(*
Title: HOL/Analysis/FPS_Convergence.thy
Author: Manuel Eberl, TU München
Connection of formal power series and actual convergent power series on Banach spaces
(most notably the complex numbers).
*)
section \<open>Convergence of formal power series\<close>
theory FPS_Convergence
imports
Conformal_Mappings
Generalised_Binomial_Theorem
"HOL-Computational_Algebra.Formal_Power_Series"
begin
subsection \<open>Balls with extended real radius\<close>
text \<open>
The following is a variant of @{const ball} that also allows an infinite radius.
\<close>
definition eball :: "'a :: metric_space \<Rightarrow> ereal \<Rightarrow> 'a set" where
"eball z r = {z'. ereal (dist z z') < r}"
lemma in_eball_iff [simp]: "z \<in> eball z0 r \<longleftrightarrow> ereal (dist z0 z) < r"
by (simp add: eball_def)
lemma eball_ereal [simp]: "eball z (ereal r) = ball z r"
by auto
lemma eball_inf [simp]: "eball z \<infinity> = UNIV"
by auto
lemma eball_empty [simp]: "r \<le> 0 \<Longrightarrow> eball z r = {}"
proof safe
fix x assume "r \<le> 0" "x \<in> eball z r"
hence "dist z x < r" by simp
also have "\<dots> \<le> ereal 0" using \<open>r \<le> 0\<close> by (simp add: zero_ereal_def)
finally show "x \<in> {}" by simp
qed
lemma eball_conv_UNION_balls:
"eball z r = (\<Union>r'\<in>{r'. ereal r' < r}. ball z r')"
by (cases r) (use dense gt_ex in force)+
lemma eball_mono: "r \<le> r' \<Longrightarrow> eball z r \<le> eball z r'"
by auto
lemma ball_eball_mono: "ereal r \<le> r' \<Longrightarrow> ball z r \<le> eball z r'"
using eball_mono[of "ereal r" r'] by simp
lemma open_eball [simp, intro]: "open (eball z r)"
by (cases r) auto
subsection \<open>Basic properties of convergent power series\<close>
definition fps_conv_radius :: "'a :: {banach, real_normed_div_algebra} fps \<Rightarrow> ereal" where
"fps_conv_radius f = conv_radius (fps_nth f)"
definition eval_fps :: "'a :: {banach, real_normed_div_algebra} fps \<Rightarrow> 'a \<Rightarrow> 'a" where
"eval_fps f z = (\<Sum>n. fps_nth f n * z ^ n)"
definition fps_expansion :: "(complex \<Rightarrow> complex) \<Rightarrow> complex \<Rightarrow> complex fps" where
"fps_expansion f z0 = Abs_fps (\<lambda>n. (deriv ^^ n) f z0 / fact n)"
lemma norm_summable_fps:
fixes f :: "'a :: {banach, real_normed_div_algebra} fps"
shows "norm z < fps_conv_radius f \<Longrightarrow> summable (\<lambda>n. norm (fps_nth f n * z ^ n))"
by (rule abs_summable_in_conv_radius) (simp_all add: fps_conv_radius_def)
lemma summable_fps:
fixes f :: "'a :: {banach, real_normed_div_algebra} fps"
shows "norm z < fps_conv_radius f \<Longrightarrow> summable (\<lambda>n. fps_nth f n * z ^ n)"
by (rule summable_in_conv_radius) (simp_all add: fps_conv_radius_def)
lemma sums_eval_fps:
fixes f :: "'a :: {banach, real_normed_div_algebra} fps"
assumes "norm z < fps_conv_radius f"
shows "(\<lambda>n. fps_nth f n * z ^ n) sums eval_fps f z"
using assms unfolding eval_fps_def fps_conv_radius_def
by (intro summable_sums summable_in_conv_radius) simp_all
lemma
fixes r :: ereal
assumes "f holomorphic_on eball z0 r"
shows conv_radius_fps_expansion: "fps_conv_radius (fps_expansion f z0) \<ge> r"
and eval_fps_expansion: "\<And>z. z \<in> eball z0 r \<Longrightarrow> eval_fps (fps_expansion f z0) (z - z0) = f z"
and eval_fps_expansion': "\<And>z. norm z < r \<Longrightarrow> eval_fps (fps_expansion f z0) z = f (z0 + z)"
proof -
have "(\<lambda>n. fps_nth (fps_expansion f z0) n * (z - z0) ^ n) sums f z"
if "z \<in> ball z0 r'" "ereal r' < r" for z r'
proof -
from that(2) have "ereal r' \<le> r" by simp
from assms(1) and this have "f holomorphic_on ball z0 r'"
by (rule holomorphic_on_subset[OF _ ball_eball_mono])
from holomorphic_power_series [OF this that(1)]
show ?thesis by (simp add: fps_expansion_def)
qed
hence *: "(\<lambda>n. fps_nth (fps_expansion f z0) n * (z - z0) ^ n) sums f z"
if "z \<in> eball z0 r" for z
using that by (subst (asm) eball_conv_UNION_balls) blast
show "fps_conv_radius (fps_expansion f z0) \<ge> r" unfolding fps_conv_radius_def
proof (rule conv_radius_geI_ex)
fix r' :: real assume r': "r' > 0" "ereal r' < r"
thus "\<exists>z. norm z = r' \<and> summable (\<lambda>n. fps_nth (fps_expansion f z0) n * z ^ n)"
using *[of "z0 + of_real r'"]
by (intro exI[of _ "of_real r'"]) (auto simp: summable_def dist_norm)
qed
show "eval_fps (fps_expansion f z0) (z - z0) = f z" if "z \<in> eball z0 r" for z
using *[OF that] by (simp add: eval_fps_def sums_iff)
show "eval_fps (fps_expansion f z0) z = f (z0 + z)" if "ereal (norm z) < r" for z
using *[of "z0 + z"] and that by (simp add: eval_fps_def sums_iff dist_norm)
qed
lemma continuous_on_eval_fps:
fixes f :: "'a :: {banach, real_normed_div_algebra} fps"
shows "continuous_on (eball 0 (fps_conv_radius f)) (eval_fps f)"
proof (subst continuous_on_eq_continuous_at [OF open_eball], safe)
fix x :: 'a assume x: "x \<in> eball 0 (fps_conv_radius f)"
define r where "r = (if fps_conv_radius f = \<infinity> then norm x + 1 else
(norm x + real_of_ereal (fps_conv_radius f)) / 2)"
have r: "norm x < r \<and> ereal r < fps_conv_radius f"
using x by (cases "fps_conv_radius f")
(auto simp: r_def eball_def split: if_splits)
have "continuous_on (cball 0 r) (\<lambda>x. \<Sum>i. fps_nth f i * (x - 0) ^ i)"
by (rule powser_continuous_suminf) (insert r, auto simp: fps_conv_radius_def)
hence "continuous_on (cball 0 r) (eval_fps f)"
by (simp add: eval_fps_def)
thus "isCont (eval_fps f) x"
by (rule continuous_on_interior) (use r in auto)
qed
lemma continuous_on_eval_fps' [continuous_intros]:
assumes "continuous_on A g"
assumes "g ` A \<subseteq> eball 0 (fps_conv_radius f)"
shows "continuous_on A (\<lambda>x. eval_fps f (g x))"
using continuous_on_compose2[OF continuous_on_eval_fps assms] .
lemma has_field_derivative_powser:
fixes z :: "'a :: {banach, real_normed_field}"
assumes "ereal (norm z) < conv_radius f"
shows "((\<lambda>z. \<Sum>n. f n * z ^ n) has_field_derivative (\<Sum>n. diffs f n * z ^ n)) (at z within A)"
proof -
define K where "K = (if conv_radius f = \<infinity> then norm z + 1
else (norm z + real_of_ereal (conv_radius f)) / 2)"
have K: "norm z < K \<and> ereal K < conv_radius f"
using assms by (cases "conv_radius f") (auto simp: K_def)
have "0 \<le> norm z" by simp
also from K have "\<dots> < K" by simp
finally have K_pos: "K > 0" by simp
have "summable (\<lambda>n. f n * of_real K ^ n)"
using K and K_pos by (intro summable_in_conv_radius) auto
moreover from K and K_pos have "norm z < norm (of_real K :: 'a)" by auto
ultimately show ?thesis
by (rule has_field_derivative_at_within [OF termdiffs_strong])
qed
lemma has_field_derivative_eval_fps:
fixes z :: "'a :: {banach, real_normed_field}"
assumes "norm z < fps_conv_radius f"
shows "(eval_fps f has_field_derivative eval_fps (fps_deriv f) z) (at z within A)"
proof -
have "(eval_fps f has_field_derivative eval_fps (Abs_fps (diffs (fps_nth f))) z) (at z within A)"
using assms unfolding eval_fps_def fps_nth_Abs_fps fps_conv_radius_def
by (intro has_field_derivative_powser) auto
also have "Abs_fps (diffs (fps_nth f)) = fps_deriv f"
by (simp add: fps_eq_iff diffs_def)
finally show ?thesis .
