# HG changeset patch # User Wenda Li # Date 1575227457 0 # Node ID d62fdaafdafcc6d141b814175a33627496d45ca9 # Parent 8331063570d6b21b03f3fa62aee67c17fc5e262f renamed Analysis/Winding_Numbers to Winding_Numbers_2; reorganised Analysis/Cauchy_Integral_Theorem by splitting it into Contour_Integration, Winding_Numbers,Cauchy_Integral_Theorem and Cauchy_Integral_Formula. diff -r 8331063570d6 -r d62fdaafdafc src/HOL/Analysis/Cauchy_Integral_Formula.thy --- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/src/HOL/Analysis/Cauchy_Integral_Formula.thy Sun Dec 01 19:10:57 2019 +0000 @@ -0,0 +1,2090 @@ +section \Cauchy's Integral Formula\ + +theory Cauchy_Integral_Formula + imports Winding_Numbers +begin + +subsection\Cauchy's integral formula, again for a convex enclosing set\ + +lemma Cauchy_integral_formula_weak: + assumes s: "convex s" and "finite k" and conf: "continuous_on s f" + and fcd: "(\x. x \ interior s - k \ f field_differentiable at x)" + and z: "z \ interior s - k" and vpg: "valid_path \" + and pasz: "path_image \ \ s - {z}" and loop: "pathfinish \ = pathstart \" + shows "((\w. f w / (w - z)) has_contour_integral (2*pi * \ * winding_number \ z * f z)) \" +proof - + obtain f' where f': "(f has_field_derivative f') (at z)" + using fcd [OF z] by (auto simp: field_differentiable_def) + have pas: "path_image \ \ s" and znotin: "z \ path_image \" using pasz by blast+ + have c: "continuous (at x within s) (\w. if w = z then f' else (f w - f z) / (w - z))" if "x \ s" for x + proof (cases "x = z") + case True then show ?thesis + apply (simp add: continuous_within) + apply (rule Lim_transform_away_within [of _ "z+1" _ "\w::complex. (f w - f z)/(w - z)"]) + using has_field_derivative_at_within has_field_derivative_iff f' + apply (fastforce simp add:)+ + done + next + case False + then have dxz: "dist x z > 0" by auto + have cf: "continuous (at x within s) f" + using conf continuous_on_eq_continuous_within that by blast + have "continuous (at x within s) (\w. (f w - f z) / (w - z))" + by (rule cf continuous_intros | simp add: False)+ + then show ?thesis + apply (rule continuous_transform_within [OF _ dxz that, of "\w::complex. (f w - f z)/(w - z)"]) + apply (force simp: dist_commute) + done + qed + have fink': "finite (insert z k)" using \finite k\ by blast + have *: "((\w. if w = z then f' else (f w - f z) / (w - z)) has_contour_integral 0) \" + apply (rule Cauchy_theorem_convex [OF _ s fink' _ vpg pas loop]) + using c apply (force simp: continuous_on_eq_continuous_within) + apply (rename_tac w) + apply (rule_tac d="dist w z" and f = "\w. (f w - f z)/(w - z)" in field_differentiable_transform_within) + apply (simp_all add: dist_pos_lt dist_commute) + apply (metis less_irrefl) + apply (rule derivative_intros fcd | simp)+ + done + show ?thesis + apply (rule has_contour_integral_eq) + using znotin has_contour_integral_add [OF has_contour_integral_lmul [OF has_contour_integral_winding_number [OF vpg znotin], of "f z"] *] + apply (auto simp: ac_simps divide_simps) + done +qed + +text\ Hence the Cauchy formula for points inside a circle.\ + +theorem Cauchy_integral_circlepath: + assumes contf: "continuous_on (cball z r) f" and holf: "f holomorphic_on (ball z r)" and wz: "norm(w - z) < r" + shows "((\u. f u/(u - w)) has_contour_integral (2 * of_real pi * \ * f w)) + (circlepath z r)" +proof - + have "r > 0" + using assms le_less_trans norm_ge_zero by blast + have "((\u. f u / (u - w)) has_contour_integral (2 * pi) * \ * winding_number (circlepath z r) w * f w) + (circlepath z r)" + proof (rule Cauchy_integral_formula_weak [where s = "cball z r" and k = "{}"]) + show "\x. x \ interior (cball z r) - {} \ + f field_differentiable at x" + using holf holomorphic_on_imp_differentiable_at by auto + have "w \ sphere z r" + by simp (metis dist_commute dist_norm not_le order_refl wz) + then show "path_image (circlepath z r) \ cball z r - {w}" + using \r > 0\ by (auto simp add: cball_def sphere_def) + qed (use wz in \simp_all add: dist_norm norm_minus_commute contf\) + then show ?thesis + by (simp add: winding_number_circlepath assms) +qed + +theorem Cauchy_integral_formula_convex_simple: + "\convex s; f holomorphic_on s; z \ interior s; valid_path \; path_image \ \ s - {z}; + pathfinish \ = pathstart \\ + \ ((\w. f w / (w - z)) has_contour_integral (2*pi * \ * winding_number \ z * f z)) \" + apply (rule Cauchy_integral_formula_weak [where k = "{}"]) + using holomorphic_on_imp_continuous_on + by auto (metis at_within_interior holomorphic_on_def interiorE subsetCE) + +corollary\<^marker>\tag unimportant\ Cauchy_integral_circlepath_simple: + assumes "f holomorphic_on cball z r" "norm(w - z) < r" + shows "((\u. f u/(u - w)) has_contour_integral (2 * of_real pi * \ * f w)) + (circlepath z r)" +using assms by (force simp: holomorphic_on_imp_continuous_on holomorphic_on_subset Cauchy_integral_circlepath) + +text\ In particular, the first derivative formula.\ + +lemma Cauchy_derivative_integral_circlepath: + assumes contf: "continuous_on (cball z r) f" + and holf: "f holomorphic_on ball z r" + and w: "w \ ball z r" + shows "(\u. f u/(u - w)^2) contour_integrable_on (circlepath z r)" + (is "?thes1") + and "(f has_field_derivative (1 / (2 * of_real pi * \) * contour_integral(circlepath z r) (\u. f u / (u - w)^2))) (at w)" + (is "?thes2") +proof - + have [simp]: "r \ 0" using w + using ball_eq_empty by fastforce + have f: "continuous_on (path_image (circlepath z r)) f" + by (rule continuous_on_subset [OF contf]) (force simp: cball_def sphere_def) + have int: "\w. dist z w < r \ + ((\u. f u / (u - w)) has_contour_integral (\x. 2 * of_real pi * \ * f x) w) (circlepath z r)" + by (rule Cauchy_integral_circlepath [OF contf holf]) (simp add: dist_norm norm_minus_commute) + show ?thes1 + apply (simp add: power2_eq_square) + apply (rule Cauchy_next_derivative_circlepath [OF f _ _ w, where k=1, simplified]) + apply (blast intro: int) + done + have "((\x. 2 * of_real pi * \ * f x) has_field_derivative contour_integral (circlepath z r) (\u. f u / (u - w)^2)) (at w)" + apply (simp add: power2_eq_square) + apply (rule Cauchy_next_derivative_circlepath [OF f _ _ w, where k=1 and g = "\x. 2 * of_real pi * \ * f x", simplified]) + apply (blast intro: int) + done + then have fder: "(f has_field_derivative contour_integral (circlepath z r) (\u. f u / (u - w)^2) / (2 * of_real pi * \)) (at w)" + by (rule DERIV_cdivide [where f = "\x. 2 * of_real pi * \ * f x" and c = "2 * of_real pi * \", simplified]) + show ?thes2 + by simp (rule fder) +qed + + +proposition derivative_is_holomorphic: + assumes "open S" + and fder: "\z. z \ S \ (f has_field_derivative f' z) (at z)" + shows "f' holomorphic_on S" +proof - + have *: "\h. (f' has_field_derivative h) (at z)" if "z \ S" for z + proof - + obtain r where "r > 0" and r: "cball z r \ S" + using open_contains_cball \z \ S\ \open S\ by blast + then have holf_cball: "f holomorphic_on cball z r" + apply (simp add: holomorphic_on_def) + using field_differentiable_at_within field_differentiable_def fder by blast + then have "continuous_on (path_image (circlepath z r)) f" + using \r > 0\ by (force elim: holomorphic_on_subset [THEN holomorphic_on_imp_continuous_on]) + then have contfpi: "continuous_on (path_image (circlepath z r)) (\x. 1/(2 * of_real pi*\) * f x)" + by (auto intro: continuous_intros)+ + have contf_cball: "continuous_on (cball z r) f" using holf_cball + by (simp add: holomorphic_on_imp_continuous_on holomorphic_on_subset) + have holf_ball: "f holomorphic_on ball z r" using holf_cball + using ball_subset_cball holomorphic_on_subset by blast + { fix w assume w: "w \ ball z r" + have intf: "(\u. f u / (u - w)\<^sup>2) contour_integrable_on circlepath z r" + by (blast intro: w Cauchy_derivative_integral_circlepath [OF contf_cball holf_ball]) + have fder': "(f has_field_derivative 1 / (2 * of_real pi * \) * contour_integral (circlepath z r) (\u. f u / (u - w)\<^sup>2)) + (at w)" + by (blast intro: w Cauchy_derivative_integral_circlepath [OF contf_cball holf_ball]) + have f'_eq: "f' w = contour_integral (circlepath z r) (\u. f u / (u - w)\<^sup>2) / (2 * of_real pi * \)" + using fder' ball_subset_cball r w by (force intro: DERIV_unique [OF fder]) + have "((\u. f u / (u - w)\<^sup>2 / (2 * of_real pi * \)) has_contour_integral + contour_integral (circlepath z r) (\u. f u / (u - w)\<^sup>2) / (2 * of_real pi * \)) + (circlepath z r)" + by (rule has_contour_integral_div [OF has_contour_integral_integral [OF intf]]) + then have "((\u. f u / (2 * of_real pi * \ * (u - w)\<^sup>2)) has_contour_integral + contour_integral (circlepath z r) (\u. f u / (u - w)\<^sup>2) / (2 * of_real pi * \)) + (circlepath z r)" + by (simp add: algebra_simps) + then have "((\u. f u / (2 * of_real pi * \ * (u - w)\<^sup>2)) has_contour_integral f' w) (circlepath z r)" + by (simp add: f'_eq) + } note * = this + show ?thesis + apply (rule exI) + apply (rule Cauchy_next_derivative_circlepath [OF contfpi, of 2 f', simplified]) + apply (simp_all add: \0 < r\ * dist_norm) + done + qed + show ?thesis + by (simp add: holomorphic_on_open [OF \open S\] *) +qed + + +subsection\Existence of all higher derivatives\ + +lemma holomorphic_deriv [holomorphic_intros]: + "\f holomorphic_on S; open S\ \ (deriv f) holomorphic_on S" + by (metis DERIV_deriv_iff_field_differentiable at_within_open derivative_is_holomorphic holomorphic_on_def) + +lemma analytic_deriv [analytic_intros]: "f analytic_on S \ (deriv f) analytic_on S" + using analytic_on_holomorphic holomorphic_deriv by auto + +lemma holomorphic_higher_deriv [holomorphic_intros]: "\f holomorphic_on S; open S\ \ (deriv ^^ n) f holomorphic_on S" + by (induction n) (auto simp: holomorphic_deriv) + +lemma analytic_higher_deriv [analytic_intros]: "f analytic_on S \ (deriv ^^ n) f analytic_on S" + unfolding analytic_on_def using holomorphic_higher_deriv by blast + +lemma has_field_derivative_higher_deriv: + "\f holomorphic_on S; open S; x \ S\ + \ ((deriv ^^ n) f has_field_derivative (deriv ^^ (Suc n)) f x) (at x)" +by (metis (no_types, hide_lams) DERIV_deriv_iff_field_differentiable at_within_open comp_apply + funpow.simps(2) holomorphic_higher_deriv holomorphic_on_def) + +lemma valid_path_compose_holomorphic: + assumes "valid_path g" and holo:"f holomorphic_on S" and "open S" "path_image g \ S" + shows "valid_path (f \ g)" +proof (rule valid_path_compose[OF \valid_path g\]) + fix x assume "x \ path_image g" + then show "f field_differentiable at x" + using analytic_on_imp_differentiable_at analytic_on_open assms holo by blast +next + have "deriv f holomorphic_on S" + using holomorphic_deriv holo \open S\ by auto + then show "continuous_on (path_image g) (deriv f)" + using assms(4) holomorphic_on_imp_continuous_on holomorphic_on_subset by auto +qed + +proposition\<^marker>\tag unimportant\ holomorphic_logarithm_exists: + assumes A: "convex A" "open A" + and f: "f holomorphic_on A" "\x. x \ A \ f x \ 0" + and z0: "z0 \ A" + obtains g where "g holomorphic_on A" and "\x. x \ A \ exp (g x) = f x" +proof - + note f' = holomorphic_derivI [OF f(1) A(2)] + obtain g where g: "\x. x \ A \ (g has_field_derivative deriv f x / f x) (at x)" + proof (rule holomorphic_convex_primitive' [OF A]) + show "(\x. deriv f x / f x) holomorphic_on A" + by (intro holomorphic_intros f A) + qed (auto simp: A at_within_open[of _ A]) + define h where "h = (\x. -g z0 + ln (f z0) + g x)" + from g and A have g_holo: "g holomorphic_on A" + by (auto simp: holomorphic_on_def at_within_open[of _ A] field_differentiable_def) + hence h_holo: "h holomorphic_on A" + by (auto simp: h_def intro!: holomorphic_intros) + have "\c. \x\A. f x / exp (h x) - 1 = c" + proof (rule has_field_derivative_zero_constant, goal_cases) + case (2 x) + note [simp] = at_within_open[OF _ \open A\] + from 2 and z0 and f show ?case + by (auto simp: h_def exp_diff field_simps intro!: derivative_eq_intros g f') + qed fact+ + then obtain c where c: "\x. x \ A \ f x / exp (h x) - 1 = c" + by blast + from c[OF z0] and z0 and f have "c = 0" + by (simp add: h_def) + with c have "\x. x \ A \ exp (h x) = f x" by simp + from that[OF h_holo this] show ?thesis . +qed + +subsection\Morera's theorem\ + +lemma Morera_local_triangle_ball: + assumes "\z. z \ S + \ \e a. 0 < e \ z \ ball a e \ continuous_on (ball a e) f \ + (\b c. closed_segment b c \ ball a e + \ contour_integral (linepath a b) f + + contour_integral (linepath b c) f + + contour_integral (linepath c a) f = 0)" + shows "f analytic_on S" +proof - + { fix z assume "z \ S" + with assms obtain e a where + "0 < e" and z: "z \ ball a e" and contf: "continuous_on (ball a e) f" + and 0: "\b c. closed_segment b c \ ball a e + \ contour_integral (linepath a b) f + + contour_integral (linepath b c) f + + contour_integral (linepath c a) f = 0" + by fastforce + have az: "dist a z < e" using mem_ball z by blast + have sb_ball: "ball z (e - dist a z) \ ball a e" + by (simp add: dist_commute ball_subset_ball_iff) + have "\e>0. f holomorphic_on ball z e" + proof (intro exI conjI) + have sub_ball: "\y. dist a y < e \ closed_segment a y \ ball a e" + by (meson \0 < e\ centre_in_ball convex_ball convex_contains_segment mem_ball) + show "f holomorphic_on ball z (e - dist a z)" + apply (rule holomorphic_on_subset [OF _ sb_ball]) + apply (rule derivative_is_holomorphic[OF open_ball]) + apply (rule triangle_contour_integrals_starlike_primitive [OF contf _ open_ball, of a]) + apply (simp_all add: 0 \0 < e\ sub_ball) + done + qed (simp add: az) + } + then show ?thesis + by (simp add: analytic_on_def) +qed + +lemma Morera_local_triangle: + assumes "\z. z \ S + \ \t. open t \ z \ t \ continuous_on t f \ + (\a b c. convex hull {a,b,c} \ t + \ contour_integral (linepath a b) f + + contour_integral (linepath b c) f + + contour_integral (linepath c a) f = 0)" + shows "f analytic_on S" +proof - + { fix z assume "z \ S" + with assms obtain t where + "open t" and z: "z \ t" and contf: "continuous_on t f" + and 0: "\a b c. convex hull {a,b,c} \ t + \ contour_integral (linepath a b) f + + contour_integral (linepath b c) f + + contour_integral (linepath c a) f = 0" + by force + then obtain e where "e>0" and e: "ball z e \ t" + using open_contains_ball by blast + have [simp]: "continuous_on (ball z e) f" using contf + using continuous_on_subset e by blast + have eq0: "\b c. closed_segment b c \ ball z e \ + contour_integral (linepath z b) f + + contour_integral (linepath b c) f + + contour_integral (linepath c z) f = 0" + by (meson 0 z \0 < e\ centre_in_ball closed_segment_subset convex_ball dual_order.trans e starlike_convex_subset) + have "\e a. 0 < e \ z \ ball a e \ continuous_on (ball a e) f \ + (\b c. closed_segment b c \ ball a e \ + contour_integral (linepath a b) f + contour_integral (linepath b c) f + contour_integral (linepath c a) f = 0)" + using \e > 0\ eq0 by force + } + then show ?thesis + by (simp add: Morera_local_triangle_ball) +qed + +proposition Morera_triangle: + "\continuous_on S f; open S; + \a b c. convex hull {a,b,c} \ S + \ contour_integral (linepath a b) f + + contour_integral (linepath b c) f + + contour_integral (linepath c a) f = 0\ + \ f analytic_on S" + using Morera_local_triangle by blast + +subsection\Combining theorems for higher derivatives including Leibniz rule\ + +lemma higher_deriv_linear [simp]: + "(deriv ^^ n) (\w. c*w) = (\z. if n = 0 then c*z else if n = 1 then c else 0)" + by (induction n) auto + +lemma higher_deriv_const [simp]: "(deriv ^^ n) (\w. c) = (\w. if n=0 then c else 0)" + by (induction n) auto + +lemma higher_deriv_ident [simp]: + "(deriv ^^ n) (\w. w) z = (if n = 0 then z else if n = 1 then 1 else 0)" + apply (induction n, simp) + apply (metis higher_deriv_linear lambda_one) + done + +lemma higher_deriv_id [simp]: + "(deriv ^^ n) id z = (if n = 0 then z else if n = 1 then 1 else 0)" + by (simp add: id_def) + +lemma has_complex_derivative_funpow_1: + "\(f has_field_derivative 1) (at z); f z = z\ \ (f^^n has_field_derivative 1) (at z)" + apply (induction n, auto) + apply (simp add: id_def) + by (metis DERIV_chain comp_funpow comp_id funpow_swap1 mult.right_neutral) + +lemma higher_deriv_uminus: + assumes "f holomorphic_on S" "open S" and z: "z \ S" + shows "(deriv ^^ n) (\w. -(f w)) z = - ((deriv ^^ n) f z)" +using z +proof (induction n arbitrary: z) + case 0 then show ?case by simp +next + case (Suc n z) + have *: "((deriv ^^ n) f has_field_derivative deriv ((deriv ^^ n) f) z) (at z)" + using Suc.prems assms has_field_derivative_higher_deriv by auto + have "((deriv ^^ n) (\w. - f w) has_field_derivative - deriv ((deriv ^^ n) f) z) (at z)" + apply (rule has_field_derivative_transform_within_open [of "\w. -((deriv ^^ n) f w)"]) + apply (rule derivative_eq_intros | rule * refl assms)+ + apply (auto simp add: Suc) + done + then show ?case + by (simp add: DERIV_imp_deriv) +qed + +lemma higher_deriv_add: + fixes z::complex + assumes "f holomorphic_on S" "g holomorphic_on S" "open S" and z: "z \ S" + shows "(deriv ^^ n) (\w. f w + g w) z = (deriv ^^ n) f z + (deriv ^^ n) g z" +using z +proof (induction n arbitrary: z) + case 0 then show ?case by simp +next + case (Suc n z) + have *: "((deriv ^^ n) f has_field_derivative deriv ((deriv ^^ n) f) z) (at z)" + "((deriv ^^ n) g has_field_derivative deriv ((deriv ^^ n) g) z) (at z)" + using Suc.prems assms has_field_derivative_higher_deriv by auto + have "((deriv ^^ n) (\w. f w + g w) has_field_derivative + deriv ((deriv ^^ n) f) z + deriv ((deriv ^^ n) g) z) (at z)" + apply (rule has_field_derivative_transform_within_open [of "\w. (deriv ^^ n) f w + (deriv ^^ n) g w"]) + apply (rule derivative_eq_intros | rule * refl assms)+ + apply (auto simp add: Suc) + done + then show ?case + by (simp add: DERIV_imp_deriv) +qed + +lemma higher_deriv_diff: + fixes z::complex + assumes "f holomorphic_on S" "g holomorphic_on S" "open S" and z: "z \ S" + shows "(deriv ^^ n) (\w. f w - g w) z = (deriv ^^ n) f z - (deriv ^^ n) g z" + apply (simp only: Groups.group_add_class.diff_conv_add_uminus higher_deriv_add) + apply (subst higher_deriv_add) + using assms holomorphic_on_minus apply (auto simp: higher_deriv_uminus) + done + +lemma bb: "Suc n choose k = (n choose k) + (if k = 0 then 0 else (n choose (k - 1)))" + by (cases k) simp_all + +lemma higher_deriv_mult: + fixes z::complex + assumes "f holomorphic_on S" "g holomorphic_on S" "open S" and z: "z \ S" + shows "(deriv ^^ n) (\w. f w * g w) z = + (\i = 0..n. of_nat (n choose i) * (deriv ^^ i) f z * (deriv ^^ (n - i)) g z)" +using z +proof (induction n arbitrary: z) + case 0 then show ?case by simp +next + case (Suc n z) + have *: "\n. ((deriv ^^ n) f has_field_derivative deriv ((deriv ^^ n) f) z) (at z)" + "\n. ((deriv ^^ n) g has_field_derivative deriv ((deriv ^^ n) g) z) (at z)" + using Suc.prems assms has_field_derivative_higher_deriv by auto + have sumeq: "(\i = 0..n. + of_nat (n choose i) * (deriv ((deriv ^^ i) f) z * (deriv ^^ (n - i)) g z + deriv ((deriv ^^ (n - i)) g) z * (deriv ^^ i) f z)) = + g z * deriv ((deriv ^^ n) f) z + (\i = 0..n. (deriv ^^ i) f z * (of_nat (Suc n choose i) * (deriv ^^ (Suc n - i)) g z))" + apply (simp add: bb algebra_simps sum.distrib) + apply (subst (4) sum_Suc_reindex) + apply (auto simp: algebra_simps Suc_diff_le intro: sum.cong) + done + have "((deriv ^^ n) (\w. f w * g w) has_field_derivative + (\i = 0..Suc n. (Suc n choose i) * (deriv ^^ i) f z * (deriv ^^ (Suc n - i)) g z)) + (at z)" + apply (rule has_field_derivative_transform_within_open + [of "\w. (\i = 0..n. of_nat (n choose i) * (deriv ^^ i) f w * (deriv ^^ (n - i)) g w)"]) + apply (simp add: algebra_simps) + apply (rule DERIV_cong [OF DERIV_sum]) + apply (rule DERIV_cmult) + apply (auto intro: DERIV_mult * sumeq \open S\ Suc.prems Suc.IH [symmetric]) + done + then show ?case + unfolding funpow.simps o_apply + by (simp add: DERIV_imp_deriv) +qed + +lemma higher_deriv_transform_within_open: + fixes z::complex + assumes "f holomorphic_on S" "g holomorphic_on S" "open S" and z: "z \ S" + and fg: "\w. w \ S \ f w = g w" + shows "(deriv ^^ i) f z = (deriv ^^ i) g z" +using z +by (induction i arbitrary: z) + (auto simp: fg intro: complex_derivative_transform_within_open holomorphic_higher_deriv assms) + +lemma higher_deriv_compose_linear: + fixes z::complex + assumes f: "f holomorphic_on T" and S: "open S" and T: "open T" and z: "z \ S" + and fg: "\w. w \ S \ u * w \ T" + shows "(deriv ^^ n) (\w. f (u * w)) z = u^n * (deriv ^^ n) f (u * z)" +using z +proof (induction n arbitrary: z) + case 0 then show ?case by simp +next + case (Suc n z) + have holo0: "f holomorphic_on (*) u ` S" + by (meson fg f holomorphic_on_subset image_subset_iff) + have holo2: "(deriv ^^ n) f holomorphic_on (*) u ` S" + by (meson f fg holomorphic_higher_deriv holomorphic_on_subset image_subset_iff T) + have holo3: "(\z. u ^ n * (deriv ^^ n) f (u * z)) holomorphic_on S" + by (intro holo2 holomorphic_on_compose [where g="(deriv ^^ n) f", unfolded o_def] holomorphic_intros) + have holo1: "(\w. f (u * w)) holomorphic_on S" + apply (rule holomorphic_on_compose [where g=f, unfolded o_def]) + apply (rule holo0 holomorphic_intros)+ + done + have "deriv ((deriv ^^ n) (\w. f (u * w))) z = deriv (\z. u^n * (deriv ^^ n) f (u*z)) z" + apply (rule complex_derivative_transform_within_open [OF _ holo3 S Suc.prems]) + apply (rule holomorphic_higher_deriv [OF holo1 S]) + apply (simp add: Suc.IH) + done + also have "\ = u^n * deriv (\z. (deriv ^^ n) f (u * z)) z" + apply (rule deriv_cmult) + apply (rule analytic_on_imp_differentiable_at [OF _ Suc.prems]) + apply (rule analytic_on_compose_gen [where g="(deriv ^^ n) f" and T=T, unfolded o_def]) + apply (simp) + apply (simp add: analytic_on_open f holomorphic_higher_deriv T) + apply (blast intro: fg) + done + also have "\ = u * u ^ n * deriv ((deriv ^^ n) f) (u * z)" + apply (subst complex_derivative_chain [where g = "(deriv ^^ n) f" and f = "(*) u", unfolded o_def]) + apply (rule derivative_intros) + using Suc.prems field_differentiable_def f fg has_field_derivative_higher_deriv T apply blast + apply (simp) + done + finally show ?case + by simp +qed + +lemma higher_deriv_add_at: + assumes "f analytic_on {z}" "g analytic_on {z}" + shows "(deriv ^^ n) (\w. f w + g w) z = (deriv ^^ n) f z + (deriv ^^ n) g z" +proof - + have "f analytic_on {z} \ g analytic_on {z}" + using assms by blast + with higher_deriv_add show ?thesis + by (auto simp: analytic_at_two) +qed + +lemma higher_deriv_diff_at: + assumes "f analytic_on {z}" "g analytic_on {z}" + shows "(deriv ^^ n) (\w. f w - g w) z = (deriv ^^ n) f z - (deriv ^^ n) g z" +proof - + have "f analytic_on {z} \ g analytic_on {z}" + using assms by blast + with higher_deriv_diff show ?thesis + by (auto simp: analytic_at_two) +qed + +lemma higher_deriv_uminus_at: + "f analytic_on {z} \ (deriv ^^ n) (\w. -(f w)) z = - ((deriv ^^ n) f z)" + using higher_deriv_uminus + by (auto simp: analytic_at) + +lemma higher_deriv_mult_at: + assumes "f analytic_on {z}" "g analytic_on {z}" + shows "(deriv ^^ n) (\w. f w * g w) z = + (\i = 0..n. of_nat (n choose i) * (deriv ^^ i) f z * (deriv ^^ (n - i)) g z)" +proof - + have "f analytic_on {z} \ g analytic_on {z}" + using assms by blast + with higher_deriv_mult show ?thesis + by (auto simp: analytic_at_two) +qed + + +text\ Nonexistence of isolated singularities and a stronger integral formula.\ + +proposition no_isolated_singularity: + fixes z::complex + assumes f: "continuous_on S f" and holf: "f holomorphic_on (S - K)" and S: "open S" and K: "finite K" + shows "f holomorphic_on S" +proof - + { fix z + assume "z \ S" and cdf: "\x. x \ S - K \ f field_differentiable at x" + have "f field_differentiable at z" + proof (cases "z \ K") + case False then show ?thesis by (blast intro: cdf \z \ S\) + next + case True + with finite_set_avoid [OF K, of z] + obtain d where "d>0" and d: "\x. \x\K; x \ z\ \ d \ dist z x" + by blast + obtain e where "e>0" and e: "ball z e \ S" + using S \z \ S\ by (force simp: open_contains_ball) + have fde: "continuous_on (ball z (min d e)) f" + by (metis Int_iff ball_min_Int continuous_on_subset e f subsetI) + have cont: "{a,b,c} \ ball z (min d e) \ continuous_on (convex hull {a, b, c}) f" for a b c + by (simp add: hull_minimal continuous_on_subset [OF fde]) + have fd: "\{a,b,c} \ ball z (min d e); x \ interior (convex hull {a, b, c}) - K\ + \ f field_differentiable at x" for a b c x + by (metis cdf Diff_iff Int_iff ball_min_Int subsetD convex_ball e interior_mono interior_subset subset_hull) + obtain g where "\w. w \ ball z (min d e) \ (g has_field_derivative f w) (at w within ball z (min d e))" + apply (rule contour_integral_convex_primitive + [OF convex_ball fde Cauchy_theorem_triangle_cofinite [OF _ K]]) + using cont fd by auto + then have "f holomorphic_on ball z (min d e)" + by (metis open_ball at_within_open derivative_is_holomorphic) + then show ?thesis + unfolding holomorphic_on_def + by (metis open_ball \0 < d\ \0 < e\ at_within_open centre_in_ball min_less_iff_conj) + qed + } + with holf S K show ?thesis + by (simp add: holomorphic_on_open open_Diff finite_imp_closed field_differentiable_def [symmetric]) +qed + +lemma no_isolated_singularity': + fixes z::complex + assumes f: "\z. z \ K \ (f \ f z) (at z within S)" + and holf: "f holomorphic_on (S - K)" and S: "open S" and K: "finite K" + shows "f holomorphic_on S" +proof (rule no_isolated_singularity[OF _ assms(2-)]) + show "continuous_on S f" unfolding continuous_on_def + proof + fix z assume z: "z \ S" + show "(f \ f z) (at z within S)" + proof (cases "z \ K") + case False + from holf have "continuous_on (S - K) f" + by (rule holomorphic_on_imp_continuous_on) + with z False have "(f \ f z) (at z within (S - K))" + by (simp add: continuous_on_def) + also from z K S False have "at z within (S - K) = at z within S" + by (subst (1 2) at_within_open) (auto intro: finite_imp_closed) + finally show "(f \ f z) (at z within S)" . + qed (insert assms z, simp_all) + qed +qed + +proposition Cauchy_integral_formula_convex: + assumes S: "convex S" and K: "finite K" and contf: "continuous_on S f" + and fcd: "(\x. x \ interior S - K \ f field_differentiable at x)" + and z: "z \ interior S" and vpg: "valid_path \" + and pasz: "path_image \ \ S - {z}" and loop: "pathfinish \ = pathstart \" + shows "((\w. f w / (w - z)) has_contour_integral (2*pi * \ * winding_number \ z * f z)) \" +proof - + have *: "\x. x \ interior S \ f field_differentiable at x" + unfolding holomorphic_on_open [symmetric] field_differentiable_def + using no_isolated_singularity [where S = "interior S"] + by (meson K contf continuous_at_imp_continuous_on continuous_on_interior fcd + field_differentiable_at_within field_differentiable_def holomorphic_onI + holomorphic_on_imp_differentiable_at open_interior) + show ?thesis + by (rule Cauchy_integral_formula_weak [OF S finite.emptyI contf]) (use * assms in auto) +qed + +text\ Formula for higher derivatives.\ + +lemma Cauchy_has_contour_integral_higher_derivative_circlepath: + assumes contf: "continuous_on (cball z r) f" + and holf: "f holomorphic_on ball z r" + and w: "w \ ball z r" + shows "((\u. f u / (u - w) ^ (Suc k)) has_contour_integral ((2 * pi * \) / (fact k) * (deriv ^^ k) f w)) + (circlepath z r)" +using w +proof (induction k arbitrary: w) + case 0 then show ?case + using assms by (auto simp: Cauchy_integral_circlepath dist_commute dist_norm) +next + case (Suc k) + have [simp]: "r > 0" using w + using ball_eq_empty by fastforce + have f: "continuous_on (path_image (circlepath z r)) f" + by (rule continuous_on_subset [OF contf]) (force simp: cball_def sphere_def less_imp_le) + obtain X where X: "((\u. f u / (u - w) ^ Suc (Suc k)) has_contour_integral X) (circlepath z r)" + using Cauchy_next_derivative_circlepath(1) [OF f Suc.IH _ Suc.prems] + by (auto simp: contour_integrable_on_def) + then have con: "contour_integral (circlepath z r) ((\u. f u / (u - w) ^ Suc (Suc k))) = X" + by (rule contour_integral_unique) + have "\n. ((deriv ^^ n) f has_field_derivative deriv ((deriv ^^ n) f) w) (at w)" + using Suc.prems assms has_field_derivative_higher_deriv by auto + then have dnf_diff: "\n. (deriv ^^ n) f field_differentiable (at w)" + by (force simp: field_differentiable_def) + have "deriv (\w. complex_of_real (2 * pi) * \ / (fact k) * (deriv ^^ k) f w) w = + of_nat (Suc k) * contour_integral (circlepath z r) (\u. f u / (u - w) ^ Suc (Suc k))" + by (force intro!: DERIV_imp_deriv Cauchy_next_derivative_circlepath [OF f Suc.IH _ Suc.prems]) + also have "\ = of_nat (Suc k) * X" + by (simp only: con) + finally have "deriv (\w. ((2 * pi) * \ / (fact k)) * (deriv ^^ k) f w) w = of_nat (Suc k) * X" . + then have "((2 * pi) * \ / (fact k)) * deriv (\w. (deriv ^^ k) f w) w = of_nat (Suc k) * X" + by (metis deriv_cmult dnf_diff) + then have "deriv (\w. (deriv ^^ k) f w) w = of_nat (Suc k) * X / ((2 * pi) * \ / (fact k))" + by (simp add: field_simps) + then show ?case + using of_nat_eq_0_iff X by fastforce +qed + +lemma Cauchy_higher_derivative_integral_circlepath: + assumes contf: "continuous_on (cball z r) f" + and holf: "f holomorphic_on ball z r" + and w: "w \ ball z r" + shows "(\u. f u / (u - w)^(Suc k)) contour_integrable_on (circlepath z r)" + (is "?thes1") + and "(deriv ^^ k) f w = (fact k) / (2 * pi * \) * contour_integral(circlepath z r) (\u. f u/(u - w)^(Suc k))" + (is "?thes2") +proof - + have *: "((\u. f u / (u - w) ^ Suc k) has_contour_integral (2 * pi) * \ / (fact k) * (deriv ^^ k) f w) + (circlepath z r)" + using Cauchy_has_contour_integral_higher_derivative_circlepath [OF assms] + by simp + show ?thes1 using * + using contour_integrable_on_def by blast + show ?thes2 + unfolding contour_integral_unique [OF *] by (simp add: field_split_simps) +qed + +corollary Cauchy_contour_integral_circlepath: + assumes "continuous_on (cball z r) f" "f holomorphic_on ball z r" "w \ ball z r" + shows "contour_integral(circlepath z r) (\u. f u/(u - w)^(Suc k)) = (2 * pi * \) * (deriv ^^ k) f w / (fact k)" +by (simp add: Cauchy_higher_derivative_integral_circlepath [OF assms]) + +lemma Cauchy_contour_integral_circlepath_2: + assumes "continuous_on (cball z r) f" "f holomorphic_on ball z r" "w \ ball z r" + shows "contour_integral(circlepath z r) (\u. f u/(u - w)^2) = (2 * pi * \) * deriv f w" + using Cauchy_contour_integral_circlepath [OF assms, of 1] + by (simp add: power2_eq_square) + + +subsection\A holomorphic function is analytic, i.e. has local power series\ + +theorem holomorphic_power_series: + assumes holf: "f holomorphic_on ball z r" + and w: "w \ ball z r" + shows "((\n. (deriv ^^ n) f z / (fact n) * (w - z)^n) sums f w)" +proof - + \ \Replacing \<^term>\r\ and the original (weak) premises with stronger ones\ + obtain r where "r > 0" and holfc: "f holomorphic_on cball z r" and w: "w \ ball z r" + proof + have "cball z ((r + dist w z) / 2) \ ball z r" + using w by (simp add: dist_commute field_sum_of_halves subset_eq) + then show "f holomorphic_on cball z ((r + dist w z) / 2)" + by (rule holomorphic_on_subset [OF holf]) + have "r > 0" + using w by clarsimp (metis dist_norm le_less_trans norm_ge_zero) + then show "0 < (r + dist w z) / 2" + by simp (use zero_le_dist [of w z] in linarith) + qed (use w in \auto simp: dist_commute\) + then have holf: "f holomorphic_on ball z r" + using ball_subset_cball holomorphic_on_subset by blast + have contf: "continuous_on (cball z r) f" + by (simp add: holfc holomorphic_on_imp_continuous_on) + have cint: "\k. (\u. f u / (u - z) ^ Suc k) contour_integrable_on circlepath z r" + by (rule Cauchy_higher_derivative_integral_circlepath [OF contf holf]) (simp add: \0 < r\) + obtain B where "0 < B" and B: "\u. u \ cball z r \ norm(f u) \ B" + by (metis (no_types) bounded_pos compact_cball compact_continuous_image compact_imp_bounded contf image_eqI) + obtain k where k: "0 < k" "k \ r" and wz_eq: "norm(w - z) = r - k" + and kle: "\u. norm(u - z) = r \ k \ norm(u - w)" + proof + show "\u. cmod (u - z) = r \ r - dist z w \ cmod (u - w)" + by (metis add_diff_eq diff_add_cancel dist_norm norm_diff_ineq) + qed (use w in \auto simp: dist_norm norm_minus_commute\) + have ul: "uniform_limit (sphere z r) (\n x. (\kx. f x / (x - w)) sequentially" + unfolding uniform_limit_iff dist_norm + proof clarify + fix e::real + assume "0 < e" + have rr: "0 \ (r - k) / r" "(r - k) / r < 1" using k by auto + obtain n where n: "((r - k) / r) ^ n < e / B * k" + using real_arch_pow_inv [of "e/B*k" "(r - k)/r"] \0 < e\ \0 < B\ k by force + have "norm ((\k N" and r: "r = dist z u" for N u + proof - + have N: "((r - k) / r) ^ N < e / B * k" + apply (rule le_less_trans [OF power_decreasing n]) + using \n \ N\ k by auto + have u [simp]: "(u \ z) \ (u \ w)" + using \0 < r\ r w by auto + have wzu_not1: "(w - z) / (u - z) \ 1" + by (metis (no_types) dist_norm divide_eq_1_iff less_irrefl mem_ball norm_minus_commute r w) + have "norm ((\kk = norm ((((w - z) / (u - z)) ^ N - 1) * (u - w) / (((w - z) / (u - z) - 1) * (u - z)) - 1) * norm (f u)" + using \0 < B\ + apply (auto simp: geometric_sum [OF wzu_not1]) + apply (simp add: field_simps norm_mult [symmetric]) + done + also have "\ = norm ((u-z) ^ N * (w - u) - ((w - z) ^ N - (u-z) ^ N) * (u-w)) / (r ^ N * norm (u-w)) * norm (f u)" + using \0 < r\ r by (simp add: divide_simps norm_mult norm_divide norm_power dist_norm norm_minus_commute) + also have "\ = norm ((w - z) ^ N * (w - u)) / (r ^ N * norm (u - w)) * norm (f u)" + by (simp add: algebra_simps) + also have "\ = norm (w - z) ^ N * norm (f u) / r ^ N" + by (simp add: norm_mult norm_power norm_minus_commute) + also have "\ \ (((r - k)/r)^N) * B" + using \0 < r\ w k + apply (simp add: divide_simps) + apply (rule mult_mono [OF power_mono]) + apply (auto simp: norm_divide wz_eq norm_power dist_norm norm_minus_commute B r) + done + also have "\ < e * k" + using \0 < B\ N by (simp add: divide_simps) + also have "\ \ e * norm (u - w)" + using r kle \0 < e\ by (simp add: dist_commute dist_norm) + finally show ?thesis + by (simp add: field_split_simps norm_divide del: power_Suc) + qed + with \0 < r\ show "\\<^sub>F n in sequentially. \x\sphere z r. + norm ((\k\<^sub>F x in sequentially. + contour_integral (circlepath z r) (\u. \kku. f u / (u - z) ^ Suc k) * (w - z) ^ k)" + apply (rule eventuallyI) + apply (subst contour_integral_sum, simp) + using contour_integrable_lmul [OF cint, of "(w - z) ^ a" for a] apply (simp add: field_simps) + apply (simp only: contour_integral_lmul cint algebra_simps) + done + have cic: "\u. (\y. \k0 < r\ by (force intro!: Cauchy_higher_derivative_integral_circlepath [OF contf holf]) + have "(\k. contour_integral (circlepath z r) (\u. f u/(u - z)^(Suc k)) * (w - z)^k) + sums contour_integral (circlepath z r) (\u. f u/(u - w))" + unfolding sums_def + apply (intro Lim_transform_eventually [OF _ eq] contour_integral_uniform_limit_circlepath [OF eventuallyI ul] cic) + using \0 < r\ apply auto + done + then have "(\k. contour_integral (circlepath z r) (\u. f u/(u - z)^(Suc k)) * (w - z)^k) + sums (2 * of_real pi * \ * f w)" + using w by (auto simp: dist_commute dist_norm contour_integral_unique [OF Cauchy_integral_circlepath_simple [OF holfc]]) + then have "(\k. contour_integral (circlepath z r) (\u. f u / (u - z) ^ Suc k) * (w - z)^k / (\ * (of_real pi * 2))) + sums ((2 * of_real pi * \ * f w) / (\ * (complex_of_real pi * 2)))" + by (rule sums_divide) + then have "(\n. (w - z) ^ n * contour_integral (circlepath z r) (\u. f u / (u - z) ^ Suc n) / (\ * (of_real pi * 2))) + sums f w" + by (simp add: field_simps) + then show ?thesis + by (simp add: field_simps \0 < r\ Cauchy_higher_derivative_integral_circlepath [OF contf holf]) +qed + + +subsection\The Liouville theorem and the Fundamental Theorem of Algebra\ + +text\ These weak Liouville versions don't even need the derivative formula.\ + +lemma Liouville_weak_0: + assumes holf: "f holomorphic_on UNIV" and inf: "(f \ 0) at_infinity" + shows "f z = 0" +proof (rule ccontr) + assume fz: "f z \ 0" + with inf [unfolded Lim_at_infinity, rule_format, of "norm(f z)/2"] + obtain B where B: "\x. B \ cmod x \ norm (f x) * 2 < cmod (f z)" + by (auto simp: dist_norm) + define R where "R = 1 + \B\ + norm z" + have "R > 0" unfolding R_def + proof - + have "0 \ cmod z + \B\" + by (metis (full_types) add_nonneg_nonneg norm_ge_zero real_norm_def) + then show "0 < 1 + \B\ + cmod z" + by linarith + qed + have *: "((\u. f u / (u - z)) has_contour_integral 2 * complex_of_real pi * \ * f z) (circlepath z R)" + apply (rule Cauchy_integral_circlepath) + using \R > 0\ apply (auto intro: holomorphic_on_subset [OF holf] holomorphic_on_imp_continuous_on)+ + done + have "cmod (x - z) = R \ cmod (f x) * 2 < cmod (f z)" for x + unfolding R_def + by (rule B) (use norm_triangle_ineq4 [of x z] in auto) + with \R > 0\ fz show False + using has_contour_integral_bound_circlepath [OF *, of "norm(f z)/2/R"] + by (auto simp: less_imp_le norm_mult norm_divide field_split_simps) +qed + +proposition Liouville_weak: + assumes "f holomorphic_on UNIV" and "(f \ l) at_infinity" + shows "f z = l" + using Liouville_weak_0 [of "\z. f z - l"] + by (simp add: assms holomorphic_on_diff LIM_zero) + +proposition Liouville_weak_inverse: + assumes "f holomorphic_on UNIV" and unbounded: "\B. eventually (\x. norm (f x) \ B) at_infinity" + obtains z where "f z = 0" +proof - + { assume f: "\z. f z \ 0" + have 1: "(\x. 1 / f x) holomorphic_on UNIV" + by (simp add: holomorphic_on_divide assms f) + have 2: "((\x. 1 / f x) \ 0) at_infinity" + apply (rule tendstoI [OF eventually_mono]) + apply (rule_tac B="2/e" in unbounded) + apply (simp add: dist_norm norm_divide field_split_simps) + done + have False + using Liouville_weak_0 [OF 1 2] f by simp + } + then show ?thesis + using that by blast +qed + +text\In particular we get the Fundamental Theorem of Algebra.\ + +theorem fundamental_theorem_of_algebra: + fixes a :: "nat \ complex" + assumes "a 0 = 0 \ (\i \ {1..n}. a i \ 0)" + obtains z where "(\i\n. a i * z^i) = 0" +using assms +proof (elim disjE bexE) + assume "a 0 = 0" then show ?thesis + by (auto simp: that [of 0]) +next + fix i + assume i: "i \ {1..n}" and nz: "a i \ 0" + have 1: "(\z. \i\n. a i * z^i) holomorphic_on UNIV" + by (rule holomorphic_intros)+ + show thesis + proof (rule Liouville_weak_inverse [OF 1]) + show "\\<^sub>F x in at_infinity. B \ cmod (\i\n. a i * x ^ i)" for B + using i polyfun_extremal nz by force + qed (use that in auto) +qed + +subsection\Weierstrass convergence theorem\ + +lemma holomorphic_uniform_limit: + assumes cont: "eventually (\n. continuous_on (cball z r) (f n) \ (f n) holomorphic_on ball z r) F" + and ulim: "uniform_limit (cball z r) f g F" + and F: "\ trivial_limit F" + obtains "continuous_on (cball z r) g" "g holomorphic_on ball z r" +proof (cases r "0::real" rule: linorder_cases) + case less then show ?thesis by (force simp: ball_empty less_imp_le continuous_on_def holomorphic_on_def intro: that) +next + case equal then show ?thesis + by (force simp: holomorphic_on_def intro: that) +next + case greater + have contg: "continuous_on (cball z r) g" + using cont uniform_limit_theorem [OF eventually_mono ulim F] by blast + have "path_image (circlepath z r) \ cball z r" + using \0 < r\ by auto + then have 1: "continuous_on (path_image (circlepath z r)) (\x. 1 / (2 * complex_of_real pi * \) * g x)" + by (intro continuous_intros continuous_on_subset [OF contg]) + have 2: "((\u. 1 / (2 * of_real pi * \) * g u / (u - w) ^ 1) has_contour_integral g w) (circlepath z r)" + if w: "w \ ball z r" for w + proof - + define d where "d = (r - norm(w - z))" + have "0 < d" "d \ r" using w by (auto simp: norm_minus_commute d_def dist_norm) + have dle: "\u. cmod (z - u) = r \ d \ cmod (u - w)" + unfolding d_def by (metis add_diff_eq diff_add_cancel norm_diff_ineq norm_minus_commute) + have ev_int: "\\<^sub>F n in F. (\u. f n u / (u - w)) contour_integrable_on circlepath z r" + apply (rule eventually_mono [OF cont]) + using w + apply (auto intro: Cauchy_higher_derivative_integral_circlepath [where k=0, simplified]) + done + have ul_less: "uniform_limit (sphere z r) (\n x. f n x / (x - w)) (\x. g x / (x - w)) F" + using greater \0 < d\ + apply (clarsimp simp add: uniform_limit_iff dist_norm norm_divide diff_divide_distrib [symmetric] divide_simps) + apply (rule_tac e1="e * d" in eventually_mono [OF uniform_limitD [OF ulim]]) + apply (force simp: dist_norm intro: dle mult_left_mono less_le_trans)+ + done + have g_cint: "(\u. g u/(u - w)) contour_integrable_on circlepath z r" + by (rule contour_integral_uniform_limit_circlepath [OF ev_int ul_less F \0 < r\]) + have cif_tends_cig: "((\n. contour_integral(circlepath z r) (\u. f n u / (u - w))) \ contour_integral(circlepath z r) (\u. g u/(u - w))) F" + by (rule contour_integral_uniform_limit_circlepath [OF ev_int ul_less F \0 < r\]) + have f_tends_cig: "((\n. 2 * of_real pi * \ * f n w) \ contour_integral (circlepath z r) (\u. g u / (u - w))) F" + proof (rule Lim_transform_eventually) + show "\\<^sub>F x in F. contour_integral (circlepath z r) (\u. f x u / (u - w)) + = 2 * of_real pi * \ * f x w" + apply (rule eventually_mono [OF cont contour_integral_unique [OF Cauchy_integral_circlepath]]) + using w\0 < d\ d_def by auto + qed (auto simp: cif_tends_cig) + have "\e. 0 < e \ \\<^sub>F n in F. dist (f n w) (g w) < e" + by (rule eventually_mono [OF uniform_limitD [OF ulim]]) (use w in auto) + then have "((\n. 2 * of_real pi * \ * f n w) \ 2 * of_real pi * \ * g w) F" + by (rule tendsto_mult_left [OF tendstoI]) + then have "((\u. g u / (u - w)) has_contour_integral 2 * of_real pi * \ * g w) (circlepath z r)" + using has_contour_integral_integral [OF g_cint] tendsto_unique [OF F f_tends_cig] w + by fastforce + then have "((\u. g u / (2 * of_real pi * \ * (u - w))) has_contour_integral g w) (circlepath z r)" + using has_contour_integral_div [where c = "2 * of_real pi * \"] + by (force simp: field_simps) + then show ?thesis + by (simp add: dist_norm) + qed + show ?thesis + using Cauchy_next_derivative_circlepath(2) [OF 1 2, simplified] + by (fastforce simp add: holomorphic_on_open contg intro: that) +qed + + +text\ Version showing that the limit is the limit of the derivatives.\ + +proposition has_complex_derivative_uniform_limit: + fixes z::complex + assumes cont: "eventually (\n. continuous_on (cball z r) (f n) \ + (\w \ ball z r. ((f n) has_field_derivative (f' n w)) (at w))) F" + and ulim: "uniform_limit (cball z r) f g F" + and F: "\ trivial_limit F" and "0 < r" + obtains g' where + "continuous_on (cball z r) g" + "\w. w \ ball z r \ (g has_field_derivative (g' w)) (at w) \ ((\n. f' n w) \ g' w) F" +proof - + let ?conint = "contour_integral (circlepath z r)" + have g: "continuous_on (cball z r) g" "g holomorphic_on ball z r" + by (rule holomorphic_uniform_limit [OF eventually_mono [OF cont] ulim F]; + auto simp: holomorphic_on_open field_differentiable_def)+ + then obtain g' where g': "\x. x \ ball z r \ (g has_field_derivative g' x) (at x)" + using DERIV_deriv_iff_has_field_derivative + by (fastforce simp add: holomorphic_on_open) + then have derg: "\x. x \ ball z r \ deriv g x = g' x" + by (simp add: DERIV_imp_deriv) + have tends_f'n_g': "((\n. f' n w) \ g' w) F" if w: "w \ ball z r" for w + proof - + have eq_f': "?conint (\x. f n x / (x - w)\<^sup>2) - ?conint (\x. g x / (x - w)\<^sup>2) = (f' n w - g' w) * (2 * of_real pi * \)" + if cont_fn: "continuous_on (cball z r) (f n)" + and fnd: "\w. w \ ball z r \ (f n has_field_derivative f' n w) (at w)" for n + proof - + have hol_fn: "f n holomorphic_on ball z r" + using fnd by (force simp: holomorphic_on_open) + have "(f n has_field_derivative 1 / (2 * of_real pi * \) * ?conint (\u. f n u / (u - w)\<^sup>2)) (at w)" + by (rule Cauchy_derivative_integral_circlepath [OF cont_fn hol_fn w]) + then have f': "f' n w = 1 / (2 * of_real pi * \) * ?conint (\u. f n u / (u - w)\<^sup>2)" + using DERIV_unique [OF fnd] w by blast + show ?thesis + by (simp add: f' Cauchy_contour_integral_circlepath_2 [OF g w] derg [OF w] field_split_simps) + qed + define d where "d = (r - norm(w - z))^2" + have "d > 0" + using w by (simp add: dist_commute dist_norm d_def) + have dle: "d \ cmod ((y - w)\<^sup>2)" if "r = cmod (z - y)" for y + proof - + have "w \ ball z (cmod (z - y))" + using that w by fastforce + then have "cmod (w - z) \ cmod (z - y)" + by (simp add: dist_complex_def norm_minus_commute) + moreover have "cmod (z - y) - cmod (w - z) \ cmod (y - w)" + by (metis diff_add_cancel diff_add_eq_diff_diff_swap norm_minus_commute norm_triangle_ineq2) + ultimately show ?thesis + using that by (simp add: d_def norm_power power_mono) + qed + have 1: "\\<^sub>F n in F. (\x. f n x / (x - w)\<^sup>2) contour_integrable_on circlepath z r" + by (force simp: holomorphic_on_open intro: w Cauchy_derivative_integral_circlepath eventually_mono [OF cont]) + have 2: "uniform_limit (sphere z r) (\n x. f n x / (x - w)\<^sup>2) (\x. g x / (x - w)\<^sup>2) F" + unfolding uniform_limit_iff + proof clarify + fix e::real + assume "0 < e" + with \r > 0\ show "\\<^sub>F n in F. \x\sphere z r. dist (f n x / (x - w)\<^sup>2) (g x / (x - w)\<^sup>2) < e" + apply (simp add: norm_divide field_split_simps sphere_def dist_norm) + apply (rule eventually_mono [OF uniform_limitD [OF ulim], of "e*d"]) + apply (simp add: \0 < d\) + apply (force simp: dist_norm dle intro: less_le_trans) + done + qed + have "((\n. contour_integral (circlepath z r) (\x. f n x / (x - w)\<^sup>2)) + \ contour_integral (circlepath z r) ((\x. g x / (x - w)\<^sup>2))) F" + by (rule contour_integral_uniform_limit_circlepath [OF 1 2 F \0 < r\]) + then have tendsto_0: "((\n. 1 / (2 * of_real pi * \) * (?conint (\x. f n x / (x - w)\<^sup>2) - ?conint (\x. g x / (x - w)\<^sup>2))) \ 0) F" + using Lim_null by (force intro!: tendsto_mult_right_zero) + have "((\n. f' n w - g' w) \ 0) F" + apply (rule Lim_transform_eventually [OF tendsto_0]) + apply (force simp: divide_simps intro: eq_f' eventually_mono [OF cont]) + done + then show ?thesis using Lim_null by blast + qed + obtain g' where "\w. w \ ball z r \ (g has_field_derivative (g' w)) (at w) \ ((\n. f' n w) \ g' w) F" + by (blast intro: tends_f'n_g' g') + then show ?thesis using g + using that by blast +qed + + +subsection\<^marker>\tag unimportant\ \Some more simple/convenient versions for applications\ + +lemma holomorphic_uniform_sequence: + assumes S: "open S" + and hol_fn: "\n. (f n) holomorphic_on S" + and ulim_g: "\x. x \ S \ \d. 0 < d \ cball x d \ S \ uniform_limit (cball x d) f g sequentially" + shows "g holomorphic_on S" +proof - + have "\f'. (g has_field_derivative f') (at z)" if "z \ S" for z + proof - + obtain r where "0 < r" and r: "cball z r \ S" + and ul: "uniform_limit (cball z r) f g sequentially" + using ulim_g [OF \z \ S\] by blast + have *: "\\<^sub>F n in sequentially. continuous_on (cball z r) (f n) \ f n holomorphic_on ball z r" + proof (intro eventuallyI conjI) + show "continuous_on (cball z r) (f x)" for x + using hol_fn holomorphic_on_imp_continuous_on holomorphic_on_subset r by blast + show "f x holomorphic_on ball z r" for x + by (metis hol_fn holomorphic_on_subset interior_cball interior_subset r) + qed + show ?thesis + apply (rule holomorphic_uniform_limit [OF *]) + using \0 < r\ centre_in_ball ul + apply (auto simp: holomorphic_on_open) + done + qed + with S show ?thesis + by (simp add: holomorphic_on_open) +qed + +lemma has_complex_derivative_uniform_sequence: + fixes S :: "complex set" + assumes S: "open S" + and hfd: "\n x. x \ S \ ((f n) has_field_derivative f' n x) (at x)" + and ulim_g: "\x. x \ S + \ \d. 0 < d \ cball x d \ S \ uniform_limit (cball x d) f g sequentially" + shows "\g'. \x \ S. (g has_field_derivative g' x) (at x) \ ((\n. f' n x) \ g' x) sequentially" +proof - + have y: "\y. (g has_field_derivative y) (at z) \ (\n. f' n z) \ y" if "z \ S" for z + proof - + obtain r where "0 < r" and r: "cball z r \ S" + and ul: "uniform_limit (cball z r) f g sequentially" + using ulim_g [OF \z \ S\] by blast + have *: "\\<^sub>F n in sequentially. continuous_on (cball z r) (f n) \ + (\w \ ball z r. ((f n) has_field_derivative (f' n w)) (at w))" + proof (intro eventuallyI conjI ballI) + show "continuous_on (cball z r) (f x)" for x + by (meson S continuous_on_subset hfd holomorphic_on_imp_continuous_on holomorphic_on_open r) + show "w \ ball z r \ (f x has_field_derivative f' x w) (at w)" for w x + using ball_subset_cball hfd r by blast + qed + show ?thesis + by (rule has_complex_derivative_uniform_limit [OF *, of g]) (use \0 < r\ ul in \force+\) + qed + show ?thesis + by (rule bchoice) (blast intro: y) +qed + +subsection\On analytic functions defined by a series\ + +lemma series_and_derivative_comparison: + fixes S :: "complex set" + assumes S: "open S" + and h: "summable h" + and hfd: "\n x. x \ S \ (f n has_field_derivative f' n x) (at x)" + and to_g: "\\<^sub>F n in sequentially. \x\S. norm (f n x) \ h n" + obtains g g' where "\x \ S. ((\n. f n x) sums g x) \ ((\n. f' n x) sums g' x) \ (g has_field_derivative g' x) (at x)" +proof - + obtain g where g: "uniform_limit S (\n x. \id>0. cball x d \ S \ uniform_limit (cball x d) (\n x. \i S" for x + proof - + obtain d where "d>0" and d: "cball x d \ S" + using open_contains_cball [of "S"] \x \ S\ S by blast + show ?thesis + proof (intro conjI exI) + show "uniform_limit (cball x d) (\n x. \id > 0\ d in auto) + qed + have "\x. x \ S \ (\n. \i g x" + by (metis tendsto_uniform_limitI [OF g]) + moreover have "\g'. \x\S. (g has_field_derivative g' x) (at x) \ (\n. \i g' x" + by (rule has_complex_derivative_uniform_sequence [OF S]) (auto intro: * hfd DERIV_sum)+ + ultimately show ?thesis + by (metis sums_def that) +qed + +text\A version where we only have local uniform/comparative convergence.\ + +lemma series_and_derivative_comparison_local: + fixes S :: "complex set" + assumes S: "open S" + and hfd: "\n x. x \ S \ (f n has_field_derivative f' n x) (at x)" + and to_g: "\x. x \ S \ \d h. 0 < d \ summable h \ (\\<^sub>F n in sequentially. \y\ball x d \ S. norm (f n y) \ h n)" + shows "\g g'. \x \ S. ((\n. f n x) sums g x) \ ((\n. f' n x) sums g' x) \ (g has_field_derivative g' x) (at x)" +proof - + have "\y. (\n. f n z) sums (\n. f n z) \ (\n. f' n z) sums y \ ((\x. \n. f n x) has_field_derivative y) (at z)" + if "z \ S" for z + proof - + obtain d h where "0 < d" "summable h" and le_h: "\\<^sub>F n in sequentially. \y\ball z d \ S. norm (f n y) \ h n" + using to_g \z \ S\ by meson + then obtain r where "r>0" and r: "ball z r \ ball z d \ S" using \z \ S\ S + by (metis Int_iff open_ball centre_in_ball open_Int open_contains_ball_eq) + have 1: "open (ball z d \ S)" + by (simp add: open_Int S) + have 2: "\n x. x \ ball z d \ S \ (f n has_field_derivative f' n x) (at x)" + by (auto simp: hfd) + obtain g g' where gg': "\x \ ball z d \ S. ((\n. f n x) sums g x) \ + ((\n. f' n x) sums g' x) \ (g has_field_derivative g' x) (at x)" + by (auto intro: le_h series_and_derivative_comparison [OF 1 \summable h\ hfd]) + then have "(\n. f' n z) sums g' z" + by (meson \0 < r\ centre_in_ball contra_subsetD r) + moreover have "(\n. f n z) sums (\n. f n z)" + using summable_sums centre_in_ball \0 < d\ \summable h\ le_h + by (metis (full_types) Int_iff gg' summable_def that) + moreover have "((\x. \n. f n x) has_field_derivative g' z) (at z)" + proof (rule has_field_derivative_transform_within) + show "\x. dist x z < r \ g x = (\n. f n x)" + by (metis subsetD dist_commute gg' mem_ball r sums_unique) + qed (use \0 < r\ gg' \z \ S\ \0 < d\ in auto) + ultimately show ?thesis by auto + qed + then show ?thesis + by (rule_tac x="\x. suminf (\n. f n x)" in exI) meson +qed + + +text\Sometimes convenient to compare with a complex series of positive reals. (?)\ + +lemma series_and_derivative_comparison_complex: + fixes S :: "complex set" + assumes S: "open S" + and hfd: "\n x. x \ S \ (f n has_field_derivative f' n x) (at x)" + and to_g: "\x. x \ S \ \d h. 0 < d \ summable h \ range h \ \\<^sub>\\<^sub>0 \ (\\<^sub>F n in sequentially. \y\ball x d \ S. cmod(f n y) \ cmod (h n))" + shows "\g g'. \x \ S. ((\n. f n x) sums g x) \ ((\n. f' n x) sums g' x) \ (g has_field_derivative g' x) (at x)" +apply (rule series_and_derivative_comparison_local [OF S hfd], assumption) +apply (rule ex_forward [OF to_g], assumption) +apply (erule exE) +apply (rule_tac x="Re \ h" in exI) +apply (force simp: summable_Re o_def nonneg_Reals_cmod_eq_Re image_subset_iff) +done + +text\Sometimes convenient to compare with a complex series of positive reals. (?)\ +lemma series_differentiable_comparison_complex: + fixes S :: "complex set" + assumes S: "open S" + and hfd: "\n x. x \ S \ f n field_differentiable (at x)" + and to_g: "\x. x \ S \ \d h. 0 < d \ summable h \ range h \ \\<^sub>\\<^sub>0 \ (\\<^sub>F n in sequentially. \y\ball x d \ S. cmod(f n y) \ cmod (h n))" + obtains g where "\x \ S. ((\n. f n x) sums g x) \ g field_differentiable (at x)" +proof - + have hfd': "\n x. x \ S \ (f n has_field_derivative deriv (f n) x) (at x)" + using hfd field_differentiable_derivI by blast + have "\g g'. \x \ S. ((\n. f n x) sums g x) \ ((\n. deriv (f n) x) sums g' x) \ (g has_field_derivative g' x) (at x)" + by (metis series_and_derivative_comparison_complex [OF S hfd' to_g]) + then show ?thesis + using field_differentiable_def that by blast +qed + +text\In particular, a power series is analytic inside circle of convergence.