hull_subset insert_subset less.prems(1))
have cont_cd: "continuous_on (closed_segment c d) f"
by (meson "*" continuous_on_subset less.prems(1) segments_subset_convex_hull(2))
have "contour_integral (linepath a b) f = - (contour_integral (linepath b d) f + (contour_integral (linepath d a) f))"
"contour_integral (linepath b c) f = - (contour_integral (linepath c d) f + (contour_integral (linepath d b) f))"
"contour_integral (linepath c a) f = - (contour_integral (linepath a d) f + contour_integral (linepath d c) f)"
using has_chain_integral_chain_integral3 [OF abd]
has_chain_integral_chain_integral3 [OF bcd]
has_chain_integral_chain_integral3 [OF cad]
by (simp_all add: algebra_simps add_eq_0_iff)
then have ?thesis
using cont_ad cont_bd cont_cd fy has_chain_integral_chain_integral3 contour_integral_reverse_linepath by fastforce
}
then show ?thesis
using fpi contour_integrable_on_def by blast
qed
qed
qed
subsection\<open>Cauchy's theorem for an open starlike set\<close>
lemma starlike_convex_subset:
assumes s: "a \<in> s" "closed_segment b c \<subseteq> s" and subs: "\<And>x. x \<in> s \<Longrightarrow> closed_segment a x \<subseteq> s"
shows "convex hull {a,b,c} \<subseteq> s"
using s
apply (clarsimp simp add: convex_hull_insert [of "{b,c}" a] segment_convex_hull)
apply (meson subs convexD convex_closed_segment ends_in_segment(1) ends_in_segment(2) subsetCE)
done
lemma triangle_contour_integrals_starlike_primitive:
assumes contf: "continuous_on s f"
and s: "a \<in> s" "open s"
and x: "x \<in> s"
and subs: "\<And>y. y \<in> s \<Longrightarrow> closed_segment a y \<subseteq> s"
and zer: "\<And>b c. closed_segment b c \<subseteq> s
\<Longrightarrow> contour_integral (linepath a b) f + contour_integral (linepath b c) f +
contour_integral (linepath c a) f = 0"
shows "((\<lambda>x. contour_integral(linepath a x) f) has_field_derivative f x) (at x)"
proof -
let ?pathint = "\<lambda>x y. contour_integral(linepath x y) f"
{ fix e y
assume e: "0 < e" and bxe: "ball x e \<subseteq> s" and close: "cmod (y - x) < e"
have y: "y \<in> s"
using bxe close by (force simp: dist_norm norm_minus_commute)
have cont_ayf: "continuous_on (closed_segment a y) f"
using contf continuous_on_subset subs y by blast
have xys: "closed_segment x y \<subseteq> s"
apply (rule order_trans [OF _ bxe])
using close
by (auto simp: dist_norm ball_def norm_minus_commute dest: segment_bound)
have "?pathint a y - ?pathint a x = ?pathint x y"
using zer [OF xys] contour_integral_reverse_linepath [OF cont_ayf] add_eq_0_iff by force
} note [simp] = this
{ fix e::real
assume e: "0 < e"
have cont_atx: "continuous (at x) f"
using x s contf continuous_on_eq_continuous_at by blast
then obtain d1 where d1: "d1>0" and d1_less: "\<And>y. cmod (y - x) < d1 \<Longrightarrow> cmod (f y - f x) < e/2"
unfolding continuous_at Lim_at dist_norm using e
by (drule_tac x="e/2" in spec) force
obtain d2 where d2: "d2>0" "ball x d2 \<subseteq> s" using \<open>open s\<close> x
by (auto simp: open_contains_ball)
have dpos: "min d1 d2 > 0" using d1 d2 by simp
{ fix y
assume yx: "y \<noteq> x" and close: "cmod (y - x) < min d1 d2"
have y: "y \<in> s"
using d2 close by (force simp: dist_norm norm_minus_commute)
have fxy: "f contour_integrable_on linepath x y"
apply (rule contour_integrable_continuous_linepath)
apply (rule continuous_on_subset [OF contf])
using close d2
apply (auto simp: dist_norm norm_minus_commute dest!: segment_bound(1))
done
then obtain i where i: "(f has_contour_integral i) (linepath x y)"
by (auto simp: contour_integrable_on_def)
then have "((\<lambda>w. f w - f x) has_contour_integral (i - f x * (y - x))) (linepath x y)"
by (rule has_contour_integral_diff [OF _ has_contour_integral_const_linepath])
then have "cmod (i - f x * (y - x)) \<le> e / 2 * cmod (y - x)"
apply (rule has_contour_integral_bound_linepath [where B = "e/2"])
using e apply simp
apply (rule d1_less [THEN less_imp_le])
using close segment_bound
apply force
done
also have "... < e * cmod (y - x)"
by (simp add: e yx)
finally have "cmod (?pathint x y - f x * (y-x)) / cmod (y-x) < e"
using i yx by (simp add: contour_integral_unique divide_less_eq)
}
then have "\<exists>d>0. \<forall>y. y \<noteq> x \<and> cmod (y-x) < d \<longrightarrow> cmod (?pathint x y - f x * (y-x)) / cmod (y-x) < e"
using dpos by blast
}
then have *: "(\<lambda>y. (?pathint x y - f x * (y - x)) /\<^sub>R cmod (y - x)) -- x --> 0"
by (simp add: Lim_at dist_norm inverse_eq_divide)
show ?thesis
apply (simp add: has_field_derivative_def has_derivative_at bounded_linear_mult_right)
apply (rule Lim_transform [OF * Lim_eventually])
apply (simp add: inverse_eq_divide [symmetric] eventually_at)
using \<open>open s\<close> x
apply (force simp: dist_norm open_contains_ball)
done
qed
(** Existence of a primitive.*)
lemma holomorphic_starlike_primitive:
assumes contf: "continuous_on s f"
and s: "starlike s" and os: "open s"
and k: "finite k"
and fcd: "\<And>x. x \<in> s - k \<Longrightarrow> f complex_differentiable at x"
shows "\<exists>g. \<forall>x \<in> s. (g has_field_derivative f x) (at x)"
proof -
obtain a where a: "a\<in>s" and a_cs: "\<And>x. x\<in>s \<Longrightarrow> closed_segment a x \<subseteq> s"
using s by (auto simp: starlike_def)
{ fix x b c
assume "x \<in> s" "closed_segment b c \<subseteq> s"
then have abcs: "convex hull {a, b, c} \<subseteq> s"
by (simp add: a a_cs starlike_convex_subset)
then have *: "continuous_on (convex hull {a, b, c}) f"
by (simp add: continuous_on_subset [OF contf])
have "(f has_contour_integral 0) (linepath a b +++ linepath b c +++ linepath c a)"
apply (rule Cauchy_theorem_triangle_cofinite [OF _ k])
using abcs apply (simp add: continuous_on_subset [OF contf])
using * abcs interior_subset apply (auto intro: fcd)
done
} note 0 = this
show ?thesis
apply (intro exI ballI)
apply (rule triangle_contour_integrals_starlike_primitive [OF contf a os], assumption)
apply (metis a_cs)
apply (metis has_chain_integral_chain_integral3 0)
done
qed
lemma Cauchy_theorem_starlike:
"\<lbrakk>open s; starlike s; finite k; continuous_on s f;
\<And>x. x \<in> s - k \<Longrightarrow> f complex_differentiable at x;
valid_path g; path_image g \<subseteq> s; pathfinish g = pathstart g\<rbrakk>
\<Longrightarrow> (f has_contour_integral 0) g"
by (metis holomorphic_starlike_primitive Cauchy_theorem_primitive at_within_open)
lemma Cauchy_theorem_starlike_simple:
"\<lbrakk>open s; starlike s; f holomorphic_on s; valid_path g; path_image g \<subseteq> s; pathfinish g = pathstart g\<rbrakk>
\<Longrightarrow> (f has_contour_integral 0) g"
apply (rule Cauchy_theorem_starlike [OF _ _ finite.emptyI])
apply (simp_all add: holomorphic_on_imp_continuous_on)
apply (metis at_within_open holomorphic_on_def)
done
subsection\<open>Cauchy's theorem for a convex set\<close>
text\<open>For a convex set we can avoid assuming openness and boundary analyticity\<close>
lemma triangle_contour_integrals_convex_primitive:
assumes contf: "continuous_on s f"
and s: "a \<in> s" "convex s"
and x: "x \<in> s"
and zer: "\<And>b c. \<lbrakk>b \<in> s; c \<in> s\<rbrakk>
\<Longrightarrow> contour_integral (linepath a b) f + contour_integral (linepath b c) f +
contour_integral (linepath c a) f = 0"
shows "((\<lambda>x. contour_integral(linepath a x) f) has_field_derivative f x) (at x within s)"
proof -
let ?pathint = "\<lambda>x y. contour_integral(linepath x y) f"
{ fix y
assume y: "y \<in> s"
have cont_ayf: "continuous_on (closed_segment a y) f"
using s y by (meson contf continuous_on_subset convex_contains_segment)
have xys: "closed_segment x y \<subseteq> s" (*?*)
using convex_contains_segment s x y by auto
have "?pathint a y - ?pathint a x = ?pathint x y"
using zer [OF x y] contour_integral_reverse_linepath [OF cont_ayf] add_eq_0_iff by force
} note [simp] = this
{ fix e::real
assume e: "0 < e"
have cont_atx: "continuous (at x within s) f"
using x s contf by (simp add: continuous_on_eq_continuous_within)
then obtain d1 where d1: "d1>0" and d1_less: "\<And>y. \<lbrakk>y \<in> s; cmod (y - x) < d1\<rbrakk> \<Longrightarrow> cmod (f y - f x) < e/2"
unfolding continuous_within Lim_within dist_norm using e
by (drule_tac x="e/2" in spec) force
{ fix y
assume yx: "y \<noteq> x" and close: "cmod (y - x) < d1" and y: "y \<in> s"
have fxy: "f contour_integrable_on linepath x y"
using convex_contains_segment s x y
by (blast intro!: contour_integrable_continuous_linepath continuous_on_subset [OF contf])
then obtain i where i: "(f has_contour_integral i) (linepath x y)"
by (auto simp: contour_integrable_on_def)
then have "((\<lambda>w. f w - f x) has_contour_integral (i - f x * (y - x))) (linepath x y)"
by (rule has_contour_integral_diff [OF _ has_contour_integral_const_linepath])
then have "cmod (i - f x * (y - x)) \<le> e / 2 * cmod (y - x)"
apply (rule has_contour_integral_bound_linepath [where B = "e/2"])
using e apply simp
apply (rule d1_less [THEN less_imp_le])
using convex_contains_segment s(2) x y apply blast
using close segment_bound(1) apply fastforce
done
also have "... < e * cmod (y - x)"
by (simp add: e yx)
finally have "cmod (?pathint x y - f x * (y-x)) / cmod (y-x) < e"
using i yx by (simp add: contour_integral_unique divide_less_eq)
}
then have "\<exists>d>0. \<forall>y\<in>s. y \<noteq> x \<and> cmod (y-x) < d \<longrightarrow> cmod (?pathint x y - f x * (y-x)) / cmod (y-x) < e"
using d1 by blast
}
then have *: "((\<lambda>y. (contour_integral (linepath x y) f - f x * (y - x)) /\<^sub>R cmod (y - x)) ---> 0) (at x within s)"
by (simp add: Lim_within dist_norm inverse_eq_divide)
show ?thesis
apply (simp add: has_field_derivative_def has_derivative_within bounded_linear_mult_right)
apply (rule Lim_transform [OF * Lim_eventually])
using linordered_field_no_ub
apply (force simp: inverse_eq_divide [symmetric] eventually_at)
done
qed
lemma contour_integral_convex_primitive:
"\<lbrakk>convex s; continuous_on s f;
\<And>a b c. \<lbrakk>a \<in> s; b \<in> s; c \<in> s\<rbrakk> \<Longrightarrow> (f has_contour_integral 0) (linepath a b +++ linepath b c +++ linepath c a)\<rbrakk>
\<Longrightarrow> \<exists>g. \<forall>x \<in> s. (g has_field_derivative f x) (at x within s)"
apply (cases "s={}")
apply (simp_all add: ex_in_conv [symmetric])
apply (blast intro: triangle_contour_integrals_convex_primitive has_chain_integral_chain_integral3)
done
lemma holomorphic_convex_primitive:
"\<lbrakk>convex s; finite k; continuous_on s f;
\<And>x. x \<in> interior s - k \<Longrightarrow> f complex_differentiable at x\<rbrakk>
\<Longrightarrow> \<exists>g. \<forall>x \<in> s. (g has_field_derivative f x) (at x within s)"
apply (rule contour_integral_convex_primitive [OF _ _ Cauchy_theorem_triangle_cofinite])
prefer 3
apply (erule continuous_on_subset)
apply (simp add: subset_hull continuous_on_subset, assumption+)
by (metis Diff_iff convex_contains_segment insert_absorb insert_subset interior_mono segment_convex_hull subset_hull)
lemma Cauchy_theorem_convex:
"\<lbrakk>continuous_on s f; convex s; finite k;
\<And>x. x \<in> interior s - k \<Longrightarrow> f complex_differentiable at x;
valid_path g; path_image g \<subseteq> s;
pathfinish g = pathstart g\<rbrakk> \<Longrightarrow> (f has_contour_integral 0) g"
by (metis holomorphic_convex_primitive Cauchy_theorem_primitive)
lemma Cauchy_theorem_convex_simple:
"\<lbrakk>f holomorphic_on s; convex s;
valid_path g; path_image g \<subseteq> s;
pathfinish g = pathstart g\<rbrakk> \<Longrightarrow> (f has_contour_integral 0) g"
apply (rule Cauchy_theorem_convex)
apply (simp_all add: holomorphic_on_imp_continuous_on)
apply (rule finite.emptyI)
using at_within_interior holomorphic_on_def interior_subset by fastforce
text\<open>In particular for a disc\<close>
lemma Cauchy_theorem_disc:
"\<lbrakk>finite k; continuous_on (cball a e) f;
\<And>x. x \<in> ball a e - k \<Longrightarrow> f complex_differentiable at x;
valid_path g; path_image g \<subseteq> cball a e;
pathfinish g = pathstart g\<rbrakk> \<Longrightarrow> (f has_contour_integral 0) g"
apply (rule Cauchy_theorem_convex)
apply (auto simp: convex_cball interior_cball)
done
lemma Cauchy_theorem_disc_simple:
"\<lbrakk>f holomorphic_on (ball a e); valid_path g; path_image g \<subseteq> ball a e;
pathfinish g = pathstart g\<rbrakk> \<Longrightarrow> (f has_contour_integral 0) g"
by (simp add: Cauchy_theorem_convex_simple)
subsection\<open>Generalize integrability to local primitives\<close>
lemma contour_integral_local_primitive_lemma:
fixes f :: "complex\<Rightarrow>complex"
shows
"\<lbrakk>g piecewise_differentiable_on {a..b};
\<And>x. x \<in> s \<Longrightarrow> (f has_field_derivative f' x) (at x within s);
\<And>x. x \<in> {a..b} \<Longrightarrow> g x \<in> s\<rbrakk>
\<Longrightarrow> (\<lambda>x. f' (g x) * vector_derivative g (at x within {a..b}))
integrable_on {a..b}"
apply (cases "cbox a b = {}", force)
apply (simp add: integrable_on_def)
apply (rule exI)
apply (rule contour_integral_primitive_lemma, assumption+)
using atLeastAtMost_iff by blast
lemma contour_integral_local_primitive_any:
fixes f :: "complex \<Rightarrow> complex"
assumes gpd: "g piecewise_differentiable_on {a..b}"
and dh: "\<And>x. x \<in> s
\<Longrightarrow> \<exists>d h. 0 < d \<and>
(\<forall>y. norm(y - x) < d \<longrightarrow> (h has_field_derivative f y) (at y within s))"
and gs: "\<And>x. x \<in> {a..b} \<Longrightarrow> g x \<in> s"
shows "(\<lambda>x. f(g x) * vector_derivative g (at x)) integrable_on {a..b}"
proof -
{ fix x
assume x: "a \<le> x" "x \<le> b"
obtain d h where d: "0 < d"
and h: "(\<And>y. norm(y - g x) < d \<Longrightarrow> (h has_field_derivative f y) (at y within s))"
using x gs dh by (metis atLeastAtMost_iff)
have "continuous_on {a..b} g" using gpd piecewise_differentiable_on_def by blast
then obtain e where e: "e>0" and lessd: "\<And>x'. x' \<in> {a..b} \<Longrightarrow> \<bar>x' - x\<bar> < e \<Longrightarrow> cmod (g x' - g x) < d"
using x d
apply (auto simp: dist_norm continuous_on_iff)
apply (drule_tac x=x in bspec)
using x apply simp
apply (drule_tac x=d in spec, auto)
done
have "\<exists>d>0. \<forall>u v. u \<le> x \<and> x \<le> v \<and> {u..v} \<subseteq> ball x d \<and> (u \<le> v \<longrightarrow> a \<le> u \<and> v \<le> b) \<longrightarrow>
(\<lambda>x. f (g x) * vector_derivative g (at x)) integrable_on {u..v}"
apply (rule_tac x=e in exI)
using e
apply (simp add: integrable_on_localized_vector_derivative [symmetric], clarify)
apply (rule_tac f = h and s = "g ` {u..v}" in contour_integral_local_primitive_lemma)
apply (meson atLeastatMost_subset_iff gpd piecewise_differentiable_on_subset)
apply (force simp: ball_def dist_norm intro: lessd gs DERIV_subset [OF h], force)
done
} then
show ?thesis
by (force simp: intro!: integrable_on_little_subintervals [of a b, simplified])
qed
lemma contour_integral_local_primitive:
fixes f :: "complex \<Rightarrow> complex"
assumes g: "valid_path g" "path_image g \<subseteq> s"
and dh: "\<And>x. x \<in> s
\<Longrightarrow> \<exists>d h. 0 < d \<and>
(\<forall>y. norm(y - x) < d \<longrightarrow> (h has_field_derivative f y) (at y within s))"
shows "f contour_integrable_on g"
using g
apply (simp add: valid_path_def path_image_def contour_integrable_on_def has_contour_integral_def
has_integral_localized_vector_derivative integrable_on_def [symmetric])
using contour_integral_local_primitive_any [OF _ dh]
by (meson image_subset_iff piecewise_C1_imp_differentiable)
text\<open>In particular if a function is holomorphic\<close>
lemma contour_integrable_holomorphic:
assumes contf: "continuous_on s f"
and os: "open s"
and k: "finite k"
and g: "valid_path g" "path_image g \<subseteq> s"
and fcd: "\<And>x. x \<in> s - k \<Longrightarrow> f complex_differentiable at x"
shows "f contour_integrable_on g"
proof -
{ fix z
assume z: "z \<in> s"
obtain d where d: "d>0" "ball z d \<subseteq> s" using \<open>open s\<close> z
by (auto simp: open_contains_ball)
then have contfb: "continuous_on (ball z d) f"
using contf continuous_on_subset by blast
obtain h where "\<forall>y\<in>ball z d. (h has_field_derivative f y) (at y within ball z d)"
using holomorphic_convex_primitive [OF convex_ball k contfb fcd] d
interior_subset by force
then have "\<forall>y\<in>ball z d. (h has_field_derivative f y) (at y within s)"
by (metis Topology_Euclidean_Space.open_ball at_within_open d(2) os subsetCE)
then have "\<exists>h. (\<forall>y. cmod (y - z) < d \<longrightarrow> (h has_field_derivative f y) (at y within s))"
by (force simp: dist_norm norm_minus_commute)
then have "\<exists>d h. 0 < d \<and> (\<forall>y. cmod (y - z) < d \<longrightarrow> (h has_field_derivative f y) (at y within s))"
using d by blast
}
then show ?thesis
by (rule contour_integral_local_primitive [OF g])
qed
lemma contour_integrable_holomorphic_simple:
assumes contf: "continuous_on s f"
and os: "open s"
and g: "valid_path g" "path_image g \<subseteq> s"
and fh: "f holomorphic_on s"
shows "f contour_integrable_on g"
apply (rule contour_integrable_holomorphic [OF contf os Finite_Set.finite.emptyI g])
using fh by (simp add: complex_differentiable_def holomorphic_on_open os)
lemma continuous_on_inversediff:
fixes z:: "'a::real_normed_field" shows "z \<notin> s \<Longrightarrow> continuous_on s (\<lambda>w. 1 / (w - z))"
by (rule continuous_intros | force)+
corollary contour_integrable_inversediff:
"\<lbrakk>valid_path g; z \<notin> path_image g\<rbrakk> \<Longrightarrow> (\<lambda>w. 1 / (w-z)) contour_integrable_on g"
apply (rule contour_integrable_holomorphic_simple [of "UNIV-{z}", OF continuous_on_inversediff])
apply (auto simp: holomorphic_on_open open_delete intro!: derivative_eq_intros)
done
text\<open>Key fact that path integral is the same for a "nearby" path. This is the
main lemma for the homotopy form of Cauchy's theorem and is also useful
if we want "without loss of generality" to assume some nice properties of a
path (e.g. smoothness). It can also be used to define the integrals of
analytic functions over arbitrary continuous paths. This is just done for
winding numbers now.
\<close>
text\<open>A technical definition to avoid duplication of similar proofs,
for paths joined at the ends versus looping paths\<close>
definition linked_paths :: "bool \<Rightarrow> (real \<Rightarrow> 'a) \<Rightarrow> (real \<Rightarrow> 'a::topological_space) \<Rightarrow> bool"
where "linked_paths atends g h ==
(if atends then pathstart h = pathstart g \<and> pathfinish h = pathfinish g
else pathfinish g = pathstart g \<and> pathfinish h = pathstart h)"
text\<open>This formulation covers two cases: @{term g} and @{term h} share their
start and end points; @{term g} and @{term h} both loop upon themselves.\<close>
lemma contour_integral_nearby:
assumes os: "open s" and p: "path p" "path_image p \<subseteq> s"
shows
"\<exists>d. 0 < d \<and>
(\<forall>g h. valid_path g \<and> valid_path h \<and>
(\<forall>t \<in> {0..1}. norm(g t - p t) < d \<and> norm(h t - p t) < d) \<and>
linked_paths atends g h
\<longrightarrow> path_image g \<subseteq> s \<and> path_image h \<subseteq> s \<and>
(\<forall>f. f holomorphic_on s \<longrightarrow> contour_integral h f = contour_integral g f))"
proof -
have "\<forall>z. \<exists>e. z \<in> path_image p \<longrightarrow> 0 < e \<and> ball z e \<subseteq> s"
using open_contains_ball os p(2) by blast
then obtain ee where ee: "\<And>z. z \<in> path_image p \<Longrightarrow> 0 < ee z \<and> ball z (ee z) \<subseteq> s"
by metis
def cover \<equiv> "(\<lambda>z. ball z (ee z/3)) ` (path_image p)"
have "compact (path_image p)"
by (metis p(1) compact_path_image)
moreover have "path_image p \<subseteq> (\<Union>c\<in>path_image p. ball c (ee c / 3))"
using ee by auto
ultimately have "\<exists>D \<subseteq> cover. finite D \<and> path_image p \<subseteq> \<Union>D"
by (simp add: compact_eq_heine_borel cover_def)
then obtain D where D: "D \<subseteq> cover" "finite D" "path_image p \<subseteq> \<Union>D"
by blast
then obtain k where k: "k \<subseteq> {0..1}" "finite k" and D_eq: "D = ((\<lambda>z. ball z (ee z / 3)) \<circ> p) ` k"
apply (simp add: cover_def path_image_def image_comp)
apply (blast dest!: finite_subset_image [OF \<open>finite D\<close>])
done
then have kne: "k \<noteq> {}"
using D by auto
have pi: "\<And>i. i \<in> k \<Longrightarrow> p i \<in> path_image p"
using k by (auto simp: path_image_def)
then have eepi: "\<And>i. i \<in> k \<Longrightarrow> 0 < ee((p i))"
by (metis ee)
def e \<equiv> "Min((ee o p) ` k)"
have fin_eep: "finite ((ee o p) ` k)"
using k by blast
have enz: "0 < e"
using ee k by (simp add: kne e_def Min_gr_iff [OF fin_eep] eepi)
have "uniformly_continuous_on {0..1} p"
using p by (simp add: path_def compact_uniformly_continuous)
then obtain d::real where d: "d>0"
and de: "\<And>x x'. \<bar>x' - x\<bar> < d \<Longrightarrow> x\<in>{0..1} \<Longrightarrow> x'\<in>{0..1} \<Longrightarrow> cmod (p x' - p x) < e/3"
unfolding uniformly_continuous_on_def dist_norm real_norm_def
by (metis divide_pos_pos enz zero_less_numeral)
then obtain N::nat where N: "N>0" "inverse N < d"
using real_arch_inv [of d] by auto
{ fix g h
assume g: "valid_path g" and gp: "\<forall>t\<in>{0..1}. cmod (g t - p t) < e / 3"
and h: "valid_path h" and hp: "\<forall>t\<in>{0..1}. cmod (h t - p t) < e / 3"
and joins: "linked_paths atends g h"
{ fix t::real
assume t: "0 \<le> t" "t \<le> 1"
then obtain u where u: "u \<in> k" and ptu: "p t \<in> ball(p u) (ee(p u) / 3)"
using \<open>path_image p \<subseteq> \<Union>D\<close> D_eq by (force simp: path_image_def)
then have ele: "e \<le> ee (p u)" using fin_eep
by (simp add: e_def)
have "cmod (g t - p t) < e / 3" "cmod (h t - p t) < e / 3"
using gp hp t by auto
with ele have "cmod (g t - p t) < ee (p u) / 3"
"cmod (h t - p t) < ee (p u) / 3"
by linarith+
then have "g t \<in> ball(p u) (ee(p u))" "h t \<in> ball(p u) (ee(p u))"
using norm_diff_triangle_ineq [of "g t" "p t" "p t" "p u"]
norm_diff_triangle_ineq [of "h t" "p t" "p t" "p u"] ptu eepi u
by (force simp: dist_norm ball_def norm_minus_commute)+
then have "g t \<in> s" "h t \<in> s" using ee u k
by (auto simp: path_image_def ball_def)
}
then have ghs: "path_image g \<subseteq> s" "path_image h \<subseteq> s"
by (auto simp: path_image_def)
moreover
{ fix f
assume fhols: "f holomorphic_on s"
then have fpa: "f contour_integrable_on g" "f contour_integrable_on h"
using g ghs h holomorphic_on_imp_continuous_on os contour_integrable_holomorphic_simple
by blast+
have contf: "continuous_on s f"
by (simp add: fhols holomorphic_on_imp_continuous_on)
{ fix z
assume z: "z \<in> path_image p"
have "f holomorphic_on ball z (ee z)"
using fhols ee z holomorphic_on_subset by blast
then have "\<exists>ff. (\<forall>w \<in> ball z (ee z). (ff has_field_derivative f w) (at w))"
using holomorphic_convex_primitive [of "ball z (ee z)" "{}" f, simplified]
by (metis open_ball at_within_open holomorphic_on_def holomorphic_on_imp_continuous_on mem_ball)
}
then obtain ff where ff:
"\<And>z w. \<lbrakk>z \<in> path_image p; w \<in> ball z (ee z)\<rbrakk> \<Longrightarrow> (ff z has_field_derivative f w) (at w)"
by metis
{ fix n
assume n: "n \<le> N"
then have "contour_integral(subpath 0 (n/N) h) f - contour_integral(subpath 0 (n/N) g) f =
contour_integral(linepath (g(n/N)) (h(n/N))) f - contour_integral(linepath (g 0) (h 0)) f"
proof (induct n)
case 0 show ?case by simp
next
case (Suc n)
obtain t where t: "t \<in> k" and "p (n/N) \<in> ball(p t) (ee(p t) / 3)"
using \<open>path_image p \<subseteq> \<Union>D\<close> [THEN subsetD, where c="p (n/N)"] D_eq N Suc.prems
by (force simp: path_image_def)
then have ptu: "cmod (p t - p (n/N)) < ee (p t) / 3"
by (simp add: dist_norm)
have e3le: "e/3 \<le> ee (p t) / 3" using fin_eep t
by (simp add: e_def)
{ fix x
assume x: "n/N \<le> x" "x \<le> (1 + n)/N"
then have nN01: "0 \<le> n/N" "(1 + n)/N \<le> 1"
using Suc.prems by auto
then have x01: "0 \<le> x" "x \<le> 1"
using x by linarith+
have "cmod (p t - p x) < ee (p t) / 3 + e/3"
apply (rule norm_diff_triangle_less [OF ptu de])
using x N x01 Suc.prems
apply (auto simp: field_simps)
done
then have ptx: "cmod (p t - p x) < 2*ee (p t)/3"
using e3le eepi [OF t] by simp
have "cmod (p t - g x) < 2*ee (p t)/3 + e/3 "
apply (rule norm_diff_triangle_less [OF ptx])
using gp x01 by (simp add: norm_minus_commute)
also have "... \<le> ee (p t)"
using e3le eepi [OF t] by simp
finally have gg: "cmod (p t - g x) < ee (p t)" .
have "cmod (p t - h x) < 2*ee (p t)/3 + e/3 "
apply (rule norm_diff_triangle_less [OF ptx])
using hp x01 by (simp add: norm_minus_commute)
also have "... \<le> ee (p t)"
using e3le eepi [OF t] by simp
finally have "cmod (p t - g x) < ee (p t)"
"cmod (p t - h x) < ee (p t)"
using gg by auto
} note ptgh_ee = this
have pi_hgn: "path_image (linepath (h (n/N)) (g (n/N))) \<subseteq> ball (p t) (ee (p t))"
using ptgh_ee [of "n/N"] Suc.prems
by (auto simp: field_simps dist_norm dest: segment_furthest_le [where y="p t"])
then have gh_ns: "closed_segment (g (n/N)) (h (n/N)) \<subseteq> s"
using \<open>N>0\<close> Suc.prems
apply (simp add: path_image_join field_simps closed_segment_commute)
apply (erule order_trans)
apply (simp add: ee pi t)
done
have pi_ghn': "path_image (linepath (g ((1 + n) / N)) (h ((1 + n) / N)))
\<subseteq> ball (p t) (ee (p t))"
using ptgh_ee [of "(1+n)/N"] Suc.prems
by (auto simp: field_simps dist_norm dest: segment_furthest_le [where y="p t"])
then have gh_n's: "closed_segment (g ((1 + n) / N)) (h ((1 + n) / N)) \<subseteq> s"
using \<open>N>0\<close> Suc.prems ee pi t
by (auto simp: Path_Connected.path_image_join field_simps)
have pi_subset_ball:
"path_image (subpath (n/N) ((1+n) / N) g +++ linepath (g ((1+n) / N)) (h ((1+n) / N)) +++
subpath ((1+n) / N) (n/N) h +++ linepath (h (n/N)) (g (n/N)))
\<subseteq> ball (p t) (ee (p t))"
apply (intro subset_path_image_join pi_hgn pi_ghn')
using \<open>N>0\<close> Suc.prems
apply (auto simp: path_image_subpath dist_norm field_simps closed_segment_eq_real_ivl ptgh_ee)
done
have pi0: "(f has_contour_integral 0)
(subpath (n/ N) ((Suc n)/N) g +++ linepath(g ((Suc n) / N)) (h((Suc n) / N)) +++
subpath ((Suc n) / N) (n/N) h +++ linepath(h (n/N)) (g (n/N)))"
apply (rule Cauchy_theorem_primitive [of "ball(p t) (ee(p t))" "ff (p t)" "f"])
apply (metis ff open_ball at_within_open pi t)
apply (intro valid_path_join)
using Suc.prems pi_subset_ball apply (simp_all add: valid_path_subpath g h)
done
have fpa1: "f contour_integrable_on subpath (real n / real N) (real (Suc n) / real N) g"
using Suc.prems by (simp add: contour_integrable_subpath g fpa)
have fpa2: "f contour_integrable_on linepath (g (real (Suc n) / real N)) (h (real (Suc n) / real N))"
using gh_n's
by (auto intro!: contour_integrable_continuous_linepath continuous_on_subset [OF contf])
have fpa3: "f contour_integrable_on linepath (h (real n / real N)) (g (real n / real N))"
using gh_ns
by (auto simp: closed_segment_commute intro!: contour_integrable_continuous_linepath continuous_on_subset [OF contf])
have eq0: "contour_integral (subpath (n/N) ((Suc n) / real N) g) f +
contour_integral (linepath (g ((Suc n) / N)) (h ((Suc n) / N))) f +
contour_integral (subpath ((Suc n) / N) (n/N) h) f +
contour_integral (linepath (h (n/N)) (g (n/N))) f = 0"
using contour_integral_unique [OF pi0] Suc.prems
by (simp add: g h fpa valid_path_subpath contour_integrable_subpath
fpa1 fpa2 fpa3 algebra_simps del: of_nat_Suc)
have *: "\<And>hn he hn' gn gd gn' hgn ghn gh0 ghn'.