qed
lemma holomorphic_on_eval_fps [holomorphic_intros]:
fixes z :: "'a :: {banach, real_normed_field}"
assumes "A \<subseteq> eball 0 (fps_conv_radius f)"
shows "eval_fps f holomorphic_on A"
proof (rule holomorphic_on_subset [OF _ assms])
show "eval_fps f holomorphic_on eball 0 (fps_conv_radius f)"
proof (subst holomorphic_on_open [OF open_eball], safe, goal_cases)
case (1 x)
thus ?case
by (intro exI[of _ "eval_fps (fps_deriv f) x"]) (auto intro: has_field_derivative_eval_fps)
qed
qed
lemma analytic_on_eval_fps:
fixes z :: "'a :: {banach, real_normed_field}"
assumes "A \<subseteq> eball 0 (fps_conv_radius f)"
shows "eval_fps f analytic_on A"
proof (rule analytic_on_subset [OF _ assms])
show "eval_fps f analytic_on eball 0 (fps_conv_radius f)"
using holomorphic_on_eval_fps[of "eball 0 (fps_conv_radius f)"]
by (subst analytic_on_open) auto
qed
subsection \<open>Lower bounds on radius of convergence\<close>
lemma fps_conv_radius_deriv:
fixes f :: "'a :: {banach, real_normed_field} fps"
shows "fps_conv_radius (fps_deriv f) \<ge> fps_conv_radius f"
unfolding fps_conv_radius_def
proof (rule conv_radius_geI_ex)
fix r :: real assume r: "r > 0" "ereal r < conv_radius (fps_nth f)"
define K where "K = (if conv_radius (fps_nth f) = \<infinity> then r + 1
else (real_of_ereal (conv_radius (fps_nth f)) + r) / 2)"
have K: "r < K \<and> ereal K < conv_radius (fps_nth f)"
using r by (cases "conv_radius (fps_nth f)") (auto simp: K_def)
have "summable (\<lambda>n. diffs (fps_nth f) n * of_real r ^ n)"
proof (rule termdiff_converges)
fix x :: 'a assume "norm x < K"
hence "ereal (norm x) < ereal K" by simp
also have "\<dots> < conv_radius (fps_nth f)" using K by simp
finally show "summable (\<lambda>n. fps_nth f n * x ^ n)"
by (intro summable_in_conv_radius) auto
qed (insert K r, auto)
also have "\<dots> = (\<lambda>n. fps_nth (fps_deriv f) n * of_real r ^ n)"
by (simp add: fps_deriv_def diffs_def)
finally show "\<exists>z::'a. norm z = r \<and> summable (\<lambda>n. fps_nth (fps_deriv f) n * z ^ n)"
using r by (intro exI[of _ "of_real r"]) auto
qed
lemma eval_fps_at_0: "eval_fps f 0 = fps_nth f 0"
by (simp add: eval_fps_def)
lemma fps_conv_radius_norm [simp]:
"fps_conv_radius (Abs_fps (\<lambda>n. norm (fps_nth f n))) = fps_conv_radius f"
by (simp add: fps_conv_radius_def)
lemma fps_conv_radius_const [simp]: "fps_conv_radius (fps_const c) = \<infinity>"
proof -
have "fps_conv_radius (fps_const c) = conv_radius (\<lambda>_. 0 :: 'a)"
unfolding fps_conv_radius_def
by (intro conv_radius_cong eventually_mono[OF eventually_gt_at_top[of 0]]) auto
thus ?thesis by simp
qed
lemma fps_conv_radius_0 [simp]: "fps_conv_radius 0 = \<infinity>"
by (simp only: fps_const_0_eq_0 [symmetric] fps_conv_radius_const)
lemma fps_conv_radius_1 [simp]: "fps_conv_radius 1 = \<infinity>"
by (simp only: fps_const_1_eq_1 [symmetric] fps_conv_radius_const)
lemma fps_conv_radius_numeral [simp]: "fps_conv_radius (numeral n) = \<infinity>"
by (simp add: numeral_fps_const)
lemma fps_conv_radius_fps_X_power [simp]: "fps_conv_radius (fps_X ^ n) = \<infinity>"
proof -
have "fps_conv_radius (fps_X ^ n :: 'a fps) = conv_radius (\<lambda>_. 0 :: 'a)"
unfolding fps_conv_radius_def
by (intro conv_radius_cong eventually_mono[OF eventually_gt_at_top[of n]])
(auto simp: fps_X_power_iff)
thus ?thesis by simp
qed
lemma fps_conv_radius_fps_X [simp]: "fps_conv_radius fps_X = \<infinity>"
using fps_conv_radius_fps_X_power[of 1] by (simp only: power_one_right)
lemma fps_conv_radius_shift [simp]:
"fps_conv_radius (fps_shift n f) = fps_conv_radius f"
by (simp add: fps_conv_radius_def fps_shift_def conv_radius_shift)
lemma fps_conv_radius_cmult_left:
"c \<noteq> 0 \<Longrightarrow> fps_conv_radius (fps_const c * f) = fps_conv_radius f"
unfolding fps_conv_radius_def by (simp add: conv_radius_cmult_left)
lemma fps_conv_radius_cmult_right:
"c \<noteq> 0 \<Longrightarrow> fps_conv_radius (f * fps_const c) = fps_conv_radius f"
unfolding fps_conv_radius_def by (simp add: conv_radius_cmult_right)
lemma fps_conv_radius_uminus [simp]:
"fps_conv_radius (-f) = fps_conv_radius f"
using fps_conv_radius_cmult_left[of "-1" f]
by (simp add: fps_const_neg [symmetric] del: fps_const_neg)
lemma fps_conv_radius_add: "fps_conv_radius (f + g) \<ge> min (fps_conv_radius f) (fps_conv_radius g)"
unfolding fps_conv_radius_def using conv_radius_add_ge[of "fps_nth f" "fps_nth g"]
by simp
lemma fps_conv_radius_diff: "fps_conv_radius (f - g) \<ge> min (fps_conv_radius f) (fps_conv_radius g)"
using fps_conv_radius_add[of f "-g"] by simp
lemma fps_conv_radius_mult: "fps_conv_radius (f * g) \<ge> min (fps_conv_radius f) (fps_conv_radius g)"
using conv_radius_mult_ge[of "fps_nth f" "fps_nth g"]
by (simp add: fps_mult_nth fps_conv_radius_def atLeast0AtMost)
lemma fps_conv_radius_power: "fps_conv_radius (f ^ n) \<ge> fps_conv_radius f"
proof (induction n)
case (Suc n)
hence "fps_conv_radius f \<le> min (fps_conv_radius f) (fps_conv_radius (f ^ n))"
by simp
also have "\<dots> \<le> fps_conv_radius (f * f ^ n)"
by (rule fps_conv_radius_mult)
finally show ?case by simp
qed simp_all
context
begin
lemma natfun_inverse_bound:
fixes f :: "'a :: {real_normed_field} fps"
assumes "fps_nth f 0 = 1" and "\<delta> > 0"
and summable: "summable (\<lambda>n. norm (fps_nth f (Suc n)) * \<delta> ^ Suc n)"
and le: "(\<Sum>n. norm (fps_nth f (Suc n)) * \<delta> ^ Suc n) \<le> 1"
shows "norm (natfun_inverse f n) \<le> inverse (\<delta> ^ n)"
proof (induction n rule: less_induct)
case (less m)
show ?case
proof (cases m)
case 0
thus ?thesis using assms by (simp add: divide_simps norm_inverse norm_divide)
next
case [simp]: (Suc n)
have "norm (natfun_inverse f (Suc n)) =
norm (\<Sum>i = Suc 0..Suc n. fps_nth f i * natfun_inverse f (Suc n - i))"
(is "_ = norm ?S") using assms
by (simp add: field_simps norm_mult norm_divide del: sum_cl_ivl_Suc)
also have "norm ?S \<le> (\<Sum>i = Suc 0..Suc n. norm (fps_nth f i * natfun_inverse f (Suc n - i)))"
by (rule norm_sum)
also have "\<dots> \<le> (\<Sum>i = Suc 0..Suc n. norm (fps_nth f i) / \<delta> ^ (Suc n - i))"
proof (intro sum_mono, goal_cases)
case (1 i)
have "norm (fps_nth f i * natfun_inverse f (Suc n - i)) =
norm (fps_nth f i) * norm (natfun_inverse f (Suc n - i))"
by (simp add: norm_mult)
also have "\<dots> \<le> norm (fps_nth f i) * inverse (\<delta> ^ (Suc n - i))"
using 1 by (intro mult_left_mono less.IH) auto
also have "\<dots> = norm (fps_nth f i) / \<delta> ^ (Suc n - i)"
by (simp add: divide_simps)
finally show ?case .