\ + +lemma power_series_and_derivative_0: + fixes a :: "nat \ complex" and r::real + assumes "summable (\n. a n * r^n)" + shows "\g g'. \z. cmod z < r \ + ((\n. a n * z^n) sums g z) \ ((\n. of_nat n * a n * z^(n - 1)) sums g' z) \ (g has_field_derivative g' z) (at z)" +proof (cases "0 < r") + case True + have der: "\n z. ((\x. a n * x ^ n) has_field_derivative of_nat n * a n * z ^ (n - 1)) (at z)" + by (rule derivative_eq_intros | simp)+ + have y_le: "\cmod (z - y) * 2 < r - cmod z\ \ cmod y \ cmod (of_real r + of_real (cmod z)) / 2" for z y + using \r > 0\ + apply (auto simp: algebra_simps norm_mult norm_divide norm_power simp flip: of_real_add) + using norm_triangle_ineq2 [of y z] + apply (simp only: diff_le_eq norm_minus_commute mult_2) + done + have "summable (\n. a n * complex_of_real r ^ n)" + using assms \r > 0\ by simp + moreover have "\z. cmod z < r \ cmod ((of_real r + of_real (cmod z)) / 2) < cmod (of_real r)" + using \r > 0\ + by (simp flip: of_real_add) + ultimately have sum: "\z. cmod z < r \ summable (\n. of_real (cmod (a n)) * ((of_real r + complex_of_real (cmod z)) / 2) ^ n)" + by (rule power_series_conv_imp_absconv_weak) + have "\g g'. \z \ ball 0 r. (\n. (a n) * z ^ n) sums g z \ + (\n. of_nat n * (a n) * z ^ (n - 1)) sums g' z \ (g has_field_derivative g' z) (at z)" + apply (rule series_and_derivative_comparison_complex [OF open_ball der]) + apply (rule_tac x="(r - norm z)/2" in exI) + apply (rule_tac x="\n. of_real(norm(a n)*((r + norm z)/2)^n)" in exI) + using \r > 0\ + apply (auto simp: sum eventually_sequentially norm_mult norm_power dist_norm intro!: mult_left_mono power_mono y_le) + done + then show ?thesis + by (simp add: ball_def) +next + case False then show ?thesis + apply (simp add: not_less) + using less_le_trans norm_not_less_zero by blast +qed + +proposition\<^marker>\tag unimportant\ power_series_and_derivative: + fixes a :: "nat \ complex" and r::real + assumes "summable (\n. a n * r^n)" + obtains g g' where "\z \ ball w r. + ((\n. a n * (z - w) ^ n) sums g z) \ ((\n. of_nat n * a n * (z - w) ^ (n - 1)) sums g' z) \ + (g has_field_derivative g' z) (at z)" + using power_series_and_derivative_0 [OF assms] + apply clarify + apply (rule_tac g="(\z. g(z - w))" in that) + using DERIV_shift [where z="-w"] + apply (auto simp: norm_minus_commute Ball_def dist_norm) + done + +proposition\<^marker>\tag unimportant\ power_series_holomorphic: + assumes "\w. w \ ball z r \ ((\n. a n*(w - z)^n) sums f w)" + shows "f holomorphic_on ball z r" +proof - + have "\f'. (f has_field_derivative f') (at w)" if w: "dist z w < r" for w + proof - + have inb: "z + complex_of_real ((dist z w + r) / 2) \ ball z r" + proof - + have wz: "cmod (w - z) < r" using w + by (auto simp: field_split_simps dist_norm norm_minus_commute) + then have "0 \ r" + by (meson less_eq_real_def norm_ge_zero order_trans) + show ?thesis + using w by (simp add: dist_norm \0\r\ flip: of_real_add) + qed + have sum: "summable (\n. a n * of_real (((cmod (z - w) + r) / 2) ^ n))" + using assms [OF inb] by (force simp: summable_def dist_norm) + obtain g g' where gg': "\u. u \ ball z ((cmod (z - w) + r) / 2) \ + (\n. a n * (u - z) ^ n) sums g u \ + (\n. of_nat n * a n * (u - z) ^ (n - 1)) sums g' u \ (g has_field_derivative g' u) (at u)" + by (rule power_series_and_derivative [OF sum, of z]) fastforce + have [simp]: "g u = f u" if "cmod (u - w) < (r - cmod (z - w)) / 2" for u + proof - + have less: "cmod (z - u) * 2 < cmod (z - w) + r" + using that dist_triangle2 [of z u w] + by (simp add: dist_norm [symmetric] algebra_simps) + show ?thesis + apply (rule sums_unique2 [of "\n. a n*(u - z)^n"]) + using gg' [of u] less w + apply (auto simp: assms dist_norm) + done + qed + have "(f has_field_derivative g' w) (at w)" + by (rule has_field_derivative_transform_within [where d="(r - norm(z - w))/2"]) + (use w gg' [of w] in \(force simp: dist_norm)+\) + then show ?thesis .. + qed + then show ?thesis by (simp add: holomorphic_on_open) +qed + +corollary holomorphic_iff_power_series: + "f holomorphic_on ball z r \ + (\w \ ball z r. (\n. (deriv ^^ n) f z / (fact n) * (w - z)^n) sums f w)" + apply (intro iffI ballI holomorphic_power_series, assumption+) + apply (force intro: power_series_holomorphic [where a = "\n. (deriv ^^ n) f z / (fact n)"]) + done + +lemma power_series_analytic: + "(\w. w \ ball z r \ (\n. a n*(w - z)^n) sums f w) \ f analytic_on ball z r" + by (force simp: analytic_on_open intro!: power_series_holomorphic) + +lemma analytic_iff_power_series: + "f analytic_on ball z r \ + (\w \ ball z r. (\n. (deriv ^^ n) f z / (fact n) * (w - z)^n) sums f w)" + by (simp add: analytic_on_open holomorphic_iff_power_series) + +subsection\<^marker>\tag unimportant\ \Equality between holomorphic functions, on open ball then connected set\ + +lemma holomorphic_fun_eq_on_ball: + "\f holomorphic_on ball z r; g holomorphic_on ball z r; + w \ ball z r; + \n. (deriv ^^ n) f z = (deriv ^^ n) g z\ + \ f w = g w" + apply (rule sums_unique2 [of "\n. (deriv ^^ n) f z / (fact n) * (w - z)^n"]) + apply (auto simp: holomorphic_iff_power_series) + done + +lemma holomorphic_fun_eq_0_on_ball: + "\f holomorphic_on ball z r; w \ ball z r; + \n. (deriv ^^ n) f z = 0\ + \ f w = 0" + apply (rule sums_unique2 [of "\n. (deriv ^^ n) f z / (fact n) * (w - z)^n"]) + apply (auto simp: holomorphic_iff_power_series) + done + +lemma holomorphic_fun_eq_0_on_connected: + assumes holf: "f holomorphic_on S" and "open S" + and cons: "connected S" + and der: "\n. (deriv ^^ n) f z = 0" + and "z \ S" "w \ S" + shows "f w = 0" +proof - + have *: "ball x e \ (\n. {w \ S. (deriv ^^ n) f w = 0})" + if "\u. (deriv ^^ u) f x = 0" "ball x e \ S" for x e + proof - + have "\x' n. dist x x' < e \ (deriv ^^ n) f x' = 0" + apply (rule holomorphic_fun_eq_0_on_ball [OF holomorphic_higher_deriv]) + apply (rule holomorphic_on_subset [OF holf]) + using that apply simp_all + by (metis funpow_add o_apply) + with that show ?thesis by auto + qed + have 1: "openin (top_of_set S) (\n. {w \ S. (deriv ^^ n) f w = 0})" + apply (rule open_subset, force) + using \open S\ + apply (simp add: open_contains_ball Ball_def) + apply (erule all_forward) + using "*" by auto blast+ + have 2: "closedin (top_of_set S) (\n. {w \ S. (deriv ^^ n) f w = 0})" + using assms + by (auto intro: continuous_closedin_preimage_constant holomorphic_on_imp_continuous_on holomorphic_higher_deriv) + obtain e where "e>0" and e: "ball w e \ S" using openE [OF \open S\ \w \ S\] . + then have holfb: "f holomorphic_on ball w e" + using holf holomorphic_on_subset by blast + have 3: "(\n. {w \ S. (deriv ^^ n) f w = 0}) = S \ f w = 0" + using \e>0\ e by (force intro: holomorphic_fun_eq_0_on_ball [OF holfb]) + show ?thesis + using cons der \z \ S\ + apply (simp add: connected_clopen) + apply (drule_tac x="\n. {w \ S. (deriv ^^ n) f w = 0}" in spec) + apply (auto simp: 1 2 3) + done +qed + +lemma holomorphic_fun_eq_on_connected: + assumes "f holomorphic_on S" "g holomorphic_on S" and "open S" "connected S" + and "\n. (deriv ^^ n) f z = (deriv ^^ n) g z" + and "z \ S" "w \ S" + shows "f w = g w" +proof (rule holomorphic_fun_eq_0_on_connected [of "\x. f x - g x" S z, simplified]) + show "(\x. f x - g x) holomorphic_on S" + by (intro assms holomorphic_intros) + show "\n. (deriv ^^ n) (\x. f x - g x) z = 0" + using assms higher_deriv_diff by auto +qed (use assms in auto) + +lemma holomorphic_fun_eq_const_on_connected: + assumes holf: "f holomorphic_on S" and "open S" + and cons: "connected S" + and der: "\n. 0 < n \ (deriv ^^ n) f z = 0" + and "z \ S" "w \ S" + shows "f w = f z" +proof (rule holomorphic_fun_eq_0_on_connected [of "\w. f w - f z" S z, simplified]) + show "(\w. f w - f z) holomorphic_on S" + by (intro assms holomorphic_intros) + show "\n. (deriv ^^ n) (\w. f w - f z) z = 0" + by (subst higher_deriv_diff) (use assms in \auto intro: holomorphic_intros\) +qed (use assms in auto) + +subsection\<^marker>\tag unimportant\ \Some basic lemmas about poles/singularities\ + +lemma pole_lemma: + assumes holf: "f holomorphic_on S" and a: "a \ interior S" + shows "(\z. if z = a then deriv f a + else (f z - f a) / (z - a)) holomorphic_on S" (is "?F holomorphic_on S") +proof - + have F1: "?F field_differentiable (at u within S)" if "u \ S" "u \ a" for u + proof - + have fcd: "f field_differentiable at u within S" + using holf holomorphic_on_def by (simp add: \u \ S\) + have cd: "(\z. (f z - f a) / (z - a)) field_differentiable at u within S" + by (rule fcd derivative_intros | simp add: that)+ + have "0 < dist a u" using that dist_nz by blast + then show ?thesis + by (rule field_differentiable_transform_within [OF _ _ _ cd]) (auto simp: \u \ S\) + qed + have F2: "?F field_differentiable at a" if "0 < e" "ball a e \ S" for e + proof - + have holfb: "f holomorphic_on ball a e" + by (rule holomorphic_on_subset [OF holf \ball a e \ S\]) + have 2: "?F holomorphic_on ball a e - {a}" + apply (simp add: holomorphic_on_def flip: field_differentiable_def) + using mem_ball that + apply (auto intro: F1 field_differentiable_within_subset) + done + have "isCont (\z. if z = a then deriv f a else (f z - f a) / (z - a)) x" + if "dist a x < e" for x + proof (cases "x=a") + case True + then have "f field_differentiable at a" + using holfb \0 < e\ holomorphic_on_imp_differentiable_at by auto + with True show ?thesis + by (auto simp: continuous_at has_field_derivative_iff simp flip: DERIV_deriv_iff_field_differentiable + elim: rev_iffD1 [OF _ LIM_equal]) + next + case False with 2 that show ?thesis + by (force simp: holomorphic_on_open open_Diff field_differentiable_def [symmetric] field_differentiable_imp_continuous_at) + qed + then have 1: "continuous_on (ball a e) ?F" + by (clarsimp simp: continuous_on_eq_continuous_at) + have "?F holomorphic_on ball a e" + by (auto intro: no_isolated_singularity [OF 1 2]) + with that show ?thesis + by (simp add: holomorphic_on_open field_differentiable_def [symmetric] + field_differentiable_at_within) + qed + show ?thesis + proof + fix x assume "x \ S" show "?F field_differentiable at x within S" + proof (cases "x=a") + case True then show ?thesis + using a by (auto simp: mem_interior intro: field_differentiable_at_within F2) + next + case False with F1 \x \ S\ + show ?thesis by blast + qed + qed +qed + +lemma pole_theorem: + assumes holg: "g holomorphic_on S" and a: "a \ interior S" + and eq: "\z. z \ S - {a} \ g z = (z - a) * f z" + shows "(\z. if z = a then deriv g a + else f z - g a/(z - a)) holomorphic_on S" + using pole_lemma [OF holg a] + by (rule holomorphic_transform) (simp add: eq field_split_simps) + +lemma pole_lemma_open: + assumes "f holomorphic_on S" "open S" + shows "(\z. if z = a then deriv f a else (f z - f a)/(z - a)) holomorphic_on S" +proof (cases "a \ S") + case True with assms interior_eq pole_lemma + show ?thesis by fastforce +next + case False with assms show ?thesis + apply (simp add: holomorphic_on_def field_differentiable_def [symmetric], clarify) + apply (rule field_differentiable_transform_within [where f = "\z. (f z - f a)/(z - a)" and d = 1]) + apply (rule derivative_intros | force)+ + done +qed + +lemma pole_theorem_open: + assumes holg: "g holomorphic_on S" and S: "open S" + and eq: "\z. z \ S - {a} \ g z = (z - a) * f z" + shows "(\z. if z = a then deriv g a + else f z - g a/(z - a)) holomorphic_on S" + using pole_lemma_open [OF holg S] + by (rule holomorphic_transform) (auto simp: eq divide_simps) + +lemma pole_theorem_0: + assumes holg: "g holomorphic_on S" and a: "a \ interior S" + and eq: "\z. z \ S - {a} \ g z = (z - a) * f z" + and [simp]: "f a = deriv g a" "g a = 0" + shows "f holomorphic_on S" + using pole_theorem [OF holg a eq] + by (rule holomorphic_transform) (auto simp: eq field_split_simps) + +lemma pole_theorem_open_0: + assumes holg: "g holomorphic_on S" and S: "open S" + and eq: "\z. z \ S - {a} \ g z = (z - a) * f z" + and [simp]: "f a = deriv g a" "g a = 0" + shows "f holomorphic_on S" + using pole_theorem_open [OF holg S eq] + by (rule holomorphic_transform) (auto simp: eq field_split_simps) + +lemma pole_theorem_analytic: + assumes g: "g analytic_on S" + and eq: "\z. z \ S + \ \d. 0 < d \ (\w \ ball z d - {a}. g w = (w - a) * f w)" + shows "(\z. if z = a then deriv g a else f z - g a/(z - a)) analytic_on S" (is "?F analytic_on S") + unfolding analytic_on_def +proof + fix x + assume "x \ S" + with g obtain e where "0 < e" and e: "g holomorphic_on ball x e" + by (auto simp add: analytic_on_def) + obtain d where "0 < d" and d: "\w. w \ ball x d - {a} \ g w = (w - a) * f w" + using \x \ S\ eq by blast + have "?F holomorphic_on ball x (min d e)" + using d e \x \ S\ by (fastforce simp: holomorphic_on_subset subset_ball intro!: pole_theorem_open) + then show "\e>0. ?F holomorphic_on ball x e" + using \0 < d\ \0 < e\ not_le by fastforce +qed + +lemma pole_theorem_analytic_0: + assumes g: "g analytic_on S" + and eq: "\z. z \ S \ \d. 0 < d \ (\w \ ball z d - {a}. g w = (w - a) * f w)" + and [simp]: "f a = deriv g a" "g a = 0" + shows "f analytic_on S" +proof - + have [simp]: "(\z. if z = a then deriv g a else f z - g a / (z - a)) = f" + by auto + show ?thesis + using pole_theorem_analytic [OF g eq] by simp +qed + +lemma pole_theorem_analytic_open_superset: + assumes g: "g analytic_on S" and "S \ T" "open T" + and eq: "\z. z \ T - {a} \ g z = (z - a) * f z" + shows "(\z. if z = a then deriv g a + else f z - g a/(z - a)) analytic_on S" +proof (rule pole_theorem_analytic [OF g]) + fix z + assume "z \ S" + then obtain e where "0 < e" and e: "ball z e \ T" + using assms openE by blast + then show "\d>0. \w\ball z d - {a}. g w = (w - a) * f w" + using eq by auto +qed + +lemma pole_theorem_analytic_open_superset_0: + assumes g: "g analytic_on S" "S \ T" "open T" "\z. z \ T - {a} \ g z = (z - a) * f z" + and [simp]: "f a = deriv g a" "g a = 0" + shows "f analytic_on S" +proof - + have [simp]: "(\z. if z = a then deriv g a else f z - g a / (z - a)) = f" + by auto + have "(\z. if z = a then deriv g a else f z - g a/(z - a)) analytic_on S" + by (rule pole_theorem_analytic_open_superset [OF g]) + then show ?thesis by simp +qed + + +subsection\General, homology form of Cauchy's integral formula\ + +text\Proof is based on Dixon's, as presented in Lang's "Complex Analysis" book (page 147).\ + +lemma contour_integral_continuous_on_linepath_2D: + assumes "open U" and cont_dw: "\w. w \ U \ F w contour_integrable_on (linepath a b)" + and cond_uu: "continuous_on (U \ U) (\(x,y). F x y)" + and abu: "closed_segment a b \ U" + shows "continuous_on U (\w. contour_integral (linepath a b) (F w))" +proof - + have *: "\d>0. \x'\U. dist x' w < d \ + dist (contour_integral (linepath a b) (F x')) + (contour_integral (linepath a b) (F w)) \ \" + if "w \ U" "0 < \" "a \ b" for w \ + proof - + obtain \ where "\>0" and \: "cball w \ \ U" using open_contains_cball \open U\ \w \ U\ by force + let ?TZ = "cball w \ \ closed_segment a b" + have "uniformly_continuous_on ?TZ (\(x,y). F x y)" + proof (rule compact_uniformly_continuous) + show "continuous_on ?TZ (\(x,y). F x y)" + by (rule continuous_on_subset[OF cond_uu]) (use SigmaE \ abu in blast) + show "compact ?TZ" + by (simp add: compact_Times) + qed + then obtain \ where "\>0" + and \: "\x x'. \x\?TZ; x'\?TZ; dist x' x < \\ \ + dist ((\(x,y). F x y) x') ((\(x,y). F x y) x) < \/norm(b - a)" + apply (rule uniformly_continuous_onE [where e = "\/norm(b - a)"]) + using \0 < \\ \a \ b\ by auto + have \: "\norm (w - x1) \ \; x2 \ closed_segment a b; + norm (w - x1') \ \; x2' \ closed_segment a b; norm ((x1', x2') - (x1, x2)) < \\ + \ norm (F x1' x2' - F x1 x2) \ \ / cmod (b - a)" + for x1 x2 x1' x2' + using \ [of "(x1,x2)" "(x1',x2')"] by (force simp: dist_norm) + have le_ee: "cmod (contour_integral (linepath a b) (\x. F x' x - F w x)) \ \" + if "x' \ U" "cmod (x' - w) < \" "cmod (x' - w) < \" for x' + proof - + have "(\x. F x' x - F w x) contour_integrable_on linepath a b" + by (simp add: \w \ U\ cont_dw contour_integrable_diff that) + then have "cmod (contour_integral (linepath a b) (\x. F x' x - F w x)) \ \/norm(b - a) * norm(b - a)" + apply (rule has_contour_integral_bound_linepath [OF has_contour_integral_integral _ \]) + using \0 < \\ \0 < \\ that apply (auto simp: norm_minus_commute) + done + also have "\ = \" using \a \ b\ by simp + finally show ?thesis . + qed + show ?thesis + apply (rule_tac x="min \ \" in exI) + using \0 < \\ \0 < \\ + apply (auto simp: dist_norm contour_integral_diff [OF cont_dw cont_dw, symmetric] \w \ U\ intro: le_ee) + done + qed + show ?thesis + proof (cases "a=b") + case True + then show ?thesis by simp + next + case False + show ?thesis + by (rule continuous_onI) (use False in \auto intro: *\) + qed +qed + +text\This version has \<^term>\polynomial_function \\ as an additional assumption.\ +lemma Cauchy_integral_formula_global_weak: + assumes "open U" and holf: "f holomorphic_on U" + and z: "z \ U" and \: "polynomial_function \" + and pasz: "path_image \ \ U - {z}" and loop: "pathfinish \ = pathstart \" + and zero: "\w. w \ U \ winding_number \ w = 0" + shows "((\w. f w / (w - z)) has_contour_integral (2*pi * \ * winding_number \ z * f z)) \" +proof - + obtain \' where pf\': "polynomial_function \'" and \': "\x. (\ has_vector_derivative (\' x)) (at x)" + using has_vector_derivative_polynomial_function [OF \] by blast + then have "bounded(path_image \')" + by (simp add: path_image_def compact_imp_bounded compact_continuous_image continuous_on_polymonial_function) + then obtain B where "B>0" and B: "\x. x \ path_image \' \ norm x \ B" + using bounded_pos by force + define d where [abs_def]: "d z w = (if w = z then deriv f z else (f w - f z)/(w - z))" for z w + define v where "v = {w. w \ path_image \ \ winding_number \ w = 0}" + have "path \" "valid_path \" using \ + by (auto simp: path_polynomial_function valid_path_polynomial_function) + then have ov: "open v" + by (simp add: v_def open_winding_number_levelsets loop) + have uv_Un: "U \ v = UNIV" + using pasz zero by (auto simp: v_def) + have conf: "continuous_on U f" + by (metis holf holomorphic_on_imp_continuous_on) + have hol_d: "(d y) holomorphic_on U" if "y \ U" for y + proof - + have *: "(\c. if c = y then deriv f y else (f c - f y) / (c - y)) holomorphic_on U" + by (simp add: holf pole_lemma_open \open U\) + then have "isCont (\x. if x = y then deriv f y else (f x - f y) / (x - y)) y" + using at_within_open field_differentiable_imp_continuous_at holomorphic_on_def that \open U\ by fastforce + then have "continuous_on U (d y)" + apply (simp add: d_def continuous_on_eq_continuous_at \open U\, clarify) + using * holomorphic_on_def + by (meson field_differentiable_within_open field_differentiable_imp_continuous_at \open U\) + moreover have "d y holomorphic_on U - {y}" + proof - + have "\w. w \ U - {y} \ + (\w. if w = y then deriv f y else (f w - f y) / (w - y)) field_differentiable at w" + apply (rule_tac d="dist w y" and f = "\w. (f w - f y)/(w - y)" in field_differentiable_transform_within) + apply (auto simp: dist_pos_lt dist_commute intro!: derivative_intros) + using \open U\ holf holomorphic_on_imp_differentiable_at by blast + then show ?thesis + unfolding field_differentiable_def by (simp add: d_def holomorphic_on_open \open U\ open_delete) + qed + ultimately show ?thesis + by (rule no_isolated_singularity) (auto simp: \open U\) + qed + have cint_fxy: "(\x. (f x - f y) / (x - y)) contour_integrable_on \" if "y \ path_image \" for y + proof (rule contour_integrable_holomorphic_simple [where S = "U-{y}"]) + show "(\x. (f x - f y) / (x - y)) holomorphic_on U - {y}" + by (force intro: holomorphic_intros holomorphic_on_subset [OF holf]) + show "path_image \ \ U - {y}" + using pasz that by blast + qed (auto simp: \open U\ open_delete \valid_path \\) + define h where + "h z = (if z \ U then contour_integral \ (d z) else contour_integral \ (\w. f w/(w - z)))" for z + have U: "((d z) has_contour_integral h z) \" if "z \ U" for z + proof - + have "d z holomorphic_on U" + by (simp add: hol_d that) + with that show ?thesis + apply (simp add: h_def) + by (meson Diff_subset \open U\ \valid_path \\ contour_integrable_holomorphic_simple has_contour_integral_integral pasz subset_trans) + qed + have V: "((\w. f w / (w - z)) has_contour_integral h z) \" if z: "z \ v" for z + proof - + have 0: "0 = (f z) * 2 * of_real (2 * pi) * \ * winding_number \ z" + using v_def z by auto + then have "((\x. 1 / (x - z)) has_contour_integral 0) \" + using z v_def has_contour_integral_winding_number [OF \valid_path \\] by fastforce + then have "((\x. f z * (1 / (x - z))) has_contour_integral 0) \" + using has_contour_integral_lmul by fastforce + then have "((\x. f z / (x - z)) has_contour_integral 0) \" + by (simp add: field_split_simps) + moreover have "((\x. (f x - f z) / (x - z)) has_contour_integral contour_integral \ (d z)) \" + using z + apply (auto simp: v_def) + apply (metis (no_types, lifting) contour_integrable_eq d_def has_contour_integral_eq has_contour_integral_integral cint_fxy) + done + ultimately have *: "((\x. f z / (x - z) + (f x - f z) / (x - z)) has_contour_integral (0 + contour_integral \ (d z))) \" + by (rule has_contour_integral_add) + have "((\w. f w / (w - z)) has_contour_integral contour_integral \ (d z)) \" + if "z \ U" + using * by (auto simp: divide_simps has_contour_integral_eq) + moreover have "((\w. f w / (w - z)) has_contour_integral contour_integral \ (\w. f w / (w - z))) \" + if "z \ U" + apply (rule has_contour_integral_integral [OF contour_integrable_holomorphic_simple [where S=U]]) + using U pasz \valid_path \\ that + apply (auto intro: holomorphic_on_imp_continuous_on hol_d) + apply (rule continuous_intros conf holomorphic_intros holf assms | force)+ + done + ultimately show ?thesis + using z by (simp add: h_def) + qed + have znot: "z \ path_image \" + using pasz by blast + obtain d0 where "d0>0" and d0: "\x y. x \ path_image \ \ y \ - U \ d0 \ dist x y" + using separate_compact_closed [of "path_image \" "-U"] pasz \open U\ + by (fastforce simp add: \path \\ compact_path_image) + obtain dd where "0 < dd" and dd: "{y + k | y k. y \ path_image \ \ k \ ball 0 dd} \ U" + apply (rule that [of "d0/2"]) + using \0 < d0\ + apply (auto simp: dist_norm dest: d0) + done + have "\x x'. \x \ path_image \; dist x x' * 2 < dd\ \ \y k. x' = y + k \ y \ path_image \ \ dist 0 k * 2 \ dd" + apply (rule_tac x=x in exI) + apply (rule_tac x="x'-x" in exI) + apply (force simp: dist_norm) + done + then have 1: "path_image \ \ interior {y + k |y k. y \ path_image \ \ k \ cball 0 (dd / 2)}" + apply (clarsimp simp add: mem_interior) + using \0 < dd\ + apply (rule_tac x="dd/2" in exI, auto) + done + obtain T where "compact T" and subt: "path_image \ \ interior T" and T: "T \ U" + apply (rule that [OF _ 1]) + apply (fastforce simp add: \valid_path \\ compact_valid_path_image intro!: compact_sums) + apply (rule order_trans [OF _ dd]) + using \0 < dd\ by fastforce + obtain L where "L>0" + and L: "\f B. \f holomorphic_on interior T; \z. z\interior T \ cmod (f z) \ B\ \ + cmod (contour_integral \ f) \ L * B" + using contour_integral_bound_exists [OF open_interior \valid_path \\ subt] + by blast + have "bounded(f ` T)" + by (meson \compact T\ compact_continuous_image compact_imp_bounded conf continuous_on_subset T) + then obtain D where "D>0" and D: "\x. x \ T \ norm (f x) \ D" + by (auto simp: bounded_pos) + obtain C where "C>0" and C: "\x. x \ T \ norm x \ C" + using \compact T\ bounded_pos compact_imp_bounded by force + have "dist (h y) 0 \ e" if "0 < e" and le: "D * L / e + C \ cmod y" for e y + proof - + have "D * L / e > 0" using \D>0\ \L>0\ \e>0\ by simp + with le have ybig: "norm y > C" by force + with C have "y \ T" by force + then have ynot: "y \ path_image \" + using subt interior_subset by blast + have [simp]: "winding_number \ y = 0" + apply (rule winding_number_zero_outside [of _ "cball 0 C"]) + using ybig interior_subset subt + apply (force simp: loop \path \\ dist_norm intro!: C)+ + done + have [simp]: "h y = contour_integral \ (\w. f w/(w - y))" + by (rule contour_integral_unique [symmetric]) (simp add: v_def ynot V) + have holint: "(\w. f w / (w - y)) holomorphic_on interior T" + apply (rule holomorphic_on_divide) + using holf holomorphic_on_subset interior_subset T apply blast + apply (rule holomorphic_intros)+ + using \y \ T\ interior_subset by auto + have leD: "cmod (f z / (z - y)) \ D * (e / L / D)" if z: "z \ interior T" for z + proof - + have "D * L / e + cmod z \ cmod y" + using le C [of z] z using interior_subset by force + then have DL2: "D * L / e \ cmod (z - y)" + using norm_triangle_ineq2 [of y z] by (simp add: norm_minus_commute) + have "cmod (f z / (z - y)) = cmod (f z) * inverse (cmod (z - y))" + by (simp add: norm_mult norm_inverse Fields.field_class.field_divide_inverse) + also have "\ \ D * (e / L / D)" + apply (rule mult_mono) + using that D interior_subset apply blast + using \L>0\ \e>0\ \D>0\ DL2 + apply (auto simp: norm_divide field_split_simps) + done + finally show ?thesis . + qed + have "dist (h y) 0 = cmod (contour_integral \ (\w. f w / (w - y)))" + by (simp add: dist_norm) + also have "\ \ L * (D * (e / L / D))" + by (rule L [OF holint leD]) + also have "\ = e" + using \L>0\ \0 < D\ by auto + finally show ?thesis . + qed + then have "(h \ 0) at_infinity" + by (meson Lim_at_infinityI) + moreover have "h holomorphic_on UNIV" + proof - + have con_ff: "continuous (at (x,z)) (\(x,y). (f y - f x) / (y - x))" + if "x \ U" "z \ U" "x \ z" for x z + using that conf + apply (simp add: split_def continuous_on_eq_continuous_at \open U\) + apply (simp | rule continuous_intros continuous_within_compose2 [where g=f])+ + done + have con_fstsnd: "continuous_on UNIV (\x. (fst x - snd x) ::complex)" + by (rule continuous_intros)+ + have open_uu_Id: "open (U \ U - Id)" + apply (rule open_Diff) + apply (simp add: open_Times \open U\) + using continuous_closed_preimage_constant [OF con_fstsnd closed_UNIV, of 0] + apply (auto simp: Id_fstsnd_eq algebra_simps) + done + have con_derf: "continuous (at z) (deriv f)" if "z \ U" for z + apply (rule continuous_on_interior [of U]) + apply (simp add: holf holomorphic_deriv holomorphic_on_imp_continuous_on \open U\) + by (simp add: interior_open that \open U\) + have tendsto_f': "((\(x,y). if y = x then deriv f (x) + else (f (y) - f (x)) / (y - x)) \ deriv f x) + (at (x, x) within U \ U)" if "x \ U" for x + proof (rule Lim_withinI) + fix e::real assume "0 < e" + obtain k1 where "k1>0" and k1: "\x'. norm (x' - x) \ k1 \ norm (deriv f x' - deriv f x) < e" + using \0 < e\ continuous_within_E [OF con_derf [OF \x \ U\]] + by (metis UNIV_I dist_norm) + obtain k2 where "k2>0" and k2: "ball x k2 \ U" + by (blast intro: openE [OF \open U\] \x \ U\) + have neq: "norm ((f z' - f x') / (z' - x') - deriv f x) \ e" + if "z' \ x'" and less_k1: "norm (x'-x, z'-x) < k1" and less_k2: "norm (x'-x, z'-x) < k2" + for x' z' + proof - + have cs_less: "w \ closed_segment x' z' \ cmod (w - x) \ norm (x'-x, z'-x)" for w + apply (drule segment_furthest_le [where y=x]) + by (metis (no_types) dist_commute dist_norm norm_fst_le norm_snd_le order_trans) + have derf_le: "w \ closed_segment x' z' \ z' \ x' \ cmod (deriv f w - deriv f x) \ e" for w + by (blast intro: cs_less less_k1 k1 [unfolded divide_const_simps dist_norm] less_imp_le le_less_trans) + have f_has_der: "\x. x \ U \ (f has_field_derivative deriv f x) (at x within U)" + by (metis DERIV_deriv_iff_field_differentiable at_within_open holf holomorphic_on_def \open U\) + have "closed_segment x' z' \ U" + by (rule order_trans [OF _ k2]) (simp add: cs_less le_less_trans [OF _ less_k2] dist_complex_def norm_minus_commute subset_iff) + then have cint_derf: "(deriv f has_contour_integral f z' - f x') (linepath x' z')" + using contour_integral_primitive [OF f_has_der valid_path_linepath] pasz by simp + then have *: "((\x. deriv f x / (z' - x')) has_contour_integral (f z' - f x') / (z' - x')) (linepath x' z')" + by (rule has_contour_integral_div) + have "norm ((f z' - f x') / (z' - x') - deriv f x) \ e/norm(z' - x') * norm(z' - x')" + apply (rule has_contour_integral_bound_linepath [OF has_contour_integral_diff [OF *]]) + using has_contour_integral_div [where c = "z' - x'", OF has_contour_integral_const_linepath [of "deriv f x" z' x']] + \e > 0\ \z' \ x'\ + apply (auto simp: norm_divide divide_simps derf_le) + done + also have "\ \ e" using \0 < e\ by simp + finally show ?thesis . + qed + show "\d>0. \xa\U \ U. + 0 < dist xa (x, x) \ dist xa (x, x) < d \ + dist (case xa of (x, y) \ if y = x then deriv f x else (f y - f x) / (y - x)) (deriv f x) \ e" + apply (rule_tac x="min k1 k2" in exI) + using \k1>0\ \k2>0\ \e>0\ + apply (force simp: dist_norm neq intro: dual_order.strict_trans2 k1 less_imp_le norm_fst_le) + done + qed + have con_pa_f: "continuous_on (path_image \) f" + by (meson holf holomorphic_on_imp_continuous_on holomorphic_on_subset interior_subset subt T) + have le_B: "\T. T \ {0..1} \ cmod (vector_derivative \ (at T)) \ B" + apply (rule B) + using \' using path_image_def vector_derivative_at by fastforce + have f_has_cint: "\w. w \ v - path_image \ \ ((\u. f u / (u - w) ^ 1) has_contour_integral h w) \" + by (simp add: V) + have cond_uu: "continuous_on (U \ U) (\(x,y). d x y)" + apply (simp add: continuous_on_eq_continuous_within d_def continuous_within tendsto_f') + apply (simp add: tendsto_within_open_NO_MATCH open_Times \open U\, clarify) + apply (rule Lim_transform_within_open [OF _ open_uu_Id, where f = "(\(x,y). (f y - f x) / (y - x))"]) + using con_ff + apply (auto simp: continuous_within) + done + have hol_dw: "(\z. d z w) holomorphic_on U" if "w \ U" for w + proof - + have "continuous_on U ((\(x,y). d x y) \ (\z. (w,z)))" + by (rule continuous_on_compose continuous_intros continuous_on_subset [OF cond_uu] | force intro: that)+ + then have *: "continuous_on U (\z. if w = z then deriv f z else (f w - f z) / (w - z))" + by (rule rev_iffD1 [OF _ continuous_on_cong [OF refl]]) (simp add: d_def field_simps) + have **: "\x. \x \ U; x \ w\ \ (\z. if w = z then deriv f z else (f w - f z) / (w - z)) field_differentiable at x" + apply (rule_tac f = "\x. (f w - f x)/(w - x)" and d = "dist x w" in field_differentiable_transform_within) + apply (rule \open U\ derivative_intros holomorphic_on_imp_differentiable_at [OF holf] | force simp: dist_commute)+ + done + show ?thesis + unfolding d_def + apply (rule no_isolated_singularity [OF * _ \open U\, where K = "{w}"]) + apply (auto simp: field_differentiable_def [symmetric] holomorphic_on_open open_Diff \open U\ **) + done + qed + { fix a b + assume abu: "closed_segment a b \ U" + then have "\w. w \ U \ (\z. d z w) contour_integrable_on (linepath a b)" + by (metis hol_dw continuous_on_subset contour_integrable_continuous_linepath holomorphic_on_imp_continuous_on) + then have cont_cint_d: "continuous_on U (\w. contour_integral (linepath a b) (\z. d z w))" + apply (rule contour_integral_continuous_on_linepath_2D [OF \open U\ _ _ abu]) + apply (auto intro: continuous_on_swap_args cond_uu) + done + have cont_cint_d\: "continuous_on {0..1} ((\w. contour_integral (linepath a b) (\z. d z w)) \ \)" + proof (rule continuous_on_compose) + show "continuous_on {0..1} \" + using \path \\ path_def by blast + show "continuous_on (\ ` {0..1}) (\w. contour_integral (linepath a b) (\z. d z w))" + using pasz unfolding path_image_def + by (auto intro!: continuous_on_subset [OF cont_cint_d]) + qed + have cint_cint: "(\w. contour_integral (linepath a b) (\z. d z w)) contour_integrable_on \" + apply (simp add: contour_integrable_on) + apply (rule integrable_continuous_real) + apply (rule continuous_on_mult [OF cont_cint_d\ [unfolded o_def]]) + using pf\' + by (simp add: continuous_on_polymonial_function vector_derivative_at [OF \']) + have "contour_integral (linepath a b) h = contour_integral (linepath a b) (\z. contour_integral \ (d z))" + using abu by (force simp: h_def intro: contour_integral_eq) + also have "\ = contour_integral \ (\w. contour_integral (linepath a b) (\z. d z w))" + apply (rule contour_integral_swap) + apply (rule continuous_on_subset [OF cond_uu]) + using abu pasz \valid_path \\ + apply (auto intro!: continuous_intros) + by (metis \' continuous_on_eq path_def path_polynomial_function pf\' vector_derivative_at) + finally have cint_h_eq: + "contour_integral (linepath a b) h = + contour_integral \ (\w. contour_integral (linepath a b) (\z. d z w))" . + note cint_cint cint_h_eq + } note cint_h = this + have conthu: "continuous_on U h" + proof (simp add: continuous_on_sequentially, clarify) + fix a x + assume x: "x \ U" and au: "\n. a n \ U" and ax: "a \ x" + then have A1: "\\<^sub>F n in sequentially. d (a n) contour_integrable_on \" + by (meson U contour_integrable_on_def eventuallyI) + obtain dd where "dd>0" and dd: "cball x dd \ U" using open_contains_cball \open U\ x by force + have A2: "uniform_limit (path_image \) (\n. d (a n)) (d x) sequentially" + unfolding uniform_limit_iff dist_norm + proof clarify + fix ee::real + assume "0 < ee" + show "\\<^sub>F n in sequentially. \\\path_image \. cmod (d (a n) \ - d x \) < ee" + proof - + let ?ddpa = "{(w,z) |w z. w \ cball x dd \ z \ path_image \}" + have "uniformly_continuous_on ?ddpa (\(x,y). d x y)" + apply (rule compact_uniformly_continuous [OF continuous_on_subset[OF cond_uu]]) + using dd pasz \valid_path \\ + apply (auto simp: compact_Times compact_valid_path_image simp del: mem_cball) + done + then obtain kk where "kk>0" + and kk: "\x x'. \x \ ?ddpa; x' \ ?ddpa; dist x' x < kk\ \ + dist ((\(x,y). d x y) x') ((\(x,y). d x y) x) < ee" + by (rule uniformly_continuous_onE [where e = ee]) (use \0 < ee\ in auto) + have kk: "\norm (w - x) \ dd; z \ path_image \; norm ((w, z) - (x, z)) < kk\ \ norm (d w z - d x z) < ee" + for w z + using \dd>0\ kk [of "(x,z)" "(w,z)"] by (force simp: norm_minus_commute dist_norm) + show ?thesis + using ax unfolding lim_sequentially eventually_sequentially + apply (drule_tac x="min dd kk" in spec) + using \dd > 0\ \kk > 0\ + apply (fastforce simp: kk dist_norm) + done + qed + qed + have "(\n. contour_integral \ (d (a n))) \ contour_integral \ (d x)" + by (rule contour_integral_uniform_limit [OF A1 A2 le_B]) (auto simp: \valid_path \\) + then have tendsto_hx: "(\n. contour_integral \ (d (a n))) \ h x" + by (simp add: h_def x) + then show "(h \ a) \ h x" + by (simp add: h_def x au o_def) + qed + show ?thesis + proof (simp add: holomorphic_on_open field_differentiable_def [symmetric], clarify) + fix z0 + consider "z0 \ v" | "z0 \ U" using uv_Un by blast + then show "h field_differentiable at z0" + proof cases + assume "z0 \ v" then show ?thesis + using Cauchy_next_derivative [OF con_pa_f le_B f_has_cint _ ov] V f_has_cint \valid_path \\ + by (auto simp: field_differentiable_def v_def) + next + assume "z0 \ U" then + obtain e where "e>0" and e: "ball z0 e \ U" by (blast intro: openE [OF \open U\]) + have *: "contour_integral (linepath a b) h + contour_integral (linepath b c) h + contour_integral (linepath c a) h = 0" + if abc_subset: "convex hull {a, b, c} \ ball z0 e" for a b c + proof - + have *: "\x1 x2 z. z \ U \ closed_segment x1 x2 \ U \ (\w. d w z) contour_integrable_on linepath x1 x2" + using hol_dw holomorphic_on_imp_continuous_on \open U\ + by (auto intro!: contour_integrable_holomorphic_simple) + have abc: "closed_segment a b \ U" "closed_segment b c \ U" "closed_segment c a \ U" + using that e segments_subset_convex_hull by fastforce+ + have eq0: "\w. w \ U \ contour_integral (linepath a b +++ linepath b c +++ linepath c a) (\z. d z w) = 0" + apply (rule contour_integral_unique [OF Cauchy_theorem_triangle]) + apply (rule holomorphic_on_subset [OF hol_dw]) + using e abc_subset by auto + have "contour_integral \ + (\x. contour_integral (linepath a b) (\z. d z x) + + (contour_integral (linepath b c) (\z. d z x) + + contour_integral (linepath c a) (\z. d z x))) = 0" + apply (rule contour_integral_eq_0) + using abc pasz U + apply (subst contour_integral_join [symmetric], auto intro: eq0 *)+ + done + then show ?thesis + by (simp add: cint_h abc contour_integrable_add contour_integral_add [symmetric] add_ac) + qed + show ?thesis + using e \e > 0\ + by (auto intro!: holomorphic_on_imp_differentiable_at [OF _ open_ball] analytic_imp_holomorphic + Morera_triangle continuous_on_subset [OF conthu] *) + qed + qed + qed + ultimately have [simp]: "h z = 0" for z + by (meson Liouville_weak) + have "((\w. 1 / (w - z)) has_contour_integral complex_of_real (2 * pi) * \ * winding_number \ z) \" + by (rule has_contour_integral_winding_number [OF \valid_path \\ znot]) + then have "((\w. f z * (1 / (w - z))) has_contour_integral complex_of_real (2 * pi) * \ * winding_number \ z * f z) \" + by (metis mult.commute has_contour_integral_lmul) + then have 1: "((\w. f z / (w - z)) has_contour_integral complex_of_real (2 * pi) * \ * winding_number \ z * f z) \" + by (simp add: field_split_simps) + moreover have 2: "((\w. (f w - f z) / (w - z)) has_contour_integral 0) \" + using U [OF z] pasz d_def by (force elim: has_contour_integral_eq [where g = "\w. (f w - f z)/(w - z)"]) + show ?thesis + using has_contour_integral_add [OF 1 2] by (simp add: diff_divide_distrib) +qed + +theorem Cauchy_integral_formula_global: + assumes S: "open S" and holf: "f holomorphic_on S" + and z: "z \ S" and vpg: "valid_path \" + and pasz: "path_image \ \ S - {z}" and loop: "pathfinish \ = pathstart \" + and zero: "\w. w \ S \ winding_number \ w = 0" + shows "((\w. f w / (w - z)) has_contour_integral (2*pi * \ * winding_number \ z * f z)) \" +proof - + have "path \" using vpg by (blast intro: valid_path_imp_path) + have hols: "(\w. f w / (w - z)) holomorphic_on S - {z}" "(\w. 1 / (w - z)) holomorphic_on S - {z}" + by (rule holomorphic_intros holomorphic_on_subset [OF holf] | force)+ + then have cint_fw: "(\w. f w / (w - z)) contour_integrable_on \" + by (meson contour_integrable_holomorphic_simple holomorphic_on_imp_continuous_on open_delete S vpg pasz) + obtain d where "d>0" + and d: "\g h. \valid_path g; valid_path h; \t\{0..1}. cmod (g t - \ t) < d \ cmod (h t - \ t) < d; + pathstart h = pathstart g \ pathfinish h = pathfinish g\ + \ path_image h \ S - {z} \ (\f. f holomorphic_on S - {z} \ contour_integral h f = contour_integral g f)" + using contour_integral_nearby_ends [OF _ \path \\ pasz] S by (simp add: open_Diff) metis + obtain p where polyp: "polynomial_function p" + and ps: "pathstart p = pathstart \" and pf: "pathfinish p = pathfinish \" and led: "\t\{0..1}. cmod (p t - \ t) < d" + using path_approx_polynomial_function [OF \path \\ \d > 0\] by blast + then have ploop: "pathfinish p = pathstart p" using loop by auto + have vpp: "valid_path p" using polyp valid_path_polynomial_function by blast + have [simp]: "z \ path_image \" using pasz by blast + have paps: "path_image p \ S - {z}" and cint_eq: "(\f. f holomorphic_on S - {z} \ contour_integral p f = contour_integral \ f)" + using pf ps led d [OF vpg vpp] \d > 0\ by auto + have wn_eq: "winding_number p z = winding_number \ z" + using vpp paps + by (simp add: subset_Diff_insert vpg valid_path_polynomial_function winding_number_valid_path cint_eq hols) + have "winding_number p w = winding_number \ w" if "w \ S" for w + proof - + have hol: "(\v. 1 / (v - w)) holomorphic_on S - {z}" + using that by (force intro: holomorphic_intros holomorphic_on_subset [OF holf]) + have "w \ path_image p" "w \ path_image \" using paps pasz that by auto + then show ?thesis + using vpp vpg by (simp add: subset_Diff_insert valid_path_polynomial_function winding_number_valid_path cint_eq [OF hol]) + qed + then have wn0: "\w. w \ S \ winding_number p w = 0" + by (simp add: zero) + show ?thesis + using Cauchy_integral_formula_global_weak [OF S holf z polyp paps ploop wn0] hols + by (metis wn_eq cint_eq has_contour_integral_eqpath cint_fw cint_eq) +qed + +subsection \Generalised Cauchy's integral theorem\ + +theorem Cauchy_theorem_global: + assumes S: "open S" and holf: "f holomorphic_on S" + and vpg: "valid_path \" and loop: "pathfinish \ = pathstart \" + and pas: "path_image \ \ S" + and zero: "\w. w \ S \ winding_number \ w = 0" + shows "(f has_contour_integral 0) \" +proof - + obtain z where "z \ S" and znot: "z \ path_image \" + proof - + have "compact (path_image \)" + using compact_valid_path_image vpg by blast + then have "path_image \ \ S" + by (metis (no_types) compact_open path_image_nonempty S) + with pas show ?thesis by (blast intro: that) + qed + then have pasz: "path_image \ \ S - {z}" using pas by blast + have hol: "(\w. (w - z) * f w) holomorphic_on S" + by (rule holomorphic_intros holf)+ + show ?thesis + using Cauchy_integral_formula_global [OF S hol \z \ S\ vpg pasz loop zero] + by (auto simp: znot elim!: has_contour_integral_eq) +qed + +corollary Cauchy_theorem_global_outside: + assumes "open S" "f holomorphic_on S" "valid_path \" "pathfinish \ = pathstart \" "path_image \ \ S" + "\w. w \ S \ w \ outside(path_image \)" + shows "(f has_contour_integral 0) \" +by (metis Cauchy_theorem_global assms winding_number_zero_in_outside valid_path_imp_path) + +lemma Cauchy_theorem_simply_connected: + assumes "open S" "simply_connected S" "f holomorphic_on S" "valid_path g" + "path_image g \ S" "pathfinish g = pathstart g" + shows "(f has_contour_integral 0) g" +using assms +apply (simp add: simply_connected_eq_contractible_path) +apply (auto intro!: Cauchy_theorem_null_homotopic [where a = "pathstart g"] + homotopic_paths_imp_homotopic_loops) +using valid_path_imp_path by blast + +end \ No newline at end of file diff -r 8331063570d6 -r d62fdaafdafc src/HOL/Analysis/Cauchy_Integral_Theorem.thy --- a/src/HOL/Analysis/Cauchy_Integral_Theorem.thy Wed Nov 27 16:54:33 2019 +0000 +++ b/src/HOL/Analysis/Cauchy_Integral_Theorem.thy Sun Dec 01 19:10:57 2019 +0000 @@ -1,15 +1,17 @@ -section \Complex Path Integrals and Cauchy's Integral Theorem\ +section \Cauchy's Integral Theorem\ -text\By John Harrison et al. Ported from HOL Light by L C Paulson (2015)\ +text\By John Harrison et al. Ported from HOL Light by L C Paulson (2015)\ theory Cauchy_Integral_Theorem imports - Complex_Transcendental - Henstock_Kurzweil_Integration + Contour_Integration Weierstrass_Theorems Retracts begin +subsection \Misc\ + +(*TODO: move. Not used in HOL/Analysis.*) lemma leibniz_rule_holomorphic: fixes f::"complex \ 'b::euclidean_space \ complex" assumes "\x t. x \ U \ t \ cbox a b \ ((\x. f x t) has_field_derivative fx x t) (at x within U)" @@ -20,6 +22,7 @@ using leibniz_rule_field_differentiable[OF assms(1-3) _ assms(4)] by (auto simp: holomorphic_on_def) +(*TODO: move. Not used in HOL/Analysis.*) lemma Ln_measurable [measurable]: "Ln \ measurable borel borel" proof - have *: "Ln (-of_real x) = of_real (ln x) + \ * pi" if "x > 0" for x @@ -36,1968 +39,12 @@ finally show ?thesis . qed +(*TODO: move. Not used in HOL/Analysis.*) lemma powr_complex_measurable [measurable]: assumes [measurable]: "f \ measurable M borel" "g \ measurable M borel" shows "(\x. f x powr g x :: complex) \ measurable M borel" using assms by (simp add: powr_def) -subsection\<^marker>\tag unimportant\ \Homeomorphisms of arc images\ - -lemma homeomorphism_arc: - fixes g :: "real \ 'a::t2_space" - assumes "arc g" - obtains h where "homeomorphism {0..1} (path_image g) g h" -using assms by (force simp: arc_def homeomorphism_compact path_def path_image_def) - -lemma homeomorphic_arc_image_interval: - fixes g :: "real \ 'a::t2_space" and a::real - assumes "arc g" "a < b" - shows "(path_image g) homeomorphic {a..b}" -proof - - have "(path_image g) homeomorphic {0..1::real}" - by (meson assms(1) homeomorphic_def homeomorphic_sym homeomorphism_arc) - also have "\ homeomorphic {a..b}" - using assms by (force intro: homeomorphic_closed_intervals_real) - finally show ?thesis . -qed - -lemma homeomorphic_arc_images: - fixes g :: "real \ 'a::t2_space" and h :: "real \ 'b::t2_space" - assumes "arc g" "arc h" - shows "(path_image g) homeomorphic (path_image h)" -proof - - have "(path_image g) homeomorphic {0..1::real}" - by (meson assms homeomorphic_def homeomorphic_sym homeomorphism_arc) - also have "\ homeomorphic (path_image h)" - by (meson assms homeomorphic_def homeomorphism_arc) - finally show ?thesis . -qed - -lemma path_connected_arc_complement: - fixes \ :: "real \ 'a::euclidean_space" - assumes "arc \" "2 \ DIM('a)" - shows "path_connected(- path_image \)" -proof - - have "path_image \ homeomorphic {0..1::real}" - by (simp add: assms homeomorphic_arc_image_interval) - then - show ?thesis - apply (rule path_connected_complement_homeomorphic_convex_compact) - apply (auto simp: assms) - done -qed - -lemma connected_arc_complement: - fixes \ :: "real \ 'a::euclidean_space" - assumes "arc \" "2 \ DIM('a)" - shows "connected(- path_image \)" - by (simp add: assms path_connected_arc_complement path_connected_imp_connected) - -lemma inside_arc_empty: - fixes \ :: "real \ 'a::euclidean_space" - assumes "arc \" - shows "inside(path_image \) = {}" -proof (cases "DIM('a) = 1") - case True - then show ?thesis - using assms connected_arc_image connected_convex_1_gen inside_convex by blast -next - case False - show ?thesis - proof (rule inside_bounded_complement_connected_empty) - show "connected (- path_image \)" - apply (rule connected_arc_complement [OF assms]) - using False - by (metis DIM_ge_Suc0 One_nat_def Suc_1 not_less_eq_eq order_class.order.antisym) - show "bounded (path_image \)" - by (simp add: assms bounded_arc_image) - qed -qed - -lemma inside_simple_curve_imp_closed: - fixes \ :: "real \ 'a::euclidean_space" - shows "\simple_path \; x \ inside(path_image \)\ \ pathfinish \ = pathstart \" - using arc_simple_path inside_arc_empty by blast - - -subsection\<^marker>\tag unimportant\ \Piecewise differentiable functions\ - -definition piecewise_differentiable_on - (infixr "piecewise'_differentiable'_on" 50) - where "f piecewise_differentiable_on i \ - continuous_on i f \ - (\S. finite S \ (\x \ i - S. f differentiable (at x within i)))" - -lemma piecewise_differentiable_on_imp_continuous_on: - "f piecewise_differentiable_on S \ continuous_on S f" -by (simp add: piecewise_differentiable_on_def) - -lemma piecewise_differentiable_on_subset: - "f piecewise_differentiable_on S \ T \ S \ f piecewise_differentiable_on T" - using continuous_on_subset - unfolding piecewise_differentiable_on_def - apply safe - apply (blast elim: continuous_on_subset) - by (meson Diff_iff differentiable_within_subset subsetCE) - -lemma differentiable_on_imp_piecewise_differentiable: - fixes a:: "'a::{linorder_topology,real_normed_vector}" - shows "f differentiable_on {a..b} \ f piecewise_differentiable_on {a..b}" - apply (simp add: piecewise_differentiable_on_def differentiable_imp_continuous_on) - apply (rule_tac x="{a,b}" in exI, simp add: differentiable_on_def) - done - -lemma differentiable_imp_piecewise_differentiable: - "(\x. x \ S \ f differentiable (at x within S)) - \ f piecewise_differentiable_on S" -by (auto simp: piecewise_differentiable_on_def differentiable_imp_continuous_on differentiable_on_def - intro: differentiable_within_subset) - -lemma piecewise_differentiable_const [iff]: "(\x. z) piecewise_differentiable_on S" - by (simp add: differentiable_imp_piecewise_differentiable) - -lemma piecewise_differentiable_compose: - "\f piecewise_differentiable_on S; g piecewise_differentiable_on (f ` S); - \x. finite (S \ f-`{x})\ - \ (g \ f) piecewise_differentiable_on S" - apply (simp add: piecewise_differentiable_on_def, safe) - apply (blast intro: continuous_on_compose2) - apply (rename_tac A B) - apply (rule_tac x="A \ (\x\B. S \ f-`{x})" in exI) - apply (blast intro!: differentiable_chain_within) - done - -lemma piecewise_differentiable_affine: - fixes m::real - assumes "f piecewise_differentiable_on ((\x. m *\<^sub>R x + c) ` S)" - shows "(f \ (\x. m *\<^sub>R x + c)) piecewise_differentiable_on S" -proof (cases "m = 0") - case True - then show ?thesis - unfolding o_def - by (force intro: differentiable_imp_piecewise_differentiable differentiable_const) -next - case False - show ?thesis - apply (rule piecewise_differentiable_compose [OF differentiable_imp_piecewise_differentiable]) - apply (rule assms derivative_intros | simp add: False vimage_def real_vector_affinity_eq)+ - done -qed - -lemma piecewise_differentiable_cases: - fixes c::real - assumes "f piecewise_differentiable_on {a..c}" - "g piecewise_differentiable_on {c..b}" - "a \ c" "c \ b" "f c = g c" - shows "(\x. if x \ c then f x else g x) piecewise_differentiable_on {a..b}" -proof - - obtain S T where st: "finite S" "finite T" - and fd: "\x. x \ {a..c} - S \ f differentiable at x within {a..c}" - and gd: "\x. x \ {c..b} - T \ g differentiable at x within {c..b}" - using assms - by (auto simp: piecewise_differentiable_on_def) - have finabc: "finite ({a,b,c} \ (S \ T))" - by (metis \finite S\ \finite T\ finite_Un finite_insert finite.emptyI) - have "continuous_on {a..c} f" "continuous_on {c..b} g" - using assms piecewise_differentiable_on_def by auto - then have "continuous_on {a..b} (\x. if x \ c then f x else g x)" - using continuous_on_cases [OF closed_real_atLeastAtMost [of a c], - OF closed_real_atLeastAtMost [of c b], - of f g "\x. x\c"] assms - by (force simp: ivl_disj_un_two_touch) - moreover - { fix x - assume x: "x \ {a..b} - ({a,b,c} \ (S \ T))" - have "(\x. if x \ c then f x else g x) differentiable at x within {a..b}" (is "?diff_fg") - proof (cases x c rule: le_cases) - case le show ?diff_fg - proof (rule differentiable_transform_within [where d = "dist x c"]) - have "f differentiable at x" - using x le fd [of x] at_within_interior [of x "{a..c}"] by simp - then show "f differentiable at x within {a..b}" - by (simp add: differentiable_at_withinI) - qed (use x le st dist_real_def in auto) - next - case ge show ?diff_fg - proof (rule differentiable_transform_within [where d = "dist x c"]) - have "g differentiable at x" - using x ge gd [of x] at_within_interior [of x "{c..b}"] by simp - then show "g differentiable at x within {a..b}" - by (simp add: differentiable_at_withinI) - qed (use x ge st dist_real_def in auto) - qed - } - then have "\S. finite S \ - (\x\{a..b} - S. (\x. if x \ c then f x else g x) differentiable at x within {a..b})" - by (meson finabc) - ultimately show ?thesis - by (simp add: piecewise_differentiable_on_def) -qed - -lemma piecewise_differentiable_neg: - "f piecewise_differentiable_on S \ (\x. -(f x)) piecewise_differentiable_on S" - by (auto simp: piecewise_differentiable_on_def continuous_on_minus) - -lemma piecewise_differentiable_add: - assumes "f piecewise_differentiable_on i" - "g piecewise_differentiable_on i" - shows "(\x. f x + g x) piecewise_differentiable_on i" -proof - - obtain S T where st: "finite S" "finite T" - "\x\i - S. f differentiable at x within i" - "\x\i - T. g differentiable at x within i" - using assms by (auto simp: piecewise_differentiable_on_def) - then have "finite (S \ T) \ (\x\i - (S \ T). (\x. f x + g x) differentiable at x within i)" - by auto - moreover have "continuous_on i f" "continuous_on i g" - using assms piecewise_differentiable_on_def by auto - ultimately show ?thesis - by (auto simp: piecewise_differentiable_on_def continuous_on_add) -qed - -lemma piecewise_differentiable_diff: - "\f piecewise_differentiable_on S; g piecewise_differentiable_on S\ - \ (\x. f x - g x) piecewise_differentiable_on S" - unfolding diff_conv_add_uminus - by (metis piecewise_differentiable_add piecewise_differentiable_neg) - -lemma continuous_on_joinpaths_D1: - "continuous_on {0..1} (g1 +++ g2) \ continuous_on {0..1} g1" - apply (rule continuous_on_eq [of _ "(g1 +++ g2) \ ((*)(inverse 2))"]) - apply (rule continuous_intros | simp)+ - apply (auto elim!: continuous_on_subset simp: joinpaths_def) - done - -lemma continuous_on_joinpaths_D2: - "\continuous_on {0..1} (g1 +++ g2); pathfinish g1 = pathstart g2\ \ continuous_on {0..1} g2" - apply (rule continuous_on_eq [of _ "(g1 +++ g2) \ (\x. inverse 2*x + 1/2)"]) - apply (rule continuous_intros | simp)+ - apply (auto elim!: continuous_on_subset simp add: joinpaths_def pathfinish_def pathstart_def Ball_def) - done - -lemma piecewise_differentiable_D1: - assumes "(g1 +++ g2) piecewise_differentiable_on {0..1}" - shows "g1 piecewise_differentiable_on {0..1}" -proof - - obtain S where cont: "continuous_on {0..1} g1" and "finite S" - and S: "\x. x \ {0..1} - S \ g1 +++ g2 differentiable at x within {0..1}" - using assms unfolding piecewise_differentiable_on_def - by (blast dest!: continuous_on_joinpaths_D1) - show ?thesis - unfolding piecewise_differentiable_on_def - proof (intro exI conjI ballI cont) - show "finite (insert 1 (((*)2) ` S))" - by (simp add: \finite S\) - show "g1 differentiable at x within {0..1}" if "x \ {0..1} - insert 1 ((*) 2 ` S)" for x - proof (rule_tac d="dist (x/2) (1/2)" in differentiable_transform_within) - have "g1 +++ g2 differentiable at (x / 2) within {0..1/2}" - by (rule differentiable_subset [OF S [of "x/2"]] | use that in force)+ - then show "g1 +++ g2 \ (*) (inverse 2) differentiable at x within {0..1}" - using image_affinity_atLeastAtMost_div [of 2 0 "0::real" 1] - by (auto intro: differentiable_chain_within) - qed (use that in \auto simp: joinpaths_def\) - qed -qed - -lemma piecewise_differentiable_D2: - assumes "(g1 +++ g2) piecewise_differentiable_on {0..1}" and eq: "pathfinish g1 = pathstart g2" - shows "g2 piecewise_differentiable_on {0..1}" -proof - - have [simp]: "g1 1 = g2 0" - using eq by (simp add: pathfinish_def pathstart_def) - obtain S where cont: "continuous_on {0..1} g2" and "finite S" - and S: "\x. x \ {0..1} - S \ g1 +++ g2 differentiable at x within {0..1}" - using assms unfolding piecewise_differentiable_on_def - by (blast dest!: continuous_on_joinpaths_D2) - show ?thesis - unfolding piecewise_differentiable_on_def - proof (intro exI conjI ballI cont) - show "finite (insert 0 ((\x. 2*x-1)`S))" - by (simp add: \finite S\) - show "g2 differentiable at x within {0..1}" if "x \ {0..1} - insert 0 ((\x. 2*x-1)`S)" for x - proof (rule_tac d="dist ((x+1)/2) (1/2)" in differentiable_transform_within) - have x2: "(x + 1) / 2 \ S" - using that - apply (clarsimp simp: image_iff) - by (metis add.commute add_diff_cancel_left' mult_2 field_sum_of_halves) - have "g1 +++ g2 \ (\x. (x+1) / 2) differentiable at x within {0..1}" - by (rule differentiable_chain_within differentiable_subset [OF S [of "(x+1)/2"]] | use x2 that in force)+ - then show "g1 +++ g2 \ (\x. (x+1) / 2) differentiable at x within {0..1}" - by (auto intro: differentiable_chain_within) - show "(g1 +++ g2 \ (\x. (x + 1) / 2)) x' = g2 x'" if "x' \ {0..1}" "dist x' x < dist ((x + 1) / 2) (1/2)" for x' - proof - - have [simp]: "(2*x'+2)/2 = x'+1" - by (simp add: field_split_simps) - show ?thesis - using that by (auto simp: joinpaths_def) - qed - qed (use that in \auto simp: joinpaths_def\) - qed -qed - - -subsection\The concept of continuously differentiable\ - -text \ -John Harrison writes as follows: - -``The usual assumption in complex analysis texts is that a path \\\ should be piecewise -continuously differentiable, which ensures that the path integral exists at least for any continuous -f, since all piecewise continuous functions are integrable. However, our notion of validity is -weaker, just piecewise differentiability\ldots{} [namely] continuity plus differentiability except on a -finite set\ldots{} [Our] underlying theory of integration is the Kurzweil-Henstock theory. In contrast to -the Riemann or Lebesgue theory (but in common with a simple notion based on antiderivatives), this -can integrate all derivatives.'' - -"Formalizing basic complex analysis." From Insight to Proof: Festschrift in Honour of Andrzej Trybulec. -Studies in Logic, Grammar and Rhetoric 10.23 (2007): 151-165. - -And indeed he does not assume that his derivatives are continuous, but the penalty is unreasonably -difficult proofs concerning winding numbers. We need a self-contained and straightforward theorem -asserting that all derivatives can be integrated before we can adopt Harrison's choice.