\<lbrakk>hn - gn = ghn - gh0;
gd + ghn' + he + hgn = (0::complex);
hn - he = hn'; gn + gd = gn'; hgn = -ghn\<rbrakk> \<Longrightarrow> hn' - gn' = ghn' - gh0"
by (auto simp: algebra_simps)
have "contour_integral (subpath 0 (n/N) h) f - contour_integral (subpath ((Suc n) / N) (n/N) h) f =
contour_integral (subpath 0 (n/N) h) f + contour_integral (subpath (n/N) ((Suc n) / N) h) f"
unfolding reversepath_subpath [symmetric, of "((Suc n) / N)"]
using Suc.prems by (simp add: h fpa contour_integral_reversepath valid_path_subpath contour_integrable_subpath)
also have "... = contour_integral (subpath 0 ((Suc n) / N) h) f"
using Suc.prems by (simp add: contour_integral_subpath_combine h fpa)
finally have pi0_eq:
"contour_integral (subpath 0 (n/N) h) f - contour_integral (subpath ((Suc n) / N) (n/N) h) f =
contour_integral (subpath 0 ((Suc n) / N) h) f" .
show ?case
apply (rule * [OF Suc.hyps eq0 pi0_eq])
using Suc.prems
apply (simp_all add: g h fpa contour_integral_subpath_combine
contour_integral_reversepath [symmetric] contour_integrable_continuous_linepath
continuous_on_subset [OF contf gh_ns])
done
qed
} note ind = this
have "contour_integral h f = contour_integral g f"
using ind [OF order_refl] N joins
by (simp add: linked_paths_def pathstart_def pathfinish_def split: split_if_asm)
}
ultimately
have "path_image g \<subseteq> s \<and> path_image h \<subseteq> s \<and> (\<forall>f. f holomorphic_on s \<longrightarrow> contour_integral h f = contour_integral g f)"
by metis
} note * = this
show ?thesis
apply (rule_tac x="e/3" in exI)
apply (rule conjI)
using enz apply simp
apply (clarsimp simp only: ball_conj_distrib)
apply (rule *; assumption)
done
qed
lemma
assumes "open s" "path p" "path_image p \<subseteq> s"
shows contour_integral_nearby_ends:
"\<exists>d. 0 < d \<and>
(\<forall>g h. valid_path g \<and> valid_path h \<and>
(\<forall>t \<in> {0..1}. norm(g t - p t) < d \<and> norm(h t - p t) < d) \<and>
pathstart h = pathstart g \<and> pathfinish h = pathfinish g
\<longrightarrow> path_image g \<subseteq> s \<and>
path_image h \<subseteq> s \<and>
(\<forall>f. f holomorphic_on s
\<longrightarrow> contour_integral h f = contour_integral g f))"
and contour_integral_nearby_loops:
"\<exists>d. 0 < d \<and>
(\<forall>g h. valid_path g \<and> valid_path h \<and>
(\<forall>t \<in> {0..1}. norm(g t - p t) < d \<and> norm(h t - p t) < d) \<and>
pathfinish g = pathstart g \<and> pathfinish h = pathstart h
\<longrightarrow> path_image g \<subseteq> s \<and>
path_image h \<subseteq> s \<and>
(\<forall>f. f holomorphic_on s
\<longrightarrow> contour_integral h f = contour_integral g f))"
using contour_integral_nearby [OF assms, where atends=True]
using contour_integral_nearby [OF assms, where atends=False]
unfolding linked_paths_def by simp_all
corollary differentiable_polynomial_function:
fixes p :: "real \<Rightarrow> 'a::euclidean_space"
shows "polynomial_function p \<Longrightarrow> p differentiable_on s"
by (meson has_vector_derivative_polynomial_function differentiable_at_imp_differentiable_on differentiable_def has_vector_derivative_def)
lemma C1_differentiable_polynomial_function:
fixes p :: "real \<Rightarrow> 'a::euclidean_space"
shows "polynomial_function p \<Longrightarrow> p C1_differentiable_on s"
by (metis continuous_on_polymonial_function C1_differentiable_on_def has_vector_derivative_polynomial_function)
lemma valid_path_polynomial_function:
fixes p :: "real \<Rightarrow> 'a::euclidean_space"
shows "polynomial_function p \<Longrightarrow> valid_path p"
by (force simp: valid_path_def piecewise_C1_differentiable_on_def continuous_on_polymonial_function C1_differentiable_polynomial_function)
lemma valid_path_subpath_trivial [simp]:
fixes g :: "real \<Rightarrow> 'a::euclidean_space"
shows "z \<noteq> g x \<Longrightarrow> valid_path (subpath x x g)"
by (simp add: subpath_def valid_path_polynomial_function)
lemma contour_integral_bound_exists:
assumes s: "open s"
and g: "valid_path g"
and pag: "path_image g \<subseteq> s"
shows "\<exists>L. 0 < L \<and>
(\<forall>f B. f holomorphic_on s \<and> (\<forall>z \<in> s. norm(f z) \<le> B)
\<longrightarrow> norm(contour_integral g f) \<le> L*B)"
proof -
have "path g" using g
by (simp add: valid_path_imp_path)
then obtain d::real and p
where d: "0 < d"
and p: "polynomial_function p" "path_image p \<subseteq> s"
and pi: "\<And>f. f holomorphic_on s \<Longrightarrow> contour_integral g f = contour_integral p f"
using contour_integral_nearby_ends [OF s \<open>path g\<close> pag]
apply clarify
apply (drule_tac x=g in spec)
apply (simp only: assms)
apply (force simp: valid_path_polynomial_function dest: path_approx_polynomial_function)
done
then obtain p' where p': "polynomial_function p'"
"\<And>x. (p has_vector_derivative (p' x)) (at x)"
using has_vector_derivative_polynomial_function by force
then have "bounded(p' ` {0..1})"
using continuous_on_polymonial_function
by (force simp: intro!: compact_imp_bounded compact_continuous_image)
then obtain L where L: "L>0" and nop': "\<And>x. x \<in> {0..1} \<Longrightarrow> norm (p' x) \<le> L"
by (force simp: bounded_pos)
{ fix f B
assume f: "f holomorphic_on s"
and B: "\<And>z. z\<in>s \<Longrightarrow> cmod (f z) \<le> B"
then have "f contour_integrable_on p \<and> valid_path p"
using p s
by (blast intro: valid_path_polynomial_function contour_integrable_holomorphic_simple holomorphic_on_imp_continuous_on)
moreover have "\<And>x. x \<in> {0..1} \<Longrightarrow> cmod (vector_derivative p (at x)) * cmod (f (p x)) \<le> L * B"
apply (rule mult_mono)
apply (subst Derivative.vector_derivative_at; force intro: p' nop')
using L B p
apply (auto simp: path_image_def image_subset_iff)
done
ultimately have "cmod (contour_integral g f) \<le> L * B"
apply (simp add: pi [OF f])
apply (simp add: contour_integral_integral)
apply (rule order_trans [OF integral_norm_bound_integral])
apply (auto simp: mult.commute integral_norm_bound_integral contour_integrable_on [symmetric] norm_mult)
done
} then
show ?thesis
by (force simp: L contour_integral_integral)
qed
subsection\<open>Constancy of a function from a connected set into a finite, disconnected or discrete set\<close>
text\<open>Still missing: versions for a set that is smaller than R, or countable.\<close>
lemma continuous_disconnected_range_constant:
assumes s: "connected s"
and conf: "continuous_on s f"
and fim: "f ` s \<subseteq> t"
and cct: "\<And>y. y \<in> t \<Longrightarrow> connected_component_set t y = {y}"
shows "\<exists>a. \<forall>x \<in> s. f x = a"
proof (cases "s = {}")
case True then show ?thesis by force
next
case False
{ fix x assume "x \<in> s"
then have "f ` s \<subseteq> {f x}"
by (metis connected_continuous_image conf connected_component_maximal fim image_subset_iff rev_image_eqI s cct)
}
with False show ?thesis
by blast
qed
lemma discrete_subset_disconnected:
fixes s :: "'a::topological_space set"
fixes t :: "'b::real_normed_vector set"
assumes conf: "continuous_on s f"
and no: "\<And>x. x \<in> s \<Longrightarrow> \<exists>e>0. \<forall>y. y \<in> s \<and> f y \<noteq> f x \<longrightarrow> e \<le> norm (f y - f x)"
shows "f ` s \<subseteq> {y. connected_component_set (f ` s) y = {y}}"
proof -
{ fix x assume x: "x \<in> s"
then obtain e where "e>0" and ele: "\<And>y. \<lbrakk>y \<in> s; f y \<noteq> f x\<rbrakk> \<Longrightarrow> e \<le> norm (f y - f x)"
using conf no [OF x] by auto
then have e2: "0 \<le> e / 2"
by simp
have "f y = f x" if "y \<in> s" and ccs: "f y \<in> connected_component_set (f ` s) (f x)" for y
apply (rule ccontr)
using connected_closed [of "connected_component_set (f ` s) (f x)"] \<open>e>0\<close>
apply (simp add: del: ex_simps)
apply (drule spec [where x="cball (f x) (e / 2)"])
apply (drule spec [where x="- ball(f x) e"])
apply (auto simp: dist_norm open_closed [symmetric] simp del: le_divide_eq_numeral1 dest!: connected_component_in)
apply (metis diff_self e2 ele norm_minus_commute norm_zero not_less)
using centre_in_cball connected_component_refl_eq e2 x apply blast
using ccs
apply (force simp: cball_def dist_norm norm_minus_commute dest: ele [OF \<open>y \<in> s\<close>])
done
moreover have "connected_component_set (f ` s) (f x) \<subseteq> f ` s"
by (auto simp: connected_component_in)
ultimately have "connected_component_set (f ` s) (f x) = {f x}"
by (auto simp: x)
}
with assms show ?thesis
by blast
qed
lemma finite_implies_discrete:
fixes s :: "'a::topological_space set"
assumes "finite (f ` s)"
shows "(\<forall>x \<in> s. \<exists>e>0. \<forall>y. y \<in> s \<and> f y \<noteq> f x \<longrightarrow> e \<le> norm (f y - f x))"
proof -
have "\<exists>e>0. \<forall>y. y \<in> s \<and> f y \<noteq> f x \<longrightarrow> e \<le> norm (f y - f x)" if "x \<in> s" for x
proof (cases "f ` s - {f x} = {}")
case True
with zero_less_numeral show ?thesis
by (fastforce simp add: Set.image_subset_iff cong: conj_cong)
next
case False
then obtain z where z: "z \<in> s" "f z \<noteq> f x"
by blast
have finn: "finite {norm (z - f x) |z. z \<in> f ` s - {f x}}"
using assms by simp
then have *: "0 < Inf{norm(z - f x) | z. z \<in> f ` s - {f x}}"
apply (rule finite_imp_less_Inf)
using z apply force+
done
show ?thesis
by (force intro!: * cInf_le_finite [OF finn])
qed
with assms show ?thesis
by blast
qed
text\<open>This proof requires the existence of two separate values of the range type.\<close>
lemma finite_range_constant_imp_connected:
assumes "\<And>f::'a::topological_space \<Rightarrow> 'b::real_normed_algebra_1.
\<lbrakk>continuous_on s f; finite(f ` s)\<rbrakk> \<Longrightarrow> \<exists>a. \<forall>x \<in> s. f x = a"
shows "connected s"
proof -
{ fix t u
assume clt: "closedin (subtopology euclidean s) t"
and clu: "closedin (subtopology euclidean s) u"
and tue: "t \<inter> u = {}" and tus: "t \<union> u = s"
have conif: "continuous_on s (\<lambda>x. if x \<in> t then 0 else 1)"
apply (subst tus [symmetric])
apply (rule continuous_on_cases_local)
using clt clu tue
apply (auto simp: tus continuous_on_const)
done
have fi: "finite ((\<lambda>x. if x \<in> t then 0 else 1) ` s)"
by (rule finite_subset [of _ "{0,1}"]) auto
have "t = {} \<or> u = {}"
using assms [OF conif fi] tus [symmetric]
by (auto simp: Ball_def) (metis IntI empty_iff one_neq_zero tue)
}
then show ?thesis
by (simp add: connected_closed_in_eq)
qed
lemma continuous_disconnected_range_constant_eq:
"(connected s \<longleftrightarrow>
(\<forall>f::'a::topological_space \<Rightarrow> 'b::real_normed_algebra_1.
\<forall>t. continuous_on s f \<and> f ` s \<subseteq> t \<and> (\<forall>y \<in> t. connected_component_set t y = {y})
\<longrightarrow> (\<exists>a::'b. \<forall>x \<in> s. f x = a)))" (is ?thesis1)
and continuous_discrete_range_constant_eq:
"(connected s \<longleftrightarrow>
(\<forall>f::'a::topological_space \<Rightarrow> 'b::real_normed_algebra_1.
continuous_on s f \<and>
(\<forall>x \<in> s. \<exists>e. 0 < e \<and> (\<forall>y. y \<in> s \<and> (f y \<noteq> f x) \<longrightarrow> e \<le> norm(f y - f x)))
\<longrightarrow> (\<exists>a::'b. \<forall>x \<in> s. f x = a)))" (is ?thesis2)
and continuous_finite_range_constant_eq:
"(connected s \<longleftrightarrow>
(\<forall>f::'a::topological_space \<Rightarrow> 'b::real_normed_algebra_1.
continuous_on s f \<and> finite (f ` s)
\<longrightarrow> (\<exists>a::'b. \<forall>x \<in> s. f x = a)))" (is ?thesis3)
proof -
have *: "\<And>s t u v. \<lbrakk>s \<Longrightarrow> t; t \<Longrightarrow> u; u \<Longrightarrow> v; v \<Longrightarrow> s\<rbrakk>
\<Longrightarrow> (s \<longleftrightarrow> t) \<and> (s \<longleftrightarrow> u) \<and> (s \<longleftrightarrow> v)"
by blast
have "?thesis1 \<and> ?thesis2 \<and> ?thesis3"
apply (rule *)
using continuous_disconnected_range_constant apply metis
apply clarify
apply (frule discrete_subset_disconnected; blast)
apply (blast dest: finite_implies_discrete)
apply (blast intro!: finite_range_constant_imp_connected)
done
then show ?thesis1 ?thesis2 ?thesis3
by blast+
qed
lemma continuous_discrete_range_constant:
fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_algebra_1"
assumes s: "connected s"
and "continuous_on s f"
and "\<And>x. x \<in> s \<Longrightarrow> \<exists>e>0. \<forall>y. y \<in> s \<and> f y \<noteq> f x \<longrightarrow> e \<le> norm (f y - f x)"
shows "\<exists>a. \<forall>x \<in> s. f x = a"
using continuous_discrete_range_constant_eq [THEN iffD1, OF s] assms
by blast
lemma continuous_finite_range_constant:
fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_algebra_1"
assumes "connected s"
and "continuous_on s f"
and "finite (f ` s)"
shows "\<exists>a. \<forall>x \<in> s. f x = a"
using assms continuous_finite_range_constant_eq
by blast
text\<open>We can treat even non-rectifiable paths as having a "length" for bounds on analytic functions in open sets.\<close>
subsection\<open>Winding Numbers\<close>
definition winding_number:: "[real \<Rightarrow> complex, complex] \<Rightarrow> complex" where
"winding_number \<gamma> z \<equiv>
@n. \<forall>e > 0. \<exists>p. valid_path p \<and> z \<notin> path_image p \<and>
pathstart p = pathstart \<gamma> \<and>
pathfinish p = pathfinish \<gamma> \<and>
(\<forall>t \<in> {0..1}. norm(\<gamma> t - p t) < e) \<and>
contour_integral p (\<lambda>w. 1/(w - z)) = 2 * pi * ii * n"
lemma winding_number:
assumes "path \<gamma>" "z \<notin> path_image \<gamma>" "0 < e"
shows "\<exists>p. valid_path p \<and> z \<notin> path_image p \<and>
pathstart p = pathstart \<gamma> \<and>
pathfinish p = pathfinish \<gamma> \<and>
(\<forall>t \<in> {0..1}. norm (\<gamma> t - p t) < e) \<and>
contour_integral p (\<lambda>w. 1/(w - z)) = 2 * pi * ii * winding_number \<gamma> z"
proof -
have "path_image \<gamma> \<subseteq> UNIV - {z}"
using assms by blast
then obtain d
where d: "d>0"
and pi_eq: "\<And>h1 h2. valid_path h1 \<and> valid_path h2 \<and>
(\<forall>t\<in>{0..1}. cmod (h1 t - \<gamma> t) < d \<and> cmod (h2 t - \<gamma> t) < d) \<and>
pathstart h2 = pathstart h1 \<and> pathfinish h2 = pathfinish h1 \<longrightarrow>
path_image h1 \<subseteq> UNIV - {z} \<and> path_image h2 \<subseteq> UNIV - {z} \<and>
(\<forall>f. f holomorphic_on UNIV - {z} \<longrightarrow> contour_integral h2 f = contour_integral h1 f)"
using contour_integral_nearby_ends [of "UNIV - {z}" \<gamma>] assms by (auto simp: open_delete)
then obtain h where h: "polynomial_function h \<and> pathstart h = pathstart \<gamma> \<and> pathfinish h = pathfinish \<gamma> \<and>
(\<forall>t \<in> {0..1}. norm(h t - \<gamma> t) < d/2)"
using path_approx_polynomial_function [OF \<open>path \<gamma>\<close>, of "d/2"] d by auto
def nn \<equiv> "1/(2* pi*ii) * contour_integral h (\<lambda>w. 1/(w - z))"
have "\<exists>n. \<forall>e > 0. \<exists>p. valid_path p \<and> z \<notin> path_image p \<and>
pathstart p = pathstart \<gamma> \<and> pathfinish p = pathfinish \<gamma> \<and>
(\<forall>t \<in> {0..1}. norm(\<gamma> t - p t) < e) \<and>
contour_integral p (\<lambda>w. 1/(w - z)) = 2 * pi * ii * n"
(is "\<exists>n. \<forall>e > 0. ?PP e n")
proof (rule_tac x=nn in exI, clarify)
fix e::real
assume e: "e>0"
obtain p where p: "polynomial_function p \<and>
pathstart p = pathstart \<gamma> \<and> pathfinish p = pathfinish \<gamma> \<and> (\<forall>t\<in>{0..1}. cmod (p t - \<gamma> t) < min e (d / 2))"
using path_approx_polynomial_function [OF \<open>path \<gamma>\<close>, of "min e (d/2)"] d \<open>0<e\<close> by auto
have "(\<lambda>w. 1 / (w - z)) holomorphic_on UNIV - {z}"
by (auto simp: intro!: holomorphic_intros)
then show "?PP e nn"
apply (rule_tac x=p in exI)
using pi_eq [of h p] h p d
apply (auto simp: valid_path_polynomial_function norm_minus_commute nn_def)
done
qed
then show ?thesis
unfolding winding_number_def
apply (rule someI2_ex)
apply (blast intro: \<open>0<e\<close>)
done
qed
lemma winding_number_unique:
assumes \<gamma>: "path \<gamma>" "z \<notin> path_image \<gamma>"
and pi:
"\<And>e. e>0 \<Longrightarrow> \<exists>p. valid_path p \<and> z \<notin> path_image p \<and>
pathstart p = pathstart \<gamma> \<and> pathfinish p = pathfinish \<gamma> \<and>
(\<forall>t \<in> {0..1}. norm (\<gamma> t - p t) < e) \<and>
contour_integral p (\<lambda>w. 1/(w - z)) = 2 * pi * ii * n"
shows "winding_number \<gamma> z = n"
proof -
have "path_image \<gamma> \<subseteq> UNIV - {z}"
using assms by blast
then obtain e
where e: "e>0"
and pi_eq: "\<And>h1 h2 f. \<lbrakk>valid_path h1; valid_path h2;
(\<forall>t\<in>{0..1}. cmod (h1 t - \<gamma> t) < e \<and> cmod (h2 t - \<gamma> t) < e);
pathstart h2 = pathstart h1; pathfinish h2 = pathfinish h1; f holomorphic_on UNIV - {z}\<rbrakk> \<Longrightarrow>
contour_integral h2 f = contour_integral h1 f"
using contour_integral_nearby_ends [of "UNIV - {z}" \<gamma>] assms by (auto simp: open_delete)
obtain p where p:
"valid_path p \<and> z \<notin> path_image p \<and>
pathstart p = pathstart \<gamma> \<and> pathfinish p = pathfinish \<gamma> \<and>
(\<forall>t \<in> {0..1}. norm (\<gamma> t - p t) < e) \<and>
contour_integral p (\<lambda>w. 1/(w - z)) = 2 * pi * ii * n"
using pi [OF e] by blast
obtain q where q:
"valid_path q \<and> z \<notin> path_image q \<and>
pathstart q = pathstart \<gamma> \<and> pathfinish q = pathfinish \<gamma> \<and>
(\<forall>t\<in>{0..1}. cmod (\<gamma> t - q t) < e) \<and> contour_integral q (\<lambda>w. 1 / (w - z)) = complex_of_real (2 * pi) * \<i> * winding_number \<gamma> z"
using winding_number [OF \<gamma> e] by blast
have "2 * complex_of_real pi * \<i> * n = contour_integral p (\<lambda>w. 1 / (w - z))"
using p by auto
also have "... = contour_integral q (\<lambda>w. 1 / (w - z))"
apply (rule pi_eq)
using p q
by (auto simp: valid_path_polynomial_function norm_minus_commute intro!: holomorphic_intros)
also have "... = 2 * complex_of_real pi * \<i> * winding_number \<gamma> z"
using q by auto
finally have "2 * complex_of_real pi * \<i> * n = 2 * complex_of_real pi * \<i> * winding_number \<gamma> z" .
then show ?thesis
by simp
qed
lemma winding_number_unique_loop:
assumes \<gamma>: "path \<gamma>" "z \<notin> path_image \<gamma>"
and loop: "pathfinish \<gamma> = pathstart \<gamma>"
and pi:
"\<And>e. e>0 \<Longrightarrow> \<exists>p. valid_path p \<and> z \<notin> path_image p \<and>
pathfinish p = pathstart p \<and>
(\<forall>t \<in> {0..1}. norm (\<gamma> t - p t) < e) \<and>
contour_integral p (\<lambda>w. 1/(w - z)) = 2 * pi * ii * n"
shows "winding_number \<gamma> z = n"
proof -
have "path_image \<gamma> \<subseteq> UNIV - {z}"
using assms by blast
then obtain e
where e: "e>0"
and pi_eq: "\<And>h1 h2 f. \<lbrakk>valid_path h1; valid_path h2;
(\<forall>t\<in>{0..1}. cmod (h1 t - \<gamma> t) < e \<and> cmod (h2 t - \<gamma> t) < e);
pathfinish h1 = pathstart h1; pathfinish h2 = pathstart h2; f holomorphic_on UNIV - {z}\<rbrakk> \<Longrightarrow>
contour_integral h2 f = contour_integral h1 f"
using contour_integral_nearby_loops [of "UNIV - {z}" \<gamma>] assms by (auto simp: open_delete)
obtain p where p:
"valid_path p \<and> z \<notin> path_image p \<and>
pathfinish p = pathstart p \<and>
(\<forall>t \<in> {0..1}. norm (\<gamma> t - p t) < e) \<and>
contour_integral p (\<lambda>w. 1/(w - z)) = 2 * pi * ii * n"
using pi [OF e] by blast
obtain q where q:
"valid_path q \<and> z \<notin> path_image q \<and>
pathstart q = pathstart \<gamma> \<and> pathfinish q = pathfinish \<gamma> \<and>
(\<forall>t\<in>{0..1}. cmod (\<gamma> t - q t) < e) \<and> contour_integral q (\<lambda>w. 1 / (w - z)) = complex_of_real (2 * pi) * \<i> * winding_number \<gamma> z"
using winding_number [OF \<gamma> e] by blast
have "2 * complex_of_real pi * \<i> * n = contour_integral p (\<lambda>w. 1 / (w - z))"
using p by auto
also have "... = contour_integral q (\<lambda>w. 1 / (w - z))"
apply (rule pi_eq)
using p q loop
by (auto simp: valid_path_polynomial_function norm_minus_commute intro!: holomorphic_intros)
also have "... = 2 * complex_of_real pi * \<i> * winding_number \<gamma> z"
using q by auto
finally have "2 * complex_of_real pi * \<i> * n = 2 * complex_of_real pi * \<i> * winding_number \<gamma> z" .
