(* Title : Lim.thy
Author : Jacques D. Fleuriot
Copyright : 1998 University of Cambridge
Conversion to Isar and new proofs by Lawrence C Paulson, 2004
*)
header{* Limits and Continuity *}
theory Lim
imports SEQ
begin
text{*Standard Definitions*}
definition
LIM :: "['a::metric_space \<Rightarrow> 'b::metric_space, 'a, 'b] \<Rightarrow> bool"
("((_)/ -- (_)/ --> (_))" [60, 0, 60] 60) where
[code del]: "f -- a --> L =
(\<forall>r > 0. \<exists>s > 0. \<forall>x. x \<noteq> a & dist x a < s
--> dist (f x) L < r)"
definition
isCont :: "['a::metric_space \<Rightarrow> 'b::metric_space, 'a] \<Rightarrow> bool" where
"isCont f a = (f -- a --> (f a))"
definition
isUCont :: "['a::metric_space \<Rightarrow> 'b::metric_space] \<Rightarrow> bool" where
[code del]: "isUCont f = (\<forall>r>0. \<exists>s>0. \<forall>x y. dist x y < s \<longrightarrow> dist (f x) (f y) < r)"
subsection {* Limits of Functions *}
lemma LIM_conv_tendsto: "(f -- a --> L) \<longleftrightarrow> tendsto f L (at a)"
unfolding LIM_def tendsto_def eventually_at ..
lemma metric_LIM_I:
"(\<And>r. 0 < r \<Longrightarrow> \<exists>s>0. \<forall>x. x \<noteq> a \<and> dist x a < s \<longrightarrow> dist (f x) L < r)
\<Longrightarrow> f -- a --> L"
by (simp add: LIM_def)
lemma metric_LIM_D:
"\<lbrakk>f -- a --> L; 0 < r\<rbrakk>
\<Longrightarrow> \<exists>s>0. \<forall>x. x \<noteq> a \<and> dist x a < s \<longrightarrow> dist (f x) L < r"
by (simp add: LIM_def)
lemma LIM_eq:
fixes a :: "'a::real_normed_vector" and L :: "'b::real_normed_vector"
shows "f -- a --> L =
(\<forall>r>0.\<exists>s>0.\<forall>x. x \<noteq> a & norm (x-a) < s --> norm (f x - L) < r)"
by (simp add: LIM_def dist_norm)
lemma LIM_I:
fixes a :: "'a::real_normed_vector" and L :: "'b::real_normed_vector"
shows "(!!r. 0<r ==> \<exists>s>0.\<forall>x. x \<noteq> a & norm (x-a) < s --> norm (f x - L) < r)
==> f -- a --> L"
by (simp add: LIM_eq)
lemma LIM_D:
fixes a :: "'a::real_normed_vector" and L :: "'b::real_normed_vector"
shows "[| f -- a --> L; 0<r |]
==> \<exists>s>0.\<forall>x. x \<noteq> a & norm (x-a) < s --> norm (f x - L) < r"
by (simp add: LIM_eq)
lemma LIM_offset:
fixes a :: "'a::real_normed_vector" and L :: "'b::metric_space"
shows "f -- a --> L \<Longrightarrow> (\<lambda>x. f (x + k)) -- a - k --> L"
unfolding LIM_def dist_norm
apply clarify
apply (drule_tac x="r" in spec, safe)
apply (rule_tac x="s" in exI, safe)
apply (drule_tac x="x + k" in spec)
apply (simp add: algebra_simps)
done
lemma LIM_offset_zero:
fixes a :: "'a::real_normed_vector" and L :: "'b::metric_space"
shows "f -- a --> L \<Longrightarrow> (\<lambda>h. f (a + h)) -- 0 --> L"
by (drule_tac k="a" in LIM_offset, simp add: add_commute)
lemma LIM_offset_zero_cancel:
fixes a :: "'a::real_normed_vector" and L :: "'b::metric_space"
shows "(\<lambda>h. f (a + h)) -- 0 --> L \<Longrightarrow> f -- a --> L"
by (drule_tac k="- a" in LIM_offset, simp)
lemma LIM_const [simp]: "(%x. k) -- x --> k"
by (simp add: LIM_def)
lemma LIM_add:
fixes f g :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
assumes f: "f -- a --> L" and g: "g -- a --> M"
shows "(\<lambda>x. f x + g x) -- a --> (L + M)"
using assms unfolding LIM_conv_tendsto by (rule tendsto_add)
lemma LIM_add_zero:
fixes f g :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
shows "\<lbrakk>f -- a --> 0; g -- a --> 0\<rbrakk> \<Longrightarrow> (\<lambda>x. f x + g x) -- a --> 0"
by (drule (1) LIM_add, simp)