\ - -definition\<^marker>\tag important\ C1_differentiable_on :: "(real \ 'a::real_normed_vector) \ real set \ bool" - (infix "C1'_differentiable'_on" 50) - where - "f C1_differentiable_on S \ - (\D. (\x \ S. (f has_vector_derivative (D x)) (at x)) \ continuous_on S D)" - -lemma C1_differentiable_on_eq: - "f C1_differentiable_on S \ - (\x \ S. f differentiable at x) \ continuous_on S (\x. vector_derivative f (at x))" - (is "?lhs = ?rhs") -proof - assume ?lhs - then show ?rhs - unfolding C1_differentiable_on_def - by (metis (no_types, lifting) continuous_on_eq differentiableI_vector vector_derivative_at) -next - assume ?rhs - then show ?lhs - using C1_differentiable_on_def vector_derivative_works by fastforce -qed - -lemma C1_differentiable_on_subset: - "f C1_differentiable_on T \ S \ T \ f C1_differentiable_on S" - unfolding C1_differentiable_on_def continuous_on_eq_continuous_within - by (blast intro: continuous_within_subset) - -lemma C1_differentiable_compose: - assumes fg: "f C1_differentiable_on S" "g C1_differentiable_on (f ` S)" and fin: "\x. finite (S \ f-`{x})" - shows "(g \ f) C1_differentiable_on S" -proof - - have "\x. x \ S \ g \ f differentiable at x" - by (meson C1_differentiable_on_eq assms differentiable_chain_at imageI) - moreover have "continuous_on S (\x. vector_derivative (g \ f) (at x))" - proof (rule continuous_on_eq [of _ "\x. vector_derivative f (at x) *\<^sub>R vector_derivative g (at (f x))"]) - show "continuous_on S (\x. vector_derivative f (at x) *\<^sub>R vector_derivative g (at (f x)))" - using fg - apply (clarsimp simp add: C1_differentiable_on_eq) - apply (rule Limits.continuous_on_scaleR, assumption) - by (metis (mono_tags, lifting) continuous_at_imp_continuous_on continuous_on_compose continuous_on_cong differentiable_imp_continuous_within o_def) - show "\x. x \ S \ vector_derivative f (at x) *\<^sub>R vector_derivative g (at (f x)) = vector_derivative (g \ f) (at x)" - by (metis (mono_tags, hide_lams) C1_differentiable_on_eq fg imageI vector_derivative_chain_at) - qed - ultimately show ?thesis - by (simp add: C1_differentiable_on_eq) -qed - -lemma C1_diff_imp_diff: "f C1_differentiable_on S \ f differentiable_on S" - by (simp add: C1_differentiable_on_eq differentiable_at_imp_differentiable_on) - -lemma C1_differentiable_on_ident [simp, derivative_intros]: "(\x. x) C1_differentiable_on S" - by (auto simp: C1_differentiable_on_eq) - -lemma C1_differentiable_on_const [simp, derivative_intros]: "(\z. a) C1_differentiable_on S" - by (auto simp: C1_differentiable_on_eq) - -lemma C1_differentiable_on_add [simp, derivative_intros]: - "f C1_differentiable_on S \ g C1_differentiable_on S \ (\x. f x + g x) C1_differentiable_on S" - unfolding C1_differentiable_on_eq by (auto intro: continuous_intros) - -lemma C1_differentiable_on_minus [simp, derivative_intros]: - "f C1_differentiable_on S \ (\x. - f x) C1_differentiable_on S" - unfolding C1_differentiable_on_eq by (auto intro: continuous_intros) - -lemma C1_differentiable_on_diff [simp, derivative_intros]: - "f C1_differentiable_on S \ g C1_differentiable_on S \ (\x. f x - g x) C1_differentiable_on S" - unfolding C1_differentiable_on_eq by (auto intro: continuous_intros) - -lemma C1_differentiable_on_mult [simp, derivative_intros]: - fixes f g :: "real \ 'a :: real_normed_algebra" - shows "f C1_differentiable_on S \ g C1_differentiable_on S \ (\x. f x * g x) C1_differentiable_on S" - unfolding C1_differentiable_on_eq - by (auto simp: continuous_on_add continuous_on_mult continuous_at_imp_continuous_on differentiable_imp_continuous_within) - -lemma C1_differentiable_on_scaleR [simp, derivative_intros]: - "f C1_differentiable_on S \ g C1_differentiable_on S \ (\x. f x *\<^sub>R g x) C1_differentiable_on S" - unfolding C1_differentiable_on_eq - by (rule continuous_intros | simp add: continuous_at_imp_continuous_on differentiable_imp_continuous_within)+ - - -definition\<^marker>\tag important\ piecewise_C1_differentiable_on - (infixr "piecewise'_C1'_differentiable'_on" 50) - where "f piecewise_C1_differentiable_on i \ - continuous_on i f \ - (\S. finite S \ (f C1_differentiable_on (i - S)))" - -lemma C1_differentiable_imp_piecewise: - "f C1_differentiable_on S \ f piecewise_C1_differentiable_on S" - by (auto simp: piecewise_C1_differentiable_on_def C1_differentiable_on_eq continuous_at_imp_continuous_on differentiable_imp_continuous_within) - -lemma piecewise_C1_imp_differentiable: - "f piecewise_C1_differentiable_on i \ f piecewise_differentiable_on i" - by (auto simp: piecewise_C1_differentiable_on_def piecewise_differentiable_on_def - C1_differentiable_on_def differentiable_def has_vector_derivative_def - intro: has_derivative_at_withinI) - -lemma piecewise_C1_differentiable_compose: - assumes fg: "f piecewise_C1_differentiable_on S" "g piecewise_C1_differentiable_on (f ` S)" and fin: "\x. finite (S \ f-`{x})" - shows "(g \ f) piecewise_C1_differentiable_on S" -proof - - have "continuous_on S (\x. g (f x))" - by (metis continuous_on_compose2 fg order_refl piecewise_C1_differentiable_on_def) - moreover have "\T. finite T \ g \ f C1_differentiable_on S - T" - proof - - obtain F where "finite F" and F: "f C1_differentiable_on S - F" and f: "f piecewise_C1_differentiable_on S" - using fg by (auto simp: piecewise_C1_differentiable_on_def) - obtain G where "finite G" and G: "g C1_differentiable_on f ` S - G" and g: "g piecewise_C1_differentiable_on f ` S" - using fg by (auto simp: piecewise_C1_differentiable_on_def) - show ?thesis - proof (intro exI conjI) - show "finite (F \ (\x\G. S \ f-`{x}))" - using fin by (auto simp only: Int_Union \finite F\ \finite G\ finite_UN finite_imageI) - show "g \ f C1_differentiable_on S - (F \ (\x\G. S \ f -` {x}))" - apply (rule C1_differentiable_compose) - apply (blast intro: C1_differentiable_on_subset [OF F]) - apply (blast intro: C1_differentiable_on_subset [OF G]) - by (simp add: C1_differentiable_on_subset G Diff_Int_distrib2 fin) - qed - qed - ultimately show ?thesis - by (simp add: piecewise_C1_differentiable_on_def) -qed - -lemma piecewise_C1_differentiable_on_subset: - "f piecewise_C1_differentiable_on S \ T \ S \ f piecewise_C1_differentiable_on T" - by (auto simp: piecewise_C1_differentiable_on_def elim!: continuous_on_subset C1_differentiable_on_subset) - -lemma C1_differentiable_imp_continuous_on: - "f C1_differentiable_on S \ continuous_on S f" - unfolding C1_differentiable_on_eq continuous_on_eq_continuous_within - using differentiable_at_withinI differentiable_imp_continuous_within by blast - -lemma C1_differentiable_on_empty [iff]: "f C1_differentiable_on {}" - unfolding C1_differentiable_on_def - by auto - -lemma piecewise_C1_differentiable_affine: - fixes m::real - assumes "f piecewise_C1_differentiable_on ((\x. m * x + c) ` S)" - shows "(f \ (\x. m *\<^sub>R x + c)) piecewise_C1_differentiable_on S" -proof (cases "m = 0") - case True - then show ?thesis - unfolding o_def by (auto simp: piecewise_C1_differentiable_on_def) -next - case False - have *: "\x. finite (S \ {y. m * y + c = x})" - using False not_finite_existsD by fastforce - show ?thesis - apply (rule piecewise_C1_differentiable_compose [OF C1_differentiable_imp_piecewise]) - apply (rule * assms derivative_intros | simp add: False vimage_def)+ - done -qed - -lemma piecewise_C1_differentiable_cases: - fixes c::real - assumes "f piecewise_C1_differentiable_on {a..c}" - "g piecewise_C1_differentiable_on {c..b}" - "a \ c" "c \ b" "f c = g c" - shows "(\x. if x \ c then f x else g x) piecewise_C1_differentiable_on {a..b}" -proof - - obtain S T where st: "f C1_differentiable_on ({a..c} - S)" - "g C1_differentiable_on ({c..b} - T)" - "finite S" "finite T" - using assms - by (force simp: piecewise_C1_differentiable_on_def) - then have f_diff: "f differentiable_on {a..x. if x \ c then f x else g x)" - using continuous_on_cases [OF closed_real_atLeastAtMost [of a c], - OF closed_real_atLeastAtMost [of c b], - of f g "\x. x\c"] assms - by (force simp: ivl_disj_un_two_touch) - { fix x - assume x: "x \ {a..b} - insert c (S \ T)" - have "(\x. if x \ c then f x else g x) differentiable at x" (is "?diff_fg") - proof (cases x c rule: le_cases) - case le show ?diff_fg - apply (rule differentiable_transform_within [where f=f and d = "dist x c"]) - using x dist_real_def le st by (auto simp: C1_differentiable_on_eq) - next - case ge show ?diff_fg - apply (rule differentiable_transform_within [where f=g and d = "dist x c"]) - using dist_nz x dist_real_def ge st x by (auto simp: C1_differentiable_on_eq) - qed - } - then have "(\x \ {a..b} - insert c (S \ T). (\x. if x \ c then f x else g x) differentiable at x)" - by auto - moreover - { assume fcon: "continuous_on ({a<..x. vector_derivative f (at x))" - and gcon: "continuous_on ({c<..x. vector_derivative g (at x))" - have "open ({a<..x. vector_derivative (\x. if x \ c then f x else g x) (at x))" - proof - - have "((\x. if x \ c then f x else g x) has_vector_derivative vector_derivative f (at x)) (at x)" - if "a < x" "x < c" "x \ S" for x - proof - - have f: "f differentiable at x" - by (meson C1_differentiable_on_eq Diff_iff atLeastAtMost_iff less_eq_real_def st(1) that) - show ?thesis - using that - apply (rule_tac f=f and d="dist x c" in has_vector_derivative_transform_within) - apply (auto simp: dist_norm vector_derivative_works [symmetric] f) - done - qed - then show ?thesis - by (metis (no_types, lifting) continuous_on_eq [OF fcon] DiffE greaterThanLessThan_iff vector_derivative_at) - qed - moreover have "continuous_on ({c<..x. vector_derivative (\x. if x \ c then f x else g x) (at x))" - proof - - have "((\x. if x \ c then f x else g x) has_vector_derivative vector_derivative g (at x)) (at x)" - if "c < x" "x < b" "x \ T" for x - proof - - have g: "g differentiable at x" - by (metis C1_differentiable_on_eq DiffD1 DiffI atLeastAtMost_diff_ends greaterThanLessThan_iff st(2) that) - show ?thesis - using that - apply (rule_tac f=g and d="dist x c" in has_vector_derivative_transform_within) - apply (auto simp: dist_norm vector_derivative_works [symmetric] g) - done - qed - then show ?thesis - by (metis (no_types, lifting) continuous_on_eq [OF gcon] DiffE greaterThanLessThan_iff vector_derivative_at) - qed - ultimately have "continuous_on ({a<.. T)) - (\x. vector_derivative (\x. if x \ c then f x else g x) (at x))" - by (rule continuous_on_subset [OF continuous_on_open_Un], auto) - } note * = this - have "continuous_on ({a<.. T)) (\x. vector_derivative (\x. if x \ c then f x else g x) (at x))" - using st - by (auto simp: C1_differentiable_on_eq elim!: continuous_on_subset intro: *) - ultimately have "\S. finite S \ ((\x. if x \ c then f x else g x) C1_differentiable_on {a..b} - S)" - apply (rule_tac x="{a,b,c} \ S \ T" in exI) - using st by (auto simp: C1_differentiable_on_eq elim!: continuous_on_subset) - with cab show ?thesis - by (simp add: piecewise_C1_differentiable_on_def) -qed - -lemma piecewise_C1_differentiable_neg: - "f piecewise_C1_differentiable_on S \ (\x. -(f x)) piecewise_C1_differentiable_on S" - unfolding piecewise_C1_differentiable_on_def - by (auto intro!: continuous_on_minus C1_differentiable_on_minus) - -lemma piecewise_C1_differentiable_add: - assumes "f piecewise_C1_differentiable_on i" - "g piecewise_C1_differentiable_on i" - shows "(\x. f x + g x) piecewise_C1_differentiable_on i" -proof - - obtain S t where st: "finite S" "finite t" - "f C1_differentiable_on (i-S)" - "g C1_differentiable_on (i-t)" - using assms by (auto simp: piecewise_C1_differentiable_on_def) - then have "finite (S \ t) \ (\x. f x + g x) C1_differentiable_on i - (S \ t)" - by (auto intro: C1_differentiable_on_add elim!: C1_differentiable_on_subset) - moreover have "continuous_on i f" "continuous_on i g" - using assms piecewise_C1_differentiable_on_def by auto - ultimately show ?thesis - by (auto simp: piecewise_C1_differentiable_on_def continuous_on_add) -qed - -lemma piecewise_C1_differentiable_diff: - "\f piecewise_C1_differentiable_on S; g piecewise_C1_differentiable_on S\ - \ (\x. f x - g x) piecewise_C1_differentiable_on S" - unfolding diff_conv_add_uminus - by (metis piecewise_C1_differentiable_add piecewise_C1_differentiable_neg) - -lemma piecewise_C1_differentiable_D1: - fixes g1 :: "real \ 'a::real_normed_field" - assumes "(g1 +++ g2) piecewise_C1_differentiable_on {0..1}" - shows "g1 piecewise_C1_differentiable_on {0..1}" -proof - - obtain S where "finite S" - and co12: "continuous_on ({0..1} - S) (\x. vector_derivative (g1 +++ g2) (at x))" - and g12D: "\x\{0..1} - S. g1 +++ g2 differentiable at x" - using assms by (auto simp: piecewise_C1_differentiable_on_def C1_differentiable_on_eq) - have g1D: "g1 differentiable at x" if "x \ {0..1} - insert 1 ((*) 2 ` S)" for x - proof (rule differentiable_transform_within) - show "g1 +++ g2 \ (*) (inverse 2) differentiable at x" - using that g12D - apply (simp only: joinpaths_def) - by (rule differentiable_chain_at derivative_intros | force)+ - show "\x'. \dist x' x < dist (x/2) (1/2)\ - \ (g1 +++ g2 \ (*) (inverse 2)) x' = g1 x'" - using that by (auto simp: dist_real_def joinpaths_def) - qed (use that in \auto simp: dist_real_def\) - have [simp]: "vector_derivative (g1 \ (*) 2) (at (x/2)) = 2 *\<^sub>R vector_derivative g1 (at x)" - if "x \ {0..1} - insert 1 ((*) 2 ` S)" for x - apply (subst vector_derivative_chain_at) - using that - apply (rule derivative_eq_intros g1D | simp)+ - done - have "continuous_on ({0..1/2} - insert (1/2) S) (\x. vector_derivative (g1 +++ g2) (at x))" - using co12 by (rule continuous_on_subset) force - then have coDhalf: "continuous_on ({0..1/2} - insert (1/2) S) (\x. vector_derivative (g1 \ (*)2) (at x))" - proof (rule continuous_on_eq [OF _ vector_derivative_at]) - show "(g1 +++ g2 has_vector_derivative vector_derivative (g1 \ (*) 2) (at x)) (at x)" - if "x \ {0..1/2} - insert (1/2) S" for x - proof (rule has_vector_derivative_transform_within) - show "(g1 \ (*) 2 has_vector_derivative vector_derivative (g1 \ (*) 2) (at x)) (at x)" - using that - by (force intro: g1D differentiable_chain_at simp: vector_derivative_works [symmetric]) - show "\x'. \dist x' x < dist x (1/2)\ \ (g1 \ (*) 2) x' = (g1 +++ g2) x'" - using that by (auto simp: dist_norm joinpaths_def) - qed (use that in \auto simp: dist_norm\) - qed - have "continuous_on ({0..1} - insert 1 ((*) 2 ` S)) - ((\x. 1/2 * vector_derivative (g1 \ (*)2) (at x)) \ (*)(1/2))" - apply (rule continuous_intros)+ - using coDhalf - apply (simp add: scaleR_conv_of_real image_set_diff image_image) - done - then have con_g1: "continuous_on ({0..1} - insert 1 ((*) 2 ` S)) (\x. vector_derivative g1 (at x))" - by (rule continuous_on_eq) (simp add: scaleR_conv_of_real) - have "continuous_on {0..1} g1" - using continuous_on_joinpaths_D1 assms piecewise_C1_differentiable_on_def by blast - with \finite S\ show ?thesis - apply (clarsimp simp add: piecewise_C1_differentiable_on_def C1_differentiable_on_eq) - apply (rule_tac x="insert 1 (((*)2)`S)" in exI) - apply (simp add: g1D con_g1) - done -qed - -lemma piecewise_C1_differentiable_D2: - fixes g2 :: "real \ 'a::real_normed_field" - assumes "(g1 +++ g2) piecewise_C1_differentiable_on {0..1}" "pathfinish g1 = pathstart g2" - shows "g2 piecewise_C1_differentiable_on {0..1}" -proof - - obtain S where "finite S" - and co12: "continuous_on ({0..1} - S) (\x. vector_derivative (g1 +++ g2) (at x))" - and g12D: "\x\{0..1} - S. g1 +++ g2 differentiable at x" - using assms by (auto simp: piecewise_C1_differentiable_on_def C1_differentiable_on_eq) - have g2D: "g2 differentiable at x" if "x \ {0..1} - insert 0 ((\x. 2*x-1) ` S)" for x - proof (rule differentiable_transform_within) - show "g1 +++ g2 \ (\x. (x + 1) / 2) differentiable at x" - using g12D that - apply (simp only: joinpaths_def) - apply (drule_tac x= "(x+1) / 2" in bspec, force simp: field_split_simps) - apply (rule differentiable_chain_at derivative_intros | force)+ - done - show "\x'. dist x' x < dist ((x + 1) / 2) (1/2) \ (g1 +++ g2 \ (\x. (x + 1) / 2)) x' = g2 x'" - using that by (auto simp: dist_real_def joinpaths_def field_simps) - qed (use that in \auto simp: dist_norm\) - have [simp]: "vector_derivative (g2 \ (\x. 2*x-1)) (at ((x+1)/2)) = 2 *\<^sub>R vector_derivative g2 (at x)" - if "x \ {0..1} - insert 0 ((\x. 2*x-1) ` S)" for x - using that by (auto simp: vector_derivative_chain_at field_split_simps g2D) - have "continuous_on ({1/2..1} - insert (1/2) S) (\x. vector_derivative (g1 +++ g2) (at x))" - using co12 by (rule continuous_on_subset) force - then have coDhalf: "continuous_on ({1/2..1} - insert (1/2) S) (\x. vector_derivative (g2 \ (\x. 2*x-1)) (at x))" - proof (rule continuous_on_eq [OF _ vector_derivative_at]) - show "(g1 +++ g2 has_vector_derivative vector_derivative (g2 \ (\x. 2 * x - 1)) (at x)) - (at x)" - if "x \ {1 / 2..1} - insert (1 / 2) S" for x - proof (rule_tac f="g2 \ (\x. 2*x-1)" and d="dist (3/4) ((x+1)/2)" in has_vector_derivative_transform_within) - show "(g2 \ (\x. 2 * x - 1) has_vector_derivative vector_derivative (g2 \ (\x. 2 * x - 1)) (at x)) - (at x)" - using that by (force intro: g2D differentiable_chain_at simp: vector_derivative_works [symmetric]) - show "\x'. \dist x' x < dist (3 / 4) ((x + 1) / 2)\ \ (g2 \ (\x. 2 * x - 1)) x' = (g1 +++ g2) x'" - using that by (auto simp: dist_norm joinpaths_def add_divide_distrib) - qed (use that in \auto simp: dist_norm\) - qed - have [simp]: "((\x. (x+1) / 2) ` ({0..1} - insert 0 ((\x. 2 * x - 1) ` S))) = ({1/2..1} - insert (1/2) S)" - apply (simp add: image_set_diff inj_on_def image_image) - apply (auto simp: image_affinity_atLeastAtMost_div add_divide_distrib) - done - have "continuous_on ({0..1} - insert 0 ((\x. 2*x-1) ` S)) - ((\x. 1/2 * vector_derivative (g2 \ (\x. 2*x-1)) (at x)) \ (\x. (x+1)/2))" - by (rule continuous_intros | simp add: coDhalf)+ - then have con_g2: "continuous_on ({0..1} - insert 0 ((\x. 2*x-1) ` S)) (\x. vector_derivative g2 (at x))" - by (rule continuous_on_eq) (simp add: scaleR_conv_of_real) - have "continuous_on {0..1} g2" - using continuous_on_joinpaths_D2 assms piecewise_C1_differentiable_on_def by blast - with \finite S\ show ?thesis - apply (clarsimp simp add: piecewise_C1_differentiable_on_def C1_differentiable_on_eq) - apply (rule_tac x="insert 0 ((\x. 2 * x - 1) ` S)" in exI) - apply (simp add: g2D con_g2) - done -qed - -subsection \Valid paths, and their start and finish\ - -definition\<^marker>\tag important\ valid_path :: "(real \ 'a :: real_normed_vector) \ bool" - where "valid_path f \ f piecewise_C1_differentiable_on {0..1::real}" - -definition closed_path :: "(real \ 'a :: real_normed_vector) \ bool" - where "closed_path g \ g 0 = g 1" - -text\In particular, all results for paths apply\ - -lemma valid_path_imp_path: "valid_path g \ path g" - by (simp add: path_def piecewise_C1_differentiable_on_def valid_path_def) - -lemma connected_valid_path_image: "valid_path g \ connected(path_image g)" - by (metis connected_path_image valid_path_imp_path) - -lemma compact_valid_path_image: "valid_path g \ compact(path_image g)" - by (metis compact_path_image valid_path_imp_path) - -lemma bounded_valid_path_image: "valid_path g \ bounded(path_image g)" - by (metis bounded_path_image valid_path_imp_path) - -lemma closed_valid_path_image: "valid_path g \ closed(path_image g)" - by (metis closed_path_image valid_path_imp_path) - -lemma valid_path_compose: - assumes "valid_path g" - and der: "\x. x \ path_image g \ f field_differentiable (at x)" - and con: "continuous_on (path_image g) (deriv f)" - shows "valid_path (f \ g)" -proof - - obtain S where "finite S" and g_diff: "g C1_differentiable_on {0..1} - S" - using \valid_path g\ unfolding valid_path_def piecewise_C1_differentiable_on_def by auto - have "f \ g differentiable at t" when "t\{0..1} - S" for t - proof (rule differentiable_chain_at) - show "g differentiable at t" using \valid_path g\ - by (meson C1_differentiable_on_eq \g C1_differentiable_on {0..1} - S\ that) - next - have "g t\path_image g" using that DiffD1 image_eqI path_image_def by metis - then show "f differentiable at (g t)" - using der[THEN field_differentiable_imp_differentiable] by auto - qed - moreover have "continuous_on ({0..1} - S) (\x. vector_derivative (f \ g) (at x))" - proof (rule continuous_on_eq [where f = "\x. vector_derivative g (at x) * deriv f (g x)"], - rule continuous_intros) - show "continuous_on ({0..1} - S) (\x. vector_derivative g (at x))" - using g_diff C1_differentiable_on_eq by auto - next - have "continuous_on {0..1} (\x. deriv f (g x))" - using continuous_on_compose[OF _ con[unfolded path_image_def],unfolded comp_def] - \valid_path g\ piecewise_C1_differentiable_on_def valid_path_def - by blast - then show "continuous_on ({0..1} - S) (\x. deriv f (g x))" - using continuous_on_subset by blast - next - show "vector_derivative g (at t) * deriv f (g t) = vector_derivative (f \ g) (at t)" - when "t \ {0..1} - S" for t - proof (rule vector_derivative_chain_at_general[symmetric]) - show "g differentiable at t" by (meson C1_differentiable_on_eq g_diff that) - next - have "g t\path_image g" using that DiffD1 image_eqI path_image_def by metis - then show "f field_differentiable at (g t)" using der by auto - qed - qed - ultimately have "f \ g C1_differentiable_on {0..1} - S" - using C1_differentiable_on_eq by blast - moreover have "path (f \ g)" - apply (rule path_continuous_image[OF valid_path_imp_path[OF \valid_path g\]]) - using der - by (simp add: continuous_at_imp_continuous_on field_differentiable_imp_continuous_at) - ultimately show ?thesis unfolding valid_path_def piecewise_C1_differentiable_on_def path_def - using \finite S\ by auto -qed - -lemma valid_path_uminus_comp[simp]: - fixes g::"real \ 'a ::real_normed_field" - shows "valid_path (uminus \ g) \ valid_path g" -proof - show "valid_path g \ valid_path (uminus \ g)" for g::"real \ 'a" - by (auto intro!: valid_path_compose derivative_intros simp add: deriv_linear[of "-1",simplified]) - then show "valid_path g" when "valid_path (uminus \ g)" - by (metis fun.map_comp group_add_class.minus_comp_minus id_comp that) -qed - -lemma valid_path_offset[simp]: - shows "valid_path (\t. g t - z) \ valid_path g" -proof - show *: "valid_path (g::real\'a) \ valid_path (\t. g t - z)" for g z - unfolding valid_path_def - by (fastforce intro:derivative_intros C1_differentiable_imp_piecewise piecewise_C1_differentiable_diff) - show "valid_path (\t. g t - z) \ valid_path g" - using *[of "\t. g t - z" "-z",simplified] . -qed - - -subsection\Contour Integrals along a path\ - -text\This definition is for complex numbers only, and does not generalise to line integrals in a vector field\ - -text\piecewise differentiable function on [0,1]\ - -definition\<^marker>\tag important\ has_contour_integral :: "(complex \ complex) \ complex \ (real \ complex) \ bool" - (infixr "has'_contour'_integral" 50) - where "(f has_contour_integral i) g \ - ((\x. f(g x) * vector_derivative g (at x within {0..1})) - has_integral i) {0..1}" - -definition\<^marker>\tag important\ contour_integrable_on - (infixr "contour'_integrable'_on" 50) - where "f contour_integrable_on g \ \i. (f has_contour_integral i) g" - -definition\<^marker>\tag important\ contour_integral - where "contour_integral g f \ SOME i. (f has_contour_integral i) g \ \ f contour_integrable_on g \ i=0" - -lemma not_integrable_contour_integral: "\ f contour_integrable_on g \ contour_integral g f = 0" - unfolding contour_integrable_on_def contour_integral_def by blast - -lemma contour_integral_unique: "(f has_contour_integral i) g \ contour_integral g f = i" - apply (simp add: contour_integral_def has_contour_integral_def contour_integrable_on_def) - using has_integral_unique by blast - -lemma has_contour_integral_eqpath: - "\(f has_contour_integral y) p; f contour_integrable_on \; - contour_integral p f = contour_integral \ f\ - \ (f has_contour_integral y) \" -using contour_integrable_on_def contour_integral_unique by auto - -lemma has_contour_integral_integral: - "f contour_integrable_on i \ (f has_contour_integral (contour_integral i f)) i" - by (metis contour_integral_unique contour_integrable_on_def) - -lemma has_contour_integral_unique: - "(f has_contour_integral i) g \ (f has_contour_integral j) g \ i = j" - using has_integral_unique - by (auto simp: has_contour_integral_def) - -lemma has_contour_integral_integrable: "(f has_contour_integral i) g \ f contour_integrable_on g" - using contour_integrable_on_def by blast - -text\Show that we can forget about the localized derivative.\ - -lemma has_integral_localized_vector_derivative: - "((\x. f (g x) * vector_derivative g (at x within {a..b})) has_integral i) {a..b} \ - ((\x. f (g x) * vector_derivative g (at x)) has_integral i) {a..b}" -proof - - have *: "{a..b} - {a,b} = interior {a..b}" - by (simp add: atLeastAtMost_diff_ends) - show ?thesis - apply (rule has_integral_spike_eq [of "{a,b}"]) - apply (auto simp: at_within_interior [of _ "{a..b}"]) - done -qed - -lemma integrable_on_localized_vector_derivative: - "(\x. f (g x) * vector_derivative g (at x within {a..b})) integrable_on {a..b} \ - (\x. f (g x) * vector_derivative g (at x)) integrable_on {a..b}" - by (simp add: integrable_on_def has_integral_localized_vector_derivative) - -lemma has_contour_integral: - "(f has_contour_integral i) g \ - ((\x. f (g x) * vector_derivative g (at x)) has_integral i) {0..1}" - by (simp add: has_integral_localized_vector_derivative has_contour_integral_def) - -lemma contour_integrable_on: - "f contour_integrable_on g \ - (\t. f(g t) * vector_derivative g (at t)) integrable_on {0..1}" - by (simp add: has_contour_integral integrable_on_def contour_integrable_on_def) - -subsection\<^marker>\tag unimportant\ \Reversing a path\ - -lemma valid_path_imp_reverse: - assumes "valid_path g" - shows "valid_path(reversepath g)" -proof - - obtain S where "finite S" and S: "g C1_differentiable_on ({0..1} - S)" - using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def) - then have "finite ((-) 1 ` S)" - by auto - moreover have "(reversepath g C1_differentiable_on ({0..1} - (-) 1 ` S))" - unfolding reversepath_def - apply (rule C1_differentiable_compose [of "\x::real. 1-x" _ g, unfolded o_def]) - using S - by (force simp: finite_vimageI inj_on_def C1_differentiable_on_eq elim!: continuous_on_subset)+ - ultimately show ?thesis using assms - by (auto simp: valid_path_def piecewise_C1_differentiable_on_def path_def [symmetric]) -qed - -lemma valid_path_reversepath [simp]: "valid_path(reversepath g) \ valid_path g" - using valid_path_imp_reverse by force - -lemma has_contour_integral_reversepath: - assumes "valid_path g" and f: "(f has_contour_integral i) g" - shows "(f has_contour_integral (-i)) (reversepath g)" -proof - - { fix S x - assume xs: "g C1_differentiable_on ({0..1} - S)" "x \ (-) 1 ` S" "0 \ x" "x \ 1" - have "vector_derivative (\x. g (1 - x)) (at x within {0..1}) = - - vector_derivative g (at (1 - x) within {0..1})" - proof - - obtain f' where f': "(g has_vector_derivative f') (at (1 - x))" - using xs - by (force simp: has_vector_derivative_def C1_differentiable_on_def) - have "(g \ (\x. 1 - x) has_vector_derivative -1 *\<^sub>R f') (at x)" - by (intro vector_diff_chain_within has_vector_derivative_at_within [OF f'] derivative_eq_intros | simp)+ - then have mf': "((\x. g (1 - x)) has_vector_derivative -f') (at x)" - by (simp add: o_def) - show ?thesis - using xs - by (auto simp: vector_derivative_at_within_ivl [OF mf'] vector_derivative_at_within_ivl [OF f']) - qed - } note * = this - obtain S where S: "continuous_on {0..1} g" "finite S" "g C1_differentiable_on {0..1} - S" - using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def) - have "((\x. - (f (g (1 - x)) * vector_derivative g (at (1 - x) within {0..1}))) has_integral -i) - {0..1}" - using has_integral_affinity01 [where m= "-1" and c=1, OF f [unfolded has_contour_integral_def]] - by (simp add: has_integral_neg) - then show ?thesis - using S - apply (clarsimp simp: reversepath_def has_contour_integral_def) - apply (rule_tac S = "(\x. 1 - x) ` S" in has_integral_spike_finite) - apply (auto simp: *) - done -qed - -lemma contour_integrable_reversepath: - "valid_path g \ f contour_integrable_on g \ f contour_integrable_on (reversepath g)" - using has_contour_integral_reversepath contour_integrable_on_def by blast - -lemma contour_integrable_reversepath_eq: - "valid_path g \ (f contour_integrable_on (reversepath g) \ f contour_integrable_on g)" - using contour_integrable_reversepath valid_path_reversepath by fastforce - -lemma contour_integral_reversepath: - assumes "valid_path g" - shows "contour_integral (reversepath g) f = - (contour_integral g f)" -proof (cases "f contour_integrable_on g") - case True then show ?thesis - by (simp add: assms contour_integral_unique has_contour_integral_integral has_contour_integral_reversepath) -next - case False then have "\ f contour_integrable_on (reversepath g)" - by (simp add: assms contour_integrable_reversepath_eq) - with False show ?thesis by (simp add: not_integrable_contour_integral) -qed - - -subsection\<^marker>\tag unimportant\ \Joining two paths together\ - -lemma valid_path_join: - assumes "valid_path g1" "valid_path g2" "pathfinish g1 = pathstart g2" - shows "valid_path(g1 +++ g2)" -proof - - have "g1 1 = g2 0" - using assms by (auto simp: pathfinish_def pathstart_def) - moreover have "(g1 \ (\x. 2*x)) piecewise_C1_differentiable_on {0..1/2}" - apply (rule piecewise_C1_differentiable_compose) - using assms - apply (auto simp: valid_path_def piecewise_C1_differentiable_on_def continuous_on_joinpaths) - apply (force intro: finite_vimageI [where h = "(*)2"] inj_onI) - done - moreover have "(g2 \ (\x. 2*x-1)) piecewise_C1_differentiable_on {1/2..1}" - apply (rule piecewise_C1_differentiable_compose) - using assms unfolding valid_path_def piecewise_C1_differentiable_on_def - by (auto intro!: continuous_intros finite_vimageI [where h = "(\x. 2*x - 1)"] inj_onI - simp: image_affinity_atLeastAtMost_diff continuous_on_joinpaths) - ultimately show ?thesis - apply (simp only: valid_path_def continuous_on_joinpaths joinpaths_def) - apply (rule piecewise_C1_differentiable_cases) - apply (auto simp: o_def) - done -qed - -lemma valid_path_join_D1: - fixes g1 :: "real \ 'a::real_normed_field" - shows "valid_path (g1 +++ g2) \ valid_path g1" - unfolding valid_path_def - by (rule piecewise_C1_differentiable_D1) - -lemma valid_path_join_D2: - fixes g2 :: "real \ 'a::real_normed_field" - shows "\valid_path (g1 +++ g2); pathfinish g1 = pathstart g2\ \ valid_path g2" - unfolding valid_path_def - by (rule piecewise_C1_differentiable_D2) - -lemma valid_path_join_eq [simp]: - fixes g2 :: "real \ 'a::real_normed_field" - shows "pathfinish g1 = pathstart g2 \ (valid_path(g1 +++ g2) \ valid_path g1 \ valid_path g2)" - using valid_path_join_D1 valid_path_join_D2 valid_path_join by blast - -lemma has_contour_integral_join: - assumes "(f has_contour_integral i1) g1" "(f has_contour_integral i2) g2" - "valid_path g1" "valid_path g2" - shows "(f has_contour_integral (i1 + i2)) (g1 +++ g2)" -proof - - obtain s1 s2 - where s1: "finite s1" "\x\{0..1} - s1. g1 differentiable at x" - and s2: "finite s2" "\x\{0..1} - s2. g2 differentiable at x" - using assms - by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq) - have 1: "((\x. f (g1 x) * vector_derivative g1 (at x)) has_integral i1) {0..1}" - and 2: "((\x. f (g2 x) * vector_derivative g2 (at x)) has_integral i2) {0..1}" - using assms - by (auto simp: has_contour_integral) - have i1: "((\x. (2*f (g1 (2*x))) * vector_derivative g1 (at (2*x))) has_integral i1) {0..1/2}" - and i2: "((\x. (2*f (g2 (2*x - 1))) * vector_derivative g2 (at (2*x - 1))) has_integral i2) {1/2..1}" - using has_integral_affinity01 [OF 1, where m= 2 and c=0, THEN has_integral_cmul [where c=2]] - has_integral_affinity01 [OF 2, where m= 2 and c="-1", THEN has_integral_cmul [where c=2]] - by (simp_all only: image_affinity_atLeastAtMost_div_diff, simp_all add: scaleR_conv_of_real mult_ac) - have g1: "\0 \ z; z*2 < 1; z*2 \ s1\ \ - vector_derivative (\x. if x*2 \ 1 then g1 (2*x) else g2 (2*x - 1)) (at z) = - 2 *\<^sub>R vector_derivative g1 (at (z*2))" for z - apply (rule vector_derivative_at [OF has_vector_derivative_transform_within [where f = "(\x. g1(2*x))" and d = "\z - 1/2\"]]) - apply (simp_all add: dist_real_def abs_if split: if_split_asm) - apply (rule vector_diff_chain_at [of "\x. 2*x" 2 _ g1, simplified o_def]) - apply (simp add: has_vector_derivative_def has_derivative_def bounded_linear_mult_left) - using s1 - apply (auto simp: algebra_simps vector_derivative_works) - done - have g2: "\1 < z*2; z \ 1; z*2 - 1 \ s2\ \ - vector_derivative (\x. if x*2 \ 1 then g1 (2*x) else g2 (2*x - 1)) (at z) = - 2 *\<^sub>R vector_derivative g2 (at (z*2 - 1))" for z - apply (rule vector_derivative_at [OF has_vector_derivative_transform_within [where f = "(\x. g2 (2*x - 1))" and d = "\z - 1/2\"]]) - apply (simp_all add: dist_real_def abs_if split: if_split_asm) - apply (rule vector_diff_chain_at [of "\x. 2*x - 1" 2 _ g2, simplified o_def]) - apply (simp add: has_vector_derivative_def has_derivative_def bounded_linear_mult_left) - using s2 - apply (auto simp: algebra_simps vector_derivative_works) - done - have "((\x. f ((g1 +++ g2) x) * vector_derivative (g1 +++ g2) (at x)) has_integral i1) {0..1/2}" - apply (rule has_integral_spike_finite [OF _ _ i1, of "insert (1/2) ((*)2 -` s1)"]) - using s1 - apply (force intro: finite_vimageI [where h = "(*)2"] inj_onI) - apply (clarsimp simp add: joinpaths_def scaleR_conv_of_real mult_ac g1) - done - moreover have "((\x. f ((g1 +++ g2) x) * vector_derivative (g1 +++ g2) (at x)) has_integral i2) {1/2..1}" - apply (rule has_integral_spike_finite [OF _ _ i2, of "insert (1/2) ((\x. 2*x-1) -` s2)"]) - using s2 - apply (force intro: finite_vimageI [where h = "\x. 2*x-1"] inj_onI) - apply (clarsimp simp add: joinpaths_def scaleR_conv_of_real mult_ac g2) - done - ultimately - show ?thesis - apply (simp add: has_contour_integral) - apply (rule has_integral_combine [where c = "1/2"], auto) - done -qed - -lemma contour_integrable_joinI: - assumes "f contour_integrable_on g1" "f contour_integrable_on g2" - "valid_path g1" "valid_path g2" - shows "f contour_integrable_on (g1 +++ g2)" - using assms - by (meson has_contour_integral_join contour_integrable_on_def) - -lemma contour_integrable_joinD1: - assumes "f contour_integrable_on (g1 +++ g2)" "valid_path g1" - shows "f contour_integrable_on g1" -proof - - obtain s1 - where s1: "finite s1" "\x\{0..1} - s1. g1 differentiable at x" - using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq) - have "(\x. f ((g1 +++ g2) (x/2)) * vector_derivative (g1 +++ g2) (at (x/2))) integrable_on {0..1}" - using assms - apply (auto simp: contour_integrable_on) - apply (drule integrable_on_subcbox [where a=0 and b="1/2"]) - apply (auto intro: integrable_affinity [of _ 0 "1/2::real" "1/2" 0, simplified]) - done - then have *: "(\x. (f ((g1 +++ g2) (x/2))/2) * vector_derivative (g1 +++ g2) (at (x/2))) integrable_on {0..1}" - by (auto dest: integrable_cmul [where c="1/2"] simp: scaleR_conv_of_real) - have g1: "\0 < z; z < 1; z \ s1\ \ - vector_derivative (\x. if x*2 \ 1 then g1 (2*x) else g2 (2*x - 1)) (at (z/2)) = - 2 *\<^sub>R vector_derivative g1 (at z)" for z - apply (rule vector_derivative_at [OF has_vector_derivative_transform_within [where f = "(\x. g1(2*x))" and d = "\(z-1)/2\"]]) - apply (simp_all add: field_simps dist_real_def abs_if split: if_split_asm) - apply (rule vector_diff_chain_at [of "\x. x*2" 2 _ g1, simplified o_def]) - using s1 - apply (auto simp: vector_derivative_works has_vector_derivative_def has_derivative_def bounded_linear_mult_left) - done - show ?thesis - using s1 - apply (auto simp: contour_integrable_on) - apply (rule integrable_spike_finite [of "{0,1} \ s1", OF _ _ *]) - apply (auto simp: joinpaths_def scaleR_conv_of_real g1) - done -qed - -lemma contour_integrable_joinD2: - assumes "f contour_integrable_on (g1 +++ g2)" "valid_path g2" - shows "f contour_integrable_on g2" -proof - - obtain s2 - where s2: "finite s2" "\x\{0..1} - s2. g2 differentiable at x" - using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq) - have "(\x. f ((g1 +++ g2) (x/2 + 1/2)) * vector_derivative (g1 +++ g2) (at (x/2 + 1/2))) integrable_on {0..1}" - using assms - apply (auto simp: contour_integrable_on) - apply (drule integrable_on_subcbox [where a="1/2" and b=1], auto) - apply (drule integrable_affinity [of _ "1/2::real" 1 "1/2" "1/2", simplified]) - apply (simp add: image_affinity_atLeastAtMost_diff) - done - then have *: "(\x. (f ((g1 +++ g2) (x/2 + 1/2))/2) * vector_derivative (g1 +++ g2) (at (x/2 + 1/2))) - integrable_on {0..1}" - by (auto dest: integrable_cmul [where c="1/2"] simp: scaleR_conv_of_real) - have g2: "\0 < z; z < 1; z \ s2\ \ - vector_derivative (\x. if x*2 \ 1 then g1 (2*x) else g2 (2*x - 1)) (at (z/2+1/2)) = - 2 *\<^sub>R vector_derivative g2 (at z)" for z - apply (rule vector_derivative_at [OF has_vector_derivative_transform_within [where f = "(\x. g2(2*x-1))" and d = "\z/2\"]]) - apply (simp_all add: field_simps dist_real_def abs_if split: if_split_asm) - apply (rule vector_diff_chain_at [of "\x. x*2-1" 2 _ g2, simplified o_def]) - using s2 - apply (auto simp: has_vector_derivative_def has_derivative_def bounded_linear_mult_left - vector_derivative_works add_divide_distrib) - done - show ?thesis - using s2 - apply (auto simp: contour_integrable_on) - apply (rule integrable_spike_finite [of "{0,1} \ s2", OF _ _ *]) - apply (auto simp: joinpaths_def scaleR_conv_of_real g2) - done -qed - -lemma contour_integrable_join [simp]: - shows - "\valid_path g1; valid_path g2\ - \ f contour_integrable_on (g1 +++ g2) \ f contour_integrable_on g1 \ f contour_integrable_on g2" -using contour_integrable_joinD1 contour_integrable_joinD2 contour_integrable_joinI by blast - -lemma contour_integral_join [simp]: - shows - "\f contour_integrable_on g1; f contour_integrable_on g2; valid_path g1; valid_path g2\ - \ contour_integral (g1 +++ g2) f = contour_integral g1 f + contour_integral g2 f" - by (simp add: has_contour_integral_integral has_contour_integral_join contour_integral_unique) - - -subsection\<^marker>\tag unimportant\ \Shifting the starting point of a (closed) path\ - -lemma shiftpath_alt_def: "shiftpath a f = (\x. if x \ 1-a then f (a + x) else f (a + x - 1))" - by (auto simp: shiftpath_def) - -lemma valid_path_shiftpath [intro]: - assumes "valid_path g" "pathfinish g = pathstart g" "a \ {0..1}" - shows "valid_path(shiftpath a g)" - using assms - apply (auto simp: valid_path_def shiftpath_alt_def) - apply (rule piecewise_C1_differentiable_cases) - apply (auto simp: algebra_simps) - apply (rule piecewise_C1_differentiable_affine [of g 1 a, simplified o_def scaleR_one]) - apply (auto simp: pathfinish_def pathstart_def elim: piecewise_C1_differentiable_on_subset) - apply (rule piecewise_C1_differentiable_affine [of g 1 "a-1", simplified o_def scaleR_one algebra_simps]) - apply (auto simp: pathfinish_def pathstart_def elim: piecewise_C1_differentiable_on_subset) - done - -lemma has_contour_integral_shiftpath: - assumes f: "(f has_contour_integral i) g" "valid_path g" - and a: "a \ {0..1}" - shows "(f has_contour_integral i) (shiftpath a g)" -proof - - obtain s - where s: "finite s" and g: "\x\{0..1} - s. g differentiable at x" - using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq) - have *: "((\x. f (g x) * vector_derivative g (at x)) has_integral i) {0..1}" - using assms by (auto simp: has_contour_integral) - then have i: "i = integral {a..1} (\x. f (g x) * vector_derivative g (at x)) + - integral {0..a} (\x. f (g x) * vector_derivative g (at x))" - apply (rule has_integral_unique) - apply (subst add.commute) - apply (subst integral_combine) - using assms * integral_unique by auto - { fix x - have "0 \ x \ x + a < 1 \ x \ (\x. x - a) ` s \ - vector_derivative (shiftpath a g) (at x) = vector_derivative g (at (x + a))" - unfolding shiftpath_def - apply (rule vector_derivative_at [OF has_vector_derivative_transform_within [where f = "(\x. g(a+x))" and d = "dist(1-a) x"]]) - apply (auto simp: field_simps dist_real_def abs_if split: if_split_asm) - apply (rule vector_diff_chain_at [of "\x. x+a" 1 _ g, simplified o_def scaleR_one]) - apply (intro derivative_eq_intros | simp)+ - using g - apply (drule_tac x="x+a" in bspec) - using a apply (auto simp: has_vector_derivative_def vector_derivative_works image_def add.commute) - done - } note vd1 = this - { fix x - have "1 < x + a \ x \ 1 \ x \ (\x. x - a + 1) ` s \ - vector_derivative (shiftpath a g) (at x) = vector_derivative g (at (x + a - 1))" - unfolding shiftpath_def - apply (rule vector_derivative_at [OF has_vector_derivative_transform_within [where f = "(\x. g(a+x-1))" and d = "dist (1-a) x"]]) - apply (auto simp: field_simps dist_real_def abs_if split: if_split_asm) - apply (rule vector_diff_chain_at [of "\x. x+a-1" 1 _ g, simplified o_def scaleR_one]) - apply (intro derivative_eq_intros | simp)+ - using g - apply (drule_tac x="x+a-1" in bspec) - using a apply (auto simp: has_vector_derivative_def vector_derivative_works image_def add.commute) - done - } note vd2 = this - have va1: "(\x. f (g x) * vector_derivative g (at x)) integrable_on ({a..1})" - using * a by (fastforce intro: integrable_subinterval_real) - have v0a: "(\x. f (g x) * vector_derivative g (at x)) integrable_on ({0..a})" - apply (rule integrable_subinterval_real) - using * a by auto - have "((\x. f (shiftpath a g x) * vector_derivative (shiftpath a g) (at x)) - has_integral integral {a..1} (\x. f (g x) * vector_derivative g (at x))) {0..1 - a}" - apply (rule has_integral_spike_finite - [where S = "{1-a} \ (\x. x-a) ` s" and f = "\x. f(g(a+x)) * vector_derivative g (at(a+x))"]) - using s apply blast - using a apply (auto simp: algebra_simps vd1) - apply (force simp: shiftpath_def add.commute) - using has_integral_affinity [where m=1 and c=a, simplified, OF integrable_integral [OF va1]] - apply (simp add: image_affinity_atLeastAtMost_diff [where m=1 and c=a, simplified] add.commute) - done - moreover - have "((\x. f (shiftpath a g x) * vector_derivative (shiftpath a g) (at x)) - has_integral integral {0..a} (\x. f (g x) * vector_derivative g (at x))) {1 - a..1}" - apply (rule has_integral_spike_finite - [where S = "{1-a} \ (\x. x-a+1) ` s" and f = "\x. f(g(a+x-1)) * vector_derivative g (at(a+x-1))"]) - using s apply blast - using a apply (auto simp: algebra_simps vd2) - apply (force simp: shiftpath_def add.commute) - using has_integral_affinity [where m=1 and c="a-1", simplified, OF integrable_integral [OF v0a]] - apply (simp add: image_affinity_atLeastAtMost [where m=1 and c="1-a", simplified]) - apply (simp add: algebra_simps) - done - ultimately show ?thesis - using a - by (auto simp: i has_contour_integral intro: has_integral_combine [where c = "1-a"]) -qed - -lemma has_contour_integral_shiftpath_D: - assumes "(f has_contour_integral i) (shiftpath a g)" - "valid_path g" "pathfinish g = pathstart g" "a \ {0..1}" - shows "(f has_contour_integral i) g" -proof - - obtain s - where s: "finite s" and g: "\x\{0..1} - s. g differentiable at x" - using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq) - { fix x - assume x: "0 < x" "x < 1" "x \ s" - then have gx: "g differentiable at x" - using g by auto - have "vector_derivative g (at x within {0..1}) = - vector_derivative (shiftpath (1 - a) (shiftpath a g)) (at x within {0..1})" - apply (rule vector_derivative_at_within_ivl - [OF has_vector_derivative_transform_within_open - [where f = "(shiftpath (1 - a) (shiftpath a g))" and S = "{0<..