then show ?thesis
by simp
qed
lemma winding_number_valid_path:
assumes "valid_path \<gamma>" "z \<notin> path_image \<gamma>"
shows "winding_number \<gamma> z = 1/(2*pi*ii) * contour_integral \<gamma> (\<lambda>w. 1/(w - z))"
using assms by (auto simp: valid_path_imp_path intro!: winding_number_unique)
lemma has_contour_integral_winding_number:
assumes \<gamma>: "valid_path \<gamma>" "z \<notin> path_image \<gamma>"
shows "((\<lambda>w. 1/(w - z)) has_contour_integral (2*pi*ii*winding_number \<gamma> z)) \<gamma>"
by (simp add: winding_number_valid_path has_contour_integral_integral contour_integrable_inversediff assms)
lemma winding_number_trivial [simp]: "z \<noteq> a \<Longrightarrow> winding_number(linepath a a) z = 0"
by (simp add: winding_number_valid_path)
lemma winding_number_subpath_trivial [simp]: "z \<noteq> g x \<Longrightarrow> winding_number (subpath x x g) z = 0"
by (simp add: path_image_subpath winding_number_valid_path)
lemma winding_number_join:
assumes g1: "path g1" "z \<notin> path_image g1"
and g2: "path g2" "z \<notin> path_image g2"
and "pathfinish g1 = pathstart g2"
shows "winding_number(g1 +++ g2) z = winding_number g1 z + winding_number g2 z"
apply (rule winding_number_unique)
using assms apply (simp_all add: not_in_path_image_join)
apply (frule winding_number [OF g2])
apply (frule winding_number [OF g1], clarify)
apply (rename_tac p2 p1)
apply (rule_tac x="p1+++p2" in exI)
apply (simp add: not_in_path_image_join contour_integrable_inversediff algebra_simps)
apply (auto simp: joinpaths_def)
done
lemma winding_number_reversepath:
assumes "path \<gamma>" "z \<notin> path_image \<gamma>"
shows "winding_number(reversepath \<gamma>) z = - (winding_number \<gamma> z)"
apply (rule winding_number_unique)
using assms
apply simp_all
apply (frule winding_number [OF assms], clarify)
apply (rule_tac x="reversepath p" in exI)
apply (simp add: contour_integral_reversepath contour_integrable_inversediff valid_path_imp_reverse)
apply (auto simp: reversepath_def)
done
lemma winding_number_shiftpath:
assumes \<gamma>: "path \<gamma>" "z \<notin> path_image \<gamma>"
and "pathfinish \<gamma> = pathstart \<gamma>" "a \<in> {0..1}"
shows "winding_number(shiftpath a \<gamma>) z = winding_number \<gamma> z"
apply (rule winding_number_unique_loop)
using assms
apply (simp_all add: path_shiftpath path_image_shiftpath pathfinish_shiftpath pathstart_shiftpath)
apply (frule winding_number [OF \<gamma>], clarify)
apply (rule_tac x="shiftpath a p" in exI)
apply (simp add: contour_integral_shiftpath path_image_shiftpath pathfinish_shiftpath pathstart_shiftpath valid_path_shiftpath)
apply (auto simp: shiftpath_def)
done
lemma winding_number_split_linepath:
assumes "c \<in> closed_segment a b" "z \<notin> closed_segment a b"
shows "winding_number(linepath a b) z = winding_number(linepath a c) z + winding_number(linepath c b) z"
proof -
have "z \<notin> closed_segment a c" "z \<notin> closed_segment c b"
using assms apply (meson convex_contains_segment convex_segment ends_in_segment(1) subsetCE)
using assms by (meson convex_contains_segment convex_segment ends_in_segment(2) subsetCE)
then show ?thesis
using assms
by (simp add: winding_number_valid_path contour_integral_split_linepath [symmetric] continuous_on_inversediff field_simps)
qed
lemma winding_number_cong:
"(\<And>t. \<lbrakk>0 \<le> t; t \<le> 1\<rbrakk> \<Longrightarrow> p t = q t) \<Longrightarrow> winding_number p z = winding_number q z"
by (simp add: winding_number_def pathstart_def pathfinish_def)
lemma winding_number_offset: "winding_number p z = winding_number (\<lambda>w. p w - z) 0"
apply (simp add: winding_number_def contour_integral_integral path_image_def valid_path_def pathstart_def pathfinish_def)
apply (intro ext arg_cong [where f = Eps] arg_cong [where f = All] imp_cong refl, safe)
apply (rename_tac g)
apply (rule_tac x="\<lambda>t. g t - z" in exI)
apply (force simp: vector_derivative_def has_vector_derivative_diff_const piecewise_C1_differentiable_diff C1_differentiable_imp_piecewise)
apply (rename_tac g)
apply (rule_tac x="\<lambda>t. g t + z" in exI)
apply (simp add: piecewise_C1_differentiable_add vector_derivative_def has_vector_derivative_add_const C1_differentiable_imp_piecewise)
apply (force simp: algebra_simps)
done
(* A combined theorem deducing several things piecewise.*)
lemma winding_number_join_pos_combined:
"\<lbrakk>valid_path \<gamma>1; z \<notin> path_image \<gamma>1; 0 < Re(winding_number \<gamma>1 z);
valid_path \<gamma>2; z \<notin> path_image \<gamma>2; 0 < Re(winding_number \<gamma>2 z); pathfinish \<gamma>1 = pathstart \<gamma>2\<rbrakk>
\<Longrightarrow> valid_path(\<gamma>1 +++ \<gamma>2) \<and> z \<notin> path_image(\<gamma>1 +++ \<gamma>2) \<and> 0 < Re(winding_number(\<gamma>1 +++ \<gamma>2) z)"
by (simp add: valid_path_join path_image_join winding_number_join valid_path_imp_path)
(* Useful sufficient conditions for the winding number to be positive etc.*)
lemma Re_winding_number:
"\<lbrakk>valid_path \<gamma>; z \<notin> path_image \<gamma>\<rbrakk>
\<Longrightarrow> Re(winding_number \<gamma> z) = Im(contour_integral \<gamma> (\<lambda>w. 1/(w - z))) / (2*pi)"
by (simp add: winding_number_valid_path field_simps Re_divide power2_eq_square)
lemma winding_number_pos_le:
assumes \<gamma>: "valid_path \<gamma>" "z \<notin> path_image \<gamma>"
and ge: "\<And>x. \<lbrakk>0 < x; x < 1\<rbrakk> \<Longrightarrow> 0 \<le> Im (vector_derivative \<gamma> (at x) * cnj(\<gamma> x - z))"
shows "0 \<le> Re(winding_number \<gamma> z)"
proof -
have *: "0 \<le> Im (vector_derivative \<gamma> (at x) / (\<gamma> x - z))" if x: "0 < x" "x < 1" for x
using ge by (simp add: Complex.Im_divide algebra_simps x)
show ?thesis
apply (simp add: Re_winding_number [OF \<gamma>] field_simps)
apply (rule has_integral_component_nonneg
[of ii "\<lambda>x. if x \<in> {0<..<1}
then 1/(\<gamma> x - z) * vector_derivative \<gamma> (at x) else 0", simplified])
prefer 3 apply (force simp: *)
apply (simp add: Basis_complex_def)
apply (rule has_integral_spike_interior [of 0 1 _ "\<lambda>x. 1/(\<gamma> x - z) * vector_derivative \<gamma> (at x)"])
apply simp
apply (simp only: box_real)
apply (subst has_contour_integral [symmetric])
using \<gamma>
apply (simp add: contour_integrable_inversediff has_contour_integral_integral)
done
qed
lemma winding_number_pos_lt_lemma:
assumes \<gamma>: "valid_path \<gamma>" "z \<notin> path_image \<gamma>"
and e: "0 < e"
and ge: "\<And>x. \<lbrakk>0 < x; x < 1\<rbrakk> \<Longrightarrow> e \<le> Im (vector_derivative \<gamma> (at x) / (\<gamma> x - z))"
shows "0 < Re(winding_number \<gamma> z)"
proof -
have "e \<le> Im (contour_integral \<gamma> (\<lambda>w. 1 / (w - z)))"
apply (rule has_integral_component_le
[of ii "\<lambda>x. ii*e" "ii*e" "{0..1}"
"\<lambda>x. if x \<in> {0<..<1} then 1/(\<gamma> x - z) * vector_derivative \<gamma> (at x) else ii*e"
"contour_integral \<gamma> (\<lambda>w. 1/(w - z))", simplified])
using e
apply (simp_all add: Basis_complex_def)
using has_integral_const_real [of _ 0 1] apply force
apply (rule has_integral_spike_interior [of 0 1 _ "\<lambda>x. 1/(\<gamma> x - z) * vector_derivative \<gamma> (at x)", simplified box_real])
apply simp
apply (subst has_contour_integral [symmetric])
using \<gamma>
apply (simp_all add: contour_integrable_inversediff has_contour_integral_integral ge)
done
with e show ?thesis
by (simp add: Re_winding_number [OF \<gamma>] field_simps)
qed
lemma winding_number_pos_lt:
assumes \<gamma>: "valid_path \<gamma>" "z \<notin> path_image \<gamma>"
and e: "0 < e"
and ge: "\<And>x. \<lbrakk>0 < x; x < 1\<rbrakk> \<Longrightarrow> e \<le> Im (vector_derivative \<gamma> (at x) * cnj(\<gamma> x - z))"
shows "0 < Re (winding_number \<gamma> z)"
proof -
have bm: "bounded ((\<lambda>w. w - z) ` (path_image \<gamma>))"
using bounded_translation [of _ "-z"] \<gamma> by (simp add: bounded_valid_path_image)
then obtain B where B: "B > 0" and Bno: "\<And>x. x \<in> (\<lambda>w. w - z) ` (path_image \<gamma>) \<Longrightarrow> norm x \<le> B"
using bounded_pos [THEN iffD1, OF bm] by blast
{ fix x::real assume x: "0 < x" "x < 1"
then have B2: "cmod (\<gamma> x - z)^2 \<le> B^2" using Bno [of "\<gamma> x - z"]
by (simp add: path_image_def power2_eq_square mult_mono')
with x have "\<gamma> x \<noteq> z" using \<gamma>
using path_image_def by fastforce
then have "e / B\<^sup>2 \<le> Im (vector_derivative \<gamma> (at x) * cnj (\<gamma> x - z)) / (cmod (\<gamma> x - z))\<^sup>2"
using B ge [OF x] B2 e
apply (rule_tac y="e / (cmod (\<gamma> x - z))\<^sup>2" in order_trans)
apply (auto simp: divide_left_mono divide_right_mono)
done
then have "e / B\<^sup>2 \<le> Im (vector_derivative \<gamma> (at x) / (\<gamma> x - z))"
by (simp add: Im_divide_Reals complex_div_cnj [of _ "\<gamma> x - z" for x] del: complex_cnj_diff times_complex.sel)
} note * = this
show ?thesis
using e B by (simp add: * winding_number_pos_lt_lemma [OF \<gamma>, of "e/B^2"])
qed
subsection\<open>The winding number is an integer\<close>
text\<open>Proof from the book Complex Analysis by Lars V. Ahlfors, Chapter 4, section 2.1,
Also on page 134 of Serge Lang's book with the name title, etc.\<close>
lemma exp_fg:
fixes z::complex
assumes g: "(g has_vector_derivative g') (at x within s)"
and f: "(f has_vector_derivative (g' / (g x - z))) (at x within s)"
and z: "g x \<noteq> z"
shows "((\<lambda>x. exp(-f x) * (g x - z)) has_vector_derivative 0) (at x within s)"
proof -
have *: "(exp o (\<lambda>x. (- f x)) has_vector_derivative - (g' / (g x - z)) * exp (- f x)) (at x within s)"
using assms unfolding has_vector_derivative_def scaleR_conv_of_real
by (auto intro!: derivative_eq_intros)
show ?thesis
apply (rule has_vector_derivative_eq_rhs)
apply (rule bounded_bilinear.has_vector_derivative [OF bounded_bilinear_mult])
using z
apply (auto simp: intro!: derivative_eq_intros * [unfolded o_def] g)
done
qed
lemma winding_number_exp_integral:
fixes z::complex
assumes \<gamma>: "\<gamma> piecewise_C1_differentiable_on {a..b}"
and ab: "a \<le> b"
and z: "z \<notin> \<gamma> ` {a..b}"
shows "(\<lambda>x. vector_derivative \<gamma> (at x) / (\<gamma> x - z)) integrable_on {a..b}"
(is "?thesis1")
"exp (- (integral {a..b} (\<lambda>x. vector_derivative \<gamma> (at x) / (\<gamma> x - z)))) * (\<gamma> b - z) = \<gamma> a - z"
(is "?thesis2")
proof -
let ?D\<gamma> = "\<lambda>x. vector_derivative \<gamma> (at x)"
have [simp]: "\<And>x. a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> \<gamma> x \<noteq> z"
using z by force
have cong: "continuous_on {a..b} \<gamma>"
using \<gamma> by (simp add: piecewise_C1_differentiable_on_def)
obtain k where fink: "finite k" and g_C1_diff: "\<gamma> C1_differentiable_on ({a..b} - k)"
using \<gamma> by (force simp: piecewise_C1_differentiable_on_def)
have o: "open ({a<..<b} - k)"
using \<open>finite k\<close> by (simp add: finite_imp_closed open_Diff)
moreover have "{a<..<b} - k \<subseteq> {a..b} - k"
by force
ultimately have g_diff_at: "\<And>x. \<lbrakk>x \<notin> k; x \<in> {a<..<b}\<rbrakk> \<Longrightarrow> \<gamma> differentiable at x"
by (metis Diff_iff differentiable_on_subset C1_diff_imp_diff [OF g_C1_diff] differentiable_on_def differentiable_within_open)
{ fix w
assume "w \<noteq> z"
have "continuous_on (ball w (cmod (w - z))) (\<lambda>w. 1 / (w - z))"
by (auto simp: dist_norm intro!: continuous_intros)
moreover have "\<And>x. cmod (w - x) < cmod (w - z) \<Longrightarrow> \<exists>f'. ((\<lambda>w. 1 / (w - z)) has_field_derivative f') (at x)"
by (auto simp: intro!: derivative_eq_intros)
ultimately have "\<exists>h. \<forall>y. norm(y - w) < norm(w - z) \<longrightarrow> (h has_field_derivative 1/(y - z)) (at y)"
using holomorphic_convex_primitive [of "ball w (norm(w - z))" "{}" "\<lambda>w. 1/(w - z)"]
by (simp add: complex_differentiable_def Ball_def dist_norm at_within_open_NO_MATCH norm_minus_commute)
}
then obtain h where h: "\<And>w y. w \<noteq> z \<Longrightarrow> norm(y - w) < norm(w - z) \<Longrightarrow> (h w has_field_derivative 1/(y - z)) (at y)"
by meson
have exy: "\<exists>y. ((\<lambda>x. inverse (\<gamma> x - z) * ?D\<gamma> x) has_integral y) {a..b}"
unfolding integrable_on_def [symmetric]
apply (rule contour_integral_local_primitive_any [OF piecewise_C1_imp_differentiable [OF \<gamma>], of "-{z}"])
apply (rename_tac w)
apply (rule_tac x="norm(w - z)" in exI)
apply (simp_all add: inverse_eq_divide)
apply (metis has_field_derivative_at_within h)
done
have vg_int: "(\<lambda>x. ?D\<gamma> x / (\<gamma> x - z)) integrable_on {a..b}"
unfolding box_real [symmetric] divide_inverse_commute
by (auto intro!: exy integrable_subinterval simp add: integrable_on_def ab)
with ab show ?thesis1
by (simp add: divide_inverse_commute integral_def integrable_on_def)
{ fix t
assume t: "t \<in> {a..b}"
have cball: "continuous_on (ball (\<gamma> t) (dist (\<gamma> t) z)) (\<lambda>x. inverse (x - z))"
using z by (auto intro!: continuous_intros simp: dist_norm)
have icd: "\<And>x. cmod (\<gamma> t - x) < cmod (\<gamma> t - z) \<Longrightarrow> (\<lambda>w. inverse (w - z)) complex_differentiable at x"
unfolding complex_differentiable_def by (force simp: intro!: derivative_eq_intros)
obtain h where h: "\<And>x. cmod (\<gamma> t - x) < cmod (\<gamma> t - z) \<Longrightarrow>
(h has_field_derivative inverse (x - z)) (at x within {y. cmod (\<gamma> t - y) < cmod (\<gamma> t - z)})"
using holomorphic_convex_primitive [where f = "\<lambda>w. inverse(w - z)", OF convex_ball finite.emptyI cball icd]
by simp (auto simp: ball_def dist_norm that)
{ fix x D
assume x: "x \<notin> k" "a < x" "x < b"
then have "x \<in> interior ({a..b} - k)"
using open_subset_interior [OF o] by fastforce
then have con: "isCont (\<lambda>x. ?D\<gamma> x) x"
using g_C1_diff x by (auto simp: C1_differentiable_on_eq intro: continuous_on_interior)
then have con_vd: "continuous (at x within {a..b}) (\<lambda>x. ?D\<gamma> x)"
by (rule continuous_at_imp_continuous_within)
have gdx: "\<gamma> differentiable at x"
using x by (simp add: g_diff_at)
have "((\<lambda>c. exp (- integral {a..c} (\<lambda>x. vector_derivative \<gamma> (at x) / (\<gamma> x - z))) * (\<gamma> c - z)) has_derivative (\<lambda>h. 0))
(at x within {a..b})"
using x gdx t
apply (clarsimp simp add: differentiable_iff_scaleR)
apply (rule exp_fg [unfolded has_vector_derivative_def, simplified], blast intro: has_derivative_at_within)
apply (simp_all add: has_vector_derivative_def [symmetric])
apply (rule has_vector_derivative_eq_rhs [OF integral_has_vector_derivative_continuous_at])
apply (rule con_vd continuous_intros cong vg_int | simp add: continuous_at_imp_continuous_within has_vector_derivative_continuous vector_derivative_at)+
done
} note * = this
have "exp (- (integral {a..t} (\<lambda>x. ?D\<gamma> x / (\<gamma> x - z)))) * (\<gamma> t - z) =\<gamma> a - z"
apply (rule has_derivative_zero_unique_strong_interval [of "{a,b} \<union> k" a b])
using t
apply (auto intro!: * continuous_intros fink cong indefinite_integral_continuous [OF vg_int] simp add: ab)+
done
}
with ab show ?thesis2
by (simp add: divide_inverse_commute integral_def)
qed
corollary winding_number_exp_2pi:
"\<lbrakk>path p; z \<notin> path_image p\<rbrakk>
\<Longrightarrow> pathfinish p - z = exp (2 * pi * ii * winding_number p z) * (pathstart p - z)"
using winding_number [of p z 1] unfolding valid_path_def path_image_def pathstart_def pathfinish_def
by (force dest: winding_number_exp_integral(2) [of _ 0 1 z] simp: field_simps contour_integral_integral exp_minus)
subsection\<open>The version with complex integers and equality\<close>
lemma integer_winding_number_eq:
assumes \<gamma>: "path \<gamma>" and z: "z \<notin> path_image \<gamma>"
shows "winding_number \<gamma> z \<in> \<int> \<longleftrightarrow> pathfinish \<gamma> = pathstart \<gamma>"
proof -
have *: "\<And>i::complex. \<And>g0 g1. \<lbrakk>i \<noteq> 0; g0 \<noteq> z; (g1 - z) / i = g0 - z\<rbrakk> \<Longrightarrow> (i = 1 \<longleftrightarrow> g1 = g0)"
by (simp add: field_simps) algebra
obtain p where p: "valid_path p" "z \<notin> path_image p"
"pathstart p = pathstart \<gamma>" "pathfinish p = pathfinish \<gamma>"
"contour_integral p (\<lambda>w. 1 / (w - z)) = complex_of_real (2 * pi) * \<i> * winding_number \<gamma> z"
using winding_number [OF assms, of 1] by auto
have [simp]: "(winding_number \<gamma> z \<in> \<int>) = (exp (contour_integral p (\<lambda>w. 1 / (w - z))) = 1)"
using p by (simp add: exp_eq_1 complex_is_Int_iff)
have "winding_number p z \<in> \<int> \<longleftrightarrow> pathfinish p = pathstart p"
using p z
apply (simp add: winding_number_valid_path valid_path_def path_image_def pathstart_def pathfinish_def)
using winding_number_exp_integral(2) [of p 0 1 z]
apply (simp add: field_simps contour_integral_integral exp_minus)
apply (rule *)
apply (auto simp: path_image_def field_simps)
done
then show ?thesis using p
by (auto simp: winding_number_valid_path)
qed
theorem integer_winding_number:
"\<lbrakk>path \<gamma>; pathfinish \<gamma> = pathstart \<gamma>; z \<notin> path_image \<gamma>\<rbrakk> \<Longrightarrow> winding_number \<gamma> z \<in> \<int>"
by (metis integer_winding_number_eq)
text\<open>If the winding number's magnitude is at least one, then the path must contain points in every direction.*)
We can thus bound the winding number of a path that doesn't intersect a given ray. \<close>
lemma winding_number_pos_meets:
fixes z::complex
assumes \<gamma>: "valid_path \<gamma>" and z: "z \<notin> path_image \<gamma>" and 1: "Re (winding_number \<gamma> z) \<ge> 1"
and w: "w \<noteq> z"
shows "\<exists>a::real. 0 < a \<and> z + a*(w - z) \<in> path_image \<gamma>"
proof -
have [simp]: "\<And>x. 0 \<le> x \<Longrightarrow> x \<le> 1 \<Longrightarrow> \<gamma> x \<noteq> z"
using z by (auto simp: path_image_def)
have [simp]: "z \<notin> \<gamma> ` {0..1}"
using path_image_def z by auto
have gpd: "\<gamma> piecewise_C1_differentiable_on {0..1}"
using \<gamma> valid_path_def by blast
def r \<equiv> "(w - z) / (\<gamma> 0 - z)"
have [simp]: "r \<noteq> 0"
using w z by (auto simp: r_def)
have "Arg r \<le> 2*pi"
by (simp add: Arg less_eq_real_def)
also have "... \<le> Im (integral {0..1} (\<lambda>x. vector_derivative \<gamma> (at x) / (\<gamma> x - z)))"
using 1
apply (simp add: winding_number_valid_path [OF \<gamma> z] Cauchy_Integral_Thm.contour_integral_integral)
apply (simp add: Complex.Re_divide field_simps power2_eq_square)
done
finally have "Arg r \<le> Im (integral {0..1} (\<lambda>x. vector_derivative \<gamma> (at x) / (\<gamma> x - z)))" .
then have "\<exists>t. t \<in> {0..1} \<and> Im(integral {0..t} (\<lambda>x. vector_derivative \<gamma> (at x)/(\<gamma> x - z))) = Arg r"
apply (simp add:)
apply (rule Topological_Spaces.IVT')
apply (simp_all add: Complex_Transcendental.Arg_ge_0)
apply (intro continuous_intros indefinite_integral_continuous winding_number_exp_integral [OF gpd]; simp)
done
then obtain t where t: "t \<in> {0..1}"
and eqArg: "Im (integral {0..t} (\<lambda>x. vector_derivative \<gamma> (at x)/(\<gamma> x - z))) = Arg r"
by blast
def i \<equiv> "integral {0..t} (\<lambda>x. vector_derivative \<gamma> (at x) / (\<gamma> x - z))"
have iArg: "Arg r = Im i"
using eqArg by (simp add: i_def)
have gpdt: "\<gamma> piecewise_C1_differentiable_on {0..t}"
by (metis atLeastAtMost_iff atLeastatMost_subset_iff order_refl piecewise_C1_differentiable_on_subset gpd t)
have "exp (- i) * (\<gamma> t - z) = \<gamma> 0 - z"
unfolding i_def
apply (rule winding_number_exp_integral [OF gpdt])
using t z unfolding path_image_def
apply force+
done
then have *: "\<gamma> t - z = exp i * (\<gamma> 0 - z)"
by (simp add: exp_minus field_simps)
then have "(w - z) = r * (\<gamma> 0 - z)"
by (simp add: r_def)
then have "z + complex_of_real (exp (Re i)) * (w - z) / complex_of_real (cmod r) = \<gamma> t"
apply (simp add:)
apply (subst Complex_Transcendental.Arg_eq [of r])
apply (simp add: iArg)
using *
apply (simp add: exp_eq_polar field_simps)
done
with t show ?thesis
by (rule_tac x="exp(Re i) / norm r" in exI) (auto simp: path_image_def)
qed
lemma winding_number_big_meets:
fixes z::complex
assumes \<gamma>: "valid_path \<gamma>" and z: "z \<notin> path_image \<gamma>" and "\<bar>Re (winding_number \<gamma> z)\<bar> \<ge> 1"
and w: "w \<noteq> z"
shows "\<exists>a::real. 0 < a \<and> z + a*(w - z) \<in> path_image \<gamma>"
proof -
{ assume "Re (winding_number \<gamma> z) \<le> - 1"
then have "Re (winding_number (reversepath \<gamma>) z) \<ge> 1"
by (simp add: \<gamma> valid_path_imp_path winding_number_reversepath z)
moreover have "valid_path (reversepath \<gamma>)"
using \<gamma> valid_path_imp_reverse by auto
moreover have "z \<notin> path_image (reversepath \<gamma>)"
by (simp add: z)
ultimately have "\<exists>a::real. 0 < a \<and> z + a*(w - z) \<in> path_image (reversepath \<gamma>)"
using winding_number_pos_meets w by blast
then have ?thesis
by simp
}
then show ?thesis
using assms
by (simp add: Groups.abs_if_class.abs_if winding_number_pos_meets split: split_if_asm)
qed
lemma winding_number_less_1:
fixes z::complex
shows
"\<lbrakk>valid_path \<gamma>; z \<notin> path_image \<gamma>; w \<noteq> z;
\<And>a::real. 0 < a \<Longrightarrow> z + a*(w - z) \<notin> path_image \<gamma>\<rbrakk>
\<Longrightarrow> \<bar>Re(winding_number \<gamma> z)\<bar> < 1"
by (auto simp: not_less dest: winding_number_big_meets)
text\<open>One way of proving that WN=1 for a loop.\<close>
lemma winding_number_eq_1:
fixes z::complex
assumes \<gamma>: "valid_path \<gamma>" and z: "z \<notin> path_image \<gamma>" and loop: "pathfinish \<gamma> = pathstart \<gamma>"
and 0: "0 < Re(winding_number \<gamma> z)" and 2: "Re(winding_number \<gamma> z) < 2"
shows "winding_number \<gamma> z = 1"
proof -
have "winding_number \<gamma> z \<in> Ints"
by (simp add: \<gamma> integer_winding_number loop valid_path_imp_path z)
then show ?thesis
using 0 2 by (auto simp: Ints_def)
qed
subsection\<open>Continuity of winding number and invariance on connected sets.\<close>
lemma continuous_at_winding_number:
fixes z::complex
assumes \<gamma>: "path \<gamma>" and z: "z \<notin> path_image \<gamma>"
shows "continuous (at z) (winding_number \<gamma>)"
proof -
obtain e where "e>0" and cbg: "cball z e \<subseteq> - path_image \<gamma>"
using open_contains_cball [of "- path_image \<gamma>"] z
by (force simp: closed_def [symmetric] closed_path_image [OF \<gamma>])
then have ppag: "path_image \<gamma> \<subseteq> - cball z (e/2)"
by (force simp: cball_def dist_norm)
have oc: "open (- cball z (e / 2))"
by (simp add: closed_def [symmetric])
obtain d where "d>0" and pi_eq:
"\<And>h1 h2. \<lbrakk>valid_path h1; valid_path h2;
(\<forall>t\<in>{0..1}. cmod (h1 t - \<gamma> t) < d \<and> cmod (h2 t - \<gamma> t) < d);
pathstart h2 = pathstart h1; pathfinish h2 = pathfinish h1\<rbrakk>
\<Longrightarrow>
path_image h1 \<subseteq> - cball z (e / 2) \<and>
path_image h2 \<subseteq> - cball z (e / 2) \<and>
(\<forall>f. f holomorphic_on - cball z (e / 2) \<longrightarrow> contour_integral h2 f = contour_integral h1 f)"
using contour_integral_nearby_ends [OF oc \<gamma> ppag] by metis
obtain p where p: "valid_path p" "z \<notin> path_image p"
"pathstart p = pathstart \<gamma> \<and> pathfinish p = pathfinish \<gamma>"
and pg: "\<And>t. t\<in>{0..1} \<Longrightarrow> cmod (\<gamma> t - p t) < min d e / 2"
and pi: "contour_integral p (\<lambda>x. 1 / (x - z)) = complex_of_real (2 * pi) * \<i> * winding_number \<gamma> z"
using winding_number [OF \<gamma> z, of "min d e / 2"] \<open>d>0\<close> \<open>e>0\<close> by auto
{ fix w
assume d2: "cmod (w - z) < d/2" and e2: "cmod (w - z) < e/2"
then have wnotp: "w \<notin> path_image p"
using cbg \<open>d>0\<close> \<open>e>0\<close>
apply (simp add: path_image_def cball_def dist_norm, clarify)
apply (frule pg)
apply (drule_tac c="\<gamma> x" in subsetD)
apply (auto simp: less_eq_real_def norm_minus_commute norm_triangle_half_l)
done
have wnotg: "w \<notin> path_image \<gamma>"
using cbg e2 \<open>e>0\<close> by (force simp: dist_norm norm_minus_commute)
{ fix k::real
assume k: "k>0"
then obtain q where q: "valid_path q" "w \<notin> path_image q"
"pathstart q = pathstart \<gamma> \<and> pathfinish q = pathfinish \<gamma>"
and qg: "\<And>t. t \<in> {0..1} \<Longrightarrow> cmod (\<gamma> t - q t) < min k (min d e) / 2"
and qi: "contour_integral q (\<lambda>u. 1 / (u - w)) = complex_of_real (2 * pi) * \<i> * winding_number \<gamma> w"
using winding_number [OF \<gamma> wnotg, of "min k (min d e) / 2"] \<open>d>0\<close> \<open>e>0\<close> k
by (force simp: min_divide_distrib_right)
have "contour_integral p (\<lambda>u. 1 / (u - w)) = contour_integral q (\<lambda>u. 1 / (u - w))"
apply (rule pi_eq [OF \<open>valid_path q\<close> \<open>valid_path p\<close>, THEN conjunct2, THEN conjunct2, rule_format])
apply (frule pg)
apply (frule qg)
using p q \<open>d>0\<close> e2
apply (auto simp: dist_norm norm_minus_commute intro!: holomorphic_intros)
done
then have "contour_integral p (\<lambda>x. 1 / (x - w)) = complex_of_real (2 * pi) * \<i> * winding_number \<gamma> w"
by (simp add: pi qi)
} note pip = this
have "path p"
using p by (simp add: valid_path_imp_path)
then have "winding_number p w = winding_number \<gamma> w"
apply (rule winding_number_unique [OF _ wnotp])
apply (rule_tac x=p in exI)
apply (simp add: p wnotp min_divide_distrib_right pip)
done
} note wnwn = this
obtain pe where "pe>0" and cbp: "cball z (3 / 4 * pe) \<subseteq> - path_image p"
using p open_contains_cball [of "- path_image p"]
by (force simp: closed_def [symmetric] closed_path_image [OF valid_path_imp_path])
obtain L
where "L>0"
and L: "\<And>f B. \<lbrakk>f holomorphic_on - cball z (3 / 4 * pe);
\<forall>z \<in> - cball z (3 / 4 * pe). cmod (f z) \<le> B\<rbrakk> \<Longrightarrow>
cmod (contour_integral p f) \<le> L * B"
using contour_integral_bound_exists [of "- cball z (3/4*pe)" p] cbp \<open>valid_path p\<close> by force
{ fix e::real and w::complex
assume e: "0 < e" and w: "cmod (w - z) < pe/4" "cmod (w - z) < e * pe\<^sup>2 / (8 * L)"
then have [simp]: "w \<notin> path_image p"
using cbp p(2) \<open>0 < pe\<close>
by (force simp: dist_norm norm_minus_commute path_image_def cball_def)
have [simp]: "contour_integral p (\<lambda>x. 1/(x - w)) - contour_integral p (\<lambda>x. 1/(x - z)) =
contour_integral p (\<lambda>x. 1/(x - w) - 1/(x - z))"
by (simp add: p contour_integrable_inversediff contour_integral_diff)
{ fix x
assume pe: "3/4 * pe < cmod (z - x)"
have "cmod (w - x) < pe/4 + cmod (z - x)"
by (meson add_less_cancel_right norm_diff_triangle_le order_refl order_trans_rules(21) w(1))
then have wx: "cmod (w - x) < 4/3 * cmod (z - x)" using pe by simp
have "cmod (z - x) \<le> cmod (z - w) + cmod (w - x)"
using norm_diff_triangle_le by blast
also have "... < pe/4 + cmod (w - x)"
using w by (simp add: norm_minus_commute)
finally have "pe/2 < cmod (w - x)"
using pe by auto
then have "(pe/2)^2 < cmod (w - x) ^ 2"
apply (rule power_strict_mono)
using \<open>pe>0\<close> by auto
then have pe2: "pe^2 < 4 * cmod (w - x) ^ 2"
by (simp add: power_divide)
have "8 * L * cmod (w - z) < e * pe\<^sup>2"
using w \<open>L>0\<close> by (simp add: field_simps)
also have "... < e * 4 * cmod (w - x) * cmod (w - x)"
using pe2 \<open>e>0\<close> by (simp add: power2_eq_square)
also have "... < e * 4 * cmod (w - x) * (4/3 * cmod (z - x))"
using wx
apply (rule mult_strict_left_mono)
using pe2 e not_less_iff_gr_or_eq by fastforce
finally have "L * cmod (w - z) < 2/3 * e * cmod (w - x) * cmod (z - x)"
by simp
also have "... \<le> e * cmod (w - x) * cmod (z - x)"
using e by simp
finally have Lwz: "L * cmod (w - z) < e * cmod (w - x) * cmod (z - x)" .
