diff -r 87972e6177bc -r 5975839e8d25 src/HOL/Analysis/Great_Picard.thy --- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/src/HOL/Analysis/Great_Picard.thy Wed Feb 22 16:21:26 2017 +0000 @@ -0,0 +1,1845 @@ +section\The Great Picard Theorem and its Applications\ + +text\Ported from HOL Light (cauchy.ml) by L C Paulson, 2017\ + +theory Great_Picard + imports Conformal_Mappings Further_Topology + +begin + +subsection\Schottky's theorem\ + +lemma Schottky_lemma0: + assumes holf: "f holomorphic_on S" and cons: "contractible S" and "a \ S" + and f: "\z. z \ S \ f z \ 1 \ f z \ -1" + obtains g where "g holomorphic_on S" + "norm(g a) \ 1 + norm(f a) / 3" + "\z. z \ S \ f z = cos(of_real pi * g z)" +proof - + obtain g where holg: "g holomorphic_on S" and g: "norm(g a) \ pi + norm(f a)" + and f_eq_cos: "\z. z \ S \ f z = cos(g z)" + using contractible_imp_holomorphic_arccos_bounded [OF assms] + by blast + show ?thesis + proof + show "(\z. g z / pi) holomorphic_on S" + by (auto intro: holomorphic_intros holg) + have "3 \ pi" + using pi_approx by force + have "3 * norm(g a) \ 3 * (pi + norm(f a))" + using g by auto + also have "... \ pi * 3 + pi * cmod (f a)" + using \3 \ pi\ by (simp add: mult_right_mono algebra_simps) + finally show "cmod (g a / complex_of_real pi) \ 1 + cmod (f a) / 3" + by (simp add: field_simps norm_divide) + show "\z. z \ S \ f z = cos (complex_of_real pi * (g z / complex_of_real pi))" + by (simp add: f_eq_cos) + qed +qed + + +lemma Schottky_lemma1: + fixes n::nat + assumes "0 < n" + shows "0 < n + sqrt(real n ^ 2 - 1)" +proof - + have "(n-1)^2 \ n^2 - 1" + using assms by (simp add: algebra_simps power2_eq_square) + then have "real (n - 1) \ sqrt (real (n\<^sup>2 - 1))" + by (metis Extended_Nonnegative_Real.of_nat_le_iff of_nat_power real_le_rsqrt) + then have "n-1 \ sqrt(real n ^ 2 - 1)" + by (simp add: Suc_leI assms of_nat_diff) + then show ?thesis + using assms by linarith +qed + + +lemma Schottky_lemma2: + fixes x::real + assumes "0 \ x" + obtains n where "0 < n" "\x - ln (real n + sqrt ((real n)\<^sup>2 - 1)) / pi\ < 1/2" +proof - + obtain n0::nat where "0 < n0" "ln(n0 + sqrt(real n0 ^ 2 - 1)) / pi \ x" + proof + show "ln(real 1 + sqrt(real 1 ^ 2 - 1))/pi \ x" + by (auto simp: assms) + qed auto + moreover + obtain M::nat where "\n. \0 < n; ln(n + sqrt(real n ^ 2 - 1)) / pi \ x\ \ n \ M" + proof + fix n::nat + assume "0 < n" "ln (n + sqrt ((real n)\<^sup>2 - 1)) / pi \ x" + then have "ln (n + sqrt ((real n)\<^sup>2 - 1)) \ x * pi" + by (simp add: divide_simps) + then have *: "exp (ln (n + sqrt ((real n)\<^sup>2 - 1))) \ exp (x * pi)" + by blast + have 0: "0 \ sqrt ((real n)\<^sup>2 - 1)" + using \0 < n\ by auto + have "n + sqrt ((real n)\<^sup>2 - 1) = exp (ln (n + sqrt ((real n)\<^sup>2 - 1)))" + by (simp add: Suc_leI \0 < n\ add_pos_nonneg real_of_nat_ge_one_iff) + also have "... \ exp (x * pi)" + using "*" by blast + finally have "real n \ exp (x * pi)" + using 0 by linarith + then show "n \ nat (ceiling (exp(x * pi)))" + by linarith + qed + ultimately obtain n where + "0 < n" and le_x: "ln(n + sqrt(real n ^ 2 - 1)) / pi \ x" + and le_n: "\k. \0 < k; ln(k + sqrt(real k ^ 2 - 1)) / pi \ x\ \ k \ n" + using bounded_Max_nat [of "\n. 0 ln (n + sqrt ((real n)\<^sup>2 - 1)) / pi \ x"] by metis + define a where "a \ ln(n + sqrt(real n ^ 2 - 1)) / pi" + define b where "b \ ln (1 + real n + sqrt ((1 + real n)\<^sup>2 - 1)) / pi" + have le_xa: "a \ x" + and le_na: "\k. \0 < k; ln(k + sqrt(real k ^ 2 - 1)) / pi \ x\ \ k \ n" + using le_x le_n by (auto simp: a_def) + moreover have "x < b" + using le_n [of "Suc n"] by (force simp: b_def) + moreover have "b - a < 1" + proof - + have "ln (1 + real n + sqrt ((1 + real n)\<^sup>2 - 1)) - ln (real n + sqrt ((real n)\<^sup>2 - 1)) = + ln ((1 + real n + sqrt ((1 + real n)\<^sup>2 - 1)) / (real n + sqrt ((real n)\<^sup>2 - 1)))" + by (simp add: \0 < n\ Schottky_lemma1 add_pos_nonneg ln_div [symmetric]) + also have "... \ 3" + proof (cases "n = 1") + case True + have "sqrt 3 \ 2" + by (simp add: real_le_lsqrt) + then have "(2 + sqrt 3) \ 4" + by simp + also have "... \ exp 3" + using exp_ge_add_one_self [of "3::real"] by simp + finally have "ln (2 + sqrt 3) \ 3" + by (metis add_nonneg_nonneg add_pos_nonneg dbl_def dbl_inc_def dbl_inc_simps(3) + dbl_simps(3) exp_gt_zero ln_exp ln_le_cancel_iff real_sqrt_ge_0_iff zero_le_one zero_less_one) + then show ?thesis + by (simp add: True) + next + case False with \0 < n\ have "1 < n" "2 \ n" + by linarith+ + then have 1: "1 \ real n * real n" + by (metis less_imp_le_nat one_le_power power2_eq_square real_of_nat_ge_one_iff) + have *: "4 + (m+2) * 2 \ (m+2) * ((m+2) * 3)" for m::nat + by simp + have "4 + n * 2 \ n * (n * 3)" + using * [of "n-2"] \2 \ n\ + by (metis le_add_diff_inverse2) + then have **: "4 + real n * 2 \ real n * (real n * 3)" + by (metis (mono_tags, hide_lams) of_nat_le_iff of_nat_add of_nat_mult of_nat_numeral) + have "sqrt ((1 + real n)\<^sup>2 - 1) \ 2 * sqrt ((real n)\<^sup>2 - 1)" + by (auto simp: real_le_lsqrt power2_eq_square algebra_simps 1 **) + then + have "((1 + real n + sqrt ((1 + real n)\<^sup>2 - 1)) / (real n + sqrt ((real n)\<^sup>2 - 1))) \ 2" + using Schottky_lemma1 \0 < n\ by (simp add: divide_simps) + then have "ln ((1 + real n + sqrt ((1 + real n)\<^sup>2 - 1)) / (real n + sqrt ((real n)\<^sup>2 - 1))) \ ln 2" + apply (subst ln_le_cancel_iff) + using Schottky_lemma1 \0 < n\ by auto (force simp: divide_simps) + also have "... \ 3" + using ln_add_one_self_le_self [of 1] by auto + finally show ?thesis . + qed + also have "... < pi" + using pi_approx by simp + finally show ?thesis + by (simp add: a_def b_def divide_simps) + qed + ultimately have "\x - a\ < 1/2 \ \x - b\ < 1/2" + by (auto simp: abs_if) + then show thesis + proof + assume "\x - a\ < 1 / 2" + then show ?thesis + by (rule_tac n=n in that) (auto simp: a_def \0 < n\) + next + assume "\x - b\ < 1 / 2" + then show ?thesis + by (rule_tac n="Suc n" in that) (auto simp: b_def \0 < n\) + qed +qed + + +lemma Schottky_lemma3: + fixes z::complex + assumes "z \ (\m \ Ints. \n \ {0<..}. {Complex m (ln(n + sqrt(real n ^ 2 - 1)) / pi)}) + \ (\m \ Ints. \n \ {0<..}. {Complex m (-ln(n + sqrt(real n ^ 2 - 1)) / pi)})" + shows "cos(pi * cos(pi * z)) = 1 \ cos(pi * cos(pi * z)) = -1" +proof - + have sqrt2 [simp]: "complex_of_real (sqrt x) * complex_of_real (sqrt x) = x" if "x \ 0" for x::real + by (metis abs_of_nonneg of_real_mult real_sqrt_mult_self that) + have 1: "\k. exp (\ * (of_int m * complex_of_real pi) - + (ln (real n + sqrt ((real n)\<^sup>2 - 1)))) + + inverse + (exp (\ * (of_int m * complex_of_real pi) - + (ln (real n + sqrt ((real n)\<^sup>2 - 1))))) = of_int k * 2" + if "n > 0" for m n + proof - + have eeq: "e \ 0 \ e + inverse e = n*2 \ inverse e^2 - 2 * n*inverse e + 1 = 0" for n e::complex + by (auto simp: field_simps power2_eq_square) + have [simp]: "1 \ real n * real n" + by (metis One_nat_def add.commute nat_less_real_le of_nat_1 of_nat_Suc one_le_power power2_eq_square that) + show ?thesis + apply (simp add: eeq) + using Schottky_lemma1 [OF that] + apply (auto simp: eeq exp_diff exp_Euler exp_of_real algebra_simps sin_int_times_real cos_int_times_real) + apply (rule_tac x="int n" in exI) + apply (auto simp: power2_eq_square algebra_simps) + apply (rule_tac x="- int n" in exI) + apply (auto simp: power2_eq_square algebra_simps) + done + qed + have 2: "\k. exp (\ * (of_int m * complex_of_real pi) + + (ln (real n + sqrt ((real n)\<^sup>2 - 1)))) + + inverse + (exp (\ * (of_int m * complex_of_real pi) + + (ln (real n + sqrt ((real n)\<^sup>2 - 1))))) = of_int k * 2" + if "n > 0" for m n + proof - + have eeq: "e \ 0 \ e + inverse e = n*2 \ e^2 - 2 * n*e + 1 = 0" for n e::complex + by (auto simp: field_simps power2_eq_square) + have [simp]: "1 \ real n * real n" + by (metis One_nat_def add.commute nat_less_real_le of_nat_1 of_nat_Suc one_le_power power2_eq_square that) + show ?thesis + apply (simp add: eeq) + using Schottky_lemma1 [OF that] + apply (auto simp: exp_add exp_Euler exp_of_real algebra_simps sin_int_times_real cos_int_times_real) + apply (rule_tac x="int n" in exI) + apply (auto simp: power2_eq_square algebra_simps) + apply (rule_tac x="- int n" in exI) + apply (auto simp: power2_eq_square algebra_simps) + done + qed + have "\x. cos (complex_of_real pi * z) = of_int x" + using assms + apply safe + apply (auto simp: Ints_def cos_exp_eq exp_minus) + apply (auto simp: algebra_simps dest: 1 2) + done + then have "sin(pi * cos(pi * z)) ^ 2 = 0" + by (simp add: Complex_Transcendental.sin_eq_0) + then have "1 - cos(pi * cos(pi * z)) ^ 2 = 0" + by (simp add: sin_squared_eq) + then show ?thesis + using power2_eq_1_iff by auto +qed + + +theorem Schottky: + assumes holf: "f holomorphic_on cball 0 1" + and nof0: "norm(f 0) \ r" + and not01: "\z. z \ cball 0 1 \ \(f z = 0 \ f z = 1)" + and "0 < t" "t < 1" "norm z \ t" + shows "norm(f z) \ exp(pi * exp(pi * (2 + 2 * r + 12 * t / (1 - t))))" +proof - + obtain h where holf: "h holomorphic_on cball 0 1" + and nh0: "norm (h 0) \ 1 + norm(2 * f 0 - 1) / 3" + and h: "\z. z \ cball 0 1 \ 2 * f z - 1 = cos(of_real pi * h z)" + proof (rule Schottky_lemma0 [of "\z. 2 * f z - 1" "cball 0 1" 0]) + show "(\z. 2 * f z - 1) holomorphic_on cball 0 