<1}-s"]]) - using s g assms x - apply (auto simp: finite_imp_closed open_Diff shiftpath_shiftpath - at_within_interior [of _ "{0..1}"] vector_derivative_works [symmetric]) - apply (rule differentiable_transform_within [OF gx, of "min x (1-x)"]) - apply (auto simp: dist_real_def shiftpath_shiftpath abs_if split: if_split_asm) - done - } note vd = this - have fi: "(f has_contour_integral i) (shiftpath (1 - a) (shiftpath a g))" - using assms by (auto intro!: has_contour_integral_shiftpath) - show ?thesis - apply (simp add: has_contour_integral_def) - apply (rule has_integral_spike_finite [of "{0,1} \ s", OF _ _ fi [unfolded has_contour_integral_def]]) - using s assms vd - apply (auto simp: Path_Connected.shiftpath_shiftpath) - done -qed - -lemma has_contour_integral_shiftpath_eq: - assumes "valid_path g" "pathfinish g = pathstart g" "a \ {0..1}" - shows "(f has_contour_integral i) (shiftpath a g) \ (f has_contour_integral i) g" - using assms has_contour_integral_shiftpath has_contour_integral_shiftpath_D by blast - -lemma contour_integrable_on_shiftpath_eq: - assumes "valid_path g" "pathfinish g = pathstart g" "a \ {0..1}" - shows "f contour_integrable_on (shiftpath a g) \ f contour_integrable_on g" -using assms contour_integrable_on_def has_contour_integral_shiftpath_eq by auto - -lemma contour_integral_shiftpath: - assumes "valid_path g" "pathfinish g = pathstart g" "a \ {0..1}" - shows "contour_integral (shiftpath a g) f = contour_integral g f" - using assms - by (simp add: contour_integral_def contour_integrable_on_def has_contour_integral_shiftpath_eq) - - -subsection\<^marker>\tag unimportant\ \More about straight-line paths\ - -lemma has_vector_derivative_linepath_within: - "(linepath a b has_vector_derivative (b - a)) (at x within s)" -apply (simp add: linepath_def has_vector_derivative_def algebra_simps) -apply (rule derivative_eq_intros | simp)+ -done - -lemma vector_derivative_linepath_within: - "x \ {0..1} \ vector_derivative (linepath a b) (at x within {0..1}) = b - a" - apply (rule vector_derivative_within_cbox [of 0 "1::real", simplified]) - apply (auto simp: has_vector_derivative_linepath_within) - done - -lemma vector_derivative_linepath_at [simp]: "vector_derivative (linepath a b) (at x) = b - a" - by (simp add: has_vector_derivative_linepath_within vector_derivative_at) - -lemma valid_path_linepath [iff]: "valid_path (linepath a b)" - apply (simp add: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq continuous_on_linepath) - apply (rule_tac x="{}" in exI) - apply (simp add: differentiable_on_def differentiable_def) - using has_vector_derivative_def has_vector_derivative_linepath_within - apply (fastforce simp add: continuous_on_eq_continuous_within) - done - -lemma has_contour_integral_linepath: - shows "(f has_contour_integral i) (linepath a b) \ - ((\x. f(linepath a b x) * (b - a)) has_integral i) {0..1}" - by (simp add: has_contour_integral) - -lemma linepath_in_path: - shows "x \ {0..1} \ linepath a b x \ closed_segment a b" - by (auto simp: segment linepath_def) - -lemma linepath_image_01: "linepath a b ` {0..1} = closed_segment a b" - by (auto simp: segment linepath_def) - -lemma linepath_in_convex_hull: - fixes x::real - assumes a: "a \ convex hull s" - and b: "b \ convex hull s" - and x: "0\x" "x\1" - shows "linepath a b x \ convex hull s" - apply (rule closed_segment_subset_convex_hull [OF a b, THEN subsetD]) - using x - apply (auto simp: linepath_image_01 [symmetric]) - done - -lemma Re_linepath: "Re(linepath (of_real a) (of_real b) x) = (1 - x)*a + x*b" - by (simp add: linepath_def) - -lemma Im_linepath: "Im(linepath (of_real a) (of_real b) x) = 0" - by (simp add: linepath_def) - -lemma has_contour_integral_trivial [iff]: "(f has_contour_integral 0) (linepath a a)" - by (simp add: has_contour_integral_linepath) - -lemma has_contour_integral_trivial_iff [simp]: "(f has_contour_integral i) (linepath a a) \ i=0" - using has_contour_integral_unique by blast - -lemma contour_integral_trivial [simp]: "contour_integral (linepath a a) f = 0" - using has_contour_integral_trivial contour_integral_unique by blast - -lemma differentiable_linepath [intro]: "linepath a b differentiable at x within A" - by (auto simp: linepath_def) - -lemma bounded_linear_linepath: - assumes "bounded_linear f" - shows "f (linepath a b x) = linepath (f a) (f b) x" -proof - - interpret f: bounded_linear f by fact - show ?thesis by (simp add: linepath_def f.add f.scale) -qed - -lemma bounded_linear_linepath': - assumes "bounded_linear f" - shows "f \ linepath a b = linepath (f a) (f b)" - using bounded_linear_linepath[OF assms] by (simp add: fun_eq_iff) - -lemma cnj_linepath: "cnj (linepath a b x) = linepath (cnj a) (cnj b) x" - by (simp add: linepath_def) - -lemma cnj_linepath': "cnj \ linepath a b = linepath (cnj a) (cnj b)" - by (simp add: linepath_def fun_eq_iff) - -subsection\Relation to subpath construction\ - -lemma valid_path_subpath: - fixes g :: "real \ 'a :: real_normed_vector" - assumes "valid_path g" "u \ {0..1}" "v \ {0..1}" - shows "valid_path(subpath u v g)" -proof (cases "v=u") - case True - then show ?thesis - unfolding valid_path_def subpath_def - by (force intro: C1_differentiable_on_const C1_differentiable_imp_piecewise) -next - case False - have "(g \ (\x. ((v-u) * x + u))) piecewise_C1_differentiable_on {0..1}" - apply (rule piecewise_C1_differentiable_compose) - apply (simp add: C1_differentiable_imp_piecewise) - apply (simp add: image_affinity_atLeastAtMost) - using assms False - apply (auto simp: algebra_simps valid_path_def piecewise_C1_differentiable_on_subset) - apply (subst Int_commute) - apply (auto simp: inj_on_def algebra_simps crossproduct_eq finite_vimage_IntI) - done - then show ?thesis - by (auto simp: o_def valid_path_def subpath_def) -qed - -lemma has_contour_integral_subpath_refl [iff]: "(f has_contour_integral 0) (subpath u u g)" - by (simp add: has_contour_integral subpath_def) - -lemma contour_integrable_subpath_refl [iff]: "f contour_integrable_on (subpath u u g)" - using has_contour_integral_subpath_refl contour_integrable_on_def by blast - -lemma contour_integral_subpath_refl [simp]: "contour_integral (subpath u u g) f = 0" - by (simp add: contour_integral_unique) - -lemma has_contour_integral_subpath: - assumes f: "f contour_integrable_on g" and g: "valid_path g" - and uv: "u \ {0..1}" "v \ {0..1}" "u \ v" - shows "(f has_contour_integral integral {u..v} (\x. f(g x) * vector_derivative g (at x))) - (subpath u v g)" -proof (cases "v=u") - case True - then show ?thesis - using f by (simp add: contour_integrable_on_def subpath_def has_contour_integral) -next - case False - obtain s where s: "\x. x \ {0..1} - s \ g differentiable at x" and fs: "finite s" - using g unfolding piecewise_C1_differentiable_on_def C1_differentiable_on_eq valid_path_def by blast - have *: "((\x. f (g ((v - u) * x + u)) * vector_derivative g (at ((v - u) * x + u))) - has_integral (1 / (v - u)) * integral {u..v} (\t. f (g t) * vector_derivative g (at t))) - {0..1}" - using f uv - apply (simp add: contour_integrable_on subpath_def has_contour_integral) - apply (drule integrable_on_subcbox [where a=u and b=v, simplified]) - apply (simp_all add: has_integral_integral) - apply (drule has_integral_affinity [where m="v-u" and c=u, simplified]) - apply (simp_all add: False image_affinity_atLeastAtMost_div_diff scaleR_conv_of_real) - apply (simp add: divide_simps False) - done - { fix x - have "x \ {0..1} \ - x \ (\t. (v-u) *\<^sub>R t + u) -` s \ - vector_derivative (\x. g ((v-u) * x + u)) (at x) = (v-u) *\<^sub>R vector_derivative g (at ((v-u) * x + u))" - apply (rule vector_derivative_at [OF vector_diff_chain_at [simplified o_def]]) - apply (intro derivative_eq_intros | simp)+ - apply (cut_tac s [of "(v - u) * x + u"]) - using uv mult_left_le [of x "v-u"] - apply (auto simp: vector_derivative_works) - done - } note vd = this - show ?thesis - apply (cut_tac has_integral_cmul [OF *, where c = "v-u"]) - using fs assms - apply (simp add: False subpath_def has_contour_integral) - apply (rule_tac S = "(\t. ((v-u) *\<^sub>R t + u)) -` s" in has_integral_spike_finite) - apply (auto simp: inj_on_def False finite_vimageI vd scaleR_conv_of_real) - done -qed - -lemma contour_integrable_subpath: - assumes "f contour_integrable_on g" "valid_path g" "u \ {0..1}" "v \ {0..1}" - shows "f contour_integrable_on (subpath u v g)" - apply (cases u v rule: linorder_class.le_cases) - apply (metis contour_integrable_on_def has_contour_integral_subpath [OF assms]) - apply (subst reversepath_subpath [symmetric]) - apply (rule contour_integrable_reversepath) - using assms apply (blast intro: valid_path_subpath) - apply (simp add: contour_integrable_on_def) - using assms apply (blast intro: has_contour_integral_subpath) - done - -lemma has_integral_contour_integral_subpath: - assumes "f contour_integrable_on g" "valid_path g" "u \ {0..1}" "v \ {0..1}" "u \ v" - shows "(((\x. f(g x) * vector_derivative g (at x))) - has_integral contour_integral (subpath u v g) f) {u..v}" - using assms - apply (auto simp: has_integral_integrable_integral) - apply (rule integrable_on_subcbox [where a=u and b=v and S = "{0..1}", simplified]) - apply (auto simp: contour_integral_unique [OF has_contour_integral_subpath] contour_integrable_on) - done - -lemma contour_integral_subcontour_integral: - assumes "f contour_integrable_on g" "valid_path g" "u \ {0..1}" "v \ {0..1}" "u \ v" - shows "contour_integral (subpath u v g) f = - integral {u..v} (\x. f(g x) * vector_derivative g (at x))" - using assms has_contour_integral_subpath contour_integral_unique by blast - -lemma contour_integral_subpath_combine_less: - assumes "f contour_integrable_on g" "valid_path g" "u \ {0..1}" "v \ {0..1}" "w \ {0..1}" - "u {0..1}" "v \ {0..1}" "w \ {0..1}" - shows "contour_integral (subpath u v g) f + contour_integral (subpath v w g) f = - contour_integral (subpath u w g) f" -proof (cases "u\v \ v\w \ u\w") - case True - have *: "subpath v u g = reversepath(subpath u v g) \ - subpath w u g = reversepath(subpath u w g) \ - subpath w v g = reversepath(subpath v w g)" - by (auto simp: reversepath_subpath) - have "u < v \ v < w \ - u < w \ w < v \ - v < u \ u < w \ - v < w \ w < u \ - w < u \ u < v \ - w < v \ v < u" - using True assms by linarith - with assms show ?thesis - using contour_integral_subpath_combine_less [of f g u v w] - contour_integral_subpath_combine_less [of f g u w v] - contour_integral_subpath_combine_less [of f g v u w] - contour_integral_subpath_combine_less [of f g v w u] - contour_integral_subpath_combine_less [of f g w u v] - contour_integral_subpath_combine_less [of f g w v u] - apply simp - apply (elim disjE) - apply (auto simp: * contour_integral_reversepath contour_integrable_subpath - valid_path_subpath algebra_simps) - done -next - case False - then show ?thesis - apply (auto) - using assms - by (metis eq_neg_iff_add_eq_0 contour_integral_reversepath reversepath_subpath valid_path_subpath) -qed - -lemma contour_integral_integral: - "contour_integral g f = integral {0..1} (\x. f (g x) * vector_derivative g (at x))" - by (simp add: contour_integral_def integral_def has_contour_integral contour_integrable_on) - -lemma contour_integral_cong: - assumes "g = g'" "\x. x \ path_image g \ f x = f' x" - shows "contour_integral g f = contour_integral g' f'" - unfolding contour_integral_integral using assms - by (intro integral_cong) (auto simp: path_image_def) - - -text \Contour integral along a segment on the real axis\ - -lemma has_contour_integral_linepath_Reals_iff: - fixes a b :: complex and f :: "complex \ complex" - assumes "a \ Reals" "b \ Reals" "Re a < Re b" - shows "(f has_contour_integral I) (linepath a b) \ - ((\x. f (of_real x)) has_integral I) {Re a..Re b}" -proof - - from assms have [simp]: "of_real (Re a) = a" "of_real (Re b) = b" - by (simp_all add: complex_eq_iff) - from assms have "a \ b" by auto - have "((\x. f (of_real x)) has_integral I) (cbox (Re a) (Re b)) \ - ((\x. f (a + b * of_real x - a * of_real x)) has_integral I /\<^sub>R (Re b - Re a)) {0..1}" - by (subst has_integral_affinity_iff [of "Re b - Re a" _ "Re a", symmetric]) - (insert assms, simp_all add: field_simps scaleR_conv_of_real) - also have "(\x. f (a + b * of_real x - a * of_real x)) = - (\x. (f (a + b * of_real x - a * of_real x) * (b - a)) /\<^sub>R (Re b - Re a))" - using \a \ b\ by (auto simp: field_simps fun_eq_iff scaleR_conv_of_real) - also have "(\ has_integral I /\<^sub>R (Re b - Re a)) {0..1} \ - ((\x. f (linepath a b x) * (b - a)) has_integral I) {0..1}" using assms - by (subst has_integral_cmul_iff) (auto simp: linepath_def scaleR_conv_of_real algebra_simps) - also have "\ \ (f has_contour_integral I) (linepath a b)" unfolding has_contour_integral_def - by (intro has_integral_cong) (simp add: vector_derivative_linepath_within) - finally show ?thesis by simp -qed - -lemma contour_integrable_linepath_Reals_iff: - fixes a b :: complex and f :: "complex \ complex" - assumes "a \ Reals" "b \ Reals" "Re a < Re b" - shows "(f contour_integrable_on linepath a b) \ - (\x. f (of_real x)) integrable_on {Re a..Re b}" - using has_contour_integral_linepath_Reals_iff[OF assms, of f] - by (auto simp: contour_integrable_on_def integrable_on_def) - -lemma contour_integral_linepath_Reals_eq: - fixes a b :: complex and f :: "complex \ complex" - assumes "a \ Reals" "b \ Reals" "Re a < Re b" - shows "contour_integral (linepath a b) f = integral {Re a..Re b} (\x. f (of_real x))" -proof (cases "f contour_integrable_on linepath a b") - case True - thus ?thesis using has_contour_integral_linepath_Reals_iff[OF assms, of f] - using has_contour_integral_integral has_contour_integral_unique by blast -next - case False - thus ?thesis using contour_integrable_linepath_Reals_iff[OF assms, of f] - by (simp add: not_integrable_contour_integral not_integrable_integral) -qed - - - -text\Cauchy's theorem where there's a primitive\ - -lemma contour_integral_primitive_lemma: - fixes f :: "complex \ complex" and g :: "real \ complex" - assumes "a \ b" - and "\x. x \ s \ (f has_field_derivative f' x) (at x within s)" - and "g piecewise_differentiable_on {a..b}" "\x. x \ {a..b} \ g x \ s" - shows "((\x. f'(g x) * vector_derivative g (at x within {a..b})) - has_integral (f(g b) - f(g a))) {a..b}" -proof - - obtain k where k: "finite k" "\x\{a..b} - k. g differentiable (at x within {a..b})" and cg: "continuous_on {a..b} g" - using assms by (auto simp: piecewise_differentiable_on_def) - have cfg: "continuous_on {a..b} (\x. f (g x))" - apply (rule continuous_on_compose [OF cg, unfolded o_def]) - using assms - apply (metis field_differentiable_def field_differentiable_imp_continuous_at continuous_on_eq_continuous_within continuous_on_subset image_subset_iff) - done - { fix x::real - assume a: "a < x" and b: "x < b" and xk: "x \ k" - then have "g differentiable at x within {a..b}" - using k by (simp add: differentiable_at_withinI) - then have "(g has_vector_derivative vector_derivative g (at x within {a..b})) (at x within {a..b})" - by (simp add: vector_derivative_works has_field_derivative_def scaleR_conv_of_real) - then have gdiff: "(g has_derivative (\u. u * vector_derivative g (at x within {a..b}))) (at x within {a..b})" - by (simp add: has_vector_derivative_def scaleR_conv_of_real) - have "(f has_field_derivative (f' (g x))) (at (g x) within g ` {a..b})" - using assms by (metis a atLeastAtMost_iff b DERIV_subset image_subset_iff less_eq_real_def) - then have fdiff: "(f has_derivative (*) (f' (g x))) (at (g x) within g ` {a..b})" - by (simp add: has_field_derivative_def) - have "((\x. f (g x)) has_vector_derivative f' (g x) * vector_derivative g (at x within {a..b})) (at x within {a..b})" - using diff_chain_within [OF gdiff fdiff] - by (simp add: has_vector_derivative_def scaleR_conv_of_real o_def mult_ac) - } note * = this - show ?thesis - apply (rule fundamental_theorem_of_calculus_interior_strong) - using k assms cfg * - apply (auto simp: at_within_Icc_at) - done -qed - -lemma contour_integral_primitive: - assumes "\x. x \ s \ (f has_field_derivative f' x) (at x within s)" - and "valid_path g" "path_image g \ s" - shows "(f' has_contour_integral (f(pathfinish g) - f(pathstart g))) g" - using assms - apply (simp add: valid_path_def path_image_def pathfinish_def pathstart_def has_contour_integral_def) - apply (auto intro!: piecewise_C1_imp_differentiable contour_integral_primitive_lemma [of 0 1 s]) - done - -corollary Cauchy_theorem_primitive: - assumes "\x. x \ s \ (f has_field_derivative f' x) (at x within s)" - and "valid_path g" "path_image g \ s" "pathfinish g = pathstart g" - shows "(f' has_contour_integral 0) g" - using assms - by (metis diff_self contour_integral_primitive) - -text\Existence of path integral for continuous function\ -lemma contour_integrable_continuous_linepath: - assumes "continuous_on (closed_segment a b) f" - shows "f contour_integrable_on (linepath a b)" -proof - - have "continuous_on {0..1} ((\x. f x * (b - a)) \ linepath a b)" - apply (rule continuous_on_compose [OF continuous_on_linepath], simp add: linepath_image_01) - apply (rule continuous_intros | simp add: assms)+ - done - then show ?thesis - apply (simp add: contour_integrable_on_def has_contour_integral_def integrable_on_def [symmetric]) - apply (rule integrable_continuous [of 0 "1::real", simplified]) - apply (rule continuous_on_eq [where f = "\x. f(linepath a b x)*(b - a)"]) - apply (auto simp: vector_derivative_linepath_within) - done -qed - -lemma has_field_der_id: "((\x. x\<^sup>2 / 2) has_field_derivative x) (at x)" - by (rule has_derivative_imp_has_field_derivative) - (rule derivative_intros | simp)+ - -lemma contour_integral_id [simp]: "contour_integral (linepath a b) (\y. y) = (b^2 - a^2)/2" - apply (rule contour_integral_unique) - using contour_integral_primitive [of UNIV "\x. x^2/2" "\x. x" "linepath a b"] - apply (auto simp: field_simps has_field_der_id) - done - -lemma contour_integrable_on_const [iff]: "(\x. c) contour_integrable_on (linepath a b)" - by (simp add: contour_integrable_continuous_linepath) - -lemma contour_integrable_on_id [iff]: "(\x. x) contour_integrable_on (linepath a b)" - by (simp add: contour_integrable_continuous_linepath) - -subsection\<^marker>\tag unimportant\ \Arithmetical combining theorems\ - -lemma has_contour_integral_neg: - "(f has_contour_integral i) g \ ((\x. -(f x)) has_contour_integral (-i)) g" - by (simp add: has_integral_neg has_contour_integral_def) - -lemma has_contour_integral_add: - "\(f1 has_contour_integral i1) g; (f2 has_contour_integral i2) g\ - \ ((\x. f1 x + f2 x) has_contour_integral (i1 + i2)) g" - by (simp add: has_integral_add has_contour_integral_def algebra_simps) - -lemma has_contour_integral_diff: - "\(f1 has_contour_integral i1) g; (f2 has_contour_integral i2) g\ - \ ((\x. f1 x - f2 x) has_contour_integral (i1 - i2)) g" - by (simp add: has_integral_diff has_contour_integral_def algebra_simps) - -lemma has_contour_integral_lmul: - "(f has_contour_integral i) g \ ((\x. c * (f x)) has_contour_integral (c*i)) g" -apply (simp add: has_contour_integral_def) -apply (drule has_integral_mult_right) -apply (simp add: algebra_simps) -done - -lemma has_contour_integral_rmul: - "(f has_contour_integral i) g \ ((\x. (f x) * c) has_contour_integral (i*c)) g" -apply (drule has_contour_integral_lmul) -apply (simp add: mult.commute) -done - -lemma has_contour_integral_div: - "(f has_contour_integral i) g \ ((\x. f x/c) has_contour_integral (i/c)) g" - by (simp add: field_class.field_divide_inverse) (metis has_contour_integral_rmul) - -lemma has_contour_integral_eq: - "\(f has_contour_integral y) p; \x. x \ path_image p \ f x = g x\ \ (g has_contour_integral y) p" -apply (simp add: path_image_def has_contour_integral_def) -by (metis (no_types, lifting) image_eqI has_integral_eq) - -lemma has_contour_integral_bound_linepath: - assumes "(f has_contour_integral i) (linepath a b)" - "0 \ B" "\x. x \ closed_segment a b \ norm(f x) \ B" - shows "norm i \ B * norm(b - a)" -proof - - { fix x::real - assume x: "0 \ x" "x \ 1" - have "norm (f (linepath a b x)) * - norm (vector_derivative (linepath a b) (at x within {0..1})) \ B * norm (b - a)" - by (auto intro: mult_mono simp: assms linepath_in_path of_real_linepath vector_derivative_linepath_within x) - } note * = this - have "norm i \ (B * norm (b - a)) * content (cbox 0 (1::real))" - apply (rule has_integral_bound - [of _ "\x. f (linepath a b x) * vector_derivative (linepath a b) (at x within {0..1})"]) - using assms * unfolding has_contour_integral_def - apply (auto simp: norm_mult) - done - then show ?thesis - by (auto simp: content_real) -qed - -(*UNUSED -lemma has_contour_integral_bound_linepath_strong: - fixes a :: real and f :: "complex \ real" - assumes "(f has_contour_integral i) (linepath a b)" - "finite k" - "0 \ B" "\x::real. x \ closed_segment a b - k \ norm(f x) \ B" - shows "norm i \ B*norm(b - a)" -*) - -lemma has_contour_integral_const_linepath: "((\x. c) has_contour_integral c*(b - a))(linepath a b)" - unfolding has_contour_integral_linepath - by (metis content_real diff_0_right has_integral_const_real lambda_one of_real_1 scaleR_conv_of_real zero_le_one) - -lemma has_contour_integral_0: "((\x. 0) has_contour_integral 0) g" - by (simp add: has_contour_integral_def) - -lemma has_contour_integral_is_0: - "(\z. z \ path_image g \ f z = 0) \ (f has_contour_integral 0) g" - by (rule has_contour_integral_eq [OF has_contour_integral_0]) auto - -lemma has_contour_integral_sum: - "\finite s; \a. a \ s \ (f a has_contour_integral i a) p\ - \ ((\x. sum (\a. f a x) s) has_contour_integral sum i s) p" - by (induction s rule: finite_induct) (auto simp: has_contour_integral_0 has_contour_integral_add) - -subsection\<^marker>\tag unimportant\ \Operations on path integrals\ - -lemma contour_integral_const_linepath [simp]: "contour_integral (linepath a b) (\x. c) = c*(b - a)" - by (rule contour_integral_unique [OF has_contour_integral_const_linepath]) - -lemma contour_integral_neg: - "f contour_integrable_on g \ contour_integral g (\x. -(f x)) = -(contour_integral g f)" - by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_neg) - -lemma contour_integral_add: - "f1 contour_integrable_on g \ f2 contour_integrable_on g \ contour_integral g (\x. f1 x + f2 x) = - contour_integral g f1 + contour_integral g f2" - by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_add) - -lemma contour_integral_diff: - "f1 contour_integrable_on g \ f2 contour_integrable_on g \ contour_integral g (\x. f1 x - f2 x) = - contour_integral g f1 - contour_integral g f2" - by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_diff) - -lemma contour_integral_lmul: - shows "f contour_integrable_on g - \ contour_integral g (\x. c * f x) = c*contour_integral g f" - by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_lmul) - -lemma contour_integral_rmul: - shows "f contour_integrable_on g - \ contour_integral g (\x. f x * c) = contour_integral g f * c" - by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_rmul) - -lemma contour_integral_div: - shows "f contour_integrable_on g - \ contour_integral g (\x. f x / c) = contour_integral g f / c" - by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_div) - -lemma contour_integral_eq: - "(\x. x \ path_image p \ f x = g x) \ contour_integral p f = contour_integral p g" - apply (simp add: contour_integral_def) - using has_contour_integral_eq - by (metis contour_integral_unique has_contour_integral_integrable has_contour_integral_integral) - -lemma contour_integral_eq_0: - "(\z. z \ path_image g \ f z = 0) \ contour_integral g f = 0" - by (simp add: has_contour_integral_is_0 contour_integral_unique) - -lemma contour_integral_bound_linepath: - shows - "\f contour_integrable_on (linepath a b); - 0 \ B; \x. x \ closed_segment a b \ norm(f x) \ B\ - \ norm(contour_integral (linepath a b) f) \ B*norm(b - a)" - apply (rule has_contour_integral_bound_linepath [of f]) - apply (auto simp: has_contour_integral_integral) - done - -lemma contour_integral_0 [simp]: "contour_integral g (\x. 0) = 0" - by (simp add: contour_integral_unique has_contour_integral_0) - -lemma contour_integral_sum: - "\finite s; \a. a \ s \ (f a) contour_integrable_on p\ - \ contour_integral p (\x. sum (\a. f a x) s) = sum (\a. contour_integral p (f a)) s" - by (auto simp: contour_integral_unique has_contour_integral_sum has_contour_integral_integral) - -lemma contour_integrable_eq: - "\f contour_integrable_on p; \x. x \ path_image p \ f x = g x\ \ g contour_integrable_on p" - unfolding contour_integrable_on_def - by (metis has_contour_integral_eq) - - -subsection\<^marker>\tag unimportant\ \Arithmetic theorems for path integrability\ - -lemma contour_integrable_neg: - "f contour_integrable_on g \ (\x. -(f x)) contour_integrable_on g" - using has_contour_integral_neg contour_integrable_on_def by blast - -lemma contour_integrable_add: - "\f1 contour_integrable_on g; f2 contour_integrable_on g\ \ (\x. f1 x + f2 x) contour_integrable_on g" - using has_contour_integral_add contour_integrable_on_def - by fastforce - -lemma contour_integrable_diff: - "\f1 contour_integrable_on g; f2 contour_integrable_on g\ \ (\x. f1 x - f2 x) contour_integrable_on g" - using has_contour_integral_diff contour_integrable_on_def - by fastforce - -lemma contour_integrable_lmul: - "f contour_integrable_on g \ (\x. c * f x) contour_integrable_on g" - using has_contour_integral_lmul contour_integrable_on_def - by fastforce - -lemma contour_integrable_rmul: - "f contour_integrable_on g \ (\x. f x * c) contour_integrable_on g" - using has_contour_integral_rmul contour_integrable_on_def - by fastforce - -lemma contour_integrable_div: - "f contour_integrable_on g \ (\x. f x / c) contour_integrable_on g" - using has_contour_integral_div contour_integrable_on_def - by fastforce - -lemma contour_integrable_sum: - "\finite s; \a. a \ s \ (f a) contour_integrable_on p\ - \ (\x. sum (\a. f a x) s) contour_integrable_on p" - unfolding contour_integrable_on_def - by (metis has_contour_integral_sum) - - -subsection\<^marker>\tag unimportant\ \Reversing a path integral\ - -lemma has_contour_integral_reverse_linepath: - "(f has_contour_integral i) (linepath a b) - \ (f has_contour_integral (-i)) (linepath b a)" - using has_contour_integral_reversepath valid_path_linepath by fastforce - -lemma contour_integral_reverse_linepath: - "continuous_on (closed_segment a b) f - \ contour_integral (linepath a b) f = - (contour_integral(linepath b a) f)" -apply (rule contour_integral_unique) -apply (rule has_contour_integral_reverse_linepath) -by (simp add: closed_segment_commute contour_integrable_continuous_linepath has_contour_integral_integral) - - -(* Splitting a path integral in a flat way.*) - -lemma has_contour_integral_split: - assumes f: "(f has_contour_integral i) (linepath a c)" "(f has_contour_integral j) (linepath c b)" - and k: "0 \ k" "k \ 1" - and c: "c - a = k *\<^sub>R (b - a)" - shows "(f has_contour_integral (i + j)) (linepath a b)" -proof (cases "k = 0 \ k = 1") - case True - then show ?thesis - using assms by auto -next - case False - then have k: "0 < k" "k < 1" "complex_of_real k \ 1" - using assms by auto - have c': "c = k *\<^sub>R (b - a) + a" - by (metis diff_add_cancel c) - have bc: "(b - c) = (1 - k) *\<^sub>R (b - a)" - by (simp add: algebra_simps c') - { assume *: "((\x. f ((1 - x) *\<^sub>R a + x *\<^sub>R c) * (c - a)) has_integral i) {0..1}" - have **: "\x. ((k - x) / k) *\<^sub>R a + (x / k) *\<^sub>R c = (1 - x) *\<^sub>R a + x *\<^sub>R b" - using False apply (simp add: c' algebra_simps) - apply (simp add: real_vector.scale_left_distrib [symmetric] field_split_simps) - done - have "((\x. f ((1 - x) *\<^sub>R a + x *\<^sub>R b) * (b - a)) has_integral i) {0..k}" - using k has_integral_affinity01 [OF *, of "inverse k" "0"] - apply (simp add: divide_simps mult.commute [of _ "k"] image_affinity_atLeastAtMost ** c) - apply (auto dest: has_integral_cmul [where c = "inverse k"]) - done - } note fi = this - { assume *: "((\x. f ((1 - x) *\<^sub>R c + x *\<^sub>R b) * (b - c)) has_integral j) {0..1}" - have **: "\x. (((1 - x) / (1 - k)) *\<^sub>R c + ((x - k) / (1 - k)) *\<^sub>R b) = ((1 - x) *\<^sub>R a + x *\<^sub>R b)" - using k - apply (simp add: c' field_simps) - apply (simp add: scaleR_conv_of_real divide_simps) - apply (simp add: field_simps) - done - have "((\x. f ((1 - x) *\<^sub>R a + x *\<^sub>R b) * (b - a)) has_integral j) {k..1}" - using k has_integral_affinity01 [OF *, of "inverse(1 - k)" "-(k/(1 - k))"] - apply (simp add: divide_simps mult.commute [of _ "1-k"] image_affinity_atLeastAtMost ** bc) - apply (auto dest: has_integral_cmul [where k = "(1 - k) *\<^sub>R j" and c = "inverse (1 - k)"]) - done - } note fj = this - show ?thesis - using f k - apply (simp add: has_contour_integral_linepath) - apply (simp add: linepath_def) - apply (rule has_integral_combine [OF _ _ fi fj], simp_all) - done -qed - -lemma continuous_on_closed_segment_transform: - assumes f: "continuous_on (closed_segment a b) f" - and k: "0 \ k" "k \ 1" - and c: "c - a = k *\<^sub>R (b - a)" - shows "continuous_on (closed_segment a c) f" -proof - - have c': "c = (1 - k) *\<^sub>R a + k *\<^sub>R b" - using c by (simp add: algebra_simps) - have "closed_segment a c \ closed_segment a b" - by (metis c' ends_in_segment(1) in_segment(1) k subset_closed_segment) - then show "continuous_on (closed_segment a c) f" - by (rule continuous_on_subset [OF f]) -qed - -lemma contour_integral_split: - assumes f: "continuous_on (closed_segment a b) f" - and k: "0 \ k" "k \ 1" - and c: "c - a = k *\<^sub>R (b - a)" - shows "contour_integral(linepath a b) f = contour_integral(linepath a c) f + contour_integral(linepath c b) f" -proof - - have c': "c = (1 - k) *\<^sub>R a + k *\<^sub>R b" - using c by (simp add: algebra_simps) - have "closed_segment a c \ closed_segment a b" - by (metis c' ends_in_segment(1) in_segment(1) k subset_closed_segment) - moreover have "closed_segment c b \ closed_segment a b" - by (metis c' ends_in_segment(2) in_segment(1) k subset_closed_segment) - ultimately - have *: "continuous_on (closed_segment a c) f" "continuous_on (closed_segment c b) f" - by (auto intro: continuous_on_subset [OF f]) - show ?thesis - by (rule contour_integral_unique) (meson "*" c contour_integrable_continuous_linepath has_contour_integral_integral has_contour_integral_split k) -qed - -lemma contour_integral_split_linepath: - assumes f: "continuous_on (closed_segment a b) f" - and c: "c \ closed_segment a b" - shows "contour_integral(linepath a b) f = contour_integral(linepath a c) f + contour_integral(linepath c b) f" - using c by (auto simp: closed_segment_def algebra_simps intro!: contour_integral_split [OF f]) - text\The special case of midpoints used in the main quadrisection\ lemma has_contour_integral_midpoint: @@ -3362,7 +1409,6 @@ qed qed - lemma assumes "open S" "path p" "path_image p \ S" shows contour_integral_nearby_ends: @@ -3453,1189 +1499,6 @@ by (force simp: L contour_integral_integral) qed -text\We can treat even non-rectifiable paths as having a "length" for bounds on analytic functions in open sets.\ - -subsection \Winding Numbers\ - -definition\<^marker>\tag important\ winding_number_prop :: "[real \ complex, complex, real, real \ complex, complex] \ bool" where - "winding_number_prop \ z e p n \ - valid_path p \ z \ path_image p \ - pathstart p = pathstart \ \ - pathfinish p = pathfinish \ \ - (\t \ {0..1}. norm(\ t - p t) < e) \ - contour_integral p (\w. 1/(w - z)) = 2 * pi * \ * n" - -definition\<^marker>\tag important\ winding_number:: "[real \ complex, complex] \ complex" where - "winding_number \ z \ SOME n. \e > 0. \p. winding_number_prop \ z e p n" - - -lemma winding_number: - assumes "path \" "z \ path_image \" "0 < e" - shows "\p. winding_number_prop \ z e p (winding_number \ z)" -proof - - have "path_image \ \ UNIV - {z}" - using assms by blast - then obtain d - where d: "d>0" - and pi_eq: "\h1 h2. valid_path h1 \ valid_path h2 \ - (\t\{0..1}. cmod (h1 t - \ t) < d \ cmod (h2 t - \ t) < d) \ - pathstart h2 = pathstart h1 \ pathfinish h2 = pathfinish h1 \ - path_image h1 \ UNIV - {z} \ path_image h2 \ UNIV - {z} \ - (\f. f holomorphic_on UNIV - {z} \ contour_integral h2 f = contour_integral h1 f)" - using contour_integral_nearby_ends [of "UNIV - {z}" \] assms by (auto simp: open_delete) - then obtain h where h: "polynomial_function h \ pathstart h = pathstart \ \ pathfinish h = pathfinish \ \ - (\t \ {0..1}. norm(h t - \ t) < d/2)" - using path_approx_polynomial_function [OF \path \\, of "d/2"] d by auto - define nn where "nn = 1/(2* pi*\) * contour_integral h (\w. 1/(w - z))" - have "\n. \e > 0. \p. winding_number_prop \ z e p n" - proof (rule_tac x=nn in exI, clarify) - fix e::real - assume e: "e>0" - obtain p where p: "polynomial_function p \ - pathstart p = pathstart \ \ pathfinish p = pathfinish \ \ (\t\{0..1}. cmod (p t - \ t) < min e (d/2))" - using path_approx_polynomial_function [OF \path \\, of "min e (d/2)"] d \0 by auto - have "(\w. 1 / (w - z)) holomorphic_on UNIV - {z}" - by (auto simp: intro!: holomorphic_intros) - then show "\p. winding_number_prop \ z e p nn" - apply (rule_tac x=p in exI) - using pi_eq [of h p] h p d - apply (auto simp: valid_path_polynomial_function norm_minus_commute nn_def winding_number_prop_def) - done - qed - then show ?thesis - unfolding winding_number_def by (rule someI2_ex) (blast intro: \0) -qed - -lemma winding_number_unique: - assumes \: "path \" "z \ path_image \" - and pi: "\e. e>0 \ \p. winding_number_prop \ z e p n" - shows "winding_number \ z = n" -proof - - have "path_image \ \ UNIV - {z}" - using assms by blast - then obtain e - where e: "e>0" - and pi_eq: "\h1 h2 f. \valid_path h1; valid_path h2; - (\t\{0..1}. cmod (h1 t - \ t) < e \ cmod (h2 t - \ t) < e); - pathstart h2 = pathstart h1; pathfinish h2 = pathfinish h1; f holomorphic_on UNIV - {z}\ \ - contour_integral h2 f = contour_integral h1 f" - using contour_integral_nearby_ends [of "UNIV - {z}" \] assms by (auto simp: open_delete) - obtain p where p: "winding_number_prop \ z e p n" - using pi [OF e] by blast - obtain q where q: "winding_number_prop \ z e q (winding_number \ z)" - using winding_number [OF \ e] by blast - have "2 * complex_of_real pi * \ * n = contour_integral p (\w. 1 / (w - z))" - using p by (auto simp: winding_number_prop_def) - also have "\ = contour_integral q (\w. 1 / (w - z))" - proof (rule pi_eq) - show "(\w. 1 / (w - z)) holomorphic_on UNIV - {z}" - by (auto intro!: holomorphic_intros) - qed (use p q in \auto simp: winding_number_prop_def norm_minus_commute\) - also have "\ = 2 * complex_of_real pi * \ * winding_number \ z" - using q by (auto simp: winding_number_prop_def) - finally have "2 * complex_of_real pi * \ * n = 2 * complex_of_real pi * \ * winding_number \ z" . - then show ?thesis - by simp -qed - -(*NB not winding_number_prop here due to the loop in p*) -lemma winding_number_unique_loop: - assumes \: "path \" "z \ path_image \" - and loop: "pathfinish \ = pathstart \" - and pi: - "\e. e>0 \ \p. valid_path p \ z \ path_image p \ - pathfinish p = pathstart p \ - (\t \ {0..1}. norm (\ t - p t) < e) \ - contour_integral p (\w. 1/(w - z)) = 2 * pi * \ * n" - shows "winding_number \ z = n" -proof - - have "path_image \ \ UNIV - {z}" - using assms by blast - then obtain e - where e: "e>0" - and pi_eq: "\h1 h2 f. \valid_path h1; valid_path h2; - (\t\{0..1}. cmod (h1 t - \ t) < e \ cmod (h2 t - \ t) < e); - pathfinish h1 = pathstart h1; pathfinish h2 = pathstart h2; f holomorphic_on UNIV - {z}\ \ - contour_integral h2 f = contour_integral h1 f" - using contour_integral_nearby_loops [of "UNIV - {z}" \] assms by (auto simp: open_delete) - obtain p where p: - "valid_path p \ z \ path_image p \ pathfinish p = pathstart p \ - (\t \ {0..1}. norm (\ t - p t) < e) \ - contour_integral p (\w. 1/(w - z)) = 2 * pi * \ * n" - using pi [OF e] by blast - obtain q where q: "winding_number_prop \ z e q (winding_number \ z)" - using winding_number [OF \ e] by blast - have "2 * complex_of_real pi * \ * n = contour_integral p (\w. 1 / (w - z))" - using p by auto - also have "\ = contour_integral q (\w. 1 / (w - z))" - proof (rule pi_eq) - show "(\w. 1 / (w - z)) holomorphic_on UNIV - {z}" - by (auto intro!: holomorphic_intros) - qed (use p q loop in \auto simp: winding_number_prop_def norm_minus_commute\) - also have "\ = 2 * complex_of_real pi * \ * winding_number \ z" - using q by (auto simp: winding_number_prop_def) - finally have "2 * complex_of_real pi * \ * n = 2 * complex_of_real pi * \ * winding_number \ z" . - then show ?thesis - by simp -qed - -proposition winding_number_valid_path: - assumes "valid_path \" "z \ path_image \" - shows "winding_number \ z = 1/(2*pi*\) * contour_integral \ (\w. 1/(w - z))" - by (rule winding_number_unique) - (use assms in \auto simp: valid_path_imp_path winding_number_prop_def\) - -proposition has_contour_integral_winding_number: - assumes \: "valid_path \" "z \ path_image \" - shows "((\w. 1/(w - z)) has_contour_integral (2*pi*\*winding_number \ z)) \" -by (simp add: winding_number_valid_path has_contour_integral_integral contour_integrable_inversediff assms) - -lemma winding_number_trivial [simp]: "z \ a \ winding_number(linepath a a) z = 0" - by (simp add: winding_number_valid_path) - -lemma winding_number_subpath_trivial [simp]: "z \ g x \ winding_number (subpath x x g) z = 0" - by (simp add: path_image_subpath winding_number_valid_path) - -lemma winding_number_join: - assumes \1: "path \1" "z \ path_image \1" - and \2: "path \2" "z \ path_image \2" - and "pathfinish \1 = pathstart \2" - shows "winding_number(\1 +++ \2) z = winding_number \1 z + winding_number \2 z" -proof (rule winding_number_unique) - show "\p. winding_number_prop (\1 +++ \2) z e p - (winding_number \1 z + winding_number \2 z)" if "e > 0" for e - proof - - obtain p1 where "winding_number_prop \1 z e p1 (winding_number \1 z)" - using \0 < e\ \1 winding_number by blast - moreover - obtain p2 where "winding_number_prop \2 z e p2 (winding_number \2 z)" - using \0 < e\ \2 winding_number by blast - ultimately - have "winding_number_prop (\1+++\2) z e (p1+++p2) (winding_number \1 z + winding_number \2 z)" - using assms - apply (simp add: winding_number_prop_def not_in_path_image_join contour_integrable_inversediff algebra_simps) - apply (auto simp: joinpaths_def) - done - then show ?thesis - by blast - qed -qed (use assms in \auto simp: not_in_path_image_join\) - -lemma winding_number_reversepath: - assumes "path \" "z \ path_image \" - shows "winding_number(reversepath \) z = - (winding_number \ z)" -proof (rule winding_number_unique) - show "\p. winding_number_prop (reversepath \) z e p (- winding_number \ z)" if "e > 0" for e - proof - - obtain p where "winding_number_prop \ z e p (winding_number \ z)" - using \0 < e\ assms winding_number by blast - then have "winding_number_prop (reversepath \) z e (reversepath p) (- winding_number \ z)" - using assms - apply (simp add: winding_number_prop_def contour_integral_reversepath contour_integrable_inversediff valid_path_imp_reverse) - apply (auto simp: reversepath_def) - done - then show ?thesis - by blast - qed -qed (use assms in auto) - -lemma winding_number_shiftpath: - assumes \: "path \" "z \ path_image \" - and "pathfinish \ = pathstart \" "a \ {0..1}" - shows "winding_number(shiftpath a \) z = winding_number \ z" -proof (rule winding_number_unique_loop) - show "\p. valid_path p \ z \ path_image p \ pathfinish p = pathstart p \ - (\t\{0..1}. cmod (shiftpath a \ t - p t) < e) \ - contour_integral p (\w. 1 / (w - z)) = - complex_of_real (2 * pi) * \ * winding_number \ z" - if "e > 0" for e - proof - - obtain p where "winding_number_prop \ z e p (winding_number \ z)" - using \0 < e\ assms winding_number by blast - then show ?thesis - apply (rule_tac x="shiftpath a p" in exI) - using assms that - apply (auto simp: winding_number_prop_def path_image_shiftpath pathfinish_shiftpath pathstart_shiftpath contour_integral_shiftpath) - apply (simp add: shiftpath_def) - done - qed -qed (use assms in \auto simp: path_shiftpath path_image_shiftpath pathfinish_shiftpath pathstart_shiftpath\) - -lemma winding_number_split_linepath: - assumes "c \ closed_segment a b" "z \ closed_segment a b" - shows "winding_number(linepath a b) z = winding_number(linepath a c) z + winding_number(linepath c b) z" -proof - - have "z \ closed_segment a c" "z \ closed_segment c b" - using assms by (meson convex_contains_segment convex_segment ends_in_segment subsetCE)+ - then show ?thesis - using assms - by (simp add: winding_number_valid_path contour_integral_split_linepath [symmetric] continuous_on_inversediff field_simps) -qed - -lemma winding_number_cong: - "(\t. \0 \ t; t \ 1\ \ p t = q t) \ winding_number p z = winding_number q z" - by (simp add: winding_number_def winding_number_prop_def pathstart_def pathfinish_def) - -lemma winding_number_constI: - assumes "c\z" "\t. \0\t; t\1\ \ g t = c" - shows "winding_number g z = 0" -proof - - have "winding_number g z = winding_number (linepath c c) z" - apply (rule winding_number_cong) - using assms unfolding linepath_def by auto - moreover have "winding_number (linepath c c) z =0" - apply (rule winding_number_trivial) - using assms by auto - ultimately show ?thesis by auto -qed - -lemma winding_number_offset: "winding_number p z = winding_number (\w. p w - z) 0" - unfolding winding_number_def -proof (intro ext arg_cong [where f = Eps] arg_cong [where f = All] imp_cong refl, safe) - fix n e g - assume "0 < e" and g: "winding_number_prop p z e g n" - then show "\r. winding_number_prop (\w. p w - z) 0 e r n" - by (rule_tac x="\t. g t - z" in exI) - (force simp: winding_number_prop_def contour_integral_integral valid_path_def path_defs - vector_derivative_def has_vector_derivative_diff_const piecewise_C1_differentiable_diff C1_differentiable_imp_piecewise) -next - fix n e g - assume "0 < e" and g: "winding_number_prop (\w. p w - z) 0 e g n" - then show "\r. winding_number_prop p z e r n" - apply (rule_tac x="\t. g t + z" in exI) - apply (simp add: winding_number_prop_def contour_integral_integral valid_path_def path_defs - piecewise_C1_differentiable_add vector_derivative_def has_vector_derivative_add_const C1_differentiable_imp_piecewise) - apply (force simp: algebra_simps) - done -qed - -subsubsection\<^marker>\tag unimportant\ \Some lemmas about negating a path\ - -lemma valid_path_negatepath: "valid_path \ \ valid_path (uminus \ \)" - unfolding o_def using piecewise_C1_differentiable_neg valid_path_def by blast - -lemma has_contour_integral_negatepath: - assumes \: "valid_path \" and cint: "((\z. f (- z)) has_contour_integral - i) \" - shows "(f has_contour_integral i) (uminus \ \)" -proof - - obtain S where cont: "continuous_on {0..1} \" and "finite S" and diff: "\ C1_differentiable_on {0..1} - S" - using \ by (auto simp: valid_path_def piecewise_C1_differentiable_on_def) - have "((\x. - (f (- \ x) * vector_derivative \ (at x within {0..1}))) has_integral i) {0..1}" - using cint by (auto simp: has_contour_integral_def dest: has_integral_neg) - then - have "((\x. f (- \ x) * vector_derivative (uminus \ \) (at x within {0..1})) has_integral i) {0..1}" - proof (rule rev_iffD1 [OF _ has_integral_spike_eq]) - show "negligible S" - by (simp add: \finite S\ negligible_finite) - show "f (- \ x) * vector_derivative (uminus \ \) (at x within {0..1}) = - - (f (- \ x) * vector_derivative \ (at x within {0..1}))" - if "x \ {0..1} - S" for x - proof - - have "vector_derivative (uminus \ \) (at x within cbox 0 1) = - vector_derivative \ (at x within cbox 0 1)" - proof (rule vector_derivative_within_cbox) - show "(uminus \ \ has_vector_derivative - vector_derivative \ (at x within cbox 0 1)) (at x within cbox 0 1)" - using that unfolding o_def - by (metis C1_differentiable_on_eq UNIV_I diff differentiable_subset has_vector_derivative_minus subsetI that vector_derivative_works) - qed (use that in auto) - then show ?thesis - by simp - qed - qed - then show ?thesis by (simp add: has_contour_integral_def) -qed - -lemma winding_number_negatepath: - assumes \: "valid_path \" and 0: "0 \ path_image \" - shows "winding_number(uminus \ \) 0 = winding_number \ 0" -proof - - have "(/) 1 contour_integrable_on \" - using "0" \ contour_integrable_inversediff by fastforce - then have "((\z. 1/z) has_contour_integral contour_integral \ ((/) 1)) \" - by (rule has_contour_integral_integral) - then have "((\z. 1 / - z) has_contour_integral - contour_integral \ ((/) 1)) \" - using has_contour_integral_neg by auto - then show ?thesis - using assms - apply (simp add: winding_number_valid_path valid_path_negatepath image_def path_defs) - apply (simp add: contour_integral_unique has_contour_integral_negatepath) - done -qed - -lemma contour_integrable_negatepath: - assumes \: "valid_path \" and pi: "(\z. f (- z)) contour_integrable_on \" - shows "f contour_integrable_on (uminus \ \)" - by (metis \ add.inverse_inverse contour_integrable_on_def has_contour_integral_negatepath pi) - -(* A combined theorem deducing several things piecewise.*) -lemma winding_number_join_pos_combined: - "\valid_path \1; z \ path_image \1; 0 < Re(winding_number \1 z); - valid_path \2; z \ path_image \2; 0 < Re(winding_number \2 z); pathfinish \1 = pathstart \2\ - \ valid_path(\1 +++ \2) \ z \ path_image(\1 +++ \2) \ 0 < Re(winding_number(\1 +++ \2) z)" - by (simp add: valid_path_join path_image_join winding_number_join valid_path_imp_path) - - -subsubsection\<^marker>\tag unimportant\ \Useful sufficient conditions for the winding number to be positive\ - -lemma Re_winding_number: - "\valid_path \; z \ path_image \\ - \ Re(winding_number \ z) = Im(contour_integral \ (\w. 1/(w - z))) / (2*pi)" -by (simp add: winding_number_valid_path field_simps Re_divide power2_eq_square) - -lemma winding_number_pos_le: - assumes \: "valid_path \" "z \ path_image \" - and ge: "\x. \0 < x; x < 1\ \ 0 \ Im (vector_derivative \ (at x) * cnj(\ x - z))" - shows "0 \ Re(winding_number \ z)" -proof - - have ge0: "0 \ Im (vector_derivative \ (at x) / (\ x - z))" if x: "0 < x" "x < 1" for x - using ge by (simp add: Complex.Im_divide algebra_simps x) - let ?vd = "\x. 1 / (\ x - z) * vector_derivative \ (at x)" - let ?int = "\z. contour_integral \ (\w. 1 / (w - z))" - have hi: "(?vd has_integral ?int z) (cbox 0 1)" - unfolding box_real - apply (subst has_contour_integral [symmetric]) - using \ by (simp add: contour_integrable_inversediff has_contour_integral_integral) - have "0 \ Im (?int z)" - proof (rule has_integral_component_nonneg [of \, simplified]) - show "\x. x \ cbox 0 1 \ 0 \ Im (if 0 < x \ x < 1 then ?vd x else 0)" - by (force simp: ge0) - show "((\x. if 0 < x \ x < 1 then ?vd x else 0) has_integral ?int z) (cbox 0 1)" - by (rule has_integral_spike_interior [OF hi]) simp - qed - then show ?thesis - by (simp add: Re_winding_number [OF \] field_simps) -qed - -lemma winding_number_pos_lt_lemma: - assumes \: "valid_path \" "z \ path_image \" - and e: "0 < e" - and ge: "\x. \0 < x; x < 1\ \ e \ Im (vector_derivative \ (at x) / (\ x - z))" - shows "0 < Re(winding_number \ z)" -proof - - let ?vd = "\x. 1 / (\ x - z) * vector_derivative \ (at x)" - let ?int = "\z. contour_integral \ (\w. 1 / (w - z))" - have hi: "(?vd has_integral ?int z) (cbox 0 1)" - unfolding box_real - apply (subst has_contour_integral [symmetric]) - using \ by (simp add: contour_integrable_inversediff has_contour_integral_integral) - have "e \ Im (contour_integral \ (\w. 1 / (w - z)))" - proof (rule has_integral_component_le [of \ "\x. \*e" "\*e" "{0..1}", simplified]) - show "((\x. if 0 < x \ x < 1 then ?vd x else \ * complex_of_real e) has_integral ?int z) {0..1}" - by (rule has_integral_spike_interior [OF hi, simplified box_real]) (use e in simp) - show "\x. 0 \ x \ x \ 1 \ - e \ Im (if 0 < x \ x < 1 then ?vd x else \ * complex_of_real e)" - by (simp add: ge) - qed (use has_integral_const_real [of _ 0 1] in auto) - with e show ?thesis - by (simp add: Re_winding_number [OF \] field_simps) -qed - -lemma winding_number_pos_lt: - assumes \: "valid_path \" "z \ path_image \" - and e: "0 < e" - and ge: "\x. \0 < x; x < 1\ \ e \ Im (vector_derivative \ (at x) * cnj(\ x - z))" - shows "0 < Re (winding_number \ z)" -proof - - have bm: "bounded ((\w. w - z) ` (path_image \))" - using bounded_translation [of _ "-z"] \ by (simp add: bounded_valid_path_image) - then obtain B where B: "B > 0" and Bno: "\x. x \ (\w. w - z) ` (path_image \) \ norm x \ B" - using bounded_pos [THEN iffD1, OF bm] by blast - { fix x::real assume x: "0 < x" "x < 1" - then have B2: "cmod (\ x - z)^2 \ B^2" using Bno [of "\ x - z"] - by (simp add: path_image_def power2_eq_square mult_mono') - with x have "\ x \ z" using \ - using path_image_def by fastforce - then have "e / B\<^sup>2 \ Im (vector_derivative \ (at x) * cnj (\ x - z)) / (cmod (\ x - z))\<^sup>2" - using B ge [OF x] B2 e - apply (rule_tac y="e / (cmod (\ x - z))\<^sup>2" in order_trans) - apply (auto simp: divide_left_mono divide_right_mono) - done - then have "e / B\<^sup>2 \ Im (vector_derivative \ (at x) / (\ x - z))" - by (simp add: complex_div_cnj [of _ "\ x - z" for x] del: complex_cnj_diff times_complex.sel) - } note * = this - show ?thesis - using e B by (simp add: * winding_number_pos_lt_lemma [OF \, of "e/B^2"]) -qed - -subsection\The winding number is an integer\ - -text\Proof from the book Complex Analysis by Lars V. Ahlfors, Chapter 4, section 2.1, - Also on page 134 of Serge Lang's book with the name title, etc.\ - -lemma exp_fg: - fixes z::complex - assumes g: "(g has_vector_derivative g') (at x within s)" - and f: "(f has_vector_derivative (g' / (g x - z))) (at x within s)" - and z: "g x \ z" - shows "((\x. exp(-f x) * (g x - z)) has_vector_derivative 0) (at x within s)" -proof - - have *: "(exp \ (\x. (- f x)) has_vector_derivative - (g' / (g x - z)) * exp (- f x)) (at x within s)" - using assms unfolding has_vector_derivative_def scaleR_conv_of_real - by (auto intro!: derivative_eq_intros) - show ?thesis - apply (rule has_vector_derivative_eq_rhs) - using z - apply (auto intro!: derivative_eq_intros * [unfolded o_def] g) - done -qed - -lemma winding_number_exp_integral: - fixes z::complex - assumes \: "\ piecewise_C1_differentiable_on {a..b}" - and ab: "a \ b" - and z: "z \ \ ` {a..b}" - shows "(\x. vector_derivative \ (at x) / (\ x - z)) integrable_on {a..b}" - (is "?thesis1") - "exp (- (integral {a..b} (\x. vector_derivative \ (at x) / (\ x - z)))) * (\ b - z) = \ a - z" - (is "?thesis2") -proof - - let ?D\ = "\x. vector_derivative \ (at x)" - have [simp]: "\x. a \ x \ x \ b \ \ x \ z" - using z by force - have cong: "continuous_on {a..b} \" - using \ by (simp add: piecewise_C1_differentiable_on_def) - obtain k where fink: "finite k" and g_C1_diff: "\ C1_differentiable_on ({a..b} - k)" - using \ by (force simp: piecewise_C1_differentiable_on_def) - have \: "open ({a<..finite k\ by (simp add: finite_imp_closed open_Diff) - moreover have "{a<.. {a..b} - k" - by force - ultimately have g_diff_at: "\x. \x \ k; x \ {a<.. \ \ differentiable at x" - by (metis Diff_iff differentiable_on_subset C1_diff_imp_diff [OF g_C1_diff] differentiable_on_def at_within_open) - { fix w - assume "w \ z" - have "continuous_on (ball w (cmod (w - z))) (\w. 1 / (w - z))" - by (auto simp: dist_norm intro!: continuous_intros) - moreover have "\x. cmod (w - x) < cmod (w - z) \ \f'. ((\w. 1 / (w - z)) has_field_derivative f') (at x)" - by (auto simp: intro!: derivative_eq_intros) - ultimately have "\h. \y. norm(y - w) < norm(w - z) \ (h has_field_derivative 1/(y - z)) (at y)" - using holomorphic_convex_primitive [of "ball w (norm(w - z))" "{}" "\w. 1/(w - z)"] - by (force simp: field_differentiable_def Ball_def dist_norm at_within_open_NO_MATCH norm_minus_commute) - } - then obtain h where h: "\w y. w \ z \ norm(y - w) < norm(w - z) \ (h w has_field_derivative 1/(y - z)) (at y)" - by meson - have exy: "\y. ((\x. inverse (\ x - z) * ?D\ x) has_integral y) {a..b}" - unfolding integrable_on_def [symmetric] - proof (rule contour_integral_local_primitive_any [OF piecewise_C1_imp_differentiable [OF \]]) - show "\d h. 0 < d \ - (\y. cmod (y - w) < d \ (h has_field_derivative inverse (y - z))(at y within - {z}))" - if "w \ - {z}" for w - apply (rule_tac x="norm(w - z)" in exI) - using that inverse_eq_divide has_field_derivative_at_within h - by (metis Compl_insert DiffD2 insertCI right_minus_eq zero_less_norm_iff) - qed simp - have vg_int: "(\x. ?D\ x / (\ x - z)) integrable_on {a..b}" - unfolding box_real [symmetric] divide_inverse_commute - by (auto intro!: exy integrable_subinterval simp add: integrable_on_def ab) - with ab show ?thesis1 - by (simp add: divide_inverse_commute integral_def integrable_on_def) - { fix t - assume t: "t \ {a..b}" - have cball: "continuous_on (ball (\ t) (dist (\ t) z)) (\x. inverse (x - z))" - using z by (auto intro!: continuous_intros simp: dist_norm) - have icd: "\x. cmod (\ t - x) < cmod (\ t - z) \ (\w. inverse (w - z)) field_differentiable at x" - unfolding field_differentiable_def by (force simp: intro!: derivative_eq_intros) - obtain h where h: "\x. cmod (\ t - x) < cmod (\ t - z) \ - (h has_field_derivative inverse (x - z)) (at x within {y. cmod (\ t - y) < cmod (\ t - z)})" - using holomorphic_convex_primitive [where f = "\w. inverse(w - z)", OF convex_ball finite.emptyI cball icd] - by simp (auto simp: ball_def dist_norm that) - { fix x D - assume x: "x \ k" "a < x" "x < b" - then have "x \ interior ({a..b} - k)" - using open_subset_interior [OF \] by fastforce - then have con: "isCont ?D\ x" - using g_C1_diff x by (auto simp: C1_differentiable_on_eq intro: continuous_on_interior) - then have con_vd: "continuous (at x within {a..b}) (\x. ?D\ x)" - by (rule continuous_at_imp_continuous_within) - have gdx: "\ differentiable at x" - using x by (simp add: g_diff_at) - have "\d. \x \ k; a < x; x < b; - (\ has_vector_derivative d) (at x); a \ t; t \ b\ - \ ((\x. integral {a..x} - (\x. ?D\ x / - (\ x - z))) has_vector_derivative - d / (\ x - z)) - (at x within {a..b})" - apply (rule has_vector_derivative_eq_rhs) - apply (rule integral_has_vector_derivative_continuous_at [where S = "{}", simplified]) - apply (rule con_vd continuous_intros cong vg_int | simp add: continuous_at_imp_continuous_within has_vector_derivative_continuous vector_derivative_at)+ - done - then have "((\c. exp (- integral {a..c} (\x. ?D\ x / (\ x - z))) * (\ c - z)) has_derivative (\h. 0)) - (at x within {a..b})" - using x gdx t - apply (clarsimp simp add: differentiable_iff_scaleR) - apply (rule exp_fg [unfolded has_vector_derivative_def, simplified], blast intro: has_derivative_at_withinI) - apply (simp_all add: has_vector_derivative_def [symmetric]) - done - } note * = this - have "exp (- (integral {a..t} (\x. ?D\ x / (\ x - z)))) * (\ t - z) =\ a - z" - apply (rule has_derivative_zero_unique_strong_interval [of "{a,b} \ k" a b]) - using t - apply (auto intro!: * continuous_intros fink cong indefinite_integral_continuous_1 [OF vg_int] simp add: ab)+ - done - } - with ab show ?thesis2 - by (simp add: divide_inverse_commute integral_def) -qed - -lemma winding_number_exp_2pi: - "\path p; z \ path_image p\ - \ pathfinish p - z = exp (2 * pi * \ * winding_number p z) * (pathstart p - z)" -using winding_number [of p z 1] unfolding valid_path_def path_image_def pathstart_def pathfinish_def winding_number_prop_def - by (force dest: winding_number_exp_integral(2) [of _ 0 1 z] simp: field_simps contour_integral_integral exp_minus) - -lemma integer_winding_number_eq: - assumes \: "path \" and z: "z \ path_image \" - shows "winding_number \ z \ \ \ pathfinish \ = pathstart \" -proof - - obtain p where p: "valid_path p" "z \ path_image p" - "pathstart p = pathstart \" "pathfinish p = pathfinish \" - and eq: "contour_integral p (\w. 1 / (w - z)) = complex_of_real (2 * pi) * \ * winding_number \ z" - using winding_number [OF assms, of 1] unfolding winding_number_prop_def by auto - then have wneq: "winding_number \ z = winding_number p z" - using eq winding_number_valid_path by force - have iff: "(winding_number \ z \ \) \ (exp (contour_integral p (\w. 1 / (w - z))) = 1)" - using eq by (simp add: exp_eq_1 complex_is_Int_iff) - have "exp (contour_integral p (\w. 1 / (w - z))) = (\ 1 - z) / (\ 0 - z)" - using p winding_number_exp_integral(2) [of p 0 1 z] - apply (simp add: valid_path_def path_defs contour_integral_integral exp_minus field_split_simps) - by (metis path_image_def pathstart_def pathstart_in_path_image) - then have "winding_number p z \ \ \ pathfinish p = pathstart p" - using p wneq iff by (auto simp: path_defs) - then show ?thesis using p eq - by (auto simp: winding_number_valid_path) -qed - -theorem integer_winding_number: - "\path \; pathfinish \ = pathstart \; z \ path_image \\ \ winding_number \ z \ \" -by (metis integer_winding_number_eq) - - -text\If the winding number's magnitude is at least one, then the path must contain points in every direction.*) - We can thus bound the winding number of a path that doesn't intersect a given ray. \ - -lemma winding_number_pos_meets: - fixes z::complex - assumes \: "valid_path \" and z: "z \ path_image \" and 1: "Re (winding_number \ z) \ 1" - and w: "w \ z" - shows "\a::real. 0 < a \ z + a*(w - z) \ path_image \" -proof - - have [simp]: "\x. 0 \ x \ x \ 1 \ \ x \ z" - using z by (auto simp: path_image_def) - have [simp]: "z \ \ ` {0..1}" - using path_image_def z by auto - have gpd: "\ piecewise_C1_differentiable_on {0..1}" - using \ valid_path_def by blast - define r where "r = (w - z) / (\ 0 - z)" - have [simp]: "r \ 0" - using w z by (auto simp: r_def) - have cont: "continuous_on {0..1} - (\x. Im (integral {0..x} (\x. vector_derivative \ (at x) / (\ x - z))))" - by (intro continuous_intros indefinite_integral_continuous_1 winding_number_exp_integral [OF gpd]; simp) - have "Arg2pi r \ 2*pi" - by (simp add: Arg2pi less_eq_real_def) - also have "\ \ Im (integral {0..1} (\x. vector_derivative \ (at x) / (\ x - z)))" - using 1 - apply (simp add: winding_number_valid_path [OF \ z] contour_integral_integral) - apply (simp add: Complex.Re_divide field_simps power2_eq_square) - done - finally have "Arg2pi r \ Im (integral {0..1} (\x. vector_derivative \ (at x) / (\ x - z)))" . - then have "\t. t \ {0..1} \ Im(integral {0..t} (\x. vector_derivative \ (at x)/(\ x - z))) = Arg2pi r" - by (simp add: Arg2pi_ge_0 cont IVT') - then obtain t where t: "t \ {0..1}" - and eqArg: "Im (integral {0..t} (\x. vector_derivative \ (at x)/(\ x - z))) = Arg2pi r" - by blast - define i where "i = integral {0..t} (\x. vector_derivative \ (at x) / (\ x - z))" - have iArg: "Arg2pi r = Im i" - using eqArg by (simp add: i_def) - have gpdt: "\ piecewise_C1_differentiable_on {0..t}" - by (metis atLeastAtMost_iff atLeastatMost_subset_iff order_refl piecewise_C1_differentiable_on_subset gpd t) - have "exp (- i) * (\ t - z) = \ 0 - z" - unfolding i_def - apply (rule winding_number_exp_integral [OF gpdt]) - using t z unfolding path_image_def by force+ - then have *: "\ t - z = exp i * (\ 0 - z)" - by (simp add: exp_minus field_simps) - then have "(w - z) = r * (\ 0 - z)" - by (simp add: r_def) - then have "z + complex_of_real (exp (Re i)) * (w - z) / complex_of_real (cmod r) = \ t" - apply simp - apply (subst Complex_Transcendental.Arg2pi_eq [of r]) - apply (simp add: iArg) - using * apply (simp add: exp_eq_polar field_simps) - done - with t show ?thesis - by (rule_tac x="exp(Re i) / norm r" in exI) (auto simp: path_image_def) -qed - -lemma winding_number_big_meets: - fixes z::complex - assumes \: "valid_path \" and z: "z \ path_image \" and "\Re (winding_number \ z)\ \ 1" - and w: "w \ z" - shows "\a::real. 0 < a \ z + a*(w - z) \ path_image \" -proof - - { assume "Re (winding_number \ z) \ - 1" - then have "Re (winding_number (reversepath \) z) \ 1" - by (simp add: \ valid_path_imp_path winding_number_reversepath z) - moreover have "valid_path (reversepath \)" - using \ valid_path_imp_reverse by auto - moreover have "z \ path_image (reversepath \)" - by (simp add: z) - ultimately have "\a::real. 0 < a \ z + a*(w - z) \ path_image (reversepath \)" - using winding_number_pos_meets w by blast - then have ?thesis - by simp - } - then show ?thesis - using assms - by (simp add: abs_if winding_number_pos_meets split: if_split_asm) -qed - -lemma winding_number_less_1: - fixes z::complex - shows - "\valid_path \; z \ path_image \; w \ z; - \a::real. 0 < a \ z + a*(w - z) \ path_image \\ - \ Re(winding_number \ z) < 1" - by (auto simp: not_less dest: winding_number_big_meets) - -text\One way of proving that WN=1 for a loop.