qed
also have "\<dots> = (\<Sum>i = Suc 0..Suc n. norm (fps_nth f i) * \<delta> ^ i) / \<delta> ^ Suc n"
by (subst sum_divide_distrib, rule sum.cong)
(insert \<open>\<delta> > 0\<close>, auto simp: field_simps power_diff)
also have "(\<Sum>i = Suc 0..Suc n. norm (fps_nth f i) * \<delta> ^ i) =
(\<Sum>i=0..n. norm (fps_nth f (Suc i)) * \<delta> ^ (Suc i))"
by (subst sum.atLeast_Suc_atMost_Suc_shift) simp_all
also have "{0..n} = {..<Suc n}" by auto
also have "(\<Sum>i< Suc n. norm (fps_nth f (Suc i)) * \<delta> ^ (Suc i)) \<le>
(\<Sum>n. norm (fps_nth f (Suc n)) * \<delta> ^ (Suc n))"
using \<open>\<delta> > 0\<close> by (intro sum_le_suminf ballI mult_nonneg_nonneg zero_le_power summable) auto
also have "\<dots> \<le> 1" by fact
finally show ?thesis using \<open>\<delta> > 0\<close>
by (simp add: divide_right_mono divide_simps)
qed
qed
private lemma fps_conv_radius_inverse_pos_aux:
fixes f :: "'a :: {banach, real_normed_field} fps"
assumes "fps_nth f 0 = 1" "fps_conv_radius f > 0"
shows "fps_conv_radius (inverse f) > 0"
proof -
let ?R = "fps_conv_radius f"
define h where "h = Abs_fps (\<lambda>n. norm (fps_nth f n))"
have [simp]: "fps_conv_radius h = ?R" by (simp add: h_def)
have "continuous_on (eball 0 (fps_conv_radius h)) (eval_fps h)"
by (intro continuous_on_eval_fps)
hence *: "open (eval_fps h -` A \<inter> eball 0 ?R)" if "open A" for A
using that by (subst (asm) continuous_on_open_vimage) auto
have "open (eval_fps h -` {..<2} \<inter> eball 0 ?R)"
by (rule *) auto
moreover have "0 \<in> eval_fps h -` {..<2} \<inter> eball 0 ?R"
using assms by (auto simp: eball_def zero_ereal_def eval_fps_at_0 h_def)
ultimately obtain \<epsilon> where \<epsilon>: "\<epsilon> > 0" "ball 0 \<epsilon> \<subseteq> eval_fps h -` {..<2} \<inter> eball 0 ?R"
by (subst (asm) open_contains_ball_eq) blast+
define \<delta> where "\<delta> = real_of_ereal (min (ereal \<epsilon> / 2) (?R / 2))"
have \<delta>: "0 < \<delta> \<and> \<delta> < \<epsilon> \<and> ereal \<delta> < ?R"
using \<open>\<epsilon> > 0\<close> and assms by (cases ?R) (auto simp: \<delta>_def min_def)
have summable: "summable (\<lambda>n. norm (fps_nth f n) * \<delta> ^ n)"
using \<delta> by (intro summable_in_conv_radius) (simp_all add: fps_conv_radius_def)
hence "(\<lambda>n. norm (fps_nth f n) * \<delta> ^ n) sums eval_fps h \<delta>"
by (simp add: eval_fps_def summable_sums h_def)
hence "(\<lambda>n. norm (fps_nth f (Suc n)) * \<delta> ^ Suc n) sums (eval_fps h \<delta> - 1)"
by (subst sums_Suc_iff) (auto simp: assms)
moreover {
from \<delta> have "\<delta> \<in> ball 0 \<epsilon>" by auto
also have "\<dots> \<subseteq> eval_fps h -` {..<2} \<inter> eball 0 ?R" by fact
finally have "eval_fps h \<delta> < 2" by simp
}
ultimately have le: "(\<Sum>n. norm (fps_nth f (Suc n)) * \<delta> ^ Suc n) \<le> 1"
by (simp add: sums_iff)
from summable have summable: "summable (\<lambda>n. norm (fps_nth f (Suc n)) * \<delta> ^ Suc n)"
by (subst summable_Suc_iff)
have "0 < \<delta>" using \<delta> by blast
also have "\<delta> = inverse (limsup (\<lambda>n. ereal (inverse \<delta>)))"
using \<delta> by (subst Limsup_const) auto
also have "\<dots> \<le> conv_radius (natfun_inverse f)"
unfolding conv_radius_def
proof (intro ereal_inverse_antimono Limsup_mono
eventually_mono[OF eventually_gt_at_top[of 0]])
fix n :: nat assume n: "n > 0"
have "root n (norm (natfun_inverse f n)) \<le> root n (inverse (\<delta> ^ n))"
using n assms \<delta> le summable
by (intro real_root_le_mono natfun_inverse_bound) auto
also have "\<dots> = inverse \<delta>"
using n \<delta> by (simp add: power_inverse [symmetric] real_root_pos2)
finally show "ereal (inverse \<delta>) \<ge> ereal (root n (norm (natfun_inverse f n)))"
by (subst ereal_less_eq)
next
have "0 = limsup (\<lambda>n. 0::ereal)"
by (rule Limsup_const [symmetric]) auto
also have "\<dots> \<le> limsup (\<lambda>n. ereal (root n (norm (natfun_inverse f n))))"
by (intro Limsup_mono) (auto simp: real_root_ge_zero)
finally show "0 \<le> \<dots>" by simp
qed
also have "\<dots> = fps_conv_radius (inverse f)"
using assms by (simp add: fps_conv_radius_def fps_inverse_def)
finally show ?thesis by (simp add: zero_ereal_def)
qed
lemma fps_conv_radius_inverse_pos:
fixes f :: "'a :: {banach, real_normed_field} fps"
assumes "fps_nth f 0 \<noteq> 0" and "fps_conv_radius f > 0"
shows "fps_conv_radius (inverse f) > 0"
proof -
let ?c = "fps_nth f 0"
have "fps_conv_radius (inverse f) = fps_conv_radius (fps_const ?c * inverse f)"
using assms by (subst fps_conv_radius_cmult_left) auto
also have "fps_const ?c * inverse f = inverse (fps_const (inverse ?c) * f)"
using assms by (simp add: fps_inverse_mult fps_const_inverse)
also have "fps_conv_radius \<dots> > 0" using assms
by (intro fps_conv_radius_inverse_pos_aux)
(auto simp: fps_conv_radius_cmult_left)
finally show ?thesis .
qed
end
lemma fps_conv_radius_exp [simp]:
fixes c :: "'a :: {banach, real_normed_field}"
shows "fps_conv_radius (fps_exp c) = \<infinity>"
unfolding fps_conv_radius_def
proof (rule conv_radius_inftyI'')
fix z :: 'a
have "(\<lambda>n. norm (c * z) ^ n /\<^sub>R fact n) sums exp (norm (c * z))"
by (rule exp_converges)
also have "(\<lambda>n. norm (c * z) ^ n /\<^sub>R fact n) = (\<lambda>n. norm (fps_nth (fps_exp c) n * z ^ n))"
by (rule ext) (simp add: norm_divide norm_mult norm_power divide_simps power_mult_distrib)
finally have "summable \<dots>" by (simp add: sums_iff)
thus "summable (\<lambda>n. fps_nth (fps_exp c) n * z ^ n)"
by (rule summable_norm_cancel)
qed
subsection \<open>Evaluating power series\<close>
lemma eval_fps_deriv:
assumes "norm z < fps_conv_radius f"
shows "eval_fps (fps_deriv f) z = deriv (eval_fps f) z"
by (intro DERIV_imp_deriv [symmetric] has_field_derivative_eval_fps assms)
lemma fps_nth_conv_deriv:
fixes f :: "complex fps"
assumes "fps_conv_radius f > 0"
shows "fps_nth f n = (deriv ^^ n) (eval_fps f) 0 / fact n"
using assms
proof (induction n arbitrary: f)
case 0
thus ?case by (simp add: eval_fps_def)
next
case (Suc n f)
have "(deriv ^^ Suc n) (eval_fps f) 0 = (deriv ^^ n) (deriv (eval_fps f)) 0"
unfolding funpow_Suc_right o_def ..
also have "eventually (\<lambda>z::complex. z \<in> eball 0 (fps_conv_radius f)) (nhds 0)"
using Suc.prems by (intro eventually_nhds_in_open) (auto simp: zero_ereal_def)
hence "eventually (\<lambda>z. deriv (eval_fps f) z = eval_fps (fps_deriv f) z) (nhds 0)"
by eventually_elim (simp add: eval_fps_deriv)
hence "(deriv ^^ n) (deriv (eval_fps f)) 0 = (deriv ^^ n) (eval_fps (fps_deriv f)) 0"
by (intro higher_deriv_cong_ev refl)
also have "\<dots> / fact n = fps_nth (fps_deriv f) n"
using Suc.prems fps_conv_radius_deriv[of f]
by (intro Suc.IH [symmetric]) auto
also have "\<dots> / of_nat (Suc n) = fps_nth f (Suc n)"
by (simp add: fps_deriv_def del: of_nat_Suc)
finally show ?case by (simp add: divide_simps)
qed
lemma eval_fps_eqD:
fixes f g :: "complex fps"
assumes "fps_conv_radius f > 0" "fps_conv_radius g > 0"
assumes "eventually (\<lambda>z. eval_fps f z = eval_fps g z) (nhds 0)"
shows "f = g"
proof (rule fps_ext)
fix n :: nat
have "fps_nth f n = (deriv ^^ n) (eval_fps f) 0 / fact n"
using assms by (intro fps_nth_conv_deriv)
also have "(deriv ^^ n) (eval_fps f) 0 = (deriv ^^ n) (eval_fps g) 0"
by (intro higher_deriv_cong_ev refl assms)
also have "\<dots> / fact n = fps_nth g n"
using assms by (intro fps_nth_conv_deriv [symmetric])
finally show "fps_nth f n = fps_nth g n" .