lemma minus_diff_minus:
fixes a b :: "'a::ab_group_add"
shows "(- a) - (- b) = - (a - b)"
by simp
lemma LIM_minus:
fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
shows "f -- a --> L \<Longrightarrow> (\<lambda>x. - f x) -- a --> - L"
unfolding LIM_conv_tendsto by (rule tendsto_minus)
(* TODO: delete *)
lemma LIM_add_minus:
fixes f g :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
shows "[| f -- x --> l; g -- x --> m |] ==> (%x. f(x) + -g(x)) -- x --> (l + -m)"
by (intro LIM_add LIM_minus)
lemma LIM_diff:
fixes f g :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
shows "\<lbrakk>f -- x --> l; g -- x --> m\<rbrakk> \<Longrightarrow> (\<lambda>x. f x - g x) -- x --> l - m"
unfolding LIM_conv_tendsto by (rule tendsto_diff)
lemma LIM_zero:
fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
shows "f -- a --> l \<Longrightarrow> (\<lambda>x. f x - l) -- a --> 0"
by (simp add: LIM_def dist_norm)
lemma LIM_zero_cancel:
fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
shows "(\<lambda>x. f x - l) -- a --> 0 \<Longrightarrow> f -- a --> l"
by (simp add: LIM_def dist_norm)
lemma LIM_zero_iff:
fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
shows "(\<lambda>x. f x - l) -- a --> 0 = f -- a --> l"
by (simp add: LIM_def dist_norm)
lemma metric_LIM_imp_LIM:
assumes f: "f -- a --> l"
assumes le: "\<And>x. x \<noteq> a \<Longrightarrow> dist (g x) m \<le> dist (f x) l"
shows "g -- a --> m"
apply (rule metric_LIM_I, drule metric_LIM_D [OF f], safe)
apply (rule_tac x="s" in exI, safe)
apply (drule_tac x="x" in spec, safe)
apply (erule (1) order_le_less_trans [OF le])
done
lemma LIM_imp_LIM:
fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
fixes g :: "'a::metric_space \<Rightarrow> 'c::real_normed_vector"
assumes f: "f -- a --> l"
assumes le: "\<And>x. x \<noteq> a \<Longrightarrow> norm (g x - m) \<le> norm (f x - l)"
shows "g -- a --> m"
apply (rule metric_LIM_imp_LIM [OF f])
apply (simp add: dist_norm le)
done
lemma LIM_norm:
fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
shows "f -- a --> l \<Longrightarrow> (\<lambda>x. norm (f x)) -- a --> norm l"
unfolding LIM_conv_tendsto by (rule tendsto_norm)
lemma LIM_norm_zero:
fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
shows "f -- a --> 0 \<Longrightarrow> (\<lambda>x. norm (f x)) -- a --> 0"
by (drule LIM_norm, simp)
lemma LIM_norm_zero_cancel:
fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
shows "(\<lambda>x. norm (f x)) -- a --> 0 \<Longrightarrow> f -- a --> 0"
by (erule LIM_imp_LIM, simp)
lemma LIM_norm_zero_iff:
fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
shows "(\<lambda>x. norm (f x)) -- a --> 0 = f -- a --> 0"
by (rule iffI [OF LIM_norm_zero_cancel LIM_norm_zero])
lemma LIM_rabs: "f -- a --> (l::real) \<Longrightarrow> (\<lambda>x. \<bar>f x\<bar>) -- a --> \<bar>l\<bar>"
by (fold real_norm_def, rule LIM_norm)
lemma LIM_rabs_zero: "f -- a --> (0::real) \<Longrightarrow> (\<lambda>x. \<bar>f x\<bar>) -- a --> 0"
by (fold real_norm_def, rule LIM_norm_zero)
lemma LIM_rabs_zero_cancel: "(\<lambda>x. \<bar>f x\<bar>) -- a --> (0::real) \<Longrightarrow> f -- a --> 0"
by (fold real_norm_def, rule LIM_norm_zero_cancel)
lemma LIM_rabs_zero_iff: "(\<lambda>x. \<bar>f x\<bar>) -- a --> (0::real) = f -- a --> 0"
by (fold real_norm_def, rule LIM_norm_zero_iff)
lemma LIM_const_not_eq:
fixes a :: "'a::real_normed_algebra_1"
shows "k \<noteq> L \<Longrightarrow> \<not> (\<lambda>x. k) -- a --> L"