1" + by (intro holomorphic_intros holf) + show "contractible (cball (0::complex) 1)" + by (auto simp: convex_imp_contractible) + show "\z. z \ cball 0 1 \ 2 * f z - 1 \ 1 \ 2 * f z - 1 \ - 1" + using not01 by force + qed auto + obtain g where holg: "g holomorphic_on cball 0 1" + and ng0: "norm(g 0) \ 1 + norm(h 0) / 3" + and g: "\z. z \ cball 0 1 \ h z = cos(of_real pi * g z)" + proof (rule Schottky_lemma0 [OF holf convex_imp_contractible, of 0]) + show "\z. z \ cball 0 1 \ h z \ 1 \ h z \ - 1" + using h not01 by fastforce+ + qed auto + have g0_2_f0: "norm(g 0) \ 2 + norm(f 0)" + proof - + have "cmod (2 * f 0 - 1) \ cmod (2 * f 0) + 1" + by (metis norm_one norm_triangle_ineq4) + also have "... \ 2 + cmod (f 0) * 3" + by simp + finally have "1 + norm(2 * f 0 - 1) / 3 \ (2 + norm(f 0) - 1) * 3" + apply (simp add: divide_simps) + using norm_ge_zero [of "2 * f 0 - 1"] + by linarith + with nh0 have "norm(h 0) \ (2 + norm(f 0) - 1) * 3" + by linarith + then have "1 + norm(h 0) / 3 \ 2 + norm(f 0)" + by simp + with ng0 show ?thesis + by auto + qed + have "z \ ball 0 1" + using assms by auto + have norm_g_12: "norm(g z - g 0) \ (12 * t) / (1 - t)" + proof - + obtain g' where g': "\x. x \ cball 0 1 \ (g has_field_derivative g' x) (at x within cball 0 1)" + using holg [unfolded holomorphic_on_def field_differentiable_def] by metis + have int_g': "(g' has_contour_integral g z - g 0) (linepath 0 z)" + using contour_integral_primitive [OF g' valid_path_linepath, of 0 z] + using \z \ ball 0 1\ segment_bound1 by fastforce + have "cmod (g' w) \ 12 / (1 - t)" if "w \ closed_segment 0 z" for w + proof - + have w: "w \ ball 0 1" + using segment_bound [OF that] \z \ ball 0 1\ by simp + have ttt: "\z. z \ frontier (cball 0 1) \ 1 - t \ dist w z" + using \norm z \ t\ segment_bound1 [OF \w \ closed_segment 0 z\] + apply (simp add: dist_complex_def) + by (metis diff_left_mono dist_commute dist_complex_def norm_triangle_ineq2 order_trans) + have *: "\\b. (\w \ T \ U. w \ ball b 1); \x. x \ D \ g x \ T \ U\ \ \b. ball b 1 \ g ` D" for T U D + by force + have "\b. ball b 1 \ g ` cball 0 1" + proof (rule *) + show "(\w \ (\m \ Ints. \n \ {0<..}. {Complex m (ln(n + sqrt(real n ^ 2 - 1)) / pi)}) \ + (\m \ Ints. \n \ {0<..}. {Complex m (-ln(n + sqrt(real n ^ 2 - 1)) / pi)}). w \ ball b 1)" for b + proof - + obtain m where m: "m \ \" "\Re b - m\ \ 1/2" + by (metis Ints_of_int abs_minus_commute of_int_round_abs_le) + show ?thesis + proof (cases "0::real" "Im b" rule: le_cases) + case le + then obtain n where "0 < n" and n: "\Im b - ln (n + sqrt ((real n)\<^sup>2 - 1)) / pi\ < 1/2" + using Schottky_lemma2 [of "Im b"] by blast + have "dist b (Complex m (Im b)) \ 1/2" + by (metis cancel_comm_monoid_add_class.diff_cancel cmod_eq_Re complex.sel(1) complex.sel(2) dist_norm m(2) minus_complex.code) + moreover + have "dist (Complex m (Im b)) (Complex m (ln (n + sqrt ((real n)\<^sup>2 - 1)) / pi)) < 1/2" + using n by (simp add: complex_norm cmod_eq_Re complex_diff dist_norm del: Complex_eq) + ultimately have "dist b (Complex m (ln (real n + sqrt ((real n)\<^sup>2 - 1)) / pi)) < 1" + by (simp add: dist_triangle_lt [of b "Complex m (Im b)"] dist_commute) + with le m \0 < n\ show ?thesis + apply (rule_tac x = "Complex m (ln (real n + sqrt ((real n)\<^sup>2 - 1)) / pi)" in bexI) + apply (simp_all del: Complex_eq greaterThan_0) + by blast + next + case ge + then obtain n where "0 < n" and n: "\- Im b - ln (real n + sqrt ((real n)\<^sup>2 - 1)) / pi\ < 1/2" + using Schottky_lemma2 [of "- Im b"] by auto + have "dist b (Complex m (Im b)) \ 1/2" + by (metis cancel_comm_monoid_add_class.diff_cancel cmod_eq_Re complex.sel(1) complex.sel(2) dist_norm m(2) minus_complex.code) + moreover + have "dist (Complex m (- ln (n + sqrt ((real n)\<^sup>2 - 1)) / pi)) (Complex m (Im b)) < 1/2" + using n + apply (simp add: complex_norm cmod_eq_Re complex_diff dist_norm del: Complex_eq) + by (metis add.commute add_uminus_conv_diff) + ultimately have "dist b (Complex m (- ln (real n + sqrt ((real n)\<^sup>2 - 1)) / pi)) < 1" + by (simp add: dist_triangle_lt [of b "Complex m (Im b)"] dist_commute) + with ge m \0 < n\ show ?thesis + apply (rule_tac x = "Complex m (- ln (real n + sqrt ((real n)\<^sup>2 - 1)) / pi)" in bexI) + apply (simp_all del: Complex_eq greaterThan_0) + by blast + qed + qed + show "g v \ (\m \ Ints. \n \ {0<..}. {Complex m (ln(n + sqrt(real n ^ 2 - 1)) / pi)}) \ + (\m \ Ints. \n \ {0<..}. {Complex m (-ln(n + sqrt(real n ^ 2 - 1)) / pi)})" + if "v \ cball 0 1" for v + using not01 [OF that] + by (force simp: g [OF that, symmetric] h [OF that, symmetric] dest!: Schottky_lemma3 [of "g v"]) + qed + then have 12: "(1 - t) * cmod (deriv g w) / 12 < 1" + using Bloch_general [OF holg _ ttt, of 1] w by force + have "g field_differentiable at w within cball 0 1" + using holg w by (simp add: holomorphic_on_def) + then have "g field_differentiable at w within ball 0 1" + using ball_subset_cball field_differentiable_within_subset by blast + with w have der_gw: "(g has_field_derivative deriv g w) (at w)" + by (simp add: field_differentiable_within_open [of _ "ball 0 1"] field_differentiable_derivI) + with DERIV_unique [OF der_gw] g' w have "deriv g w = g' w" + by (metis Topology_Euclidean_Space.open_ball at_within_open ball_subset_cball has_field_derivative_subset subsetCE) + then show "cmod (g' w) \ 12 / (1 - t)" + using g' 12 \t < 1\ by (simp add: field_simps) + qed + then have "cmod (g z - g 0) \ 12 / (1 - t) * cmod z" + using has_contour_integral_bound_linepath [OF int_g', of "12/(1 - t)"] assms + by simp + with \cmod z \ t\ \t < 1\ show ?thesis + by (simp add: divide_simps) + qed + have fz: "f z = (1 + cos(of_real pi * h z)) / 2" + using h \z \ ball 0 1\ by (auto simp: field_simps) + have "cmod (f z) \ exp (cmod (complex_of_real pi * h z))" + by (simp add: fz mult.commute norm_cos_plus1_le) + also have "... \ exp (pi * exp (pi * (2 + 2 * r + 12 * t / (1 - t))))" + proof (simp add: norm_mult) + have "cmod (g z - g 0) \ 12 * t / (1 - t)" + using norm_g_12 \t < 1\ by (simp add: norm_mult) + then have "cmod (g z) - cmod (g 0) \ 12 * t / (1 - t)" + using norm_triangle_ineq2 order_trans by blast + then have *: "cmod (g z) \ 2 + 2 * r + 12 * t / (1 - t)" + using g0_2_f0 norm_ge_zero [of "f 0"] nof0 + by linarith + have "cmod (h z) \ exp (cmod (complex_of_real pi * g z))" + using \z \ ball 0 1\ by (simp add: g norm_cos_le) + also have "... \ exp (pi * (2 + 2 * r + 12 * t / (1 - t)))" + using \t < 1\ nof0 * by (simp add: norm_mult) + finally show "cmod (h z) \ exp (pi * (2 + 2 * r + 12 * t / (1 - t)))" . + qed + finally show ?thesis . +qed + + +subsection\The Little Picard Theorem\ + +lemma Landau_Picard: + obtains R + where "\z. 0 < R z" + "\f. \f holomorphic_on cball 0 (R(f 0)); + \z. norm z \ R(f 0) \ f z \ 0 \ f z \ 1\ \ norm(deriv f 0) < 1" +proof - + define R where "R \ \z. 3 * exp(pi * exp(pi*(2 + 2 * cmod z + 12)))" + show ?thesis + proof + show Rpos: "\z. 0 < R z" + by (auto simp: R_def) + show "norm(deriv f 0) < 1" + if holf: "f holomorphic_on cball 0 (R(f 0))" + and Rf: "\z. norm z \ R(f 0) \ f z \ 0 \ f z \ 1" for f + proof - + let ?r = "R(f 0)" + define g where "g \ f \ (\z. of_real ?r * z)" + have "0 < ?r" + using Rpos by blast + have holg: "g holomorphic_on cball 0 1" + unfolding g_def + apply (intro holomorphic_intros holomorphic_on_compose holomorphic_on_subset [OF holf]) + using Rpos by (auto simp: less_imp_le norm_mult) + have *: "norm(g z) \ exp(pi * exp(pi * (2 + 2 * norm (f 0) + 12 * t / (1 - t))))" + if "0 < t" "t < 1" "norm z \ t" for t z + proof (rule Schottky [OF holg]) + show "cmod (g 0) \ cmod (f 0)" + by (simp add: g_def) + show "\z. z \ cball 0 1 \ \ (g z = 0 \ g z = 1)" + using Rpos by (simp add: g_def less_imp_le norm_mult Rf) + qed (auto simp: that) + have C1: "g holomorphic_on ball 0 (1 / 2)" + by (rule holomorphic_on_subset [OF holg]) auto + have C2: "continuous_on (cball 0 (1 / 2)) g" + by (meson cball_divide_subset_numeral holg holomorphic_on_imp_continuous_on holomorphic_on_subset) + have C3: "cmod (g z) \ R (f 0) / 3" if "cmod (0 - z) = 1/2" for z + proof - + have "norm(g z) \ exp(pi * exp(pi * (2 + 2 * norm (f 0) + 12)))" + using * [of "1/2"] that by simp + also have "... = ?r / 3" + by (simp add: R_def) + finally show ?thesis . + qed + then have cmod_g'_le: "cmod (deriv g 0) * 3 \ R (f 0) * 2" + using Cauchy_inequality [OF C1 C2 _ C3, of 1] by simp + have holf': "f holomorphic_on ball 0 (R(f 0))" + by (rule holomorphic_on_subset [OF holf]) auto + then have fd0: "f field_differentiable at 0" + by (rule holomorphic_on_imp_differentiable_at [OF _ open_ball]) + (auto simp: Rpos [of "f 0"]) + have g_eq: "deriv g 0 = of_real ?r * deriv f 0" + apply (rule DERIV_imp_deriv) + apply (simp add: g_def) + by (metis DERIV_chain DERIV_cmult_Id fd0 field_differentiable_derivI mult.commute mult_zero_right) + show ?thesis + using cmod_g'_le Rpos [of "f 0"] by (simp add: g_eq norm_mult) + qed + qed +qed + +lemma little_Picard_01: + assumes holf: "f holomorphic_on UNIV" and f01: "\z. f z \ 0 \ f z \ 1" + obtains c where "f = (\x. c)" +proof - + obtain R + where Rpos: "\z. 0 < R z" + and R: "\h. \h holomorphic_on cball 0 (R(h 0)); + \z. norm z \ R(h 0) \ h z \ 0 \ h z \ 1\ \ norm(deriv h 0) < 1" + using Landau_Picard