qed
lemma eval_fps_const [simp]:
fixes c :: "'a :: {banach, real_normed_div_algebra}"
shows "eval_fps (fps_const c) z = c"
proof -
have "(\<lambda>n::nat. if n \<in> {0} then c else 0) sums (\<Sum>n\<in>{0::nat}. c)"
by (rule sums_If_finite_set) auto
also have "?this \<longleftrightarrow> (\<lambda>n::nat. fps_nth (fps_const c) n * z ^ n) sums (\<Sum>n\<in>{0::nat}. c)"
by (intro sums_cong) auto
also have "(\<Sum>n\<in>{0::nat}. c) = c"
by simp
finally show ?thesis
by (simp add: eval_fps_def sums_iff)
qed
lemma eval_fps_0 [simp]:
"eval_fps (0 :: 'a :: {banach, real_normed_div_algebra} fps) z = 0"
by (simp only: fps_const_0_eq_0 [symmetric] eval_fps_const)
lemma eval_fps_1 [simp]:
"eval_fps (1 :: 'a :: {banach, real_normed_div_algebra} fps) z = 1"
by (simp only: fps_const_1_eq_1 [symmetric] eval_fps_const)
lemma eval_fps_numeral [simp]:
"eval_fps (numeral n :: 'a :: {banach, real_normed_div_algebra} fps) z = numeral n"
by (simp only: numeral_fps_const eval_fps_const)
lemma eval_fps_X_power [simp]:
"eval_fps (fps_X ^ m :: 'a :: {banach, real_normed_div_algebra} fps) z = z ^ m"
proof -
have "(\<lambda>n::nat. if n \<in> {m} then z ^ n else 0 :: 'a) sums (\<Sum>n\<in>{m::nat}. z ^ n)"
by (rule sums_If_finite_set) auto
also have "?this \<longleftrightarrow> (\<lambda>n::nat. fps_nth (fps_X ^ m) n * z ^ n) sums (\<Sum>n\<in>{m::nat}. z ^ n)"
by (intro sums_cong) (auto simp: fps_X_power_iff)
also have "(\<Sum>n\<in>{m::nat}. z ^ n) = z ^ m"
by simp
finally show ?thesis
by (simp add: eval_fps_def sums_iff)
qed
lemma eval_fps_X [simp]:
"eval_fps (fps_X :: 'a :: {banach, real_normed_div_algebra} fps) z = z"
using eval_fps_X_power[of 1 z] by (simp only: power_one_right)
lemma eval_fps_minus:
fixes f :: "'a :: {banach, real_normed_div_algebra} fps"
assumes "norm z < fps_conv_radius f"
shows "eval_fps (-f) z = -eval_fps f z"
using assms unfolding eval_fps_def
by (subst suminf_minus [symmetric]) (auto intro!: summable_fps)
lemma eval_fps_add:
fixes f g :: "'a :: {banach, real_normed_div_algebra} fps"
assumes "norm z < fps_conv_radius f" "norm z < fps_conv_radius g"
shows "eval_fps (f + g) z = eval_fps f z + eval_fps g z"
using assms unfolding eval_fps_def
by (subst suminf_add) (auto simp: ring_distribs intro!: summable_fps)
lemma eval_fps_diff:
fixes f g :: "'a :: {banach, real_normed_div_algebra} fps"
assumes "norm z < fps_conv_radius f" "norm z < fps_conv_radius g"
shows "eval_fps (f - g) z = eval_fps f z - eval_fps g z"
using assms unfolding eval_fps_def
by (subst suminf_diff) (auto simp: ring_distribs intro!: summable_fps)
lemma eval_fps_mult:
fixes f g :: "'a :: {banach, real_normed_div_algebra, comm_ring_1} fps"
assumes "norm z < fps_conv_radius f" "norm z < fps_conv_radius g"
shows "eval_fps (f * g) z = eval_fps f z * eval_fps g z"
proof -
have "eval_fps f z * eval_fps g z =
(\<Sum>k. \<Sum>i\<le>k. fps_nth f i * fps_nth g (k - i) * (z ^ i * z ^ (k - i)))"
unfolding eval_fps_def
proof (subst Cauchy_product)
show "summable (\<lambda>k. norm (fps_nth f k * z ^ k))" "summable (\<lambda>k. norm (fps_nth g k * z ^ k))"
by (rule norm_summable_fps assms)+
qed (simp_all add: algebra_simps)
also have "(\<lambda>k. \<Sum>i\<le>k. fps_nth f i * fps_nth g (k - i) * (z ^ i * z ^ (k - i))) =
(\<lambda>k. \<Sum>i\<le>k. fps_nth f i * fps_nth g (k - i) * z ^ k)"
by (intro ext sum.cong refl) (simp add: power_add [symmetric])
also have "suminf \<dots> = eval_fps (f * g) z"
by (simp add: eval_fps_def fps_mult_nth atLeast0AtMost sum_distrib_right)
finally show ?thesis ..
qed
lemma eval_fps_shift:
fixes f :: "'a :: {banach, real_normed_div_algebra, comm_ring_1} fps"
assumes "n \<le> subdegree f" "norm z < fps_conv_radius f"
shows "eval_fps (fps_shift n f) z = (if z = 0 then fps_nth f n else eval_fps f z / z ^ n)"
proof (cases "z = 0")
case False
have "eval_fps (fps_shift n f * fps_X ^ n) z = eval_fps (fps_shift n f) z * z ^ n"
using assms by (subst eval_fps_mult) simp_all
also from assms have "fps_shift n f * fps_X ^ n = f"
by (simp add: fps_shift_times_fps_X_power)
finally show ?thesis using False by (simp add: field_simps)
qed (simp_all add: eval_fps_at_0)
lemma eval_fps_exp [simp]:
fixes c :: "'a :: {banach, real_normed_field}"
shows "eval_fps (fps_exp c) z = exp (c * z)" unfolding eval_fps_def exp_def
by (simp add: eval_fps_def exp_def scaleR_conv_of_real divide_simps power_mult_distrib)
lemma
fixes f :: "complex fps" and r :: ereal
assumes "\<And>z. ereal (norm z) < r \<Longrightarrow> eval_fps f z \<noteq> 0"
shows fps_conv_radius_inverse: "fps_conv_radius (inverse f) \<ge> min r (fps_conv_radius f)"
and eval_fps_inverse: "\<And>z. ereal (norm z) < fps_conv_radius f \<Longrightarrow> ereal (norm z) < r \<Longrightarrow>
eval_fps (inverse f) z = inverse (eval_fps f z)"
proof -
define R where "R = min (fps_conv_radius f) r"
have *: "fps_conv_radius (inverse f) \<ge> min r (fps_conv_radius f) \<and>
(\<forall>z\<in>eball 0 (min (fps_conv_radius f) r). eval_fps (inverse f) z = inverse (eval_fps f z))"
proof (cases "min r (fps_conv_radius f) > 0")
case True
define f' where "f' = fps_expansion (\<lambda>z. inverse (eval_fps f z)) 0"
have holo: "(\<lambda>z. inverse (eval_fps f z)) holomorphic_on eball 0 (min r (fps_conv_radius f))"
using assms by (intro holomorphic_intros) auto
from holo have radius: "fps_conv_radius f' \<ge> min r (fps_conv_radius f)"
unfolding f'_def by (rule conv_radius_fps_expansion)
have eval_f': "eval_fps f' z = inverse (eval_fps f z)"
if "norm z < fps_conv_radius f" "norm z < r" for z
using that unfolding f'_def by (subst eval_fps_expansion'[OF holo]) auto
have "f * f' = 1"
proof (rule eval_fps_eqD)
from radius and True have "0 < min (fps_conv_radius f) (fps_conv_radius f')"
by (auto simp: min_def split: if_splits)
also have "\<dots> \<le> fps_conv_radius (f * f')" by (rule fps_conv_radius_mult)
finally show "\<dots> > 0" .
next
from True have "R > 0" by (auto simp: R_def)
hence "eventually (\<lambda>z. z \<in> eball 0 R) (nhds 0)"
by (intro eventually_nhds_in_open) (auto simp: zero_ereal_def)
thus "eventually (\<lambda>z. eval_fps (f * f') z = eval_fps 1 z) (nhds 0)"
proof eventually_elim
case (elim z)
hence "eval_fps (f * f') z = eval_fps f z * eval_fps f' z"
using radius by (intro eval_fps_mult)
(auto simp: R_def min_def split: if_splits intro: less_trans)
also have "eval_fps f' z = inverse (eval_fps f z)"
using elim by (intro eval_f') (auto simp: R_def)
also from elim have "eval_fps f z \<noteq> 0"
by (intro assms) (auto simp: R_def)
hence "eval_fps f z * inverse (eval_fps f z) = eval_fps 1 z"
by simp
finally show "eval_fps (f * f') z = eval_fps 1 z" .