apply (simp add: LIM_def)
apply (rule_tac x="dist k L" in exI, simp add: zero_less_dist_iff, safe)
apply (rule_tac x="a + of_real (s/2)" in exI, simp add: dist_norm)
done
lemmas LIM_not_zero = LIM_const_not_eq [where L = 0]
lemma LIM_const_eq:
fixes a :: "'a::real_normed_algebra_1"
shows "(\<lambda>x. k) -- a --> L \<Longrightarrow> k = L"
apply (rule ccontr)
apply (blast dest: LIM_const_not_eq)
done
lemma LIM_unique:
fixes a :: "'a::real_normed_algebra_1" -- {* TODO: find a more appropriate class *}
shows "\<lbrakk>f -- a --> L; f -- a --> M\<rbrakk> \<Longrightarrow> L = M"
apply (rule ccontr)
apply (drule_tac r="dist L M / 2" in metric_LIM_D, simp add: zero_less_dist_iff)
apply (drule_tac r="dist L M / 2" in metric_LIM_D, simp add: zero_less_dist_iff)
apply (clarify, rename_tac r s)
apply (subgoal_tac "min r s \<noteq> 0")
apply (subgoal_tac "dist L M < dist L M / 2 + dist L M / 2", simp)
apply (subgoal_tac "dist L M \<le> dist (f (a + of_real (min r s / 2))) L +
dist (f (a + of_real (min r s / 2))) M")
apply (erule le_less_trans, rule add_strict_mono)
apply (drule spec, erule mp, simp add: dist_norm)
apply (drule spec, erule mp, simp add: dist_norm)
apply (subst dist_commute, rule dist_triangle)
apply simp
done
lemma LIM_ident [simp]: "(\<lambda>x. x) -- a --> a"
by (auto simp add: LIM_def)
text{*Limits are equal for functions equal except at limit point*}
lemma LIM_equal:
"[| \<forall>x. x \<noteq> a --> (f x = g x) |] ==> (f -- a --> l) = (g -- a --> l)"
by (simp add: LIM_def)
lemma LIM_cong:
"\<lbrakk>a = b; \<And>x. x \<noteq> b \<Longrightarrow> f x = g x; l = m\<rbrakk>
\<Longrightarrow> ((\<lambda>x. f x) -- a --> l) = ((\<lambda>x. g x) -- b --> m)"
by (simp add: LIM_def)
lemma metric_LIM_equal2:
assumes 1: "0 < R"
assumes 2: "\<And>x. \<lbrakk>x \<noteq> a; dist x a < R\<rbrakk> \<Longrightarrow> f x = g x"
shows "g -- a --> l \<Longrightarrow> f -- a --> l"
apply (unfold LIM_def, safe)
apply (drule_tac x="r" in spec, safe)
apply (rule_tac x="min s R" in exI, safe)
apply (simp add: 1)
apply (simp add: 2)
done
lemma LIM_equal2:
fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::metric_space"
assumes 1: "0 < R"
assumes 2: "\<And>x. \<lbrakk>x \<noteq> a; norm (x - a) < R\<rbrakk> \<Longrightarrow> f x = g x"
shows "g -- a --> l \<Longrightarrow> f -- a --> l"
apply (unfold LIM_def dist_norm, safe)
apply (drule_tac x="r" in spec, safe)
apply (rule_tac x="min s R" in exI, safe)
apply (simp add: 1)
apply (simp add: 2)
done
text{*Two uses in Transcendental.ML*}
lemma LIM_trans:
fixes f g :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
shows "[| (%x. f(x) + -g(x)) -- a --> 0; g -- a --> l |] ==> f -- a --> l"
apply (drule LIM_add, assumption)
apply (auto simp add: add_assoc)
done
lemma LIM_compose:
assumes g: "g -- l --> g l"
assumes f: "f -- a --> l"
shows "(\<lambda>x. g (f x)) -- a --> g l"
proof (rule metric_LIM_I)
fix r::real assume r: "0 < r"
obtain s where s: "0 < s"
and less_r: "\<And>y. \<lbrakk>y \<noteq> l; dist y l < s\<rbrakk> \<Longrightarrow> dist (g y) (g l) < r"
using metric_LIM_D [OF g r] by fast
obtain t where t: "0 < t"
and less_s: "\<And>x. \<lbrakk>x \<noteq> a; dist x a < t\<rbrakk> \<Longrightarrow> dist (f x) l < s"
using metric_LIM_D [OF f s] by fast
show "\<exists>t>0. \<forall>x. x \<noteq> a \<and> dist x a < t \<longrightarrow> dist (g (f x)) (g l) < r"
proof (rule exI, safe)
show "0 < t" using t .