by metis + have contf: "continuous_on UNIV f" + by (simp add: holf holomorphic_on_imp_continuous_on) + show ?thesis + proof (cases "\x. deriv f x = 0") + case True + obtain c where "\x. f(x) = c" + apply (rule DERIV_zero_connected_constant [OF connected_UNIV open_UNIV finite.emptyI contf]) + apply (metis True DiffE holf holomorphic_derivI open_UNIV, auto) + done + then show ?thesis + using that by auto + next + case False + then obtain w where w: "deriv f w \ 0" by auto + define fw where "fw \ (f \ (\z. w + z / deriv f w))" + have norm_let1: "norm(deriv fw 0) < 1" + proof (rule R) + show "fw holomorphic_on cball 0 (R (fw 0))" + unfolding fw_def + by (intro holomorphic_intros holomorphic_on_compose w holomorphic_on_subset [OF holf] subset_UNIV) + show "fw z \ 0 \ fw z \ 1" if "cmod z \ R (fw 0)" for z + using f01 by (simp add: fw_def) + qed + have "(fw has_field_derivative deriv f w * inverse (deriv f w)) (at 0)" + apply (simp add: fw_def) + apply (rule DERIV_chain) + using holf holomorphic_derivI apply force + apply (intro derivative_eq_intros w) + apply (auto simp: field_simps) + done + then show ?thesis + using norm_let1 w by (simp add: DERIV_imp_deriv) + qed +qed + + +theorem little_Picard: + assumes holf: "f holomorphic_on UNIV" + and "a \ b" "range f \ {a,b} = {}" + obtains c where "f = (\x. c)" +proof - + let ?g = "\x. 1/(b - a)*(f x - b) + 1" + obtain c where "?g = (\x. c)" + proof (rule little_Picard_01) + show "?g holomorphic_on UNIV" + by (intro holomorphic_intros holf) + show "\z. ?g z \ 0 \ ?g z \ 1" + using assms by (auto simp: field_simps) + qed auto + then have "?g x = c" for x + by meson + then have "f x = c * (b-a) + a" for x + using assms by (auto simp: field_simps) + then show ?thesis + using that by blast +qed + + +text\A couple of little applications of Little Picard\ + +lemma holomorphic_periodic_fixpoint: + assumes holf: "f holomorphic_on UNIV" + and "p \ 0" and per: "\z. f(z + p) = f z" + obtains x where "f x = x" +proof - + have False if non: "\x. f x \ x" + proof - + obtain c where "(\z. f z - z) = (\z. c)" + proof (rule little_Picard) + show "(\z. f z - z) holomorphic_on UNIV" + by (simp add: holf holomorphic_on_diff) + show "range (\z. f z - z) \ {p,0} = {}" + using assms non by auto (metis add.commute diff_eq_eq) + qed (auto simp: assms) + with per show False + by (metis add.commute add_cancel_left_left \p \ 0\ diff_add_cancel) + qed + then show ?thesis + using that by blast +qed + + +lemma holomorphic_involution_point: + assumes holfU: "f holomorphic_on UNIV" and non: "\a. f \ (\x. a + x)" + obtains x where "f(f x) = x" +proof - + { assume non_ff [simp]: "\x. f(f x) \ x" + then have non_fp [simp]: "f z \ z" for z + by metis + have holf: "f holomorphic_on X" for X + using assms holomorphic_on_subset by blast + obtain c where c: "(\x. (f(f x) - x)/(f x - x)) = (\x. c)" + proof (rule little_Picard_01) + show "(\x. (f(f x) - x)/(f x - x)) holomorphic_on UNIV" + apply (intro holomorphic_intros holf holomorphic_on_compose [unfolded o_def, OF holf]) + using non_fp by auto + qed auto + then obtain "c \ 0" "c \ 1" + by (metis (no_types, hide_lams) non_ff diff_zero divide_eq_0_iff right_inverse_eq) + have eq: "f(f x) - c * f x = x*(1 - c)" for x + using fun_cong [OF c, of x] by (simp add: field_simps) + have df_times_dff: "deriv f z * (deriv f (f z) - c) = 1 * (1 - c)" for z + proof (rule DERIV_unique) + show "((\x. f (f x) - c * f x) has_field_derivative + deriv f z * (deriv f (f z) - c)) (at z)" + apply (intro derivative_eq_intros) + apply (rule DERIV_chain [unfolded o_def, of f]) + apply (auto simp: algebra_simps intro!: holomorphic_derivI [OF holfU]) + done + show "((\x. f (f x) - c * f x) has_field_derivative 1 * (1 - c)) (at z)" + by (simp add: eq mult_commute_abs) + qed + { fix z::complex + obtain k where k: "deriv f \ f = (\x. k)" + proof (rule little_Picard) + show "(deriv f \ f) holomorphic_on UNIV" + by (meson holfU holomorphic_deriv holomorphic_on_compose holomorphic_on_subset open_UNIV subset_UNIV) + obtain "deriv f (f x) \ 0" "deriv f (f x) \ c" for x + using df_times_dff \c \ 1\ eq_iff_diff_eq_0 + by (metis lambda_one mult_zero_left mult_zero_right) + then show "range (deriv f \ f) \ {0,c} = {}" + by force + qed (use \c \ 0\ in auto) + have "\ f constant_on UNIV" + by (meson UNIV_I non_ff constant_on_def) + with holf open_mapping_thm have "open(range f)" + by blast + obtain l where l: "\x. f x - k * x = l" + proof (rule DERIV_zero_connected_constant [of UNIV "{}" "\x. f x - k * x"], simp_all) + have "deriv f w - k = 0" for w + proof (rule analytic_continuation [OF _ open_UNIV connected_UNIV subset_UNIV, of "\z. deriv f z - k" "f z" "range f" w]) + show "(\z. deriv f z - k) holomorphic_on UNIV" + by (intro holomorphic_intros holf open_UNIV) + show "f z islimpt range f" + by (metis (no_types, lifting) IntI UNIV_I \open (range f)\ image_eqI inf.absorb_iff2 inf_aci(1) islimpt_UNIV islimpt_eq_acc_point open_Int top_greatest) + show "\z. z \ range f \ deriv f z - k = 0" + by (metis comp_def diff_self image_iff k) + qed auto + moreover + have "((\x. f x - k * x) has_field_derivative deriv f x - k) (at x)" for x + by (metis DERIV_cmult_Id Deriv.field_differentiable_diff UNIV_I field_differentiable_derivI holf holomorphic_on_def) + ultimately + show "\x. ((\x. f x - k * x) has_field_derivative 0) (at x)" + by auto + show "continuous_on UNIV (\x. f x - k * x)" + by (simp add: continuous_on_diff holf holomorphic_on_imp_continuous_on) + qed (auto simp: connected_UNIV) + have False + proof (cases "k=1") + case True + then have "\x. k * x + l \ a + x" for a + using l non [of a] ext [of f "op + a"] + by (metis add.commute diff_eq_eq) + with True show ?thesis by auto + next + case False + have "\x. (1 - k) * x \ f 0" + using l [of 0] apply (simp add: algebra_simps) + by (metis diff_add_cancel l mult.commute non_fp) + then show False + by (metis False eq_iff_diff_eq_0 mult.commute nonzero_mult_div_cancel_right times_divide_eq_right) + qed + } + } + then show thesis + using that by blast +qed + + +subsection\The Arzelà–Ascoli theorem\ + +lemma subsequence_diagonalization_lemma: + fixes P :: "nat \ (nat \ 'a) \ bool" + assumes sub: "\i r. \k. subseq k \ P i (r \ k)" + and P_P: "\i r::nat \ 'a. \k1 k2 N. + \P i (r \ k1); \j. N \ j \ \j'. j \ j' \ k2 j = k1 j'\ \ P i (r \ k2)" + obtains k where "subseq k" "\i. P i (r \ k)" +proof - + obtain kk where "\i r. subseq (kk i r) \ P i (r \ (kk i r))" + using sub by metis + then have sub_kk: "\i r. subseq (kk i r)" and P_kk: "\i r. P i (r \ (kk i r))" + by auto + define rr where "rr \ rec_nat (kk 0 r) (\n x. x \ kk (Suc n) (r \ x))" + then have [simp]: "rr 0 = kk 0 r" "\n. rr(Suc n) = rr n \ kk (Suc n) (r \ rr n)" + by auto + show thesis + proof + have sub_rr: "subseq (rr i)" for i + using sub_kk by (induction i) (auto simp: subseq_def o_def) + have P_rr: "P i (r \ rr i)" for i + using P_kk by (induction i) (auto simp: o_def) + have "i \ i+d \ rr i n \ rr (i+d) n" for d i n + proof (induction d) + case 0 then show ?case + by simp + next + case (Suc d) then show ?case + apply simp + using seq_suble [OF sub_kk] order_trans subseq_le_mono [OF sub_rr] by blast + qed + then have "\i j n. i \ j \ rr i n \ rr j n" + by (metis le_iff_add) + show "subseq (\n. rr n n)" + apply (simp add: subseq_Suc_iff) + by (meson Suc_le_eq seq_suble sub_kk sub_rr subseq_mono) + have "\j. i \ j \ rr (n+d) i = rr n j" for d n i + apply (induction d arbitrary: i, auto) + by (meson order_trans seq_suble sub_kk) + then have "\m n i. n \ m \ \j. i \ j \ rr m i = rr n j" + by (metis le_iff_add) + then show "P i (r \ (\n. rr n n))" for i + by (meson P_rr P_P) + qed +qed + +lemma function_convergent_subsequence: + fixes f :: "[nat,'a] \ 'b::{real_normed_vector,heine_borel}" + assumes "countable S" and M: "\n::nat. \x. x \ S \ norm(f n x) \ M" + obtains k where "subseq k" "\x. x \ S \ \l. (\n. f (k n) x) \ l" +proof (cases "S = {}") + case True + then show ?thesis + using subseq_id that by fastforce +next + case False + with \countable S\ obtain \ :: "nat \ 'a" where \: "S = range \" + using uncountable_def by blast + obtain k where "subseq k" and k: "\i. \l. (\n. (f \ k) n (\ i)) \ l" + proof (rule subsequence_diagonalization_lemma + [of "\i r. \l. ((\n. (f \ r) n (\ i)) \ l) sequentially" id]) + show "\k. subseq k \ (\l. (\n. (f \ (r \ k)) n (\ i)) \ l)" for i r + proof - + have "f (r n) (\ i) \ cball 0 M" for n + by (simp add: \ M) + then show ?thesis + using compact_def [of "cball (0::'b) M"] apply simp + apply (drule_tac x="(\n. f (r n) (\ i))" in spec) + apply (force simp: o_def) + done + qed + show "\i r k1 k2 N. + \\l. (\n. (f \ (r \ k1)) n (\ i)) \ l; \j. N \ j \ \j'\j. k2 j = k1 j'\ + \ \l. (\n. (f \ (r \ k2)) n (\ i)) \ l" + apply (simp add: lim_sequentially) + apply (erule ex_forward all_forward imp_forward)+ + apply auto + by (metis (no_types, hide_lams) le_cases order_trans) + qed auto + with \ that show ?thesis + by force +qed + + +theorem Arzela_Ascoli: + fixes \ :: "[nat,'a::euclidean_space] \ 'b::{real_normed_vector,heine_borel}" + assumes "compact S" + and M: "\n x. x \ S \ norm(\ n x) \ M" + and equicont: + "\x e. \x \ S; 0 < e\ + \ \d. 0 < d \ (\n y. y \ S \ norm(x - y) < d \ norm(\ n x - \ n y) < e)" + obtains