\ -lemma winding_number_eq_1: - fixes z::complex - assumes \: "valid_path \" and z: "z \ path_image \" and loop: "pathfinish \ = pathstart \" - and 0: "0 < Re(winding_number \ z)" and 2: "Re(winding_number \ z) < 2" - shows "winding_number \ z = 1" -proof - - have "winding_number \ z \ Ints" - by (simp add: \ integer_winding_number loop valid_path_imp_path z) - then show ?thesis - using 0 2 by (auto simp: Ints_def) -qed - -subsection\Continuity of winding number and invariance on connected sets\ - -lemma continuous_at_winding_number: - fixes z::complex - assumes \: "path \" and z: "z \ path_image \" - shows "continuous (at z) (winding_number \)" -proof - - obtain e where "e>0" and cbg: "cball z e \ - path_image \" - using open_contains_cball [of "- path_image \"] z - by (force simp: closed_def [symmetric] closed_path_image [OF \]) - then have ppag: "path_image \ \ - cball z (e/2)" - by (force simp: cball_def dist_norm) - have oc: "open (- cball z (e / 2))" - by (simp add: closed_def [symmetric]) - obtain d where "d>0" and pi_eq: - "\h1 h2. \valid_path h1; valid_path h2; - (\t\{0..1}. cmod (h1 t - \ t) < d \ cmod (h2 t - \ t) < d); - pathstart h2 = pathstart h1; pathfinish h2 = pathfinish h1\ - \ - path_image h1 \ - cball z (e / 2) \ - path_image h2 \ - cball z (e / 2) \ - (\f. f holomorphic_on - cball z (e / 2) \ contour_integral h2 f = contour_integral h1 f)" - using contour_integral_nearby_ends [OF oc \ ppag] by metis - obtain p where p: "valid_path p" "z \ path_image p" - "pathstart p = pathstart \ \ pathfinish p = pathfinish \" - and pg: "\t. t\{0..1} \ cmod (\ t - p t) < min d e / 2" - and pi: "contour_integral p (\x. 1 / (x - z)) = complex_of_real (2 * pi) * \ * winding_number \ z" - using winding_number [OF \ z, of "min d e / 2"] \d>0\ \e>0\ by (auto simp: winding_number_prop_def) - { fix w - assume d2: "cmod (w - z) < d/2" and e2: "cmod (w - z) < e/2" - then have wnotp: "w \ path_image p" - using cbg \d>0\ \e>0\ - apply (simp add: path_image_def cball_def dist_norm, clarify) - apply (frule pg) - apply (drule_tac c="\ x" in subsetD) - apply (auto simp: less_eq_real_def norm_minus_commute norm_triangle_half_l) - done - have wnotg: "w \ path_image \" - using cbg e2 \e>0\ by (force simp: dist_norm norm_minus_commute) - { fix k::real - assume k: "k>0" - then obtain q where q: "valid_path q" "w \ path_image q" - "pathstart q = pathstart \ \ pathfinish q = pathfinish \" - and qg: "\t. t \ {0..1} \ cmod (\ t - q t) < min k (min d e) / 2" - and qi: "contour_integral q (\u. 1 / (u - w)) = complex_of_real (2 * pi) * \ * winding_number \ w" - using winding_number [OF \ wnotg, of "min k (min d e) / 2"] \d>0\ \e>0\ k - by (force simp: min_divide_distrib_right winding_number_prop_def) - have "contour_integral p (\u. 1 / (u - w)) = contour_integral q (\u. 1 / (u - w))" - apply (rule pi_eq [OF \valid_path q\ \valid_path p\, THEN conjunct2, THEN conjunct2, rule_format]) - apply (frule pg) - apply (frule qg) - using p q \d>0\ e2 - apply (auto simp: dist_norm norm_minus_commute intro!: holomorphic_intros) - done - then have "contour_integral p (\x. 1 / (x - w)) = complex_of_real (2 * pi) * \ * winding_number \ w" - by (simp add: pi qi) - } note pip = this - have "path p" - using p by (simp add: valid_path_imp_path) - then have "winding_number p w = winding_number \ w" - apply (rule winding_number_unique [OF _ wnotp]) - apply (rule_tac x=p in exI) - apply (simp add: p wnotp min_divide_distrib_right pip winding_number_prop_def) - done - } note wnwn = this - obtain pe where "pe>0" and cbp: "cball z (3 / 4 * pe) \ - path_image p" - using p open_contains_cball [of "- path_image p"] - by (force simp: closed_def [symmetric] closed_path_image [OF valid_path_imp_path]) - obtain L - where "L>0" - and L: "\f B. \f holomorphic_on - cball z (3 / 4 * pe); - \z \ - cball z (3 / 4 * pe). cmod (f z) \ B\ \ - cmod (contour_integral p f) \ L * B" - using contour_integral_bound_exists [of "- cball z (3/4*pe)" p] cbp \valid_path p\ by force - { fix e::real and w::complex - assume e: "0 < e" and w: "cmod (w - z) < pe/4" "cmod (w - z) < e * pe\<^sup>2 / (8 * L)" - then have [simp]: "w \ path_image p" - using cbp p(2) \0 < pe\ - by (force simp: dist_norm norm_minus_commute path_image_def cball_def) - have [simp]: "contour_integral p (\x. 1/(x - w)) - contour_integral p (\x. 1/(x - z)) = - contour_integral p (\x. 1/(x - w) - 1/(x - z))" - by (simp add: p contour_integrable_inversediff contour_integral_diff) - { fix x - assume pe: "3/4 * pe < cmod (z - x)" - have "cmod (w - x) < pe/4 + cmod (z - x)" - by (meson add_less_cancel_right norm_diff_triangle_le order_refl order_trans_rules(21) w(1)) - then have wx: "cmod (w - x) < 4/3 * cmod (z - x)" using pe by simp - have "cmod (z - x) \ cmod (z - w) + cmod (w - x)" - using norm_diff_triangle_le by blast - also have "\ < pe/4 + cmod (w - x)" - using w by (simp add: norm_minus_commute) - finally have "pe/2 < cmod (w - x)" - using pe by auto - then have "(pe/2)^2 < cmod (w - x) ^ 2" - apply (rule power_strict_mono) - using \pe>0\ by auto - then have pe2: "pe^2 < 4 * cmod (w - x) ^ 2" - by (simp add: power_divide) - have "8 * L * cmod (w - z) < e * pe\<^sup>2" - using w \L>0\ by (simp add: field_simps) - also have "\ < e * 4 * cmod (w - x) * cmod (w - x)" - using pe2 \e>0\ by (simp add: power2_eq_square) - also have "\ < e * 4 * cmod (w - x) * (4/3 * cmod (z - x))" - using wx - apply (rule mult_strict_left_mono) - using pe2 e not_less_iff_gr_or_eq by fastforce - finally have "L * cmod (w - z) < 2/3 * e * cmod (w - x) * cmod (z - x)" - by simp - also have "\ \ e * cmod (w - x) * cmod (z - x)" - using e by simp - finally have Lwz: "L * cmod (w - z) < e * cmod (w - x) * cmod (z - x)" . - have "L * cmod (1 / (x - w) - 1 / (x - z)) \ e" - apply (cases "x=z \ x=w") - using pe \pe>0\ w \L>0\ - apply (force simp: norm_minus_commute) - using wx w(2) \L>0\ pe pe2 Lwz - apply (auto simp: divide_simps mult_less_0_iff norm_minus_commute norm_divide norm_mult power2_eq_square) - done - } note L_cmod_le = this - have *: "cmod (contour_integral p (\x. 1 / (x - w) - 1 / (x - z))) \ L * (e * pe\<^sup>2 / L / 4 * (inverse (pe / 2))\<^sup>2)" - apply (rule L) - using \pe>0\ w - apply (force simp: dist_norm norm_minus_commute intro!: holomorphic_intros) - using \pe>0\ w \L>0\ - apply (auto simp: cball_def dist_norm field_simps L_cmod_le simp del: less_divide_eq_numeral1 le_divide_eq_numeral1) - done - have "cmod (contour_integral p (\x. 1 / (x - w)) - contour_integral p (\x. 1 / (x - z))) < 2*e" - apply simp - apply (rule le_less_trans [OF *]) - using \L>0\ e - apply (force simp: field_simps) - done - then have "cmod (winding_number p w - winding_number p z) < e" - using pi_ge_two e - by (force simp: winding_number_valid_path p field_simps norm_divide norm_mult intro: less_le_trans) - } note cmod_wn_diff = this - then have "isCont (winding_number p) z" - apply (simp add: continuous_at_eps_delta, clarify) - apply (rule_tac x="min (pe/4) (e/2*pe^2/L/4)" in exI) - using \pe>0\ \L>0\ - apply (simp add: dist_norm cmod_wn_diff) - done - then show ?thesis - apply (rule continuous_transform_within [where d = "min d e / 2"]) - apply (auto simp: \d>0\ \e>0\ dist_norm wnwn) - done -qed - -corollary continuous_on_winding_number: - "path \ \ continuous_on (- path_image \) (\w. winding_number \ w)" - by (simp add: continuous_at_imp_continuous_on continuous_at_winding_number) - -subsection\<^marker>\tag unimportant\ \The winding number is constant on a connected region\ - -lemma winding_number_constant: - assumes \: "path \" and loop: "pathfinish \ = pathstart \" and cs: "connected S" and sg: "S \ path_image \ = {}" - shows "winding_number \ constant_on S" -proof - - have *: "1 \ cmod (winding_number \ y - winding_number \ z)" - if ne: "winding_number \ y \ winding_number \ z" and "y \ S" "z \ S" for y z - proof - - have "winding_number \ y \ \" "winding_number \ z \ \" - using that integer_winding_number [OF \ loop] sg \y \ S\ by auto - with ne show ?thesis - by (auto simp: Ints_def simp flip: of_int_diff) - qed - have cont: "continuous_on S (\w. winding_number \ w)" - using continuous_on_winding_number [OF \] sg - by (meson continuous_on_subset disjoint_eq_subset_Compl) - show ?thesis - using "*" zero_less_one - by (blast intro: continuous_discrete_range_constant [OF cs cont]) -qed - -lemma winding_number_eq: - "\path \; pathfinish \ = pathstart \; w \ S; z \ S; connected S; S \ path_image \ = {}\ - \ winding_number \ w = winding_number \ z" - using winding_number_constant by (metis constant_on_def) - -lemma open_winding_number_levelsets: - assumes \: "path \" and loop: "pathfinish \ = pathstart \" - shows "open {z. z \ path_image \ \ winding_number \ z = k}" -proof - - have opn: "open (- path_image \)" - by (simp add: closed_path_image \ open_Compl) - { fix z assume z: "z \ path_image \" and k: "k = winding_number \ z" - obtain e where e: "e>0" "ball z e \ - path_image \" - using open_contains_ball [of "- path_image \"] opn z - by blast - have "\e>0. \y. dist y z < e \ y \ path_image \ \ winding_number \ y = winding_number \ z" - apply (rule_tac x=e in exI) - using e apply (simp add: dist_norm ball_def norm_minus_commute) - apply (auto simp: dist_norm norm_minus_commute intro!: winding_number_eq [OF assms, where S = "ball z e"]) - done - } then - show ?thesis - by (auto simp: open_dist) -qed - -subsection\Winding number is zero "outside" a curve\ - -proposition winding_number_zero_in_outside: - assumes \: "path \" and loop: "pathfinish \ = pathstart \" and z: "z \ outside (path_image \)" - shows "winding_number \ z = 0" -proof - - obtain B::real where "0 < B" and B: "path_image \ \ ball 0 B" - using bounded_subset_ballD [OF bounded_path_image [OF \]] by auto - obtain w::complex where w: "w \ ball 0 (B + 1)" - by (metis abs_of_nonneg le_less less_irrefl mem_ball_0 norm_of_real) - have "- ball 0 (B + 1) \ outside (path_image \)" - apply (rule outside_subset_convex) - using B subset_ball by auto - then have wout: "w \ outside (path_image \)" - using w by blast - moreover have "winding_number \ constant_on outside (path_image \)" - using winding_number_constant [OF \ loop, of "outside(path_image \)"] connected_outside - by (metis DIM_complex bounded_path_image dual_order.refl \ outside_no_overlap) - ultimately have "winding_number \ z = winding_number \ w" - by (metis (no_types, hide_lams) constant_on_def z) - also have "\ = 0" - proof - - have wnot: "w \ path_image \" using wout by (simp add: outside_def) - { fix e::real assume "0" "pathfinish p = pathfinish \" - and pg1: "(\t. \0 \ t; t \ 1\ \ cmod (p t - \ t) < 1)" - and pge: "(\t. \0 \ t; t \ 1\ \ cmod (p t - \ t) < e)" - using path_approx_polynomial_function [OF \, of "min 1 e"] \e>0\ by force - have pip: "path_image p \ ball 0 (B + 1)" - using B - apply (clarsimp simp add: path_image_def dist_norm ball_def) - apply (frule (1) pg1) - apply (fastforce dest: norm_add_less) - done - then have "w \ path_image p" using w by blast - then have "\p. valid_path p \ w \ path_image p \ - pathstart p = pathstart \ \ pathfinish p = pathfinish \ \ - (\t\{0..1}. cmod (\ t - p t) < e) \ contour_integral p (\wa. 1 / (wa - w)) = 0" - apply (rule_tac x=p in exI) - apply (simp add: p valid_path_polynomial_function) - apply (intro conjI) - using pge apply (simp add: norm_minus_commute) - apply (rule contour_integral_unique [OF Cauchy_theorem_convex_simple [OF _ convex_ball [of 0 "B+1"]]]) - apply (rule holomorphic_intros | simp add: dist_norm)+ - using mem_ball_0 w apply blast - using p apply (simp_all add: valid_path_polynomial_function loop pip) - done - } - then show ?thesis - by (auto intro: winding_number_unique [OF \] simp add: winding_number_prop_def wnot) - qed - finally show ?thesis . -qed - -corollary\<^marker>\tag unimportant\ winding_number_zero_const: "a \ z \ winding_number (\t. a) z = 0" - by (rule winding_number_zero_in_outside) - (auto simp: pathfinish_def pathstart_def path_polynomial_function) - -corollary\<^marker>\tag unimportant\ winding_number_zero_outside: - "\path \; convex s; pathfinish \ = pathstart \; z \ s; path_image \ \ s\ \ winding_number \ z = 0" - by (meson convex_in_outside outside_mono subsetCE winding_number_zero_in_outside) - -lemma winding_number_zero_at_infinity: - assumes \: "path \" and loop: "pathfinish \ = pathstart \" - shows "\B. \z. B \ norm z \ winding_number \ z = 0" -proof - - obtain B::real where "0 < B" and B: "path_image \ \ ball 0 B" - using bounded_subset_ballD [OF bounded_path_image [OF \]] by auto - then show ?thesis - apply (rule_tac x="B+1" in exI, clarify) - apply (rule winding_number_zero_outside [OF \ convex_cball [of 0 B] loop]) - apply (meson less_add_one mem_cball_0 not_le order_trans) - using ball_subset_cball by blast -qed - -lemma winding_number_zero_point: - "\path \; convex s; pathfinish \ = pathstart \; open s; path_image \ \ s\ - \ \z. z \ s \ winding_number \ z = 0" - using outside_compact_in_open [of "path_image \" s] path_image_nonempty winding_number_zero_in_outside - by (fastforce simp add: compact_path_image) - - -text\If a path winds round a set, it winds rounds its inside.\ -lemma winding_number_around_inside: - assumes \: "path \" and loop: "pathfinish \ = pathstart \" - and cls: "closed s" and cos: "connected s" and s_disj: "s \ path_image \ = {}" - and z: "z \ s" and wn_nz: "winding_number \ z \ 0" and w: "w \ s \ inside s" - shows "winding_number \ w = winding_number \ z" -proof - - have ssb: "s \ inside(path_image \)" - proof - fix x :: complex - assume "x \ s" - hence "x \ path_image \" - by (meson disjoint_iff_not_equal s_disj) - thus "x \ inside (path_image \)" - using \x \ s\ by (metis (no_types) ComplI UnE cos \ loop s_disj union_with_outside winding_number_eq winding_number_zero_in_outside wn_nz z) -qed - show ?thesis - apply (rule winding_number_eq [OF \ loop w]) - using z apply blast - apply (simp add: cls connected_with_inside cos) - apply (simp add: Int_Un_distrib2 s_disj, safe) - by (meson ssb inside_inside_compact_connected [OF cls, of "path_image \"] compact_path_image connected_path_image contra_subsetD disjoint_iff_not_equal \ inside_no_overlap) - qed - - -text\Bounding a WN by 1/2 for a path and point in opposite halfspaces.\ -lemma winding_number_subpath_continuous: - assumes \: "valid_path \" and z: "z \ path_image \" - shows "continuous_on {0..1} (\x. winding_number(subpath 0 x \) z)" -proof - - have *: "integral {0..x} (\t. vector_derivative \ (at t) / (\ t - z)) / (2 * of_real pi * \) = - winding_number (subpath 0 x \) z" - if x: "0 \ x" "x \ 1" for x - proof - - have "integral {0..x} (\t. vector_derivative \ (at t) / (\ t - z)) / (2 * of_real pi * \) = - 1 / (2*pi*\) * contour_integral (subpath 0 x \) (\w. 1/(w - z))" - using assms x - apply (simp add: contour_integral_subcontour_integral [OF contour_integrable_inversediff]) - done - also have "\ = winding_number (subpath 0 x \) z" - apply (subst winding_number_valid_path) - using assms x - apply (simp_all add: path_image_subpath valid_path_subpath) - by (force simp: path_image_def) - finally show ?thesis . - qed - show ?thesis - apply (rule continuous_on_eq - [where f = "\x. 1 / (2*pi*\) * - integral {0..x} (\t. 1/(\ t - z) * vector_derivative \ (at t))"]) - apply (rule continuous_intros)+ - apply (rule indefinite_integral_continuous_1) - apply (rule contour_integrable_inversediff [OF assms, unfolded contour_integrable_on]) - using assms - apply (simp add: *) - done -qed - -lemma winding_number_ivt_pos: - assumes \: "valid_path \" and z: "z \ path_image \" and "0 \ w" "w \ Re(winding_number \ z)" - shows "\t \ {0..1}. Re(winding_number(subpath 0 t \) z) = w" - apply (rule ivt_increasing_component_on_1 [of 0 1, where ?k = "1::complex", simplified complex_inner_1_right], simp) - apply (rule winding_number_subpath_continuous [OF \ z]) - using assms - apply (auto simp: path_image_def image_def) - done - -lemma winding_number_ivt_neg: - assumes \: "valid_path \" and z: "z \ path_image \" and "Re(winding_number \ z) \ w" "w \ 0" - shows "\t \ {0..1}. Re(winding_number(subpath 0 t \) z) = w" - apply (rule ivt_decreasing_component_on_1 [of 0 1, where ?k = "1::complex", simplified complex_inner_1_right], simp) - apply (rule winding_number_subpath_continuous [OF \ z]) - using assms - apply (auto simp: path_image_def image_def) - done - -lemma winding_number_ivt_abs: - assumes \: "valid_path \" and z: "z \ path_image \" and "0 \ w" "w \ \Re(winding_number \ z)\" - shows "\t \ {0..1}. \Re (winding_number (subpath 0 t \) z)\ = w" - using assms winding_number_ivt_pos [of \ z w] winding_number_ivt_neg [of \ z "-w"] - by force - -lemma winding_number_lt_half_lemma: - assumes \: "valid_path \" and z: "z \ path_image \" and az: "a \ z \ b" and pag: "path_image \ \ {w. a \ w > b}" - shows "Re(winding_number \ z) < 1/2" -proof - - { assume "Re(winding_number \ z) \ 1/2" - then obtain t::real where t: "0 \ t" "t \ 1" and sub12: "Re (winding_number (subpath 0 t \) z) = 1/2" - using winding_number_ivt_pos [OF \ z, of "1/2"] by auto - have gt: "\ t - z = - (of_real (exp (- (2 * pi * Im (winding_number (subpath 0 t \) z)))) * (\ 0 - z))" - using winding_number_exp_2pi [of "subpath 0 t \" z] - apply (simp add: t \ valid_path_imp_path) - using closed_segment_eq_real_ivl path_image_def t z by (fastforce simp: path_image_subpath Euler sub12) - have "b < a \ \ 0" - proof - - have "\ 0 \ {c. b < a \ c}" - by (metis (no_types) pag atLeastAtMost_iff image_subset_iff order_refl path_image_def zero_le_one) - thus ?thesis - by blast - qed - moreover have "b < a \ \ t" - proof - - have "\ t \ {c. b < a \ c}" - by (metis (no_types) pag atLeastAtMost_iff image_subset_iff path_image_def t) - thus ?thesis - by blast - qed - ultimately have "0 < a \ (\ 0 - z)" "0 < a \ (\ t - z)" using az - by (simp add: inner_diff_right)+ - then have False - by (simp add: gt inner_mult_right mult_less_0_iff) - } - then show ?thesis by force -qed - -lemma winding_number_lt_half: - assumes "valid_path \" "a \ z \ b" "path_image \ \ {w. a \ w > b}" - shows "\Re (winding_number \ z)\ < 1/2" -proof - - have "z \ path_image \" using assms by auto - with assms show ?thesis - apply (simp add: winding_number_lt_half_lemma abs_if del: less_divide_eq_numeral1) - apply (metis complex_inner_1_right winding_number_lt_half_lemma [OF valid_path_imp_reverse, of \ z a b] - winding_number_reversepath valid_path_imp_path inner_minus_left path_image_reversepath) - done -qed - -lemma winding_number_le_half: - assumes \: "valid_path \" and z: "z \ path_image \" - and anz: "a \ 0" and azb: "a \ z \ b" and pag: "path_image \ \ {w. a \ w \ b}" - shows "\Re (winding_number \ z)\ \ 1/2" -proof - - { assume wnz_12: "\Re (winding_number \ z)\ > 1/2" - have "isCont (winding_number \) z" - by (metis continuous_at_winding_number valid_path_imp_path \ z) - then obtain d where "d>0" and d: "\x'. dist x' z < d \ dist (winding_number \ x') (winding_number \ z) < \Re(winding_number \ z)\ - 1/2" - using continuous_at_eps_delta wnz_12 diff_gt_0_iff_gt by blast - define z' where "z' = z - (d / (2 * cmod a)) *\<^sub>R a" - have *: "a \ z' \ b - d / 3 * cmod a" - unfolding z'_def inner_mult_right' divide_inverse - apply (simp add: field_split_simps algebra_simps dot_square_norm power2_eq_square anz) - apply (metis \0 < d\ add_increasing azb less_eq_real_def mult_nonneg_nonneg mult_right_mono norm_ge_zero norm_numeral) - done - have "cmod (winding_number \ z' - winding_number \ z) < \Re (winding_number \ z)\ - 1/2" - using d [of z'] anz \d>0\ by (simp add: dist_norm z'_def) - then have "1/2 < \Re (winding_number \ z)\ - cmod (winding_number \ z' - winding_number \ z)" - by simp - then have "1/2 < \Re (winding_number \ z)\ - \Re (winding_number \ z') - Re (winding_number \ z)\" - using abs_Re_le_cmod [of "winding_number \ z' - winding_number \ z"] by simp - then have wnz_12': "\Re (winding_number \ z')\ > 1/2" - by linarith - moreover have "\Re (winding_number \ z')\ < 1/2" - apply (rule winding_number_lt_half [OF \ *]) - using azb \d>0\ pag - apply (auto simp: add_strict_increasing anz field_split_simps dest!: subsetD) - done - ultimately have False - by simp - } - then show ?thesis by force -qed - -lemma winding_number_lt_half_linepath: "z \ closed_segment a b \ \Re (winding_number (linepath a b) z)\ < 1/2" - using separating_hyperplane_closed_point [of "closed_segment a b" z] - apply auto - apply (simp add: closed_segment_def) - apply (drule less_imp_le) - apply (frule winding_number_lt_half [OF valid_path_linepath [of a b]]) - apply (auto simp: segment) - done - - -text\ Positivity of WN for a linepath.\ -lemma winding_number_linepath_pos_lt: - assumes "0 < Im ((b - a) * cnj (b - z))" - shows "0 < Re(winding_number(linepath a b) z)" -proof - - have z: "z \ path_image (linepath a b)" - using assms - by (simp add: closed_segment_def) (force simp: algebra_simps) - show ?thesis - apply (rule winding_number_pos_lt [OF valid_path_linepath z assms]) - apply (simp add: linepath_def algebra_simps) - done -qed - - -subsection\Cauchy's integral formula, again for a convex enclosing set\ - -lemma Cauchy_integral_formula_weak: - assumes s: "convex s" and "finite k" and conf: "continuous_on s f" - and fcd: "(\x. x \ interior s - k \ f field_differentiable at x)" - and z: "z \ interior s - k" and vpg: "valid_path \" - and pasz: "path_image \ \ s - {z}" and loop: "pathfinish \ = pathstart \" - shows "((\w. f w / (w - z)) has_contour_integral (2*pi * \ * winding_number \ z * f z)) \" -proof - - obtain f' where f': "(f has_field_derivative f') (at z)" - using fcd [OF z] by (auto simp: field_differentiable_def) - have pas: "path_image \ \ s" and znotin: "z \ path_image \" using pasz by blast+ - have c: "continuous (at x within s) (\w. if w = z then f' else (f w - f z) / (w - z))" if "x \ s" for x - proof (cases "x = z") - case True then show ?thesis - apply (simp add: continuous_within) - apply (rule Lim_transform_away_within [of _ "z+1" _ "\w::complex. (f w - f z)/(w - z)"]) - using has_field_derivative_at_within has_field_derivative_iff f' - apply (fastforce simp add:)+ - done - next - case False - then have dxz: "dist x z > 0" by auto - have cf: "continuous (at x within s) f" - using conf continuous_on_eq_continuous_within that by blast - have "continuous (at x within s) (\w. (f w - f z) / (w - z))" - by (rule cf continuous_intros | simp add: False)+ - then show ?thesis - apply (rule continuous_transform_within [OF _ dxz that, of "\w::complex. (f w - f z)/(w - z)"]) - apply (force simp: dist_commute) - done - qed - have fink': "finite (insert z k)" using \finite k\ by blast - have *: "((\w. if w = z then f' else (f w - f z) / (w - z)) has_contour_integral 0) \" - apply (rule Cauchy_theorem_convex [OF _ s fink' _ vpg pas loop]) - using c apply (force simp: continuous_on_eq_continuous_within) - apply (rename_tac w) - apply (rule_tac d="dist w z" and f = "\w. (f w - f z)/(w - z)" in field_differentiable_transform_within) - apply (simp_all add: dist_pos_lt dist_commute) - apply (metis less_irrefl) - apply (rule derivative_intros fcd | simp)+ - done - show ?thesis - apply (rule has_contour_integral_eq) - using znotin has_contour_integral_add [OF has_contour_integral_lmul [OF has_contour_integral_winding_number [OF vpg znotin], of "f z"] *] - apply (auto simp: ac_simps divide_simps) - done -qed - -theorem Cauchy_integral_formula_convex_simple: - "\convex s; f holomorphic_on s; z \ interior s; valid_path \; path_image \ \ s - {z}; - pathfinish \ = pathstart \\ - \ ((\w. f w / (w - z)) has_contour_integral (2*pi * \ * winding_number \ z * f z)) \" - apply (rule Cauchy_integral_formula_weak [where k = "{}"]) - using holomorphic_on_imp_continuous_on - by auto (metis at_within_interior holomorphic_on_def interiorE subsetCE) - subsection\Homotopy forms of Cauchy's theorem\ lemma Cauchy_theorem_homotopic: @@ -4826,3022 +1689,7 @@ apply (blast dest: holomorphic_on_imp_continuous_on homotopic_loops_imp_subset) by (simp add: Cauchy_theorem_homotopic_loops) -subsection\<^marker>\tag unimportant\ \More winding number properties\ - -text\including the fact that it's +-1 inside a simple closed curve.\ - -lemma winding_number_homotopic_paths: - assumes "homotopic_paths (-{z}) g h" - shows "winding_number g z = winding_number h z" -proof - - have "path g" "path h" using homotopic_paths_imp_path [OF assms] by auto - moreover have pag: "z \ path_image g" and pah: "z \ path_image h" - using homotopic_paths_imp_subset [OF assms] by auto - ultimately obtain d e where "d > 0" "e > 0" - and d: "\p. \path p; pathstart p = pathstart g; pathfinish p = pathfinish g; \t\{0..1}. norm (p t - g t) < d\ - \ homotopic_paths (-{z}) g p" - and e: "\q. \path q; pathstart q = pathstart h; pathfinish q = pathfinish h; \t\{0..1}. norm (q t - h t) < e\ - \ homotopic_paths (-{z}) h q" - using homotopic_nearby_paths [of g "-{z}"] homotopic_nearby_paths [of h "-{z}"] by force - obtain p where p: - "valid_path p" "z \ path_image p" - "pathstart p = pathstart g" "pathfinish p = pathfinish g" - and gp_less:"\t\{0..1}. cmod (g t - p t) < d" - and pap: "contour_integral p (\w. 1 / (w - z)) = complex_of_real (2 * pi) * \ * winding_number g z" - using winding_number [OF \path g\ pag \0 < d\] unfolding winding_number_prop_def by blast - obtain q where q: - "valid_path q" "z \ path_image q" - "pathstart q = pathstart h" "pathfinish q = pathfinish h" - and hq_less: "\t\{0..1}. cmod (h t - q t) < e" - and paq: "contour_integral q (\w. 1 / (w - z)) = complex_of_real (2 * pi) * \ * winding_number h z" - using winding_number [OF \path h\ pah \0 < e\] unfolding winding_number_prop_def by blast - have "homotopic_paths (- {z}) g p" - by (simp add: d p valid_path_imp_path norm_minus_commute gp_less) - moreover have "homotopic_paths (- {z}) h q" - by (simp add: e q valid_path_imp_path norm_minus_commute hq_less) - ultimately have "homotopic_paths (- {z}) p q" - by (blast intro: homotopic_paths_trans homotopic_paths_sym assms) - then have "contour_integral p (\w. 1/(w - z)) = contour_integral q (\w. 1/(w - z))" - by (rule Cauchy_theorem_homotopic_paths) (auto intro!: holomorphic_intros simp: p q) - then show ?thesis - by (simp add: pap paq) -qed - -lemma winding_number_homotopic_loops: - assumes "homotopic_loops (-{z}) g h" - shows "winding_number g z = winding_number h z" -proof - - have "path g" "path h" using homotopic_loops_imp_path [OF assms] by auto - moreover have pag: "z \ path_image g" and pah: "z \ path_image h" - using homotopic_loops_imp_subset [OF assms] by auto - moreover have gloop: "pathfinish g = pathstart g" and hloop: "pathfinish h = pathstart h" - using homotopic_loops_imp_loop [OF assms] by auto - ultimately obtain d e where "d > 0" "e > 0" - and d: "\p. \path p; pathfinish p = pathstart p; \t\{0..1}. norm (p t - g t) < d\ - \ homotopic_loops (-{z}) g p" - and e: "\q. \path q; pathfinish q = pathstart q; \t\{0..1}. norm (q t - h t) < e\ - \ homotopic_loops (-{z}) h q" - using homotopic_nearby_loops [of g "-{z}"] homotopic_nearby_loops [of h "-{z}"] by force - obtain p where p: - "valid_path p" "z \ path_image p" - "pathstart p = pathstart g" "pathfinish p = pathfinish g" - and gp_less:"\t\{0..1}. cmod (g t - p t) < d" - and pap: "contour_integral p (\w. 1 / (w - z)) = complex_of_real (2 * pi) * \ * winding_number g z" - using winding_number [OF \path g\ pag \0 < d\] unfolding winding_number_prop_def by blast - obtain q where q: - "valid_path q" "z \ path_image q" - "pathstart q = pathstart h" "pathfinish q = pathfinish h" - and hq_less: "\t\{0..1}. cmod (h t - q t) < e" - and paq: "contour_integral q (\w. 1 / (w - z)) = complex_of_real (2 * pi) * \ * winding_number h z" - using winding_number [OF \path h\ pah \0 < e\] unfolding winding_number_prop_def by blast - have gp: "homotopic_loops (- {z}) g p" - by (simp add: gloop d gp_less norm_minus_commute p valid_path_imp_path) - have hq: "homotopic_loops (- {z}) h q" - by (simp add: e hloop hq_less norm_minus_commute q valid_path_imp_path) - have "contour_integral p (\w. 1/(w - z)) = contour_integral q (\w. 1/(w - z))" - proof (rule Cauchy_theorem_homotopic_loops) - show "homotopic_loops (- {z}) p q" - by (blast intro: homotopic_loops_trans homotopic_loops_sym gp hq assms) - qed (auto intro!: holomorphic_intros simp: p q) - then show ?thesis - by (simp add: pap paq) -qed - -lemma winding_number_paths_linear_eq: - "\path g; path h; pathstart h = pathstart g; pathfinish h = pathfinish g; - \t. t \ {0..1} \ z \ closed_segment (g t) (h t)\ - \ winding_number h z = winding_number g z" - by (blast intro: sym homotopic_paths_linear winding_number_homotopic_paths) - -lemma winding_number_loops_linear_eq: - "\path g; path h; pathfinish g = pathstart g; pathfinish h = pathstart h; - \t. t \ {0..1} \ z \ closed_segment (g t) (h t)\ - \ winding_number h z = winding_number g z" - by (blast intro: sym homotopic_loops_linear winding_number_homotopic_loops) - -lemma winding_number_nearby_paths_eq: - "\path g; path h; pathstart h = pathstart g; pathfinish h = pathfinish g; - \t. t \ {0..1} \ norm(h t - g t) < norm(g t - z)\ - \ winding_number h z = winding_number g z" - by (metis segment_bound(2) norm_minus_commute not_le winding_number_paths_linear_eq) - -lemma winding_number_nearby_loops_eq: - "\path g; path h; pathfinish g = pathstart g; pathfinish h = pathstart h; - \t. t \ {0..1} \ norm(h t - g t) < norm(g t - z)\ - \ winding_number h z = winding_number g z" - by (metis segment_bound(2) norm_minus_commute not_le winding_number_loops_linear_eq) - - -lemma winding_number_subpath_combine: - "\path g; z \ path_image g; - u \ {0..1}; v \ {0..1}; w \ {0..1}\ - \ winding_number (subpath u v g) z + winding_number (subpath v w g) z = - winding_number (subpath u w g) z" -apply (rule trans [OF winding_number_join [THEN sym] - winding_number_homotopic_paths [OF homotopic_join_subpaths]]) - using path_image_subpath_subset by auto - -subsection\Partial circle path\ - -definition\<^marker>\tag important\ part_circlepath :: "[complex, real, real, real, real] \ complex" - where "part_circlepath z r s t \ \x. z + of_real r * exp (\ * of_real (linepath s t x))" - -lemma pathstart_part_circlepath [simp]: - "pathstart(part_circlepath z r s t) = z + r*exp(\ * s)" -by (metis part_circlepath_def pathstart_def pathstart_linepath) - -lemma pathfinish_part_circlepath [simp]: - "pathfinish(part_circlepath z r s t) = z + r*exp(\*t)" -by (metis part_circlepath_def pathfinish_def pathfinish_linepath) - -lemma reversepath_part_circlepath[simp]: - "reversepath (part_circlepath z r s t) = part_circlepath z r t s" - unfolding part_circlepath_def reversepath_def linepath_def - by (auto simp:algebra_simps) - -lemma has_vector_derivative_part_circlepath [derivative_intros]: - "((part_circlepath z r s t) has_vector_derivative - (\ * r * (of_real t - of_real s) * exp(\ * linepath s t x))) - (at x within X)" - apply (simp add: part_circlepath_def linepath_def scaleR_conv_of_real) - apply (rule has_vector_derivative_real_field) - apply (rule derivative_eq_intros | simp)+ - done - -lemma differentiable_part_circlepath: - "part_circlepath c r a b differentiable at x within A" - using has_vector_derivative_part_circlepath[of c r a b x A] differentiableI_vector by blast - -lemma vector_derivative_part_circlepath: - "vector_derivative (part_circlepath z r s t) (at x) = - \ * r * (of_real t - of_real s) * exp(\ * linepath s t x)" - using has_vector_derivative_part_circlepath vector_derivative_at by blast - -lemma vector_derivative_part_circlepath01: - "\0 \ x; x \ 1\ - \ vector_derivative (part_circlepath z r s t) (at x within {0..1}) = - \ * r * (of_real t - of_real s) * exp(\ * linepath s t x)" - using has_vector_derivative_part_circlepath - by (auto simp: vector_derivative_at_within_ivl) - -lemma valid_path_part_circlepath [simp]: "valid_path (part_circlepath z r s t)" - apply (simp add: valid_path_def) - apply (rule C1_differentiable_imp_piecewise) - apply (auto simp: C1_differentiable_on_eq vector_derivative_works vector_derivative_part_circlepath has_vector_derivative_part_circlepath - intro!: continuous_intros) - done - -lemma path_part_circlepath [simp]: "path (part_circlepath z r s t)" - by (simp add: valid_path_imp_path) - -proposition path_image_part_circlepath: - assumes "s \ t" - shows "path_image (part_circlepath z r s t) = {z + r * exp(\ * of_real x) | x. s \ x \ x \ t}" -proof - - { fix z::real - assume "0 \ z" "z \ 1" - with \s \ t\ have "\x. (exp (\ * linepath s t z) = exp (\ * of_real x)) \ s \ x \ x \ t" - apply (rule_tac x="(1 - z) * s + z * t" in exI) - apply (simp add: linepath_def scaleR_conv_of_real algebra_simps) - apply (rule conjI) - using mult_right_mono apply blast - using affine_ineq by (metis "mult.commute") - } - moreover - { fix z - assume "s \ z" "z \ t" - then have "z + of_real r * exp (\ * of_real z) \ (\x. z + of_real r * exp (\ * linepath s t x)) ` {0..1}" - apply (rule_tac x="(z - s)/(t - s)" in image_eqI) - apply (simp add: linepath_def scaleR_conv_of_real divide_simps exp_eq) - apply (auto simp: field_split_simps) - done - } - ultimately show ?thesis - by (fastforce simp add: path_image_def part_circlepath_def) -qed - -lemma path_image_part_circlepath': - "path_image (part_circlepath z r s t) = (\x. z + r * cis x) ` closed_segment s t" -proof - - have "path_image (part_circlepath z r s t) = - (\x. z + r * exp(\ * of_real x)) ` linepath s t ` {0..1}" - by (simp add: image_image path_image_def part_circlepath_def) - also have "linepath s t ` {0..1} = closed_segment s t" - by (rule linepath_image_01) - finally show ?thesis by (simp add: cis_conv_exp) -qed - -lemma path_image_part_circlepath_subset: - "\s \ t; 0 \ r\ \ path_image(part_circlepath z r s t) \ sphere z r" -by (auto simp: path_image_part_circlepath sphere_def dist_norm algebra_simps norm_mult) - -lemma in_path_image_part_circlepath: - assumes "w \ path_image(part_circlepath z r s t)" "s \ t" "0 \ r" - shows "norm(w - z) = r" -proof - - have "w \ {c. dist z c = r}" - by (metis (no_types) path_image_part_circlepath_subset sphere_def subset_eq assms) - thus ?thesis - by (simp add: dist_norm norm_minus_commute) -qed - -lemma path_image_part_circlepath_subset': - assumes "r \ 0" - shows "path_image (part_circlepath z r s t) \ sphere z r" -proof (cases "s \ t") - case True - thus ?thesis using path_image_part_circlepath_subset[of s t r z] assms by simp -next - case False - thus ?thesis using path_image_part_circlepath_subset[of t s r z] assms - by (subst reversepath_part_circlepath [symmetric], subst path_image_reversepath) simp_all -qed - -lemma part_circlepath_cnj: "cnj (part_circlepath c r a b x) = part_circlepath (cnj c) r (-a) (-b) x" - by (simp add: part_circlepath_def exp_cnj linepath_def algebra_simps) - -lemma contour_integral_bound_part_circlepath: - assumes "f contour_integrable_on part_circlepath c r a b" - assumes "B \ 0" "r \ 0" "\x. x \ path_image (part_circlepath c r a b) \ norm (f x) \ B" - shows "norm (contour_integral (part_circlepath c r a b) f) \ B * r * \b - a\" -proof - - let ?I = "integral {0..1} (\x. f (part_circlepath c r a b x) * \ * of_real (r * (b - a)) * - exp (\ * linepath a b x))" - have "norm ?I \ integral {0..1} (\x::real. B * 1 * (r * \b - a\) * 1)" - proof (rule integral_norm_bound_integral, goal_cases) - case 1 - with assms(1) show ?case - by (simp add: contour_integrable_on vector_derivative_part_circlepath mult_ac) - next - case (3 x) - with assms(2-) show ?case unfolding norm_mult norm_of_real abs_mult - by (intro mult_mono) (auto simp: path_image_def) - qed auto - also have "?I = contour_integral (part_circlepath c r a b) f" - by (simp add: contour_integral_integral vector_derivative_part_circlepath mult_ac) - finally show ?thesis by simp -qed - -lemma has_contour_integral_part_circlepath_iff: - assumes "a < b" - shows "(f has_contour_integral I) (part_circlepath c r a b) \ - ((\t. f (c + r * cis t) * r * \ * cis t) has_integral I) {a..b}" -proof - - have "(f has_contour_integral I) (part_circlepath c r a b) \ - ((\x. f (part_circlepath c r a b x) * vector_derivative (part_circlepath c r a b) - (at x within {0..1})) has_integral I) {0..1}" - unfolding has_contour_integral_def .. - also have "\ \ ((\x. f (part_circlepath c r a b x) * r * (b - a) * \ * - cis (linepath a b x)) has_integral I) {0..1}" - by (intro has_integral_cong, subst vector_derivative_part_circlepath01) - (simp_all add: cis_conv_exp) - also have "\ \ ((\x. f (c + r * exp (\ * linepath (of_real a) (of_real b) x)) * - r * \ * exp (\ * linepath (of_real a) (of_real b) x) * - vector_derivative (linepath (of_real a) (of_real b)) - (at x within {0..1})) has_integral I) {0..1}" - by (intro has_integral_cong, subst vector_derivative_linepath_within) - (auto simp: part_circlepath_def cis_conv_exp of_real_linepath [symmetric]) - also have "\ \ ((\z. f (c + r * exp (\ * z)) * r * \ * exp (\ * z)) has_contour_integral I) - (linepath (of_real a) (of_real b))" - by (simp add: has_contour_integral_def) - also have "\ \ ((\t. f (c + r * cis t) * r * \ * cis t) has_integral I) {a..b}" using assms - by (subst has_contour_integral_linepath_Reals_iff) (simp_all add: cis_conv_exp) - finally show ?thesis . -qed - -lemma contour_integrable_part_circlepath_iff: - assumes "a < b" - shows "f contour_integrable_on (part_circlepath c r a b) \ - (\t. f (c + r * cis t) * r * \ * cis t) integrable_on {a..b}" - using assms by (auto simp: contour_integrable_on_def integrable_on_def - has_contour_integral_part_circlepath_iff) - -lemma contour_integral_part_circlepath_eq: - assumes "a < b" - shows "contour_integral (part_circlepath c r a b) f = - integral {a..b} (\t. f (c + r * cis t) * r * \ * cis t)" -proof (cases "f contour_integrable_on part_circlepath c r a b") - case True - hence "(\t. f (c + r * cis t) * r * \ * cis t) integrable_on {a..b}" - using assms by (simp add: contour_integrable_part_circlepath_iff) - with True show ?thesis - using has_contour_integral_part_circlepath_iff[OF assms] - contour_integral_unique has_integral_integrable_integral by blast -next - case False - hence "\(\t. f (c + r * cis t) * r * \ * cis t) integrable_on {a..b}" - using assms by (simp add: contour_integrable_part_circlepath_iff) - with False show ?thesis - by (simp add: not_integrable_contour_integral not_integrable_integral) -qed - -lemma contour_integral_part_circlepath_reverse: - "contour_integral (part_circlepath c r a b) f = -contour_integral (part_circlepath c r b a) f" - by (subst reversepath_part_circlepath [symmetric], subst contour_integral_reversepath) simp_all - -lemma contour_integral_part_circlepath_reverse': - "b < a \ contour_integral (part_circlepath c r a b) f = - -contour_integral (part_circlepath c r b a) f" - by (rule contour_integral_part_circlepath_reverse) - -lemma finite_bounded_log: "finite {z::complex. norm z \ b \ exp z = w}" -proof (cases "w = 0") - case True then show ?thesis by auto -next - case False - have *: "finite {x. cmod (complex_of_real (2 * real_of_int x * pi) * \) \ b + cmod (Ln w)}" - apply (simp add: norm_mult finite_int_iff_bounded_le) - apply (rule_tac x="\(b + cmod (Ln w)) / (2*pi)\" in exI) - apply (auto simp: field_split_simps le_floor_iff) - done - have [simp]: "\P f. {z. P z \ (\n. z = f n)} = f ` {n. P (f n)}" - by blast - show ?thesis - apply (subst exp_Ln [OF False, symmetric]) - apply (simp add: exp_eq) - using norm_add_leD apply (fastforce intro: finite_subset [OF _ *]) - done -qed - -lemma finite_bounded_log2: - fixes a::complex - assumes "a \ 0" - shows "finite {z. norm z \ b \ exp(a*z) = w}" -proof - - have *: "finite ((\z. z / a) ` {z. cmod z \ b * cmod a \ exp z = w})" - by (rule finite_imageI [OF finite_bounded_log]) - show ?thesis - by (rule finite_subset [OF _ *]) (force simp: assms norm_mult) -qed - -lemma has_contour_integral_bound_part_circlepath_strong: - assumes fi: "(f has_contour_integral i) (part_circlepath z r s t)" - and "finite k" and le: "0 \ B" "0 < r" "s \ t" - and B: "\x. x \ path_image(part_circlepath z r s t) - k \ norm(f x) \ B" - shows "cmod i \ B * r * (t - s)" -proof - - consider "s = t" | "s < t" using \s \ t\ by linarith - then show ?thesis - proof cases - case 1 with fi [unfolded has_contour_integral] - have "i = 0" by (simp add: vector_derivative_part_circlepath) - with assms show ?thesis by simp - next - case 2 - have [simp]: "\r\ = r" using \r > 0\ by linarith - have [simp]: "cmod (complex_of_real t - complex_of_real s) = t-s" - by (metis "2" abs_of_pos diff_gt_0_iff_gt norm_of_real of_real_diff) - have "finite (part_circlepath z r s t -` {y} \ {0..1})" if "y \ k" for y - proof - - define w where "w = (y - z)/of_real r / exp(\ * of_real s)" - have fin: "finite (of_real -` {z. cmod z \ 1 \ exp (\ * complex_of_real (t - s) * z) = w})" - apply (rule finite_vimageI [OF finite_bounded_log2]) - using \s < t\ apply (auto simp: inj_of_real) - done - show ?thesis - apply (simp add: part_circlepath_def linepath_def vimage_def) - apply (rule finite_subset [OF _ fin]) - using le - apply (auto simp: w_def algebra_simps scaleR_conv_of_real exp_add exp_diff) - done - qed - then have fin01: "finite ((part_circlepath z r s t) -` k \ {0..1})" - by (rule finite_finite_vimage_IntI [OF \finite k\]) - have **: "((\x. if (part_circlepath z r s t x) \ k then 0 - else f(part_circlepath z r s t x) * - vector_derivative (part_circlepath z r s t) (at x)) has_integral i) {0..1}" - by (rule has_integral_spike [OF negligible_finite [OF fin01]]) (use fi has_contour_integral in auto) - have *: "\x. \0 \ x; x \ 1; part_circlepath z r s t x \ k\ \ cmod (f (part_circlepath z r s t x)) \ B" - by (auto intro!: B [unfolded path_image_def image_def, simplified]) - show ?thesis - apply (rule has_integral_bound [where 'a=real, simplified, OF _ **, simplified]) - using assms apply force - apply (simp add: norm_mult vector_derivative_part_circlepath) - using le * "2" \r > 0\ by auto - qed -qed - -lemma has_contour_integral_bound_part_circlepath: - "\(f has_contour_integral i) (part_circlepath z r s t); - 0 \ B; 0 < r; s \ t; - \x. x \ path_image(part_circlepath z r s t) \ norm(f x) \ B\ - \ norm i \ B*r*(t - s)" - by (auto intro: has_contour_integral_bound_part_circlepath_strong) - -lemma contour_integrable_continuous_part_circlepath: - "continuous_on (path_image (part_circlepath z r s t)) f - \ f contour_integrable_on (part_circlepath z r s t)" - apply (simp add: contour_integrable_on has_contour_integral_def vector_derivative_part_circlepath path_image_def) - apply (rule integrable_continuous_real) - apply (fast intro: path_part_circlepath [unfolded path_def] continuous_intros continuous_on_compose2 [where g=f, OF _ _ order_refl]) - done - -proposition winding_number_part_circlepath_pos_less: - assumes "s < t" and no: "norm(w - z) < r" - shows "0 < Re (winding_number(part_circlepath z r s t) w)" -proof - - have "0 < r" by (meson no norm_not_less_zero not_le order.strict_trans2) - note valid_path_part_circlepath - moreover have " w \ path_image (part_circlepath z r s t)" - using assms by (auto simp: path_image_def image_def part_circlepath_def norm_mult linepath_def) - moreover have "0 < r * (t - s) * (r - cmod (w - z))" - using assms by (metis \0 < r\ diff_gt_0_iff_gt mult_pos_pos) - ultimately show ?thesis - apply (rule winding_number_pos_lt [where e = "r*(t - s)*(r - norm(w - z))"]) - apply (simp add: vector_derivative_part_circlepath right_diff_distrib [symmetric] mult_ac) - apply (rule mult_left_mono)+ - using Re_Im_le_cmod [of "w-z" "linepath s t x" for x] - apply (simp add: exp_Euler cos_of_real sin_of_real part_circlepath_def algebra_simps cos_squared_eq [unfolded power2_eq_square]) - using assms \0 < r\ by auto -qed - -lemma simple_path_part_circlepath: - "simple_path(part_circlepath z r s t) \ (r \ 0 \ s \ t \ \s - t\ \ 2*pi)" -proof (cases "r = 0 \ s = t") - case True - then show ?thesis - unfolding part_circlepath_def simple_path_def - by (rule disjE) (force intro: bexI [where x = "1/4"] bexI [where x = "1/3"])+ -next - case False then have "r \ 0" "s \ t" by auto - have *: "\x y z s t. \*((1 - x) * s + x * t) = \*(((1 - y) * s + y * t)) + z \ \*(x - y) * (t - s) = z" - by (simp add: algebra_simps) - have abs01: "\x y::real. 0 \ x \ x \ 1 \ 0 \ y \ y \ 1 - \ (x = y \ x = 0 \ y = 1 \ x = 1 \ y = 0 \ \x - y\ \ {0,1})" - by auto - have **: "\x y. (\n. (complex_of_real x - of_real y) * (of_real t - of_real s) = 2 * (of_int n * of_real pi)) \ - (\n. \x - y\ * (t - s) = 2 * (of_int n * pi))" - by (force simp: algebra_simps abs_if dest: arg_cong [where f=Re] arg_cong [where f=complex_of_real] - intro: exI [where x = "-n" for n]) - have 1: "\s - t\ \ 2 * pi" - if "\x. 0 \ x \ x \ 1 \ (\n. x * (t - s) = 2 * (real_of_int n * pi)) \ x = 0 \ x = 1" - proof (rule ccontr) - assume "\ \s - t\ \ 2 * pi" - then have *: "\n. t - s \ of_int n * \s - t\" - using False that [of "2*pi / \t - s\"] - by (simp add: abs_minus_commute divide_simps) - show False - using * [of 1] * [of "-1"] by auto - qed - have 2: "\s - t\ = \2 * (real_of_int n * pi) / x\" if "x \ 0" "x * (t - s) = 2 * (real_of_int n * pi)" for x n - proof - - have "t-s = 2 * (real_of_int n * pi)/x" - using that by (simp add: field_simps) - then show ?thesis by (metis abs_minus_commute) - qed - have abs_away: "\P. (\x\{0..1}. \y\{0..1}. P \x - y\) \ (\x::real. 0 \ x \ x \ 1 \ P x)" - by force - show ?thesis using False - apply (simp add: simple_path_def) - apply (simp add: part_circlepath_def linepath_def exp_eq * ** abs01 del: Set.insert_iff) - apply (subst abs_away) - apply (auto simp: 1) - apply (rule ccontr) - apply (auto simp: 2 field_split_simps abs_mult dest: of_int_leD) - done -qed - -lemma arc_part_circlepath: - assumes "r \ 0" "s \ t" "\s - t\ < 2*pi" - shows "arc (part_circlepath z r s t)" -proof - - have *: "x = y" if eq: "\ * (linepath s t x) = \ * (linepath s t y) + 2 * of_int n * complex_of_real pi * \" - and x: "x \ {0..1}" and y: "y \ {0..1}" for x y n - proof (rule ccontr) - assume "x \ y" - have "(linepath s t x) = (linepath s t y) + 2 * of_int n * complex_of_real pi" - by (metis add_divide_eq_iff complex_i_not_zero mult.commute nonzero_mult_div_cancel_left eq) - then have "s*y + t*x = s*x + (t*y + of_int n * (pi * 2))" - by (force simp: algebra_simps linepath_def dest: arg_cong [where f=Re]) - with \x \ y\ have st: "s-t = (of_int n * (pi * 2) / (y-x))" - by (force simp: field_simps) - have "\real_of_int n\ < \y - x\" - using assms \x \ y\ by (simp add: st abs_mult field_simps) - then show False - using assms x y st by (auto dest: of_int_lessD) - qed - show ?thesis - using assms - apply (simp add: arc_def) - apply (simp add: part_circlepath_def inj_on_def exp_eq) - apply (blast intro: *) - done -qed - -subsection\Special case of one complete circle\ - -definition\<^marker>\tag important\ circlepath :: "[complex, real, real] \ complex" - where "circlepath z r \ part_circlepath z r 0 (2*pi)" - -lemma circlepath: "circlepath z r = (\x. z + r * exp(2 * of_real pi * \ * of_real x))" - by (simp add: circlepath_def part_circlepath_def linepath_def algebra_simps) - -lemma pathstart_circlepath [simp]: "pathstart (circlepath z r) = z + r" - by (simp add: circlepath_def) - -lemma pathfinish_circlepath [simp]: "pathfinish (circlepath z r) = z + r" - by (simp add: circlepath_def) (metis exp_two_pi_i mult.commute) - -lemma circlepath_minus: "circlepath z (-r) x = circlepath z r (x + 1/2)" -proof - - have "z + of_real r * exp (2 * pi * \ * (x + 1/2)) = - z + of_real r * exp (2 * pi * \ * x + pi * \)" - by (simp add: divide_simps) (simp add: algebra_simps) - also have "\ = z - r * exp (2 * pi * \ * x)" - by (simp add: exp_add) - finally show ?thesis - by (simp add: circlepath path_image_def sphere_def dist_norm) -qed - -lemma circlepath_add1: "circlepath z r (x+1) = circlepath z r x" - using circlepath_minus [of z r "x+1/2"] circlepath_minus [of z "-r" x] - by (simp add: add.commute) - -lemma circlepath_add_half: "circlepath z r (x + 1/2) = circlepath z r (x - 1/2)" - using circlepath_add1 [of z r "x-1/2"] - by (simp add: add.commute) - -lemma path_image_circlepath_minus_subset: - "path_image (circlepath z (-r)) \ path_image (circlepath z r)" - apply (simp add: path_image_def image_def circlepath_minus, clarify) - apply (case_tac "xa \ 1/2", force) - apply (force simp: circlepath_add_half)+ - done - -lemma path_image_circlepath_minus: "path_image (circlepath z (-r)) = path_image (circlepath z r)" - using path_image_circlepath_minus_subset by fastforce - -lemma has_vector_derivative_circlepath [derivative_intros]: - "((circlepath z r) has_vector_derivative (2 * pi * \ * r * exp (2 * of_real pi * \ * of_real x))) - (at x within X)" - apply (simp add: circlepath_def scaleR_conv_of_real) - apply (rule derivative_eq_intros) - apply (simp add: algebra_simps) - done - -lemma vector_derivative_circlepath: - "vector_derivative (circlepath z r) (at x) = - 2 * pi * \ * r * exp(2 * of_real pi * \ * x)" -using has_vector_derivative_circlepath vector_derivative_at by blast - -lemma vector_derivative_circlepath01: - "\0 \ x; x \ 1\ - \ vector_derivative (circlepath z r) (at x within {0..1}) = - 2 * pi * \ * r * exp(2 * of_real pi * \ * x)" - using has_vector_derivative_circlepath - by (auto simp: vector_derivative_at_within_ivl) - -lemma valid_path_circlepath [simp]: "valid_path (circlepath z r)" - by (simp add: circlepath_def) - -lemma path_circlepath [simp]: "path (circlepath z r)" - by (simp add: valid_path_imp_path) - -lemma path_image_circlepath_nonneg: - assumes "0 \ r" shows "path_image (circlepath z r) = sphere z r" -proof - - have *: "x \ (\u. z + (cmod (x - z)) * exp (\ * (of_real u * (of_real pi * 2)))) ` {0..1}" for x - proof (cases "x = z") - case True then show ?thesis by force - next - case False - define w where "w = x - z" - then have "w \ 0" by (simp add: False) - have **: "\t. \Re w = cos t * cmod w; Im w = sin t * cmod w\ \ w = of_real (cmod w) * exp (\ * t)" - using cis_conv_exp complex_eq_iff by auto - show ?thesis - apply (rule sincos_total_2pi [of "Re(w/of_real(norm w))" "Im(w/of_real(norm w))"]) - apply (simp add: divide_simps \w \ 0\ cmod_power2 [symmetric]) - apply (rule_tac x="t / (2*pi)" in image_eqI) - apply (simp add: field_simps \w \ 0\) - using False ** - apply (auto simp: w_def) - done - qed - show ?thesis - unfolding circlepath path_image_def sphere_def dist_norm - by (force simp: assms algebra_simps norm_mult norm_minus_commute intro: *) -qed - -lemma path_image_circlepath [simp]: - "path_image (circlepath z r) = sphere z \r\" - using path_image_circlepath_minus - by (force simp: path_image_circlepath_nonneg abs_if) - -lemma has_contour_integral_bound_circlepath_strong: - "\(f has_contour_integral i) (circlepath z r); - finite k; 0 \ B; 0 < r; - \x. \norm(x - z) = r; x \ k\ \ norm(f x) \ B\ - \ norm i \ B*(2*pi*r)" - unfolding circlepath_def - by (auto simp: algebra_simps in_path_image_part_circlepath dest!: has_contour_integral_bound_part_circlepath_strong) - -lemma has_contour_integral_bound_circlepath: - "\(f has_contour_integral i) (circlepath z r); - 0 \ B; 0 < r; \x. norm(x - z) = r \ norm(f x) \ B\ - \ norm i \ B*(2*pi*r)" - by (auto intro: has_contour_integral_bound_circlepath_strong) - -lemma contour_integrable_continuous_circlepath: - "continuous_on (path_image (circlepath z r)) f - \ f contour_integrable_on (circlepath z r)" - by (simp add: circlepath_def contour_integrable_continuous_part_circlepath) - -lemma simple_path_circlepath: "simple_path(circlepath z r) \ (r \ 0)" - by (simp add: circlepath_def simple_path_part_circlepath) - -lemma notin_path_image_circlepath [simp]: "cmod (w - z) < r \ w \ path_image (circlepath z r)" - by (simp add: sphere_def dist_norm norm_minus_commute) - -lemma contour_integral_circlepath: - assumes "r > 0" - shows "contour_integral (circlepath z r) (\w. 1 / (w - z)) = 2 * complex_of_real pi * \" -proof (rule contour_integral_unique) - show "((\w. 1 / (w - z)) has_contour_integral 2 * complex_of_real pi * \) (circlepath z r)" - unfolding has_contour_integral_def using assms - apply (subst has_integral_cong) - apply (simp add: vector_derivative_circlepath01) - using has_integral_const_real [of _ 0 1] apply (force simp: circlepath) - done -qed - -lemma winding_number_circlepath_centre: "0 < r \ winding_number (circlepath z r) z = 1" - apply (rule winding_number_unique_loop) - apply (simp_all add: sphere_def valid_path_imp_path) - apply (rule_tac x="circlepath z r" in exI) - apply (simp add: sphere_def contour_integral_circlepath) - done - -proposition winding_number_circlepath: - assumes "norm(w - z) < r" shows "winding_number(circlepath z r) w = 1" -proof (cases "w = z") - case True then show ?thesis - using assms winding_number_circlepath_centre by auto -next - case False - have [simp]: "r > 0" - using assms le_less_trans norm_ge_zero by blast - define r' where "r' = norm(w - z)" - have "r' < r" - by (simp add: assms r'_def) - have disjo: "cball z r' \ sphere z r = {}" - using \r' < r\ by (force simp: cball_def sphere_def) - have "winding_number(circlepath z r) w = winding_number(circlepath z r) z" - proof (rule winding_number_around_inside [where s = "cball z r'"]) - show "winding_number (circlepath z r) z \ 0" - by (simp add: winding_number_circlepath_centre) - show "cball z r' \ path_image (circlepath z r) = {}" - by (simp add: disjo less_eq_real_def) - qed (auto simp: r'_def dist_norm norm_minus_commute) - also have "\ = 1" - by (simp add: winding_number_circlepath_centre) - finally show ?thesis . -qed - - -text\ Hence the Cauchy formula for points inside a circle.