next
fix x assume "x \<noteq> a" and "dist x a < t"
hence "dist (f x) l < s" by (rule less_s)
thus "dist (g (f x)) (g l) < r"
using r less_r by (case_tac "f x = l", simp_all)
qed
qed
lemma metric_LIM_compose2:
assumes f: "f -- a --> b"
assumes g: "g -- b --> c"
assumes inj: "\<exists>d>0. \<forall>x. x \<noteq> a \<and> dist x a < d \<longrightarrow> f x \<noteq> b"
shows "(\<lambda>x. g (f x)) -- a --> c"
proof (rule metric_LIM_I)
fix r :: real
assume r: "0 < r"
obtain s where s: "0 < s"
and less_r: "\<And>y. \<lbrakk>y \<noteq> b; dist y b < s\<rbrakk> \<Longrightarrow> dist (g y) c < r"
using metric_LIM_D [OF g r] by fast
obtain t where t: "0 < t"
and less_s: "\<And>x. \<lbrakk>x \<noteq> a; dist x a < t\<rbrakk> \<Longrightarrow> dist (f x) b < s"
using metric_LIM_D [OF f s] by fast
obtain d where d: "0 < d"
and neq_b: "\<And>x. \<lbrakk>x \<noteq> a; dist x a < d\<rbrakk> \<Longrightarrow> f x \<noteq> b"
using inj by fast
show "\<exists>t>0. \<forall>x. x \<noteq> a \<and> dist x a < t \<longrightarrow> dist (g (f x)) c < r"
proof (safe intro!: exI)
show "0 < min d t" using d t by simp
next
fix x
assume "x \<noteq> a" and "dist x a < min d t"
hence "f x \<noteq> b" and "dist (f x) b < s"
using neq_b less_s by simp_all
thus "dist (g (f x)) c < r"
by (rule less_r)
qed
qed
lemma LIM_compose2:
fixes a :: "'a::real_normed_vector"
assumes f: "f -- a --> b"
assumes g: "g -- b --> c"
assumes inj: "\<exists>d>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < d \<longrightarrow> f x \<noteq> b"
shows "(\<lambda>x. g (f x)) -- a --> c"
by (rule metric_LIM_compose2 [OF f g inj [folded dist_norm]])
lemma LIM_o: "\<lbrakk>g -- l --> g l; f -- a --> l\<rbrakk> \<Longrightarrow> (g \<circ> f) -- a --> g l"
unfolding o_def by (rule LIM_compose)
lemma real_LIM_sandwich_zero:
fixes f g :: "'a::metric_space \<Rightarrow> real"
assumes f: "f -- a --> 0"
assumes 1: "\<And>x. x \<noteq> a \<Longrightarrow> 0 \<le> g x"
assumes 2: "\<And>x. x \<noteq> a \<Longrightarrow> g x \<le> f x"
shows "g -- a --> 0"
proof (rule LIM_imp_LIM [OF f])
fix x assume x: "x \<noteq> a"
have "norm (g x - 0) = g x" by (simp add: 1 x)
also have "g x \<le> f x" by (rule 2 [OF x])
also have "f x \<le> \<bar>f x\<bar>" by (rule abs_ge_self)
also have "\<bar>f x\<bar> = norm (f x - 0)" by simp
finally show "norm (g x - 0) \<le> norm (f x - 0)" .