have "L * cmod (1 / (x - w) - 1 / (x - z)) \<le> e"
apply (cases "x=z \<or> x=w")
using pe \<open>pe>0\<close> w \<open>L>0\<close>
apply (force simp: norm_minus_commute)
using wx w(2) \<open>L>0\<close> pe pe2 Lwz
apply (auto simp: divide_simps mult_less_0_iff norm_minus_commute norm_divide norm_mult power2_eq_square)
done
} note L_cmod_le = this
have *: "cmod (contour_integral p (\<lambda>x. 1 / (x - w) - 1 / (x - z))) \<le> L * (e * pe\<^sup>2 / L / 4 * (inverse (pe / 2))\<^sup>2)"
apply (rule L)
using \<open>pe>0\<close> w
apply (force simp: dist_norm norm_minus_commute intro!: holomorphic_intros)
using \<open>pe>0\<close> w \<open>L>0\<close>
apply (auto simp: cball_def dist_norm field_simps L_cmod_le simp del: less_divide_eq_numeral1 le_divide_eq_numeral1)
done
have "cmod (contour_integral p (\<lambda>x. 1 / (x - w)) - contour_integral p (\<lambda>x. 1 / (x - z))) < 2*e"
apply (simp add:)
apply (rule le_less_trans [OF *])
using \<open>L>0\<close> e
apply (force simp: field_simps)
done
then have "cmod (winding_number p w - winding_number p z) < e"
using pi_ge_two e
by (force simp: winding_number_valid_path p field_simps norm_divide norm_mult intro: less_le_trans)
} note cmod_wn_diff = this
show ?thesis
apply (rule continuous_transform_at [of "min d e / 2" _ "winding_number p"])
apply (auto simp: \<open>d>0\<close> \<open>e>0\<close> dist_norm wnwn simp del: less_divide_eq_numeral1)
apply (simp add: continuous_at_eps_delta, clarify)
apply (rule_tac x="min (pe/4) (e/2*pe^2/L/4)" in exI)
using \<open>pe>0\<close> \<open>L>0\<close>
apply (simp add: dist_norm cmod_wn_diff)
done
qed
corollary continuous_on_winding_number:
"path \<gamma> \<Longrightarrow> continuous_on (- path_image \<gamma>) (\<lambda>w. winding_number \<gamma> w)"
by (simp add: continuous_at_imp_continuous_on continuous_at_winding_number)
subsection\<open>The winding number is constant on a connected region\<close>
lemma winding_number_constant:
assumes \<gamma>: "path \<gamma>" and loop: "pathfinish \<gamma> = pathstart \<gamma>" and cs: "connected s" and sg: "s \<inter> path_image \<gamma> = {}"
shows "\<exists>k. \<forall>z \<in> s. winding_number \<gamma> z = k"
proof -
{ fix y z
assume ne: "winding_number \<gamma> y \<noteq> winding_number \<gamma> z"
assume "y \<in> s" "z \<in> s"
then have "winding_number \<gamma> y \<in> \<int>" "winding_number \<gamma> z \<in> \<int>"
using integer_winding_number [OF \<gamma> loop] sg \<open>y \<in> s\<close> by auto
with ne have "1 \<le> cmod (winding_number \<gamma> y - winding_number \<gamma> z)"
by (auto simp: Ints_def of_int_diff [symmetric] simp del: of_int_diff)
} note * = this
show ?thesis
apply (rule continuous_discrete_range_constant [OF cs])
using continuous_on_winding_number [OF \<gamma>] sg
apply (metis Diff_Compl Diff_eq_empty_iff continuous_on_subset)
apply (rule_tac x=1 in exI)
apply (auto simp: *)
done
qed
lemma winding_number_eq:
"\<lbrakk>path \<gamma>; pathfinish \<gamma> = pathstart \<gamma>; w \<in> s; z \<in> s; connected s; s \<inter> path_image \<gamma> = {}\<rbrakk>
\<Longrightarrow> winding_number \<gamma> w = winding_number \<gamma> z"
using winding_number_constant by fastforce
lemma open_winding_number_levelsets:
assumes \<gamma>: "path \<gamma>" and loop: "pathfinish \<gamma> = pathstart \<gamma>"
shows "open {z. z \<notin> path_image \<gamma> \<and> winding_number \<gamma> z = k}"
proof -
have op: "open (- path_image \<gamma>)"
by (simp add: closed_path_image \<gamma> open_Compl)
{ fix z assume z: "z \<notin> path_image \<gamma>" and k: "k = winding_number \<gamma> z"
obtain e where e: "e>0" "ball z e \<subseteq> - path_image \<gamma>"
using open_contains_ball [of "- path_image \<gamma>"] op z
by blast
have "\<exists>e>0. \<forall>y. dist y z < e \<longrightarrow> y \<notin> path_image \<gamma> \<and> winding_number \<gamma> y = winding_number \<gamma> z"
apply (rule_tac x=e in exI)
using e apply (simp add: dist_norm ball_def norm_minus_commute)
apply (auto simp: dist_norm norm_minus_commute intro!: winding_number_eq [OF assms, where s = "ball z e"])
done
} then
show ?thesis
by (auto simp: Complex.open_complex_def)
qed
subsection\<open>Winding number is zero "outside" a curve, in various senses\<close>
lemma winding_number_zero_in_outside:
assumes \<gamma>: "path \<gamma>" and loop: "pathfinish \<gamma> = pathstart \<gamma>" and z: "z \<in> outside (path_image \<gamma>)"
shows "winding_number \<gamma> z = 0"
proof -
obtain B::real where "0 < B" and B: "path_image \<gamma> \<subseteq> ball 0 B"
using bounded_subset_ballD [OF bounded_path_image [OF \<gamma>]] by auto
obtain w::complex where w: "w \<notin> ball 0 (B + 1)"
by (metis abs_of_nonneg le_less less_irrefl mem_ball_0 norm_of_real)
have "- ball 0 (B + 1) \<subseteq> outside (path_image \<gamma>)"
apply (rule outside_subset_convex)
using B subset_ball by auto
then have wout: "w \<in> outside (path_image \<gamma>)"
using w by blast
moreover obtain k where "\<And>z. z \<in> outside (path_image \<gamma>) \<Longrightarrow> winding_number \<gamma> z = k"
using winding_number_constant [OF \<gamma> loop, of "outside(path_image \<gamma>)"] connected_outside
by (metis DIM_complex bounded_path_image dual_order.refl \<gamma> outside_no_overlap)
ultimately have "winding_number \<gamma> z = winding_number \<gamma> w"
using z by blast
also have "... = 0"
proof -
have wnot: "w \<notin> path_image \<gamma>" using wout by (simp add: outside_def)
{ fix e::real assume "0<e"
obtain p where p: "polynomial_function p" "pathstart p = pathstart \<gamma>" "pathfinish p = pathfinish \<gamma>"
and pg1: "(\<And>t. \<lbrakk>0 \<le> t; t \<le> 1\<rbrakk> \<Longrightarrow> cmod (p t - \<gamma> t) < 1)"
and pge: "(\<And>t. \<lbrakk>0 \<le> t; t \<le> 1\<rbrakk> \<Longrightarrow> cmod (p t - \<gamma> t) < e)"
using path_approx_polynomial_function [OF \<gamma>, of "min 1 e"] \<open>e>0\<close> by force
have pip: "path_image p \<subseteq> ball 0 (B + 1)"
using B
apply (clarsimp simp add: path_image_def dist_norm ball_def)
apply (frule (1) pg1)
apply (fastforce dest: norm_add_less)
done
then have "w \<notin> path_image p" using w by blast
then have "\<exists>p. valid_path p \<and> w \<notin> path_image p \<and>
pathstart p = pathstart \<gamma> \<and> pathfinish p = pathfinish \<gamma> \<and>
(\<forall>t\<in>{0..1}. cmod (\<gamma> t - p t) < e) \<and> contour_integral p (\<lambda>wa. 1 / (wa - w)) = 0"
apply (rule_tac x=p in exI)
apply (simp add: p valid_path_polynomial_function)
apply (intro conjI)
using pge apply (simp add: norm_minus_commute)
apply (rule contour_integral_unique [OF Cauchy_theorem_convex_simple [OF _ convex_ball [of 0 "B+1"]]])
apply (rule holomorphic_intros | simp add: dist_norm)+
using mem_ball_0 w apply blast
using p apply (simp_all add: valid_path_polynomial_function loop pip)
done
}
then show ?thesis
by (auto intro: winding_number_unique [OF \<gamma>] simp add: wnot)
qed
finally show ?thesis .
qed
lemma winding_number_zero_outside:
"\<lbrakk>path \<gamma>; convex s; pathfinish \<gamma> = pathstart \<gamma>; z \<notin> s; path_image \<gamma> \<subseteq> s\<rbrakk> \<Longrightarrow> winding_number \<gamma> z = 0"
by (meson convex_in_outside outside_mono subsetCE winding_number_zero_in_outside)
lemma winding_number_zero_at_infinity:
assumes \<gamma>: "path \<gamma>" and loop: "pathfinish \<gamma> = pathstart \<gamma>"
shows "\<exists>B. \<forall>z. B \<le> norm z \<longrightarrow> winding_number \<gamma> z = 0"
proof -
obtain B::real where "0 < B" and B: "path_image \<gamma> \<subseteq> ball 0 B"
using bounded_subset_ballD [OF bounded_path_image [OF \<gamma>]] by auto
then show ?thesis
apply (rule_tac x="B+1" in exI, clarify)
apply (rule winding_number_zero_outside [OF \<gamma> convex_cball [of 0 B] loop])
apply (meson less_add_one mem_cball_0 not_le order_trans)
using ball_subset_cball by blast
qed
lemma winding_number_zero_point:
"\<lbrakk>path \<gamma>; convex s; pathfinish \<gamma> = pathstart \<gamma>; open s; path_image \<gamma> \<subseteq> s\<rbrakk>
\<Longrightarrow> \<exists>z. z \<in> s \<and> winding_number \<gamma> z = 0"
using outside_compact_in_open [of "path_image \<gamma>" s] path_image_nonempty winding_number_zero_in_outside
by (fastforce simp add: compact_path_image)
text\<open>If a path winds round a set, it winds rounds its inside.\<close>
lemma winding_number_around_inside:
assumes \<gamma>: "path \<gamma>" and loop: "pathfinish \<gamma> = pathstart \<gamma>"
and cls: "closed s" and cos: "connected s" and s_disj: "s \<inter> path_image \<gamma> = {}"
and z: "z \<in> s" and wn_nz: "winding_number \<gamma> z \<noteq> 0" and w: "w \<in> s \<union> inside s"
shows "winding_number \<gamma> w = winding_number \<gamma> z"
proof -
have ssb: "s \<subseteq> inside(path_image \<gamma>)"
proof
fix x :: complex
assume "x \<in> s"
hence "x \<notin> path_image \<gamma>"
by (meson disjoint_iff_not_equal s_disj)
thus "x \<in> inside (path_image \<gamma>)"
using \<open>x \<in> s\<close> by (metis (no_types) ComplI UnE cos \<gamma> loop s_disj union_with_outside winding_number_eq winding_number_zero_in_outside wn_nz z)
qed
show ?thesis
apply (rule winding_number_eq [OF \<gamma> loop w])
using z apply blast
apply (simp add: cls connected_with_inside cos)
apply (simp add: Int_Un_distrib2 s_disj, safe)
by (meson ssb inside_inside_compact_connected [OF cls, of "path_image \<gamma>"] compact_path_image connected_path_image contra_subsetD disjoint_iff_not_equal \<gamma> inside_no_overlap)
qed
text\<open>Bounding a WN by 1/2 for a path and point in opposite halfspaces.\<close>
lemma winding_number_subpath_continuous:
assumes \<gamma>: "valid_path \<gamma>" and z: "z \<notin> path_image \<gamma>"
shows "continuous_on {0..1} (\<lambda>x. winding_number(subpath 0 x \<gamma>) z)"
proof -
have *: "integral {0..x} (\<lambda>t. vector_derivative \<gamma> (at t) / (\<gamma> t - z)) / (2 * of_real pi * \<i>) =
winding_number (subpath 0 x \<gamma>) z"
if x: "0 \<le> x" "x \<le> 1" for x
proof -
have "integral {0..x} (\<lambda>t. vector_derivative \<gamma> (at t) / (\<gamma> t - z)) / (2 * of_real pi * \<i>) =
1 / (2*pi*ii) * contour_integral (subpath 0 x \<gamma>) (\<lambda>w. 1/(w - z))"
using assms x
apply (simp add: contour_integral_subcontour_integral [OF contour_integrable_inversediff])
done
also have "... = winding_number (subpath 0 x \<gamma>) z"
apply (subst winding_number_valid_path)
using assms x
apply (simp_all add: path_image_subpath valid_path_subpath)
by (force simp: path_image_def)
finally show ?thesis .
qed
show ?thesis
apply (rule continuous_on_eq
[where f = "\<lambda>x. 1 / (2*pi*ii) *
integral {0..x} (\<lambda>t. 1/(\<gamma> t - z) * vector_derivative \<gamma> (at t))"])
apply (rule continuous_intros)+
apply (rule indefinite_integral_continuous)
apply (rule contour_integrable_inversediff [OF assms, unfolded contour_integrable_on])
using assms
apply (simp add: *)
done
qed
lemma winding_number_ivt_pos:
assumes \<gamma>: "valid_path \<gamma>" and z: "z \<notin> path_image \<gamma>" and "0 \<le> w" "w \<le> Re(winding_number \<gamma> z)"
shows "\<exists>t \<in> {0..1}. Re(winding_number(subpath 0 t \<gamma>) z) = w"
apply (rule ivt_increasing_component_on_1 [of 0 1, where ?k = "1::complex", simplified complex_inner_1_right])
apply (simp add:)
apply (rule winding_number_subpath_continuous [OF \<gamma> z])
using assms
apply (auto simp: path_image_def image_def)
done
lemma winding_number_ivt_neg:
assumes \<gamma>: "valid_path \<gamma>" and z: "z \<notin> path_image \<gamma>" and "Re(winding_number \<gamma> z) \<le> w" "w \<le> 0"
shows "\<exists>t \<in> {0..1}. Re(winding_number(subpath 0 t \<gamma>) z) = w"
apply (rule ivt_decreasing_component_on_1 [of 0 1, where ?k = "1::complex", simplified complex_inner_1_right])
apply (simp add:)
apply (rule winding_number_subpath_continuous [OF \<gamma> z])
using assms
apply (auto simp: path_image_def image_def)
done
lemma winding_number_ivt_abs:
assumes \<gamma>: "valid_path \<gamma>" and z: "z \<notin> path_image \<gamma>" and "0 \<le> w" "w \<le> \<bar>Re(winding_number \<gamma> z)\<bar>"
shows "\<exists>t \<in> {0..1}. \<bar>Re (winding_number (subpath 0 t \<gamma>) z)\<bar> = w"
using assms winding_number_ivt_pos [of \<gamma> z w] winding_number_ivt_neg [of \<gamma> z "-w"]
by force
lemma winding_number_lt_half_lemma:
assumes \<gamma>: "valid_path \<gamma>" and z: "z \<notin> path_image \<gamma>" and az: "a \<bullet> z \<le> b" and pag: "path_image \<gamma> \<subseteq> {w. a \<bullet> w > b}"
shows "Re(winding_number \<gamma> z) < 1/2"
proof -
{ assume "Re(winding_number \<gamma> z) \<ge> 1/2"
then obtain t::real where t: "0 \<le> t" "t \<le> 1" and sub12: "Re (winding_number (subpath 0 t \<gamma>) z) = 1/2"
using winding_number_ivt_pos [OF \<gamma> z, of "1/2"] by auto
have gt: "\<gamma> t - z = - (of_real (exp (- (2 * pi * Im (winding_number (subpath 0 t \<gamma>) z)))) * (\<gamma> 0 - z))"
using winding_number_exp_2pi [of "subpath 0 t \<gamma>" z]
apply (simp add: t \<gamma> valid_path_imp_path)
using closed_segment_eq_real_ivl path_image_def t z by (fastforce simp: path_image_subpath Euler sub12)
have "b < a \<bullet> \<gamma> 0"
proof -
have "\<gamma> 0 \<in> {c. b < a \<bullet> c}"
by (metis (no_types) pag atLeastAtMost_iff image_subset_iff order_refl path_image_def zero_le_one)
thus ?thesis
by blast
qed
moreover have "b < a \<bullet> \<gamma> t"
proof -
have "\<gamma> t \<in> {c. b < a \<bullet> c}"
by (metis (no_types) pag atLeastAtMost_iff image_subset_iff path_image_def t)
thus ?thesis
by blast
qed
ultimately have "0 < a \<bullet> (\<gamma> 0 - z)" "0 < a \<bullet> (\<gamma> t - z)" using az
by (simp add: inner_diff_right)+
then have False
by (simp add: gt inner_mult_right mult_less_0_iff)
}
then show ?thesis by force
qed
lemma winding_number_lt_half:
assumes "valid_path \<gamma>" "a \<bullet> z \<le> b" "path_image \<gamma> \<subseteq> {w. a \<bullet> w > b}"
shows "\<bar>Re (winding_number \<gamma> z)\<bar> < 1/2"
proof -
have "z \<notin> path_image \<gamma>" using assms by auto
with assms show ?thesis
apply (simp add: winding_number_lt_half_lemma abs_if del: less_divide_eq_numeral1)
apply (metis complex_inner_1_right winding_number_lt_half_lemma [OF valid_path_imp_reverse, of \<gamma> z a b]
winding_number_reversepath valid_path_imp_path inner_minus_left path_image_reversepath)
done
qed
lemma winding_number_le_half:
assumes \<gamma>: "valid_path \<gamma>" and z: "z \<notin> path_image \<gamma>"
and anz: "a \<noteq> 0" and azb: "a \<bullet> z \<le> b" and pag: "path_image \<gamma> \<subseteq> {w. a \<bullet> w \<ge> b}"
shows "\<bar>Re (winding_number \<gamma> z)\<bar> \<le> 1/2"
proof -
{ assume wnz_12: "\<bar>Re (winding_number \<gamma> z)\<bar> > 1/2"
have "isCont (winding_number \<gamma>) z"
by (metis continuous_at_winding_number valid_path_imp_path \<gamma> z)
then obtain d where "d>0" and d: "\<And>x'. dist x' z < d \<Longrightarrow> dist (winding_number \<gamma> x') (winding_number \<gamma> z) < \<bar>Re(winding_number \<gamma> z)\<bar> - 1/2"
using continuous_at_eps_delta wnz_12 diff_gt_0_iff_gt by blast
def z' \<equiv> "z - (d / (2 * cmod a)) *\<^sub>R a"
have *: "a \<bullet> z' \<le> b - d / 3 * cmod a"
unfolding z'_def inner_mult_right' divide_inverse
apply (simp add: divide_simps algebra_simps dot_square_norm power2_eq_square anz)
apply (metis \<open>0 < d\<close> add_increasing azb less_eq_real_def mult_nonneg_nonneg mult_right_mono norm_ge_zero norm_numeral)
done
have "cmod (winding_number \<gamma> z' - winding_number \<gamma> z) < \<bar>Re (winding_number \<gamma> z)\<bar> - 1/2"
using d [of z'] anz \<open>d>0\<close> by (simp add: dist_norm z'_def)
then have "1/2 < \<bar>Re (winding_number \<gamma> z)\<bar> - cmod (winding_number \<gamma> z' - winding_number \<gamma> z)"
by simp
then have "1/2 < \<bar>Re (winding_number \<gamma> z)\<bar> - \<bar>Re (winding_number \<gamma> z') - Re (winding_number \<gamma> z)\<bar>"
using abs_Re_le_cmod [of "winding_number \<gamma> z' - winding_number \<gamma> z"] by simp
then have wnz_12': "\<bar>Re (winding_number \<gamma> z')\<bar> > 1/2"
by linarith
moreover have "\<bar>Re (winding_number \<gamma> z')\<bar> < 1/2"
apply (rule winding_number_lt_half [OF \<gamma> *])
using azb \<open>d>0\<close> pag
apply (auto simp: add_strict_increasing anz divide_simps algebra_simps dest!: subsetD)
done
ultimately have False
by simp
}
then show ?thesis by force
qed
lemma winding_number_lt_half_linepath: "z \<notin> closed_segment a b \<Longrightarrow> \<bar>Re (winding_number (linepath a b) z)\<bar> < 1/2"
using separating_hyperplane_closed_point [of "closed_segment a b" z]
apply auto
apply (simp add: closed_segment_def)
apply (drule less_imp_le)
apply (frule winding_number_lt_half [OF valid_path_linepath [of a b]])
apply (auto simp: segment)
done
text\<open> Positivity of WN for a linepath.\<close>
lemma winding_number_linepath_pos_lt:
assumes "0 < Im ((b - a) * cnj (b - z))"
shows "0 < Re(winding_number(linepath a b) z)"
proof -
have z: "z \<notin> path_image (linepath a b)"
using assms
by (simp add: closed_segment_def) (force simp: algebra_simps)
show ?thesis
apply (rule winding_number_pos_lt [OF valid_path_linepath z assms])
apply (simp add: linepath_def algebra_simps)
done
qed
subsection\<open>Cauchy's integral formula, again for a convex enclosing set.\<close>
lemma Cauchy_integral_formula_weak:
assumes s: "convex s" and "finite k" and conf: "continuous_on s f"
and fcd: "(\<And>x. x \<in> interior s - k \<Longrightarrow> f complex_differentiable at x)"
and z: "z \<in> interior s - k" and vpg: "valid_path \<gamma>"
and pasz: "path_image \<gamma> \<subseteq> s - {z}" and loop: "pathfinish \<gamma> = pathstart \<gamma>"
shows "((\<lambda>w. f w / (w - z)) has_contour_integral (2*pi * ii * winding_number \<gamma> z * f z)) \<gamma>"
proof -
obtain f' where f': "(f has_field_derivative f') (at z)"
using fcd [OF z] by (auto simp: complex_differentiable_def)
have pas: "path_image \<gamma> \<subseteq> s" and znotin: "z \<notin> path_image \<gamma>" using pasz by blast+
have c: "continuous (at x within s) (\<lambda>w. if w = z then f' else (f w - f z) / (w - z))" if "x \<in> s" for x
proof (cases "x = z")
case True then show ?thesis
apply (simp add: continuous_within)
apply (rule Lim_transform_away_within [of _ "z+1" _ "\<lambda>w::complex. (f w - f z)/(w - z)"])
using has_field_derivative_at_within DERIV_within_iff f'
apply (fastforce simp add:)+
done
next
case False
then have dxz: "dist x z > 0" using dist_nz by blast
have cf: "continuous (at x within s) f"
using conf continuous_on_eq_continuous_within that by blast
show ?thesis
apply (rule continuous_transform_within [OF dxz that, of "\<lambda>w::complex. (f w - f z)/(w - z)"])
apply (force simp: dist_commute)
apply (rule cf continuous_intros)+
using False by auto
qed
have fink': "finite (insert z k)" using \<open>finite k\<close> by blast
have *: "((\<lambda>w. if w = z then f' else (f w - f z) / (w - z)) has_contour_integral 0) \<gamma>"
apply (rule Cauchy_theorem_convex [OF _ s fink' _ vpg pas loop])
using c apply (force simp: continuous_on_eq_continuous_within)
apply (rename_tac w)
apply (rule_tac d="dist w z" and f = "\<lambda>w. (f w - f z)/(w - z)" in complex_differentiable_transform_within)
apply (simp_all add: dist_pos_lt dist_commute)
apply (metis less_irrefl)
apply (rule derivative_intros fcd | simp)+
done
show ?thesis
apply (rule has_contour_integral_eq)
using znotin has_contour_integral_add [OF has_contour_integral_lmul [OF has_contour_integral_winding_number [OF vpg znotin], of "f z"] *]
apply (auto simp: mult_ac divide_simps)
done
qed
theorem Cauchy_integral_formula_convex_simple:
"\<lbrakk>convex s; f holomorphic_on s; z \<in> interior s; valid_path \<gamma>; path_image \<gamma> \<subseteq> s - {z};
pathfinish \<gamma> = pathstart \<gamma>\<rbrakk>
\<Longrightarrow> ((\<lambda>w. f w / (w - z)) has_contour_integral (2*pi * ii * winding_number \<gamma> z * f z)) \<gamma>"
apply (rule Cauchy_integral_formula_weak [where k = "{}"])
using holomorphic_on_imp_continuous_on
by auto (metis at_within_interior holomorphic_on_def interiorE subsetCE)
subsection\<open>Homotopy forms of Cauchy's theorem\<close>
proposition Cauchy_theorem_homotopic:
assumes hom: "if atends then homotopic_paths s g h else homotopic_loops s g h"
and "open s" and f: "f holomorphic_on s"
and vpg: "valid_path g" and vph: "valid_path h"
shows "contour_integral g f = contour_integral h f"
proof -
have pathsf: "linked_paths atends g h"
using hom by (auto simp: linked_paths_def homotopic_paths_imp_pathstart homotopic_paths_imp_pathfinish homotopic_loops_imp_loop)
obtain k :: "real \<times> real \<Rightarrow> complex"
where contk: "continuous_on ({0..1} \<times> {0..1}) k"
and ks: "k ` ({0..1} \<times> {0..1}) \<subseteq> s"
and k [simp]: "\<forall>x. k (0, x) = g x" "\<forall>x. k (1, x) = h x"
and ksf: "\<forall>t\<in>{0..1}. linked_paths atends g (\<lambda>x. k (t, x))"
using hom pathsf by (auto simp: linked_paths_def homotopic_paths_def homotopic_loops_def homotopic_with_def split: split_if_asm)
have ucontk: "uniformly_continuous_on ({0..1} \<times> {0..1}) k"
by (blast intro: compact_Times compact_uniformly_continuous [OF contk])
{ fix t::real assume t: "t \<in> {0..1}"
have pak: "path (k o (\<lambda>u. (t, u)))"
unfolding path_def
apply (rule continuous_intros continuous_on_subset [OF contk])+
using t by force
have pik: "path_image (k \<circ> Pair t) \<subseteq> s"
using ks t by (auto simp: path_image_def)
obtain e where "e>0" and e:
"\<And>g h. \<lbrakk>valid_path g; valid_path h;
\<forall>u\<in>{0..1}. cmod (g u - (k \<circ> Pair t) u) < e \<and> cmod (h u - (k \<circ> Pair t) u) < e;
linked_paths atends g h\<rbrakk>
\<Longrightarrow> contour_integral h f = contour_integral g f"
using contour_integral_nearby [OF \<open>open s\<close> pak pik, of atends] f by metis
obtain d where "d>0" and d:
"\<And>x x'. \<lbrakk>x \<in> {0..1} \<times> {0..1}; x' \<in> {0..1} \<times> {0..1}; norm (x'-x) < d\<rbrakk> \<Longrightarrow> norm (k x' - k x) < e/4"
by (rule uniformly_continuous_onE [OF ucontk, of "e/4"]) (auto simp: dist_norm \<open>e>0\<close>)
{ fix t1 t2
assume t1: "0 \<le> t1" "t1 \<le> 1" and t2: "0 \<le> t2" "t2 \<le> 1" and ltd: "\<bar>t1 - t\<bar> < d" "\<bar>t2 - t\<bar> < d"
have no2: "\<And>g1 k1 kt. \<lbrakk>norm(g1 - k1) < e/4; norm(k1 - kt) < e/4\<rbrakk> \<Longrightarrow> norm(g1 - kt) < e"
using \<open>e > 0\<close>
apply (rule_tac y = k1 in norm_triangle_half_l)
apply (auto simp: norm_minus_commute intro: order_less_trans)
done
have "\<exists>d>0. \<forall>g1 g2. valid_path g1 \<and> valid_path g2 \<and>
(\<forall>u\<in>{0..1}. cmod (g1 u - k (t1, u)) < d \<and> cmod (g2 u - k (t2, u)) < d) \<and>
linked_paths atends g1 g2 \<longrightarrow>
contour_integral g2 f = contour_integral g1 f"
apply (rule_tac x="e/4" in exI)
using t t1 t2 ltd \<open>e > 0\<close>
apply (auto intro!: e simp: d no2 simp del: less_divide_eq_numeral1)
done
}
then have "\<exists>e. 0 < e \<and>
(\<forall>t1 t2. t1 \<in> {0..1} \<and> t2 \<in> {0..1} \<and> \<bar>t1 - t\<bar> < e \<and> \<bar>t2 - t\<bar> < e
\<longrightarrow> (\<exists>d. 0 < d \<and>
(\<forall>g1 g2. valid_path g1 \<and> valid_path g2 \<and>
(\<forall>u \<in> {0..1}.