g k where "continuous_on S g" "subseq k" + "\e. 0 < e \ \N. \n x. n \ N \ x \ S \ norm(\(k n) x - g x) < e" +proof - + have UEQ: "\e. 0 < e \ \d. 0 < d \ (\n. \x \ S. \x' \ S. dist x' x < d \ dist (\ n x') (\ n x) < e)" + apply (rule compact_uniformly_equicontinuous [OF \compact S\, of "range \"]) + using equicont by (force simp: dist_commute dist_norm)+ + have "continuous_on S g" + if "\e. 0 < e \ \N. \n x. n \ N \ x \ S \ norm(\(r n) x - g x) < e" + for g:: "'a \ 'b" and r :: "nat \ nat" + proof (rule uniform_limit_theorem [of _ "\ \ r"]) + show "\\<^sub>F n in sequentially. continuous_on S ((\ \ r) n)" + apply (simp add: eventually_sequentially) + apply (rule_tac x=0 in exI) + using UEQ apply (force simp: continuous_on_iff) + done + show "uniform_limit S (\ \ r) g sequentially" + apply (simp add: uniform_limit_iff eventually_sequentially) + by (metis dist_norm that) + qed auto + moreover + obtain R where "countable R" "R \ S" and SR: "S \ closure R" + by (metis separable that) + obtain k where "subseq k" and k: "\x. x \ R \ \l. (\n. \ (k n) x) \ l" + apply (rule function_convergent_subsequence [OF \countable R\ M]) + using \R \ S\ apply force+ + done + then have Cauchy: "Cauchy ((\n. \ (k n) x))" if "x \ R" for x + using convergent_eq_Cauchy that by blast + have "\N. \m n x. N \ m \ N \ n \ x \ S \ dist ((\ \ k) m x) ((\ \ k) n x) < e" + if "0 < e" for e + proof - + obtain d where "0 < d" + and d: "\n. \x \ S. \x' \ S. dist x' x < d \ dist (\ n x') (\ n x) < e/3" + by (metis UEQ \0 < e\ divide_pos_pos zero_less_numeral) + obtain T where "T \ R" and "finite T" and T: "S \ (\c\T. ball c d)" + proof (rule compactE_image [OF \compact S\, of R "(\x. ball x d)"]) + have "closure R \ (\c\R. ball c d)" + apply clarsimp + using \0 < d\ closure_approachable by blast + with SR show "S \ (\c\R. ball c d)" + by auto + qed auto + have "\M. \m\M. \n\M. dist (\ (k m) x) (\ (k n) x) < e/3" if "x \ R" for x + using Cauchy \0 < e\ that unfolding Cauchy_def + by (metis less_divide_eq_numeral1(1) mult_zero_left) + then obtain MF where MF: "\x m n. \x \ R; m \ MF x; n \ MF x\ \ norm (\ (k m) x - \ (k n) x) < e/3" + using dist_norm by metis + have "dist ((\ \ k) m x) ((\ \ k) n x) < e" + if m: "Max (MF ` T) \ m" and n: "Max (MF ` T) \ n" "x \ S" for m n x + proof - + obtain t where "t \ T" and t: "x \ ball t d" + using \x \ S\ T by auto + have "norm(\ (k m) t - \ (k m) x) < e / 3" + by (metis \R \ S\ \T \ R\ \t \ T\ d dist_norm mem_ball subset_iff t \x \ S\) + moreover + have "norm(\ (k n) t - \ (k n) x) < e / 3" + by (metis \R \ S\ \T \ R\ \t \ T\ subsetD d dist_norm mem_ball t \x \ S\) + moreover + have "norm(\ (k m) t - \ (k n) t) < e / 3" + proof (rule MF) + show "t \ R" + using \T \ R\ \t \ T\ by blast + show "MF t \ m" "MF t \ n" + by (meson Max_ge \finite T\ \t \ T\ finite_imageI imageI le_trans m n)+ + qed + ultimately + show ?thesis + unfolding dist_norm [symmetric] o_def + by (metis dist_triangle_third dist_commute) + qed + then show ?thesis + by force + qed + then have "\g. \e>0. \N. \n\N. \x \ S. norm(\(k n) x - g x) < e" + using uniformly_convergent_eq_cauchy [of "\x. x \ S" "\ \ k"] + apply (simp add: o_def dist_norm) + by meson + ultimately show thesis + by (metis that \subseq k\) +qed + + + +subsubsection\Montel's theorem\ + +text\a sequence of holomorphic functions uniformly bounded +on compact subsets of an open set S has a subsequence that converges to a +holomorphic function, and converges \emph{uniformly} on compact subsets of S.\ + + +theorem Montel: + fixes \ :: "[nat,complex] \ complex" + assumes "open S" + and \: "\h. h \ \ \ h holomorphic_on S" + and bounded: "\K. \compact K; K \ S\ \ \B. \h \ \. \ z \ K. norm(h z) \ B" + and rng_f: "range \ \ \" + obtains g r + where "g holomorphic_on S" "subseq r" + "\x. x \ S \ ((\n. \ (r n) x) \ g x) sequentially" + "\K. \compact K; K \ S\ \ uniform_limit K (\ \ r) g sequentially" +proof - + obtain K where comK: "\n. compact(K n)" and KS: "\n::nat. K n \ S" + and subK: "\X. \compact X; X \ S\ \ \N. \n\N. X \ K n" + using open_Union_compact_subsets [OF \open S\] by metis + then have "\i. \B. \h \ \. \ z \ K i. norm(h z) \ B" + by (simp add: bounded) + then obtain B where B: "\i h z. \h \ \; z \ K i\ \ norm(h z) \ B i" + by metis + have *: "\r g. subseq r \ (\e > 0. \N. \n\N. \x \ K i. norm((\ \ r) n x - g x) < e)" + if "\n. \ n \ \" for \ i + proof - + obtain g k where "continuous_on (K i) g" "subseq k" + "\e. 0 < e \ \N. \n\N. \x \ K i. norm(\(k n) x - g x) < e" + proof (rule Arzela_Ascoli [of "K i" "\" "B i"]) + show "\d>0. \n y. y \ K i \ cmod (z - y) < d \ cmod (\ n z - \ n y) < e" + if z: "z \ K i" and "0 < e" for z e + proof - + obtain r where "0 < r" and r: "cball z r \ S" + using z KS [of i] \open S\ by (force simp: open_contains_cball) + have "cball z (2 / 3 * r) \ cball z r" + using \0 < r\ by (simp add: cball_subset_cball_iff) + then have z23S: "cball z (2 / 3 * r) \ S" + using r by blast + obtain M where "0 < M" and M: "\n w. dist z w \ 2/3 * r \ norm(\ n w) \ M" + proof - + obtain N where N: "\n\N. cball z (2/3 * r) \ K n" + using subK compact_cball [of z "(2 / 3 * r)"] z23S by force + have "cmod (\ n w) \ \B N\ + 1" if "dist z w \ 2 / 3 * r" for n w + proof - + have "w \ K N" + using N mem_cball that by blast + then have "cmod (\ n w) \ B N" + using B \\n. \ n \ \\ by blast + also have "... \ \B N\ + 1" + by simp + finally show ?thesis . + qed + then show ?thesis + by (rule_tac M="\B N\ + 1" in that) auto + qed + have "cmod (\ n z - \ n y) < e" + if "y \ K i" and y_near_z: "cmod (z - y) < r/3" "cmod (z - y) < e * r / (6 * M)" + for n y + proof - + have "((\w. \ n w / (w - \)) has_contour_integral + (2 * pi) * \ * winding_number (circlepath z (2 / 3 * r)) \ * \ n \) + (circlepath z (2 / 3 * r))" + if "dist \ z < (2 / 3 * r)" for \ + proof (rule Cauchy_integral_formula_convex_simple) + have "\ n holomorphic_on S" + by (simp add: \ \\n. \ n \ \\) + with z23S show "\ n holomorphic_on cball z (2 / 3 * r)" + using holomorphic_on_subset by blast + qed (use that \0 < r\ in \auto simp: dist_commute\) + then have *: "((\w. \ n w / (w - \)) has_contour_integral (2 * pi) * \ * \ n \) + (circlepath z (2 / 3 * r))" + if "dist \ z < (2 / 3 * r)" for \ + using that by (simp add: winding_number_circlepath dist_norm) + have y: "((\w. \ n w / (w - y)) has_contour_integral (2 * pi) * \ * \ n y) + (circlepath z (2 / 3 * r))" + apply (rule *) + using that \0 < r\ by (simp only: dist_norm norm_minus_commute) + have z: "((\w. \ n w / (w - z)) has_contour_integral (2 * pi) * \ * \ n z) + (circlepath z (2 / 3 * r))" + apply (rule *) + using \0 < r\ by simp + have le_er: "cmod (\ n x / (x - y) - \ n x / (x - z)) \ e / r" + if "cmod (x - z) = r/3 + r/3" for x + proof - + have "~ (cmod (x - y) < r/3)" + using y_near_z(1) that \M > 0\ \r > 0\ + by (metis (full_types) norm_diff_triangle_less norm_minus_commute order_less_irrefl) + then have r4_le_xy: "r/4 \ cmod (x - y)" + using \r > 0\ by simp + then have neq: "x \ y" "x \ z" + using that \r > 0\ by (auto simp: divide_simps norm_minus_commute) + have leM: "cmod (\ n x) \ M" + by (simp add: M dist_commute dist_norm that) + have "cmod (\ n x / (x - y) - \ n x / (x - z)) = cmod (\ n x) * cmod (1 / (x - y) - 1 / (x - z))" + by (metis (no_types, lifting) divide_inverse mult.left_neutral norm_mult right_diff_distrib') + also have "... = cmod (\ n x) * cmod ((y - z) / ((x - y) * (x - z)))" + using neq by (simp add: divide_simps) + also have "... = cmod (\ n x) * (cmod (y - z) / (cmod(x - y) * (2/3 * r)))" + by (simp add: norm_mult norm_divide that) + also have "... \ M * (cmod (y - z) / (cmod(x - y) * (2/3 * r)))" + apply (rule mult_mono) + apply (rule leM) + using \r > 0\ \M > 0\ neq by auto + also have "... < M * ((e * r / (6 * M)) / (cmod(x - y) * (2/3 * r)))" + unfolding mult_less_cancel_left + using y_near_z(2) \M > 0\ \r > 0\ neq + apply (simp add: field_simps mult_less_0_iff norm_minus_commute) + done + also have "... \ e/r" + using \e > 0\ \r > 0\ r4_le_xy by (simp add: divide_simps) + finally show ?thesis by simp + qed + have "(2 * pi) * cmod (\ n y - \ n z) = cmod ((2 * pi) * \ * \ n y - (2 * pi) * \ * \ n z)" + by (simp add: right_diff_distrib [symmetric] norm_mult) + also have "cmod ((2 * pi) * \ * \ n y - (2 * pi) * \ * \ n z) \ e / r * (2 * pi * (2 / 3 * r))" + apply (rule has_contour_integral_bound_circlepath [OF has_contour_integral_diff [OF y z], of "e/r"]) + using \e > 0\ \r > 0\ le_er by auto + also have "... = (2 * pi) * e * ((2 / 3))" + using \r > 0\ by (simp add: divide_simps) + finally have "cmod (\ n y - \ n z) \ e * (2 / 3)" + by simp + also have "... < e" + using \e > 0\ by simp + finally show ?thesis by (simp add: norm_minus_commute) + qed + then show ?thesis + apply (rule_tac x="min (r/3) ((e * r)/(6 * M))" in exI) + using \0 < e\ \0 < r\ \0 < M\ by simp + qed + show "\n x. x \ K i \ cmod (\ n x) \ B i" + using B \\n. \ n \ \\ by blast + qed (use comK in \fastforce+\) + then show ?thesis + by fastforce + qed + have "\k g. subseq k \ (\e > 0. \N. \n\N. \x \ K i. norm((\ \ r \ k) n x - g x) < e)" + for i r + apply (rule *) + using rng_f by auto + then have **: "\i r. \k. subseq k \ (\g. \e>0. \N. \n\N. \x \ K i. norm((\ \ (r \ k)) n x - g x) < e)" + by (force simp: o_assoc) + obtain k where "subseq k" + and "\i. \g. \e>0. \N. \n\N. \x\K i. cmod ((\ \ (id \ k)) n x - g x) < e" + apply (rule subsequence_diagonalization_lemma [OF **, of id]) + apply (erule ex_forward all_forward imp_forward)+ + apply auto + apply (rule_tac x="max N Na" in exI, fastforce+) + done + then have lt_e: "\i. \g. \e>0. \N. \n\N. \x\K i. cmod ((\ \ k) n x - g x) < e" + by simp + have "\l. \e>0. \N. \n\N. norm(\ (k n) z - l) < e" if "z \ S" for z + proof - + obtain G where G: "\i e. e > 0 \ \M. \n\M. \x\K i. cmod ((\ \ k) n x - G i x) < e" + using lt_e by metis + obtain N where "\n. n \ N \ z \ K n" + using subK [of "{z}"] that \z \ S\ by auto + moreover have "\e. e > 0 \ \M. \n\M. \x\K N. cmod ((\ \ k) n x - G N x) < e" + using G by auto + ultimately show ?thesis + by (metis comp_apply order_refl) + qed + then obtain g where g: "\z e. \z \ S; e > 0\ \ \N. \n\N. norm(\ (k n) z - g z) < e" + by metis + show ?thesis + proof + show g_lim: "\x. x \ S \ (\n. \ (k n) x) \ g x" + by (simp add: lim_sequentially g dist_norm) + have dg_le_e: "\N. \n\N. \x\T. cmod (\ (k n) x - g x) < e" + if T: "compact T" "T \ S" and "0 < e" for T e + proof - + obtain N where N: "\n. n \ N \ T \ K n" + using subK [OF T] by blast + obtain h where h: "\e. e>0 \ \M. \n\M. \x\K N. cmod ((\ \ k) n x - h x) < e" + using lt_e by blast + have geq: "g w = h w" if "w \ T" for w + apply (rule LIMSEQ_unique [of "\n. \(k n) w"]) + using \T \ S\ g_lim that apply blast + using h N that by (force simp: lim_sequentially dist_norm) + show ?thesis + using T h N \0 < e\ by (fastforce simp add: geq) + qed + then show "\K. \compact K; K \ S\ + \ uniform_limit K (\ \ k) g sequentially" + by (simp add: uniform_limit_iff dist_norm eventually_sequentially) + show "g holomorphic_on S" + proof (rule holomorphic_uniform_sequence [OF \open S\ \]) + show "\n. (\ \ k) n \ \" + by (simp add: range_subsetD rng_f) + show "\d>0. cball z d \ S \ uniform_limit (cball z d) (\n. (\ \ k) n) g sequentially" + if "z \ S" for z + proof - + obtain d where d: "d>0" "cball z d \ S" + using \open S\ \z \ S\ open_contains_cball by blast + then have "uniform_limit (cball z d) (\ \ k) g sequentially" + using dg_le_e compact_cball by (auto simp: uniform_limit_iff eventually_sequentially dist_norm) + with d show ?thesis by blast + qed + qed + qed (auto simp: \subseq k\) +qed + + + +subsection\Some simple but useful cases of Hurwitz's theorem\ + +proposition Hurwitz_no_zeros: + assumes S: "open S" "connected S" + and holf: "\n::nat. \ n holomorphic_on S" + and holg: "g holomorphic_on S" + and ul_g: "\K. \compact K; K \ S\ \ uniform_limit K \ g sequentially" + and nonconst: "\c. \z \ S. g z \ c" + and nz: "\n z. z \ S \ \ n z \ 0" + and "z0 \ S" + shows "g z0 \ 0" +proof + assume g0: "g z0 = 0" + obtain h r m + where "0 < m" "0 < r" and subS: "ball z0 r \ S" + and holh: "h holomorphic_on ball z0 r" + and geq: "\w. w \ ball z0 r \ g w = (w - z0)^m * h w" + and hnz: "\w. w \ ball z0 r \ h w \ 0" + by (blast intro: holomorphic_factor_zero_nonconstant [OF holg S \z0 \ S\ g0 nonconst]) + then have holf0: "\ n holomorphic_on ball z0 r" for n + by (meson holf holomorphic_on_subset) + have *: "((\z. deriv (\ n) z / \ n z) has_contour_integral 0) (circlepath z0 (r/2))" for n + proof (rule Cauchy_theorem_disc_simple [of _ z0 r]) + show "(\z. deriv (\ n) z / \ n z) holomorphic_on ball z0 r" + apply (intro holomorphic_intros holomorphic_deriv holf holf0 open_ball nz) + using \ball z0 r \ S\ by blast + qed (use \0 < r\ in auto) + have hol_dg: "deriv g holomorphic_on S" + by (simp add: \open S\ holg holomorphic_deriv) + have "continuous_on (sphere z0 (r/2)) (deriv g)" + apply (intro holomorphic_on_imp_continuous_on holomorphic_on_subset [OF hol_dg]) + using \0 < r\ subS by auto + then have "compact (deriv g ` (sphere z0 (r/2)))" + by (rule compact_continuous_image [OF _ compact_sphere]) + then have bo_dg: "bounded (deriv g ` (sphere z0 (r/2)))" + using compact_imp_bounded by blast + have "continuous_on (sphere z0 (r/2)) (cmod \ g)" + apply (intro continuous_intros holomorphic_on_imp_continuous_on holomorphic_on_subset [OF holg]) + using \0 < r\ subS by auto + then have "compact ((cmod \ g) ` sphere z0 (r/2))" + by (rule compact_continuous_image [OF _ compact_sphere]) + moreover have "(cmod \ g) ` sphere z0 (r/2) \ {}" + using \0 < r\ by auto + ultimately obtain b where b: "b \ (cmod \ g) ` sphere z0 (r/2)" + "\t. t \ (cmod \ g) ` sphere z0 (r/2) \ b \ t" + using compact_attains_inf [of "(norm \ g) ` (sphere z0 (r/2))"] by blast + have "(\n. contour_integral (circlepath z0 (r/2)) (\z. deriv (\ n) z / \ n z)) \ + contour_integral (circlepath z0 (r/2)) (\z. deriv g z / g z)" + proof (rule contour_integral_uniform_limit_circlepath) + show "\\<^sub>F n in sequentially. (\z. deriv (\ n) z / \ n z) contour_integrable_on circlepath z0 (r/2)" + using * contour_integrable_on_def eventually_sequentiallyI by meson + show "uniform_limit (sphere z0 (r/2)) (\n z. deriv (\ n) z / \ n z) (\z. deriv g z / g z) sequentially" + proof (rule uniform_lim_divide [OF _ _ bo_dg]) + show "uniform_limit (sphere z0 (r/2)) (\a. deriv (\ a)) (deriv g) sequentially" + proof (rule uniform_limitI) + fix e::real + assume "0 < e" + have *: "dist (deriv (\ n) w) (deriv g w) < e" + if e8: "\x. dist z0 x \ 3 * r / 4 \ dist (\ n x) (g x) * 8 < r * e" + and w: "dist w z0 = r/2" for n w + proof - + have "ball w (r/4) \ ball z0 r" "cball w (r/4) \ ball z0 r" + using \0 < r\ by (simp_all add: ball_subset_ball_iff cball_subset_ball_iff w) + with subS have wr4_sub: "ball w (r/4) \ S" "cball w (r/4) \ S" by force+ + moreover + have "(\z. \ n z - g z) holomorphic_on S" + by (intro holomorphic_intros holf holg) + ultimately have hol: "(\z. \ n z - g z) holomorphic_on ball w (r/4)" + and cont: "continuous_on (cball w (r / 4)) (\z. \ n z - g z)" + using holomorphic_on_subset by (blast intro: holomorphic_on_imp_continuous_on)+ + have "w \ S" + using \0 < r\ wr4_sub by auto + have "\y. dist w y < r / 4 \ dist z0 y \ 3 * r / 4" + apply (rule dist_triangle_le [where z=w]) + using w by (simp add: dist_commute) + with e8 have in_ball: "\y. y \ ball w (r/4) \ \ n y - g y \ ball 0 (r/4 * e/2)" + by (simp add: dist_norm [symmetric]) + have "\ n field_differentiable at w" + by (metis holomorphic_on_imp_differentiable_at \w \ S\ holf \open S\) + moreover + have "g field_differentiable at w" + using \w \ S\ \open S\ holg holomorphic_on_imp_differentiable_at by auto + moreover + have "cmod (deriv (\w. \ n w - g w) w) * 2 \ e" + apply (rule Cauchy_higher_deriv_bound [OF hol cont in_ball, of 1, simplified]) + using \r > 0\ by auto + ultimately have "dist (deriv (\ n) w) (deriv g w) \ e/2" + by (simp add: dist_norm) + then show ?thesis + using \e > 0\ by auto + qed + have "cball z0 (3 * r / 4) \ ball z0 r" + by (simp add: cball_subset_ball_iff \0 < r\) + with subS have "uniform_limit (cball z0 (3 * r/4)) \ g sequentially" + by (force intro: ul_g) + then have "\\<^sub>F n in sequentially. \x\cball z0 (3 * r / 4). dist (\ n x) (g x) < r / 4 * e / 2" + using \0 < e\ \0 < r\ by (force simp: intro!: uniform_limitD) + then show "\\<^sub>F n in sequentially. \x \ sphere z0 (r/2). dist (deriv (\ n) x) (deriv g x) < e" + apply (simp add: eventually_sequentially) + apply (elim ex_forward all_forward imp_forward asm_rl) + using * apply (force simp: dist_commute) + done + qed + show "uniform_limit (sphere z0 (r/2)) \ g sequentially" + proof (rule uniform_limitI) + fix e::real + assume "0 < e" + have "sphere z0 (r/2) \ ball z0 r" + using \0 < r\ by auto + with subS have "uniform_limit (sphere z0 (r/2)) \ g sequentially" + by (force intro: ul_g) + then show "\\<^sub>F n in sequentially. \x \ sphere z0 (r/2). dist (\ n x) (g x) < e" + apply (rule uniform_limitD) + using \0 < e\ by force + qed + show "b > 0" "\x. x \ sphere z0 (r/2) \ b \ cmod (g x)" + using b \0 < r\ by (fastforce simp: geq hnz)+ + qed + qed (use \0 < r\ in auto) + then have "(\n. 0) \ contour_integral (circlepath z0 (r/2)) (\z. deriv g z / g z)" + by (simp add: contour_integral_unique [OF *]) + then have "contour_integral (circlepath z0 (r/2)) (\z. deriv g z / g z) = 0" + by (simp add: LIMSEQ_const_iff) + moreover + have "contour_integral (circlepath z0 (r/2)) (\z. deriv g z / g z) = + contour_integral (circlepath z0 (r/2)) (\z. m / (z - z0) + deriv h z / h z)" + proof (rule contour_integral_eq, use \0 < r\ in simp) + fix w + assume w: "dist z0 w * 2 = r" + then have w_inb: "w \ ball z0 r" + using \0 < r\ by auto + have h_der: "(h has_field_derivative deriv h w) (at w)" + using holh holomorphic_derivI w_inb by blast + have "deriv g w = ((of_nat m * h w + deriv h w * (w - z0)) * (w - z0) ^ m) / (w - z0)" + if "r = dist z0 w * 2" "w \ z0" + proof - + have "((\w. (w - z0) ^ m * h w) has_field_derivative + (m * h w + deriv h w * (w - z0)) * (w - z0) ^ m / (w - z0)) (at w)" + apply (rule derivative_eq_intros h_der refl)+ + using that \m > 0\ \0 < r\ apply (simp add: divide_simps distrib_right) + apply (metis Suc_pred mult.commute power_Suc) + done + then show ?thesis + apply (rule DERIV_imp_deriv [OF DERIV_transform_within_open [where s = "ball z0 r"]]) + using that \m > 0\ \0 < r\ + apply (simp_all add: hnz geq) + done + qed + with \0 < r\ \0 < m\ w w_inb show "deriv g w / g w = of_nat m / (w - z0) + deriv h w / h w" + by (auto simp: geq divide_simps hnz) + qed + moreover + have "contour_integral (circlepath z0 (r/2)) (\z. m / (z - z0) + deriv h z / h z) = + 2 * of_real pi * ii * m + 0" + proof (rule contour_integral_unique [OF has_contour_integral_add]) + show "((\x. m / (x - z0)) has_contour_integral 2 * of_real pi * \ * m) (circlepath z0 (r/2))" + by (force simp: \0 < r\ intro: Cauchy_integral_circlepath_simple) + show "((\x. deriv h x / h x) has_contour_integral 0) (circlepath z0 (r/2))" + apply (rule Cauchy_theorem_disc_simple [of _ z0 r]) + using hnz holh holomorphic_deriv holomorphic_on_divide \0 < r\ + apply force+ + done + qed + ultimately show False using \0 < m\ by auto +qed + +corollary Hurwitz_injective: + assumes S: "open S" "connected S" + and holf: "\n::nat. \ n holomorphic_on S" + and holg: "g holomorphic_on S" + and ul_g: "\K. \compact K; K \ S\ \ uniform_limit K \ g sequentially" + and nonconst: "\c. \z \ S. g z \ c" + and inj: "\n. inj_on (\ n) S" + shows "inj_on g S" +proof - + have False if z12: "z1 \ S" "z2 \ S" "z1 \ z2" "g z2 = g z1" for z1 z2 + proof - + obtain z0 where "z0 \ S" and z0: "g z0 \ g z2" + using nonconst by blast + have "(\z. g z - g z1) holomorphic_on S" + by (intro holomorphic_intros holg) + then obtain r where "0 < r" "ball z2 r \ S" "\z. dist z2 z < r \ z \ z2 \ g z \ g z1" + apply (rule isolated_zeros [of "\z. g z - g z1" S z2 z0]) + using S \z0 \ S\ z0 z12 by auto + have "g z2 - g z1 \ 0" + proof (rule Hurwitz_no_zeros [of "S - {z1}" "\n z. \ n z - \ n z1" "\z. g z - g z1"]) + show "open (S - {z1})" + by (simp add: S open_delete) + show "connected (S - {z1})" + by (simp add: connected_open_delete [OF S]) + show "\n. (\z. \ n z - \ n z1) holomorphic_on S - {z1}" + by (intro holomorphic_intros holomorphic_on_subset [OF holf]) blast + show "(\z. g z - g z1) holomorphic_on S - {z1}" + by (intro holomorphic_intros holomorphic_on_subset [OF holg]) blast + show "uniform_limit K (\n z. \ n z - \ n z1) (\z. g z - g z1) sequentially" + if "compact K" "K \ S - {z1}" for K + proof (rule uniform_limitI) + fix e::real + assume "e > 0" + have "uniform_limit K \ g sequentially" + using that ul_g by fastforce + then have K: "\\<^sub>F n in sequentially. \x \ K. dist (\ n x) (g x) < e/2" + using \0 < e\ by (force simp: intro!: uniform_limitD) + have "uniform_limit {z1} \ g sequentially" + by (simp add: ul_g z12) + then have "\\<^sub>F n in sequentially. \x \ {z1}. dist (\ n x) (g x) < e/2" + using \0 < e\ by (force simp: intro!: uniform_limitD) + then have z1: "\\<^sub>F n in sequentially. dist (\ n z1) (g z1) < e/2" + by simp + have "\\<^sub>F n in sequentially. \x\K. dist (\ n x - \ n z1) (g x - g z1) < e/2 + e/2" + apply (rule eventually_mono [OF eventually_conj [OF K z1]]) + apply (simp add: dist_norm algebra_simps del: divide_const_simps) + by (metis add.commute dist_commute dist_norm dist_triangle_add_half) + have "\\<^sub>F n in sequentially. \x\K. dist (\ n x - \ n z1) (g x - g z1) < e/2 + e/2" + using eventually_conj [OF K z1] + apply (rule eventually_mono) + by (metis (no_types, hide_lams) diff_add_eq diff_diff_eq2 dist_commute dist_norm dist_triangle_add_half real_sum_of_halves) + then + show "\\<^sub>F n in sequentially. \x\K. dist (\ n x - \ n z1) (g x - g z1) < e" + by simp + qed + show "\c. \z\S - {z1}. g z - g z1 \ c" + by (metis Diff_iff \z0 \ S\ empty_iff insert_iff right_minus_eq z0 z12) + show "\n z. z \ S - {z1} \ \ n z - \ n z1 \ 0" + by (metis DiffD1 DiffD2 eq_iff_diff_eq_0 inj inj_onD insertI1 \z1 \ S\) + show "z2 \ S - {z1}" + using \z2 \ S\ \z1 \ z2\ by auto + qed + with z12 show False by auto + qed + then show ?thesis by (auto simp: inj_on_def) +qed + + + +subsection\The Great Picard theorem\ + +lemma GPicard1: + assumes S: "open S" "connected S" and "w \ S" "0 < r" "Y \ X" + and holX: "\h. h \ X \ h holomorphic_on S" + and X01: "\h z. \h \ X; z \ S\ \ h z \ 0 \ h z \ 1" + and r: "\h. h \ Y \ norm(h w) \ r" + obtains B Z where "0 < B" "open Z" "w \ Z" "Z \ S" "\h z. \h \ Y; z \ Z\ \ norm(h z) \ B" +proof - + obtain e where "e > 0" and e: "cball w e \ S" + using assms open_contains_cball_eq by blast + show ?thesis + proof + show "0 < exp(pi * exp(pi * (2 + 2 * r + 12)))" + by simp + show "ball w (e / 2) \ S" + using e ball_divide_subset_numeral ball_subset_cball by blast + show "cmod (h z) \ exp (pi * exp (pi * (2 + 2 * r + 12)))" + if "h \ Y" "z \ ball w (e / 2)" for h z + proof - + have "h \ X" + using \Y \ X\ \h \ Y\ by blast + with holX have "h holomorphic_on S" + by auto + then have "h holomorphic_on cball w e" + by (metis e holomorphic_on_subset) + then have hol_h_o: "(h \ (\z. (w + of_real e * z))) holomorphic_on cball 0 1" + apply (intro holomorphic_intros holomorphic_on_compose) + apply (erule holomorphic_on_subset) + using that \e > 0\ by (auto simp: dist_norm norm_mult) + have norm_le_r: "cmod ((h \ (\z. w + complex_of_real e * z)) 0) \ r" + by (auto simp: r \h \ Y\) + have le12: "norm (of_real(inverse e) * (z - w)) \ 1/2" + using that \e > 0\ by (simp add: inverse_eq_divide dist_norm norm_minus_commute norm_divide) + have non01: "\z::complex. cmod z \ 1 \ h (w + e * z) \ 0 \ h (w + e * z) \ 1" + apply (rule X01 [OF \h \ X\]) + apply (rule subsetD [OF e]) + using \0 < e\ by (auto simp: dist_norm norm_mult) + have "cmod (h z) \ cmod (h (w + of_real e * (inverse e * (z - w))))" + using \0 < e\ by (simp add: divide_simps) + also have "... \ exp (pi * exp (pi * (14 + 2 * r)))" + using r [OF \h \ Y\] Schottky [OF hol_h_o norm_le_r _ _ _ le12] non01 by auto + finally + show ?thesis by simp + qed + qed (use \e > 0\ in auto) +qed + +lemma GPicard2: + assumes "S \ T" "connected T" "S \ {}" "open S" "\x. \x islimpt S; x \ T\ \ x \ S" + shows "S = T" + by (metis assms open_subset connected_clopen closedin_limpt) + + +lemma GPicard3: + assumes S: "open S" "connected S" "w \ S" and "Y \ X" + and holX: "\h. h \ X \ h holomorphic_on S" + and X01: "\h z. \h \ X; z \ S\ \ h z \ 0 \ h z \ 1" + and no_hw_le1: "\h. h \ Y \ norm(h w) \ 1" + and "compact K" "K \ S" + obtains B where "\h z. \h \ Y; z \ K\ \ norm(h z) \ B" +proof - + define U where "U \ {z \ S. \B Z. 0 < B \ open Z \ z \ Z \ Z \ S \ + (\h z'. h \ Y \ z' \ Z \ norm(h z') \ B)}" + then have "U \ S" by blast + have "U = S" + proof (rule GPicard2 [OF \U \ S\ \connected S\]) + show "U \ {}" + proof - + obtain B Z where "0 < B" "open Z" "w \ Z" "Z \ S" + and "\h z. \h \ Y; z \ Z\ \ norm(h z) \ B" + apply (rule GPicard1 [OF S zero_less_one \Y \ X\ holX]) + using no_hw_le1 X01 by force+ + then show ?thesis + unfolding U_def using \w \ S\ by blast + qed + show "open U" + unfolding open_subopen [of U] by (auto simp: U_def) + fix v + assume v: "v islimpt U" "v \ S" + have "~ (\r>0. \h\Y. r < cmod (h v))" + proof + assume "\r>0. \h\Y. r < cmod (h v)" + then have "\n. \h\Y. Suc n < cmod (h v)" + by simp + then obtain \ where FY: "\n. \ n \ Y" and ltF: "\n. Suc n < cmod (\ n v)" + by metis + define \ where "\ \ \n z. inverse(\ n z)" + have hol\: "\ n holomorphic_on S" for n + apply (simp add: \_def) + using FY X01 \Y \ X\ holX apply (blast intro: holomorphic_on_inverse) + done + have \not0: "\ n z \ 0" and \not1: "\ n z \ 1" if "z \ S" for n z + using FY X01 \Y \ X\ that by (force simp: \_def)+ + have \_le1: "cmod (\ n v) \ 1" for n + using less_le_trans linear ltF + by (fastforce simp add: \_def norm_inverse inverse_le_1_iff) + define W where "W \ {h. h holomorphic_on S \ (\z \ S. h z \ 0 \ h z \ 1)}" + obtain B Z where "0 < B" "open Z" "v \ Z" "Z \ S" + and B: "\h z. \h \ range \; z \ Z\ \ norm(h z) \ B" + apply (rule GPicard1 [OF \open S\ \connected S\ \v \ S\ zero_less_one, of "range \" W]) + using hol\ \not0 \not1 \_le1 by (force simp: W_def)+ + then obtain e where "e > 0" and e: "ball v e \ Z" + by (meson open_contains_ball) + obtain h j where holh: "h holomorphic_on ball v e" and "subseq j" + and lim: "\x. x \ ball v e \ (\n. \ (j n) x) \ h x" + and ulim: "\K. \compact K; K \ ball v e\ + \ uniform_limit K (\ \ j) h sequentially" + proof (rule Montel) + show "\h. h \ range \ \ h holomorphic_on ball v e" + by (metis \Z \ S\ e hol\ holomorphic_on_subset imageE) + show "\K. \compact K; K \ ball v e\ \ \B. \h\range \. \z\K. cmod (h z) \ B" + using B e by blast + qed auto + have "h v = 0" + proof (rule LIMSEQ_unique) + show "(\n. \ (j n) v) \ h v" + using \e > 0\ lim by simp + have lt_Fj: "real x \ cmod (\ (j x) v)" for x + by (metis of_nat_Suc ltF \subseq j\ add.commute less_eq_real_def less_le_trans nat_le_real_less seq_suble) + show "(\n. \ (j n) v) \ 0" + proof (rule Lim_null_comparison [OF eventually_sequentiallyI seq_harmonic]) + show "cmod (\ (j x) v) \ inverse (real x)" if "1 \ x" for x + using that by (simp add: \_def norm_inverse_le_norm [OF lt_Fj]) + qed + qed + have "h v \ 0" + proof (rule Hurwitz_no_zeros [of "ball v e" "\ \ j" h]) + show "\n. (\ \ j) n holomorphic_on ball v e" + using \Z \ S\ e hol\ by force + show "\n z. z \ ball v e \ (\ \ j) n z \ 0" + using \not0 \Z \ S\ e by fastforce + show "\z\ball v e. h z \ c" for c + proof - + have False if "\z. dist v z < e \ h z = c" + proof - + have "h v = c" + by (simp add: \0 < e\ that) + obtain y where "y \ U" "y \ v" and y: "dist y v < e" + using v \e > 0\ by (auto