qed
text {* Bounded Linear Operators *}
lemma (in bounded_linear) LIM:
"g -- a --> l \<Longrightarrow> (\<lambda>x. f (g x)) -- a --> f l"
unfolding LIM_conv_tendsto by (rule tendsto)
lemma (in bounded_linear) cont: "f -- a --> f a"
by (rule LIM [OF LIM_ident])
lemma (in bounded_linear) LIM_zero:
"g -- a --> 0 \<Longrightarrow> (\<lambda>x. f (g x)) -- a --> 0"
by (drule LIM, simp only: zero)
text {* Bounded Bilinear Operators *}
lemma (in bounded_bilinear) LIM:
"\<lbrakk>f -- a --> L; g -- a --> M\<rbrakk> \<Longrightarrow> (\<lambda>x. f x ** g x) -- a --> L ** M"
unfolding LIM_conv_tendsto by (rule tendsto)
lemma (in bounded_bilinear) LIM_prod_zero:
fixes a :: "'d::metric_space"
assumes f: "f -- a --> 0"
assumes g: "g -- a --> 0"
shows "(\<lambda>x. f x ** g x) -- a --> 0"
using LIM [OF f g] by (simp add: zero_left)
lemma (in bounded_bilinear) LIM_left_zero:
"f -- a --> 0 \<Longrightarrow> (\<lambda>x. f x ** c) -- a --> 0"
by (rule bounded_linear.LIM_zero [OF bounded_linear_left])
lemma (in bounded_bilinear) LIM_right_zero:
"f -- a --> 0 \<Longrightarrow> (\<lambda>x. c ** f x) -- a --> 0"
by (rule bounded_linear.LIM_zero [OF bounded_linear_right])
lemmas LIM_mult = mult.LIM
lemmas LIM_mult_zero = mult.LIM_prod_zero
lemmas LIM_mult_left_zero = mult.LIM_left_zero
lemmas LIM_mult_right_zero = mult.LIM_right_zero
lemmas LIM_scaleR = scaleR.LIM
lemmas LIM_of_real = of_real.LIM
lemma LIM_power:
fixes f :: "'a::metric_space \<Rightarrow> 'b::{power,real_normed_algebra}"
assumes f: "f -- a --> l"
shows "(\<lambda>x. f x ^ n) -- a --> l ^ n"
by (induct n, simp, simp add: LIM_mult f)
subsubsection {* Derived theorems about @{term LIM} *}
lemma LIM_inverse:
fixes L :: "'a::real_normed_div_algebra"
shows "\<lbrakk>f -- a --> L; L \<noteq> 0\<rbrakk> \<Longrightarrow> (\<lambda>x. inverse (f x)) -- a --> inverse L"
unfolding LIM_conv_tendsto
by (rule tendsto_inverse)
lemma LIM_inverse_fun:
assumes a: "a \<noteq> (0::'a::real_normed_div_algebra)"
shows "inverse -- a --> inverse a"
by (rule LIM_inverse [OF LIM_ident a])
lemma LIM_sgn:
fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
shows "\<lbrakk>f -- a --> l; l \<noteq> 0\<rbrakk> \<Longrightarrow> (\<lambda>x. sgn (f x)) -- a --> sgn l"
unfolding sgn_div_norm
by (simp add: LIM_scaleR LIM_inverse LIM_norm)
subsection {* Continuity *}
lemma LIM_isCont_iff:
fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::metric_space"
shows "(f -- a --> f a) = ((\<lambda>h. f (a + h)) -- 0 --> f a)"
by (rule iffI [OF LIM_offset_zero LIM_offset_zero_cancel])
lemma isCont_iff:
fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::metric_space"
shows "isCont f x = (\<lambda>h. f (x + h)) -- 0 --> f x"
by (simp add: isCont_def LIM_isCont_iff)
lemma isCont_ident [simp]: "isCont (\<lambda>x. x) a"
unfolding isCont_def by (rule LIM_ident)
lemma isCont_const [simp]: "isCont (\<lambda>x. k) a"
unfolding isCont_def by (rule LIM_const)
lemma isCont_norm:
fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
shows "isCont f a \<Longrightarrow> isCont (\<lambda>x. norm (f x)) a"
unfolding isCont_def by (rule LIM_norm)
lemma isCont_rabs: "isCont f a \<Longrightarrow> isCont (\<lambda>x. \<bar>f x :: real\<bar>) a"
unfolding isCont_def by (rule LIM_rabs)
lemma isCont_add:
fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