qed
qed simp_all
hence "f' = inverse f"
by (intro fps_inverse_unique [symmetric]) (simp_all add: mult_ac)
with eval_f' and radius show ?thesis by simp
next
case False
hence *: "eball 0 R = {}"
by (intro eball_empty) (auto simp: R_def min_def split: if_splits)
show ?thesis
proof safe
from False have "min r (fps_conv_radius f) \<le> 0"
by (simp add: min_def)
also have "0 \<le> fps_conv_radius (inverse f)"
by (simp add: fps_conv_radius_def conv_radius_nonneg)
finally show "min r (fps_conv_radius f) \<le> \<dots>" .
qed (unfold * [unfolded R_def], auto)
qed
from * show "fps_conv_radius (inverse f) \<ge> min r (fps_conv_radius f)" by blast
from * show "eval_fps (inverse f) z = inverse (eval_fps f z)"
if "ereal (norm z) < fps_conv_radius f" "ereal (norm z) < r" for z
using that by auto
qed
lemma
fixes f g :: "complex fps" and r :: ereal
defines "R \<equiv> Min {r, fps_conv_radius f, fps_conv_radius g}"
assumes "fps_conv_radius f > 0" "fps_conv_radius g > 0" "r > 0"
assumes nz: "\<And>z. z \<in> eball 0 r \<Longrightarrow> eval_fps g z \<noteq> 0"
shows fps_conv_radius_divide': "fps_conv_radius (f / g) \<ge> R"
and eval_fps_divide':
"ereal (norm z) < R \<Longrightarrow> eval_fps (f / g) z = eval_fps f z / eval_fps g z"
proof -
from nz[of 0] and \<open>r > 0\<close> have nz': "fps_nth g 0 \<noteq> 0"
by (auto simp: eval_fps_at_0 zero_ereal_def)
have "R \<le> min r (fps_conv_radius g)"
by (auto simp: R_def intro: min.coboundedI2)
also have "min r (fps_conv_radius g) \<le> fps_conv_radius (inverse g)"
by (intro fps_conv_radius_inverse assms) (auto simp: zero_ereal_def)
finally have radius: "fps_conv_radius (inverse g) \<ge> R" .
have "R \<le> min (fps_conv_radius f) (fps_conv_radius (inverse g))"
by (intro radius min.boundedI) (auto simp: R_def intro: min.coboundedI1 min.coboundedI2)
also have "\<dots> \<le> fps_conv_radius (f * inverse g)"
by (rule fps_conv_radius_mult)
also have "f * inverse g = f / g"
by (intro fps_divide_unit [symmetric] nz')
finally show "fps_conv_radius (f / g) \<ge> R" .
assume z: "ereal (norm z) < R"
have "eval_fps (f * inverse g) z = eval_fps f z * eval_fps (inverse g) z"
using radius by (intro eval_fps_mult less_le_trans[OF z])
(auto simp: R_def intro: min.coboundedI1 min.coboundedI2)
also have "eval_fps (inverse g) z = inverse (eval_fps g z)" using \<open>r > 0\<close>
by (intro eval_fps_inverse[where r = r] less_le_trans[OF z] nz)
(auto simp: R_def intro: min.coboundedI1 min.coboundedI2)
also have "f * inverse g = f / g" by fact
finally show "eval_fps (f / g) z = eval_fps f z / eval_fps g z" by (simp add: divide_simps)
qed
lemma
fixes f g :: "complex fps" and r :: ereal
defines "R \<equiv> Min {r, fps_conv_radius f, fps_conv_radius g}"
assumes "subdegree g \<le> subdegree f"
assumes "fps_conv_radius f > 0" "fps_conv_radius g > 0" "r > 0"
assumes "\<And>z. z \<in> eball 0 r \<Longrightarrow> z \<noteq> 0 \<Longrightarrow> eval_fps g z \<noteq> 0"
shows fps_conv_radius_divide: "fps_conv_radius (f / g) \<ge> R"
and eval_fps_divide:
"ereal (norm z) < R \<Longrightarrow> c = fps_nth f (subdegree g) / fps_nth g (subdegree g) \<Longrightarrow>
eval_fps (f / g) z = (if z = 0 then c else eval_fps f z / eval_fps g z)"
proof -
define f' g' where "f' = fps_shift (subdegree g) f" and "g' = fps_shift (subdegree g) g"
have f_eq: "f = f' * fps_X ^ subdegree g" and g_eq: "g = g' * fps_X ^ subdegree g"
unfolding f'_def g'_def by (rule subdegree_decompose' le_refl | fact)+
have subdegree: "subdegree f' = subdegree f - subdegree g" "subdegree g' = 0"
using assms(2) by (simp_all add: f'_def g'_def)
have [simp]: "fps_conv_radius f' = fps_conv_radius f" "fps_conv_radius g' = fps_conv_radius g"
by (simp_all add: f'_def g'_def)
have [simp]: "fps_nth f' 0 = fps_nth f (subdegree g)"
"fps_nth g' 0 = fps_nth g (subdegree g)" by (simp_all add: f'_def g'_def)
have g_nz: "g \<noteq> 0"
proof -
define z :: complex where "z = (if r = \<infinity> then 1 else of_real (real_of_ereal r / 2))"
from \<open>r > 0\<close> have "z \<in> eball 0 r"
by (cases r) (auto simp: z_def eball_def)
moreover have "z \<noteq> 0" using \<open>r > 0\<close>
by (cases r) (auto simp: z_def)
ultimately have "eval_fps g z \<noteq> 0" by (rule assms(6))
thus "g \<noteq> 0" by auto
qed
have fg: "f / g = f' * inverse g'"
by (subst f_eq, subst (2) g_eq) (insert g_nz, simp add: fps_divide_unit)
have g'_nz: "eval_fps g' z \<noteq> 0" if z: "norm z < min r (fps_conv_radius g)" for z
proof (cases "z = 0")
case False
with assms and z have "eval_fps g z \<noteq> 0" by auto
also from z have "eval_fps g z = eval_fps g' z * z ^ subdegree g"
by (subst g_eq) (auto simp: eval_fps_mult)
finally show ?thesis by auto
qed (insert \<open>g \<noteq> 0\<close>, auto simp: g'_def eval_fps_at_0)
have "R \<le> min (min r (fps_conv_radius g)) (fps_conv_radius g')"
by (auto simp: R_def min.coboundedI1 min.coboundedI2)
also have "\<dots> \<le> fps_conv_radius (inverse g')"
using g'_nz by (rule fps_conv_radius_inverse)
finally have conv_radius_inv: "R \<le> fps_conv_radius (inverse g')" .
hence "R \<le> fps_conv_radius (f' * inverse g')"
by (intro order.trans[OF _ fps_conv_radius_mult])
(auto simp: R_def intro: min.coboundedI1 min.coboundedI2)
thus "fps_conv_radius (f / g) \<ge> R" by (simp add: fg)
fix z c :: complex assume z: "ereal (norm z) < R"
assume c: "c = fps_nth f (subdegree g) / fps_nth g (subdegree g)"
show "eval_fps (f / g) z = (if z = 0 then c else eval_fps f z / eval_fps g z)"
proof (cases "z = 0")
case False
from z and conv_radius_inv have "ereal (norm z) < fps_conv_radius (inverse g')"
by simp
with z have "eval_fps (f / g) z = eval_fps f' z * eval_fps (inverse g') z"
unfolding fg by (subst eval_fps_mult) (auto simp: R_def)
also have "eval_fps (inverse g') z = inverse (eval_fps g' z)"
using z by (intro eval_fps_inverse[of "min r (fps_conv_radius g')"] g'_nz) (auto simp: R_def)
also have "eval_fps f' z * \<dots> = eval_fps f z / eval_fps g z"
using z False assms(2) by (simp add: f'_def g'_def eval_fps_shift R_def)
finally show ?thesis using False by simp
qed (simp_all add: eval_fps_at_0 fg field_simps c)
qed
subsection \<open>Power series expansion of complex functions\<close>
text \<open>
This predicate contains the notion that the given formal power series converges
in some disc of positive radius around the origin and is equal to the given complex
function there.
This relationship is unique in the sense that no complex function can have more than
one formal power series to which it expands, and if two holomorphic functions that are
holomorphic on a connected open set around the origin and have the same power series
expansion, they must be equal on that set.
More concrete statements about the radius of convergence can usually be made, but for
many purposes, the statment that the series converges to the function in some neighbourhood
of the origin is enough, and that can be shown almost fully automatically in most cases,
as there are straightforward introduction rules to show this.
In particular, when one wants to relate the coefficients of the power series to the
values of the derivatives of the function at the origin, or if one wants to approximate
the coefficients of the series with the singularities of the function, this predicate
is enough.