\ - -theorem Cauchy_integral_circlepath: - assumes contf: "continuous_on (cball z r) f" and holf: "f holomorphic_on (ball z r)" and wz: "norm(w - z) < r" - shows "((\u. f u/(u - w)) has_contour_integral (2 * of_real pi * \ * f w)) - (circlepath z r)" -proof - - have "r > 0" - using assms le_less_trans norm_ge_zero by blast - have "((\u. f u / (u - w)) has_contour_integral (2 * pi) * \ * winding_number (circlepath z r) w * f w) - (circlepath z r)" - proof (rule Cauchy_integral_formula_weak [where s = "cball z r" and k = "{}"]) - show "\x. x \ interior (cball z r) - {} \ - f field_differentiable at x" - using holf holomorphic_on_imp_differentiable_at by auto - have "w \ sphere z r" - by simp (metis dist_commute dist_norm not_le order_refl wz) - then show "path_image (circlepath z r) \ cball z r - {w}" - using \r > 0\ by (auto simp add: cball_def sphere_def) - qed (use wz in \simp_all add: dist_norm norm_minus_commute contf\) - then show ?thesis - by (simp add: winding_number_circlepath assms) -qed - -corollary\<^marker>\tag unimportant\ Cauchy_integral_circlepath_simple: - assumes "f holomorphic_on cball z r" "norm(w - z) < r" - shows "((\u. f u/(u - w)) has_contour_integral (2 * of_real pi * \ * f w)) - (circlepath z r)" -using assms by (force simp: holomorphic_on_imp_continuous_on holomorphic_on_subset Cauchy_integral_circlepath) - - -lemma no_bounded_connected_component_imp_winding_number_zero: - assumes g: "path g" "path_image g \ s" "pathfinish g = pathstart g" "z \ s" - and nb: "\z. bounded (connected_component_set (- s) z) \ z \ s" - shows "winding_number g z = 0" -apply (rule winding_number_zero_in_outside) -apply (simp_all add: assms) -by (metis nb [of z] \path_image g \ s\ \z \ s\ contra_subsetD mem_Collect_eq outside outside_mono) - -lemma no_bounded_path_component_imp_winding_number_zero: - assumes g: "path g" "path_image g \ s" "pathfinish g = pathstart g" "z \ s" - and nb: "\z. bounded (path_component_set (- s) z) \ z \ s" - shows "winding_number g z = 0" -apply (rule no_bounded_connected_component_imp_winding_number_zero [OF g]) -by (simp add: bounded_subset nb path_component_subset_connected_component) - - -subsection\ Uniform convergence of path integral\ - -text\Uniform convergence when the derivative of the path is bounded, and in particular for the special case of a circle.\ - -proposition contour_integral_uniform_limit: - assumes ev_fint: "eventually (\n::'a. (f n) contour_integrable_on \) F" - and ul_f: "uniform_limit (path_image \) f l F" - and noleB: "\t. t \ {0..1} \ norm (vector_derivative \ (at t)) \ B" - and \: "valid_path \" - and [simp]: "\ trivial_limit F" - shows "l contour_integrable_on \" "((\n. contour_integral \ (f n)) \ contour_integral \ l) F" -proof - - have "0 \ B" by (meson noleB [of 0] atLeastAtMost_iff norm_ge_zero order_refl order_trans zero_le_one) - { fix e::real - assume "0 < e" - then have "0 < e / (\B\ + 1)" by simp - then have "\\<^sub>F n in F. \x\path_image \. cmod (f n x - l x) < e / (\B\ + 1)" - using ul_f [unfolded uniform_limit_iff dist_norm] by auto - with ev_fint - obtain a where fga: "\x. x \ {0..1} \ cmod (f a (\ x) - l (\ x)) < e / (\B\ + 1)" - and inta: "(\t. f a (\ t) * vector_derivative \ (at t)) integrable_on {0..1}" - using eventually_happens [OF eventually_conj] - by (fastforce simp: contour_integrable_on path_image_def) - have Ble: "B * e / (\B\ + 1) \ e" - using \0 \ B\ \0 < e\ by (simp add: field_split_simps) - have "\h. (\x\{0..1}. cmod (l (\ x) * vector_derivative \ (at x) - h x) \ e) \ h integrable_on {0..1}" - proof (intro exI conjI ballI) - show "cmod (l (\ x) * vector_derivative \ (at x) - f a (\ x) * vector_derivative \ (at x)) \ e" - if "x \ {0..1}" for x - apply (rule order_trans [OF _ Ble]) - using noleB [OF that] fga [OF that] \0 \ B\ \0 < e\ - apply (simp add: norm_mult left_diff_distrib [symmetric] norm_minus_commute divide_simps) - apply (fastforce simp: mult_ac dest: mult_mono [OF less_imp_le]) - done - qed (rule inta) - } - then show lintg: "l contour_integrable_on \" - unfolding contour_integrable_on by (metis (mono_tags, lifting)integrable_uniform_limit_real) - { fix e::real - define B' where "B' = B + 1" - have B': "B' > 0" "B' > B" using \0 \ B\ by (auto simp: B'_def) - assume "0 < e" - then have ev_no': "\\<^sub>F n in F. \x\path_image \. 2 * cmod (f n x - l x) < e / B'" - using ul_f [unfolded uniform_limit_iff dist_norm, rule_format, of "e / B' / 2"] B' - by (simp add: field_simps) - have ie: "integral {0..1::real} (\x. e / 2) < e" using \0 < e\ by simp - have *: "cmod (f x (\ t) * vector_derivative \ (at t) - l (\ t) * vector_derivative \ (at t)) \ e / 2" - if t: "t\{0..1}" and leB': "2 * cmod (f x (\ t) - l (\ t)) < e / B'" for x t - proof - - have "2 * cmod (f x (\ t) - l (\ t)) * cmod (vector_derivative \ (at t)) \ e * (B/ B')" - using mult_mono [OF less_imp_le [OF leB'] noleB] B' \0 < e\ t by auto - also have "\ < e" - by (simp add: B' \0 < e\ mult_imp_div_pos_less) - finally have "2 * cmod (f x (\ t) - l (\ t)) * cmod (vector_derivative \ (at t)) < e" . - then show ?thesis - by (simp add: left_diff_distrib [symmetric] norm_mult) - qed - have le_e: "\x. \\xa\{0..1}. 2 * cmod (f x (\ xa) - l (\ xa)) < e / B'; f x contour_integrable_on \\ - \ cmod (integral {0..1} - (\u. f x (\ u) * vector_derivative \ (at u) - l (\ u) * vector_derivative \ (at u))) < e" - apply (rule le_less_trans [OF integral_norm_bound_integral ie]) - apply (simp add: lintg integrable_diff contour_integrable_on [symmetric]) - apply (blast intro: *)+ - done - have "\\<^sub>F x in F. dist (contour_integral \ (f x)) (contour_integral \ l) < e" - apply (rule eventually_mono [OF eventually_conj [OF ev_no' ev_fint]]) - apply (simp add: dist_norm contour_integrable_on path_image_def contour_integral_integral) - apply (simp add: lintg integral_diff [symmetric] contour_integrable_on [symmetric] le_e) - done - } - then show "((\n. contour_integral \ (f n)) \ contour_integral \ l) F" - by (rule tendstoI) -qed - -corollary\<^marker>\tag unimportant\ contour_integral_uniform_limit_circlepath: - assumes "\\<^sub>F n::'a in F. (f n) contour_integrable_on (circlepath z r)" - and "uniform_limit (sphere z r) f l F" - and "\ trivial_limit F" "0 < r" - shows "l contour_integrable_on (circlepath z r)" - "((\n. contour_integral (circlepath z r) (f n)) \ contour_integral (circlepath z r) l) F" - using assms by (auto simp: vector_derivative_circlepath norm_mult intro!: contour_integral_uniform_limit) - - -subsection\<^marker>\tag unimportant\ \General stepping result for derivative formulas\ - -lemma Cauchy_next_derivative: - assumes "continuous_on (path_image \) f'" - and leB: "\t. t \ {0..1} \ norm (vector_derivative \ (at t)) \ B" - and int: "\w. w \ s - path_image \ \ ((\u. f' u / (u - w)^k) has_contour_integral f w) \" - and k: "k \ 0" - and "open s" - and \: "valid_path \" - and w: "w \ s - path_image \" - shows "(\u. f' u / (u - w)^(Suc k)) contour_integrable_on \" - and "(f has_field_derivative (k * contour_integral \ (\u. f' u/(u - w)^(Suc k)))) - (at w)" (is "?thes2") -proof - - have "open (s - path_image \)" using \open s\ closed_valid_path_image \ by blast - then obtain d where "d>0" and d: "ball w d \ s - path_image \" using w - using open_contains_ball by blast - have [simp]: "\n. cmod (1 + of_nat n) = 1 + of_nat n" - by (metis norm_of_nat of_nat_Suc) - have cint: "\x. \x \ w; cmod (x - w) < d\ - \ (\z. (f' z / (z - x) ^ k - f' z / (z - w) ^ k) / (x * k - w * k)) contour_integrable_on \" - apply (rule contour_integrable_div [OF contour_integrable_diff]) - using int w d - by (force simp: dist_norm norm_minus_commute intro!: has_contour_integral_integrable)+ - have 1: "\\<^sub>F n in at w. (\x. f' x * (inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / of_nat k) - contour_integrable_on \" - unfolding eventually_at - apply (rule_tac x=d in exI) - apply (simp add: \d > 0\ dist_norm field_simps cint) - done - have bim_g: "bounded (image f' (path_image \))" - by (simp add: compact_imp_bounded compact_continuous_image compact_valid_path_image assms) - then obtain C where "C > 0" and C: "\x. \0 \ x; x \ 1\ \ cmod (f' (\ x)) \ C" - by (force simp: bounded_pos path_image_def) - have twom: "\\<^sub>F n in at w. - \x\path_image \. - cmod ((inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / k - inverse (x - w) ^ Suc k) < e" - if "0 < e" for e - proof - - have *: "cmod ((inverse (x - u) ^ k - inverse (x - w) ^ k) / ((u - w) * k) - inverse (x - w) ^ Suc k) < e" - if x: "x \ path_image \" and "u \ w" and uwd: "cmod (u - w) < d/2" - and uw_less: "cmod (u - w) < e * (d/2) ^ (k+2) / (1 + real k)" - for u x - proof - - define ff where [abs_def]: - "ff n w = - (if n = 0 then inverse(x - w)^k - else if n = 1 then k / (x - w)^(Suc k) - else (k * of_real(Suc k)) / (x - w)^(k + 2))" for n :: nat and w - have km1: "\z::complex. z \ 0 \ z ^ (k - Suc 0) = z ^ k / z" - by (simp add: field_simps) (metis Suc_pred \k \ 0\ neq0_conv power_Suc) - have ff1: "(ff i has_field_derivative ff (Suc i) z) (at z within ball w (d/2))" - if "z \ ball w (d/2)" "i \ 1" for i z - proof - - have "z \ path_image \" - using \x \ path_image \\ d that ball_divide_subset_numeral by blast - then have xz[simp]: "x \ z" using \x \ path_image \\ by blast - then have neq: "x * x + z * z \ x * (z * 2)" - by (blast intro: dest!: sum_sqs_eq) - with xz have "\v. v \ 0 \ (x * x + z * z) * v \ (x * (z * 2) * v)" by auto - then have neqq: "\v. v \ 0 \ x * (x * v) + z * (z * v) \ x * (z * (2 * v))" - by (simp add: algebra_simps) - show ?thesis using \i \ 1\ - apply (simp add: ff_def dist_norm Nat.le_Suc_eq km1, safe) - apply (rule derivative_eq_intros | simp add: km1 | simp add: field_simps neq neqq)+ - done - qed - { fix a::real and b::real assume ab: "a > 0" "b > 0" - then have "k * (1 + real k) * (1 / a) \ k * (1 + real k) * (4 / b) \ b \ 4 * a" - by (subst mult_le_cancel_left_pos) - (use \k \ 0\ in \auto simp: divide_simps\) - with ab have "real k * (1 + real k) / a \ (real k * 4 + real k * real k * 4) / b \ b \ 4 * a" - by (simp add: field_simps) - } note canc = this - have ff2: "cmod (ff (Suc 1) v) \ real (k * (k + 1)) / (d/2) ^ (k + 2)" - if "v \ ball w (d/2)" for v - proof - - have lessd: "\z. cmod (\ z - v) < d/2 \ cmod (w - \ z) < d" - by (metis that norm_minus_commute norm_triangle_half_r dist_norm mem_ball) - have "d/2 \ cmod (x - v)" using d x that - using lessd d x - by (auto simp add: dist_norm path_image_def ball_def not_less [symmetric] del: divide_const_simps) - then have "d \ cmod (x - v) * 2" - by (simp add: field_split_simps) - then have dpow_le: "d ^ (k+2) \ (cmod (x - v) * 2) ^ (k+2)" - using \0 < d\ order_less_imp_le power_mono by blast - have "x \ v" using that - using \x \ path_image \\ ball_divide_subset_numeral d by fastforce - then show ?thesis - using \d > 0\ apply (simp add: ff_def norm_mult norm_divide norm_power dist_norm canc) - using dpow_le apply (simp add: field_split_simps) - done - qed - have ub: "u \ ball w (d/2)" - using uwd by (simp add: dist_commute dist_norm) - have "cmod (inverse (x - u) ^ k - (inverse (x - w) ^ k + of_nat k * (u - w) / ((x - w) * (x - w) ^ k))) - \ (real k * 4 + real k * real k * 4) * (cmod (u - w) * cmod (u - w)) / (d * (d * (d/2) ^ k))" - using complex_Taylor [OF _ ff1 ff2 _ ub, of w, simplified] - by (simp add: ff_def \0 < d\) - then have "cmod (inverse (x - u) ^ k - (inverse (x - w) ^ k + of_nat k * (u - w) / ((x - w) * (x - w) ^ k))) - \ (cmod (u - w) * real k) * (1 + real k) * cmod (u - w) / (d/2) ^ (k+2)" - by (simp add: field_simps) - then have "cmod (inverse (x - u) ^ k - (inverse (x - w) ^ k + of_nat k * (u - w) / ((x - w) * (x - w) ^ k))) - / (cmod (u - w) * real k) - \ (1 + real k) * cmod (u - w) / (d/2) ^ (k+2)" - using \k \ 0\ \u \ w\ by (simp add: mult_ac zero_less_mult_iff pos_divide_le_eq) - also have "\ < e" - using uw_less \0 < d\ by (simp add: mult_ac divide_simps) - finally have e: "cmod (inverse (x-u)^k - (inverse (x-w)^k + of_nat k * (u-w) / ((x-w) * (x-w)^k))) - / cmod ((u - w) * real k) < e" - by (simp add: norm_mult) - have "x \ u" - using uwd \0 < d\ x d by (force simp: dist_norm ball_def norm_minus_commute) - show ?thesis - apply (rule le_less_trans [OF _ e]) - using \k \ 0\ \x \ u\ \u \ w\ - apply (simp add: field_simps norm_divide [symmetric]) - done - qed - show ?thesis - unfolding eventually_at - apply (rule_tac x = "min (d/2) ((e*(d/2)^(k + 2))/(Suc k))" in exI) - apply (force simp: \d > 0\ dist_norm that simp del: power_Suc intro: *) - done - qed - have 2: "uniform_limit (path_image \) (\n x. f' x * (inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / of_nat k) (\x. f' x / (x - w) ^ Suc k) (at w)" - unfolding uniform_limit_iff dist_norm - proof clarify - fix e::real - assume "0 < e" - have *: "cmod (f' (\ x) * (inverse (\ x - u) ^ k - inverse (\ x - w) ^ k) / ((u - w) * k) - - f' (\ x) / ((\ x - w) * (\ x - w) ^ k)) < e" - if ec: "cmod ((inverse (\ x - u) ^ k - inverse (\ x - w) ^ k) / ((u - w) * k) - - inverse (\ x - w) * inverse (\ x - w) ^ k) < e / C" - and x: "0 \ x" "x \ 1" - for u x - proof (cases "(f' (\ x)) = 0") - case True then show ?thesis by (simp add: \0 < e\) - next - case False - have "cmod (f' (\ x) * (inverse (\ x - u) ^ k - inverse (\ x - w) ^ k) / ((u - w) * k) - - f' (\ x) / ((\ x - w) * (\ x - w) ^ k)) = - cmod (f' (\ x) * ((inverse (\ x - u) ^ k - inverse (\ x - w) ^ k) / ((u - w) * k) - - inverse (\ x - w) * inverse (\ x - w) ^ k))" - by (simp add: field_simps) - also have "\ = cmod (f' (\ x)) * - cmod ((inverse (\ x - u) ^ k - inverse (\ x - w) ^ k) / ((u - w) * k) - - inverse (\ x - w) * inverse (\ x - w) ^ k)" - by (simp add: norm_mult) - also have "\ < cmod (f' (\ x)) * (e/C)" - using False mult_strict_left_mono [OF ec] by force - also have "\ \ e" using C - by (metis False \0 < e\ frac_le less_eq_real_def mult.commute pos_le_divide_eq x zero_less_norm_iff) - finally show ?thesis . - qed - show "\\<^sub>F n in at w. - \x\path_image \. - cmod (f' x * (inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / of_nat k - f' x / (x - w) ^ Suc k) < e" - using twom [OF divide_pos_pos [OF \0 < e\ \C > 0\]] unfolding path_image_def - by (force intro: * elim: eventually_mono) - qed - show "(\u. f' u / (u - w) ^ (Suc k)) contour_integrable_on \" - by (rule contour_integral_uniform_limit [OF 1 2 leB \]) auto - have *: "(\n. contour_integral \ (\x. f' x * (inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / k)) - \w\ contour_integral \ (\u. f' u / (u - w) ^ (Suc k))" - by (rule contour_integral_uniform_limit [OF 1 2 leB \]) auto - have **: "contour_integral \ (\x. f' x * (inverse (x - u) ^ k - inverse (x - w) ^ k) / ((u - w) * k)) = - (f u - f w) / (u - w) / k" - if "dist u w < d" for u - proof - - have u: "u \ s - path_image \" - by (metis subsetD d dist_commute mem_ball that) - show ?thesis - apply (rule contour_integral_unique) - apply (simp add: diff_divide_distrib algebra_simps) - apply (intro has_contour_integral_diff has_contour_integral_div) - using u w apply (simp_all add: field_simps int) - done - qed - show ?thes2 - apply (simp add: has_field_derivative_iff del: power_Suc) - apply (rule Lim_transform_within [OF tendsto_mult_left [OF *] \0 < d\ ]) - apply (simp add: \k \ 0\ **) - done -qed - -lemma Cauchy_next_derivative_circlepath: - assumes contf: "continuous_on (path_image (circlepath z r)) f" - and int: "\w. w \ ball z r \ ((\u. f u / (u - w)^k) has_contour_integral g w) (circlepath z r)" - and k: "k \ 0" - and w: "w \ ball z r" - shows "(\u. f u / (u - w)^(Suc k)) contour_integrable_on (circlepath z r)" - (is "?thes1") - and "(g has_field_derivative (k * contour_integral (circlepath z r) (\u. f u/(u - w)^(Suc k)))) (at w)" - (is "?thes2") -proof - - have "r > 0" using w - using ball_eq_empty by fastforce - have wim: "w \ ball z r - path_image (circlepath z r)" - using w by (auto simp: dist_norm) - show ?thes1 ?thes2 - by (rule Cauchy_next_derivative [OF contf _ int k open_ball valid_path_circlepath wim, where B = "2 * pi * \r\"]; - auto simp: vector_derivative_circlepath norm_mult)+ -qed - - -text\ In particular, the first derivative formula.\ - -lemma Cauchy_derivative_integral_circlepath: - assumes contf: "continuous_on (cball z r) f" - and holf: "f holomorphic_on ball z r" - and w: "w \ ball z r" - shows "(\u. f u/(u - w)^2) contour_integrable_on (circlepath z r)" - (is "?thes1") - and "(f has_field_derivative (1 / (2 * of_real pi * \) * contour_integral(circlepath z r) (\u. f u / (u - w)^2))) (at w)" - (is "?thes2") -proof - - have [simp]: "r \ 0" using w - using ball_eq_empty by fastforce - have f: "continuous_on (path_image (circlepath z r)) f" - by (rule continuous_on_subset [OF contf]) (force simp: cball_def sphere_def) - have int: "\w. dist z w < r \ - ((\u. f u / (u - w)) has_contour_integral (\x. 2 * of_real pi * \ * f x) w) (circlepath z r)" - by (rule Cauchy_integral_circlepath [OF contf holf]) (simp add: dist_norm norm_minus_commute) - show ?thes1 - apply (simp add: power2_eq_square) - apply (rule Cauchy_next_derivative_circlepath [OF f _ _ w, where k=1, simplified]) - apply (blast intro: int) - done - have "((\x. 2 * of_real pi * \ * f x) has_field_derivative contour_integral (circlepath z r) (\u. f u / (u - w)^2)) (at w)" - apply (simp add: power2_eq_square) - apply (rule Cauchy_next_derivative_circlepath [OF f _ _ w, where k=1 and g = "\x. 2 * of_real pi * \ * f x", simplified]) - apply (blast intro: int) - done - then have fder: "(f has_field_derivative contour_integral (circlepath z r) (\u. f u / (u - w)^2) / (2 * of_real pi * \)) (at w)" - by (rule DERIV_cdivide [where f = "\x. 2 * of_real pi * \ * f x" and c = "2 * of_real pi * \", simplified]) - show ?thes2 - by simp (rule fder) -qed - -subsection\Existence of all higher derivatives\ - -proposition derivative_is_holomorphic: - assumes "open S" - and fder: "\z. z \ S \ (f has_field_derivative f' z) (at z)" - shows "f' holomorphic_on S" -proof - - have *: "\h. (f' has_field_derivative h) (at z)" if "z \ S" for z - proof - - obtain r where "r > 0" and r: "cball z r \ S" - using open_contains_cball \z \ S\ \open S\ by blast - then have holf_cball: "f holomorphic_on cball z r" - apply (simp add: holomorphic_on_def) - using field_differentiable_at_within field_differentiable_def fder by blast - then have "continuous_on (path_image (circlepath z r)) f" - using \r > 0\ by (force elim: holomorphic_on_subset [THEN holomorphic_on_imp_continuous_on]) - then have contfpi: "continuous_on (path_image (circlepath z r)) (\x. 1/(2 * of_real pi*\) * f x)" - by (auto intro: continuous_intros)+ - have contf_cball: "continuous_on (cball z r) f" using holf_cball - by (simp add: holomorphic_on_imp_continuous_on holomorphic_on_subset) - have holf_ball: "f holomorphic_on ball z r" using holf_cball - using ball_subset_cball holomorphic_on_subset by blast - { fix w assume w: "w \ ball z r" - have intf: "(\u. f u / (u - w)\<^sup>2) contour_integrable_on circlepath z r" - by (blast intro: w Cauchy_derivative_integral_circlepath [OF contf_cball holf_ball]) - have fder': "(f has_field_derivative 1 / (2 * of_real pi * \) * contour_integral (circlepath z r) (\u. f u / (u - w)\<^sup>2)) - (at w)" - by (blast intro: w Cauchy_derivative_integral_circlepath [OF contf_cball holf_ball]) - have f'_eq: "f' w = contour_integral (circlepath z r) (\u. f u / (u - w)\<^sup>2) / (2 * of_real pi * \)" - using fder' ball_subset_cball r w by (force intro: DERIV_unique [OF fder]) - have "((\u. f u / (u - w)\<^sup>2 / (2 * of_real pi * \)) has_contour_integral - contour_integral (circlepath z r) (\u. f u / (u - w)\<^sup>2) / (2 * of_real pi * \)) - (circlepath z r)" - by (rule has_contour_integral_div [OF has_contour_integral_integral [OF intf]]) - then have "((\u. f u / (2 * of_real pi * \ * (u - w)\<^sup>2)) has_contour_integral - contour_integral (circlepath z r) (\u. f u / (u - w)\<^sup>2) / (2 * of_real pi * \)) - (circlepath z r)" - by (simp add: algebra_simps) - then have "((\u. f u / (2 * of_real pi * \ * (u - w)\<^sup>2)) has_contour_integral f' w) (circlepath z r)" - by (simp add: f'_eq) - } note * = this - show ?thesis - apply (rule exI) - apply (rule Cauchy_next_derivative_circlepath [OF contfpi, of 2 f', simplified]) - apply (simp_all add: \0 < r\ * dist_norm) - done - qed - show ?thesis - by (simp add: holomorphic_on_open [OF \open S\] *) -qed - -lemma holomorphic_deriv [holomorphic_intros]: - "\f holomorphic_on S; open S\ \ (deriv f) holomorphic_on S" -by (metis DERIV_deriv_iff_field_differentiable at_within_open derivative_is_holomorphic holomorphic_on_def) - -lemma analytic_deriv [analytic_intros]: "f analytic_on S \ (deriv f) analytic_on S" - using analytic_on_holomorphic holomorphic_deriv by auto - -lemma holomorphic_higher_deriv [holomorphic_intros]: "\f holomorphic_on S; open S\ \ (deriv ^^ n) f holomorphic_on S" - by (induction n) (auto simp: holomorphic_deriv) - -lemma analytic_higher_deriv [analytic_intros]: "f analytic_on S \ (deriv ^^ n) f analytic_on S" - unfolding analytic_on_def using holomorphic_higher_deriv by blast - -lemma has_field_derivative_higher_deriv: - "\f holomorphic_on S; open S; x \ S\ - \ ((deriv ^^ n) f has_field_derivative (deriv ^^ (Suc n)) f x) (at x)" -by (metis (no_types, hide_lams) DERIV_deriv_iff_field_differentiable at_within_open comp_apply - funpow.simps(2) holomorphic_higher_deriv holomorphic_on_def) - -lemma valid_path_compose_holomorphic: - assumes "valid_path g" and holo:"f holomorphic_on S" and "open S" "path_image g \ S" - shows "valid_path (f \ g)" -proof (rule valid_path_compose[OF \valid_path g\]) - fix x assume "x \ path_image g" - then show "f field_differentiable at x" - using analytic_on_imp_differentiable_at analytic_on_open assms holo by blast -next - have "deriv f holomorphic_on S" - using holomorphic_deriv holo \open S\ by auto - then show "continuous_on (path_image g) (deriv f)" - using assms(4) holomorphic_on_imp_continuous_on holomorphic_on_subset by auto -qed - - -subsection\Morera's theorem\ - -lemma Morera_local_triangle_ball: - assumes "\z. z \ S - \ \e a. 0 < e \ z \ ball a e \ continuous_on (ball a e) f \ - (\b c. closed_segment b c \ ball a e - \ contour_integral (linepath a b) f + - contour_integral (linepath b c) f + - contour_integral (linepath c a) f = 0)" - shows "f analytic_on S" -proof - - { fix z assume "z \ S" - with assms obtain e a where - "0 < e" and z: "z \ ball a e" and contf: "continuous_on (ball a e) f" - and 0: "\b c. closed_segment b c \ ball a e - \ contour_integral (linepath a b) f + - contour_integral (linepath b c) f + - contour_integral (linepath c a) f = 0" - by fastforce - have az: "dist a z < e" using mem_ball z by blast - have sb_ball: "ball z (e - dist a z) \ ball a e" - by (simp add: dist_commute ball_subset_ball_iff) - have "\e>0. f holomorphic_on ball z e" - proof (intro exI conjI) - have sub_ball: "\y. dist a y < e \ closed_segment a y \ ball a e" - by (meson \0 < e\ centre_in_ball convex_ball convex_contains_segment mem_ball) - show "f holomorphic_on ball z (e - dist a z)" - apply (rule holomorphic_on_subset [OF _ sb_ball]) - apply (rule derivative_is_holomorphic[OF open_ball]) - apply (rule triangle_contour_integrals_starlike_primitive [OF contf _ open_ball, of a]) - apply (simp_all add: 0 \0 < e\ sub_ball) - done - qed (simp add: az) - } - then show ?thesis - by (simp add: analytic_on_def) -qed - -lemma Morera_local_triangle: - assumes "\z. z \ S - \ \t. open t \ z \ t \ continuous_on t f \ - (\a b c. convex hull {a,b,c} \ t - \ contour_integral (linepath a b) f + - contour_integral (linepath b c) f + - contour_integral (linepath c a) f = 0)" - shows "f analytic_on S" -proof - - { fix z assume "z \ S" - with assms obtain t where - "open t" and z: "z \ t" and contf: "continuous_on t f" - and 0: "\a b c. convex hull {a,b,c} \ t - \ contour_integral (linepath a b) f + - contour_integral (linepath b c) f + - contour_integral (linepath c a) f = 0" - by force - then obtain e where "e>0" and e: "ball z e \ t" - using open_contains_ball by blast - have [simp]: "continuous_on (ball z e) f" using contf - using continuous_on_subset e by blast - have eq0: "\b c. closed_segment b c \ ball z e \ - contour_integral (linepath z b) f + - contour_integral (linepath b c) f + - contour_integral (linepath c z) f = 0" - by (meson 0 z \0 < e\ centre_in_ball closed_segment_subset convex_ball dual_order.trans e starlike_convex_subset) - have "\e a. 0 < e \ z \ ball a e \ continuous_on (ball a e) f \ - (\b c. closed_segment b c \ ball a e \ - contour_integral (linepath a b) f + contour_integral (linepath b c) f + contour_integral (linepath c a) f = 0)" - using \e > 0\ eq0 by force - } - then show ?thesis - by (simp add: Morera_local_triangle_ball) -qed - -proposition Morera_triangle: - "\continuous_on S f; open S; - \a b c. convex hull {a,b,c} \ S - \ contour_integral (linepath a b) f + - contour_integral (linepath b c) f + - contour_integral (linepath c a) f = 0\ - \ f analytic_on S" - using Morera_local_triangle by blast - -subsection\Combining theorems for higher derivatives including Leibniz rule\ - -lemma higher_deriv_linear [simp]: - "(deriv ^^ n) (\w. c*w) = (\z. if n = 0 then c*z else if n = 1 then c else 0)" - by (induction n) auto - -lemma higher_deriv_const [simp]: "(deriv ^^ n) (\w. c) = (\w. if n=0 then c else 0)" - by (induction n) auto - -lemma higher_deriv_ident [simp]: - "(deriv ^^ n) (\w. w) z = (if n = 0 then z else if n = 1 then 1 else 0)" - apply (induction n, simp) - apply (metis higher_deriv_linear lambda_one) - done - -lemma higher_deriv_id [simp]: - "(deriv ^^ n) id z = (if n = 0 then z else if n = 1 then 1 else 0)" - by (simp add: id_def) - -lemma has_complex_derivative_funpow_1: - "\(f has_field_derivative 1) (at z); f z = z\ \ (f^^n has_field_derivative 1) (at z)" - apply (induction n, auto) - apply (simp add: id_def) - by (metis DERIV_chain comp_funpow comp_id funpow_swap1 mult.right_neutral) - -lemma higher_deriv_uminus: - assumes "f holomorphic_on S" "open S" and z: "z \ S" - shows "(deriv ^^ n) (\w. -(f w)) z = - ((deriv ^^ n) f z)" -using z -proof (induction n arbitrary: z) - case 0 then show ?case by simp -next - case (Suc n z) - have *: "((deriv ^^ n) f has_field_derivative deriv ((deriv ^^ n) f) z) (at z)" - using Suc.prems assms has_field_derivative_higher_deriv by auto - have "((deriv ^^ n) (\w. - f w) has_field_derivative - deriv ((deriv ^^ n) f) z) (at z)" - apply (rule has_field_derivative_transform_within_open [of "\w. -((deriv ^^ n) f w)"]) - apply (rule derivative_eq_intros | rule * refl assms)+ - apply (auto simp add: Suc) - done - then show ?case - by (simp add: DERIV_imp_deriv) -qed - -lemma higher_deriv_add: - fixes z::complex - assumes "f holomorphic_on S" "g holomorphic_on S" "open S" and z: "z \ S" - shows "(deriv ^^ n) (\w. f w + g w) z = (deriv ^^ n) f z + (deriv ^^ n) g z" -using z -proof (induction n arbitrary: z) - case 0 then show ?case by simp -next - case (Suc n z) - have *: "((deriv ^^ n) f has_field_derivative deriv ((deriv ^^ n) f) z) (at z)" - "((deriv ^^ n) g has_field_derivative deriv ((deriv ^^ n) g) z) (at z)" - using Suc.prems assms has_field_derivative_higher_deriv by auto - have "((deriv ^^ n) (\w. f w + g w) has_field_derivative - deriv ((deriv ^^ n) f) z + deriv ((deriv ^^ n) g) z) (at z)" - apply (rule has_field_derivative_transform_within_open [of "\w. (deriv ^^ n) f w + (deriv ^^ n) g w"]) - apply (rule derivative_eq_intros | rule * refl assms)+ - apply (auto simp add: Suc) - done - then show ?case - by (simp add: DERIV_imp_deriv) -qed - -lemma higher_deriv_diff: - fixes z::complex - assumes "f holomorphic_on S" "g holomorphic_on S" "open S" and z: "z \ S" - shows "(deriv ^^ n) (\w. f w - g w) z = (deriv ^^ n) f z - (deriv ^^ n) g z" - apply (simp only: Groups.group_add_class.diff_conv_add_uminus higher_deriv_add) - apply (subst higher_deriv_add) - using assms holomorphic_on_minus apply (auto simp: higher_deriv_uminus) - done - -lemma bb: "Suc n choose k = (n choose k) + (if k = 0 then 0 else (n choose (k - 1)))" - by (cases k) simp_all - -lemma higher_deriv_mult: - fixes z::complex - assumes "f holomorphic_on S" "g holomorphic_on S" "open S" and z: "z \ S" - shows "(deriv ^^ n) (\w. f w * g w) z = - (\i = 0..n. of_nat (n choose i) * (deriv ^^ i) f z * (deriv ^^ (n - i)) g z)" -using z -proof (induction n arbitrary: z) - case 0 then show ?case by simp -next - case (Suc n z) - have *: "\n. ((deriv ^^ n) f has_field_derivative deriv ((deriv ^^ n) f) z) (at z)" - "\n. ((deriv ^^ n) g has_field_derivative deriv ((deriv ^^ n) g) z) (at z)" - using Suc.prems assms has_field_derivative_higher_deriv by auto - have sumeq: "(\i = 0..n. - of_nat (n choose i) * (deriv ((deriv ^^ i) f) z * (deriv ^^ (n - i)) g z + deriv ((deriv ^^ (n - i)) g) z * (deriv ^^ i) f z)) = - g z * deriv ((deriv ^^ n) f) z + (\i = 0..n. (deriv ^^ i) f z * (of_nat (Suc n choose i) * (deriv ^^ (Suc n - i)) g z))" - apply (simp add: bb algebra_simps sum.distrib) - apply (subst (4) sum_Suc_reindex) - apply (auto simp: algebra_simps Suc_diff_le intro: sum.cong) - done - have "((deriv ^^ n) (\w. f w * g w) has_field_derivative - (\i = 0..Suc n. (Suc n choose i) * (deriv ^^ i) f z * (deriv ^^ (Suc n - i)) g z)) - (at z)" - apply (rule has_field_derivative_transform_within_open - [of "\w. (\i = 0..n. of_nat (n choose i) * (deriv ^^ i) f w * (deriv ^^ (n - i)) g w)"]) - apply (simp add: algebra_simps) - apply (rule DERIV_cong [OF DERIV_sum]) - apply (rule DERIV_cmult) - apply (auto intro: DERIV_mult * sumeq \open S\ Suc.prems Suc.IH [symmetric]) - done - then show ?case - unfolding funpow.simps o_apply - by (simp add: DERIV_imp_deriv) -qed - -lemma higher_deriv_transform_within_open: - fixes z::complex - assumes "f holomorphic_on S" "g holomorphic_on S" "open S" and z: "z \ S" - and fg: "\w. w \ S \ f w = g w" - shows "(deriv ^^ i) f z = (deriv ^^ i) g z" -using z -by (induction i arbitrary: z) - (auto simp: fg intro: complex_derivative_transform_within_open holomorphic_higher_deriv assms) - -lemma higher_deriv_compose_linear: - fixes z::complex - assumes f: "f holomorphic_on T" and S: "open S" and T: "open T" and z: "z \ S" - and fg: "\w. w \ S \ u * w \ T" - shows "(deriv ^^ n) (\w. f (u * w)) z = u^n * (deriv ^^ n) f (u * z)" -using z -proof (induction n arbitrary: z) - case 0 then show ?case by simp -next - case (Suc n z) - have holo0: "f holomorphic_on (*) u ` S" - by (meson fg f holomorphic_on_subset image_subset_iff) - have holo2: "(deriv ^^ n) f holomorphic_on (*) u ` S" - by (meson f fg holomorphic_higher_deriv holomorphic_on_subset image_subset_iff T) - have holo3: "(\z. u ^ n * (deriv ^^ n) f (u * z)) holomorphic_on S" - by (intro holo2 holomorphic_on_compose [where g="(deriv ^^ n) f", unfolded o_def] holomorphic_intros) - have holo1: "(\w. f (u * w)) holomorphic_on S" - apply (rule holomorphic_on_compose [where g=f, unfolded o_def]) - apply (rule holo0 holomorphic_intros)+ - done - have "deriv ((deriv ^^ n) (\w. f (u * w))) z = deriv (\z. u^n * (deriv ^^ n) f (u*z)) z" - apply (rule complex_derivative_transform_within_open [OF _ holo3 S Suc.prems]) - apply (rule holomorphic_higher_deriv [OF holo1 S]) - apply (simp add: Suc.IH) - done - also have "\ = u^n * deriv (\z. (deriv ^^ n) f (u * z)) z" - apply (rule deriv_cmult) - apply (rule analytic_on_imp_differentiable_at [OF _ Suc.prems]) - apply (rule analytic_on_compose_gen [where g="(deriv ^^ n) f" and T=T, unfolded o_def]) - apply (simp) - apply (simp add: analytic_on_open f holomorphic_higher_deriv T) - apply (blast intro: fg) - done - also have "\ = u * u ^ n * deriv ((deriv ^^ n) f) (u * z)" - apply (subst complex_derivative_chain [where g = "(deriv ^^ n) f" and f = "(*) u", unfolded o_def]) - apply (rule derivative_intros) - using Suc.prems field_differentiable_def f fg has_field_derivative_higher_deriv T apply blast - apply (simp) - done - finally show ?case - by simp -qed - -lemma higher_deriv_add_at: - assumes "f analytic_on {z}" "g analytic_on {z}" - shows "(deriv ^^ n) (\w. f w + g w) z = (deriv ^^ n) f z + (deriv ^^ n) g z" -proof - - have "f analytic_on {z} \ g analytic_on {z}" - using assms by blast - with higher_deriv_add show ?thesis - by (auto simp: analytic_at_two) -qed - -lemma higher_deriv_diff_at: - assumes "f analytic_on {z}" "g analytic_on {z}" - shows "(deriv ^^ n) (\w. f w - g w) z = (deriv ^^ n) f z - (deriv ^^ n) g z" -proof - - have "f analytic_on {z} \ g analytic_on {z}" - using assms by blast - with higher_deriv_diff show ?thesis - by (auto simp: analytic_at_two) -qed - -lemma higher_deriv_uminus_at: - "f analytic_on {z} \ (deriv ^^ n) (\w. -(f w)) z = - ((deriv ^^ n) f z)" - using higher_deriv_uminus - by (auto simp: analytic_at) - -lemma higher_deriv_mult_at: - assumes "f analytic_on {z}" "g analytic_on {z}" - shows "(deriv ^^ n) (\w. f w * g w) z = - (\i = 0..n. of_nat (n choose i) * (deriv ^^ i) f z * (deriv ^^ (n - i)) g z)" -proof - - have "f analytic_on {z} \ g analytic_on {z}" - using assms by blast - with higher_deriv_mult show ?thesis - by (auto simp: analytic_at_two) -qed -text\ Nonexistence of isolated singularities and a stronger integral formula.\ - -proposition no_isolated_singularity: - fixes z::complex - assumes f: "continuous_on S f" and holf: "f holomorphic_on (S - K)" and S: "open S" and K: "finite K" - shows "f holomorphic_on S" -proof - - { fix z - assume "z \ S" and cdf: "\x. x \ S - K \ f field_differentiable at x" - have "f field_differentiable at z" - proof (cases "z \ K") - case False then show ?thesis by (blast intro: cdf \z \ S\) - next - case True - with finite_set_avoid [OF K, of z] - obtain d where "d>0" and d: "\x. \x\K; x \ z\ \ d \ dist z x" - by blast - obtain e where "e>0" and e: "ball z e \ S" - using S \z \ S\ by (force simp: open_contains_ball) - have fde: "continuous_on (ball z (min d e)) f" - by (metis Int_iff ball_min_Int continuous_on_subset e f subsetI) - have cont: "{a,b,c} \ ball z (min d e) \ continuous_on (convex hull {a, b, c}) f" for a b c - by (simp add: hull_minimal continuous_on_subset [OF fde]) - have fd: "\{a,b,c} \ ball z (min d e); x \ interior (convex hull {a, b, c}) - K\ - \ f field_differentiable at x" for a b c x - by (metis cdf Diff_iff Int_iff ball_min_Int subsetD convex_ball e interior_mono interior_subset subset_hull) - obtain g where "\w. w \ ball z (min d e) \ (g has_field_derivative f w) (at w within ball z (min d e))" - apply (rule contour_integral_convex_primitive - [OF convex_ball fde Cauchy_theorem_triangle_cofinite [OF _ K]]) - using cont fd by auto - then have "f holomorphic_on ball z (min d e)" - by (metis open_ball at_within_open derivative_is_holomorphic) - then show ?thesis - unfolding holomorphic_on_def - by (metis open_ball \0 < d\ \0 < e\ at_within_open centre_in_ball min_less_iff_conj) - qed - } - with holf S K show ?thesis - by (simp add: holomorphic_on_open open_Diff finite_imp_closed field_differentiable_def [symmetric]) -qed - -lemma no_isolated_singularity': - fixes z::complex - assumes f: "\z. z \ K \ (f \ f z) (at z within S)" - and holf: "f holomorphic_on (S - K)" and S: "open S" and K: "finite K" - shows "f holomorphic_on S" -proof (rule no_isolated_singularity[OF _ assms(2-)]) - show "continuous_on S f" unfolding continuous_on_def - proof - fix z assume z: "z \ S" - show "(f \ f z) (at z within S)" - proof (cases "z \ K") - case False - from holf have "continuous_on (S - K) f" - by (rule holomorphic_on_imp_continuous_on) - with z False have "(f \ f z) (at z within (S - K))" - by (simp add: continuous_on_def) - also from z K S False have "at z within (S - K) = at z within S" - by (subst (1 2) at_within_open) (auto intro: finite_imp_closed) - finally show "(f \ f z) (at z within S)" . - qed (insert assms z, simp_all) - qed -qed - -proposition Cauchy_integral_formula_convex: - assumes S: "convex S" and K: "finite K" and contf: "continuous_on S f" - and fcd: "(\x. x \ interior S - K \ f field_differentiable at x)" - and z: "z \ interior S" and vpg: "valid_path \" - and pasz: "path_image \ \ S - {z}" and loop: "pathfinish \ = pathstart \" - shows "((\w. f w / (w - z)) has_contour_integral (2*pi * \ * winding_number \ z * f z)) \" -proof - - have *: "\x. x \ interior S \ f field_differentiable at x" - unfolding holomorphic_on_open [symmetric] field_differentiable_def - using no_isolated_singularity [where S = "interior S"] - by (meson K contf continuous_at_imp_continuous_on continuous_on_interior fcd - field_differentiable_at_within field_differentiable_def holomorphic_onI - holomorphic_on_imp_differentiable_at open_interior) - show ?thesis - by (rule Cauchy_integral_formula_weak [OF S finite.emptyI contf]) (use * assms in auto) -qed - -text\ Formula for higher derivatives.\ - -lemma Cauchy_has_contour_integral_higher_derivative_circlepath: - assumes contf: "continuous_on (cball z r) f" - and holf: "f holomorphic_on ball z r" - and w: "w \ ball z r" - shows "((\u. f u / (u - w) ^ (Suc k)) has_contour_integral ((2 * pi * \) / (fact k) * (deriv ^^ k) f w)) - (circlepath z r)" -using w -proof (induction k arbitrary: w) - case 0 then show ?case - using assms by (auto simp: Cauchy_integral_circlepath dist_commute dist_norm) -next - case (Suc k) - have [simp]: "r > 0" using w - using ball_eq_empty by fastforce - have f: "continuous_on (path_image (circlepath z r)) f" - by (rule continuous_on_subset [OF contf]) (force simp: cball_def sphere_def less_imp_le) - obtain X where X: "((\u. f u / (u - w) ^ Suc (Suc k)) has_contour_integral X) (circlepath z r)" - using Cauchy_next_derivative_circlepath(1) [OF f Suc.IH _ Suc.prems] - by (auto simp: contour_integrable_on_def) - then have con: "contour_integral (circlepath z r) ((\u. f u / (u - w) ^ Suc (Suc k))) = X" - by (rule contour_integral_unique) - have "\n. ((deriv ^^ n) f has_field_derivative deriv ((deriv ^^ n) f) w) (at w)" - using Suc.prems assms has_field_derivative_higher_deriv by auto - then have dnf_diff: "\n. (deriv ^^ n) f field_differentiable (at w)" - by (force simp: field_differentiable_def) - have "deriv (\w. complex_of_real (2 * pi) * \ / (fact k) * (deriv ^^ k) f w) w = - of_nat (Suc k) * contour_integral (circlepath z r) (\u. f u / (u - w) ^ Suc (Suc k))" - by (force intro!: DERIV_imp_deriv Cauchy_next_derivative_circlepath [OF f Suc.IH _ Suc.prems]) - also have "\ = of_nat (Suc k) * X" - by (simp only: con) - finally have "deriv (\w. ((2 * pi) * \ / (fact k)) * (deriv ^^ k) f w) w = of_nat (Suc k) * X" . - then have "((2 * pi) * \ / (fact k)) * deriv (\w. (deriv ^^ k) f w) w = of_nat (Suc k) * X" - by (metis deriv_cmult dnf_diff) - then have "deriv (\w. (deriv ^^ k) f w) w = of_nat (Suc k) * X / ((2 * pi) * \ / (fact k))" - by (simp add: field_simps) - then show ?case - using of_nat_eq_0_iff X by fastforce -qed - -lemma Cauchy_higher_derivative_integral_circlepath: - assumes contf: "continuous_on (cball z r) f" - and holf: "f holomorphic_on ball z r" - and w: "w \ ball z r" - shows "(\u. f u / (u - w)^(Suc k)) contour_integrable_on (circlepath z r)" - (is "?thes1") - and "(deriv ^^ k) f w = (fact k) / (2 * pi * \) * contour_integral(circlepath z r) (\u. f u/(u - w)^(Suc k))" - (is "?thes2") -proof - - have *: "((\u. f u / (u - w) ^ Suc k) has_contour_integral (2 * pi) * \ / (fact k) * (deriv ^^ k) f w) - (circlepath z r)" - using Cauchy_has_contour_integral_higher_derivative_circlepath [OF assms] - by simp - show ?thes1 using * - using contour_integrable_on_def by blast - show ?thes2 - unfolding contour_integral_unique [OF *] by (simp add: field_split_simps) -qed - -corollary Cauchy_contour_integral_circlepath: - assumes "continuous_on (cball z r) f" "f holomorphic_on ball z r" "w \ ball z r" - shows "contour_integral(circlepath z r) (\u. f u/(u - w)^(Suc k)) = (2 * pi * \) * (deriv ^^ k) f w / (fact k)" -by (simp add: Cauchy_higher_derivative_integral_circlepath [OF assms]) - -lemma Cauchy_contour_integral_circlepath_2: - assumes "continuous_on (cball z r) f" "f holomorphic_on ball z r" "w \ ball z r" - shows "contour_integral(circlepath z r) (\u. f u/(u - w)^2) = (2 * pi * \) * deriv f w" - using Cauchy_contour_integral_circlepath [OF assms, of 1] - by (simp add: power2_eq_square) - - -subsection\A holomorphic function is analytic, i.e. has local power series\ - -theorem holomorphic_power_series: - assumes holf: "f holomorphic_on ball z r" - and w: "w \ ball z r" - shows "((\n. (deriv ^^ n) f z / (fact n) * (w - z)^n) sums f w)" -proof - - \ \Replacing \<^term>\r\ and the original (weak) premises with stronger ones\ - obtain r where "r > 0" and holfc: "f holomorphic_on cball z r" and w: "w \ ball z r" - proof - have "cball z ((r + dist w z) / 2) \ ball z r" - using w by (simp add: dist_commute field_sum_of_halves subset_eq) - then show "f holomorphic_on cball z ((r + dist w z) / 2)" - by (rule holomorphic_on_subset [OF holf]) - have "r > 0" - using w by clarsimp (metis dist_norm le_less_trans norm_ge_zero) - then show "0 < (r + dist w z) / 2" - by simp (use zero_le_dist [of w z] in linarith) - qed (use w in \auto simp: dist_commute\) - then have holf: "f holomorphic_on ball z r" - using ball_subset_cball holomorphic_on_subset by blast - have contf: "continuous_on (cball z r) f" - by (simp add: holfc holomorphic_on_imp_continuous_on) - have cint: "\k. (\u. f u / (u - z) ^ Suc k) contour_integrable_on circlepath z r" - by (rule Cauchy_higher_derivative_integral_circlepath [OF contf holf]) (simp add: \0 < r\) - obtain B where "0 < B" and B: "\u. u \ cball z r \ norm(f u) \ B" - by (metis (no_types) bounded_pos compact_cball compact_continuous_image compact_imp_bounded contf image_eqI) - obtain k where k: "0 < k" "k \ r" and wz_eq: "norm(w - z) = r - k" - and kle: "\u. norm(u - z) = r \ k \ norm(u - w)" - proof - show "\u. cmod (u - z) = r \ r - dist z w \ cmod (u - w)" - by (metis add_diff_eq diff_add_cancel dist_norm norm_diff_ineq) - qed (use w in \auto simp: dist_norm norm_minus_commute\) - have ul: "uniform_limit (sphere z r) (\n x. (\kx. f x / (x - w)) sequentially" - unfolding uniform_limit_iff dist_norm - proof clarify - fix e::real - assume "0 < e" - have rr: "0 \ (r - k) / r" "(r - k) / r < 1" using k by auto - obtain n where n: "((r - k) / r) ^ n < e / B * k" - using real_arch_pow_inv [of "e/B*k" "(r - k)/r"] \0 < e\ \0 < B\ k by force - have "norm ((\k N" and r: "r = dist z u" for N u - proof - - have N: "((r - k) / r) ^ N < e / B * k" - apply (rule le_less_trans [OF power_decreasing n]) - using \n \ N\ k by auto - have u [simp]: "(u \ z) \ (u \ w)" - using \0 < r\ r w by auto - have wzu_not1: "(w - z) / (u - z) \ 1" - by (metis (no_types) dist_norm divide_eq_1_iff less_irrefl mem_ball norm_minus_commute r w) - have "norm ((\kk = norm ((((w - z) / (u - z)) ^ N - 1) * (u - w) / (((w - z) / (u - z) - 1) * (u - z)) - 1) * norm (f u)" - using \0 < B\ - apply (auto simp: geometric_sum [OF wzu_not1]) - apply (simp add: field_simps norm_mult [symmetric]) - done - also have "\ = norm ((u-z) ^ N * (w - u) - ((w - z) ^ N - (u-z) ^ N) * (u-w)) / (r ^ N * norm (u-w)) * norm (f u)" - using \0 < r\ r by (simp add: divide_simps norm_mult norm_divide norm_power dist_norm norm_minus_commute) - also have "\ = norm ((w - z) ^ N * (w - u)) / (r ^ N * norm (u - w)) * norm (f u)" - by (simp add: algebra_simps) - also have "\ = norm (w - z) ^ N * norm (f u) / r ^ N" - by (simp add: norm_mult norm_power norm_minus_commute) - also have "\ \ (((r - k)/r)^N) * B" - using \0 < r\ w k - apply (simp add: divide_simps) - apply (rule mult_mono [OF power_mono]) - apply (auto simp: norm_divide wz_eq norm_power dist_norm norm_minus_commute B r) - done - also have "\ < e * k" - using \0 < B\ N by (simp add: divide_simps) - also have "\ \ e * norm (u - w)" - using r kle \0 < e\ by (simp add: dist_commute dist_norm) - finally show ?thesis - by (simp add: field_split_simps norm_divide del: power_Suc) - qed - with \0 < r\ show "\\<^sub>F n in sequentially. \x\sphere z r. - norm ((\k\<^sub>F x in sequentially. - contour_integral (circlepath z r) (\u. \kku. f u / (u - z) ^ Suc k) * (w - z) ^ k)" - apply (rule eventuallyI) - apply (subst contour_integral_sum, simp) - using contour_integrable_lmul [OF cint, of "(w - z) ^ a" for a] apply (simp add: field_simps) - apply (simp only: contour_integral_lmul cint algebra_simps) - done - have cic: "\u. (\y. \k0 < r\ by (force intro!: Cauchy_higher_derivative_integral_circlepath [OF contf holf]) - have "(\k. contour_integral (circlepath z r) (\u. f u/(u - z)^(Suc k)) * (w - z)^k) - sums contour_integral (circlepath z r) (\u. f u/(u - w))" - unfolding sums_def - apply (intro Lim_transform_eventually [OF _ eq] contour_integral_uniform_limit_circlepath [OF eventuallyI ul] cic) - using \0 < r\ apply auto - done - then have "(\k. contour_integral (circlepath z r) (\u. f u/(u - z)^(Suc k)) * (w - z)^k) - sums (2 * of_real pi * \ * f w)" - using w by (auto simp: dist_commute dist_norm contour_integral_unique [OF Cauchy_integral_circlepath_simple [OF holfc]]) - then have "(\k. contour_integral (circlepath z r) (\u. f u / (u - z) ^ Suc k) * (w - z)^k / (\ * (of_real pi * 2))) - sums ((2 * of_real pi * \ * f w) / (\ * (complex_of_real pi * 2)))" - by (rule sums_divide) - then have "(\n. (w - z) ^ n * contour_integral (circlepath z r) (\u. f u / (u - z) ^ Suc n) / (\ * (of_real pi * 2))) - sums f w" - by (simp add: field_simps) - then show ?thesis - by (simp add: field_simps \0 < r\ Cauchy_higher_derivative_integral_circlepath [OF contf holf]) -qed - - -subsection\The Liouville theorem and the Fundamental Theorem of Algebra\ - -text\ These weak Liouville versions don't even need the derivative formula.\ - -lemma Liouville_weak_0: - assumes holf: "f holomorphic_on UNIV" and inf: "(f \ 0) at_infinity" - shows "f z = 0" -proof (rule ccontr) - assume fz: "f z \ 0" - with inf [unfolded Lim_at_infinity, rule_format, of "norm(f z)/2"] - obtain B where B: "\x. B \ cmod x \ norm (f x) * 2 < cmod (f z)" - by (auto simp: dist_norm) - define R where "R = 1 + \B\ + norm z" - have "R > 0" unfolding R_def - proof - - have "0 \ cmod z + \B\" - by (metis (full_types) add_nonneg_nonneg norm_ge_zero real_norm_def) - then show "0 < 1 + \B\ + cmod z" - by linarith - qed - have *: "((\u. f u / (u - z)) has_contour_integral 2 * complex_of_real pi * \ * f z) (circlepath z R)" - apply (rule Cauchy_integral_circlepath) - using \R > 0\ apply (auto intro: holomorphic_on_subset [OF holf] holomorphic_on_imp_continuous_on)+ - done - have "cmod (x - z) = R \ cmod (f x) * 2 < cmod (f z)" for x - unfolding R_def - by (rule B) (use norm_triangle_ineq4 [of x z] in auto) - with \R > 0\ fz show False - using has_contour_integral_bound_circlepath [OF *, of "norm(f z)/2/R"] - by (auto simp: less_imp_le norm_mult norm_divide field_split_simps) -qed - -proposition Liouville_weak: - assumes "f holomorphic_on UNIV" and "(f \ l) at_infinity" - shows "f z = l" - using Liouville_weak_0 [of "\z. f z - l"] - by (simp add: assms holomorphic_on_diff LIM_zero) - -proposition Liouville_weak_inverse: - assumes "f holomorphic_on UNIV" and unbounded: "\B. eventually (\x. norm (f x) \ B) at_infinity" - obtains z where "f z = 0" -proof - - { assume f: "\z. f z \ 0" - have 1: "(\x. 1 / f x) holomorphic_on UNIV" - by (simp add: holomorphic_on_divide assms f) - have 2: "((\x. 1 / f x) \ 0) at_infinity" - apply (rule tendstoI [OF eventually_mono]) - apply (rule_tac B="2/e" in unbounded) - apply (simp add: dist_norm norm_divide field_split_simps) - done - have False - using Liouville_weak_0 [OF 1 2] f by simp - } - then show ?thesis - using that by blast -qed - -text\ In particular we get the Fundamental Theorem of Algebra.\ - -theorem fundamental_theorem_of_algebra: - fixes a :: "nat \ complex" - assumes "a 0 = 0 \ (\i \ {1..n}. a i \ 0)" - obtains z where "(\i\n. a i * z^i) = 0" -using assms -proof (elim disjE bexE) - assume "a 0 = 0" then show ?thesis - by (auto simp: that [of 0]) -next - fix i - assume i: "i \ {1..n}" and nz: "a i \ 0" - have 1: "(\z. \i\n. a i * z^i) holomorphic_on UNIV" - by (rule holomorphic_intros)+ - show thesis - proof (rule Liouville_weak_inverse [OF 1]) - show "\\<^sub>F x in at_infinity. B \ cmod (\i\n. a i * x ^ i)" for B - using i polyfun_extremal nz by force - qed (use that in auto) -qed - -subsection\Weierstrass convergence theorem\ - -lemma holomorphic_uniform_limit: - assumes cont: "eventually (\n. continuous_on (cball z r) (f n) \ (f n) holomorphic_on ball z r) F" - and ulim: "uniform_limit (cball z r) f g F" - and F: "\ trivial_limit F" - obtains "continuous_on (cball z r) g" "g holomorphic_on ball z r" -proof (cases r "0::real" rule: linorder_cases) - case less then show ?thesis by (force simp: ball_empty less_imp_le continuous_on_def holomorphic_on_def intro: that) -next - case equal then show ?thesis - by (force simp: holomorphic_on_def intro: that) -next - case greater - have contg: "continuous_on (cball z r) g" - using cont uniform_limit_theorem [OF eventually_mono ulim F] by blast - have "path_image (circlepath z r) \ cball z r" - using \0 < r\ by auto - then have 1: "continuous_on (path_image (circlepath z r)) (\x. 1 / (2 * complex_of_real pi * \) * g x)" - by (intro continuous_intros continuous_on_subset [OF contg]) - have 2: "((\u. 1 / (2 * of_real pi * \) * g u / (u - w) ^ 1) has_contour_integral g w) (circlepath z r)" - if w: "w \ ball z r" for w - proof - - define d where "d = (r - norm(w - z))" - have "0 < d" "d \ r" using w by (auto simp: norm_minus_commute d_def dist_norm) - have dle: "\u. cmod (z - u) = r \ d \ cmod (u - w)" - unfolding d_def by (metis add_diff_eq diff_add_cancel norm_diff_ineq norm_minus_commute) - have ev_int: "\\<^sub>F n in F. (\u. f n u / (u - w)) contour_integrable_on circlepath z r" - apply (rule eventually_mono [OF cont]) - using w - apply (auto intro: Cauchy_higher_derivative_integral_circlepath [where k=0, simplified]) - done - have ul_less: "uniform_limit (sphere z r) (\n x. f n x / (x - w)) (\x. g x / (x - w)) F" - using greater \0 < d\ - apply (clarsimp simp add: uniform_limit_iff dist_norm norm_divide diff_divide_distrib [symmetric] divide_simps) - apply (rule_tac e1="e * d" in eventually_mono [OF uniform_limitD [OF ulim]]) - apply (force simp: dist_norm intro: dle mult_left_mono less_le_trans)+ - done - have g_cint: "(\u. g u/(u - w)) contour_integrable_on circlepath z r" - by (rule contour_integral_uniform_limit_circlepath [OF ev_int ul_less F \0 < r\]) - have cif_tends_cig: "((\n. contour_integral(circlepath z r) (\u. f n u / (u - w))) \ contour_integral(circlepath z r) (\u. g u/(u - w))) F" - by (rule contour_integral_uniform_limit_circlepath [OF ev_int ul_less F \0 < r\]) - have f_tends_cig: "((\n. 2 * of_real pi * \ * f n w) \ contour_integral (circlepath z r) (\u. g u / (u - w))) F" - proof (rule Lim_transform_eventually) - show "\\<^sub>F x in F. contour_integral (circlepath z r) (\u. f x u / (u - w)) - = 2 * of_real pi * \ * f x w" - apply (rule eventually_mono [OF cont contour_integral_unique [OF Cauchy_integral_circlepath]]) - using w\0 < d\ d_def by auto - qed (auto simp: cif_tends_cig) - have "\e. 0 < e \ \\<^sub>F n in F. dist (f n w) (g w) < e" - by (rule eventually_mono [OF uniform_limitD [OF ulim]]) (use w in auto) - then have "((\n. 2 * of_real pi * \ * f n w) \ 2 * of_real pi * \ * g w) F" - by (rule tendsto_mult_left [OF tendstoI]) - then have "((\u. g u / (u - w)) has_contour_integral 2 * of_real pi * \ * g w) (circlepath z r)" - using has_contour_integral_integral [OF g_cint] tendsto_unique [OF F f_tends_cig] w - by fastforce - then have "((\u. g u / (2 * of_real pi * \ * (u - w))) has_contour_integral g w) (circlepath z r)" - using has_contour_integral_div [where c = "2 * of_real pi * \"] - by (force simp: field_simps) - then show ?thesis - by (simp add: dist_norm) - qed - show ?thesis - using Cauchy_next_derivative_circlepath(2) [OF 1 2, simplified] - by (fastforce simp add: holomorphic_on_open contg intro: that) -qed - - -text\ Version showing that the limit is the limit of the derivatives.