shows "\<lbrakk>isCont f a; isCont g a\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. f x + g x) a"
unfolding isCont_def by (rule LIM_add)
lemma isCont_minus:
fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
shows "isCont f a \<Longrightarrow> isCont (\<lambda>x. - f x) a"
unfolding isCont_def by (rule LIM_minus)
lemma isCont_diff:
fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
shows "\<lbrakk>isCont f a; isCont g a\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. f x - g x) a"
unfolding isCont_def by (rule LIM_diff)
lemma isCont_mult:
fixes f g :: "'a::metric_space \<Rightarrow> 'b::real_normed_algebra"
shows "\<lbrakk>isCont f a; isCont g a\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. f x * g x) a"
unfolding isCont_def by (rule LIM_mult)
lemma isCont_inverse:
fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_div_algebra"
shows "\<lbrakk>isCont f a; f a \<noteq> 0\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. inverse (f x)) a"
unfolding isCont_def by (rule LIM_inverse)
lemma isCont_LIM_compose:
"\<lbrakk>isCont g l; f -- a --> l\<rbrakk> \<Longrightarrow> (\<lambda>x. g (f x)) -- a --> g l"
unfolding isCont_def by (rule LIM_compose)
lemma metric_isCont_LIM_compose2:
assumes f [unfolded isCont_def]: "isCont f a"
assumes g: "g -- f a --> l"
assumes inj: "\<exists>d>0. \<forall>x. x \<noteq> a \<and> dist x a < d \<longrightarrow> f x \<noteq> f a"
shows "(\<lambda>x. g (f x)) -- a --> l"
by (rule metric_LIM_compose2 [OF f g inj])
lemma isCont_LIM_compose2:
fixes a :: "'a::real_normed_vector"
assumes f [unfolded isCont_def]: "isCont f a"
assumes g: "g -- f a --> l"
assumes inj: "\<exists>d>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < d \<longrightarrow> f x \<noteq> f a"
shows "(\<lambda>x. g (f x)) -- a --> l"
by (rule LIM_compose2 [OF f g inj])
lemma isCont_o2: "\<lbrakk>isCont f a; isCont g (f a)\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. g (f x)) a"
unfolding isCont_def by (rule LIM_compose)
lemma isCont_o: "\<lbrakk>isCont f a; isCont g (f a)\<rbrakk> \<Longrightarrow> isCont (g o f) a"
unfolding o_def by (rule isCont_o2)
lemma (in bounded_linear) isCont: "isCont f a"
unfolding isCont_def by (rule cont)
lemma (in bounded_bilinear) isCont:
"\<lbrakk>isCont f a; isCont g a\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. f x ** g x) a"
unfolding isCont_def by (rule LIM)
lemmas isCont_scaleR = scaleR.isCont
lemma isCont_of_real:
"isCont f a \<Longrightarrow> isCont (\<lambda>x. of_real (f x)::'b::real_normed_algebra_1) a"
unfolding isCont_def by (rule LIM_of_real)
lemma isCont_power:
fixes f :: "'a::metric_space \<Rightarrow> 'b::{power,real_normed_algebra}"
shows "isCont f a \<Longrightarrow> isCont (\<lambda>x. f x ^ n) a"
unfolding isCont_def by (rule LIM_power)
lemma isCont_sgn:
fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
shows "\<lbrakk>isCont f a; f a \<noteq> 0\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. sgn (f x)) a"
unfolding isCont_def by (rule LIM_sgn)
lemma isCont_abs [simp]: "isCont abs (a::real)"
by (rule isCont_rabs [OF isCont_ident])
lemma isCont_setsum:
fixes f :: "'a \<Rightarrow> 'b::metric_space \<Rightarrow> 'c::real_normed_vector"
fixes A :: "'a set" assumes "finite A"
shows "\<forall> i \<in> A. isCont (f i) x \<Longrightarrow> isCont (\<lambda> x. \<Sum> i \<in> A. f i x) x"
using `finite A`
proof induct