\<close>
definition has_fps_expansion :: "('a :: {banach,real_normed_div_algebra} \<Rightarrow> 'a) \<Rightarrow> 'a fps \<Rightarrow> bool"
(infixl "has'_fps'_expansion" 60)
where "(f has_fps_expansion F) \<longleftrightarrow>
fps_conv_radius F > 0 \<and> eventually (\<lambda>z. eval_fps F z = f z) (nhds 0)"
named_theorems fps_expansion_intros
lemma fps_nth_fps_expansion:
fixes f :: "complex \<Rightarrow> complex"
assumes "f has_fps_expansion F"
shows "fps_nth F n = (deriv ^^ n) f 0 / fact n"
proof -
have "fps_nth F n = (deriv ^^ n) (eval_fps F) 0 / fact n"
using assms by (intro fps_nth_conv_deriv) (auto simp: has_fps_expansion_def)
also have "(deriv ^^ n) (eval_fps F) 0 = (deriv ^^ n) f 0"
using assms by (intro higher_deriv_cong_ev) (auto simp: has_fps_expansion_def)
finally show ?thesis .
qed
lemma has_fps_expansion_fps_expansion [intro]:
assumes "open A" "0 \<in> A" "f holomorphic_on A"
shows "f has_fps_expansion fps_expansion f 0"
proof -
from assms(1,2) obtain r where r: "r > 0 " "ball 0 r \<subseteq> A"
by (auto simp: open_contains_ball)
have holo: "f holomorphic_on eball 0 (ereal r)"
using r(2) and assms(3) by auto
from r(1) have "0 < ereal r" by simp
also have "r \<le> fps_conv_radius (fps_expansion f 0)"
using holo by (intro conv_radius_fps_expansion) auto
finally have "\<dots> > 0" .
moreover have "eventually (\<lambda>z. z \<in> ball 0 r) (nhds 0)"
using r(1) by (intro eventually_nhds_in_open) auto
hence "eventually (\<lambda>z. eval_fps (fps_expansion f 0) z = f z) (nhds 0)"
by eventually_elim (subst eval_fps_expansion'[OF holo], auto)
ultimately show ?thesis using r(1) by (auto simp: has_fps_expansion_def)
qed
lemma has_fps_expansion_const [simp, intro, fps_expansion_intros]:
"(\<lambda>_. c) has_fps_expansion fps_const c"
by (auto simp: has_fps_expansion_def)
lemma has_fps_expansion_0 [simp, intro, fps_expansion_intros]:
"(\<lambda>_. 0) has_fps_expansion 0"
by (auto simp: has_fps_expansion_def)
lemma has_fps_expansion_1 [simp, intro, fps_expansion_intros]:
"(\<lambda>_. 1) has_fps_expansion 1"
by (auto simp: has_fps_expansion_def)
lemma has_fps_expansion_numeral [simp, intro, fps_expansion_intros]:
"(\<lambda>_. numeral n) has_fps_expansion numeral n"
by (auto simp: has_fps_expansion_def)
lemma has_fps_expansion_fps_X_power [fps_expansion_intros]:
"(\<lambda>x. x ^ n) has_fps_expansion (fps_X ^ n)"
by (auto simp: has_fps_expansion_def)
lemma has_fps_expansion_fps_X [fps_expansion_intros]:
"(\<lambda>x. x) has_fps_expansion fps_X"
by (auto simp: has_fps_expansion_def)
lemma has_fps_expansion_cmult_left [fps_expansion_intros]:
fixes c :: "'a :: {banach, real_normed_div_algebra, comm_ring_1}"
assumes "f has_fps_expansion F"
shows "(\<lambda>x. c * f x) has_fps_expansion fps_const c * F"
proof (cases "c = 0")
case False
from assms have "eventually (\<lambda>z. z \<in> eball 0 (fps_conv_radius F)) (nhds 0)"
by (intro eventually_nhds_in_open) (auto simp: has_fps_expansion_def zero_ereal_def)
moreover from assms have "eventually (\<lambda>z. eval_fps F z = f z) (nhds 0)"
by (auto simp: has_fps_expansion_def)
ultimately have "eventually (\<lambda>z. eval_fps (fps_const c * F) z = c * f z) (nhds 0)"
by eventually_elim (simp_all add: eval_fps_mult)
with assms and False show ?thesis
by (auto simp: has_fps_expansion_def fps_conv_radius_cmult_left)
qed auto
lemma has_fps_expansion_cmult_right [fps_expansion_intros]:
fixes c :: "'a :: {banach, real_normed_div_algebra, comm_ring_1}"
assumes "f has_fps_expansion F"
shows "(\<lambda>x. f x * c) has_fps_expansion F * fps_const c"
proof -
have "F * fps_const c = fps_const c * F"
by (intro fps_ext) (auto simp: mult.commute)
with has_fps_expansion_cmult_left [OF assms] show ?thesis
by (simp add: mult.commute)
qed
lemma has_fps_expansion_minus [fps_expansion_intros]:
assumes "f has_fps_expansion F"
shows "(\<lambda>x. - f x) has_fps_expansion -F"
proof -
from assms have "eventually (\<lambda>x. x \<in> eball 0 (fps_conv_radius F)) (nhds 0)"
by (intro eventually_nhds_in_open) (auto simp: has_fps_expansion_def zero_ereal_def)
moreover from assms have "eventually (\<lambda>x. eval_fps F x = f x) (nhds 0)"
by (auto simp: has_fps_expansion_def)
ultimately have "eventually (\<lambda>x. eval_fps (-F) x = -f x) (nhds 0)"
by eventually_elim (auto simp: eval_fps_minus)
thus ?thesis using assms by (auto simp: has_fps_expansion_def)
qed
lemma has_fps_expansion_add [fps_expansion_intros]:
assumes "f has_fps_expansion F" "g has_fps_expansion G"
shows "(\<lambda>x. f x + g x) has_fps_expansion F + G"
proof -
from assms have "0 < min (fps_conv_radius F) (fps_conv_radius G)"
by (auto simp: has_fps_expansion_def)
also have "\<dots> \<le> fps_conv_radius (F + G)"
by (rule fps_conv_radius_add)
finally have radius: "\<dots> > 0" .
from assms have "eventually (\<lambda>x. x \<in> eball 0 (fps_conv_radius F)) (nhds 0)"
"eventually (\<lambda>x. x \<in> eball 0 (fps_conv_radius G)) (nhds 0)"
by (intro eventually_nhds_in_open; force simp: has_fps_expansion_def zero_ereal_def)+
moreover have "eventually (\<lambda>x. eval_fps F x = f x) (nhds 0)"
and "eventually (\<lambda>x. eval_fps G x = g x) (nhds 0)"
using assms by (auto simp: has_fps_expansion_def)
ultimately have "eventually (\<lambda>x. eval_fps (F + G) x = f x + g x) (nhds 0)"
by eventually_elim (auto simp: eval_fps_add)
with radius show ?thesis by (auto simp: has_fps_expansion_def)
qed
lemma has_fps_expansion_diff [fps_expansion_intros]:
assumes "f has_fps_expansion F" "g has_fps_expansion G"
shows "(\<lambda>x. f x - g x) has_fps_expansion F - G"
using has_fps_expansion_add[of f F "\<lambda>x. - g x" "-G"] assms
by (simp add: has_fps_expansion_minus)
lemma has_fps_expansion_mult [fps_expansion_intros]:
fixes F G :: "'a :: {banach, real_normed_div_algebra, comm_ring_1} fps"
assumes "f has_fps_expansion F" "g has_fps_expansion G"
shows "(\<lambda>x. f x * g x) has_fps_expansion F * G"
proof -
from assms have "0 < min (fps_conv_radius F) (fps_conv_radius G)"
by (auto simp: has_fps_expansion_def)
also have "\<dots> \<le> fps_conv_radius (F * G)"
by (rule fps_conv_radius_mult)
finally have radius: "\<dots> > 0" .