norm(g1 u - k((t1,u))) < d \<and> norm(g2 u - k((t2,u))) < d) \<and>
linked_paths atends g1 g2
\<longrightarrow> contour_integral g2 f = contour_integral g1 f)))"
by (rule_tac x=d in exI) (simp add: \<open>d > 0\<close>)
}
then obtain ee where ee:
"\<And>t. t \<in> {0..1} \<Longrightarrow> ee t > 0 \<and>
(\<forall>t1 t2. t1 \<in> {0..1} \<longrightarrow> t2 \<in> {0..1} \<longrightarrow> \<bar>t1 - t\<bar> < ee t \<longrightarrow> \<bar>t2 - t\<bar> < ee t
\<longrightarrow> (\<exists>d. 0 < d \<and>
(\<forall>g1 g2. valid_path g1 \<and> valid_path g2 \<and>
(\<forall>u \<in> {0..1}.
norm(g1 u - k((t1,u))) < d \<and> norm(g2 u - k((t2,u))) < d) \<and>
linked_paths atends g1 g2
\<longrightarrow> contour_integral g2 f = contour_integral g1 f)))"
by metis
note ee_rule = ee [THEN conjunct2, rule_format]
def C \<equiv> "(\<lambda>t. ball t (ee t / 3)) ` {0..1}"
have "\<forall>t \<in> C. open t" by (simp add: C_def)
moreover have "{0..1} \<subseteq> \<Union>C"
using ee [THEN conjunct1] by (auto simp: C_def dist_norm)
ultimately obtain C' where C': "C' \<subseteq> C" "finite C'" and C'01: "{0..1} \<subseteq> \<Union>C'"
by (rule compactE [OF compact_interval])
def kk \<equiv> "{t \<in> {0..1}. ball t (ee t / 3) \<in> C'}"
have kk01: "kk \<subseteq> {0..1}" by (auto simp: kk_def)
def e \<equiv> "Min (ee ` kk)"
have C'_eq: "C' = (\<lambda>t. ball t (ee t / 3)) ` kk"
using C' by (auto simp: kk_def C_def)
have ee_pos[simp]: "\<And>t. t \<in> {0..1} \<Longrightarrow> ee t > 0"
by (simp add: kk_def ee)
moreover have "finite kk"
using \<open>finite C'\<close> kk01 by (force simp: C'_eq inj_on_def ball_eq_ball_iff dest: ee_pos finite_imageD)
moreover have "kk \<noteq> {}" using \<open>{0..1} \<subseteq> \<Union>C'\<close> C'_eq by force
ultimately have "e > 0"
using finite_less_Inf_iff [of "ee ` kk" 0] kk01 by (force simp: e_def)
then obtain N::nat where "N > 0" and N: "1/N < e/3"
by (meson divide_pos_pos nat_approx_posE zero_less_Suc zero_less_numeral)
have e_le_ee: "\<And>i. i \<in> kk \<Longrightarrow> e \<le> ee i"
using \<open>finite kk\<close> by (simp add: e_def Min_le_iff [of "ee ` kk"])
have plus: "\<exists>t \<in> kk. x \<in> ball t (ee t / 3)" if "x \<in> {0..1}" for x
using C' subsetD [OF C'01 that] unfolding C'_eq by blast
have [OF order_refl]:
"\<exists>d. 0 < d \<and> (\<forall>j. valid_path j \<and> (\<forall>u \<in> {0..1}. norm(j u - k (n/N, u)) < d) \<and> linked_paths atends g j
\<longrightarrow> contour_integral j f = contour_integral g f)"
if "n \<le> N" for n
using that
proof (induct n)
case 0 show ?case using ee_rule [of 0 0 0]
apply clarsimp
apply (rule_tac x=d in exI, safe)
by (metis diff_self vpg norm_zero)
next
case (Suc n)
then have N01: "n/N \<in> {0..1}" "(Suc n)/N \<in> {0..1}" by auto
then obtain t where t: "t \<in> kk" "n/N \<in> ball t (ee t / 3)"
using plus [of "n/N"] by blast
then have nN_less: "\<bar>n/N - t\<bar> < ee t"
by (simp add: dist_norm del: less_divide_eq_numeral1)
have n'N_less: "\<bar>real (Suc n) / real N - t\<bar> < ee t"
using t N \<open>N > 0\<close> e_le_ee [of t]
by (simp add: dist_norm add_divide_distrib abs_diff_less_iff del: less_divide_eq_numeral1) (simp add: field_simps)
have t01: "t \<in> {0..1}" using \<open>kk \<subseteq> {0..1}\<close> \<open>t \<in> kk\<close> by blast
obtain d1 where "d1 > 0" and d1:
"\<And>g1 g2. \<lbrakk>valid_path g1; valid_path g2;
\<forall>u\<in>{0..1}. cmod (g1 u - k (n/N, u)) < d1 \<and> cmod (g2 u - k ((Suc n) / N, u)) < d1;
linked_paths atends g1 g2\<rbrakk>
\<Longrightarrow> contour_integral g2 f = contour_integral g1 f"
using ee [THEN conjunct2, rule_format, OF t01 N01 nN_less n'N_less] by fastforce
have "n \<le> N" using Suc.prems by auto
with Suc.hyps
obtain d2 where "d2 > 0"
and d2: "\<And>j. \<lbrakk>valid_path j; \<forall>u\<in>{0..1}. cmod (j u - k (n/N, u)) < d2; linked_paths atends g j\<rbrakk>
\<Longrightarrow> contour_integral j f = contour_integral g f"
by auto
have "continuous_on {0..1} (k o (\<lambda>u. (n/N, u)))"
apply (rule continuous_intros continuous_on_subset [OF contk])+
using N01 by auto
then have pkn: "path (\<lambda>u. k (n/N, u))"
by (simp add: path_def)
have min12: "min d1 d2 > 0" by (simp add: \<open>0 < d1\<close> \<open>0 < d2\<close>)
obtain p where "polynomial_function p"
and psf: "pathstart p = pathstart (\<lambda>u. k (n/N, u))"
"pathfinish p = pathfinish (\<lambda>u. k (n/N, u))"
and pk_le: "\<And>t. t\<in>{0..1} \<Longrightarrow> cmod (p t - k (n/N, t)) < min d1 d2"
using path_approx_polynomial_function [OF pkn min12] by blast
then have vpp: "valid_path p" using valid_path_polynomial_function by blast
have lpa: "linked_paths atends g p"
by (metis (mono_tags, lifting) N01(1) ksf linked_paths_def pathfinish_def pathstart_def psf)
show ?case
apply (rule_tac x="min d1 d2" in exI)
apply (simp add: \<open>0 < d1\<close> \<open>0 < d2\<close>, clarify)
apply (rule_tac s="contour_integral p f" in trans)
using pk_le N01(1) ksf pathfinish_def pathstart_def
apply (force intro!: vpp d1 simp add: linked_paths_def psf ksf)
using pk_le N01 apply (force intro!: vpp d2 lpa simp add: linked_paths_def psf ksf)
done
qed
then obtain d where "0 < d"
"\<And>j. valid_path j \<and> (\<forall>u \<in> {0..1}. norm(j u - k (1,u)) < d) \<and>
linked_paths atends g j
\<Longrightarrow> contour_integral j f = contour_integral g f"
using \<open>N>0\<close> by auto
then have "linked_paths atends g h \<Longrightarrow> contour_integral h f = contour_integral g f"
using \<open>N>0\<close> vph by fastforce
then show ?thesis
by (simp add: pathsf)
qed
proposition Cauchy_theorem_homotopic_paths:
assumes hom: "homotopic_paths s g h"
and "open s" and f: "f holomorphic_on s"
and vpg: "valid_path g" and vph: "valid_path h"
shows "contour_integral g f = contour_integral h f"
using Cauchy_theorem_homotopic [of True s g h] assms by simp
proposition Cauchy_theorem_homotopic_loops:
assumes hom: "homotopic_loops s g h"
and "open s" and f: "f holomorphic_on s"
and vpg: "valid_path g" and vph: "valid_path h"
shows "contour_integral g f = contour_integral h f"
using Cauchy_theorem_homotopic [of False s g h] assms by simp
lemma has_contour_integral_newpath:
"\<lbrakk>(f has_contour_integral y) h; f contour_integrable_on g; contour_integral g f = contour_integral h f\<rbrakk>
\<Longrightarrow> (f has_contour_integral y) g"
using has_contour_integral_integral contour_integral_unique by auto
lemma Cauchy_theorem_null_homotopic:
"\<lbrakk>f holomorphic_on s; open s; valid_path g; homotopic_loops s g (linepath a a)\<rbrakk> \<Longrightarrow> (f has_contour_integral 0) g"
apply (rule has_contour_integral_newpath [where h = "linepath a a"], simp)
using contour_integrable_holomorphic_simple
apply (blast dest: holomorphic_on_imp_continuous_on homotopic_loops_imp_subset)
by (simp add: Cauchy_theorem_homotopic_loops)
subsection\<open>More winding number properties\<close>
text\<open>including the fact that it's +-1 inside a simple closed curve.\<close>
lemma winding_number_homotopic_paths:
assumes "homotopic_paths (-{z}) g h"
shows "winding_number g z = winding_number h z"
proof -
have "path g" "path h" using homotopic_paths_imp_path [OF assms] by auto
moreover have pag: "z \<notin> path_image g" and pah: "z \<notin> path_image h"
using homotopic_paths_imp_subset [OF assms] by auto
ultimately obtain d e where "d > 0" "e > 0"
and d: "\<And>p. \<lbrakk>path p; pathstart p = pathstart g; pathfinish p = pathfinish g; \<forall>t\<in>{0..1}. norm (p t - g t) < d\<rbrakk>
\<Longrightarrow> homotopic_paths (-{z}) g p"
and e: "\<And>q. \<lbrakk>path q; pathstart q = pathstart h; pathfinish q = pathfinish h; \<forall>t\<in>{0..1}. norm (q t - h t) < e\<rbrakk>
\<Longrightarrow> homotopic_paths (-{z}) h q"
using homotopic_nearby_paths [of g "-{z}"] homotopic_nearby_paths [of h "-{z}"] by force
obtain p where p:
"valid_path p" "z \<notin> path_image p"
"pathstart p = pathstart g" "pathfinish p = pathfinish g"
and gp_less:"\<forall>t\<in>{0..1}. cmod (g t - p t) < d"
and pap: "contour_integral p (\<lambda>w. 1 / (w - z)) = complex_of_real (2 * pi) * \<i> * winding_number g z"
using winding_number [OF \<open>path g\<close> pag \<open>0 < d\<close>] by blast
obtain q where q:
"valid_path q" "z \<notin> path_image q"
"pathstart q = pathstart h" "pathfinish q = pathfinish h"
and hq_less: "\<forall>t\<in>{0..1}. cmod (h t - q t) < e"
and paq: "contour_integral q (\<lambda>w. 1 / (w - z)) = complex_of_real (2 * pi) * \<i> * winding_number h z"
using winding_number [OF \<open>path h\<close> pah \<open>0 < e\<close>] by blast
have gp: "homotopic_paths (- {z}) g p"
by (simp add: d p valid_path_imp_path norm_minus_commute gp_less)
have hq: "homotopic_paths (- {z}) h q"
by (simp add: e q valid_path_imp_path norm_minus_commute hq_less)
have "contour_integral p (\<lambda>w. 1/(w - z)) = contour_integral q (\<lambda>w. 1/(w - z))"
apply (rule Cauchy_theorem_homotopic_paths [of "-{z}"])
apply (blast intro: homotopic_paths_trans homotopic_paths_sym gp hq assms)
apply (auto intro!: holomorphic_intros simp: p q)
done
then show ?thesis
by (simp add: pap paq)
qed
lemma winding_number_homotopic_loops:
assumes "homotopic_loops (-{z}) g h"
shows "winding_number g z = winding_number h z"
proof -
have "path g" "path h" using homotopic_loops_imp_path [OF assms] by auto
moreover have pag: "z \<notin> path_image g" and pah: "z \<notin> path_image h"
using homotopic_loops_imp_subset [OF assms] by auto
moreover have gloop: "pathfinish g = pathstart g" and hloop: "pathfinish h = pathstart h"
using homotopic_loops_imp_loop [OF assms] by auto
ultimately obtain d e where "d > 0" "e > 0"
and d: "\<And>p. \<lbrakk>path p; pathfinish p = pathstart p; \<forall>t\<in>{0..1}. norm (p t - g t) < d\<rbrakk>
\<Longrightarrow> homotopic_loops (-{z}) g p"
and e: "\<And>q. \<lbrakk>path q; pathfinish q = pathstart q; \<forall>t\<in>{0..1}. norm (q t - h t) < e\<rbrakk>
\<Longrightarrow> homotopic_loops (-{z}) h q"
using homotopic_nearby_loops [of g "-{z}"] homotopic_nearby_loops [of h "-{z}"] by force
obtain p where p:
"valid_path p" "z \<notin> path_image p"
"pathstart p = pathstart g" "pathfinish p = pathfinish g"
and gp_less:"\<forall>t\<in>{0..1}. cmod (g t - p t) < d"
and pap: "contour_integral p (\<lambda>w. 1 / (w - z)) = complex_of_real (2 * pi) * \<i> * winding_number g z"
using winding_number [OF \<open>path g\<close> pag \<open>0 < d\<close>] by blast
obtain q where q:
"valid_path q" "z \<notin> path_image q"
"pathstart q = pathstart h" "pathfinish q = pathfinish h"
and hq_less: "\<forall>t\<in>{0..1}. cmod (h t - q t) < e"
and paq: "contour_integral q (\<lambda>w. 1 / (w - z)) = complex_of_real (2 * pi) * \<i> * winding_number h z"
using winding_number [OF \<open>path h\<close> pah \<open>0 < e\<close>] by blast
have gp: "homotopic_loops (- {z}) g p"
by (simp add: gloop d gp_less norm_minus_commute p valid_path_imp_path)
have hq: "homotopic_loops (- {z}) h q"
by (simp add: e hloop hq_less norm_minus_commute q valid_path_imp_path)
have "contour_integral p (\<lambda>w. 1/(w - z)) = contour_integral q (\<lambda>w. 1/(w - z))"
apply (rule Cauchy_theorem_homotopic_loops [of "-{z}"])
apply (blast intro: homotopic_loops_trans homotopic_loops_sym gp hq assms)
apply (auto intro!: holomorphic_intros simp: p q)
done
then show ?thesis
by (simp add: pap paq)
qed
lemma winding_number_paths_linear_eq:
"\<lbrakk>path g; path h; pathstart h = pathstart g; pathfinish h = pathfinish g;
\<And>t. t \<in> {0..1} \<Longrightarrow> z \<notin> closed_segment (g t) (h t)\<rbrakk>
\<Longrightarrow> winding_number h z = winding_number g z"
by (blast intro: sym homotopic_paths_linear winding_number_homotopic_paths elim: )
lemma winding_number_loops_linear_eq:
"\<lbrakk>path g; path h; pathfinish g = pathstart g; pathfinish h = pathstart h;
\<And>t. t \<in> {0..1} \<Longrightarrow> z \<notin> closed_segment (g t) (h t)\<rbrakk>
\<Longrightarrow> winding_number h z = winding_number g z"
by (blast intro: sym homotopic_loops_linear winding_number_homotopic_loops elim: )
lemma winding_number_nearby_paths_eq:
"\<lbrakk>path g; path h;
pathstart h = pathstart g; pathfinish h = pathfinish g;
\<And>t. t \<in> {0..1} \<Longrightarrow> norm(h t - g t) < norm(g t - z)\<rbrakk>
\<Longrightarrow> winding_number h z = winding_number g z"
by (metis segment_bound(2) norm_minus_commute not_le winding_number_paths_linear_eq)
lemma winding_number_nearby_loops_eq:
"\<lbrakk>path g; path h;
pathfinish g = pathstart g;
pathfinish h = pathstart h;
\<And>t. t \<in> {0..1} \<Longrightarrow> norm(h t - g t) < norm(g t - z)\<rbrakk>
\<Longrightarrow> winding_number h z = winding_number g z"
by (metis segment_bound(2) norm_minus_commute not_le winding_number_loops_linear_eq)
proposition winding_number_subpath_combine:
"\<lbrakk>path g; z \<notin> path_image g;
u \<in> {0..1}; v \<in> {0..1}; w \<in> {0..1}\<rbrakk>
\<Longrightarrow> winding_number (subpath u v g) z + winding_number (subpath v w g) z =
winding_number (subpath u w g) z"
apply (rule trans [OF winding_number_join [THEN sym]
winding_number_homotopic_paths [OF homotopic_join_subpaths]])
apply (auto dest: path_image_subpath_subset)
done
subsection\<open>Partial circle path\<close>
definition part_circlepath :: "[complex, real, real, real, real] \<Rightarrow> complex"
where "part_circlepath z r s t \<equiv> \<lambda>x. z + of_real r * exp (ii * of_real (linepath s t x))"
lemma pathstart_part_circlepath [simp]:
"pathstart(part_circlepath z r s t) = z + r*exp(ii * s)"
by (metis part_circlepath_def pathstart_def pathstart_linepath)
lemma pathfinish_part_circlepath [simp]:
"pathfinish(part_circlepath z r s t) = z + r*exp(ii*t)"
by (metis part_circlepath_def pathfinish_def pathfinish_linepath)
proposition has_vector_derivative_part_circlepath [derivative_intros]:
"((part_circlepath z r s t) has_vector_derivative
(ii * r * (of_real t - of_real s) * exp(ii * linepath s t x)))
(at x within X)"
apply (simp add: part_circlepath_def linepath_def scaleR_conv_of_real)
apply (rule has_vector_derivative_real_complex)
apply (rule derivative_eq_intros | simp)+
done
corollary vector_derivative_part_circlepath:
"vector_derivative (part_circlepath z r s t) (at x) =
ii * r * (of_real t - of_real s) * exp(ii * linepath s t x)"
using has_vector_derivative_part_circlepath vector_derivative_at by blast
corollary vector_derivative_part_circlepath01:
"\<lbrakk>0 \<le> x; x \<le> 1\<rbrakk>
\<Longrightarrow> vector_derivative (part_circlepath z r s t) (at x within {0..1}) =
ii * r * (of_real t - of_real s) * exp(ii * linepath s t x)"
using has_vector_derivative_part_circlepath
by (auto simp: vector_derivative_at_within_ivl)
lemma valid_path_part_circlepath [simp]: "valid_path (part_circlepath z r s t)"
apply (simp add: valid_path_def)
apply (rule C1_differentiable_imp_piecewise)
apply (auto simp: C1_differentiable_on_eq vector_derivative_works vector_derivative_part_circlepath has_vector_derivative_part_circlepath
intro!: continuous_intros)
done
lemma path_part_circlepath [simp]: "path (part_circlepath z r s t)"
by (simp add: valid_path_imp_path)
proposition path_image_part_circlepath:
assumes "s \<le> t"
shows "path_image (part_circlepath z r s t) = {z + r * exp(ii * of_real x) | x. s \<le> x \<and> x \<le> t}"
proof -
{ fix z::real
assume "0 \<le> z" "z \<le> 1"
with \<open>s \<le> t\<close> have "\<exists>x. (exp (\<i> * linepath s t z) = exp (\<i> * of_real x)) \<and> s \<le> x \<and> x \<le> t"
apply (rule_tac x="(1 - z) * s + z * t" in exI)
apply (simp add: linepath_def scaleR_conv_of_real algebra_simps)
apply (rule conjI)
using mult_right_mono apply blast
using affine_ineq by (metis "mult.commute")
}
moreover
{ fix z
assume "s \<le> z" "z \<le> t"
then have "z + of_real r * exp (\<i> * of_real z) \<in> (\<lambda>x. z + of_real r * exp (\<i> * linepath s t x)) ` {0..1}"
apply (rule_tac x="(z - s)/(t - s)" in image_eqI)
apply (simp add: linepath_def scaleR_conv_of_real divide_simps exp_eq)
apply (auto simp: algebra_simps divide_simps)
done
}
ultimately show ?thesis
by (fastforce simp add: path_image_def part_circlepath_def)
qed
corollary path_image_part_circlepath_subset:
"\<lbrakk>s \<le> t; 0 \<le> r\<rbrakk> \<Longrightarrow> path_image(part_circlepath z r s t) \<subseteq> sphere z r"
by (auto simp: path_image_part_circlepath sphere_def dist_norm algebra_simps norm_mult)
proposition in_path_image_part_circlepath:
assumes "w \<in> path_image(part_circlepath z r s t)" "s \<le> t" "0 \<le> r"
shows "norm(w - z) = r"
proof -
have "w \<in> {c. dist z c = r}"
by (metis (no_types) path_image_part_circlepath_subset sphere_def subset_eq assms)
thus ?thesis
by (simp add: dist_norm norm_minus_commute)
qed
proposition finite_bounded_log: "finite {z::complex. norm z \<le> b \<and> exp z = w}"
proof (cases "w = 0")
case True then show ?thesis by auto
next
case False
have *: "finite {x. cmod (complex_of_real (2 * real_of_int x * pi) * \<i>) \<le> b + cmod (Ln w)}"
apply (simp add: norm_mult finite_int_iff_bounded_le)
apply (rule_tac x="\<lfloor>(b + cmod (Ln w)) / (2*pi)\<rfloor>" in exI)
apply (auto simp: divide_simps le_floor_iff)
done
have [simp]: "\<And>P f. {z. P z \<and> (\<exists>n. z = f n)} = f ` {n. P (f n)}"
by blast
show ?thesis
apply (subst exp_Ln [OF False, symmetric])
apply (simp add: exp_eq)
using norm_add_leD apply (fastforce intro: finite_subset [OF _ *])
done
qed
lemma finite_bounded_log2:
fixes a::complex
assumes "a \<noteq> 0"
shows "finite {z. norm z \<le> b \<and> exp(a*z) = w}"
proof -
have *: "finite ((\<lambda>z. z / a) ` {z. cmod z \<le> b * cmod a \<and> exp z = w})"
by (rule finite_imageI [OF finite_bounded_log])
show ?thesis
by (rule finite_subset [OF _ *]) (force simp: assms norm_mult)
qed
proposition has_contour_integral_bound_part_circlepath_strong:
assumes fi: "(f has_contour_integral i) (part_circlepath z r s t)"
and "finite k" and le: "0 \<le> B" "0 < r" "s \<le> t"
and B: "\<And>x. x \<in> path_image(part_circlepath z r s t) - k \<Longrightarrow> norm(f x) \<le> B"
shows "cmod i \<le> B * r * (t - s)"
proof -
consider "s = t" | "s < t" using \<open>s \<le> t\<close> by linarith
then show ?thesis
proof cases
case 1 with fi [unfolded has_contour_integral]
have "i = 0" by (simp add: vector_derivative_part_circlepath)
with assms show ?thesis by simp
next
case 2
have [simp]: "\<bar>r\<bar> = r" using \<open>r > 0\<close> by linarith
have [simp]: "cmod (complex_of_real t - complex_of_real s) = t-s"
by (metis "2" abs_of_pos diff_gt_0_iff_gt norm_of_real of_real_diff)
have "finite (part_circlepath z r s t -` {y} \<inter> {0..1})" if "y \<in> k" for y
proof -
def w \<equiv> "(y - z)/of_real r / exp(ii * of_real s)"
have fin: "finite (of_real -` {z. cmod z \<le> 1 \<and> exp (\<i> * complex_of_real (t - s) * z) = w})"
apply (rule finite_vimageI [OF finite_bounded_log2])
using \<open>s < t\<close> apply (auto simp: inj_of_real)
done
show ?thesis
apply (simp add: part_circlepath_def linepath_def vimage_def)
apply (rule finite_subset [OF _ fin])
using le
apply (auto simp: w_def algebra_simps scaleR_conv_of_real exp_add exp_diff)
done
qed
then have fin01: "finite ((part_circlepath z r s t) -` k \<inter> {0..1})"
by (rule finite_finite_vimage_IntI [OF \<open>finite k\<close>])
have **: "((\<lambda>x. if (part_circlepath z r s t x) \<in> k then 0
else f(part_circlepath z r s t x) *
vector_derivative (part_circlepath z r s t) (at x)) has_integral i) {0..1}"
apply (rule has_integral_spike
[where f = "\<lambda>x. f(part_circlepath z r s t x) * vector_derivative (part_circlepath z r s t) (at x)"])
apply (rule negligible_finite [OF fin01])
using fi has_contour_integral
apply auto
done
have *: "\<And>x. \<lbrakk>0 \<le> x; x \<le> 1; part_circlepath z r s t x \<notin> k\<rbrakk> \<Longrightarrow> cmod (f (part_circlepath z r s t x)) \<le> B"
by (auto intro!: B [unfolded path_image_def image_def, simplified])
show ?thesis
apply (rule has_integral_bound [where 'a=real, simplified, OF _ **, simplified])
using assms apply force
apply (simp add: norm_mult vector_derivative_part_circlepath)
using le * "2" \<open>r > 0\<close> by auto
qed
qed
corollary has_contour_integral_bound_part_circlepath:
"\<lbrakk>(f has_contour_integral i) (part_circlepath z r s t);
0 \<le> B; 0 < r; s \<le> t;
\<And>x. x \<in> path_image(part_circlepath z r s t) \<Longrightarrow> norm(f x) \<le> B\<rbrakk>
\<Longrightarrow> norm i \<le> B*r*(t - s)"
by (auto intro: has_contour_integral_bound_part_circlepath_strong)
proposition contour_integrable_continuous_part_circlepath:
"continuous_on (path_image (part_circlepath z r s t)) f
\<Longrightarrow> f contour_integrable_on (part_circlepath z r s t)"
apply (simp add: contour_integrable_on has_contour_integral_def vector_derivative_part_circlepath path_image_def)
apply (rule integrable_continuous_real)
apply (fast intro: path_part_circlepath [unfolded path_def] continuous_intros continuous_on_compose2 [where g=f, OF _ _ order_refl])
done
proposition winding_number_part_circlepath_pos_less:
assumes "s < t" and no: "norm(w - z) < r"
shows "0 < Re (winding_number(part_circlepath z r s t) w)"
proof -
have "0 < r" by (meson no norm_not_less_zero not_le order.strict_trans2)
note valid_path_part_circlepath
moreover have " w \<notin> path_image (part_circlepath z r s t)"
using assms by (auto simp: path_image_def image_def part_circlepath_def norm_mult linepath_def)
moreover have "0 < r * (t - s) * (r - cmod (w - z))"
using assms by (metis \<open>0 < r\<close> diff_gt_0_iff_gt mult_pos_pos)
ultimately show ?thesis
apply (rule winding_number_pos_lt [where e = "r*(t - s)*(r - norm(w - z))"])
apply (simp add: vector_derivative_part_circlepath right_diff_distrib [symmetric] mult_ac)
apply (rule mult_left_mono)+
using Re_Im_le_cmod [of "w-z" "linepath s t x" for x]
apply (simp add: exp_Euler cos_of_real sin_of_real part_circlepath_def algebra_simps cos_squared_eq [unfolded power2_eq_square])
using assms \<open>0 < r\<close> by auto
qed
proposition simple_path_part_circlepath:
"simple_path(part_circlepath z r s t) \<longleftrightarrow> (r \<noteq> 0 \<and> s \<noteq> t \<and> \<bar>s - t\<bar> \<le> 2*pi)"
proof (cases "r = 0 \<or> s = t")
case True
then show ?thesis
apply (rule disjE)
apply (force simp: part_circlepath_def simple_path_def intro: bexI [where x = "1/4"] bexI [where x = "1/3"])+
done
next
case False then have "r \<noteq> 0" "s \<noteq> t" by auto
have *: "\<And>x y z s t. ii*((1 - x) * s + x * t) = ii*(((1 - y) * s + y * t)) + z \<longleftrightarrow> ii*(x - y) * (t - s) = z"
by (simp add: algebra_simps)
have abs01: "\<And>x y::real. 0 \<le> x \<and> x \<le> 1 \<and> 0 \<le> y \<and> y \<le> 1
\<Longrightarrow> (x = y \<or> x = 0 \<and> y = 1 \<or> x = 1 \<and> y = 0 \<longleftrightarrow> \<bar>x - y\<bar> \<in> {0,1})"
by auto