case (insert a F) show "isCont (\<lambda> x. \<Sum> i \<in> (insert a F). f i x) x"
unfolding setsum_insert[OF `finite F` `a \<notin> F`] by (rule isCont_add, auto simp add: insert)
qed auto
lemma LIM_less_bound: fixes f :: "real \<Rightarrow> real" assumes "b < x"
and all_le: "\<forall> x' \<in> { b <..< x}. 0 \<le> f x'" and isCont: "isCont f x"
shows "0 \<le> f x"
proof (rule ccontr)
assume "\<not> 0 \<le> f x" hence "f x < 0" by auto
hence "0 < - f x / 2" by auto
from isCont[unfolded isCont_def, THEN LIM_D, OF this]
obtain s where "s > 0" and s_D: "\<And>x'. \<lbrakk> x' \<noteq> x ; \<bar> x' - x \<bar> < s \<rbrakk> \<Longrightarrow> \<bar> f x' - f x \<bar> < - f x / 2" by auto
let ?x = "x - min (s / 2) ((x - b) / 2)"
have "?x < x" and "\<bar> ?x - x \<bar> < s"
using `b < x` and `0 < s` by auto
have "b < ?x"
proof (cases "s < x - b")
case True thus ?thesis using `0 < s` by auto
next
case False hence "s / 2 \<ge> (x - b) / 2" by auto
from inf_absorb2[OF this, unfolded inf_real_def]
have "?x = (x + b) / 2" by auto
thus ?thesis using `b < x` by auto
qed
hence "0 \<le> f ?x" using all_le `?x < x` by auto
moreover have "\<bar>f ?x - f x\<bar> < - f x / 2"
using s_D[OF _ `\<bar> ?x - x \<bar> < s`] `?x < x` by auto
hence "f ?x - f x < - f x / 2" by auto
hence "f ?x < f x / 2" by auto
hence "f ?x < 0" using `f x < 0` by auto
thus False using `0 \<le> f ?x` by auto
qed
subsection {* Uniform Continuity *}
lemma isUCont_isCont: "isUCont f ==> isCont f x"
by (simp add: isUCont_def isCont_def LIM_def, force)
lemma isUCont_Cauchy:
"\<lbrakk>isUCont f; Cauchy X\<rbrakk> \<Longrightarrow> Cauchy (\<lambda>n. f (X n))"
unfolding isUCont_def
apply (rule metric_CauchyI)
apply (drule_tac x=e in spec, safe)
apply (drule_tac e=s in metric_CauchyD, safe)
apply (rule_tac x=M in exI, simp)
done
lemma (in bounded_linear) isUCont: "isUCont f"
unfolding isUCont_def dist_norm
proof (intro allI impI)
fix r::real assume r: "0 < r"
obtain K where K: "0 < K" and norm_le: "\<And>x. norm (f x) \<le> norm x * K"
using pos_bounded by fast
show "\<exists>s>0. \<forall>x y. norm (x - y) < s \<longrightarrow> norm (f x - f y) < r"
proof (rule exI, safe)
from r K show "0 < r / K" by (rule divide_pos_pos)
next
fix x y :: 'a
assume xy: "norm (x - y) < r / K"
have "norm (f x - f y) = norm (f (x - y))" by (simp only: diff)
also have "\<dots> \<le> norm (x - y) * K" by (rule norm_le)
also from K xy have "\<dots> < r" by (simp only: pos_less_divide_eq)
finally show "norm (f x - f y) < r" .
qed
qed
lemma (in bounded_linear) Cauchy: "Cauchy X \<Longrightarrow> Cauchy (\<lambda>n. f (X n))"
by (rule isUCont [THEN isUCont_Cauchy])
subsection {* Relation of LIM and LIMSEQ *}
lemma LIMSEQ_SEQ_conv1:
fixes a :: "'a::metric_space"
assumes X: "X -- a --> L"
shows "\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L"
proof (safe intro!: metric_LIMSEQ_I)
fix S :: "nat \<Rightarrow> 'a"
fix r :: real
assume rgz: "0 < r"
assume as: "\<forall>n. S n \<noteq> a"
assume S: "S ----> a"
from metric_LIM_D [OF X rgz] obtain s
where sgz: "0 < s"
and aux: "\<And>x. \<lbrakk>x \<noteq> a; dist x a < s\<rbrakk> \<Longrightarrow> dist (X x) L < r"
by fast
from metric_LIMSEQ_D [OF S sgz]
obtain no where "\<forall>n\<ge>no. dist (S n) a < s" by blast
hence "\<forall>n\<ge>no. dist (X (S n)) L < r" by (simp add: aux as)
thus "\<exists>no. \<forall>n\<ge>no. dist (X (S n)) L < r" ..