from assms have "eventually (\<lambda>x. x \<in> eball 0 (fps_conv_radius F)) (nhds 0)"
"eventually (\<lambda>x. x \<in> eball 0 (fps_conv_radius G)) (nhds 0)"
by (intro eventually_nhds_in_open; force simp: has_fps_expansion_def zero_ereal_def)+
moreover have "eventually (\<lambda>x. eval_fps F x = f x) (nhds 0)"
and "eventually (\<lambda>x. eval_fps G x = g x) (nhds 0)"
using assms by (auto simp: has_fps_expansion_def)
ultimately have "eventually (\<lambda>x. eval_fps (F * G) x = f x * g x) (nhds 0)"
by eventually_elim (auto simp: eval_fps_mult)
with radius show ?thesis by (auto simp: has_fps_expansion_def)
qed
lemma has_fps_expansion_inverse [fps_expansion_intros]:
fixes F :: "'a :: {banach, real_normed_field} fps"
assumes "f has_fps_expansion F"
assumes "fps_nth F 0 \<noteq> 0"
shows "(\<lambda>x. inverse (f x)) has_fps_expansion inverse F"
proof -
have radius: "fps_conv_radius (inverse F) > 0"
using assms unfolding has_fps_expansion_def
by (intro fps_conv_radius_inverse_pos) auto
let ?R = "min (fps_conv_radius F) (fps_conv_radius (inverse F))"
from assms radius
have "eventually (\<lambda>x. x \<in> eball 0 (fps_conv_radius F)) (nhds 0)"
"eventually (\<lambda>x. x \<in> eball 0 (fps_conv_radius (inverse F))) (nhds 0)"
by (intro eventually_nhds_in_open; force simp: has_fps_expansion_def zero_ereal_def)+
moreover have "eventually (\<lambda>z. eval_fps F z = f z) (nhds 0)"
using assms by (auto simp: has_fps_expansion_def)
ultimately have "eventually (\<lambda>z. eval_fps (inverse F) z = inverse (f z)) (nhds 0)"
proof eventually_elim
case (elim z)
hence "eval_fps (inverse F * F) z = eval_fps (inverse F) z * f z"
by (subst eval_fps_mult) auto
also have "eval_fps (inverse F * F) z = 1"
using assms by (simp add: inverse_mult_eq_1)
finally show ?case by (auto simp: divide_simps)
qed
with radius show ?thesis by (auto simp: has_fps_expansion_def)
qed
lemma has_fps_expansion_exp [fps_expansion_intros]:
fixes c :: "'a :: {banach, real_normed_field}"
shows "(\<lambda>x. exp (c * x)) has_fps_expansion fps_exp c"
by (auto simp: has_fps_expansion_def)
lemma has_fps_expansion_exp1 [fps_expansion_intros]:
"(\<lambda>x::'a :: {banach, real_normed_field}. exp x) has_fps_expansion fps_exp 1"
using has_fps_expansion_exp[of 1] by simp
lemma has_fps_expansion_exp_neg1 [fps_expansion_intros]:
"(\<lambda>x::'a :: {banach, real_normed_field}. exp (-x)) has_fps_expansion fps_exp (-1)"
using has_fps_expansion_exp[of "-1"] by simp
lemma has_fps_expansion_deriv [fps_expansion_intros]:
assumes "f has_fps_expansion F"
shows "deriv f has_fps_expansion fps_deriv F"
proof -
have "eventually (\<lambda>z. z \<in> eball 0 (fps_conv_radius F)) (nhds 0)"
using assms by (intro eventually_nhds_in_open)
(auto simp: has_fps_expansion_def zero_ereal_def)
moreover from assms have "eventually (\<lambda>z. eval_fps F z = f z) (nhds 0)"
by (auto simp: has_fps_expansion_def)
then obtain s where "open s" "0 \<in> s" and s: "\<And>w. w \<in> s \<Longrightarrow> eval_fps F w = f w"
by (auto simp: eventually_nhds)
hence "eventually (\<lambda>w. w \<in> s) (nhds 0)"
by (intro eventually_nhds_in_open) auto
ultimately have "eventually (\<lambda>z. eval_fps (fps_deriv F) z = deriv f z) (nhds 0)"
proof eventually_elim
case (elim z)
hence "eval_fps (fps_deriv F) z = deriv (eval_fps F) z"
by (simp add: eval_fps_deriv)
also have "eventually (\<lambda>w. w \<in> s) (nhds z)"
using elim and \<open>open s\<close> by (intro eventually_nhds_in_open) auto
hence "eventually (\<lambda>w. eval_fps F w = f w) (nhds z)"
by eventually_elim (simp add: s)
hence "deriv (eval_fps F) z = deriv f z"
by (intro deriv_cong_ev refl)
finally show ?case .
qed
with assms and fps_conv_radius_deriv[of F] show ?thesis
by (auto simp: has_fps_expansion_def)
qed
lemma fps_conv_radius_binomial:
fixes c :: "'a :: {real_normed_field,banach}"
shows "fps_conv_radius (fps_binomial c) = (if c \<in> \<nat> then \<infinity> else 1)"
unfolding fps_conv_radius_def by (simp add: conv_radius_gchoose)
lemma fps_conv_radius_ln:
fixes c :: "'a :: {banach, real_normed_field, field_char_0}"
shows "fps_conv_radius (fps_ln c) = (if c = 0 then \<infinity> else 1)"
proof (cases "c = 0")
case False
have "conv_radius (\<lambda>n. 1 / of_nat n :: 'a) = 1"
proof (rule conv_radius_ratio_limit_nonzero)
show "(\<lambda>n. norm (1 / of_nat n :: 'a) / norm (1 / of_nat (Suc n) :: 'a)) \<longlonglongrightarrow> 1"
using LIMSEQ_Suc_n_over_n by (simp add: norm_divide del: of_nat_Suc)
qed auto
also have "conv_radius (\<lambda>n. 1 / of_nat n :: 'a) =
conv_radius (\<lambda>n. if n = 0 then 0 else (- 1) ^ (n - 1) / of_nat n :: 'a)"
by (intro conv_radius_cong eventually_mono[OF eventually_gt_at_top[of 0]])
(simp add: norm_mult norm_divide norm_power)
finally show ?thesis using False unfolding fps_ln_def
by (subst fps_conv_radius_cmult_left) (simp_all add: fps_conv_radius_def)
qed (auto simp: fps_ln_def)
lemma fps_conv_radius_ln_nonzero [simp]:
assumes "c \<noteq> (0 :: 'a :: {banach,real_normed_field,field_char_0})"
shows "fps_conv_radius (fps_ln c) = 1"
using assms by (simp add: fps_conv_radius_ln)
lemma fps_conv_radius_sin [simp]:
fixes c :: "'a :: {banach, real_normed_field, field_char_0}"
shows "fps_conv_radius (fps_sin c) = \<infinity>"
proof (cases "c = 0")
case False
have "\<infinity> = conv_radius (\<lambda>n. of_real (sin_coeff n) :: 'a)"
proof (rule sym, rule conv_radius_inftyI'', rule summable_norm_cancel, goal_cases)
case (1 z)
show ?case using summable_norm_sin[of z] by (simp add: norm_mult)
qed
also have "\<dots> / norm c = conv_radius (\<lambda>n. c ^ n * of_real (sin_coeff n) :: 'a)"
using False by (subst conv_radius_mult_power) auto
also have "\<dots> = fps_conv_radius (fps_sin c)" unfolding fps_conv_radius_def
by (rule conv_radius_cong_weak) (auto simp add: fps_sin_def sin_coeff_def)
finally show ?thesis by simp
qed simp_all
lemma fps_conv_radius_cos [simp]:
fixes c :: "'a :: {banach, real_normed_field, field_char_0}"
shows "fps_conv_radius (fps_cos c) = \<infinity>"
proof (cases "c = 0")
case False
have "\<infinity> = conv_radius (\<lambda>n. of_real (cos_coeff n) :: 'a)"
proof (rule sym, rule conv_radius_inftyI'', rule summable_norm_cancel, goal_cases)
case (1 z)
show ?case using summable_norm_cos[of z] by (simp add: norm_mult)
qed
also have "\<dots> / norm c = conv_radius (\<lambda>n. c ^ n * of_real (cos_coeff n) :: 'a)"
using False by (subst conv_radius_mult_power) auto
also have "\<dots> = fps_conv_radius (fps_cos c)" unfolding fps_conv_radius_def
by (rule conv_radius_cong_weak) (auto simp add: fps_cos_def cos_coeff_def)
finally show ?thesis by simp
qed simp_all
lemma eval_fps_sin [simp]:
fixes z :: "'a :: {banach, real_normed_field, field_char_0}"
shows "eval_fps (fps_sin c) z = sin (c * z)"
proof -
have "(\<lambda>n. sin_coeff n *\<^sub>R (c * z) ^ n) sums sin (c * z)" by (rule sin_converges)
also have "(\<lambda>n. sin_coeff n *\<^sub>R (c * z) ^ n) = (\<lambda>n. fps_nth (fps_sin c) n * z ^ n)"
by (rule ext) (auto simp: sin_coeff_def fps_sin_def power_mult_distrib scaleR_conv_of_real)
finally show ?thesis by (simp add: sums_iff eval_fps_def)
qed
lemma eval_fps_cos [simp]:
fixes z :: "'a :: {banach, real_normed_field, field_char_0}"
shows "eval_fps (fps_cos c) z = cos (c * z)"
proof -
have "(\<lambda>n. cos_coeff n *\<^sub>R (c * z) ^ n) sums cos (c * z)" by (rule cos_converges)
also have "(\<lambda>n. cos_coeff n *\<^sub>R (c * z) ^ n) = (\<lambda>n. fps_nth (fps_cos c) n * z ^ n)"
by (rule ext) (auto simp: cos_coeff_def fps_cos_def power_mult_distrib scaleR_conv_of_real)
finally show ?thesis by (simp add: sums_iff eval_fps_def)
qed
lemma cos_eq_zero_imp_norm_ge:
assumes "cos (z :: complex) = 0"