have abs_away: "\<And>P. (\<forall>x\<in>{0..1}. \<forall>y\<in>{0..1}. P \<bar>x - y\<bar>) \<longleftrightarrow> (\<forall>x::real. 0 \<le> x \<and> x \<le> 1 \<longrightarrow> P x)"
by force
have **: "\<And>x y. (\<exists>n. (complex_of_real x - of_real y) * (of_real t - of_real s) = 2 * (of_int n * of_real pi)) \<longleftrightarrow>
(\<exists>n. \<bar>x - y\<bar> * (t - s) = 2 * (of_int n * pi))"
by (force simp: algebra_simps abs_if dest: arg_cong [where f=Re] arg_cong [where f=complex_of_real]
intro: exI [where x = "-n" for n])
have 1: "\<forall>x. 0 \<le> x \<and> x \<le> 1 \<longrightarrow> (\<exists>n. x * (t - s) = 2 * (real_of_int n * pi)) \<longrightarrow> x = 0 \<or> x = 1 \<Longrightarrow> \<bar>s - t\<bar> \<le> 2 * pi"
apply (rule ccontr)
apply (drule_tac x="2*pi / \<bar>t - s\<bar>" in spec)
using False
apply (simp add: abs_minus_commute divide_simps)
apply (frule_tac x=1 in spec)
apply (drule_tac x="-1" in spec)
apply (simp add:)
done
have 2: "\<bar>s - t\<bar> = \<bar>2 * (real_of_int n * pi) / x\<bar>" if "x \<noteq> 0" "x * (t - s) = 2 * (real_of_int n * pi)" for x n
proof -
have "t-s = 2 * (real_of_int n * pi)/x"
using that by (simp add: field_simps)
then show ?thesis by (metis abs_minus_commute)
qed
show ?thesis using False
apply (simp add: simple_path_def path_part_circlepath)
apply (simp add: part_circlepath_def linepath_def exp_eq * ** abs01 del: Set.insert_iff)
apply (subst abs_away)
apply (auto simp: 1)
apply (rule ccontr)
apply (auto simp: 2 divide_simps abs_mult dest: of_int_leD)
done
qed
proposition arc_part_circlepath:
assumes "r \<noteq> 0" "s \<noteq> t" "\<bar>s - t\<bar> < 2*pi"
shows "arc (part_circlepath z r s t)"
proof -
have *: "x = y" if eq: "\<i> * (linepath s t x) = \<i> * (linepath s t y) + 2 * of_int n * complex_of_real pi * \<i>"
and x: "x \<in> {0..1}" and y: "y \<in> {0..1}" for x y n
proof -
have "(linepath s t x) = (linepath s t y) + 2 * of_int n * complex_of_real pi"
by (metis add_divide_eq_iff complex_i_not_zero mult.commute nonzero_mult_divide_cancel_left eq)
then have "s*y + t*x = s*x + (t*y + of_int n * (pi * 2))"
by (force simp: algebra_simps linepath_def dest: arg_cong [where f=Re])
then have st: "x \<noteq> y \<Longrightarrow> (s-t) = (of_int n * (pi * 2) / (y-x))"
by (force simp: field_simps)
show ?thesis
apply (rule ccontr)
using assms x y
apply (simp add: st abs_mult field_simps)
using st
apply (auto simp: dest: of_int_lessD)
done
qed
show ?thesis
using assms
apply (simp add: arc_def)
apply (simp add: part_circlepath_def inj_on_def exp_eq)
apply (blast intro: *)
done
qed
subsection\<open>Special case of one complete circle\<close>
definition circlepath :: "[complex, real, real] \<Rightarrow> complex"
where "circlepath z r \<equiv> part_circlepath z r 0 (2*pi)"
lemma circlepath: "circlepath z r = (\<lambda>x. z + r * exp(2 * of_real pi * ii * of_real x))"
by (simp add: circlepath_def part_circlepath_def linepath_def algebra_simps)
lemma pathstart_circlepath [simp]: "pathstart (circlepath z r) = z + r"
by (simp add: circlepath_def)
lemma pathfinish_circlepath [simp]: "pathfinish (circlepath z r) = z + r"
by (simp add: circlepath_def) (metis exp_two_pi_i mult.commute)
lemma circlepath_minus: "circlepath z (-r) x = circlepath z r (x + 1/2)"
proof -
have "z + of_real r * exp (2 * pi * \<i> * (x + 1 / 2)) =
z + of_real r * exp (2 * pi * \<i> * x + pi * \<i>)"
by (simp add: divide_simps) (simp add: algebra_simps)
also have "... = z - r * exp (2 * pi * \<i> * x)"
by (simp add: exp_add)
finally show ?thesis
by (simp add: circlepath path_image_def sphere_def dist_norm)
qed
lemma circlepath_add1: "circlepath z r (x+1) = circlepath z r x"
using circlepath_minus [of z r "x+1/2"] circlepath_minus [of z "-r" x]
by (simp add: add.commute)
lemma circlepath_add_half: "circlepath z r (x + 1/2) = circlepath z r (x - 1/2)"
using circlepath_add1 [of z r "x-1/2"]
by (simp add: add.commute)
lemma path_image_circlepath_minus_subset:
"path_image (circlepath z (-r)) \<subseteq> path_image (circlepath z r)"
apply (simp add: path_image_def image_def circlepath_minus, clarify)
apply (case_tac "xa \<le> 1/2", force)
apply (force simp add: circlepath_add_half)+
done
lemma path_image_circlepath_minus: "path_image (circlepath z (-r)) = path_image (circlepath z r)"
using path_image_circlepath_minus_subset by fastforce
proposition has_vector_derivative_circlepath [derivative_intros]:
"((circlepath z r) has_vector_derivative (2 * pi * ii * r * exp (2 * of_real pi * ii * of_real x)))
(at x within X)"
apply (simp add: circlepath_def scaleR_conv_of_real)
apply (rule derivative_eq_intros)
apply (simp add: algebra_simps)
done
corollary vector_derivative_circlepath:
"vector_derivative (circlepath z r) (at x) =
2 * pi * ii * r * exp(2 * of_real pi * ii * x)"
using has_vector_derivative_circlepath vector_derivative_at by blast
corollary vector_derivative_circlepath01:
"\<lbrakk>0 \<le> x; x \<le> 1\<rbrakk>
\<Longrightarrow> vector_derivative (circlepath z r) (at x within {0..1}) =
2 * pi * ii * r * exp(2 * of_real pi * ii * x)"
using has_vector_derivative_circlepath
by (auto simp: vector_derivative_at_within_ivl)
lemma valid_path_circlepath [simp]: "valid_path (circlepath z r)"
by (simp add: circlepath_def)
lemma path_circlepath [simp]: "path (circlepath z r)"
by (simp add: valid_path_imp_path)
lemma path_image_circlepath_nonneg:
assumes "0 \<le> r" shows "path_image (circlepath z r) = sphere z r"
proof -
have *: "x \<in> (\<lambda>u. z + (cmod (x - z)) * exp (\<i> * (of_real u * (of_real pi * 2)))) ` {0..1}" for x
proof (cases "x = z")
case True then show ?thesis by force
next
case False
def w \<equiv> "x - z"
then have "w \<noteq> 0" by (simp add: False)
have **: "\<And>t. \<lbrakk>Re w = cos t * cmod w; Im w = sin t * cmod w\<rbrakk> \<Longrightarrow> w = of_real (cmod w) * exp (\<i> * t)"
using cis_conv_exp complex_eq_iff by auto
show ?thesis
apply (rule sincos_total_2pi [of "Re(w/of_real(norm w))" "Im(w/of_real(norm w))"])
apply (simp add: divide_simps \<open>w \<noteq> 0\<close> cmod_power2 [symmetric])
apply (rule_tac x="t / (2*pi)" in image_eqI)
apply (simp add: divide_simps \<open>w \<noteq> 0\<close>)
using False **
apply (auto simp: w_def)
done
qed
show ?thesis
unfolding circlepath path_image_def sphere_def dist_norm
by (force simp: assms algebra_simps norm_mult norm_minus_commute intro: *)
qed
proposition path_image_circlepath [simp]:
"path_image (circlepath z r) = sphere z \<bar>r\<bar>"
using path_image_circlepath_minus
by (force simp add: path_image_circlepath_nonneg abs_if)
lemma has_contour_integral_bound_circlepath_strong:
"\<lbrakk>(f has_contour_integral i) (circlepath z r);
finite k; 0 \<le> B; 0 < r;
\<And>x. \<lbrakk>norm(x - z) = r; x \<notin> k\<rbrakk> \<Longrightarrow> norm(f x) \<le> B\<rbrakk>
\<Longrightarrow> norm i \<le> B*(2*pi*r)"
unfolding circlepath_def
by (auto simp: algebra_simps in_path_image_part_circlepath dest!: has_contour_integral_bound_part_circlepath_strong)
corollary has_contour_integral_bound_circlepath:
"\<lbrakk>(f has_contour_integral i) (circlepath z r);
0 \<le> B; 0 < r; \<And>x. norm(x - z) = r \<Longrightarrow> norm(f x) \<le> B\<rbrakk>
\<Longrightarrow> norm i \<le> B*(2*pi*r)"
by (auto intro: has_contour_integral_bound_circlepath_strong)
proposition contour_integrable_continuous_circlepath:
"continuous_on (path_image (circlepath z r)) f
\<Longrightarrow> f contour_integrable_on (circlepath z r)"
by (simp add: circlepath_def contour_integrable_continuous_part_circlepath)
lemma simple_path_circlepath: "simple_path(circlepath z r) \<longleftrightarrow> (r \<noteq> 0)"
by (simp add: circlepath_def simple_path_part_circlepath)
lemma notin_path_image_circlepath [simp]: "cmod (w - z) < r \<Longrightarrow> w \<notin> path_image (circlepath z r)"
by (simp add: sphere_def dist_norm norm_minus_commute)
proposition contour_integral_circlepath:
"0 < r \<Longrightarrow> contour_integral (circlepath z r) (\<lambda>w. 1 / (w - z)) = 2 * complex_of_real pi * \<i>"
apply (rule contour_integral_unique)
apply (simp add: has_contour_integral_def)
apply (subst has_integral_cong)
apply (simp add: vector_derivative_circlepath01)
using has_integral_const_real [of _ 0 1]
apply (force simp: circlepath)
done
lemma winding_number_circlepath_centre: "0 < r \<Longrightarrow> winding_number (circlepath z r) z = 1"
apply (rule winding_number_unique_loop)
apply (simp_all add: sphere_def valid_path_imp_path)
apply (rule_tac x="circlepath z r" in exI)
apply (simp add: sphere_def contour_integral_circlepath)
done
proposition winding_number_circlepath:
assumes "norm(w - z) < r" shows "winding_number(circlepath z r) w = 1"
proof (cases "w = z")
case True then show ?thesis
using assms winding_number_circlepath_centre by auto
next
case False
have [simp]: "r > 0"
using assms le_less_trans norm_ge_zero by blast
def r' \<equiv> "norm(w - z)"
have "r' < r"
by (simp add: assms r'_def)
have disjo: "cball z r' \<inter> sphere z r = {}"
using \<open>r' < r\<close> by (force simp: cball_def sphere_def)
have "winding_number(circlepath z r) w = winding_number(circlepath z r) z"
apply (rule winding_number_around_inside [where s = "cball z r'"])
apply (simp_all add: disjo order.strict_implies_order winding_number_circlepath_centre)
apply (simp_all add: False r'_def dist_norm norm_minus_commute)
done
also have "... = 1"
by (simp add: winding_number_circlepath_centre)
finally show ?thesis .
qed
text\<open> Hence the Cauchy formula for points inside a circle.\<close>
theorem Cauchy_integral_circlepath:
assumes "continuous_on (cball z r) f" "f holomorphic_on (ball z r)" "norm(w - z) < r"
shows "((\<lambda>u. f u/(u - w)) has_contour_integral (2 * of_real pi * ii * f w))
(circlepath z r)"
proof -
have "r > 0"
using assms le_less_trans norm_ge_zero by blast
have "((\<lambda>u. f u / (u - w)) has_contour_integral (2 * pi) * \<i> * winding_number (circlepath z r) w * f w)
(circlepath z r)"
apply (rule Cauchy_integral_formula_weak [where s = "cball z r" and k = "{}"])
using assms \<open>r > 0\<close>
apply (simp_all add: dist_norm norm_minus_commute)
apply (metis at_within_interior dist_norm holomorphic_on_def interior_ball mem_ball norm_minus_commute)
apply (simp add: cball_def sphere_def dist_norm, clarify)
apply (simp add:)
by (metis dist_commute dist_norm less_irrefl)
then show ?thesis
by (simp add: winding_number_circlepath assms)
qed
corollary Cauchy_integral_circlepath_simple:
assumes "f holomorphic_on cball z r" "norm(w - z) < r"
shows "((\<lambda>u. f u/(u - w)) has_contour_integral (2 * of_real pi * ii * f w))
(circlepath z r)"
using assms by (force simp: holomorphic_on_imp_continuous_on holomorphic_on_subset Cauchy_integral_circlepath)
lemma no_bounded_connected_component_imp_winding_number_zero:
assumes g: "path g" "path_image g \<subseteq> s" "pathfinish g = pathstart g" "z \<notin> s"
and nb: "\<And>z. bounded (connected_component_set (- s) z) \<longrightarrow> z \<in> s"
shows "winding_number g z = 0"
apply (rule winding_number_zero_in_outside)
apply (simp_all add: assms)
by (metis nb [of z] \<open>path_image g \<subseteq> s\<close> \<open>z \<notin> s\<close> contra_subsetD mem_Collect_eq outside outside_mono)
lemma no_bounded_path_component_imp_winding_number_zero:
assumes g: "path g" "path_image g \<subseteq> s" "pathfinish g = pathstart g" "z \<notin> s"
and nb: "\<And>z. bounded (path_component_set (- s) z) \<longrightarrow> z \<in> s"
shows "winding_number g z = 0"
apply (rule no_bounded_connected_component_imp_winding_number_zero [OF g])
by (simp add: bounded_subset nb path_component_subset_connected_component)
subsection\<open> Uniform convergence of path integral\<close>
text\<open>Uniform convergence when the derivative of the path is bounded, and in particular for the special case of a circle.\<close>
proposition contour_integral_uniform_limit:
assumes ev_fint: "eventually (\<lambda>n::'a. (f n) contour_integrable_on \<gamma>) F"
and ev_no: "\<And>e. 0 < e \<Longrightarrow> eventually (\<lambda>n. \<forall>x \<in> path_image \<gamma>. norm(f n x - l x) < e) F"
and noleB: "\<And>t. t \<in> {0..1} \<Longrightarrow> norm (vector_derivative \<gamma> (at t)) \<le> B"
and \<gamma>: "valid_path \<gamma>"
and [simp]: "~ (trivial_limit F)"
shows "l contour_integrable_on \<gamma>" "((\<lambda>n. contour_integral \<gamma> (f n)) ---> contour_integral \<gamma> l) F"
proof -
have "0 \<le> B" by (meson noleB [of 0] atLeastAtMost_iff norm_ge_zero order_refl order_trans zero_le_one)
{ fix e::real
assume "0 < e"
then have eB: "0 < e / (\<bar>B\<bar> + 1)" by simp
obtain a where fga: "\<And>x. x \<in> {0..1} \<Longrightarrow> cmod (f a (\<gamma> x) - l (\<gamma> x)) < e / (\<bar>B\<bar> + 1)"
and inta: "(\<lambda>t. f a (\<gamma> t) * vector_derivative \<gamma> (at t)) integrable_on {0..1}"
using eventually_happens [OF eventually_conj [OF ev_no [OF eB] ev_fint]]
by (fastforce simp: contour_integrable_on path_image_def)
have Ble: "B * e / (\<bar>B\<bar> + 1) \<le> e"
using \<open>0 \<le> B\<close> \<open>0 < e\<close> by (simp add: divide_simps)
have "\<exists>h. (\<forall>x\<in>{0..1}. cmod (l (\<gamma> x) * vector_derivative \<gamma> (at x) - h x) \<le> e) \<and> h integrable_on {0..1}"
apply (rule_tac x="\<lambda>x. f (a::'a) (\<gamma> x) * vector_derivative \<gamma> (at x)" in exI)
apply (intro inta conjI ballI)
apply (rule order_trans [OF _ Ble])
apply (frule noleB)
apply (frule fga)
using \<open>0 \<le> B\<close> \<open>0 < e\<close>
apply (simp add: norm_mult left_diff_distrib [symmetric] norm_minus_commute divide_simps)
apply (drule (1) mult_mono [OF less_imp_le])
apply (simp_all add: mult_ac)
done
}
then show lintg: "l contour_integrable_on \<gamma>"
apply (simp add: contour_integrable_on)
apply (blast intro: integrable_uniform_limit_real)
done
{ fix e::real
def B' \<equiv> "B+1"
have B': "B' > 0" "B' > B" using \<open>0 \<le> B\<close> by (auto simp: B'_def)
assume "0 < e"
then have ev_no': "\<forall>\<^sub>F n in F. \<forall>x\<in>path_image \<gamma>. 2 * cmod (f n x - l x) < e / B'"
using ev_no [of "e / B' / 2"] B' by (simp add: field_simps)
have ie: "integral {0..1::real} (\<lambda>x. e / 2) < e" using \<open>0 < e\<close> by simp
have *: "cmod (f x (\<gamma> t) * vector_derivative \<gamma> (at t) - l (\<gamma> t) * vector_derivative \<gamma> (at t)) \<le> e / 2"
if t: "t\<in>{0..1}" and leB': "2 * cmod (f x (\<gamma> t) - l (\<gamma> t)) < e / B'" for x t
proof -
have "2 * cmod (f x (\<gamma> t) - l (\<gamma> t)) * cmod (vector_derivative \<gamma> (at t)) \<le> e * (B/ B')"
using mult_mono [OF less_imp_le [OF leB'] noleB] B' \<open>0 < e\<close> t by auto
also have "... < e"
by (simp add: B' \<open>0 < e\<close> mult_imp_div_pos_less)
finally have "2 * cmod (f x (\<gamma> t) - l (\<gamma> t)) * cmod (vector_derivative \<gamma> (at t)) < e" .
then show ?thesis
by (simp add: left_diff_distrib [symmetric] norm_mult)
qed
have "\<forall>\<^sub>F x in F. dist (contour_integral \<gamma> (f x)) (contour_integral \<gamma> l) < e"
apply (rule eventually_mono [OF eventually_conj [OF ev_no' ev_fint]])
apply (simp add: dist_norm contour_integrable_on path_image_def contour_integral_integral)
apply (simp add: lintg integral_diff [symmetric] contour_integrable_on [symmetric], clarify)
apply (rule le_less_trans [OF integral_norm_bound_integral ie])
apply (simp add: lintg integrable_diff contour_integrable_on [symmetric])
apply (blast intro: *)+
done
}
then show "((\<lambda>n. contour_integral \<gamma> (f n)) ---> contour_integral \<gamma> l) F"
by (rule tendstoI)
qed
proposition contour_integral_uniform_limit_circlepath:
assumes ev_fint: "eventually (\<lambda>n::'a. (f n) contour_integrable_on (circlepath z r)) F"
and ev_no: "\<And>e. 0 < e \<Longrightarrow> eventually (\<lambda>n. \<forall>x \<in> path_image (circlepath z r). norm(f n x - l x) < e) F"
and [simp]: "~ (trivial_limit F)" "0 < r"
shows "l contour_integrable_on (circlepath z r)" "((\<lambda>n. contour_integral (circlepath z r) (f n)) ---> contour_integral (circlepath z r) l) F"
by (auto simp: vector_derivative_circlepath norm_mult intro: contour_integral_uniform_limit assms)
subsection\<open> General stepping result for derivative formulas.\<close>
lemma sum_sqs_eq:
fixes x::"'a::idom" shows "x * x + y * y = x * (y * 2) \<Longrightarrow> y = x"
by algebra
proposition Cauchy_next_derivative:
assumes "continuous_on (path_image \<gamma>) f'"
and leB: "\<And>t. t \<in> {0..1} \<Longrightarrow> norm (vector_derivative \<gamma> (at t)) \<le> B"
and int: "\<And>w. w \<in> s - path_image \<gamma> \<Longrightarrow> ((\<lambda>u. f' u / (u - w)^k) has_contour_integral f w) \<gamma>"
and k: "k \<noteq> 0"
and "open s"
and \<gamma>: "valid_path \<gamma>"
and w: "w \<in> s - path_image \<gamma>"
shows "(\<lambda>u. f' u / (u - w)^(Suc k)) contour_integrable_on \<gamma>"
and "(f has_field_derivative (k * contour_integral \<gamma> (\<lambda>u. f' u/(u - w)^(Suc k))))
(at w)" (is "?thes2")
proof -
have "open (s - path_image \<gamma>)" using \<open>open s\<close> closed_valid_path_image \<gamma> by blast
then obtain d where "d>0" and d: "ball w d \<subseteq> s - path_image \<gamma>" using w
using open_contains_ball by blast
have [simp]: "\<And>n. cmod (1 + of_nat n) = 1 + of_nat n"
by (metis norm_of_nat of_nat_Suc)
have 1: "\<forall>\<^sub>F n in at w. (\<lambda>x. f' x * (inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / of_nat k)
contour_integrable_on \<gamma>"
apply (simp add: eventually_at)
apply (rule_tac x=d in exI)
apply (simp add: \<open>d > 0\<close> dist_norm field_simps, clarify)
apply (rule contour_integrable_div [OF contour_integrable_diff])
using int w d
apply (force simp: dist_norm norm_minus_commute intro!: has_contour_integral_integrable)+
done
have bim_g: "bounded (image f' (path_image \<gamma>))"
by (simp add: compact_imp_bounded compact_continuous_image compact_valid_path_image assms)
then obtain C where "C > 0" and C: "\<And>x. \<lbrakk>0 \<le> x; x \<le> 1\<rbrakk> \<Longrightarrow> cmod (f' (\<gamma> x)) \<le> C"
by (force simp: bounded_pos path_image_def)
have twom: "\<forall>\<^sub>F n in at w.
\<forall>x\<in>path_image \<gamma>.
cmod ((inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / k - inverse (x - w) ^ Suc k) < e"
if "0 < e" for e
proof -
have *: "cmod ((inverse (x - u) ^ k - inverse (x - w) ^ k) / ((u - w) * k) - inverse (x - w) ^ Suc k) < e"
if x: "x \<in> path_image \<gamma>" and "u \<noteq> w" and uwd: "cmod (u - w) < d/2"
and uw_less: "cmod (u - w) < e * (d / 2) ^ (k+2) / (1 + real k)"
for u x
proof -
def ff \<equiv> "\<lambda>n::nat. \<lambda>w. if n = 0 then inverse(x - w)^k
else if n = 1 then k / (x - w)^(Suc k)
else (k * of_real(Suc k)) / (x - w)^(k + 2)"
have km1: "\<And>z::complex. z \<noteq> 0 \<Longrightarrow> z ^ (k - Suc 0) = z ^ k / z"
by (simp add: field_simps) (metis Suc_pred \<open>k \<noteq> 0\<close> neq0_conv power_Suc)
have ff1: "(ff i has_field_derivative ff (Suc i) z) (at z within ball w (d / 2))"
if "z \<in> ball w (d / 2)" "i \<le> 1" for i z
proof -
have "z \<notin> path_image \<gamma>"
using \<open>x \<in> path_image \<gamma>\<close> d that ball_divide_subset_numeral by blast
then have xz[simp]: "x \<noteq> z" using \<open>x \<in> path_image \<gamma>\<close> by blast
then have neq: "x * x + z * z \<noteq> x * (z * 2)"
by (blast intro: dest!: sum_sqs_eq)
with xz have "\<And>v. v \<noteq> 0 \<Longrightarrow> (x * x + z * z) * v \<noteq> (x * (z * 2) * v)" by auto
then have neqq: "\<And>v. v \<noteq> 0 \<Longrightarrow> x * (x * v) + z * (z * v) \<noteq> x * (z * (2 * v))"
by (simp add: algebra_simps)
show ?thesis using \<open>i \<le> 1\<close>
apply (simp add: ff_def dist_norm Nat.le_Suc_eq km1, safe)
apply (rule derivative_eq_intros | simp add: km1 | simp add: field_simps neq neqq)+
done
qed
{ fix a::real and b::real assume ab: "a > 0" "b > 0"
then have "k * (1 + real k) * (1 / a) \<le> k * (1 + real k) * (4 / b) \<longleftrightarrow> b \<le> 4 * a"
apply (subst mult_le_cancel_left_pos)
using \<open>k \<noteq> 0\<close>
apply (auto simp: divide_simps)
done
with ab have "real k * (1 + real k) / a \<le> (real k * 4 + real k * real k * 4) / b \<longleftrightarrow> b \<le> 4 * a"
by (simp add: field_simps)
} note canc = this
have ff2: "cmod (ff (Suc 1) v) \<le> real (k * (k + 1)) / (d / 2) ^ (k + 2)"
if "v \<in> ball w (d / 2)" for v
proof -
have "d/2 \<le> cmod (x - v)" using d x that
apply (simp add: dist_norm path_image_def ball_def not_less [symmetric] del: divide_const_simps, clarify)
apply (drule subsetD)
prefer 2 apply blast
apply (metis norm_minus_commute norm_triangle_half_r CollectI)
done
then have "d \<le> cmod (x - v) * 2"
by (simp add: divide_simps)
then have dpow_le: "d ^ (k+2) \<le> (cmod (x - v) * 2) ^ (k+2)"
using \<open>0 < d\<close> order_less_imp_le power_mono by blast
have "x \<noteq> v" using that
using \<open>x \<in> path_image \<gamma>\<close> ball_divide_subset_numeral d by fastforce
then show ?thesis
using \<open>d > 0\<close>
apply (simp add: ff_def norm_mult norm_divide norm_power dist_norm canc)
using dpow_le
apply (simp add: algebra_simps divide_simps mult_less_0_iff)
done
qed
have ub: "u \<in> ball w (d / 2)"
using uwd by (simp add: dist_commute dist_norm)
have "cmod (inverse (x - u) ^ k - (inverse (x - w) ^ k + of_nat k * (u - w) / ((x - w) * (x - w) ^ k)))
\<le> (real k * 4 + real k * real k * 4) * (cmod (u - w) * cmod (u - w)) / (d * (d * (d / 2) ^ k))"
using complex_taylor [OF _ ff1 ff2 _ ub, of w, simplified]
by (simp add: ff_def \<open>0 < d\<close>)
then have "cmod (inverse (x - u) ^ k - (inverse (x - w) ^ k + of_nat k * (u - w) / ((x - w) * (x - w) ^ k)))
\<le> (cmod (u - w) * real k) * (1 + real k) * cmod (u - w) / (d / 2) ^ (k+2)"
by (simp add: field_simps)
then have "cmod (inverse (x - u) ^ k - (inverse (x - w) ^ k + of_nat k * (u - w) / ((x - w) * (x - w) ^ k)))
/ (cmod (u - w) * real k)
\<le> (1 + real k) * cmod (u - w) / (d / 2) ^ (k+2)"
using \<open>k \<noteq> 0\<close> \<open>u \<noteq> w\<close> by (simp add: mult_ac zero_less_mult_iff pos_divide_le_eq)
also have "... < e"
using uw_less \<open>0 < d\<close> by (simp add: mult_ac divide_simps)
finally have e: "cmod (inverse (x-u)^k - (inverse (x-w)^k + of_nat k * (u-w) / ((x-w) * (x-w)^k)))
/ cmod ((u - w) * real k) < e"
by (simp add: norm_mult)
have "x \<noteq> u"
using uwd \<open>0 < d\<close> x d by (force simp: dist_norm ball_def norm_minus_commute)
show ?thesis
apply (rule le_less_trans [OF _ e])
using \<open>k \<noteq> 0\<close> \<open>x \<noteq> u\<close> \<open>u \<noteq> w\<close>
apply (simp add: field_simps norm_divide [symmetric])
done
qed
show ?thesis
unfolding eventually_at
apply (rule_tac x = "min (d/2) ((e*(d/2)^(k + 2))/(Suc k))" in exI)
apply (force simp: \<open>d > 0\<close> dist_norm that simp del: power_Suc intro: *)
done
qed
have 2: "\<forall>\<^sub>F n in at w.