simp: islimpt_approachable) + then obtain C T where "y \ S" "C > 0" "open T" "y \ T" "T \ S" + and "\h z'. \h \ Y; z' \ T\ \ cmod (h z') \ C" + using \y \ U\ by (auto simp: U_def) + then have le_C: "\n. cmod (\ n y) \ C" + using FY by blast + have "\\<^sub>F n in sequentially. dist (\ (j n) y) (h y) < inverse C" + using uniform_limitD [OF ulim [of "{y}"], of "inverse C"] \C > 0\ y + by (simp add: dist_commute) + then obtain n where "dist (\ (j n) y) (h y) < inverse C" + by (meson eventually_at_top_linorder order_refl) + moreover + have "h y = h v" + by (metis \h v = c\ dist_commute that y) + ultimately have "norm (\ (j n) y) < inverse C" + by (simp add: \h v = 0\) + then have "C < norm (\ (j n) y)" + apply (simp add: \_def) + by (metis FY X01 \0 < C\ \y \ S\ \Y \ X\ inverse_less_iff_less norm_inverse subsetD zero_less_norm_iff) + show False + using \C < cmod (\ (j n) y)\ le_C not_less by blast + qed + then show ?thesis by force + qed + show "h holomorphic_on ball v e" + by (simp add: holh) + show "\K. \compact K; K \ ball v e\ \ uniform_limit K (\ \ j) h sequentially" + by (simp add: ulim) + qed (use \e > 0\ in auto) + with \h v = 0\ show False by blast + qed + then show "v \ U" + apply (clarsimp simp add: U_def v) + apply (rule GPicard1[OF \open S\ \connected S\ \v \ S\ _ \Y \ X\ holX]) + using X01 no_hw_le1 apply (meson | force simp: not_less)+ + done + qed + have "\x. x \ K \ x \ U" + using \U = S\ \K \ S\ by blast + then have "\x. x \ K \ (\B Z. 0 < B \ open Z \ x \ Z \ + (\h z'. h \ Y \ z' \ Z \ norm(h z') \ B))" + unfolding U_def by blast + then obtain F Z where F: "\x. x \ K \ open (Z x) \ x \ Z x \ + (\h z'. h \ Y \ z' \ Z x \ norm(h z') \ F x)" + by metis + then obtain L where "L \ K" "finite L" and L: "K \ (\c \ L. Z c)" + by (auto intro: compactE_image [OF \compact K\, of K Z]) + then have *: "\x h z'. \x \ L; h \ Y \ z' \ Z x\ \ cmod (h z') \ F x" + using F by blast + have "\B. \h z. h \ Y \ z \ K \ norm(h z) \ B" + proof (cases "L = {}") + case True with L show ?thesis by simp + next + case False + with \finite L\ show ?thesis + apply (rule_tac x = "Max (F ` L)" in exI) + apply (simp add: linorder_class.Max_ge_iff) + using * F by (metis L UN_E subsetD) + qed + with that show ?thesis by metis +qed + + +lemma GPicard4: + assumes "0 < k" and holf: "f holomorphic_on (ball 0 k - {0})" + and AE: "\e. \0 < e; e < k\ \ \d. 0 < d \ d < e \ (\z \ sphere 0 d. norm(f z) \ B)" + obtains \ where "0 < \" "\ < k" "\z. z \ ball 0 \ - {0} \ norm(f z) \ B" +proof - + obtain \ where "0 < \" "\ < k/2" and \: "\z. norm z = \ \ norm(f z) \ B" + using AE [of "k/2"] \0 < k\ by auto + show ?thesis + proof + show "\ < k" + using \0 < k\ \\ < k/2\ by auto + show "cmod (f \) \ B" if \: "\ \ ball 0 \ - {0}" for \ + proof - + obtain d where "0 < d" "d < norm \" and d: "\z. norm z = d \ norm(f z) \ B" + using AE [of "norm \"] \\ < k\ \ by auto + have [simp]: "closure (cball 0 \ - ball 0 d) = cball 0 \ - ball 0 d" + by (blast intro!: closure_closed) + have [simp]: "interior (cball 0 \ - ball 0 d) = ball 0 \ - cball (0::complex) d" + using \0 < \\ \0 < d\ by (simp add: interior_diff) + have *: "norm(f w) \ B" if "w \ cball 0 \ - ball 0 d" for w + proof (rule maximum_modulus_frontier [of f "cball 0 \ - ball 0 d"]) + show "f holomorphic_on interior (cball 0 \ - ball 0 d)" + apply (rule holomorphic_on_subset [OF holf]) + using \\ < k\ \0 < d\ that by auto + show "continuous_on (closure (cball 0 \ - ball 0 d)) f" + apply (rule holomorphic_on_imp_continuous_on) + apply (rule holomorphic_on_subset [OF holf]) + using \0 < d\ \\ < k\ by auto + show "\z. z \ frontier (cball 0 \ - ball 0 d) \ cmod (f z) \ B" + apply (simp add: frontier_def) + using \ d less_eq_real_def by blast + qed (use that in auto) + show ?thesis + using * \d < cmod \\ that by auto + qed + qed (use \0 < \\ in auto) +qed + + +lemma GPicard5: + assumes holf: "f holomorphic_on (ball 0 1 - {0})" + and f01: "\z. z \ ball 0 1 - {0} \ f z \ 0 \ f z \ 1" + obtains e B where "0 < e" "e < 1" "0 < B" + "(\z \ ball 0 e - {0}. norm(f z) \ B) \ + (\z \ ball 0 e - {0}. norm(f z) \ B)" +proof - + have [simp]: "1 + of_nat n \ (0::complex)" for n + using of_nat_eq_0_iff by fastforce + have [simp]: "cmod (1 + of_nat n) = 1 + of_nat n" for n + by (metis norm_of_nat of_nat_Suc) + have *: "(\x::complex. x / of_nat (Suc n)) ` (ball 0 1 - {0}) \ ball 0 1 - {0}" for n + by (auto simp: norm_divide divide_simps split: if_split_asm) + define h where "h \ \n z::complex. f (z / (Suc n))" + have holh: "(h n) holomorphic_on ball 0 1 - {0}" for n + unfolding h_def + proof (rule holomorphic_on_compose_gen [unfolded o_def, OF _ holf *]) + show "(\x. x / of_nat (Suc n)) holomorphic_on ball 0 1 - {0}" + by (intro holomorphic_intros) auto + qed + have h01: "\n z. z \ ball 0 1 - {0} \ h n z \ 0 \ h n z \ 1" + unfolding h_def + apply (rule f01) + using * by force + obtain w where w: "w \ ball 0 1 - {0::complex}" + by (rule_tac w = "1/2" in that) auto + consider "infinite {n. norm(h n w) \ 1}" | "infinite {n. 1 \ norm(h n w)}" + by (metis (mono_tags, lifting) infinite_nat_iff_unbounded_le le_cases mem_Collect_eq) + then show ?thesis + proof cases + case 1 + with infinite_enumerate obtain r where "subseq r" and r: "\n. r n \ {n. norm(h n w) \ 1}" + by blast + obtain B where B: "\j z. \norm z = 1/2; j \ range (h \ r)\ \ norm(j z) \ B" + proof (rule GPicard3 [OF _ _ w, where K = "sphere 0 (1/2)"]) + show "range (h \ r) \ + {g. g holomorphic_on ball 0 1 - {0} \ (\z\ball 0 1 - {0}. g z \ 0 \ g z \ 1)}" + apply clarsimp + apply (intro conjI holomorphic_intros holomorphic_on_compose holh) + using h01 apply auto + done + show "connected (ball 0 1 - {0::complex})" + by (simp add: connected_open_delete) + qed (use r in auto) + have normf_le_B: "cmod(f z) \ B" if "norm z = 1 / (2 * (1 + of_nat (r n)))" for z n + proof - + have *: "\w. norm w = 1/2 \ cmod((f (w / (1 + of_nat (r n))))) \ B" + using B by (auto simp: h_def o_def) + have half: "norm (z * (1 + of_nat (r n))) = 1/2" + by (simp add: norm_mult divide_simps that) + show ?thesis + using * [OF half] by simp + qed + obtain \ where "0 < \" "\ < 1" "\z. z \ ball 0 \ - {0} \ cmod(f z) \ B" + proof (rule GPicard4 [OF zero_less_one holf, of B]) + fix e::real + assume "0 < e" "e < 1" + obtain n where "(1/e - 2) / 2 < real n" + using reals_Archimedean2 by blast + also have "... \ r n" + using \subseq r\ by (simp add: seq_suble) + finally have "(1/e - 2) / 2 < real (r n)" . + with \0 < e\ have e: "e > 1 / (2 + 2 * real (r n))" + by (simp add: field_simps) + show "\d>0. d < e \ (\z\sphere 0 d. cmod (f z) \ B)" + apply (rule_tac x="1 / (2 * (1 + of_nat (r n)))" in exI) + using normf_le_B by (simp add: e) + qed blast + then have \: "cmod (f z) \ \B\ + 1" if "cmod z < \" "z \ 0" for z + using that by fastforce + have "0 < \B\ + 1" + by simp + then show ?thesis + apply (rule that [OF \0 < \\ \\ < 1\]) + using \ by auto + next + case 2 + with infinite_enumerate obtain r where "subseq r" and r: "\n. r n \ {n. norm(h n w) \ 1}" + by blast + obtain B where B: "\j z. \norm z = 1/2; j \ range (\n. inverse \ h (r n))\ \ norm(j z) \ B" + proof (rule GPicard3 [OF _ _ w, where K = "sphere 0 (1/2)"]) + show "range (\n. inverse \ h (r n)) \ + {g. g holomorphic_on ball 0 1 - {0} \ (\z\ball 0 1 - {0}. g z \ 0 \ g z \ 1)}" + apply clarsimp + apply (intro conjI holomorphic_intros holomorphic_on_compose_gen [unfolded o_def, OF _ holh] holomorphic_on_compose) + using h01 apply auto + done + show "connected (ball 0 1 - {0::complex})" + by (simp add: connected_open_delete) + show "\j. j \ range (\n. inverse \ h (r n)) \ cmod (j w) \ 1" + using r norm_inverse_le_norm by fastforce + qed (use r in auto) + have norm_if_le_B: "cmod(inverse (f z)) \ B" if "norm z = 1 / (2 * (1 + of_nat (r n)))" for z n + proof - + have *: "inverse (cmod((f (z / (1 + of_nat (r n)))))) \ B" if "norm z = 1/2" for z + using B [OF that] by (force simp: norm_inverse h_def) + have half: "norm (z * (1 + of_nat (r n))) = 1/2" + by (simp add: norm_mult divide_simps that) + show ?thesis + using * [OF half] by (simp add: norm_inverse) + qed + have hol_if: "(inverse \ f) holomorphic_on (ball 0 1 - {0})" + by (metis (no_types, lifting) holf comp_apply f01 holomorphic_on_inverse holomorphic_transform) + obtain \ where "0 < \" "\ < 1" and leB: "\z. z \ ball 0 \ - {0} \ cmod((inverse \ f) z) \ B" + proof (rule GPicard4 [OF zero_less_one hol_if, of B]) + fix e::real + assume "0 < e" "e < 1" + obtain n where "(1/e - 2) / 2 < real n" + using reals_Archimedean2 by blast + also have "... \ r n" + using \subseq r\ by (simp add: seq_suble) + finally have "(1/e - 2) / 2 < real (r n)" . + with \0 < e\ have e: "e > 1 / (2 + 2 * real (r n))" + by (simp add: field_simps) + show "\d>0. d < e \ (\z\sphere 0 d. cmod ((inverse \ f) z) \ B)" + apply (rule_tac x="1 / (2 * (1 + of_nat (r n)))" in exI) + using norm_if_le_B by (simp add: e) + qed blast + have \: "cmod (f z) \ inverse B" and "B > 0" if "cmod z < \" "z \ 0" for z + proof - + have "inverse (cmod (f z)) \ B" + using leB that by (simp add: norm_inverse) + moreover + have "f z \ 0" + using \\ < 1\ f01 that by auto + ultimately show "cmod (f z) \ inverse B" + by (simp add: norm_inverse inverse_le_imp_le) + show "B > 0" + using \f z \ 0\ \inverse (cmod (f z)) \ B\ not_le order.trans by fastforce + qed + then have "B > 0" + by (metis \0 < \\ dense leI order.asym vector_choose_size) + then have "inverse B > 0" + by (simp add: divide_simps) + then show ?thesis + apply (rule that [OF \0 < \\ \\ < 1\]) + using \ by auto + qed +qed + + +lemma GPicard6: + assumes "open M" "z \ M" "a \ 0" and holf: "f holomorphic_on (M - {z})" + and f0a: "\w. w \ M - {z} \ f w \ 0 \ f w \ a" + obtains r where "0 < r" "ball z r \ M" + "bounded(f ` (ball z r - {z})) \ + bounded((inverse \ f) ` (ball z r - {z}))" +proof - + obtain r where "0 < r" and r: "ball z r \ M" + using assms openE by blast + let ?g = "\w. f (z + of_real r * w) / a" + obtain e B where "0 < e" "e < 1" "0 < B" + and B: "(\z \ ball 0 e - {0}. norm(?g z) \ B) \ (\z \ ball 0 e - {0}. norm(?g z) \ B)" + proof (rule GPicard5) + show "?g holomorphic_on ball 0 1 - {0}" + apply (intro holomorphic_intros holomorphic_on_compose_gen [unfolded o_def, OF _ holf]) + using \0 < r\ \a \ 0\ r + by (auto simp: dist_norm norm_mult subset_eq) + show "\w. w \ ball 0 1 - {0} \ f (z + of_real r * w) / a \ 0 \ f (z + of_real r * w) / a \ 1" + apply (simp add: divide_simps \a \ 0\) + apply (rule f0a) + using \0 < r\ r by (auto simp: dist_norm norm_mult subset_eq) + qed + show ?thesis + proof + show "0 < e*r" + by (simp add: \0 < e\ \0 < r\) + have "ball z (e * r) \ ball z r" + by (simp add: \0 < r\ \e < 1\ order.strict_implies_order subset_ball) + then show "ball z (e * r) \ M" + using r by blast + consider "\z. z \ ball 0 e - {0} \ norm(?g z) \ B" | "\z. z \ ball 0 e - {0} \ norm(?g z) \ B" + using B by blast + then show "bounded (f ` (ball z (e * r) - {z})) \ + bounded ((inverse \ f) ` (ball z (e * r) - {z}))" + proof cases + case 1 + have "\dist z w < e * r; w \ z\ \ cmod (f w) \ B * norm a" for w + using \a \ 0\ \0 < r\ 1 [of "(w - z) / r"] + by (simp add: norm_divide dist_norm divide_simps) + then show ?thesis + by (force simp: intro!: boundedI) + next + case 2 + have "\dist z w < e * r; w \ z\ \ cmod (f w) \ B * norm a" for w + using \a \ 0\ \0 < r\ 2 [of "(w - z) / r"] + by (simp add: norm_divide dist_norm divide_simps) + then have "\dist z w < e * r; w \ z\ \ inverse (cmod (f w)) \ inverse (B * norm a)" for w + by (metis \0 < B\ \a \ 0\ mult_pos_pos norm_inverse norm_inverse_le_norm zero_less_norm_iff) + then show ?thesis + by (force simp: norm_inverse intro!: boundedI) + qed + qed +qed + + +theorem great_Picard: + assumes "open M" "z \ M" "a \ b" and holf: "f holomorphic_on (M - {z})" + and fab: "\w. w \ M - {z} \ f w \ a \ f w \ b" + obtains l where "(f \ l) (at z) \ ((inverse \ f) \ l) (at z)" +proof - + obtain r where "0 < r" and zrM: "ball z r \ M" + and r: "bounded((\z. f z - a) ` (ball z r - {z})) \ + bounded((inverse \ (\z. f z - a)) ` (ball z r - {z}))" + proof (rule GPicard6 [OF \open M\ \z \ M\]) + show "b - a \ 0" + using assms by auto + show "(\z. f z - a) holomorphic_on M - {z}" + by (intro holomorphic_intros holf) + qed (use fab in auto) + have holfb: "f holomorphic_on ball z r - {z}" + apply (rule holomorphic_on_subset [OF holf]) + using zrM by auto + have holfb_i: "(\z. inverse(f z - a)) holomorphic_on ball z r - {z}" + apply (intro holomorphic_intros holfb) + using fab zrM by fastforce + show ?thesis + using r + proof + assume "bounded ((\z. f z - a) ` (ball z r - {z}))" + then obtain B where B: "\w. w \ (\z. f z - a) ` (ball z r - {z}) \ norm w \ B" + by (force simp: bounded_iff) + have "\\<^sub>F w in at z. cmod (f w - a) \ B" + apply (simp add: eventually_at) + apply (rule_tac x=r in exI) + using \0 < r\ by (auto simp: dist_commute intro!: B) + then have "\B. \\<^sub>F w in at z. cmod (f w) \ B" + apply (rule_tac x="B + norm a" in exI) + apply (erule eventually_mono) + by (metis add.commute add_le_cancel_right norm_triangle_sub order.trans) + then obtain g where holg: "g holomorphic_on ball z r" and gf: "\w. w \ ball z r - {z} \ g w = f w" + using \0 < r\ holomorphic_on_extend_bounded [OF holfb] by auto + then have "g \z\ g z" + apply (simp add: continuous_at [symmetric]) + using \0 < r\ centre_in_ball field_differentiable_imp_continuous_at holomorphic_on_imp_differentiable_at by blast + then have "(f \ g z) (at z)" + apply (rule Lim_transform_within_open [of g "g z" z UNIV "ball z r"]) + using \0 < r\ by (auto simp: gf) + then show ?thesis + using that by blast + next + assume "bounded((inverse \ (\z. f z - a)) ` (ball z r - {z}))" + then obtain B where B: "\w. w \ (inverse \ (\z. f z - a)) ` (ball z r - {z}) \ norm w \ B" + by (force simp: bounded_iff) + have "\\<^sub>F w in at z. cmod (inverse (f w - a)) \ B" + apply (simp add: eventually_at) + apply (rule_tac x=r in exI) + using \0 < r\ by (auto simp: dist_commute intro!: B) + then have "\B. \\<^sub>F z in at z. cmod (inverse (f z - a)) \ B" + by blast + then obtain g where holg: "g holomorphic_on ball z r" and gf: "\w. w \ ball z r - {z} \ g w = inverse (f w - a)" + using \0 < r\ holomorphic_on_extend_bounded [OF holfb_i] by auto + then have gz: "g \z\ g z" + apply (simp add: continuous_at [symmetric]) + using \0 < r\ centre_in_ball field_differentiable_imp_continuous_at holomorphic_on_imp_differentiable_at by blast + have gnz: "\w. w \ ball z r - {z} \ g w \ 0" + using gf fab zrM by fastforce + show ?thesis + proof (cases "g z = 0") + case True + have *: "\g \ 0; inverse g = f - a\ \ g / (1 + a * g) = inverse f" for f g::complex + by (auto simp: field_simps) + have "(inverse \ f) \z\ 0" + proof (rule Lim_transform_within_open [of "\w. g w / (1 + a * g w)" _ _ UNIV "ball z r"]) + show "(\w. g w / (1 + a * g w)) \z\ 0" + using True by (auto simp: intro!: tendsto_eq_intros gz) + show "\x. \x \ ball z r; x \ z\ \ g x / (1 + a * g x) = (inverse \ f) x" + using * gf gnz by simp + qed (use \0 < r\ in auto) + with that show ?thesis by blast + next + case False + show ?thesis + proof (cases "1 + a * g z = 0") + case True + have "(f \ 0) (at z)" + proof (rule Lim_transform_within_open [of "\w. (1 + a * g w) / g w" _ _ _ "ball z r"]) + show "(\w. (1 + a * g w) / g w) \z\ 0" + apply (rule tendsto_eq_intros refl gz \g z \ 0\)+ + by (simp add: True) + show "\x. \x \ ball z r; x \ z\ \ (1 + a * g x) / g x = f x" + using fab fab zrM by (fastforce simp add: gf divide_simps) + qed (use \0 < r\ in auto) + then show ?thesis + using that by blast + next + case False + have *: "\g \ 0; inverse g = f - a\ \ g / (1 + a * g) = inverse f" for f g::complex + by (auto simp: field_simps) + have "(inverse \ f) \z\ g z / (1 + a * g z)" + proof (rule Lim_transform_within_open [of "\w. g w / (1 + a * g w)" _ _ UNIV "ball z r"]) + show "(\w. g w / (1 + a * g w)) \z\ g z / (1 + a * g z)" + using False by (auto simp: False intro!: tendsto_eq_intros gz) + show "\x. \x \ ball z r; x \ z\ \ g x / (1 + a * g x) = (inverse \ f) x" + using * gf gnz by simp + qed (use \0 < r\ in auto) + with that show ?thesis by blast + qed + qed + qed +qed + + +corollary great_Picard_alt: + assumes M: "open M" "z \ M" and holf: "f holomorphic_on (M - {z})" + and non: "\l. \ (f \ l) (at z)" "\l. \ ((inverse \ f) \ l) (at z)" + obtains a where "- {a} \ f ` (M - {z})" + apply (simp add: subset_iff image_iff) + by (metis great_Picard [OF M _ holf] non) + + +corollary great_Picard_infinite: + assumes M: "open M" "z \ M" and holf: "f holomorphic_on (M - {z})" + and non: "\l. \ (f \ l) (at z)" "\l. \ ((inverse \ f) \ l) (at z)" + obtains a where "\w. w \ a \ infinite {x. x \ M - {z} \ f x = w}" +proof - + have False if "a \ b" and ab: "finite {x. x \ M - {z} \ f x = a}" "finite {x. x \ M - {z} \ f x = b}" for a b + proof - + have finab: "finite {x. x \ M - {z} \ f x \ {a,b}}" + using finite_UnI [OF ab] unfolding mem_Collect_eq insert_iff empty_iff + by (simp add: conj_disj_distribL) + obtain r where "0 < r" and zrM: "ball z r \ M" and r: "\x. \x \ M - {z}; f x \ {a,b}\ \ x \ ball z r" + proof - + obtain e where "e > 0" and e: "ball z e \ M" + using assms openE by blast + show ?thesis + proof (cases "{x \ M - {z}. f x \ {a, b}} = {}") + case True + then show ?thesis + apply (rule_tac r=e in that) + using e \e > 0\ by auto + next + case False + let ?r = "min e (Min (dist z ` {x \ M - {z}. f x \ {a,b}}))" + show ?thesis + proof + show "0 < ?r" + using min_less_iff_conj Min_gr_iff finab False \0 < e\ by auto + have "ball z ?r \ ball z e" + by (simp add: subset_ball) + with e show "ball z ?r \ M" by blast + show "\x. \x \ M - {z}; f x \ {a, b}\ \ x \ ball z ?r" + using min_less_iff_conj Min_gr_iff finab False \0 < e\ by auto + qed + qed + qed + have holfb: "f holomorphic_on (ball z r - {z})" + apply (rule holomorphic_on_subset [OF holf]) + using zrM by auto + show ?thesis + apply (rule great_Picard [OF open_ball _ \a \ b\ holfb]) + using non \0 < r\ r zrM by auto + qed + with that show thesis + by meson +qed + + +corollary Casorati_Weierstrass: + assumes "open M" "z \ M" "f holomorphic_on (M - {z})" + and "\l. \ (f \ l) (at z)" "\l. \ ((inverse \ f) \ l) (at z)" + shows "closure(f ` (M - {z})) = UNIV" +proof - + obtain a where a: "- {a} \ f ` (M - {z})" + using great_Picard_alt [OF assms] . + have "UNIV = closure(- {a})" + by (simp add: closure_interior) + also have "... \ closure(f ` (M - {z}))" + by (simp add: a closure_mono) + finally show ?thesis + by blast +qed + +end