shows "norm z \<ge> pi / 2"
proof -
from assms obtain n where "z = complex_of_real ((of_int n + 1 / 2) * pi)"
by (auto simp: cos_eq_0 algebra_simps)
also have "norm \<dots> = \<bar>real_of_int n + 1 / 2\<bar> * pi"
by (subst norm_of_real) (simp_all add: abs_mult)
also have "real_of_int n + 1 / 2 = of_int (2 * n + 1) / 2" by simp
also have "\<bar>\<dots>\<bar> = of_int \<bar>2 * n + 1\<bar> / 2" by (subst abs_divide) simp_all
also have "\<dots> * pi = of_int \<bar>2 * n + 1\<bar> * (pi / 2)" by simp
also have "\<dots> \<ge> of_int 1 * (pi / 2)"
by (intro mult_right_mono, subst of_int_le_iff) (auto simp: abs_if)
finally show ?thesis by simp
qed
lemma fps_conv_radius_tan:
fixes c :: complex
assumes "c \<noteq> 0"
shows "fps_conv_radius (fps_tan c) \<ge> pi / (2 * norm c)"
proof -
have "fps_conv_radius (fps_tan c) \<ge>
Min {pi / (2 * norm c), fps_conv_radius (fps_sin c), fps_conv_radius (fps_cos c)}"
unfolding fps_tan_def
proof (rule fps_conv_radius_divide)
fix z :: complex assume "z \<in> eball 0 (pi / (2 * norm c))"
with cos_eq_zero_imp_norm_ge[of "c*z"] assms
show "eval_fps (fps_cos c) z \<noteq> 0" by (auto simp: norm_mult field_simps)
qed (insert assms, auto)
thus ?thesis by (simp add: min_def)
qed
lemma eval_fps_tan:
fixes c :: complex
assumes "norm z < pi / (2 * norm c)"
shows "eval_fps (fps_tan c) z = tan (c * z)"
proof (cases "c = 0")
case False
show ?thesis unfolding fps_tan_def
proof (subst eval_fps_divide'[where r = "pi / (2 * norm c)"])
fix z :: complex assume "z \<in> eball 0 (pi / (2 * norm c))"
with cos_eq_zero_imp_norm_ge[of "c*z"] assms
show "eval_fps (fps_cos c) z \<noteq> 0" using False by (auto simp: norm_mult field_simps)
qed (insert False assms, auto simp: field_simps tan_def)
qed simp_all
lemma eval_fps_binomial:
fixes c :: complex
assumes "norm z < 1"
shows "eval_fps (fps_binomial c) z = (1 + z) powr c"
using gen_binomial_complex[OF assms] by (simp add: sums_iff eval_fps_def)
lemma has_fps_expansion_binomial_complex [fps_expansion_intros]:
fixes c :: complex
shows "(\<lambda>x. (1 + x) powr c) has_fps_expansion fps_binomial c"
proof -
have *: "eventually (\<lambda>z::complex. z \<in> eball 0 1) (nhds 0)"
by (intro eventually_nhds_in_open) auto
thus ?thesis
by (auto simp: has_fps_expansion_def eval_fps_binomial fps_conv_radius_binomial
intro!: eventually_mono [OF *])
qed
lemma has_fps_expansion_sin [fps_expansion_intros]:
fixes c :: "'a :: {banach, real_normed_field, field_char_0}"
shows "(\<lambda>x. sin (c * x)) has_fps_expansion fps_sin c"
by (auto simp: has_fps_expansion_def)
lemma has_fps_expansion_sin' [fps_expansion_intros]:
"(\<lambda>x::'a :: {banach, real_normed_field}. sin x) has_fps_expansion fps_sin 1"
using has_fps_expansion_sin[of 1] by simp
lemma has_fps_expansion_cos [fps_expansion_intros]:
fixes c :: "'a :: {banach, real_normed_field, field_char_0}"
shows "(\<lambda>x. cos (c * x)) has_fps_expansion fps_cos c"
by (auto simp: has_fps_expansion_def)
lemma has_fps_expansion_cos' [fps_expansion_intros]:
"(\<lambda>x::'a :: {banach, real_normed_field}. cos x) has_fps_expansion fps_cos 1"
using has_fps_expansion_cos[of 1] by simp
lemma has_fps_expansion_shift [fps_expansion_intros]:
fixes F :: "'a :: {banach, real_normed_field} fps"
assumes "f has_fps_expansion F" and "n \<le> subdegree F"
assumes "c = fps_nth F n"
shows "(\<lambda>x. if x = 0 then c else f x / x ^ n) has_fps_expansion (fps_shift n F)"
proof -
have "eventually (\<lambda>x. x \<in> eball 0 (fps_conv_radius F)) (nhds 0)"
using assms by (intro eventually_nhds_in_open) (auto simp: has_fps_expansion_def zero_ereal_def)
moreover have "eventually (\<lambda>x. eval_fps F x = f x) (nhds 0)"
using assms by (auto simp: has_fps_expansion_def)
ultimately have "eventually (\<lambda>x. eval_fps (fps_shift n F) x =
(if x = 0 then c else f x / x ^ n)) (nhds 0)"
by eventually_elim (auto simp: eval_fps_shift assms)
with assms show ?thesis by (auto simp: has_fps_expansion_def)
qed
lemma has_fps_expansion_divide [fps_expansion_intros]:
fixes F G :: "'a :: {banach, real_normed_field} fps"
assumes "f has_fps_expansion F" and "g has_fps_expansion G" and
"subdegree G \<le> subdegree F" "G \<noteq> 0"
"c = fps_nth F (subdegree G) / fps_nth G (subdegree G)"
shows "(\<lambda>x. if x = 0 then c else f x / g x) has_fps_expansion (F / G)"
proof -
define n where "n = subdegree G"
define F' and G' where "F' = fps_shift n F" and "G' = fps_shift n G"
have "F = F' * fps_X ^ n" "G = G' * fps_X ^ n" unfolding F'_def G'_def n_def
by (rule fps_shift_times_fps_X_power [symmetric] le_refl | fact)+
moreover from assms have "fps_nth G' 0 \<noteq> 0"
by (simp add: G'_def n_def)
ultimately have FG: "F / G = F' * inverse G'"
by (simp add: fps_divide_unit)
have "(\<lambda>x. (if x = 0 then fps_nth F n else f x / x ^ n) *
inverse (if x = 0 then fps_nth G n else g x / x ^ n)) has_fps_expansion F / G"
(is "?h has_fps_expansion _") unfolding FG F'_def G'_def n_def using \<open>G \<noteq> 0\<close>
by (intro has_fps_expansion_mult has_fps_expansion_inverse
has_fps_expansion_shift assms) auto
also have "?h = (\<lambda>x. if x = 0 then c else f x / g x)"
using assms(5) unfolding n_def
by (intro ext) (auto split: if_splits simp: field_simps)
finally show ?thesis .
qed
lemma has_fps_expansion_divide' [fps_expansion_intros]:
fixes F G :: "'a :: {banach, real_normed_field} fps"
assumes "f has_fps_expansion F" and "g has_fps_expansion G" and "fps_nth G 0 \<noteq> 0"
shows "(\<lambda>x. f x / g x) has_fps_expansion (F / G)"
proof -
have "(\<lambda>x. if x = 0 then fps_nth F 0 / fps_nth G 0 else f x / g x) has_fps_expansion (F / G)"
(is "?h has_fps_expansion _") using assms(3) by (intro has_fps_expansion_divide assms) auto
also from assms have "fps_nth F 0 = f 0" "fps_nth G 0 = g 0"
by (auto simp: has_fps_expansion_def eval_fps_at_0 dest: eventually_nhds_x_imp_x)
hence "?h = (\<lambda>x. f x / g x)" by auto
finally show ?thesis .
qed
lemma has_fps_expansion_tan [fps_expansion_intros]:
fixes c :: "'a :: {banach, real_normed_field, field_char_0}"
shows "(\<lambda>x. tan (c * x)) has_fps_expansion fps_tan c"
proof -
have "(\<lambda>x. sin (c * x) / cos (c * x)) has_fps_expansion fps_sin c / fps_cos c"
by (intro fps_expansion_intros) auto
thus ?thesis by (simp add: tan_def fps_tan_def)
qed
lemma has_fps_expansion_tan' [fps_expansion_intros]:
"tan has_fps_expansion fps_tan (1 :: 'a :: {banach, real_normed_field, field_char_0})"
using has_fps_expansion_tan[of 1] by simp
lemma has_fps_expansion_imp_holomorphic:
assumes "f has_fps_expansion F"
obtains s where "open s" "0 \<in> s" "f holomorphic_on s" "\<And>z. z \<in> s \<Longrightarrow> f z = eval_fps F z"
proof -
from assms obtain s where s: "open s" "0 \<in> s" "\<And>z. z \<in> s \<Longrightarrow> eval_fps F z = f z"
unfolding has_fps_expansion_def eventually_nhds by blast
let ?s' = "eball 0 (fps_conv_radius F) \<inter> s"
have "eval_fps F holomorphic_on ?s'"
by (intro holomorphic_intros) auto
also have "?this \<longleftrightarrow> f holomorphic_on ?s'"
using s by (intro holomorphic_cong) auto
finally show ?thesis using s assms
by (intro that[of ?s']) (auto simp: has_fps_expansion_def zero_ereal_def)
qed
lemma residue_fps_expansion_over_power_at_0:
assumes "f has_fps_expansion F"
shows "residue (\<lambda>z. f z / z ^ Suc n) 0 = fps_nth F n"
proof -
from has_fps_expansion_imp_holomorphic[OF assms] guess s . note s = this
have "residue (\<lambda>z. f z / (z - 0) ^ Suc n) 0 = (deriv ^^ n) f 0 / fact n"
using assms s unfolding has_fps_expansion_def
by (intro residue_holomorphic_over_power[of s]) (auto simp: zero_ereal_def)
also from assms have "\<dots> = fps_nth F n"
by (subst fps_nth_fps_expansion) auto
finally show ?thesis by simp
qed
end