\<forall>x\<in>path_image \<gamma>.
cmod (f' x * (inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / of_nat k - f' x / (x - w) ^ Suc k) < e"
if "0 < e" for e
proof -
have *: "cmod (f' (\<gamma> x) * (inverse (\<gamma> x - u) ^ k - inverse (\<gamma> x - w) ^ k) / ((u - w) * k) -
f' (\<gamma> x) / ((\<gamma> x - w) * (\<gamma> x - w) ^ k)) < e"
if ec: "cmod ((inverse (\<gamma> x - u) ^ k - inverse (\<gamma> x - w) ^ k) / ((u - w) * k) -
inverse (\<gamma> x - w) * inverse (\<gamma> x - w) ^ k) < e / C"
and x: "0 \<le> x" "x \<le> 1"
for u x
proof (cases "(f' (\<gamma> x)) = 0")
case True then show ?thesis by (simp add: \<open>0 < e\<close>)
next
case False
have "cmod (f' (\<gamma> x) * (inverse (\<gamma> x - u) ^ k - inverse (\<gamma> x - w) ^ k) / ((u - w) * k) -
f' (\<gamma> x) / ((\<gamma> x - w) * (\<gamma> x - w) ^ k)) =
cmod (f' (\<gamma> x) * ((inverse (\<gamma> x - u) ^ k - inverse (\<gamma> x - w) ^ k) / ((u - w) * k) -
inverse (\<gamma> x - w) * inverse (\<gamma> x - w) ^ k))"
by (simp add: field_simps)
also have "... = cmod (f' (\<gamma> x)) *
cmod ((inverse (\<gamma> x - u) ^ k - inverse (\<gamma> x - w) ^ k) / ((u - w) * k) -
inverse (\<gamma> x - w) * inverse (\<gamma> x - w) ^ k)"
by (simp add: norm_mult)
also have "... < cmod (f' (\<gamma> x)) * (e/C)"
apply (rule mult_strict_left_mono [OF ec])
using False by simp
also have "... \<le> e" using C
by (metis False \<open>0 < e\<close> frac_le less_eq_real_def mult.commute pos_le_divide_eq x zero_less_norm_iff)
finally show ?thesis .
qed
show ?thesis
using twom [OF divide_pos_pos [OF that \<open>C > 0\<close>]] unfolding path_image_def
by (force intro: * elim: eventually_mono)
qed
show "(\<lambda>u. f' u / (u - w) ^ (Suc k)) contour_integrable_on \<gamma>"
by (rule contour_integral_uniform_limit [OF 1 2 leB \<gamma>]) auto
have *: "(\<lambda>n. contour_integral \<gamma> (\<lambda>x. f' x * (inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / k))
--w--> contour_integral \<gamma> (\<lambda>u. f' u / (u - w) ^ (Suc k))"
by (rule contour_integral_uniform_limit [OF 1 2 leB \<gamma>]) auto
have **: "contour_integral \<gamma> (\<lambda>x. f' x * (inverse (x - u) ^ k - inverse (x - w) ^ k) / ((u - w) * k)) =
(f u - f w) / (u - w) / k"
if "dist u w < d" for u
apply (rule contour_integral_unique)
apply (simp add: diff_divide_distrib algebra_simps)
apply (rule has_contour_integral_diff; rule has_contour_integral_div; simp add: field_simps; rule int)
apply (metis contra_subsetD d dist_commute mem_ball that)
apply (rule w)
done
show ?thes2
apply (simp add: DERIV_within_iff del: power_Suc)
apply (rule Lim_transform_at [OF \<open>0 < d\<close> _ tendsto_mult_left [OF *]])
apply (simp add: \<open>k \<noteq> 0\<close> **)
done
qed
corollary Cauchy_next_derivative_circlepath:
assumes contf: "continuous_on (path_image (circlepath z r)) f"
and int: "\<And>w. w \<in> ball z r \<Longrightarrow> ((\<lambda>u. f u / (u - w)^k) has_contour_integral g w) (circlepath z r)"
and k: "k \<noteq> 0"
and w: "w \<in> ball z r"
shows "(\<lambda>u. f u / (u - w)^(Suc k)) contour_integrable_on (circlepath z r)"
(is "?thes1")
and "(g has_field_derivative (k * contour_integral (circlepath z r) (\<lambda>u. f u/(u - w)^(Suc k)))) (at w)"
(is "?thes2")
proof -
have "r > 0" using w
using ball_eq_empty by fastforce
have wim: "w \<in> ball z r - path_image (circlepath z r)"
using w by (auto simp: dist_norm)
show ?thes1 ?thes2
by (rule Cauchy_next_derivative [OF contf _ int k open_ball valid_path_circlepath wim, where B = "2 * pi * \<bar>r\<bar>"];
auto simp: vector_derivative_circlepath norm_mult)+
qed
text\<open> In particular, the first derivative formula.\<close>
proposition Cauchy_derivative_integral_circlepath:
assumes contf: "continuous_on (cball z r) f"
and holf: "f holomorphic_on ball z r"
and w: "w \<in> ball z r"
shows "(\<lambda>u. f u/(u - w)^2) contour_integrable_on (circlepath z r)"
(is "?thes1")
and "(f has_field_derivative (1 / (2 * of_real pi * ii) * contour_integral(circlepath z r) (\<lambda>u. f u / (u - w)^2))) (at w)"
(is "?thes2")
proof -
have [simp]: "r \<ge> 0" using w
using ball_eq_empty by fastforce
have f: "continuous_on (path_image (circlepath z r)) f"
by (rule continuous_on_subset [OF contf]) (force simp add: cball_def sphere_def)
have int: "\<And>w. dist z w < r \<Longrightarrow>
((\<lambda>u. f u / (u - w)) has_contour_integral (\<lambda>x. 2 * of_real pi * ii * f x) w) (circlepath z r)"
by (rule Cauchy_integral_circlepath [OF contf holf]) (simp add: dist_norm norm_minus_commute)
show ?thes1
apply (simp add: power2_eq_square)
apply (rule Cauchy_next_derivative_circlepath [OF f _ _ w, where k=1, simplified])
apply (blast intro: int)
done
have "((\<lambda>x. 2 * of_real pi * \<i> * f x) has_field_derivative contour_integral (circlepath z r) (\<lambda>u. f u / (u - w)^2)) (at w)"
apply (simp add: power2_eq_square)
apply (rule Cauchy_next_derivative_circlepath [OF f _ _ w, where k=1 and g = "\<lambda>x. 2 * of_real pi * ii * f x", simplified])
apply (blast intro: int)
done
then have fder: "(f has_field_derivative contour_integral (circlepath z r) (\<lambda>u. f u / (u - w)^2) / (2 * of_real pi * \<i>)) (at w)"
by (rule DERIV_cdivide [where f = "\<lambda>x. 2 * of_real pi * \<i> * f x" and c = "2 * of_real pi * \<i>", simplified])
show ?thes2
by simp (rule fder)
qed
subsection\<open> Existence of all higher derivatives.\<close>
proposition derivative_is_holomorphic:
assumes "open s"
and fder: "\<And>z. z \<in> s \<Longrightarrow> (f has_field_derivative f' z) (at z)"
shows "f' holomorphic_on s"
proof -
have *: "\<exists>h. (f' has_field_derivative h) (at z)" if "z \<in> s" for z
proof -
obtain r where "r > 0" and r: "cball z r \<subseteq> s"
using open_contains_cball \<open>z \<in> s\<close> \<open>open s\<close> by blast
then have holf_cball: "f holomorphic_on cball z r"
apply (simp add: holomorphic_on_def)
using complex_differentiable_at_within complex_differentiable_def fder by blast
then have "continuous_on (path_image (circlepath z r)) f"
using \<open>r > 0\<close> by (force elim: holomorphic_on_subset [THEN holomorphic_on_imp_continuous_on])
then have contfpi: "continuous_on (path_image (circlepath z r)) (\<lambda>x. 1/(2 * of_real pi*ii) * f x)"
by (auto intro: continuous_intros)+
have contf_cball: "continuous_on (cball z r) f" using holf_cball
by (simp add: holomorphic_on_imp_continuous_on holomorphic_on_subset)
have holf_ball: "f holomorphic_on ball z r" using holf_cball
using ball_subset_cball holomorphic_on_subset by blast
{ fix w assume w: "w \<in> ball z r"
have intf: "(\<lambda>u. f u / (u - w)\<^sup>2) contour_integrable_on circlepath z r"
by (blast intro: w Cauchy_derivative_integral_circlepath [OF contf_cball holf_ball])
have fder': "(f has_field_derivative 1 / (2 * of_real pi * \<i>) * contour_integral (circlepath z r) (\<lambda>u. f u / (u - w)\<^sup>2))
(at w)"
by (blast intro: w Cauchy_derivative_integral_circlepath [OF contf_cball holf_ball])
have f'_eq: "f' w = contour_integral (circlepath z r) (\<lambda>u. f u / (u - w)\<^sup>2) / (2 * of_real pi * \<i>)"
using fder' ball_subset_cball r w by (force intro: DERIV_unique [OF fder])
have "((\<lambda>u. f u / (u - w)\<^sup>2 / (2 * of_real pi * \<i>)) has_contour_integral
contour_integral (circlepath z r) (\<lambda>u. f u / (u - w)\<^sup>2) / (2 * of_real pi * \<i>))
(circlepath z r)"
by (rule Cauchy_Integral_Thm.has_contour_integral_div [OF has_contour_integral_integral [OF intf]])
then have "((\<lambda>u. f u / (2 * of_real pi * \<i> * (u - w)\<^sup>2)) has_contour_integral
contour_integral (circlepath z r) (\<lambda>u. f u / (u - w)\<^sup>2) / (2 * of_real pi * \<i>))
(circlepath z r)"
by (simp add: algebra_simps)
then have "((\<lambda>u. f u / (2 * of_real pi * \<i> * (u - w)\<^sup>2)) has_contour_integral f' w) (circlepath z r)"
by (simp add: f'_eq)
} note * = this
show ?thesis
apply (rule exI)
apply (rule Cauchy_next_derivative_circlepath [OF contfpi, of 2 f', simplified])
apply (simp_all add: \<open>0 < r\<close> * dist_norm)
done
qed
show ?thesis
by (simp add: holomorphic_on_open [OF \<open>open s\<close>] *)
qed
lemma holomorphic_deriv [holomorphic_intros]:
"\<lbrakk>f holomorphic_on s; open s\<rbrakk> \<Longrightarrow> (deriv f) holomorphic_on s"
by (metis DERIV_deriv_iff_complex_differentiable at_within_open derivative_is_holomorphic holomorphic_on_def)
lemma analytic_deriv: "f analytic_on s \<Longrightarrow> (deriv f) analytic_on s"
using analytic_on_holomorphic holomorphic_deriv by auto
lemma holomorphic_higher_deriv [holomorphic_intros]: "\<lbrakk>f holomorphic_on s; open s\<rbrakk> \<Longrightarrow> (deriv ^^ n) f holomorphic_on s"
by (induction n) (auto simp: holomorphic_deriv)
lemma analytic_higher_deriv: "f analytic_on s \<Longrightarrow> (deriv ^^ n) f analytic_on s"
unfolding analytic_on_def using holomorphic_higher_deriv by blast
lemma has_field_derivative_higher_deriv:
"\<lbrakk>f holomorphic_on s; open s; x \<in> s\<rbrakk>
\<Longrightarrow> ((deriv ^^ n) f has_field_derivative (deriv ^^ (Suc n)) f x) (at x)"
by (metis (no_types, hide_lams) DERIV_deriv_iff_complex_differentiable at_within_open comp_apply
funpow.simps(2) holomorphic_higher_deriv holomorphic_on_def)
subsection\<open> Morera's theorem.\<close>
lemma Morera_local_triangle_ball:
assumes "\<And>z. z \<in> s
\<Longrightarrow> \<exists>e a. 0 < e \<and> z \<in> ball a e \<and> continuous_on (ball a e) f \<and>
(\<forall>b c. closed_segment b c \<subseteq> ball a e
\<longrightarrow> contour_integral (linepath a b) f +
contour_integral (linepath b c) f +
contour_integral (linepath c a) f = 0)"
shows "f analytic_on s"
proof -
{ fix z assume "z \<in> s"
with assms obtain e a where
"0 < e" and z: "z \<in> ball a e" and contf: "continuous_on (ball a e) f"
and 0: "\<And>b c. closed_segment b c \<subseteq> ball a e
\<Longrightarrow> contour_integral (linepath a b) f +
contour_integral (linepath b c) f +
contour_integral (linepath c a) f = 0"
by fastforce
have az: "dist a z < e" using mem_ball z by blast
have sb_ball: "ball z (e - dist a z) \<subseteq> ball a e"
by (simp add: dist_commute ball_subset_ball_iff)
have "\<exists>e>0. f holomorphic_on ball z e"
apply (rule_tac x="e - dist a z" in exI)
apply (simp add: az)
apply (rule holomorphic_on_subset [OF _ sb_ball])
apply (rule derivative_is_holomorphic[OF open_ball])
apply (rule triangle_contour_integrals_starlike_primitive [OF contf _ open_ball, of a])
apply (simp_all add: 0 \<open>0 < e\<close>)
apply (meson \<open>0 < e\<close> centre_in_ball convex_ball convex_contains_segment mem_ball)
done
}
then show ?thesis
by (simp add: analytic_on_def)
qed
lemma Morera_local_triangle:
assumes "\<And>z. z \<in> s
\<Longrightarrow> \<exists>t. open t \<and> z \<in> t \<and> continuous_on t f \<and>
(\<forall>a b c. convex hull {a,b,c} \<subseteq> t
\<longrightarrow> contour_integral (linepath a b) f +
contour_integral (linepath b c) f +
contour_integral (linepath c a) f = 0)"
shows "f analytic_on s"
proof -
{ fix z assume "z \<in> s"
with assms obtain t where
"open t" and z: "z \<in> t" and contf: "continuous_on t f"
and 0: "\<And>a b c. convex hull {a,b,c} \<subseteq> t
\<Longrightarrow> contour_integral (linepath a b) f +
contour_integral (linepath b c) f +
contour_integral (linepath c a) f = 0"
by force
then obtain e where "e>0" and e: "ball z e \<subseteq> t"
using open_contains_ball by blast
have [simp]: "continuous_on (ball z e) f" using contf
using continuous_on_subset e by blast
have "\<exists>e a. 0 < e \<and>
z \<in> ball a e \<and>
continuous_on (ball a e) f \<and>
(\<forall>b c. closed_segment b c \<subseteq> ball a e \<longrightarrow>
contour_integral (linepath a b) f + contour_integral (linepath b c) f + contour_integral (linepath c a) f = 0)"
apply (rule_tac x=e in exI)
apply (rule_tac x=z in exI)
apply (simp add: \<open>e > 0\<close>, clarify)
apply (rule 0)
apply (meson z \<open>0 < e\<close> centre_in_ball closed_segment_subset convex_ball dual_order.trans e starlike_convex_subset)
done
}
then show ?thesis
by (simp add: Morera_local_triangle_ball)
qed
proposition Morera_triangle:
"\<lbrakk>continuous_on s f; open s;
\<And>a b c. convex hull {a,b,c} \<subseteq> s
\<longrightarrow> contour_integral (linepath a b) f +
contour_integral (linepath b c) f +
contour_integral (linepath c a) f = 0\<rbrakk>
\<Longrightarrow> f analytic_on s"
using Morera_local_triangle by blast
subsection\<open> Combining theorems for higher derivatives including Leibniz rule.\<close>
lemma higher_deriv_linear [simp]:
"(deriv ^^ n) (\<lambda>w. c*w) = (\<lambda>z. if n = 0 then c*z else if n = 1 then c else 0)"
by (induction n) (auto simp: deriv_const deriv_linear)
lemma higher_deriv_const [simp]: "(deriv ^^ n) (\<lambda>w. c) = (\<lambda>w. if n=0 then c else 0)"
by (induction n) (auto simp: deriv_const)
lemma higher_deriv_ident [simp]:
"(deriv ^^ n) (\<lambda>w. w) z = (if n = 0 then z else if n = 1 then 1 else 0)"
apply (induction n)
apply (simp_all add: deriv_ident funpow_Suc_right del: funpow.simps, simp)
done
corollary higher_deriv_id [simp]:
"(deriv ^^ n) id z = (if n = 0 then z else if n = 1 then 1 else 0)"
by (simp add: id_def)
lemma has_complex_derivative_funpow_1:
"\<lbrakk>(f has_field_derivative 1) (at z); f z = z\<rbrakk> \<Longrightarrow> (f^^n has_field_derivative 1) (at z)"
apply (induction n)
apply auto
apply (metis DERIV_ident DERIV_transform_at id_apply zero_less_one)
by (metis DERIV_chain comp_funpow comp_id funpow_swap1 mult.right_neutral)
proposition higher_deriv_uminus:
assumes "f holomorphic_on s" "open s" and z: "z \<in> s"
shows "(deriv ^^ n) (\<lambda>w. -(f w)) z = - ((deriv ^^ n) f z)"
using z
proof (induction n arbitrary: z)
case 0 then show ?case by simp
next
case (Suc n z)
have *: "((deriv ^^ n) f has_field_derivative deriv ((deriv ^^ n) f) z) (at z)"
using Suc.prems assms has_field_derivative_higher_deriv by auto
show ?case
apply simp
apply (rule DERIV_imp_deriv)
apply (rule DERIV_transform_within_open [of "\<lambda>w. -((deriv ^^ n) f w)"])
apply (rule derivative_eq_intros | rule * refl assms Suc)+
apply (simp add: Suc)
done
qed
proposition higher_deriv_add:
fixes z::complex
assumes "f holomorphic_on s" "g holomorphic_on s" "open s" and z: "z \<in> s"
shows "(deriv ^^ n) (\<lambda>w. f w + g w) z = (deriv ^^ n) f z + (deriv ^^ n) g z"
using z
proof (induction n arbitrary: z)
case 0 then show ?case by simp
next
case (Suc n z)
have *: "((deriv ^^ n) f has_field_derivative deriv ((deriv ^^ n) f) z) (at z)"
"((deriv ^^ n) g has_field_derivative deriv ((deriv ^^ n) g) z) (at z)"
using Suc.prems assms has_field_derivative_higher_deriv by auto
show ?case
apply simp
apply (rule DERIV_imp_deriv)
apply (rule DERIV_transform_within_open [of "\<lambda>w. (deriv ^^ n) f w + (deriv ^^ n) g w"])
apply (rule derivative_eq_intros | rule * refl assms Suc)+
apply (simp add: Suc)
done
qed
corollary higher_deriv_diff:
fixes z::complex
assumes "f holomorphic_on s" "g holomorphic_on s" "open s" and z: "z \<in> s"
shows "(deriv ^^ n) (\<lambda>w. f w - g w) z = (deriv ^^ n) f z - (deriv ^^ n) g z"
apply (simp only: Groups.group_add_class.diff_conv_add_uminus higher_deriv_add)
apply (subst higher_deriv_add)
using assms holomorphic_on_minus apply (auto simp: higher_deriv_uminus)
done
lemma bb: "Suc n choose k = (n choose k) + (if k = 0 then 0 else (n choose (k - 1)))"
by (simp add: Binomial.binomial.simps)
proposition higher_deriv_mult:
fixes z::complex
assumes "f holomorphic_on s" "g holomorphic_on s" "open s" and z: "z \<in> s"
shows "(deriv ^^ n) (\<lambda>w. f w * g w) z =
(\<Sum>i = 0..n. of_nat (n choose i) * (deriv ^^ i) f z * (deriv ^^ (n - i)) g z)"
using z
proof (induction n arbitrary: z)
case 0 then show ?case by simp
next
case (Suc n z)
have *: "\<And>n. ((deriv ^^ n) f has_field_derivative deriv ((deriv ^^ n) f) z) (at z)"
"\<And>n. ((deriv ^^ n) g has_field_derivative deriv ((deriv ^^ n) g) z) (at z)"
using Suc.prems assms has_field_derivative_higher_deriv by auto
have sumeq: "(\<Sum>i = 0..n.
of_nat (n choose i) * (deriv ((deriv ^^ i) f) z * (deriv ^^ (n - i)) g z + deriv ((deriv ^^ (n - i)) g) z * (deriv ^^ i) f z)) =
g z * deriv ((deriv ^^ n) f) z + (\<Sum>i = 0..n. (deriv ^^ i) f z * (of_nat (Suc n choose i) * (deriv ^^ (Suc n - i)) g z))"
apply (simp add: bb distrib_right algebra_simps setsum.distrib)
apply (subst (4) setsum_Suc_reindex)
apply (auto simp: algebra_simps Suc_diff_le intro: setsum.cong)
done
show ?case
apply (simp only: funpow.simps o_apply)
apply (rule DERIV_imp_deriv)
apply (rule DERIV_transform_within_open
[of "\<lambda>w. (\<Sum>i = 0..n. of_nat (n choose i) * (deriv ^^ i) f w * (deriv ^^ (n - i)) g w)"])
apply (simp add: algebra_simps)
apply (rule DERIV_cong [OF DERIV_setsum])
apply (rule DERIV_cmult)
apply (auto simp: intro: DERIV_mult * sumeq \<open>open s\<close> Suc.prems Suc.IH [symmetric])
done
qed
proposition higher_deriv_transform_within_open:
fixes z::complex
assumes "f holomorphic_on s" "g holomorphic_on s" "open s" and z: "z \<in> s"
and fg: "\<And>w. w \<in> s \<Longrightarrow> f w = g w"
shows "(deriv ^^ i) f z = (deriv ^^ i) g z"
using z
by (induction i arbitrary: z)
(auto simp: fg intro: complex_derivative_transform_within_open holomorphic_higher_deriv assms)
proposition higher_deriv_compose_linear:
fixes z::complex
assumes f: "f holomorphic_on t" and s: "open s" and t: "open t" and z: "z \<in> s"
and fg: "\<And>w. w \<in> s \<Longrightarrow> u * w \<in> t"
shows "(deriv ^^ n) (\<lambda>w. f (u * w)) z = u^n * (deriv ^^ n) f (u * z)"
using z
proof (induction n arbitrary: z)
case 0 then show ?case by simp
next
case (Suc n z)
have holo0: "f holomorphic_on op * u ` s"
by (meson fg f holomorphic_on_subset image_subset_iff)
have holo1: "(\<lambda>w. f (u * w)) holomorphic_on s"
apply (rule holomorphic_on_compose [where g=f, unfolded o_def])
apply (rule holo0 holomorphic_intros)+
done
have holo2: "(\<lambda>z. u ^ n * (deriv ^^ n) f (u * z)) holomorphic_on s"
apply (rule holomorphic_intros)+
apply (rule holomorphic_on_compose [where g="(deriv ^^ n) f", unfolded o_def])
apply (rule holomorphic_intros)
apply (rule holomorphic_on_subset [where s=t])
apply (rule holomorphic_intros assms)+
apply (blast intro: fg)
done
have "deriv ((deriv ^^ n) (\<lambda>w. f (u * w))) z = deriv (\<lambda>z. u^n * (deriv ^^ n) f (u*z)) z"
apply (rule complex_derivative_transform_within_open [OF _ holo2 s Suc.prems])
apply (rule holomorphic_higher_deriv [OF holo1 s])
apply (simp add: Suc.IH)
done
also have "... = u^n * deriv (\<lambda>z. (deriv ^^ n) f (u * z)) z"
apply (rule complex_derivative_cmult)
apply (rule analytic_on_imp_differentiable_at [OF _ Suc.prems])
apply (rule analytic_on_compose_gen [where g="(deriv ^^ n) f" and t=t, unfolded o_def])
apply (simp add: analytic_on_linear)
apply (simp add: analytic_on_open f holomorphic_higher_deriv t)
apply (blast intro: fg)
done
also have "... = u * u ^ n * deriv ((deriv ^^ n) f) (u * z)"
apply (subst complex_derivative_chain [where g = "(deriv ^^ n) f" and f = "op*u", unfolded o_def])
apply (rule derivative_intros)
using Suc.prems complex_differentiable_def f fg has_field_derivative_higher_deriv t apply blast
apply (simp add: deriv_linear)
done
finally show ?case
by simp
qed
lemma higher_deriv_add_at:
assumes "f analytic_on {z}" "g analytic_on {z}"
shows "(deriv ^^ n) (\<lambda>w. f w + g w) z = (deriv ^^ n) f z + (deriv ^^ n) g z"
proof -
have "f analytic_on {z} \<and> g analytic_on {z}"
using assms by blast
with higher_deriv_add show ?thesis
by (auto simp: analytic_at_two)
qed
lemma higher_deriv_diff_at:
assumes "f analytic_on {z}" "g analytic_on {z}"
shows "(deriv ^^ n) (\<lambda>w. f w - g w) z = (deriv ^^ n) f z - (deriv ^^ n) g z"
proof -
have "f analytic_on {z} \<and> g analytic_on {z}"
using assms by blast
with higher_deriv_diff show ?thesis
by (auto simp: analytic_at_two)
qed
lemma higher_deriv_uminus_at:
"f analytic_on {z} \<Longrightarrow> (deriv ^^ n) (\<lambda>w. -(f w)) z = - ((deriv ^^ n) f z)"
using higher_deriv_uminus
by (auto simp: analytic_at)
lemma higher_deriv_mult_at:
assumes "f analytic_on {z}" "g analytic_on {z}"
shows "(deriv ^^ n) (\<lambda>w. f w * g w) z =
(\<Sum>i = 0..n. of_nat (n choose i) * (deriv ^^ i) f z * (deriv ^^ (n - i)) g z)"
proof -
have "f analytic_on {z} \<and> g analytic_on {z}"
using assms by blast
with higher_deriv_mult show ?thesis
by (auto simp: analytic_at_two)
qed
text\<open> Nonexistence of isolated singularities and a stronger integral formula.\<close>
proposition no_isolated_singularity:
fixes z::complex
assumes f: "continuous_on s f" and holf: "f holomorphic_on (s - k)" and s: "open s" and k: "finite k"
shows "f holomorphic_on s"
proof -
{ fix z
assume "z \<in> s" and cdf: "\<And>x. x\<in>s - k \<Longrightarrow> f complex_differentiable at x"
have "f complex_differentiable at z"
proof (cases "z \<in> k")
case False then show ?thesis by (blast intro: cdf \<open>z \<in> s\<close>)
next
case True
with finite_set_avoid [OF k, of z]
obtain d where "d>0" and d: "\<And>x. \<lbrakk>x\<in>k; x \<noteq> z\<rbrakk> \<Longrightarrow> d \<le> dist z x"
by blast
obtain e where "e>0" and e: "ball z e \<subseteq> s"
using s \<open>z \<in> s\<close> by (force simp add: open_contains_ball)
have fde: "continuous_on (ball z (min d e)) f"
by (metis Int_iff ball_min_Int continuous_on_subset e f subsetI)
have "\<exists>g. \<forall>w \<in> ball z (min d e). (g has_field_derivative f w) (at w within ball z (min d e))"
apply (rule contour_integral_convex_primitive [OF convex_ball fde])
apply (rule Cauchy_theorem_triangle_cofinite [OF _ k])
apply (metis continuous_on_subset [OF fde] closed_segment_subset convex_ball starlike_convex_subset)
apply (rule cdf)
apply (metis Diff_iff Int_iff ball_min_Int bot_least contra_subsetD convex_ball e insert_subset
interior_mono interior_subset subset_hull)
done
then have "f holomorphic_on ball z (min d e)"
by (metis open_ball at_within_open derivative_is_holomorphic)
then show ?thesis
unfolding holomorphic_on_def
by (metis open_ball \<open>0 < d\<close> \<open>0 < e\<close> at_within_open centre_in_ball min_less_iff_conj)
qed
}
with holf s k show ?thesis
by (simp add: holomorphic_on_open open_Diff finite_imp_closed complex_differentiable_def [symmetric])
qed
proposition Cauchy_integral_formula_convex:
assumes s: "convex s" and k: "finite k" and contf: "continuous_on s f"
and fcd: "(\<And>x. x \<in> interior s - k \<Longrightarrow> f complex_differentiable at x)"
and z: "z \<in> interior s" and vpg: "valid_path \<gamma>"
and pasz: "path_image \<gamma> \<subseteq> s - {z}" and loop: "pathfinish \<gamma> = pathstart \<gamma>"
shows "((\<lambda>w. f w / (w - z)) has_contour_integral (2*pi * ii * winding_number \<gamma> z * f z)) \<gamma>"
apply (rule Cauchy_integral_formula_weak [OF s finite.emptyI contf])
apply (simp add: holomorphic_on_open [symmetric] complex_differentiable_def)
using no_isolated_singularity [where s = "interior s"]
apply (metis k contf fcd holomorphic_on_open complex_differentiable_def continuous_on_subset
has_field_derivative_at_within holomorphic_on_def interior_subset open_interior)
using assms
apply auto
done
text\<open> Formula for higher derivatives.\<close>
proposition Cauchy_has_contour_integral_higher_derivative_circlepath:
assumes contf: "continuous_on (cball z r) f"
and holf: "f holomorphic_on ball z r"
and w: "w \<in> ball z r"
shows "((\<lambda>u. f u / (u - w) ^ (Suc k))
has_contour_integral ((2 * pi * ii) / of_real(fact k) * (deriv ^^ k) f w))
(circlepath z r)"
using w
proof (induction k arbitrary: w)
case 0 then show ?case
using assms by (auto simp: Cauchy_integral_circlepath dist_commute dist_norm)
next
case (Suc k)
have [simp]: "r > 0" using w
using ball_eq_empty by fastforce
have f: "continuous_on (path_image (circlepath z r)) f"
by (rule continuous_on_subset [OF contf]) (force simp add: cball_def sphere_def less_imp_le)
obtain X where X: "((\<lambda>u. f u / (u - w) ^ Suc (Suc k)) has_contour_integral X) (circlepath z r)"
using Cauchy_next_derivative_circlepath(1) [OF f Suc.IH _ Suc.prems]
by (auto simp: contour_integrable_on_def)
then have con: "contour_integral (circlepath z r) ((\<lambda>u. f u / (u - w) ^ Suc (Suc k))) = X"
by (rule contour_integral_unique)
have "\<And>n. ((deriv ^^ n) f has_field_derivative deriv ((deriv ^^ n) f) w) (at w)"
using Suc.prems assms has_field_derivative_higher_deriv by auto
then have dnf_diff: "\<And>n. (deriv ^^ n) f complex_differentiable (at w)"
by (force simp add: complex_differentiable_def)
have "deriv (\<lambda>w. complex_of_real (2 * pi) * \<i> / complex_of_real (fact k) * (deriv ^^ k) f w) w =
of_nat (Suc k) * contour_integral (circlepath z r) (\<lambda>u. f u / (u - w) ^ Suc (Suc k))"
apply (rule DERIV_imp_deriv)
apply (rule Cauchy_next_derivative_circlepath [OF f Suc.IH _ Suc.prems])
apply auto
done
also have "... = of_nat (Suc k) * X"
by (simp only: con)
finally have "deriv (\<lambda>w. ((2 * pi) * \<i> / of_real (fact k)) * (deriv ^^ k) f w) w = of_nat (Suc k) * X" .