qed
lemma LIMSEQ_SEQ_conv2:
fixes a :: real
assumes "\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L"
shows "X -- a --> L"
proof (rule ccontr)
assume "\<not> (X -- a --> L)"
hence "\<not> (\<forall>r > 0. \<exists>s > 0. \<forall>x. x \<noteq> a & norm (x - a) < s --> dist (X x) L < r)"
unfolding LIM_def dist_norm .
hence "\<exists>r > 0. \<forall>s > 0. \<exists>x. \<not>(x \<noteq> a \<and> \<bar>x - a\<bar> < s --> dist (X x) L < r)" by simp
hence "\<exists>r > 0. \<forall>s > 0. \<exists>x. (x \<noteq> a \<and> \<bar>x - a\<bar> < s \<and> dist (X x) L \<ge> r)" by (simp add: not_less)
then obtain r where rdef: "r > 0 \<and> (\<forall>s > 0. \<exists>x. (x \<noteq> a \<and> \<bar>x - a\<bar> < s \<and> dist (X x) L \<ge> r))" by auto
let ?F = "\<lambda>n::nat. SOME x. x\<noteq>a \<and> \<bar>x - a\<bar> < inverse (real (Suc n)) \<and> dist (X x) L \<ge> r"
have "\<And>n. \<exists>x. x\<noteq>a \<and> \<bar>x - a\<bar> < inverse (real (Suc n)) \<and> dist (X x) L \<ge> r"
using rdef by simp
hence F: "\<And>n. ?F n \<noteq> a \<and> \<bar>?F n - a\<bar> < inverse (real (Suc n)) \<and> dist (X (?F n)) L \<ge> r"
by (rule someI_ex)
hence F1: "\<And>n. ?F n \<noteq> a"
and F2: "\<And>n. \<bar>?F n - a\<bar> < inverse (real (Suc n))"
and F3: "\<And>n. dist (X (?F n)) L \<ge> r"
by fast+
have "?F ----> a"
proof (rule LIMSEQ_I, unfold real_norm_def)
fix e::real
assume "0 < e"
(* choose no such that inverse (real (Suc n)) < e *)
then have "\<exists>no. inverse (real (Suc no)) < e" by (rule reals_Archimedean)
then obtain m where nodef: "inverse (real (Suc m)) < e" by auto
show "\<exists>no. \<forall>n. no \<le> n --> \<bar>?F n - a\<bar> < e"
proof (intro exI allI impI)
fix n
assume mlen: "m \<le> n"
have "\<bar>?F n - a\<bar> < inverse (real (Suc n))"
by (rule F2)
also have "inverse (real (Suc n)) \<le> inverse (real (Suc m))"
using mlen by auto
also from nodef have
"inverse (real (Suc m)) < e" .
finally show "\<bar>?F n - a\<bar> < e" .
qed
qed
moreover have "\<forall>n. ?F n \<noteq> a"
by (rule allI) (rule F1)
moreover from prems have "\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L" by simp
ultimately have "(\<lambda>n. X (?F n)) ----> L" by simp
moreover have "\<not> ((\<lambda>n. X (?F n)) ----> L)"
proof -
{
fix no::nat
obtain n where "n = no + 1" by simp
then have nolen: "no \<le> n" by simp
(* We prove this by showing that for any m there is an n\<ge>m such that |X (?F n) - L| \<ge> r *)
have "dist (X (?F n)) L \<ge> r"
by (rule F3)
with nolen have "\<exists>n. no \<le> n \<and> dist (X (?F n)) L \<ge> r" by fast
}
then have "(\<forall>no. \<exists>n. no \<le> n \<and> dist (X (?F n)) L \<ge> r)" by simp
with rdef have "\<exists>e>0. (\<forall>no. \<exists>n. no \<le> n \<and> dist (X (?F n)) L \<ge> e)" by auto
thus ?thesis by (unfold LIMSEQ_def, auto simp add: not_less)
qed
ultimately show False by simp
qed
lemma LIMSEQ_SEQ_conv:
"(\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> (a::real) \<longrightarrow> (\<lambda>n. X (S n)) ----> L) =
(X -- a --> L)"
proof
assume "\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L"
thus "X -- a --> L" by (rule LIMSEQ_SEQ_conv2)
next
assume "(X -- a --> L)"
thus "\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L" by (rule LIMSEQ_SEQ_conv1)
qed
end