then have "((2 * pi) * \<i> / of_real (fact k)) * deriv (\<lambda>w. (deriv ^^ k) f w) w = of_nat (Suc k) * X"
by (metis complex_derivative_cmult dnf_diff)
then have "deriv (\<lambda>w. (deriv ^^ k) f w) w = of_nat (Suc k) * X / ((2 * pi) * \<i> / of_real (fact k))"
by (simp add: field_simps)
then show ?case
using of_nat_eq_0_iff X by fastforce
qed
proposition Cauchy_higher_derivative_integral_circlepath:
assumes contf: "continuous_on (cball z r) f"
and holf: "f holomorphic_on ball z r"
and w: "w \<in> ball z r"
shows "(\<lambda>u. f u / (u - w)^(Suc k)) contour_integrable_on (circlepath z r)"
(is "?thes1")
and "(deriv ^^ k) f w =
of_real(fact k) / (2 * pi * ii) * contour_integral(circlepath z r) (\<lambda>u. f u/(u - w)^(Suc k))"
(is "?thes2")
proof -
have *: "((\<lambda>u. f u / (u - w) ^ Suc k) has_contour_integral (2 * pi) * \<i> / (fact k) * (deriv ^^ k) f w)
(circlepath z r)"
using Cauchy_has_contour_integral_higher_derivative_circlepath [OF assms]
by simp
show ?thes1 using *
using contour_integrable_on_def by blast
show ?thes2
unfolding contour_integral_unique [OF *] by (simp add: divide_simps)
qed
corollary Cauchy_contour_integral_circlepath:
assumes "continuous_on (cball z r) f" "f holomorphic_on ball z r" "w \<in> ball z r"
shows "contour_integral(circlepath z r) (\<lambda>u. f u/(u - w)^(Suc k)) = (2 * pi * ii) * (deriv ^^ k) f w / of_real(fact k)"
by (simp add: Cauchy_higher_derivative_integral_circlepath [OF assms])
corollary Cauchy_contour_integral_circlepath_2:
assumes "continuous_on (cball z r) f" "f holomorphic_on ball z r" "w \<in> ball z r"
shows "contour_integral(circlepath z r) (\<lambda>u. f u/(u - w)^2) = (2 * pi * ii) * deriv f w"
using Cauchy_contour_integral_circlepath [OF assms, of 1]
by (simp add: power2_eq_square)
subsection\<open>A holomorphic function is analytic, i.e. has local power series.\<close>
theorem holomorphic_power_series:
assumes holf: "f holomorphic_on ball z r"
and w: "w \<in> ball z r"
shows "((\<lambda>n. (deriv ^^ n) f z / of_real(fact n) * (w - z)^n) sums f w)"
proof -
have fh': "f holomorphic_on cball z ((r + dist w z) / 2)"
apply (rule holomorphic_on_subset [OF holf])
apply (clarsimp simp del: divide_const_simps)
apply (metis add.commute dist_commute le_less_trans mem_ball real_gt_half_sum w)
done
--\<open>Replacing @{term r} and the original (weak) premises\<close>
obtain r where "0 < r" and holfc: "f holomorphic_on cball z r" and w: "w \<in> ball z r"
apply (rule that [of "(r + dist w z) / 2"])
apply (simp_all add: fh')
apply (metis add_0_iff ball_eq_empty dist_nz dist_self empty_iff not_less pos_add_strict w)
apply (metis add_less_cancel_right dist_commute mem_ball mult_2_right w)
done
then have holf: "f holomorphic_on ball z r" and contf: "continuous_on (cball z r) f"
using ball_subset_cball holomorphic_on_subset apply blast
by (simp add: holfc holomorphic_on_imp_continuous_on)
have cint: "\<And>k. (\<lambda>u. f u / (u - z) ^ Suc k) contour_integrable_on circlepath z r"
apply (rule Cauchy_higher_derivative_integral_circlepath [OF contf holf])
apply (simp add: \<open>0 < r\<close>)
done
obtain B where "0 < B" and B: "\<And>u. u \<in> cball z r \<Longrightarrow> norm(f u) \<le> B"
by (metis (no_types) bounded_pos compact_cball compact_continuous_image compact_imp_bounded contf image_eqI)
obtain k where k: "0 < k" "k \<le> r" and wz_eq: "norm(w - z) = r - k"
and kle: "\<And>u. norm(u - z) = r \<Longrightarrow> k \<le> norm(u - w)"
apply (rule_tac k = "r - dist z w" in that)
using w
apply (auto simp: dist_norm norm_minus_commute)
by (metis add_diff_eq diff_add_cancel norm_diff_ineq norm_minus_commute)
have *: "\<forall>\<^sub>F n in sequentially. \<forall>x\<in>path_image (circlepath z r).
norm ((\<Sum>k<n. (w - z) ^ k * (f x / (x - z) ^ Suc k)) - f x / (x - w)) < e"
if "0 < e" for e
proof -
have rr: "0 \<le> (r - k) / r" "(r - k) / r < 1" using k by auto
obtain n where n: "((r - k) / r) ^ n < e / B * k"
using real_arch_pow_inv [of "e/B*k" "(r - k)/r"] \<open>0 < e\<close> \<open>0 < B\<close> k by force
have "norm ((\<Sum>k<N. (w - z) ^ k * f u / (u - z) ^ Suc k) - f u / (u - w)) < e"
if "n \<le> N" and r: "r = dist z u" for N u
proof -
have N: "((r - k) / r) ^ N < e / B * k"
apply (rule le_less_trans [OF power_decreasing n])
using \<open>n \<le> N\<close> k by auto
have u [simp]: "(u \<noteq> z) \<and> (u \<noteq> w)"
using \<open>0 < r\<close> r w by auto
have wzu_not1: "(w - z) / (u - z) \<noteq> 1"
by (metis (no_types) dist_norm divide_eq_1_iff less_irrefl mem_ball norm_minus_commute r w)
have "norm ((\<Sum>k<N. (w - z) ^ k * f u / (u - z) ^ Suc k) * (u - w) - f u)
= norm ((\<Sum>k<N. (((w - z) / (u - z)) ^ k)) * f u * (u - w) / (u - z) - f u)"
unfolding setsum_left_distrib setsum_divide_distrib power_divide by (simp add: algebra_simps)
also have "... = norm ((((w - z) / (u - z)) ^ N - 1) * (u - w) / (((w - z) / (u - z) - 1) * (u - z)) - 1) * norm (f u)"
using \<open>0 < B\<close>
apply (auto simp: geometric_sum [OF wzu_not1])
apply (simp add: field_simps norm_mult [symmetric])
done
also have "... = norm ((u - z) ^ N * (w - u) - ((w - z) ^ N - (u - z) ^ N) * (u - w)) / (r ^ N * norm (u - w)) * norm (f u)"
using \<open>0 < r\<close> r by (simp add: divide_simps norm_mult norm_divide norm_power dist_norm norm_minus_commute)
also have "... = norm ((w - z) ^ N * (w - u)) / (r ^ N * norm (u - w)) * norm (f u)"
by (simp add: algebra_simps)
also have "... = norm (w - z) ^ N * norm (f u) / r ^ N"
by (simp add: norm_mult norm_power norm_minus_commute)
also have "... \<le> (((r - k)/r)^N) * B"
using \<open>0 < r\<close> w k
apply (simp add: divide_simps)
apply (rule mult_mono [OF power_mono])
apply (auto simp: norm_divide wz_eq norm_power dist_norm norm_minus_commute B r)
done
also have "... < e * k"
using \<open>0 < B\<close> N by (simp add: divide_simps)
also have "... \<le> e * norm (u - w)"
using r kle \<open>0 < e\<close> by (simp add: dist_commute dist_norm)
finally show ?thesis
by (simp add: divide_simps norm_divide del: power_Suc)
qed
with \<open>0 < r\<close> show ?thesis
by (auto simp: mult_ac less_imp_le eventually_sequentially Ball_def)
qed
have eq: "\<forall>\<^sub>F x in sequentially.
contour_integral (circlepath z r) (\<lambda>u. \<Sum>k<x. (w - z) ^ k * (f u / (u - z) ^ Suc k)) =
(\<Sum>k<x. contour_integral (circlepath z r) (\<lambda>u. f u / (u - z) ^ Suc k) * (w - z) ^ k)"
apply (rule eventuallyI)
apply (subst contour_integral_setsum, simp)
using contour_integrable_lmul [OF cint, of "(w - z) ^ a" for a] apply (simp add: field_simps)
apply (simp only: contour_integral_lmul cint algebra_simps)
done
have "(\<lambda>k. contour_integral (circlepath z r) (\<lambda>u. f u/(u - z)^(Suc k)) * (w - z)^k)
sums contour_integral (circlepath z r) (\<lambda>u. f u/(u - w))"
unfolding sums_def
apply (rule Lim_transform_eventually [OF eq])
apply (rule contour_integral_uniform_limit_circlepath [OF eventuallyI *])
apply (rule contour_integrable_setsum, simp)
apply (rule contour_integrable_lmul)
apply (rule Cauchy_higher_derivative_integral_circlepath [OF contf holf])
using \<open>0 < r\<close>
apply auto
done
then have "(\<lambda>k. contour_integral (circlepath z r) (\<lambda>u. f u/(u - z)^(Suc k)) * (w - z)^k)
sums (2 * of_real pi * ii * f w)"
using w by (auto simp: dist_commute dist_norm contour_integral_unique [OF Cauchy_integral_circlepath_simple [OF holfc]])
then have "(\<lambda>k. contour_integral (circlepath z r) (\<lambda>u. f u / (u - z) ^ Suc k) * (w - z)^k / (\<i> * (of_real pi * 2)))
sums ((2 * of_real pi * ii * f w) / (\<i> * (complex_of_real pi * 2)))"
by (rule Series.sums_divide)
then have "(\<lambda>n. (w - z) ^ n * contour_integral (circlepath z r) (\<lambda>u. f u / (u - z) ^ Suc n) / (\<i> * (of_real pi * 2)))
sums f w"
by (simp add: field_simps)
then show ?thesis
by (simp add: field_simps \<open>0 < r\<close> Cauchy_higher_derivative_integral_circlepath [OF contf holf])
qed
subsection\<open>The Liouville theorem and the Fundamental Theorem of Algebra.\<close>
text\<open> These weak Liouville versions don't even need the derivative formula.\<close>
lemma Liouville_weak_0:
assumes holf: "f holomorphic_on UNIV" and inf: "(f ---> 0) at_infinity"
shows "f z = 0"
proof (rule ccontr)
assume fz: "f z \<noteq> 0"
with inf [unfolded Lim_at_infinity, rule_format, of "norm(f z)/2"]
obtain B where B: "\<And>x. B \<le> cmod x \<Longrightarrow> norm (f x) * 2 < cmod (f z)"
by (auto simp: dist_norm)
def R \<equiv> "1 + \<bar>B\<bar> + norm z"
have "R > 0" unfolding R_def by (meson abs_add_one_gt_zero le_less_trans less_add_same_cancel2 norm_ge_zero)
have *: "((\<lambda>u. f u / (u - z)) has_contour_integral 2 * complex_of_real pi * \<i> * f z) (circlepath z R)"
apply (rule Cauchy_integral_circlepath)
using \<open>R > 0\<close> apply (auto intro: holomorphic_on_subset [OF holf] holomorphic_on_imp_continuous_on)+
done
have "cmod (x - z) = R \<Longrightarrow> cmod (f x) * 2 \<le> cmod (f z)" for x
apply (simp add: R_def)
apply (rule less_imp_le)
apply (rule B)
using norm_triangle_ineq4 [of x z]
apply (auto simp:)
done
with \<open>R > 0\<close> fz show False
using has_contour_integral_bound_circlepath [OF *, of "norm(f z)/2/R"]
by (auto simp: norm_mult norm_divide divide_simps)
qed
proposition Liouville_weak:
assumes "f holomorphic_on UNIV" and "(f ---> l) at_infinity"
shows "f z = l"
using Liouville_weak_0 [of "\<lambda>z. f z - l"]
by (simp add: assms holomorphic_on_const holomorphic_on_diff LIM_zero)
proposition Liouville_weak_inverse:
assumes "f holomorphic_on UNIV" and unbounded: "\<And>B. eventually (\<lambda>x. norm (f x) \<ge> B) at_infinity"
obtains z where "f z = 0"
proof -
{ assume f: "\<And>z. f z \<noteq> 0"
have 1: "(\<lambda>x. 1 / f x) holomorphic_on UNIV"
by (simp add: holomorphic_on_divide holomorphic_on_const assms f)
have 2: "((\<lambda>x. 1 / f x) ---> 0) at_infinity"
apply (rule tendstoI [OF eventually_mono])
apply (rule_tac B="2/e" in unbounded)
apply (simp add: dist_norm norm_divide divide_simps mult_ac)
done
have False
using Liouville_weak_0 [OF 1 2] f by simp
}
then show ?thesis
using that by blast
qed
text\<open> In particular we get the Fundamental Theorem of Algebra.\<close>
theorem fundamental_theorem_of_algebra:
fixes a :: "nat \<Rightarrow> complex"
assumes "a 0 = 0 \<or> (\<exists>i \<in> {1..n}. a i \<noteq> 0)"
obtains z where "(\<Sum>i\<le>n. a i * z^i) = 0"
using assms
proof (elim disjE bexE)
assume "a 0 = 0" then show ?thesis
by (auto simp: that [of 0])
next
fix i
assume i: "i \<in> {1..n}" and nz: "a i \<noteq> 0"
have 1: "(\<lambda>z. \<Sum>i\<le>n. a i * z^i) holomorphic_on UNIV"
by (rule holomorphic_intros)+
show ?thesis
apply (rule Liouville_weak_inverse [OF 1])
apply (rule polyfun_extremal)
apply (rule nz)
using i that
apply (auto simp:)
done
qed
subsection\<open> Weierstrass convergence theorem.\<close>
proposition holomorphic_uniform_limit:
assumes cont: "eventually (\<lambda>n. continuous_on (cball z r) (f n) \<and> (f n) holomorphic_on ball z r) F"
and lim: "\<And>e. 0 < e \<Longrightarrow> eventually (\<lambda>n. \<forall>x \<in> cball z r. norm(f n x - g x) < e) F"
and F: "~ trivial_limit F"
obtains "continuous_on (cball z r) g" "g holomorphic_on ball z r"
proof (cases r "0::real" rule: linorder_cases)
case less then show ?thesis by (force simp add: ball_empty less_imp_le continuous_on_def holomorphic_on_def intro: that)
next
case equal then show ?thesis
by (force simp add: holomorphic_on_def continuous_on_sing intro: that)
next
case greater
have contg: "continuous_on (cball z r) g"
using cont
by (fastforce simp: eventually_conj_iff dist_norm intro: eventually_mono [OF lim] continuous_uniform_limit [OF F])
have 1: "continuous_on (path_image (circlepath z r)) (\<lambda>x. 1 / (2 * complex_of_real pi * \<i>) * g x)"
apply (rule continuous_intros continuous_on_subset [OF contg])+
using \<open>0 < r\<close> by auto
have 2: "((\<lambda>u. 1 / (2 * of_real pi * \<i>) * g u / (u - w) ^ 1) has_contour_integral g w) (circlepath z r)"
if w: "w \<in> ball z r" for w
proof -
def d \<equiv> "(r - norm(w - z))"
have "0 < d" "d \<le> r" using w by (auto simp: norm_minus_commute d_def dist_norm)
have dle: "\<And>u. cmod (z - u) = r \<Longrightarrow> d \<le> cmod (u - w)"
unfolding d_def by (metis add_diff_eq diff_add_cancel norm_diff_ineq norm_minus_commute)
have ev_int: "\<forall>\<^sub>F n in F. (\<lambda>u. f n u / (u - w)) contour_integrable_on circlepath z r"
apply (rule eventually_mono [OF cont])
using w
apply (auto intro: Cauchy_higher_derivative_integral_circlepath [where k=0, simplified])
done
have ev_less: "\<forall>\<^sub>F n in F. \<forall>x\<in>path_image (circlepath z r). cmod (f n x / (x - w) - g x / (x - w)) < e"
if "e > 0" for e
using greater \<open>0 < d\<close> \<open>0 < e\<close>
apply (simp add: norm_divide diff_divide_distrib [symmetric] divide_simps)
apply (rule_tac e1="e * d" in eventually_mono [OF lim])
apply (force simp: dist_norm intro: dle mult_left_mono less_le_trans)+
done
have g_cint: "(\<lambda>u. g u/(u - w)) contour_integrable_on circlepath z r"
by (rule contour_integral_uniform_limit_circlepath [OF ev_int ev_less F \<open>0 < r\<close>])
have cif_tends_cig: "((\<lambda>n. contour_integral(circlepath z r) (\<lambda>u. f n u / (u - w))) ---> contour_integral(circlepath z r) (\<lambda>u. g u/(u - w))) F"
by (rule contour_integral_uniform_limit_circlepath [OF ev_int ev_less F \<open>0 < r\<close>])
have f_tends_cig: "((\<lambda>n. 2 * of_real pi * ii * f n w) ---> contour_integral (circlepath z r) (\<lambda>u. g u / (u - w))) F"
apply (rule Lim_transform_eventually [where f = "\<lambda>n. contour_integral (circlepath z r) (\<lambda>u. f n u/(u - w))"])
apply (rule eventually_mono [OF cont])
apply (rule contour_integral_unique [OF Cauchy_integral_circlepath])
using w
apply (auto simp: norm_minus_commute dist_norm cif_tends_cig)
done
have "((\<lambda>n. 2 * of_real pi * \<i> * f n w) ---> 2 * of_real pi * \<i> * g w) F"
apply (rule tendsto_mult_left [OF tendstoI])
apply (rule eventually_mono [OF lim], assumption)
using w
apply (force simp add: dist_norm)
done
then have "((\<lambda>u. g u / (u - w)) has_contour_integral 2 * of_real pi * \<i> * g w) (circlepath z r)"
using has_contour_integral_integral [OF g_cint] tendsto_unique [OF F f_tends_cig] w
by (force simp add: dist_norm)
then have "((\<lambda>u. g u / (2 * of_real pi * \<i> * (u - w))) has_contour_integral g w) (circlepath z r)"
using has_contour_integral_div [where c = "2 * of_real pi * \<i>"]
by (force simp add: field_simps)
then show ?thesis
by (simp add: dist_norm)
qed
show ?thesis
using Cauchy_next_derivative_circlepath(2) [OF 1 2, simplified]
by (fastforce simp add: holomorphic_on_open contg intro: that)
qed
text\<open> Version showing that the limit is the limit of the derivatives.\<close>
proposition has_complex_derivative_uniform_limit:
fixes z::complex
assumes cont: "eventually (\<lambda>n. continuous_on (cball z r) (f n) \<and>
(\<forall>w \<in> ball z r. ((f n) has_field_derivative (f' n w)) (at w))) F"
and lim: "\<And>e. 0 < e \<Longrightarrow> eventually (\<lambda>n. \<forall>x \<in> cball z r. norm(f n x - g x) < e) F"
and F: "~ trivial_limit F" and "0 < r"
obtains g' where
"continuous_on (cball z r) g"
"\<And>w. w \<in> ball z r \<Longrightarrow> (g has_field_derivative (g' w)) (at w) \<and> ((\<lambda>n. f' n w) ---> g' w) F"
proof -
let ?conint = "contour_integral (circlepath z r)"
have g: "continuous_on (cball z r) g" "g holomorphic_on ball z r"
by (rule holomorphic_uniform_limit [OF eventually_mono [OF cont] lim F];
auto simp: holomorphic_on_open complex_differentiable_def)+
then obtain g' where g': "\<And>x. x \<in> ball z r \<Longrightarrow> (g has_field_derivative g' x) (at x)"
using DERIV_deriv_iff_has_field_derivative
by (fastforce simp add: holomorphic_on_open)
then have derg: "\<And>x. x \<in> ball z r \<Longrightarrow> deriv g x = g' x"
by (simp add: DERIV_imp_deriv)
have tends_f'n_g': "((\<lambda>n. f' n w) ---> g' w) F" if w: "w \<in> ball z r" for w
proof -
have eq_f': "?conint (\<lambda>x. f n x / (x - w)\<^sup>2) - ?conint (\<lambda>x. g x / (x - w)\<^sup>2) = (f' n w - g' w) * (2 * of_real pi * \<i>)"
if cont_fn: "continuous_on (cball z r) (f n)"
and fnd: "\<And>w. w \<in> ball z r \<Longrightarrow> (f n has_field_derivative f' n w) (at w)" for n
proof -
have hol_fn: "f n holomorphic_on ball z r"
using fnd by (force simp add: holomorphic_on_open)
have "(f n has_field_derivative 1 / (2 * of_real pi * \<i>) * ?conint (\<lambda>u. f n u / (u - w)\<^sup>2)) (at w)"
by (rule Cauchy_derivative_integral_circlepath [OF cont_fn hol_fn w])
then have f': "f' n w = 1 / (2 * of_real pi * \<i>) * ?conint (\<lambda>u. f n u / (u - w)\<^sup>2)"
using DERIV_unique [OF fnd] w by blast
show ?thesis
by (simp add: f' Cauchy_contour_integral_circlepath_2 [OF g w] derg [OF w] divide_simps)
qed
def d \<equiv> "(r - norm(w - z))^2"
have "d > 0"
using w by (simp add: dist_commute dist_norm d_def)
have dle: "\<And>y. r = cmod (z - y) \<Longrightarrow> d \<le> cmod ((y - w)\<^sup>2)"
apply (simp add: d_def norm_power)
apply (rule power_mono)
apply (metis add_diff_eq diff_add_cancel norm_diff_ineq norm_minus_commute)
apply (metis diff_ge_0_iff_ge dist_commute dist_norm less_eq_real_def mem_ball w)
done
have 1: "\<forall>\<^sub>F n in F. (\<lambda>x. f n x / (x - w)\<^sup>2) contour_integrable_on circlepath z r"
by (force simp add: holomorphic_on_open intro: w Cauchy_derivative_integral_circlepath eventually_mono [OF cont])
have 2: "0 < e \<Longrightarrow> \<forall>\<^sub>F n in F. \<forall>x \<in> path_image (circlepath z r). cmod (f n x / (x - w)\<^sup>2 - g x / (x - w)\<^sup>2) < e" for e
using \<open>r > 0\<close>
apply (simp add: diff_divide_distrib [symmetric] norm_divide divide_simps sphere_def)
apply (rule eventually_mono [OF lim, of "e*d"])
apply (simp add: \<open>0 < d\<close>)
apply (force simp add: dist_norm dle intro: less_le_trans)
done
have "((\<lambda>n. contour_integral (circlepath z r) (\<lambda>x. f n x / (x - w)\<^sup>2))
---> contour_integral (circlepath z r) ((\<lambda>x. g x / (x - w)\<^sup>2))) F"
by (rule Cauchy_Integral_Thm.contour_integral_uniform_limit_circlepath [OF 1 2 F \<open>0 < r\<close>])
then have tendsto_0: "((\<lambda>n. 1 / (2 * of_real pi * \<i>) * (?conint (\<lambda>x. f n x / (x - w)\<^sup>2) - ?conint (\<lambda>x. g x / (x - w)\<^sup>2))) ---> 0) F"
using Lim_null by (force intro!: tendsto_mult_right_zero)
have "((\<lambda>n. f' n w - g' w) ---> 0) F"
apply (rule Lim_transform_eventually [OF _ tendsto_0])
apply (force simp add: divide_simps intro: eq_f' eventually_mono [OF cont])
done
then show ?thesis using Lim_null by blast
qed
obtain g' where "\<And>w. w \<in> ball z r \<Longrightarrow> (g has_field_derivative (g' w)) (at w) \<and> ((\<lambda>n. f' n w) ---> g' w) F"
by (blast intro: tends_f'n_g' g' )
then show ?thesis using g
using that by blast
qed
end