\ - -proposition has_complex_derivative_uniform_limit: - fixes z::complex - assumes cont: "eventually (\n. continuous_on (cball z r) (f n) \ - (\w \ ball z r. ((f n) has_field_derivative (f' n w)) (at w))) F" - and ulim: "uniform_limit (cball z r) f g F" - and F: "\ trivial_limit F" and "0 < r" - obtains g' where - "continuous_on (cball z r) g" - "\w. w \ ball z r \ (g has_field_derivative (g' w)) (at w) \ ((\n. f' n w) \ g' w) F" -proof - - let ?conint = "contour_integral (circlepath z r)" - have g: "continuous_on (cball z r) g" "g holomorphic_on ball z r" - by (rule holomorphic_uniform_limit [OF eventually_mono [OF cont] ulim F]; - auto simp: holomorphic_on_open field_differentiable_def)+ - then obtain g' where g': "\x. x \ ball z r \ (g has_field_derivative g' x) (at x)" - using DERIV_deriv_iff_has_field_derivative - by (fastforce simp add: holomorphic_on_open) - then have derg: "\x. x \ ball z r \ deriv g x = g' x" - by (simp add: DERIV_imp_deriv) - have tends_f'n_g': "((\n. f' n w) \ g' w) F" if w: "w \ ball z r" for w - proof - - have eq_f': "?conint (\x. f n x / (x - w)\<^sup>2) - ?conint (\x. g x / (x - w)\<^sup>2) = (f' n w - g' w) * (2 * of_real pi * \)" - if cont_fn: "continuous_on (cball z r) (f n)" - and fnd: "\w. w \ ball z r \ (f n has_field_derivative f' n w) (at w)" for n - proof - - have hol_fn: "f n holomorphic_on ball z r" - using fnd by (force simp: holomorphic_on_open) - have "(f n has_field_derivative 1 / (2 * of_real pi * \) * ?conint (\u. f n u / (u - w)\<^sup>2)) (at w)" - by (rule Cauchy_derivative_integral_circlepath [OF cont_fn hol_fn w]) - then have f': "f' n w = 1 / (2 * of_real pi * \) * ?conint (\u. f n u / (u - w)\<^sup>2)" - using DERIV_unique [OF fnd] w by blast - show ?thesis - by (simp add: f' Cauchy_contour_integral_circlepath_2 [OF g w] derg [OF w] field_split_simps) - qed - define d where "d = (r - norm(w - z))^2" - have "d > 0" - using w by (simp add: dist_commute dist_norm d_def) - have dle: "d \ cmod ((y - w)\<^sup>2)" if "r = cmod (z - y)" for y - proof - - have "w \ ball z (cmod (z - y))" - using that w by fastforce - then have "cmod (w - z) \ cmod (z - y)" - by (simp add: dist_complex_def norm_minus_commute) - moreover have "cmod (z - y) - cmod (w - z) \ cmod (y - w)" - by (metis diff_add_cancel diff_add_eq_diff_diff_swap norm_minus_commute norm_triangle_ineq2) - ultimately show ?thesis - using that by (simp add: d_def norm_power power_mono) - qed - have 1: "\\<^sub>F n in F. (\x. f n x / (x - w)\<^sup>2) contour_integrable_on circlepath z r" - by (force simp: holomorphic_on_open intro: w Cauchy_derivative_integral_circlepath eventually_mono [OF cont]) - have 2: "uniform_limit (sphere z r) (\n x. f n x / (x - w)\<^sup>2) (\x. g x / (x - w)\<^sup>2) F" - unfolding uniform_limit_iff - proof clarify - fix e::real - assume "0 < e" - with \r > 0\ show "\\<^sub>F n in F. \x\sphere z r. dist (f n x / (x - w)\<^sup>2) (g x / (x - w)\<^sup>2) < e" - apply (simp add: norm_divide field_split_simps sphere_def dist_norm) - apply (rule eventually_mono [OF uniform_limitD [OF ulim], of "e*d"]) - apply (simp add: \0 < d\) - apply (force simp: dist_norm dle intro: less_le_trans) - done - qed - have "((\n. contour_integral (circlepath z r) (\x. f n x / (x - w)\<^sup>2)) - \ contour_integral (circlepath z r) ((\x. g x / (x - w)\<^sup>2))) F" - by (rule contour_integral_uniform_limit_circlepath [OF 1 2 F \0 < r\]) - then have tendsto_0: "((\n. 1 / (2 * of_real pi * \) * (?conint (\x. f n x / (x - w)\<^sup>2) - ?conint (\x. g x / (x - w)\<^sup>2))) \ 0) F" - using Lim_null by (force intro!: tendsto_mult_right_zero) - have "((\n. f' n w - g' w) \ 0) F" - apply (rule Lim_transform_eventually [OF tendsto_0]) - apply (force simp: divide_simps intro: eq_f' eventually_mono [OF cont]) - done - then show ?thesis using Lim_null by blast - qed - obtain g' where "\w. w \ ball z r \ (g has_field_derivative (g' w)) (at w) \ ((\n. f' n w) \ g' w) F" - by (blast intro: tends_f'n_g' g') - then show ?thesis using g - using that by blast -qed - - -subsection\<^marker>\tag unimportant\ \Some more simple/convenient versions for applications\ - -lemma holomorphic_uniform_sequence: - assumes S: "open S" - and hol_fn: "\n. (f n) holomorphic_on S" - and ulim_g: "\x. x \ S \ \d. 0 < d \ cball x d \ S \ uniform_limit (cball x d) f g sequentially" - shows "g holomorphic_on S" -proof - - have "\f'. (g has_field_derivative f') (at z)" if "z \ S" for z - proof - - obtain r where "0 < r" and r: "cball z r \ S" - and ul: "uniform_limit (cball z r) f g sequentially" - using ulim_g [OF \z \ S\] by blast - have *: "\\<^sub>F n in sequentially. continuous_on (cball z r) (f n) \ f n holomorphic_on ball z r" - proof (intro eventuallyI conjI) - show "continuous_on (cball z r) (f x)" for x - using hol_fn holomorphic_on_imp_continuous_on holomorphic_on_subset r by blast - show "f x holomorphic_on ball z r" for x - by (metis hol_fn holomorphic_on_subset interior_cball interior_subset r) - qed - show ?thesis - apply (rule holomorphic_uniform_limit [OF *]) - using \0 < r\ centre_in_ball ul - apply (auto simp: holomorphic_on_open) - done - qed - with S show ?thesis - by (simp add: holomorphic_on_open) -qed - -lemma has_complex_derivative_uniform_sequence: - fixes S :: "complex set" - assumes S: "open S" - and hfd: "\n x. x \ S \ ((f n) has_field_derivative f' n x) (at x)" - and ulim_g: "\x. x \ S - \ \d. 0 < d \ cball x d \ S \ uniform_limit (cball x d) f g sequentially" - shows "\g'. \x \ S. (g has_field_derivative g' x) (at x) \ ((\n. f' n x) \ g' x) sequentially" -proof - - have y: "\y. (g has_field_derivative y) (at z) \ (\n. f' n z) \ y" if "z \ S" for z - proof - - obtain r where "0 < r" and r: "cball z r \ S" - and ul: "uniform_limit (cball z r) f g sequentially" - using ulim_g [OF \z \ S\] by blast - have *: "\\<^sub>F n in sequentially. continuous_on (cball z r) (f n) \ - (\w \ ball z r. ((f n) has_field_derivative (f' n w)) (at w))" - proof (intro eventuallyI conjI ballI) - show "continuous_on (cball z r) (f x)" for x - by (meson S continuous_on_subset hfd holomorphic_on_imp_continuous_on holomorphic_on_open r) - show "w \ ball z r \ (f x has_field_derivative f' x w) (at w)" for w x - using ball_subset_cball hfd r by blast - qed - show ?thesis - by (rule has_complex_derivative_uniform_limit [OF *, of g]) (use \0 < r\ ul in \force+\) - qed - show ?thesis - by (rule bchoice) (blast intro: y) -qed - -subsection\On analytic functions defined by a series\ - -lemma series_and_derivative_comparison: - fixes S :: "complex set" - assumes S: "open S" - and h: "summable h" - and hfd: "\n x. x \ S \ (f n has_field_derivative f' n x) (at x)" - and to_g: "\\<^sub>F n in sequentially. \x\S. norm (f n x) \ h n" - obtains g g' where "\x \ S. ((\n. f n x) sums g x) \ ((\n. f' n x) sums g' x) \ (g has_field_derivative g' x) (at x)" -proof - - obtain g where g: "uniform_limit S (\n x. \id>0. cball x d \ S \ uniform_limit (cball x d) (\n x. \i S" for x - proof - - obtain d where "d>0" and d: "cball x d \ S" - using open_contains_cball [of "S"] \x \ S\ S by blast - show ?thesis - proof (intro conjI exI) - show "uniform_limit (cball x d) (\n x. \id > 0\ d in auto) - qed - have "\x. x \ S \ (\n. \i g x" - by (metis tendsto_uniform_limitI [OF g]) - moreover have "\g'. \x\S. (g has_field_derivative g' x) (at x) \ (\n. \i g' x" - by (rule has_complex_derivative_uniform_sequence [OF S]) (auto intro: * hfd DERIV_sum)+ - ultimately show ?thesis - by (metis sums_def that) -qed - -text\A version where we only have local uniform/comparative convergence.\ - -lemma series_and_derivative_comparison_local: - fixes S :: "complex set" - assumes S: "open S" - and hfd: "\n x. x \ S \ (f n has_field_derivative f' n x) (at x)" - and to_g: "\x. x \ S \ \d h. 0 < d \ summable h \ (\\<^sub>F n in sequentially. \y\ball x d \ S. norm (f n y) \ h n)" - shows "\g g'. \x \ S. ((\n. f n x) sums g x) \ ((\n. f' n x) sums g' x) \ (g has_field_derivative g' x) (at x)" -proof - - have "\y. (\n. f n z) sums (\n. f n z) \ (\n. f' n z) sums y \ ((\x. \n. f n x) has_field_derivative y) (at z)" - if "z \ S" for z - proof - - obtain d h where "0 < d" "summable h" and le_h: "\\<^sub>F n in sequentially. \y\ball z d \ S. norm (f n y) \ h n" - using to_g \z \ S\ by meson - then obtain r where "r>0" and r: "ball z r \ ball z d \ S" using \z \ S\ S - by (metis Int_iff open_ball centre_in_ball open_Int open_contains_ball_eq) - have 1: "open (ball z d \ S)" - by (simp add: open_Int S) - have 2: "\n x. x \ ball z d \ S \ (f n has_field_derivative f' n x) (at x)" - by (auto simp: hfd) - obtain g g' where gg': "\x \ ball z d \ S. ((\n. f n x) sums g x) \ - ((\n. f' n x) sums g' x) \ (g has_field_derivative g' x) (at x)" - by (auto intro: le_h series_and_derivative_comparison [OF 1 \summable h\ hfd]) - then have "(\n. f' n z) sums g' z" - by (meson \0 < r\ centre_in_ball contra_subsetD r) - moreover have "(\n. f n z) sums (\n. f n z)" - using summable_sums centre_in_ball \0 < d\ \summable h\ le_h - by (metis (full_types) Int_iff gg' summable_def that) - moreover have "((\x. \n. f n x) has_field_derivative g' z) (at z)" - proof (rule has_field_derivative_transform_within) - show "\x. dist x z < r \ g x = (\n. f n x)" - by (metis subsetD dist_commute gg' mem_ball r sums_unique) - qed (use \0 < r\ gg' \z \ S\ \0 < d\ in auto) - ultimately show ?thesis by auto - qed - then show ?thesis - by (rule_tac x="\x. suminf (\n. f n x)" in exI) meson -qed - - -text\Sometimes convenient to compare with a complex series of positive reals. (?)\ - -lemma series_and_derivative_comparison_complex: - fixes S :: "complex set" - assumes S: "open S" - and hfd: "\n x. x \ S \ (f n has_field_derivative f' n x) (at x)" - and to_g: "\x. x \ S \ \d h. 0 < d \ summable h \ range h \ \\<^sub>\\<^sub>0 \ (\\<^sub>F n in sequentially. \y\ball x d \ S. cmod(f n y) \ cmod (h n))" - shows "\g g'. \x \ S. ((\n. f n x) sums g x) \ ((\n. f' n x) sums g' x) \ (g has_field_derivative g' x) (at x)" -apply (rule series_and_derivative_comparison_local [OF S hfd], assumption) -apply (rule ex_forward [OF to_g], assumption) -apply (erule exE) -apply (rule_tac x="Re \ h" in exI) -apply (force simp: summable_Re o_def nonneg_Reals_cmod_eq_Re image_subset_iff) -done - -text\Sometimes convenient to compare with a complex series of positive reals. (?)\ -lemma series_differentiable_comparison_complex: - fixes S :: "complex set" - assumes S: "open S" - and hfd: "\n x. x \ S \ f n field_differentiable (at x)" - and to_g: "\x. x \ S \ \d h. 0 < d \ summable h \ range h \ \\<^sub>\\<^sub>0 \ (\\<^sub>F n in sequentially. \y\ball x d \ S. cmod(f n y) \ cmod (h n))" - obtains g where "\x \ S. ((\n. f n x) sums g x) \ g field_differentiable (at x)" -proof - - have hfd': "\n x. x \ S \ (f n has_field_derivative deriv (f n) x) (at x)" - using hfd field_differentiable_derivI by blast - have "\g g'. \x \ S. ((\n. f n x) sums g x) \ ((\n. deriv (f n) x) sums g' x) \ (g has_field_derivative g' x) (at x)" - by (metis series_and_derivative_comparison_complex [OF S hfd' to_g]) - then show ?thesis - using field_differentiable_def that by blast -qed - -text\In particular, a power series is analytic inside circle of convergence.\ - -lemma power_series_and_derivative_0: - fixes a :: "nat \ complex" and r::real - assumes "summable (\n. a n * r^n)" - shows "\g g'. \z. cmod z < r \ - ((\n. a n * z^n) sums g z) \ ((\n. of_nat n * a n * z^(n - 1)) sums g' z) \ (g has_field_derivative g' z) (at z)" -proof (cases "0 < r") - case True - have der: "\n z. ((\x. a n * x ^ n) has_field_derivative of_nat n * a n * z ^ (n - 1)) (at z)" - by (rule derivative_eq_intros | simp)+ - have y_le: "\cmod (z - y) * 2 < r - cmod z\ \ cmod y \ cmod (of_real r + of_real (cmod z)) / 2" for z y - using \r > 0\ - apply (auto simp: algebra_simps norm_mult norm_divide norm_power simp flip: of_real_add) - using norm_triangle_ineq2 [of y z] - apply (simp only: diff_le_eq norm_minus_commute mult_2) - done - have "summable (\n. a n * complex_of_real r ^ n)" - using assms \r > 0\ by simp - moreover have "\z. cmod z < r \ cmod ((of_real r + of_real (cmod z)) / 2) < cmod (of_real r)" - using \r > 0\ - by (simp flip: of_real_add) - ultimately have sum: "\z. cmod z < r \ summable (\n. of_real (cmod (a n)) * ((of_real r + complex_of_real (cmod z)) / 2) ^ n)" - by (rule power_series_conv_imp_absconv_weak) - have "\g g'. \z \ ball 0 r. (\n. (a n) * z ^ n) sums g z \ - (\n. of_nat n * (a n) * z ^ (n - 1)) sums g' z \ (g has_field_derivative g' z) (at z)" - apply (rule series_and_derivative_comparison_complex [OF open_ball der]) - apply (rule_tac x="(r - norm z)/2" in exI) - apply (rule_tac x="\n. of_real(norm(a n)*((r + norm z)/2)^n)" in exI) - using \r > 0\ - apply (auto simp: sum eventually_sequentially norm_mult norm_power dist_norm intro!: mult_left_mono power_mono y_le) - done - then show ?thesis - by (simp add: ball_def) -next - case False then show ?thesis - apply (simp add: not_less) - using less_le_trans norm_not_less_zero by blast -qed - -proposition\<^marker>\tag unimportant\ power_series_and_derivative: - fixes a :: "nat \ complex" and r::real - assumes "summable (\n. a n * r^n)" - obtains g g' where "\z \ ball w r. - ((\n. a n * (z - w) ^ n) sums g z) \ ((\n. of_nat n * a n * (z - w) ^ (n - 1)) sums g' z) \ - (g has_field_derivative g' z) (at z)" - using power_series_and_derivative_0 [OF assms] - apply clarify - apply (rule_tac g="(\z. g(z - w))" in that) - using DERIV_shift [where z="-w"] - apply (auto simp: norm_minus_commute Ball_def dist_norm) - done - -proposition\<^marker>\tag unimportant\ power_series_holomorphic: - assumes "\w. w \ ball z r \ ((\n. a n*(w - z)^n) sums f w)" - shows "f holomorphic_on ball z r" -proof - - have "\f'. (f has_field_derivative f') (at w)" if w: "dist z w < r" for w - proof - - have inb: "z + complex_of_real ((dist z w + r) / 2) \ ball z r" - proof - - have wz: "cmod (w - z) < r" using w - by (auto simp: field_split_simps dist_norm norm_minus_commute) - then have "0 \ r" - by (meson less_eq_real_def norm_ge_zero order_trans) - show ?thesis - using w by (simp add: dist_norm \0\r\ flip: of_real_add) - qed - have sum: "summable (\n. a n * of_real (((cmod (z - w) + r) / 2) ^ n))" - using assms [OF inb] by (force simp: summable_def dist_norm) - obtain g g' where gg': "\u. u \ ball z ((cmod (z - w) + r) / 2) \ - (\n. a n * (u - z) ^ n) sums g u \ - (\n. of_nat n * a n * (u - z) ^ (n - 1)) sums g' u \ (g has_field_derivative g' u) (at u)" - by (rule power_series_and_derivative [OF sum, of z]) fastforce - have [simp]: "g u = f u" if "cmod (u - w) < (r - cmod (z - w)) / 2" for u - proof - - have less: "cmod (z - u) * 2 < cmod (z - w) + r" - using that dist_triangle2 [of z u w] - by (simp add: dist_norm [symmetric] algebra_simps) - show ?thesis - apply (rule sums_unique2 [of "\n. a n*(u - z)^n"]) - using gg' [of u] less w - apply (auto simp: assms dist_norm) - done - qed - have "(f has_field_derivative g' w) (at w)" - by (rule has_field_derivative_transform_within [where d="(r - norm(z - w))/2"]) - (use w gg' [of w] in \(force simp: dist_norm)+\) - then show ?thesis .. - qed - then show ?thesis by (simp add: holomorphic_on_open) -qed - -corollary holomorphic_iff_power_series: - "f holomorphic_on ball z r \ - (\w \ ball z r. (\n. (deriv ^^ n) f z / (fact n) * (w - z)^n) sums f w)" - apply (intro iffI ballI holomorphic_power_series, assumption+) - apply (force intro: power_series_holomorphic [where a = "\n. (deriv ^^ n) f z / (fact n)"]) - done - -lemma power_series_analytic: - "(\w. w \ ball z r \ (\n. a n*(w - z)^n) sums f w) \ f analytic_on ball z r" - by (force simp: analytic_on_open intro!: power_series_holomorphic) - -lemma analytic_iff_power_series: - "f analytic_on ball z r \ - (\w \ ball z r. (\n. (deriv ^^ n) f z / (fact n) * (w - z)^n) sums f w)" - by (simp add: analytic_on_open holomorphic_iff_power_series) - -subsection\<^marker>\tag unimportant\ \Equality between holomorphic functions, on open ball then connected set\ - -lemma holomorphic_fun_eq_on_ball: - "\f holomorphic_on ball z r; g holomorphic_on ball z r; - w \ ball z r; - \n. (deriv ^^ n) f z = (deriv ^^ n) g z\ - \ f w = g w" - apply (rule sums_unique2 [of "\n. (deriv ^^ n) f z / (fact n) * (w - z)^n"]) - apply (auto simp: holomorphic_iff_power_series) - done - -lemma holomorphic_fun_eq_0_on_ball: - "\f holomorphic_on ball z r; w \ ball z r; - \n. (deriv ^^ n) f z = 0\ - \ f w = 0" - apply (rule sums_unique2 [of "\n. (deriv ^^ n) f z / (fact n) * (w - z)^n"]) - apply (auto simp: holomorphic_iff_power_series) - done - -lemma holomorphic_fun_eq_0_on_connected: - assumes holf: "f holomorphic_on S" and "open S" - and cons: "connected S" - and der: "\n. (deriv ^^ n) f z = 0" - and "z \ S" "w \ S" - shows "f w = 0" -proof - - have *: "ball x e \ (\n. {w \ S. (deriv ^^ n) f w = 0})" - if "\u. (deriv ^^ u) f x = 0" "ball x e \ S" for x e - proof - - have "\x' n. dist x x' < e \ (deriv ^^ n) f x' = 0" - apply (rule holomorphic_fun_eq_0_on_ball [OF holomorphic_higher_deriv]) - apply (rule holomorphic_on_subset [OF holf]) - using that apply simp_all - by (metis funpow_add o_apply) - with that show ?thesis by auto - qed - have 1: "openin (top_of_set S) (\n. {w \ S. (deriv ^^ n) f w = 0})" - apply (rule open_subset, force) - using \open S\ - apply (simp add: open_contains_ball Ball_def) - apply (erule all_forward) - using "*" by auto blast+ - have 2: "closedin (top_of_set S) (\n. {w \ S. (deriv ^^ n) f w = 0})" - using assms - by (auto intro: continuous_closedin_preimage_constant holomorphic_on_imp_continuous_on holomorphic_higher_deriv) - obtain e where "e>0" and e: "ball w e \ S" using openE [OF \open S\ \w \ S\] . - then have holfb: "f holomorphic_on ball w e" - using holf holomorphic_on_subset by blast - have 3: "(\n. {w \ S. (deriv ^^ n) f w = 0}) = S \ f w = 0" - using \e>0\ e by (force intro: holomorphic_fun_eq_0_on_ball [OF holfb]) - show ?thesis - using cons der \z \ S\ - apply (simp add: connected_clopen) - apply (drule_tac x="\n. {w \ S. (deriv ^^ n) f w = 0}" in spec) - apply (auto simp: 1 2 3) - done -qed - -lemma holomorphic_fun_eq_on_connected: - assumes "f holomorphic_on S" "g holomorphic_on S" and "open S" "connected S" - and "\n. (deriv ^^ n) f z = (deriv ^^ n) g z" - and "z \ S" "w \ S" - shows "f w = g w" -proof (rule holomorphic_fun_eq_0_on_connected [of "\x. f x - g x" S z, simplified]) - show "(\x. f x - g x) holomorphic_on S" - by (intro assms holomorphic_intros) - show "\n. (deriv ^^ n) (\x. f x - g x) z = 0" - using assms higher_deriv_diff by auto -qed (use assms in auto) - -lemma holomorphic_fun_eq_const_on_connected: - assumes holf: "f holomorphic_on S" and "open S" - and cons: "connected S" - and der: "\n. 0 < n \ (deriv ^^ n) f z = 0" - and "z \ S" "w \ S" - shows "f w = f z" -proof (rule holomorphic_fun_eq_0_on_connected [of "\w. f w - f z" S z, simplified]) - show "(\w. f w - f z) holomorphic_on S" - by (intro assms holomorphic_intros) - show "\n. (deriv ^^ n) (\w. f w - f z) z = 0" - by (subst higher_deriv_diff) (use assms in \auto intro: holomorphic_intros\) -qed (use assms in auto) - -subsection\<^marker>\tag unimportant\ \Some basic lemmas about poles/singularities\ - -lemma pole_lemma: - assumes holf: "f holomorphic_on S" and a: "a \ interior S" - shows "(\z. if z = a then deriv f a - else (f z - f a) / (z - a)) holomorphic_on S" (is "?F holomorphic_on S") -proof - - have F1: "?F field_differentiable (at u within S)" if "u \ S" "u \ a" for u - proof - - have fcd: "f field_differentiable at u within S" - using holf holomorphic_on_def by (simp add: \u \ S\) - have cd: "(\z. (f z - f a) / (z - a)) field_differentiable at u within S" - by (rule fcd derivative_intros | simp add: that)+ - have "0 < dist a u" using that dist_nz by blast - then show ?thesis - by (rule field_differentiable_transform_within [OF _ _ _ cd]) (auto simp: \u \ S\) - qed - have F2: "?F field_differentiable at a" if "0 < e" "ball a e \ S" for e - proof - - have holfb: "f holomorphic_on ball a e" - by (rule holomorphic_on_subset [OF holf \ball a e \ S\]) - have 2: "?F holomorphic_on ball a e - {a}" - apply (simp add: holomorphic_on_def flip: field_differentiable_def) - using mem_ball that - apply (auto intro: F1 field_differentiable_within_subset) - done - have "isCont (\z. if z = a then deriv f a else (f z - f a) / (z - a)) x" - if "dist a x < e" for x - proof (cases "x=a") - case True - then have "f field_differentiable at a" - using holfb \0 < e\ holomorphic_on_imp_differentiable_at by auto - with True show ?thesis - by (auto simp: continuous_at has_field_derivative_iff simp flip: DERIV_deriv_iff_field_differentiable - elim: rev_iffD1 [OF _ LIM_equal]) - next - case False with 2 that show ?thesis - by (force simp: holomorphic_on_open open_Diff field_differentiable_def [symmetric] field_differentiable_imp_continuous_at) - qed - then have 1: "continuous_on (ball a e) ?F" - by (clarsimp simp: continuous_on_eq_continuous_at) - have "?F holomorphic_on ball a e" - by (auto intro: no_isolated_singularity [OF 1 2]) - with that show ?thesis - by (simp add: holomorphic_on_open field_differentiable_def [symmetric] - field_differentiable_at_within) - qed - show ?thesis - proof - fix x assume "x \ S" show "?F field_differentiable at x within S" - proof (cases "x=a") - case True then show ?thesis - using a by (auto simp: mem_interior intro: field_differentiable_at_within F2) - next - case False with F1 \x \ S\ - show ?thesis by blast - qed - qed -qed - -lemma pole_theorem: - assumes holg: "g holomorphic_on S" and a: "a \ interior S" - and eq: "\z. z \ S - {a} \ g z = (z - a) * f z" - shows "(\z. if z = a then deriv g a - else f z - g a/(z - a)) holomorphic_on S" - using pole_lemma [OF holg a] - by (rule holomorphic_transform) (simp add: eq field_split_simps) - -lemma pole_lemma_open: - assumes "f holomorphic_on S" "open S" - shows "(\z. if z = a then deriv f a else (f z - f a)/(z - a)) holomorphic_on S" -proof (cases "a \ S") - case True with assms interior_eq pole_lemma - show ?thesis by fastforce -next - case False with assms show ?thesis - apply (simp add: holomorphic_on_def field_differentiable_def [symmetric], clarify) - apply (rule field_differentiable_transform_within [where f = "\z. (f z - f a)/(z - a)" and d = 1]) - apply (rule derivative_intros | force)+ - done -qed - -lemma pole_theorem_open: - assumes holg: "g holomorphic_on S" and S: "open S" - and eq: "\z. z \ S - {a} \ g z = (z - a) * f z" - shows "(\z. if z = a then deriv g a - else f z - g a/(z - a)) holomorphic_on S" - using pole_lemma_open [OF holg S] - by (rule holomorphic_transform) (auto simp: eq divide_simps) - -lemma pole_theorem_0: - assumes holg: "g holomorphic_on S" and a: "a \ interior S" - and eq: "\z. z \ S - {a} \ g z = (z - a) * f z" - and [simp]: "f a = deriv g a" "g a = 0" - shows "f holomorphic_on S" - using pole_theorem [OF holg a eq] - by (rule holomorphic_transform) (auto simp: eq field_split_simps) - -lemma pole_theorem_open_0: - assumes holg: "g holomorphic_on S" and S: "open S" - and eq: "\z. z \ S - {a} \ g z = (z - a) * f z" - and [simp]: "f a = deriv g a" "g a = 0" - shows "f holomorphic_on S" - using pole_theorem_open [OF holg S eq] - by (rule holomorphic_transform) (auto simp: eq field_split_simps) - -lemma pole_theorem_analytic: - assumes g: "g analytic_on S" - and eq: "\z. z \ S - \ \d. 0 < d \ (\w \ ball z d - {a}. g w = (w - a) * f w)" - shows "(\z. if z = a then deriv g a else f z - g a/(z - a)) analytic_on S" (is "?F analytic_on S") - unfolding analytic_on_def -proof - fix x - assume "x \ S" - with g obtain e where "0 < e" and e: "g holomorphic_on ball x e" - by (auto simp add: analytic_on_def) - obtain d where "0 < d" and d: "\w. w \ ball x d - {a} \ g w = (w - a) * f w" - using \x \ S\ eq by blast - have "?F holomorphic_on ball x (min d e)" - using d e \x \ S\ by (fastforce simp: holomorphic_on_subset subset_ball intro!: pole_theorem_open) - then show "\e>0. ?F holomorphic_on ball x e" - using \0 < d\ \0 < e\ not_le by fastforce -qed - -lemma pole_theorem_analytic_0: - assumes g: "g analytic_on S" - and eq: "\z. z \ S \ \d. 0 < d \ (\w \ ball z d - {a}. g w = (w - a) * f w)" - and [simp]: "f a = deriv g a" "g a = 0" - shows "f analytic_on S" -proof - - have [simp]: "(\z. if z = a then deriv g a else f z - g a / (z - a)) = f" - by auto - show ?thesis - using pole_theorem_analytic [OF g eq] by simp -qed - -lemma pole_theorem_analytic_open_superset: - assumes g: "g analytic_on S" and "S \ T" "open T" - and eq: "\z. z \ T - {a} \ g z = (z - a) * f z" - shows "(\z. if z = a then deriv g a - else f z - g a/(z - a)) analytic_on S" -proof (rule pole_theorem_analytic [OF g]) - fix z - assume "z \ S" - then obtain e where "0 < e" and e: "ball z e \ T" - using assms openE by blast - then show "\d>0. \w\ball z d - {a}. g w = (w - a) * f w" - using eq by auto -qed - -lemma pole_theorem_analytic_open_superset_0: - assumes g: "g analytic_on S" "S \ T" "open T" "\z. z \ T - {a} \ g z = (z - a) * f z" - and [simp]: "f a = deriv g a" "g a = 0" - shows "f analytic_on S" -proof - - have [simp]: "(\z. if z = a then deriv g a else f z - g a / (z - a)) = f" - by auto - have "(\z. if z = a then deriv g a else f z - g a/(z - a)) analytic_on S" - by (rule pole_theorem_analytic_open_superset [OF g]) - then show ?thesis by simp -qed - - -subsection\General, homology form of Cauchy's theorem\ - -text\Proof is based on Dixon's, as presented in Lang's "Complex Analysis" book (page 147).\ - -lemma contour_integral_continuous_on_linepath_2D: - assumes "open U" and cont_dw: "\w. w \ U \ F w contour_integrable_on (linepath a b)" - and cond_uu: "continuous_on (U \ U) (\(x,y). F x y)" - and abu: "closed_segment a b \ U" - shows "continuous_on U (\w. contour_integral (linepath a b) (F w))" -proof - - have *: "\d>0. \x'\U. dist x' w < d \ - dist (contour_integral (linepath a b) (F x')) - (contour_integral (linepath a b) (F w)) \ \" - if "w \ U" "0 < \" "a \ b" for w \ - proof - - obtain \ where "\>0" and \: "cball w \ \ U" using open_contains_cball \open U\ \w \ U\ by force - let ?TZ = "cball w \ \ closed_segment a b" - have "uniformly_continuous_on ?TZ (\(x,y). F x y)" - proof (rule compact_uniformly_continuous) - show "continuous_on ?TZ (\(x,y). F x y)" - by (rule continuous_on_subset[OF cond_uu]) (use SigmaE \ abu in blast) - show "compact ?TZ" - by (simp add: compact_Times) - qed - then obtain \ where "\>0" - and \: "\x x'. \x\?TZ; x'\?TZ; dist x' x < \\ \ - dist ((\(x,y). F x y) x') ((\(x,y). F x y) x) < \/norm(b - a)" - apply (rule uniformly_continuous_onE [where e = "\/norm(b - a)"]) - using \0 < \\ \a \ b\ by auto - have \: "\norm (w - x1) \ \; x2 \ closed_segment a b; - norm (w - x1') \ \; x2' \ closed_segment a b; norm ((x1', x2') - (x1, x2)) < \\ - \ norm (F x1' x2' - F x1 x2) \ \ / cmod (b - a)" - for x1 x2 x1' x2' - using \ [of "(x1,x2)" "(x1',x2')"] by (force simp: dist_norm) - have le_ee: "cmod (contour_integral (linepath a b) (\x. F x' x - F w x)) \ \" - if "x' \ U" "cmod (x' - w) < \" "cmod (x' - w) < \" for x' - proof - - have "(\x. F x' x - F w x) contour_integrable_on linepath a b" - by (simp add: \w \ U\ cont_dw contour_integrable_diff that) - then have "cmod (contour_integral (linepath a b) (\x. F x' x - F w x)) \ \/norm(b - a) * norm(b - a)" - apply (rule has_contour_integral_bound_linepath [OF has_contour_integral_integral _ \]) - using \0 < \\ \0 < \\ that apply (auto simp: norm_minus_commute) - done - also have "\ = \" using \a \ b\ by simp - finally show ?thesis . - qed - show ?thesis - apply (rule_tac x="min \ \" in exI) - using \0 < \\ \0 < \\ - apply (auto simp: dist_norm contour_integral_diff [OF cont_dw cont_dw, symmetric] \w \ U\ intro: le_ee) - done - qed - show ?thesis - proof (cases "a=b") - case True - then show ?thesis by simp - next - case False - show ?thesis - by (rule continuous_onI) (use False in \auto intro: *\) - qed -qed - -text\This version has \<^term>\polynomial_function \\ as an additional assumption.\ -lemma Cauchy_integral_formula_global_weak: - assumes "open U" and holf: "f holomorphic_on U" - and z: "z \ U" and \: "polynomial_function \" - and pasz: "path_image \ \ U - {z}" and loop: "pathfinish \ = pathstart \" - and zero: "\w. w \ U \ winding_number \ w = 0" - shows "((\w. f w / (w - z)) has_contour_integral (2*pi * \ * winding_number \ z * f z)) \" -proof - - obtain \' where pf\': "polynomial_function \'" and \': "\x. (\ has_vector_derivative (\' x)) (at x)" - using has_vector_derivative_polynomial_function [OF \] by blast - then have "bounded(path_image \')" - by (simp add: path_image_def compact_imp_bounded compact_continuous_image continuous_on_polymonial_function) - then obtain B where "B>0" and B: "\x. x \ path_image \' \ norm x \ B" - using bounded_pos by force - define d where [abs_def]: "d z w = (if w = z then deriv f z else (f w - f z)/(w - z))" for z w - define v where "v = {w. w \ path_image \ \ winding_number \ w = 0}" - have "path \" "valid_path \" using \ - by (auto simp: path_polynomial_function valid_path_polynomial_function) - then have ov: "open v" - by (simp add: v_def open_winding_number_levelsets loop) - have uv_Un: "U \ v = UNIV" - using pasz zero by (auto simp: v_def) - have conf: "continuous_on U f" - by (metis holf holomorphic_on_imp_continuous_on) - have hol_d: "(d y) holomorphic_on U" if "y \ U" for y - proof - - have *: "(\c. if c = y then deriv f y else (f c - f y) / (c - y)) holomorphic_on U" - by (simp add: holf pole_lemma_open \open U\) - then have "isCont (\x. if x = y then deriv f y else (f x - f y) / (x - y)) y" - using at_within_open field_differentiable_imp_continuous_at holomorphic_on_def that \open U\ by fastforce - then have "continuous_on U (d y)" - apply (simp add: d_def continuous_on_eq_continuous_at \open U\, clarify) - using * holomorphic_on_def - by (meson field_differentiable_within_open field_differentiable_imp_continuous_at \open U\) - moreover have "d y holomorphic_on U - {y}" - proof - - have "\w. w \ U - {y} \ - (\w. if w = y then deriv f y else (f w - f y) / (w - y)) field_differentiable at w" - apply (rule_tac d="dist w y" and f = "\w. (f w - f y)/(w - y)" in field_differentiable_transform_within) - apply (auto simp: dist_pos_lt dist_commute intro!: derivative_intros) - using \open U\ holf holomorphic_on_imp_differentiable_at by blast - then show ?thesis - unfolding field_differentiable_def by (simp add: d_def holomorphic_on_open \open U\ open_delete) - qed - ultimately show ?thesis - by (rule no_isolated_singularity) (auto simp: \open U\) - qed - have cint_fxy: "(\x. (f x - f y) / (x - y)) contour_integrable_on \" if "y \ path_image \" for y - proof (rule contour_integrable_holomorphic_simple [where S = "U-{y}"]) - show "(\x. (f x - f y) / (x - y)) holomorphic_on U - {y}" - by (force intro: holomorphic_intros holomorphic_on_subset [OF holf]) - show "path_image \ \ U - {y}" - using pasz that by blast - qed (auto simp: \open U\ open_delete \valid_path \\) - define h where - "h z = (if z \ U then contour_integral \ (d z) else contour_integral \ (\w. f w/(w - z)))" for z - have U: "((d z) has_contour_integral h z) \" if "z \ U" for z - proof - - have "d z holomorphic_on U" - by (simp add: hol_d that) - with that show ?thesis - apply (simp add: h_def) - by (meson Diff_subset \open U\ \valid_path \\ contour_integrable_holomorphic_simple has_contour_integral_integral pasz subset_trans) - qed - have V: "((\w. f w / (w - z)) has_contour_integral h z) \" if z: "z \ v" for z - proof - - have 0: "0 = (f z) * 2 * of_real (2 * pi) * \ * winding_number \ z" - using v_def z by auto - then have "((\x. 1 / (x - z)) has_contour_integral 0) \" - using z v_def has_contour_integral_winding_number [OF \valid_path \\] by fastforce - then have "((\x. f z * (1 / (x - z))) has_contour_integral 0) \" - using has_contour_integral_lmul by fastforce - then have "((\x. f z / (x - z)) has_contour_integral 0) \" - by (simp add: field_split_simps) - moreover have "((\x. (f x - f z) / (x - z)) has_contour_integral contour_integral \ (d z)) \" - using z - apply (auto simp: v_def) - apply (metis (no_types, lifting) contour_integrable_eq d_def has_contour_integral_eq has_contour_integral_integral cint_fxy) - done - ultimately have *: "((\x. f z / (x - z) + (f x - f z) / (x - z)) has_contour_integral (0 + contour_integral \ (d z))) \" - by (rule has_contour_integral_add) - have "((\w. f w / (w - z)) has_contour_integral contour_integral \ (d z)) \" - if "z \ U" - using * by (auto simp: divide_simps has_contour_integral_eq) - moreover have "((\w. f w / (w - z)) has_contour_integral contour_integral \ (\w. f w / (w - z))) \" - if "z \ U" - apply (rule has_contour_integral_integral [OF contour_integrable_holomorphic_simple [where S=U]]) - using U pasz \valid_path \\ that - apply (auto intro: holomorphic_on_imp_continuous_on hol_d) - apply (rule continuous_intros conf holomorphic_intros holf assms | force)+ - done - ultimately show ?thesis - using z by (simp add: h_def) - qed - have znot: "z \ path_image \" - using pasz by blast - obtain d0 where "d0>0" and d0: "\x y. x \ path_image \ \ y \ - U \ d0 \ dist x y" - using separate_compact_closed [of "path_image \" "-U"] pasz \open U\ - by (fastforce simp add: \path \\ compact_path_image) - obtain dd where "0 < dd" and dd: "{y + k | y k. y \ path_image \ \ k \ ball 0 dd} \ U" - apply (rule that [of "d0/2"]) - using \0 < d0\ - apply (auto simp: dist_norm dest: d0) - done - have "\x x'. \x \ path_image \; dist x x' * 2 < dd\ \ \y k. x' = y + k \ y \ path_image \ \ dist 0 k * 2 \ dd" - apply (rule_tac x=x in exI) - apply (rule_tac x="x'-x" in exI) - apply (force simp: dist_norm) - done - then have 1: "path_image \ \ interior {y + k |y k. y \ path_image \ \ k \ cball 0 (dd / 2)}" - apply (clarsimp simp add: mem_interior) - using \0 < dd\ - apply (rule_tac x="dd/2" in exI, auto) - done - obtain T where "compact T" and subt: "path_image \ \ interior T" and T: "T \ U" - apply (rule that [OF _ 1]) - apply (fastforce simp add: \valid_path \\ compact_valid_path_image intro!: compact_sums) - apply (rule order_trans [OF _ dd]) - using \0 < dd\ by fastforce - obtain L where "L>0" - and L: "\f B. \f holomorphic_on interior T; \z. z\interior T \ cmod (f z) \ B\ \ - cmod (contour_integral \ f) \ L * B" - using contour_integral_bound_exists [OF open_interior \valid_path \\ subt] - by blast - have "bounded(f ` T)" - by (meson \compact T\ compact_continuous_image compact_imp_bounded conf continuous_on_subset T) - then obtain D where "D>0" and D: "\x. x \ T \ norm (f x) \ D" - by (auto simp: bounded_pos) - obtain C where "C>0" and C: "\x. x \ T \ norm x \ C" - using \compact T\ bounded_pos compact_imp_bounded by force - have "dist (h y) 0 \ e" if "0 < e" and le: "D * L / e + C \ cmod y" for e y - proof - - have "D * L / e > 0" using \D>0\ \L>0\ \e>0\ by simp - with le have ybig: "norm y > C" by force - with C have "y \ T" by force - then have ynot: "y \ path_image \" - using subt interior_subset by blast - have [simp]: "winding_number \ y = 0" - apply (rule winding_number_zero_outside [of _ "cball 0 C"]) - using ybig interior_subset subt - apply (force simp: loop \path \\ dist_norm intro!: C)+ - done - have [simp]: "h y = contour_integral \ (\w. f w/(w - y))" - by (rule contour_integral_unique [symmetric]) (simp add: v_def ynot V) - have holint: "(\w. f w / (w - y)) holomorphic_on interior T" - apply (rule holomorphic_on_divide) - using holf holomorphic_on_subset interior_subset T apply blast - apply (rule holomorphic_intros)+ - using \y \ T\ interior_subset by auto - have leD: "cmod (f z / (z - y)) \ D * (e / L / D)" if z: "z \ interior T" for z - proof - - have "D * L / e + cmod z \ cmod y" - using le C [of z] z using interior_subset by force - then have DL2: "D * L / e \ cmod (z - y)" - using norm_triangle_ineq2 [of y z] by (simp add: norm_minus_commute) - have "cmod (f z / (z - y)) = cmod (f z) * inverse (cmod (z - y))" - by (simp add: norm_mult norm_inverse Fields.field_class.field_divide_inverse) - also have "\ \ D * (e / L / D)" - apply (rule mult_mono) - using that D interior_subset apply blast - using \L>0\ \e>0\ \D>0\ DL2 - apply (auto simp: norm_divide field_split_simps) - done - finally show ?thesis . - qed - have "dist (h y) 0 = cmod (contour_integral \ (\w. f w / (w - y)))" - by (simp add: dist_norm) - also have "\ \ L * (D * (e / L / D))" - by (rule L [OF holint leD]) - also have "\ = e" - using \L>0\ \0 < D\ by auto - finally show ?thesis . - qed - then have "(h \ 0) at_infinity" - by (meson Lim_at_infinityI) - moreover have "h holomorphic_on UNIV" - proof - - have con_ff: "continuous (at (x,z)) (\(x,y). (f y - f x) / (y - x))" - if "x \ U" "z \ U" "x \ z" for x z - using that conf - apply (simp add: split_def continuous_on_eq_continuous_at \open U\) - apply (simp | rule continuous_intros continuous_within_compose2 [where g=f])+ - done - have con_fstsnd: "continuous_on UNIV (\x. (fst x - snd x) ::complex)" - by (rule continuous_intros)+ - have open_uu_Id: "open (U \ U - Id)" - apply (rule open_Diff) - apply (simp add: open_Times \open U\) - using continuous_closed_preimage_constant [OF con_fstsnd closed_UNIV, of 0] - apply (auto simp: Id_fstsnd_eq algebra_simps) - done - have con_derf: "continuous (at z) (deriv f)" if "z \ U" for z - apply (rule continuous_on_interior [of U]) - apply (simp add: holf holomorphic_deriv holomorphic_on_imp_continuous_on \open U\) - by (simp add: interior_open that \open U\) - have tendsto_f': "((\(x,y). if y = x then deriv f (x) - else (f (y) - f (x)) / (y - x)) \ deriv f x) - (at (x, x) within U \ U)" if "x \ U" for x - proof (rule Lim_withinI) - fix e::real assume "0 < e" - obtain k1 where "k1>0" and k1: "\x'. norm (x' - x) \ k1 \ norm (deriv f x' - deriv f x) < e" - using \0 < e\ continuous_within_E [OF con_derf [OF \x \ U\]] - by (metis UNIV_I dist_norm) - obtain k2 where "k2>0" and k2: "ball x k2 \ U" - by (blast intro: openE [OF \open U\] \x \ U\) - have neq: "norm ((f z' - f x') / (z' - x') - deriv f x) \ e" - if "z' \ x'" and less_k1: "norm (x'-x, z'-x) < k1" and less_k2: "norm (x'-x, z'-x) < k2" - for x' z' - proof - - have cs_less: "w \ closed_segment x' z' \ cmod (w - x) \ norm (x'-x, z'-x)" for w - apply (drule segment_furthest_le [where y=x]) - by (metis (no_types) dist_commute dist_norm norm_fst_le norm_snd_le order_trans) - have derf_le: "w \ closed_segment x' z' \ z' \ x' \ cmod (deriv f w - deriv f x) \ e" for w - by (blast intro: cs_less less_k1 k1 [unfolded divide_const_simps dist_norm] less_imp_le le_less_trans) - have f_has_der: "\x. x \ U \ (f has_field_derivative deriv f x) (at x within U)" - by (metis DERIV_deriv_iff_field_differentiable at_within_open holf holomorphic_on_def \open U\) - have "closed_segment x' z' \ U" - by (rule order_trans [OF _ k2]) (simp add: cs_less le_less_trans [OF _ less_k2] dist_complex_def norm_minus_commute subset_iff) - then have cint_derf: "(deriv f has_contour_integral f z' - f x') (linepath x' z')" - using contour_integral_primitive [OF f_has_der valid_path_linepath] pasz by simp - then have *: "((\x. deriv f x / (z' - x')) has_contour_integral (f z' - f x') / (z' - x')) (linepath x' z')" - by (rule has_contour_integral_div) - have "norm ((f z' - f x') / (z' - x') - deriv f x) \ e/norm(z' - x') * norm(z' - x')" - apply (rule has_contour_integral_bound_linepath [OF has_contour_integral_diff [OF *]]) - using has_contour_integral_div [where c = "z' - x'", OF has_contour_integral_const_linepath [of "deriv f x" z' x']] - \e > 0\ \z' \ x'\ - apply (auto simp: norm_divide divide_simps derf_le) - done - also have "\ \ e" using \0 < e\ by simp - finally show ?thesis . - qed - show "\d>0. \xa\U \ U. - 0 < dist xa (x, x) \ dist xa (x, x) < d \ - dist (case xa of (x, y) \ if y = x then deriv f x else (f y - f x) / (y - x)) (deriv f x) \ e" - apply (rule_tac x="min k1 k2" in exI) - using \k1>0\ \k2>0\ \e>0\ - apply (force simp: dist_norm neq intro: dual_order.strict_trans2 k1 less_imp_le norm_fst_le) - done - qed - have con_pa_f: "continuous_on (path_image \) f" - by (meson holf holomorphic_on_imp_continuous_on holomorphic_on_subset interior_subset subt T) - have le_B: "\T. T \ {0..1} \ cmod (vector_derivative \ (at T)) \ B" - apply (rule B) - using \' using path_image_def vector_derivative_at by fastforce - have f_has_cint: "\w. w \ v - path_image \ \ ((\u. f u / (u - w) ^ 1) has_contour_integral h w) \" - by (simp add: V) - have cond_uu: "continuous_on (U \ U) (\(x,y). d x y)" - apply (simp add: continuous_on_eq_continuous_within d_def continuous_within tendsto_f') - apply (simp add: tendsto_within_open_NO_MATCH open_Times \open U\, clarify) - apply (rule Lim_transform_within_open [OF _ open_uu_Id, where f = "(\(x,y). (f y - f x) / (y - x))"]) - using con_ff - apply (auto simp: continuous_within) - done - have hol_dw: "(\z. d z w) holomorphic_on U" if "w \ U" for w - proof - - have "continuous_on U ((\(x,y). d x y) \ (\z. (w,z)))" - by (rule continuous_on_compose continuous_intros continuous_on_subset [OF cond_uu] | force intro: that)+ - then have *: "continuous_on U (\z. if w = z then deriv f z else (f w - f z) / (w - z))" - by (rule rev_iffD1 [OF _ continuous_on_cong [OF refl]]) (simp add: d_def field_simps) - have **: "\x. \x \ U; x \ w\ \ (\z. if w = z then deriv f z else (f w - f z) / (w - z)) field_differentiable at x" - apply (rule_tac f = "\x. (f w - f x)/(w - x)" and d = "dist x w" in field_differentiable_transform_within) - apply (rule \open U\ derivative_intros holomorphic_on_imp_differentiable_at [OF holf] | force simp: dist_commute)+ - done - show ?thesis - unfolding d_def - apply (rule no_isolated_singularity [OF * _ \open U\, where K = "{w}"]) - apply (auto simp: field_differentiable_def [symmetric] holomorphic_on_open open_Diff \open U\ **) - done - qed - { fix a b - assume abu: "closed_segment a b \ U" - then have "\w. w \ U \ (\z. d z w) contour_integrable_on (linepath a b)" - by (metis hol_dw continuous_on_subset contour_integrable_continuous_linepath holomorphic_on_imp_continuous_on) - then have cont_cint_d: "continuous_on U (\w. contour_integral (linepath a b) (\z. d z w))" - apply (rule contour_integral_continuous_on_linepath_2D [OF \open U\ _ _ abu]) - apply (auto intro: continuous_on_swap_args cond_uu) - done - have cont_cint_d\: "continuous_on {0..1} ((\w. contour_integral (linepath a b) (\z. d z w)) \ \)" - proof (rule continuous_on_compose) - show "continuous_on {0..1} \" - using \path \\ path_def by blast - show "continuous_on (\ ` {0..1}) (\w. contour_integral (linepath a b) (\z. d z w))" - using pasz unfolding path_image_def - by (auto intro!: continuous_on_subset [OF cont_cint_d]) - qed - have cint_cint: "(\w. contour_integral (linepath a b) (\z. d z w)) contour_integrable_on \" - apply (simp add: contour_integrable_on) - apply (rule integrable_continuous_real) - apply (rule continuous_on_mult [OF cont_cint_d\ [unfolded o_def]]) - using pf\' - by (simp add: continuous_on_polymonial_function vector_derivative_at [OF \']) - have "contour_integral (linepath a b) h = contour_integral (linepath a b) (\z. contour_integral \ (d z))" - using abu by (force simp: h_def intro: contour_integral_eq) - also have "\ = contour_integral \ (\w. contour_integral (linepath a b) (\z. d z w))" - apply (rule contour_integral_swap) - apply (rule continuous_on_subset [OF cond_uu]) - using abu pasz \valid_path \\ - apply (auto intro!: continuous_intros) - by (metis \' continuous_on_eq path_def path_polynomial_function pf\' vector_derivative_at) - finally have cint_h_eq: - "contour_integral (linepath a b) h = - contour_integral \ (\w. contour_integral (linepath a b) (\z. d z w))" . - note cint_cint cint_h_eq - } note cint_h = this - have conthu: "continuous_on U h" - proof (simp add: continuous_on_sequentially, clarify) - fix a x - assume x: "x \ U" and au: "\n. a n \ U" and ax: "a \ x" - then have A1: "\\<^sub>F n in sequentially. d (a n) contour_integrable_on \" - by (meson U contour_integrable_on_def eventuallyI) - obtain dd where "dd>0" and dd: "cball x dd \ U" using open_contains_cball \open U\ x by force - have A2: "uniform_limit (path_image \) (\n. d (a n)) (d x) sequentially" - unfolding uniform_limit_iff dist_norm - proof clarify - fix ee::real - assume "0 < ee" - show "\\<^sub>F n in sequentially. \\\path_image \. cmod (d (a n) \ - d x \) < ee" - proof - - let ?ddpa = "{(w,z) |w z. w \ cball x dd \ z \ path_image \}" - have "uniformly_continuous_on ?ddpa (\(x,y). d x y)" - apply (rule compact_uniformly_continuous [OF continuous_on_subset[OF cond_uu]]) - using dd pasz \valid_path \\ - apply (auto simp: compact_Times compact_valid_path_image simp del: mem_cball) - done - then obtain kk where "kk>0" - and kk: "\x x'. \x \ ?ddpa; x' \ ?ddpa; dist x' x < kk\ \ - dist ((\(x,y). d x y) x') ((\(x,y). d x y) x) < ee" - by (rule uniformly_continuous_onE [where e = ee]) (use \0 < ee\ in auto) - have kk: "\norm (w - x) \ dd; z \ path_image \; norm ((w, z) - (x, z)) < kk\ \ norm (d w z - d x z) < ee" - for w z - using \dd>0\ kk [of "(x,z)" "(w,z)"] by (force simp: norm_minus_commute dist_norm) - show ?thesis - using ax unfolding lim_sequentially eventually_sequentially - apply (drule_tac x="min dd kk" in spec) - using \dd > 0\ \kk > 0\ - apply (fastforce simp: kk dist_norm) - done - qed - qed - have "(\n. contour_integral \ (d (a n))) \ contour_integral \ (d x)" - by (rule contour_integral_uniform_limit [OF A1 A2 le_B]) (auto simp: \valid_path \\) - then have tendsto_hx: "(\n. contour_integral \ (d (a n))) \ h x" - by (simp add: h_def x) - then show "(h \ a) \ h x" - by (simp add: h_def x au o_def) - qed - show ?thesis - proof (simp add: holomorphic_on_open field_differentiable_def [symmetric], clarify) - fix z0 - consider "z0 \ v" | "z0 \ U" using uv_Un by blast - then show "h field_differentiable at z0" - proof cases - assume "z0 \ v" then show ?thesis - using Cauchy_next_derivative [OF con_pa_f le_B f_has_cint _ ov] V f_has_cint \valid_path \\ - by (auto simp: field_differentiable_def v_def) - next - assume "z0 \ U" then - obtain e where "e>0" and e: "ball z0 e \ U" by (blast intro: openE [OF \open U\]) - have *: "contour_integral (linepath a b) h + contour_integral (linepath b c) h + contour_integral (linepath c a) h = 0" - if abc_subset: "convex hull {a, b, c} \ ball z0 e" for a b c - proof - - have *: "\x1 x2 z. z \ U \ closed_segment x1 x2 \ U \ (\w. d w z) contour_integrable_on linepath x1 x2" - using hol_dw holomorphic_on_imp_continuous_on \open U\ - by (auto intro!: contour_integrable_holomorphic_simple) - have abc: "closed_segment a b \ U" "closed_segment b c \ U" "closed_segment c a \ U" - using that e segments_subset_convex_hull by fastforce+ - have eq0: "\w. w \ U \ contour_integral (linepath a b +++ linepath b c +++ linepath c a) (\z. d z w) = 0" - apply (rule contour_integral_unique [OF Cauchy_theorem_triangle]) - apply (rule holomorphic_on_subset [OF hol_dw]) - using e abc_subset by auto - have "contour_integral \ - (\x. contour_integral (linepath a b) (\z. d z x) + - (contour_integral (linepath b c) (\z. d z x) + - contour_integral (linepath c a) (\z. d z x))) = 0" - apply (rule contour_integral_eq_0) - using abc pasz U - apply (subst contour_integral_join [symmetric], auto intro: eq0 *)+ - done - then show ?thesis - by (simp add: cint_h abc contour_integrable_add contour_integral_add [symmetric] add_ac) - qed - show ?thesis - using e \e > 0\ - by (auto intro!: holomorphic_on_imp_differentiable_at [OF _ open_ball] analytic_imp_holomorphic - Morera_triangle continuous_on_subset [OF conthu] *) - qed - qed - qed - ultimately have [simp]: "h z = 0" for z - by (meson Liouville_weak) - have "((\w. 1 / (w - z)) has_contour_integral complex_of_real (2 * pi) * \ * winding_number \ z) \" - by (rule has_contour_integral_winding_number [OF \valid_path \\ znot]) - then have "((\w. f z * (1 / (w - z))) has_contour_integral complex_of_real (2 * pi) * \ * winding_number \ z * f z) \" - by (metis mult.commute has_contour_integral_lmul) - then have 1: "((\w. f z / (w - z)) has_contour_integral complex_of_real (2 * pi) * \ * winding_number \ z * f z) \" - by (simp add: field_split_simps) - moreover have 2: "((\w. (f w - f z) / (w - z)) has_contour_integral 0) \" - using U [OF z] pasz d_def by (force elim: has_contour_integral_eq [where g = "\w. (f w - f z)/(w - z)"]) - show ?thesis - using has_contour_integral_add [OF 1 2] by (simp add: diff_divide_distrib) -qed - -theorem Cauchy_integral_formula_global: - assumes S: "open S" and holf: "f holomorphic_on S" - and z: "z \ S" and vpg: "valid_path \" - and pasz: "path_image \ \ S - {z}" and loop: "pathfinish \ = pathstart \" - and zero: "\w. w \ S \ winding_number \ w = 0" - shows "((\w. f w / (w - z)) has_contour_integral (2*pi * \ * winding_number \ z * f z)) \" -proof - - have "path \" using vpg by (blast intro: valid_path_imp_path) - have hols: "(\w. f w / (w - z)) holomorphic_on S - {z}" "(\w. 1 / (w - z)) holomorphic_on S - {z}" - by (rule holomorphic_intros holomorphic_on_subset [OF holf] | force)+ - then have cint_fw: "(\w. f w / (w - z)) contour_integrable_on \" - by (meson contour_integrable_holomorphic_simple holomorphic_on_imp_continuous_on open_delete S vpg pasz) - obtain d where "d>0" - and d: "\g h. \valid_path g; valid_path h; \t\{0..1}. cmod (g t - \ t) < d \ cmod (h t - \ t) < d; - pathstart h = pathstart g \ pathfinish h = pathfinish g\ - \ path_image h \ S - {z} \ (\f. f holomorphic_on S - {z} \ contour_integral h f = contour_integral g f)" - using contour_integral_nearby_ends [OF _ \path \\ pasz] S by (simp add: open_Diff) metis - obtain p where polyp: "polynomial_function p" - and ps: "pathstart p = pathstart \" and pf: "pathfinish p = pathfinish \" and led: "\t\{0..1}. cmod (p t - \ t) < d" - using path_approx_polynomial_function [OF \path \\ \d > 0\] by blast - then have ploop: "pathfinish p = pathstart p" using loop by auto - have vpp: "valid_path p" using polyp valid_path_polynomial_function by blast - have [simp]: "z \ path_image \" using pasz by blast - have paps: "path_image p \ S - {z}" and cint_eq: "(\f. f holomorphic_on S - {z} \ contour_integral p f = contour_integral \ f)" - using pf ps led d [OF vpg vpp] \d > 0\ by auto - have wn_eq: "winding_number p z = winding_number \ z" - using vpp paps - by (simp add: subset_Diff_insert vpg valid_path_polynomial_function winding_number_valid_path cint_eq hols) - have "winding_number p w = winding_number \ w" if "w \ S" for w - proof - - have hol: "(\v. 1 / (v - w)) holomorphic_on S - {z}" - using that by (force intro: holomorphic_intros holomorphic_on_subset [OF holf]) - have "w \ path_image p" "w \ path_image \" using paps pasz that by auto - then show ?thesis - using vpp vpg by (simp add: subset_Diff_insert valid_path_polynomial_function winding_number_valid_path cint_eq [OF hol]) - qed - then have wn0: "\w. w \ S \ winding_number p w = 0" - by (simp add: zero) - show ?thesis - using Cauchy_integral_formula_global_weak [OF S holf z polyp paps ploop wn0] hols - by (metis wn_eq cint_eq has_contour_integral_eqpath cint_fw cint_eq) -qed - -theorem Cauchy_theorem_global: - assumes S: "open S" and holf: "f holomorphic_on S" - and vpg: "valid_path \" and loop: "pathfinish \ = pathstart \" - and pas: "path_image \ \ S" - and zero: "\w. w \ S \ winding_number \ w = 0" - shows "(f has_contour_integral 0) \" -proof - - obtain z where "z \ S" and znot: "z \ path_image \" - proof - - have "compact (path_image \)" - using compact_valid_path_image vpg by blast - then have "path_image \ \ S" - by (metis (no_types) compact_open path_image_nonempty S) - with pas show ?thesis by (blast intro: that) - qed - then have pasz: "path_image \ \ S - {z}" using pas by blast - have hol: "(\w. (w - z) * f w) holomorphic_on S" - by (rule holomorphic_intros holf)+ - show ?thesis - using Cauchy_integral_formula_global [OF S hol \z \ S\ vpg pasz loop zero] - by (auto simp: znot elim!: has_contour_integral_eq) -qed - -corollary Cauchy_theorem_global_outside: - assumes "open S" "f holomorphic_on S" "valid_path \" "pathfinish \ = pathstart \" "path_image \ \ S" - "\w. w \ S \ w \ outside(path_image \)" - shows "(f has_contour_integral 0) \" -by (metis Cauchy_theorem_global assms winding_number_zero_in_outside valid_path_imp_path) - -lemma simply_connected_imp_winding_number_zero: - assumes "simply_connected S" "path g" - "path_image g \ S" "pathfinish g = pathstart g" "z \ S" - shows "winding_number g z = 0" -proof - - have hom: "homotopic_loops S g (linepath (pathstart g) (pathstart g))" - by (meson assms homotopic_paths_imp_homotopic_loops pathfinish_linepath simply_connected_eq_contractible_path) - then have "homotopic_paths (- {z}) g (linepath (pathstart g) (pathstart g))" - by (meson \z \ S\ homotopic_loops_imp_homotopic_paths_null homotopic_paths_subset subset_Compl_singleton) - then have "winding_number g z = winding_number(linepath (pathstart g) (pathstart g)) z" - by (rule winding_number_homotopic_paths) - also have "\ = 0" - using assms by (force intro: winding_number_trivial) - finally show ?thesis . -qed - -lemma Cauchy_theorem_simply_connected: - assumes "open S" "simply_connected S" "f holomorphic_on S" "valid_path g" - "path_image g \ S" "pathfinish g = pathstart g" - shows "(f has_contour_integral 0) g" -using assms -apply (simp add: simply_connected_eq_contractible_path) -apply (auto intro!: Cauchy_theorem_null_homotopic [where a = "pathstart g"] - homotopic_paths_imp_homotopic_loops) -using valid_path_imp_path by blast - -proposition\<^marker>\tag unimportant\ holomorphic_logarithm_exists: - assumes A: "convex A" "open A" - and f: "f holomorphic_on A" "\x. x \ A \ f x \ 0" - and z0: "z0 \ A" - obtains g where "g holomorphic_on A" and "\x. x \ A \ exp (g x) = f x" -proof - - note f' = holomorphic_derivI [OF f(1) A(2)] - obtain g where g: "\x. x \ A \ (g has_field_derivative deriv f x / f x) (at x)" - proof (rule holomorphic_convex_primitive' [OF A]) - show "(\x. deriv f x / f x) holomorphic_on A" - by (intro holomorphic_intros f A) - qed (auto simp: A at_within_open[of _ A]) - define h where "h = (\x. -g z0 + ln (f z0) + g x)" - from g and A have g_holo: "g holomorphic_on A" - by (auto simp: holomorphic_on_def at_within_open[of _ A] field_differentiable_def) - hence h_holo: "h holomorphic_on A" - by (auto simp: h_def intro!: holomorphic_intros) - have "\c. \x\A. f x / exp (h x) - 1 = c" - proof (rule has_field_derivative_zero_constant, goal_cases) - case (2 x) - note [simp] = at_within_open[OF _ \open A\] - from 2 and z0 and f show ?case - by (auto simp: h_def exp_diff field_simps intro!: derivative_eq_intros g f') - qed fact+ - then obtain c where c: "\x. x \ A \ f x / exp (h x) - 1 = c" - by blast - from c[OF z0] and z0 and f have "c = 0" - by (simp add: h_def) - with c have "\x. x \ A \ exp (h x) = f x" by simp - from that[OF h_holo this] show ?thesis . -qed end diff -r 8331063570d6 -r d62fdaafdafc src/HOL/Analysis/Complex_Transcendental.thy --- a/src/HOL/Analysis/Complex_Transcendental.thy Wed Nov 27 16:54:33 2019 +0000 +++ b/src/HOL/Analysis/Complex_Transcendental.thy Sun Dec 01 19:10:57 2019 +0000 @@ -4053,4 +4053,6 @@ apply (auto simp: Re_complex_div_eq_0 exp_of_nat_mult [symmetric] mult_ac exp_Euler) done + + end diff -r 8331063570d6 -r d62fdaafdafc src/HOL/Analysis/Conformal_Mappings.thy --- a/src/HOL/Analysis/Conformal_Mappings.thy Wed Nov 27 16:54:33 2019 +0000 +++ b/src/HOL/Analysis/Conformal_Mappings.thy Sun Dec 01 19:10:57 2019 +0000 @@ -5,12 +5,10 @@ text\Also Cauchy's residue theorem by Wenda Li (2016)\ theory Conformal_Mappings -imports Cauchy_Integral_Theorem - +imports Cauchy_Integral_Formula begin -(* FIXME mv to Cauchy_Integral_Theorem.thy *) -subsection\Cauchy's inequality and more versions of Liouville\ +subsection\Liouville's theorem\ lemma Cauchy_higher_deriv_bound: assumes holf: "f holomorphic_on (ball z r)" @@ -55,6 +53,7 @@ by (auto simp: norm_divide norm_mult norm_power field_simps der_dif le_B0) qed + lemma Cauchy_inequality: assumes holf: "f holomorphic_on (ball \ r)" and contf: "continuous_on (cball \ r) f" diff -r 8331063570d6 -r d62fdaafdafc src/HOL/Analysis/Contour_Integration.thy --- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/src/HOL/Analysis/Contour_Integration.thy Sun Dec 01 19:10:57 2019 +0000 @@ -0,0 +1,2681 @@ +section \Contour Integration\ + +theory Contour_Integration + imports Henstock_Kurzweil_Integration Path_Connected Complex_Transcendental +begin + +subsection\<^marker>\tag unimportant\ \Piecewise differentiable functions\ + +definition piecewise_differentiable_on + (infixr "piecewise'_differentiable'_on" 50) + where "f piecewise_differentiable_on i \ + continuous_on i f \ + (\S. finite S \ (\x \ i - S. f differentiable (at x within i)))" + +lemma piecewise_differentiable_on_imp_continuous_on: + "f piecewise_differentiable_on S \ continuous_on S f" +by (simp add: piecewise_differentiable_on_def) + +lemma piecewise_differentiable_on_subset: + "f piecewise_differentiable_on S \ T \ S \ f piecewise_differentiable_on T" + using continuous_on_subset + unfolding piecewise_differentiable_on_def + apply safe + apply (blast elim: continuous_on_subset) + by (meson Diff_iff differentiable_within_subset subsetCE) + +lemma differentiable_on_imp_piecewise_differentiable: + fixes a:: "'a::{linorder_topology,real_normed_vector}" + shows "f differentiable_on {a..b} \ f piecewise_differentiable_on {a..b}" + apply (simp add: piecewise_differentiable_on_def differentiable_imp_continuous_on) + apply (rule_tac x="{a,b}" in exI, simp add: differentiable_on_def) + done + +lemma differentiable_imp_piecewise_differentiable: + "(\x. x \ S \ f differentiable (at x within S)) + \ f piecewise_differentiable_on S" +by (auto simp: piecewise_differentiable_on_def differentiable_imp_continuous_on differentiable_on_def + intro: differentiable_within_subset) + +lemma piecewise_differentiable_const [iff]: "(\x. z) piecewise_differentiable_on S" + by (simp add: differentiable_imp_piecewise_differentiable) + +lemma piecewise_differentiable_compose: + "\f piecewise_differentiable_on S; g piecewise_differentiable_on (f ` S); + \x. finite (S \ f-`{x})\ + \ (g \ f) piecewise_differentiable_on S" + apply (simp add: piecewise_differentiable_on_def, safe) + apply (blast intro: continuous_on_compose2) + apply (rename_tac A B) + apply (rule_tac x="A \ (\x\B. S \ f-`{x})" in exI) + apply (blast intro!: differentiable_chain_within) + done + +lemma piecewise_differentiable_affine: + fixes m::real + assumes "f piecewise_differentiable_on ((\x. m *\<^sub>R x + c) ` S)" + shows "(f \ (\x. m *\<^sub>R x + c)) piecewise_differentiable_on S" +proof (cases "m = 0") + case True + then show ?thesis + unfolding o_def + by (force intro: differentiable_imp_piecewise_differentiable differentiable_const) +next + case False + show ?thesis + apply (rule piecewise_differentiable_compose [OF differentiable_imp_piecewise_differentiable]) + apply (rule assms derivative_intros | simp add: False vimage_def real_vector_affinity_eq)+ + done +qed + +lemma piecewise_differentiable_cases: + fixes c::real + assumes "f piecewise_differentiable_on {a..c}" + "g piecewise_differentiable_on {c..b}" + "a \ c" "c \ b" "f c = g c" + shows "(\x. if x \ c then f x else g x) piecewise_differentiable_on {a..b}" +proof - + obtain S T where st: "finite S" "finite T" + and fd: "\x. x \ {a..c} - S \ f differentiable at x within {a..c}" + and gd: "\x. x \ {c..b} - T \ g differentiable at x within {c..b}" + using assms + by (auto simp: piecewise_differentiable_on_def) + have finabc: "finite ({a,b,c} \ (S \ T))" + by (metis \finite S\ \finite T\ finite_Un finite_insert finite.emptyI) + have "continuous_on {a..c} f" "continuous_on {c..b} g" + using assms piecewise_differentiable_on_def by auto + then have "continuous_on {a..b} (\x. if x \ c then f x else g x)" + using continuous_on_cases [OF closed_real_atLeastAtMost [of a c], + OF closed_real_atLeastAtMost [of c b], + of f g "\x. x\c"] assms + by (force simp: ivl_disj_un_two_touch) + moreover + { fix x + assume x: "x \ {a..b} - ({a,b,c} \ (S \ T))" + have "(\x. if x \ c then f x else g x) differentiable at x within {a..b}" (is "?diff_fg") + proof (cases x c rule: le_cases) + case le show ?diff_fg + proof (rule differentiable_transform_within [where d = "dist x c"]) + have "f differentiable at x" + using x le fd [of x] at_within_interior [of x "{a..c}"] by simp + then show "f differentiable at x within {a..b}" + by (simp add: differentiable_at_withinI) + qed (use x le st dist_real_def in auto) + next + case ge show ?diff_fg + proof (rule differentiable_transform_within [where d = "dist x c"]) + have "g differentiable at x" + using x ge gd [of x] at_within_interior [of x "{c..b}"] by simp + then show "g differentiable at x within {a..b}" + by (simp add: differentiable_at_withinI) + qed (use x ge st dist_real_def in auto) + qed + } + then have "\S. finite S \ + (\x\{a..b} - S. (\x. if x \ c then f x else g x) differentiable at x within {a..b})" + by (meson finabc) + ultimately show ?thesis + by (simp add: piecewise_differentiable_on_def) +qed + +lemma piecewise_differentiable_neg: + "f piecewise_differentiable_on S \ (\x. -(f x)) piecewise_differentiable_on S" + by (auto simp: piecewise_differentiable_on_def continuous_on_minus) + +lemma piecewise_differentiable_add: + assumes "f piecewise_differentiable_on i" + "g piecewise_differentiable_on i" + shows "(\x. f x + g x) piecewise_differentiable_on i" +proof - + obtain S T where st: "finite S" "finite T" + "\x\i - S. f differentiable at x within i" + "\x\i - T. g differentiable at x within i" + using assms by (auto simp: piecewise_differentiable_on_def) + then have "finite (S \ T) \ (\x\i - (S \ T). (\x. f x + g x) differentiable at x within i)" + by auto + moreover have "continuous_on i f" "continuous_on i g" + using assms piecewise_differentiable_on_def by auto + ultimately show ?thesis + by (auto simp: piecewise_differentiable_on_def continuous_on_add) +qed + +lemma piecewise_differentiable_diff: + "\f piecewise_differentiable_on S; g piecewise_differentiable_on S\ + \ (\x. f x - g x) piecewise_differentiable_on S" + unfolding diff_conv_add_uminus + by (metis piecewise_differentiable_add piecewise_differentiable_neg) + +lemma continuous_on_joinpaths_D1: + "continuous_on {0..1} (g1 +++ g2) \ continuous_on {0..1} g1" + apply (rule continuous_on_eq [of _ "(g1 +++ g2) \ ((*)(inverse 2))"]) + apply (rule continuous_intros | simp)+ + apply (auto elim!: continuous_on_subset simp: joinpaths_def) + done + +lemma continuous_on_joinpaths_D2: + "\continuous_on {0..1} (g1 +++ g2); pathfinish g1 = pathstart g2\ \ continuous_on {0..1} g2" + apply (rule continuous_on_eq [of _ "(g1 +++ g2) \ (\x. inverse 2*x + 1/2)"]) + apply (rule continuous_intros | simp)+ + apply (auto elim!: continuous_on_subset simp add: joinpaths_def pathfinish_def pathstart_def Ball_def) + done + +lemma piecewise_differentiable_D1: + assumes "(g1 +++ g2) piecewise_differentiable_on {0..1}" + shows "g1 piecewise_differentiable_on {0..1}" +proof - + obtain S where cont: "continuous_on {0..1} g1" and "finite S" + and S: "\x. x \ {0..1} - S \ g1 +++ g2 differentiable at x within {0..1}" + using assms unfolding piecewise_differentiable_on_def + by (blast dest!: continuous_on_joinpaths_D1) + show ?thesis + unfolding piecewise_differentiable_on_def + proof (intro exI conjI ballI cont) + show "finite (insert 1 (((*)2) ` S))" + by (simp add: \finite S\) + show "g1 differentiable at x within {0..1}" if "x \ {0..1} - insert 1 ((*) 2 ` S)" for x + proof (rule_tac d="dist (x/2) (1/2)" in differentiable_transform_within) + have "g1 +++ g2 differentiable at (x / 2) within {0..1/2}" + by (rule differentiable_subset [OF S [of "x/2"]] | use that in force)+ + then show "g1 +++ g2 \ (*) (inverse 2) differentiable at x within {0..1}" + using image_affinity_atLeastAtMost_div [of 2 0 "0::real" 1] + by (auto intro: differentiable_chain_within) + qed (use that in \auto simp: joinpaths_def\) + qed +qed + +lemma piecewise_differentiable_D2: + assumes "(g1 +++ g2) piecewise_differentiable_on {0..1}" and eq: "pathfinish g1 = pathstart g2" + shows "g2 piecewise_differentiable_on {0..1}" +proof - + have [simp]: "g1 1 = g2 0" + using eq by (simp add: pathfinish_def pathstart_def) + obtain S where cont: "continuous_on {0..1} g2" and "finite S" + and S: "\x. x \ {0..1} - S \ g1 +++ g2 differentiable at x within {0..1}" + using assms unfolding piecewise_differentiable_on_def + by (blast dest!: continuous_on_joinpaths_D2) + show ?thesis + unfolding piecewise_differentiable_on_def + proof (intro exI conjI ballI cont) + show "finite (insert 0 ((\x. 2*x-1)`S))" + by (simp add: \finite S\) + show "g2 differentiable at x within {0..1}" if "x \ {0..1} - insert 0 ((\x. 2*x-1)`S)" for x + proof (rule_tac d="dist ((x+1)/2) (1/2)" in differentiable_transform_within) + have x2: "(x + 1) / 2 \ S" + using that + apply (clarsimp simp: image_iff) + by (metis add.commute add_diff_cancel_left' mult_2 field_sum_of_halves) + have "g1 +++ g2 \ (\x. (x+1) / 2) differentiable at x within {0..1}" + by (rule differentiable_chain_within differentiable_subset [OF S [of "(x+1)/2"]] | use x2 that in force)+ + then show "g1 +++ g2 \ (\x. (x+1) / 2) differentiable at x within {0..1}" + by (auto intro: differentiable_chain_within) + show "(g1 +++ g2 \ (\x. (x + 1) / 2)) x' = g2 x'" if "x' \ {0..1}" "dist x' x < dist ((x + 1) / 2) (1/2)" for x' + proof - + have [simp]: "(2*x'+2)/2 = x'+1" + by (simp add: field_split_simps) + show ?thesis + using that by (auto simp: joinpaths_def) + qed + qed (use that in \auto simp: joinpaths_def\) + qed +qed + + +subsection\The concept of continuously differentiable\ + +text \ +John Harrison writes as follows: + +``The usual assumption in complex analysis texts is that a path \\\ should be piecewise +continuously differentiable, which ensures that the path integral exists at least for any continuous +f, since all piecewise continuous functions are integrable. However, our notion of validity is +weaker, just piecewise differentiability\ldots{} [namely] continuity plus differentiability except on a +finite set\ldots{} [Our] underlying theory of integration is the Kurzweil-Henstock theory. In contrast to +the Riemann or Lebesgue theory (but in common with a simple notion based on antiderivatives), this +can integrate all derivatives.'' + +"Formalizing basic complex analysis." From Insight to Proof: Festschrift in Honour of Andrzej Trybulec. +Studies in Logic, Grammar and Rhetoric 10.23 (2007): 151-165. + +And indeed he does not assume that his derivatives are continuous, but the penalty is unreasonably +difficult proofs concerning winding numbers. We need a self-contained and straightforward theorem +asserting that all derivatives can be integrated before we can adopt Harrison's choice.\ + +definition\<^marker>\tag important\ C1_differentiable_on :: "(real \ 'a::real_normed_vector) \ real set \ bool" + (infix "C1'_differentiable'_on" 50) + where + "f C1_differentiable_on S \ + (\D. (\x \ S. (f has_vector_derivative (D x)) (at x)) \ continuous_on S D)" + +lemma C1_differentiable_on_eq: + "f C1_differentiable_on S \ + (\x \ S. f differentiable at x) \ continuous_on S (\x. vector_derivative f (at x))" + (is "?lhs = ?rhs") +proof + assume ?lhs + then show ?rhs + unfolding C1_differentiable_on_def + by (metis (no_types, lifting) continuous_on_eq differentiableI_vector vector_derivative_at) +next + assume ?rhs + then show ?lhs + using C1_differentiable_on_def vector_derivative_works by fastforce +qed + +lemma C1_differentiable_on_subset: + "f C1_differentiable_on T \ S \ T \ f C1_differentiable_on S" + unfolding C1_differentiable_on_def continuous_on_eq_continuous_within + by (blast intro: continuous_within_subset) + +lemma C1_differentiable_compose: + assumes fg: "f C1_differentiable_on S" "g C1_differentiable_on (f ` S)" and fin: "\x. finite (S \ f-`{x})" + shows "(g \ f) C1_differentiable_on S" +proof - + have "\x. x \ S \ g \ f differentiable at x" + by (meson C1_differentiable_on_eq assms differentiable_chain_at imageI) + moreover have "continuous_on S (\x. vector_derivative (g \ f) (at x))" + proof (rule continuous_on_eq [of _ "\x. vector_derivative f (at x) *\<^sub>R vector_derivative g (at (f x))"]) + show "continuous_on S (\x. vector_derivative f (at x) *\<^sub>R vector_derivative g (at (f x)))" + using fg + apply (clarsimp simp add: C1_differentiable_on_eq) + apply (rule Limits.continuous_on_scaleR, assumption) + by (metis (mono_tags, lifting) continuous_at_imp_continuous_on continuous_on_compose continuous_on_cong differentiable_imp_continuous_within o_def) + show "\x. x \ S \ vector_derivative f (at x) *\<^sub>R vector_derivative g (at (f x)) = vector_derivative (g \ f) (at x)" + by (metis (mono_tags, hide_lams) C1_differentiable_on_eq fg imageI vector_derivative_chain_at) + qed + ultimately show ?thesis + by (simp add: C1_differentiable_on_eq) +qed + +lemma C1_diff_imp_diff: "f C1_differentiable_on S \ f differentiable_on S" + by (simp add: C1_differentiable_on_eq differentiable_at_imp_differentiable_on) + +lemma C1_differentiable_on_ident [simp, derivative_intros]: "(\x. x) C1_differentiable_on S" + by (auto simp: C1_differentiable_on_eq) + +lemma C1_differentiable_on_const [simp, derivative_intros]: "(\z. a) C1_differentiable_on S" + by (auto simp: C1_differentiable_on_eq) + +lemma C1_differentiable_on_add [simp, derivative_intros]: + "f C1_differentiable_on S \ g C1_differentiable_on S \ (\x. f x + g x) C1_differentiable_on S" + unfolding C1_differentiable_on_eq by (auto intro: continuous_intros) + +lemma C1_differentiable_on_minus [simp, derivative_intros]: + "f C1_differentiable_on S \ (\x. - f x) C1_differentiable_on S" + unfolding C1_differentiable_on_eq by (auto intro: continuous_intros) + +lemma C1_differentiable_on_diff [simp, derivative_intros]: + "f C1_differentiable_on S \ g C1_differentiable_on S \ (\x. f x - g x) C1_differentiable_on S" + unfolding C1_differentiable_on_eq by (auto intro: continuous_intros) + +lemma C1_differentiable_on_mult [simp, derivative_intros]: + fixes f g :: "real \ 'a :: real_normed_algebra" + shows "f C1_differentiable_on S \ g C1_differentiable_on S \ (\x. f x * g x) C1_differentiable_on S" + unfolding C1_differentiable_on_eq + by (auto simp: continuous_on_add continuous_on_mult continuous_at_imp_continuous_on differentiable_imp_continuous_within) + +lemma C1_differentiable_on_scaleR [simp, derivative_intros]: + "f C1_differentiable_on S \ g C1_differentiable_on S \ (\x. f x *\<^sub>R g x) C1_differentiable_on S" + unfolding C1_differentiable_on_eq + by (rule continuous_intros | simp add: continuous_at_imp_continuous_on differentiable_imp_continuous_within)+ + + +definition\<^marker>\tag important\ piecewise_C1_differentiable_on + (infixr "piecewise'_C1'_differentiable'_on" 50) + where "f piecewise_C1_differentiable_on i \ + continuous_on i f \ + (\S. finite S \ (f C1_differentiable_on (i - S)))" + +lemma C1_differentiable_imp_piecewise: + "f C1_differentiable_on S \ f piecewise_C1_differentiable_on S" + by (auto simp: piecewise_C1_differentiable_on_def C1_differentiable_on_eq continuous_at_imp_continuous_on differentiable_imp_continuous_within) + +lemma piecewise_C1_imp_differentiable: + "f piecewise_C1_differentiable_on i \ f piecewise_differentiable_on i" + by (auto simp: piecewise_C1_differentiable_on_def piecewise_differentiable_on_def + C1_differentiable_on_def differentiable_def has_vector_derivative_def + intro: has_derivative_at_withinI) + +lemma piecewise_C1_differentiable_compose: + assumes fg: "f piecewise_C1_differentiable_on S" "g piecewise_C1_differentiable_on (f ` S)" and fin: "\x. finite (S \ f-`{x})" + shows "(g \ f) piecewise_C1_differentiable_on S" +proof - + have "continuous_on S (\x. g (f x))" + by (metis continuous_on_compose2 fg order_refl piecewise_C1_differentiable_on_def) + moreover have "\T. finite T \ g \ f C1_differentiable_on S - T" + proof - + obtain F where "finite F" and F: "f C1_differentiable_on S - F" and f: "f piecewise_C1_differentiable_on S" + using fg by (auto simp: piecewise_C1_differentiable_on_def) + obtain G where "finite G" and G: "g C1_differentiable_on f ` S - G" and g: "g piecewise_C1_differentiable_on f ` S" + using fg by (auto simp: piecewise_C1_differentiable_on_def) + show ?thesis + proof (intro exI conjI) + show "finite (F \ (\x\G. S \ f-`{x}))" + using fin by (auto simp only: Int_Union \finite F\ \finite G\ finite_UN finite_imageI) + show "g \ f C1_differentiable_on S - (F \ (\x\G. S \ f -` {x}))" + apply (rule C1_differentiable_compose) + apply (blast intro: C1_differentiable_on_subset [OF F]) + apply (blast intro: C1_differentiable_on_subset [OF G]) + by (simp add: C1_differentiable_on_subset G Diff_Int_distrib2 fin) + qed + qed + ultimately show ?thesis + by (simp add: piecewise_C1_differentiable_on_def) +qed + +lemma piecewise_C1_differentiable_on_subset: + "f piecewise_C1_differentiable_on S \ T \ S \ f piecewise_C1_differentiable_on T" + by (auto simp: piecewise_C1_differentiable_on_def elim!: continuous_on_subset C1_differentiable_on_subset) + +lemma C1_differentiable_imp_continuous_on: + "f C1_differentiable_on S \ continuous_on S f" + unfolding C1_differentiable_on_eq continuous_on_eq_continuous_within + using differentiable_at_withinI differentiable_imp_continuous_within by blast + +lemma C1_differentiable_on_empty [iff]: "f C1_differentiable_on {}" + unfolding C1_differentiable_on_def + by auto + +lemma piecewise_C1_differentiable_affine: + fixes m::real + assumes "f piecewise_C1_differentiable_on ((\x. m * x + c) ` S)" + shows "(f \ (\x. m *\<^sub>R x + c)) piecewise_C1_differentiable_on S" +proof (cases "m = 0") + case True + then show ?thesis + unfolding o_def by (auto simp: piecewise_C1_differentiable_on_def) +next + case False + have *: "\x. finite (S \ {y. m * y + c = x})" + using False not_finite_existsD by fastforce + show ?thesis + apply (rule piecewise_C1_differentiable_compose [OF C1_differentiable_imp_piecewise]) + apply (rule * assms derivative_intros | simp add: False vimage_def)+ + done +qed + +lemma piecewise_C1_differentiable_cases: + fixes c::real + assumes "f piecewise_C1_differentiable_on {a..c}" + "g piecewise_C1_differentiable_on {c..b}" + "a \ c" "c \ b" "f c = g c" + shows "(\x. if x \ c then f x else g x) piecewise_C1_differentiable_on {a..b}" +proof - + obtain S T where st: "f C1_differentiable_on ({a..c} - S)" + "g C1_differentiable_on ({c..b} - T)" + "finite S" "finite T" + using assms + by (force simp: piecewise_C1_differentiable_on_def) + then have f_diff: "f differentiable_on {a..x. if x \ c then f x else g x)" + using continuous_on_cases [OF closed_real_atLeastAtMost [of a c], + OF closed_real_atLeastAtMost [of c b], + of f g "\x. x\c"] assms + by (force simp: ivl_disj_un_two_touch) + { fix x + assume x: "x \ {a..b} - insert c (S \ T)" + have "(\x. if x \ c then f x else g x) differentiable at x" (is "?diff_fg") + proof (cases x c rule: le_cases) + case le show ?diff_fg + apply (rule differentiable_transform_within [where f=f and d = "dist x c"]) + using x dist_real_def le st by (auto simp: C1_differentiable_on_eq) + next + case ge show ?diff_fg + apply (rule differentiable_transform_within [where f=g and d = "dist x c"]) + using dist_nz x dist_real_def ge st x by (auto simp: C1_differentiable_on_eq) + qed + } + then have "(\x \ {a..b} - insert c (S \ T). (\x. if x \ c then f x else g x) differentiable at x)" + by auto + moreover + { assume fcon: "continuous_on ({a<..x. vector_derivative f (at x))" + and gcon: "continuous_on ({c<..x. vector_derivative g (at x))" + have "open ({a<..x. vector_derivative (\x. if x \ c then f x else g x) (at x))" + proof - + have "((\x. if x \ c then f x else g x) has_vector_derivative vector_derivative f (at x)) (at x)" + if "a < x" "x < c" "x \ S" for x + proof - + have f: "f differentiable at x" + by (meson C1_differentiable_on_eq Diff_iff atLeastAtMost_iff less_eq_real_def st(1) that) + show ?thesis + using that + apply (rule_tac f=f and d="dist x c" in has_vector_derivative_transform_within) + apply (auto simp: dist_norm vector_derivative_works [symmetric] f) + done + qed + then show ?thesis + by (metis (no_types, lifting) continuous_on_eq [OF fcon] DiffE greaterThanLessThan_iff vector_derivative_at) + qed + moreover have "continuous_on ({c<..x. vector_derivative (\x. if x \ c then f x else g x) (at x))" + proof - + have "((\x. if x \ c then f x else g x) has_vector_derivative vector_derivative g (at x)) (at x)" + if "c < x" "x < b" "x \ T" for x + proof - + have g: "g differentiable at x" + by (metis C1_differentiable_on_eq DiffD1 DiffI atLeastAtMost_diff_ends greaterThanLessThan_iff st(2) that) + show ?thesis + using that + apply (rule_tac f=g and d="dist x c" in has_vector_derivative_transform_within) + apply (auto simp: dist_norm vector_derivative_works [symmetric] g) + done + qed + then show ?thesis + by (metis (no_types, lifting) continuous_on_eq [OF gcon] DiffE greaterThanLessThan_iff vector_derivative_at) + qed + ultimately have "continuous_on ({a<.. T)) + (\x. vector_derivative (\x. if x \ c then f x else g x) (at x))" + by (rule continuous_on_subset [OF continuous_on_open_Un], auto) + } note * = this + have "continuous_on ({a<.. T)) (\x. vector_derivative (\x. if x \ c then f x else g x) (at x))" + using st + by (auto simp: C1_differentiable_on_eq elim!: continuous_on_subset intro: *) + ultimately have "\S. finite S \ ((\x. if x \ c then f x else g x) C1_differentiable_on {a..b} - S)" + apply (rule_tac x="{a,b,c} \ S \ T" in exI) + using st by (auto simp: C1_differentiable_on_eq elim!: continuous_on_subset) + with cab show ?thesis + by (simp add: piecewise_C1_differentiable_on_def) +qed + +lemma piecewise_C1_differentiable_neg: + "f piecewise_C1_differentiable_on S \ (\x. -(f x)) piecewise_C1_differentiable_on S" + unfolding piecewise_C1_differentiable_on_def + by (auto intro!: continuous_on_minus C1_differentiable_on_minus) + +lemma piecewise_C1_differentiable_add: + assumes "f piecewise_C1_differentiable_on i" + "g piecewise_C1_differentiable_on i" + shows "(\x. f x + g x) piecewise_C1_differentiable_on i" +proof - + obtain S t where st: "finite S" "finite t" + "f C1_differentiable_on (i-S)" + "g C1_differentiable_on (i-t)" + using assms by (auto simp: piecewise_C1_differentiable_on_def) + then have "finite (S \ t) \ (\x. f x + g x) C1_differentiable_on i - (S \ t)" + by (auto intro: C1_differentiable_on_add elim!: C1_differentiable_on_subset) + moreover have "continuous_on i f" "continuous_on i g" + using assms piecewise_C1_differentiable_on_def by auto + ultimately show ?thesis + by (auto simp: piecewise_C1_differentiable_on_def continuous_on_add) +qed + +lemma piecewise_C1_differentiable_diff: + "\f piecewise_C1_differentiable_on S; g piecewise_C1_differentiable_on S\ + \ (\x. f x - g x) piecewise_C1_differentiable_on S" + unfolding diff_conv_add_uminus + by (metis piecewise_C1_differentiable_add piecewise_C1_differentiable_neg) + +lemma piecewise_C1_differentiable_D1: + fixes g1 :: "real \ 'a::real_normed_field" + assumes "(g1 +++ g2) piecewise_C1_differentiable_on {0..1}" + shows "g1 piecewise_C1_differentiable_on {0..1}" +proof - + obtain S where "finite S" + and co12: "continuous_on ({0..1} - S) (\x. vector_derivative (g1 +++ g2) (at x))" + and g12D: "\x\{0..1} - S. g1 +++ g2 differentiable at x" + using assms by (auto simp: piecewise_C1_differentiable_on_def C1_differentiable_on_eq) + have g1D: "g1 differentiable at x" if "x \ {0..1} - insert 1 ((*) 2 ` S)" for x + proof (rule differentiable_transform_within) + show "g1 +++ g2 \ (*) (inverse 2) differentiable at x" + using that g12D + apply (simp only: joinpaths_def) + by (rule differentiable_chain_at derivative_intros | force)+ + show "\x'. \dist x' x < dist (x/2) (1/2)\ + \ (g1 +++ g2 \ (*) (inverse 2)) x' = g1 x'" + using that by (auto simp: dist_real_def joinpaths_def) + qed (use that in \auto simp: dist_real_def\) + have [simp]: "vector_derivative (g1 \ (*) 2) (at (x/2)) = 2 *\<^sub>R vector_derivative g1 (at x)" + if "x \ {0..1} - insert 1 ((*) 2 ` S)" for x + apply (subst vector_derivative_chain_at) + using that + apply (rule derivative_eq_intros g1D | simp)+ + done + have "continuous_on ({0..1/2} - insert (1/2) S) (\x. vector_derivative (g1 +++ g2) (at x))" + using co12 by (rule continuous_on_subset) force + then have coDhalf: "continuous_on ({0..1/2} - insert (1/2) S) (\x. vector_derivative (g1 \ (*)2) (at x))" + proof (rule continuous_on_eq [OF _ vector_derivative_at]) + show "(g1 +++ g2 has_vector_derivative vector_derivative (g1 \ (*) 2) (at x)) (at x)" + if "x \ {0..1/2} - insert (1/2) S" for x + proof (rule has_vector_derivative_transform_within) + show "(g1 \ (*) 2 has_vector_derivative vector_derivative (g1 \ (*) 2) (at x)) (at x)" + using that + by (force intro: g1D differentiable_chain_at simp: vector_derivative_works [symmetric]) + show "\x'. \dist x' x < dist x (1/2)\ \ (g1 \ (*) 2) x' = (g1 +++ g2) x'" + using that by (auto simp: dist_norm joinpaths_def) + qed (use that in \auto simp: dist_norm\) + qed + have "continuous_on ({0..1} - insert 1 ((*) 2 ` S)) + ((\x. 1/2 * vector_derivative (g1 \ (*)2) (at x)) \ (*)(1/2))" + apply (rule continuous_intros)+ + using coDhalf + apply (simp add: scaleR_conv_of_real image_set_diff image_image) + done + then have con_g1: "continuous_on ({0..1} - insert 1 ((*) 2 ` S)) (\x. vector_derivative g1 (at x))" + by (rule continuous_on_eq) (simp add: scaleR_conv_of_real) + have "continuous_on {0..1} g1" + using continuous_on_joinpaths_D1 assms piecewise_C1_differentiable_on_def by blast + with \finite S\ show ?thesis + apply (clarsimp simp add: piecewise_C1_differentiable_on_def C1_differentiable_on_eq) + apply (rule_tac x="insert 1 (((*)2)`S)" in exI) + apply (simp add: g1D con_g1) + done +qed + +lemma piecewise_C1_differentiable_D2: + fixes g2 :: "real \ 'a::real_normed_field" + assumes "(g1 +++ g2) piecewise_C1_differentiable_on {0..1}" "pathfinish g1 = pathstart g2" + shows "g2 piecewise_C1_differentiable_on {0..1}" +proof - + obtain S where "finite S" + and co12: "continuous_on ({0..1} - S) (\x. vector_derivative (g1 +++ g2) (at x))" + and g12D: "\x\{0..1} - S. g1 +++ g2 differentiable at x" + using assms by (auto simp: piecewise_C1_differentiable_on_def C1_differentiable_on_eq) + have g2D: "g2 differentiable at x" if "x \ {0..1} - insert 0 ((\x. 2*x-1) ` S)" for x + proof (rule differentiable_transform_within) + show "g1 +++ g2 \ (\x. (x + 1) / 2) differentiable at x" + using g12D that + apply (simp only: joinpaths_def) + apply (drule_tac x= "(x+1) / 2" in bspec, force simp: field_split_simps) + apply (rule differentiable_chain_at derivative_intros | force)+ + done + show "\x'. dist x' x < dist ((x + 1) / 2) (1/2) \ (g1 +++ g2 \ (\x. (x + 1) / 2)) x' = g2 x'" + using that by (auto simp: dist_real_def joinpaths_def field_simps) + qed (use that in \auto simp: dist_norm\) + have [simp]: "vector_derivative (g2 \ (\x. 2*x-1)) (at ((x+1)/2)) = 2 *\<^sub>R vector_derivative g2 (at x)" + if "x \ {0..1} - insert 0 ((\x. 2*x-1) ` S)" for x + using that by (auto simp: vector_derivative_chain_at field_split_simps g2D) + have "continuous_on ({1/2..1} - insert (1/2) S) (\x. vector_derivative (g1 +++ g2) (at x))" + using co12 by (rule continuous_on_subset) force + then have coDhalf: "continuous_on ({1/2..1} - insert (1/2) S) (\x. vector_derivative (g2 \ (\x. 2*x-1)) (at x))" + proof (rule continuous_on_eq [OF _ vector_derivative_at]) + show "(g1 +++ g2 has_vector_derivative vector_derivative (g2 \ (\x. 2 * x - 1)) (at x)) + (at x)" + if "x \ {1 / 2..1} - insert (1 / 2) S" for x + proof (rule_tac f="g2 \ (\x. 2*x-1)" and d="dist (3/4) ((x+1)/2)" in has_vector_derivative_transform_within) + show "(g2 \ (\x. 2 * x - 1) has_vector_derivative vector_derivative (g2 \ (\x. 2 * x - 1)) (at x)) + (at x)" + using that by (force intro: g2D differentiable_chain_at simp: vector_derivative_works [symmetric]) + show "\x'. \dist x' x < dist (3 / 4) ((x + 1) / 2)\ \ (g2 \ (\x. 2 * x - 1)) x' = (g1 +++ g2) x'" + using that by (auto simp: dist_norm joinpaths_def add_divide_distrib) + qed (use that in \auto simp: dist_norm\) + qed + have [simp]: "((\x. (x+1) / 2) ` ({0..1} - insert 0 ((\x. 2 * x - 1) ` S))) = ({1/2..1} - insert (1/2) S)" + apply (simp add: image_set_diff inj_on_def image_image) + apply (auto simp: image_affinity_atLeastAtMost_div add_divide_distrib) + done + have "continuous_on ({0..1} - insert 0 ((\x. 2*x-1) ` S)) + ((\x. 1/2 * vector_derivative (g2 \ (\x. 2*x-1)) (at x)) \ (\x. (x+1)/2))" + by (rule continuous_intros | simp add: coDhalf)+ + then have con_g2: "continuous_on ({0..1} - insert 0 ((\x. 2*x-1) ` S)) (\x. vector_derivative g2 (at x))" + by (rule continuous_on_eq) (simp add: scaleR_conv_of_real) + have "continuous_on {0..1} g2" + using continuous_on_joinpaths_D2 assms piecewise_C1_differentiable_on_def by blast + with \finite S\ show ?thesis + apply (clarsimp simp add: piecewise_C1_differentiable_on_def C1_differentiable_on_eq) + apply (rule_tac x="insert 0 ((\x. 2 * x - 1) ` S)" in exI) + apply (simp add: g2D con_g2) + done +qed + +subsection \Valid paths, and their start and finish\ + +definition\<^marker>\tag important\ valid_path :: "(real \ 'a :: real_normed_vector) \ bool" + where "valid_path f \ f piecewise_C1_differentiable_on {0..1::real}" + +definition closed_path :: "(real \ 'a :: real_normed_vector) \ bool" + where "closed_path g \ g 0 = g 1" + +text\In particular, all results for paths apply\ + +lemma valid_path_imp_path: "valid_path g \ path g" + by (simp add: path_def piecewise_C1_differentiable_on_def valid_path_def) + +lemma connected_valid_path_image: "valid_path g \ connected(path_image g)" + by (metis connected_path_image valid_path_imp_path) + +lemma compact_valid_path_image: "valid_path g \ compact(path_image g)" + by (metis compact_path_image valid_path_imp_path) + +lemma bounded_valid_path_image: "valid_path g \ bounded(path_image g)" + by (metis bounded_path_image valid_path_imp_path) + +lemma closed_valid_path_image: "valid_path g \ closed(path_image g)" + by (metis closed_path_image valid_path_imp_path) + +lemma valid_path_compose: + assumes "valid_path g" + and der: "\x. x \ path_image g \ f field_differentiable (at x)" + and con: "continuous_on (path_image g) (deriv f)" + shows "valid_path (f \ g)" +proof - + obtain S where "finite S" and g_diff: "g C1_differentiable_on {0..1} - S" + using \valid_path g\ unfolding valid_path_def piecewise_C1_differentiable_on_def by auto + have "f \ g differentiable at t" when "t\{0..1} - S" for t + proof (rule differentiable_chain_at) + show "g differentiable at t" using \valid_path g\ + by (meson C1_differentiable_on_eq \g C1_differentiable_on {0..1} - S\ that) + next + have "g t\path_image g" using that DiffD1 image_eqI path_image_def by metis + then show "f differentiable at (g t)" + using der[THEN field_differentiable_imp_differentiable] by auto + qed + moreover have "continuous_on ({0..1} - S) (\x. vector_derivative (f \ g) (at x))" + proof (rule continuous_on_eq [where f = "\x. vector_derivative g (at x) * deriv f (g x)"], + rule continuous_intros) + show "continuous_on ({0..1} - S) (\x. vector_derivative g (at x))" + using g_diff C1_differentiable_on_eq by auto + next + have "continuous_on {0..1} (\x. deriv f (g x))" + using continuous_on_compose[OF _ con[unfolded path_image_def],unfolded comp_def] + \valid_path g\ piecewise_C1_differentiable_on_def valid_path_def + by blast + then show "continuous_on ({0..1} - S) (\x. deriv f (g x))" + using continuous_on_subset by blast + next + show "vector_derivative g (at t) * deriv f (g t) = vector_derivative (f \ g) (at t)" + when "t \ {0..1} - S" for t + proof (rule vector_derivative_chain_at_general[symmetric]) + show "g differentiable at t" by (meson C1_differentiable_on_eq g_diff that) + next + have "g t\path_image g" using that DiffD1 image_eqI path_image_def by metis + then show "f field_differentiable at (g t)" using der by auto + qed + qed + ultimately have "f \ g C1_differentiable_on {0..1} - S" + using C1_differentiable_on_eq by blast + moreover have "path (f \ g)" + apply (rule path_continuous_image[OF valid_path_imp_path[OF \valid_path g\]]) + using der + by (simp add: continuous_at_imp_continuous_on field_differentiable_imp_continuous_at) + ultimately show ?thesis unfolding valid_path_def piecewise_C1_differentiable_on_def path_def + using \finite S\ by auto +qed + +lemma valid_path_uminus_comp[simp]: + fixes g::"real \ 'a ::real_normed_field" + shows "valid_path (uminus \ g) \ valid_path g" +proof + show "valid_path g \ valid_path (uminus \ g)" for g::"real \ 'a" + by (auto intro!: valid_path_compose derivative_intros simp add: deriv_linear[of "-1",simplified]) + then show "valid_path g" when "valid_path (uminus \ g)" + by (metis fun.map_comp group_add_class.minus_comp_minus id_comp that) +qed + +lemma valid_path_offset[simp]: + shows "valid_path (\t. g t - z) \ valid_path g" +proof + show *: "valid_path (g::real\'a) \ valid_path (\t. g t - z)" for g z + unfolding valid_path_def + by (fastforce intro:derivative_intros C1_differentiable_imp_piecewise piecewise_C1_differentiable_diff) + show "valid_path (\t. g t - z) \ valid_path g" + using *[of "\t. g t - z" "-z",simplified] . +qed + + +subsection\Contour Integrals along a path\ + +text\This definition is for complex numbers only, and does not generalise to line integrals in a vector field\ + +text\piecewise differentiable function on [0,1]\ + +definition\<^marker>\tag important\ has_contour_integral :: "(complex \ complex) \ complex \ (real \ complex) \ bool" + (infixr "has'_contour'_integral" 50) + where "(f has_contour_integral i) g \ + ((\x. f(g x) * vector_derivative g (at x within {0..1})) + has_integral i) {0..1}" + +definition\<^marker>\tag important\ contour_integrable_on + (infixr "contour'_integrable'_on" 50) + where "f contour_integrable_on g \ \i. (f has_contour_integral i) g" + +definition\<^marker>\tag important\ contour_integral + where "contour_integral g f \ SOME i. (f has_contour_integral i) g \ \ f contour_integrable_on g \ i=0" + +lemma not_integrable_contour_integral: "\ f contour_integrable_on g \ contour_integral g f = 0" + unfolding contour_integrable_on_def contour_integral_def by blast + +lemma contour_integral_unique: "(f has_contour_integral i) g \ contour_integral g f = i" + apply (simp add: contour_integral_def has_contour_integral_def contour_integrable_on_def) + using has_integral_unique by blast + +lemma has_contour_integral_eqpath: + "\(f has_contour_integral y) p; f contour_integrable_on \; + contour_integral p f = contour_integral \ f\ + \ (f has_contour_integral y) \" +using contour_integrable_on_def contour_integral_unique by auto + +lemma has_contour_integral_integral: + "f contour_integrable_on i \ (f has_contour_integral (contour_integral i f)) i" + by (metis contour_integral_unique contour_integrable_on_def) + +lemma has_contour_integral_unique: + "(f has_contour_integral i) g \ (f has_contour_integral j) g \ i = j" + using has_integral_unique + by (auto simp: has_contour_integral_def) + +lemma has_contour_integral_integrable: "(f has_contour_integral i) g \ f contour_integrable_on g" + using contour_integrable_on_def by blast + +text\Show that we can forget about the localized derivative.\ + +lemma has_integral_localized_vector_derivative: + "((\x. f (g x) * vector_derivative g (at x within {a..b})) has_integral i) {a..b} \ + ((\x. f (g x) * vector_derivative g (at x)) has_integral i) {a..b}" +proof - + have *: "{a..b} - {a,b} = interior {a..b}" + by (simp add: atLeastAtMost_diff_ends) + show ?thesis + apply (rule has_integral_spike_eq [of "{a,b}"]) + apply (auto simp: at_within_interior [of _ "{a..b}"]) + done +qed + +lemma integrable_on_localized_vector_derivative: + "(\x. f (g x) * vector_derivative g (at x within {a..b})) integrable_on {a..b} \ + (\x. f (g x) * vector_derivative g (at x)) integrable_on {a..b}" + by (simp add: integrable_on_def has_integral_localized_vector_derivative) + +lemma has_contour_integral: + "(f has_contour_integral i) g \ + ((\x. f (g x) * vector_derivative g (at x)) has_integral i) {0..1}" + by (simp add: has_integral_localized_vector_derivative has_contour_integral_def) + +lemma contour_integrable_on: + "f contour_integrable_on g \ + (\t. f(g t) * vector_derivative g (at t)) integrable_on {0..1}" + by (simp add: has_contour_integral integrable_on_def contour_integrable_on_def) + +subsection\<^marker>\tag unimportant\ \Reversing a path\ + +lemma valid_path_imp_reverse: + assumes "valid_path g" + shows "valid_path(reversepath g)" +proof - + obtain S where "finite S" and S: "g C1_differentiable_on ({0..1} - S)" + using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def) + then have "finite ((-) 1 ` S)" + by auto + moreover have "(reversepath g C1_differentiable_on ({0..1} - (-) 1 ` S))" + unfolding reversepath_def + apply (rule C1_differentiable_compose [of "\x::real. 1-x" _ g, unfolded o_def]) + using S + by (force simp: finite_vimageI inj_on_def C1_differentiable_on_eq elim!: continuous_on_subset)+ + ultimately show ?thesis using assms + by (auto simp: valid_path_def piecewise_C1_differentiable_on_def path_def [symmetric]) +qed + +lemma valid_path_reversepath [simp]: "valid_path(reversepath g) \ valid_path g" + using valid_path_imp_reverse by force + +lemma has_contour_integral_reversepath: + assumes "valid_path g" and f: "(f has_contour_integral i) g" + shows "(f has_contour_integral (-i)) (reversepath g)" +proof - + { fix S x + assume xs: "g C1_differentiable_on ({0..1} - S)" "x \ (-) 1 ` S" "0 \ x" "x \ 1" + have "vector_derivative (\x. g (1 - x)) (at x within {0..1}) = + - vector_derivative g (at (1 - x) within {0..1})" + proof - + obtain f' where f': "(g has_vector_derivative f') (at (1 - x))" + using xs + by (force simp: has_vector_derivative_def C1_differentiable_on_def) + have "(g \ (\x. 1 - x) has_vector_derivative -1 *\<^sub>R f') (at x)" + by (intro vector_diff_chain_within has_vector_derivative_at_within [OF f'] derivative_eq_intros | simp)+ + then have mf': "((\x. g (1 - x)) has_vector_derivative -f') (at x)" + by (simp add: o_def) + show ?thesis + using xs + by (auto simp: vector_derivative_at_within_ivl [OF mf'] vector_derivative_at_within_ivl [OF f']) + qed + } note * = this + obtain S where S: "continuous_on {0..1} g" "finite S" "g C1_differentiable_on {0..1} - S" + using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def) + have "((\x. - (f (g (1 - x)) * vector_derivative g (at (1 - x) within {0..1}))) has_integral -i) + {0..1}" + using has_integral_affinity01 [where m= "-1" and c=1, OF f [unfolded has_contour_integral_def]] + by (simp add: has_integral_neg) + then show ?thesis + using S + apply (clarsimp simp: reversepath_def has_contour_integral_def) + apply (rule_tac S = "(\x. 1 - x) ` S" in has_integral_spike_finite) + apply (auto simp: *) + done +qed + +lemma contour_integrable_reversepath: + "valid_path g \ f contour_integrable_on g \ f contour_integrable_on (reversepath g)" + using has_contour_integral_reversepath contour_integrable_on_def by blast + +lemma contour_integrable_reversepath_eq: + "valid_path g \ (f contour_integrable_on (reversepath g) \ f contour_integrable_on g)" + using contour_integrable_reversepath valid_path_reversepath by fastforce + +lemma contour_integral_reversepath: + assumes "valid_path g" + shows "contour_integral (reversepath g) f = - (contour_integral g f)" +proof (cases "f contour_integrable_on g") + case True then show ?thesis + by (simp add: assms contour_integral_unique has_contour_integral_integral has_contour_integral_reversepath) +next + case False then have "\ f contour_integrable_on (reversepath g)" + by (simp add: assms contour_integrable_reversepath_eq) + with False show ?thesis by (simp add: not_integrable_contour_integral) +qed + + +subsection\<^marker>\tag unimportant\ \Joining two paths together\ + +lemma valid_path_join: + assumes "valid_path g1" "valid_path g2" "pathfinish g1 = pathstart g2" + shows "valid_path(g1 +++ g2)" +proof - + have "g1 1 = g2 0" + using assms by (auto simp: pathfinish_def pathstart_def) + moreover have "(g1 \ (\x. 2*x)) piecewise_C1_differentiable_on {0..1/2}" + apply (rule piecewise_C1_differentiable_compose) + using assms + apply (auto simp: valid_path_def piecewise_C1_differentiable_on_def continuous_on_joinpaths) + apply (force intro: finite_vimageI [where h = "(*)2"] inj_onI) + done + moreover have "(g2 \ (\x. 2*x-1)) piecewise_C1_differentiable_on {1/2..1}" + apply (rule piecewise_C1_differentiable_compose) + using assms unfolding valid_path_def piecewise_C1_differentiable_on_def + by (auto intro!: continuous_intros finite_vimageI [where h = "(\x. 2*x - 1)"] inj_onI + simp: image_affinity_atLeastAtMost_diff continuous_on_joinpaths) + ultimately show ?thesis + apply (simp only: valid_path_def continuous_on_joinpaths joinpaths_def) + apply (rule piecewise_C1_differentiable_cases) + apply (auto simp: o_def) + done +qed + +lemma valid_path_join_D1: + fixes g1 :: "real \ 'a::real_normed_field" + shows "valid_path (g1 +++ g2) \ valid_path g1" + unfolding valid_path_def + by (rule piecewise_C1_differentiable_D1) + +lemma valid_path_join_D2: + fixes g2 :: "real \ 'a::real_normed_field" + shows "\valid_path (g1 +++ g2); pathfinish g1 = pathstart g2\ \ valid_path g2" + unfolding valid_path_def + by (rule piecewise_C1_differentiable_D2) + +lemma valid_path_join_eq [simp]: + fixes g2 :: "real \ 'a::real_normed_field" + shows "pathfinish g1 = pathstart g2 \ (valid_path(g1 +++ g2) \ valid_path g1 \ valid_path g2)" + using valid_path_join_D1 valid_path_join_D2 valid_path_join by blast + +lemma has_contour_integral_join: + assumes "(f has_contour_integral i1) g1" "(f has_contour_integral i2) g2" + "valid_path g1" "valid_path g2" + shows "(f has_contour_integral (i1 + i2)) (g1 +++ g2)" +proof - + obtain s1 s2 + where s1: "finite s1" "\x\{0..1} - s1. g1 differentiable at x" + and s2: "finite s2" "\x\{0..1} - s2. g2 differentiable at x" + using assms + by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq) + have 1: "((\x. f (g1 x) * vector_derivative g1 (at x)) has_integral i1) {0..1}" + and 2: "((\x. f (g2 x) * vector_derivative g2 (at x)) has_integral i2) {0..1}" + using assms + by (auto simp: has_contour_integral) + have i1: "((\x. (2*f (g1 (2*x))) * vector_derivative g1 (at (2*x))) has_integral i1) {0..1/2}" + and i2: "((\x. (2*f (g2 (2*x - 1))) * vector_derivative g2 (at (2*x - 1))) has_integral i2) {1/2..1}" + using has_integral_affinity01 [OF 1, where m= 2 and c=0, THEN has_integral_cmul [where c=2]] + has_integral_affinity01 [OF 2, where m= 2 and c="-1", THEN has_integral_cmul [where c=2]] + by (simp_all only: image_affinity_atLeastAtMost_div_diff, simp_all add: scaleR_conv_of_real mult_ac) + have g1: "\0 \ z; z*2 < 1; z*2 \ s1\ \ + vector_derivative (\x. if x*2 \ 1 then g1 (2*x) else g2 (2*x - 1)) (at z) = + 2 *\<^sub>R vector_derivative g1 (at (z*2))" for z + apply (rule vector_derivative_at [OF has_vector_derivative_transform_within [where f = "(\x. g1(2*x))" and d = "\z - 1/2\"]]) + apply (simp_all add: dist_real_def abs_if split: if_split_asm) + apply (rule vector_diff_chain_at [of "\x. 2*x" 2 _ g1, simplified o_def]) + apply (simp add: has_vector_derivative_def has_derivative_def bounded_linear_mult_left) + using s1 + apply (auto simp: algebra_simps vector_derivative_works) + done + have g2: "\1 < z*2; z \ 1; z*2 - 1 \ s2\ \ + vector_derivative (\x. if x*2 \ 1 then g1 (2*x) else g2 (2*x - 1)) (at z) = + 2 *\<^sub>R vector_derivative g2 (at (z*2 - 1))" for z + apply (rule vector_derivative_at [OF has_vector_derivative_transform_within [where f = "(\x. g2 (2*x - 1))" and d = "\z - 1/2\"]]) + apply (simp_all add: dist_real_def abs_if split: if_split_asm) + apply (rule vector_diff_chain_at [of "\x. 2*x - 1" 2 _ g2, simplified o_def]) + apply (simp add: has_vector_derivative_def has_derivative_def bounded_linear_mult_left) + using s2 + apply (auto simp: algebra_simps vector_derivative_works) + done + have "((\x. f ((g1 +++ g2) x) * vector_derivative (g1 +++ g2) (at x)) has_integral i1) {0..1/2}" + apply (rule has_integral_spike_finite [OF _ _ i1, of "insert (1/2) ((*)2 -` s1)"]) + using s1 + apply (force intro: finite_vimageI [where h = "(*)2"] inj_onI) + apply (clarsimp simp add: joinpaths_def scaleR_conv_of_real mult_ac g1) + done + moreover have "((\x. f ((g1 +++ g2) x) * vector_derivative (g1 +++ g2) (at x)) has_integral i2) {1/2..1}" + apply (rule has_integral_spike_finite [OF _ _ i2, of "insert (1/2) ((\x. 2*x-1) -` s2)"]) + using s2 + apply (force intro: finite_vimageI [where h = "\x. 2*x-1"] inj_onI) + apply (clarsimp simp add: joinpaths_def scaleR_conv_of_real mult_ac g2) + done + ultimately + show ?thesis + apply (simp add: has_contour_integral) + apply (rule has_integral_combine [where c = "1/2"], auto) + done +qed + +lemma contour_integrable_joinI: + assumes "f contour_integrable_on g1" "f contour_integrable_on g2" + "valid_path g1" "valid_path g2" + shows "f contour_integrable_on (g1 +++ g2)" + using assms + by (meson has_contour_integral_join contour_integrable_on_def) + +lemma contour_integrable_joinD1: + assumes "f contour_integrable_on (g1 +++ g2)" "valid_path g1" + shows "f contour_integrable_on g1" +proof - + obtain s1 + where s1: "finite s1" "\x\{0..1} - s1. g1 differentiable at x" + using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq) + have "(\x. f ((g1 +++ g2) (x/2)) * vector_derivative (g1 +++ g2) (at (x/2))) integrable_on {0..1}" + using assms + apply (auto simp: contour_integrable_on) + apply (drule integrable_on_subcbox [where a=0 and b="1/2"]) + apply (auto intro: integrable_affinity [of _ 0 "1/2::real" "1/2" 0, simplified]) + done + then have *: "(\x. (f ((g1 +++ g2) (x/2))/2) * vector_derivative (g1 +++ g2) (at (x/2))) integrable_on {0..1}" + by (auto dest: integrable_cmul [where c="1/2"] simp: scaleR_conv_of_real) + have g1: "\0 < z; z < 1; z \ s1\ \ + vector_derivative (\x. if x*2 \ 1 then g1 (2*x) else g2 (2*x - 1)) (at (z/2)) = + 2 *\<^sub>R vector_derivative g1 (at z)" for z + apply (rule vector_derivative_at [OF has_vector_derivative_transform_within [where f = "(\x. g1(2*x))" and d = "\(z-1)/2\"]]) + apply (simp_all add: field_simps dist_real_def abs_if split: if_split_asm) + apply (rule vector_diff_chain_at [of "\x. x*2" 2 _ g1, simplified o_def]) + using s1 + apply (auto simp: vector_derivative_works has_vector_derivative_def has_derivative_def bounded_linear_mult_left) + done + show ?thesis + using s1 + apply (auto simp: contour_integrable_on) + apply (rule integrable_spike_finite [of "{0,1} \ s1", OF _ _ *]) + apply (auto simp: joinpaths_def scaleR_conv_of_real g1) + done +qed + +lemma contour_integrable_joinD2: + assumes "f contour_integrable_on (g1 +++ g2)" "valid_path g2" + shows "f contour_integrable_on g2" +proof - + obtain s2 + where s2: "finite s2" "\x\{0..1} - s2. g2 differentiable at x" + using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq) + have "(\x. f ((g1 +++ g2) (x/2 + 1/2)) * vector_derivative (g1 +++ g2) (at (x/2 + 1/2))) integrable_on {0..1}" + using assms + apply (auto simp: contour_integrable_on) + apply (drule integrable_on_subcbox [where a="1/2" and b=1], auto) + apply (drule integrable_affinity [of _ "1/2::real" 1 "1/2" "1/2", simplified]) + apply (simp add: image_affinity_atLeastAtMost_diff) + done + then have *: "(\x. (f ((g1 +++ g2) (x/2 + 1/2))/2) * vector_derivative (g1 +++ g2) (at (x/2 + 1/2))) + integrable_on {0..1}" + by (auto dest: integrable_cmul [where c="1/2"] simp: scaleR_conv_of_real) + have g2: "\0 < z; z < 1; z \ s2\ \ + vector_derivative (\x. if x*2 \ 1 then g1 (2*x) else g2 (2*x - 1)) (at (z/2+1/2)) = + 2 *\<^sub>R vector_derivative g2 (at z)" for z + apply (rule vector_derivative_at [OF has_vector_derivative_transform_within [where f = "(\x. g2(2*x-1))" and d = "\z/2\"]]) + apply (simp_all add: field_simps dist_real_def abs_if split: if_split_asm) + apply (rule vector_diff_chain_at [of "\x. x*2-1" 2 _ g2, simplified o_def]) + using s2 + apply (auto simp: has_vector_derivative_def has_derivative_def bounded_linear_mult_left + vector_derivative_works add_divide_distrib) + done + show ?thesis + using s2 + apply (auto simp: contour_integrable_on) + apply (rule integrable_spike_finite [of "{0,1} \ s2", OF _ _ *]) + apply (auto simp: joinpaths_def scaleR_conv_of_real g2) + done +qed + +lemma contour_integrable_join [simp]: + shows + "\valid_path g1; valid_path g2\ + \ f contour_integrable_on (g1 +++ g2) \ f contour_integrable_on g1 \ f contour_integrable_on g2" +using contour_integrable_joinD1 contour_integrable_joinD2 contour_integrable_joinI by blast + +lemma contour_integral_join [simp]: + shows + "\f contour_integrable_on g1; f contour_integrable_on g2; valid_path g1; valid_path g2\ + \ contour_integral (g1 +++ g2) f = contour_integral g1 f + contour_integral g2 f" + by (simp add: has_contour_integral_integral has_contour_integral_join contour_integral_unique) + + +subsection\<^marker>\tag unimportant\ \Shifting the starting point of a (closed) path\ + +lemma shiftpath_alt_def: "shiftpath a f = (\x. if x \ 1-a then f (a + x) else f (a + x - 1))" + by (auto simp: shiftpath_def) + +lemma valid_path_shiftpath [intro]: + assumes "valid_path g" "pathfinish g = pathstart g" "a \ {0..1}" + shows "valid_path(shiftpath a g)" + using assms + apply (auto simp: valid_path_def shiftpath_alt_def) + apply (rule piecewise_C1_differentiable_cases) + apply (auto simp: algebra_simps) + apply (rule piecewise_C1_differentiable_affine [of g 1 a, simplified o_def scaleR_one]) + apply (auto simp: pathfinish_def pathstart_def elim: piecewise_C1_differentiable_on_subset) + apply (rule piecewise_C1_differentiable_affine [of g 1 "a-1", simplified o_def scaleR_one algebra_simps]) + apply (auto simp: pathfinish_def pathstart_def elim: piecewise_C1_differentiable_on_subset) + done + +lemma has_contour_integral_shiftpath: + assumes f: "(f has_contour_integral i) g" "valid_path g" + and a: "a \ {0..1}" + shows "(f has_contour_integral i) (shiftpath a g)" +proof - + obtain s + where s: "finite s" and g: "\x\{0..1} - s. g differentiable at x" + using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq) + have *: "((\x. f (g x) * vector_derivative g (at x)) has_integral i) {0..1}" + using assms by (auto simp: has_contour_integral) + then have i: "i = integral {a..1} (\x. f (g x) * vector_derivative g (at x)) + + integral {0..a} (\x. f (g x) * vector_derivative g (at x))" + apply (rule has_integral_unique) + apply (subst add.commute) + apply (subst integral_combine) + using assms * integral_unique by auto + { fix x + have "0 \ x \ x + a < 1 \ x \ (\x. x - a) ` s \ + vector_derivative (shiftpath a g) (at x) = vector_derivative g (at (x + a))" + unfolding shiftpath_def + apply (rule vector_derivative_at [OF has_vector_derivative_transform_within [where f = "(\x. g(a+x))" and d = "dist(1-a) x"]]) + apply (auto simp: field_simps dist_real_def abs_if split: if_split_asm) + apply (rule vector_diff_chain_at [of "\x. x+a" 1 _ g, simplified o_def scaleR_one]) + apply (intro derivative_eq_intros | simp)+ + using g + apply (drule_tac x="x+a" in bspec) + using a apply (auto simp: has_vector_derivative_def vector_derivative_works image_def add.commute) + done + } note vd1 = this + { fix x + have "1 < x + a \ x \ 1 \ x \ (\x. x - a + 1) ` s \ + vector_derivative (shiftpath a g) (at x) = vector_derivative g (at (x + a - 1))" + unfolding shiftpath_def + apply (rule vector_derivative_at [OF has_vector_derivative_transform_within [where f = "(\x. g(a+x-1))" and d = "dist (1-a) x"]]) + apply (auto simp: field_simps dist_real_def abs_if split: if_split_asm) + apply (rule vector_diff_chain_at [of "\x. x+a-1" 1 _ g, simplified o_def scaleR_one]) + apply (intro derivative_eq_intros | simp)+ + using g + apply (drule_tac x="x+a-1" in bspec) + using a apply (auto simp: has_vector_derivative_def vector_derivative_works image_def add.commute) + done + } note vd2 = this + have va1: "(\x. f (g x) * vector_derivative g (at x)) integrable_on ({a..1})" + using * a by (fastforce intro: integrable_subinterval_real) + have v0a: "(\x. f (g x) * vector_derivative g (at x)) integrable_on ({0..a})" + apply (rule integrable_subinterval_real) + using * a by auto + have "((\x. f (shiftpath a g x) * vector_derivative (shiftpath a g) (at x)) + has_integral integral {a..1} (\x. f (g x) * vector_derivative g (at x))) {0..1 - a}" + apply (rule has_integral_spike_finite + [where S = "{1-a} \ (\x. x-a) ` s" and f = "\x. f(g(a+x)) * vector_derivative g (at(a+x))"]) + using s apply blast + using a apply (auto simp: algebra_simps vd1) + apply (force simp: shiftpath_def add.commute) + using has_integral_affinity [where m=1 and c=a, simplified, OF integrable_integral [OF va1]] + apply (simp add: image_affinity_atLeastAtMost_diff [where m=1 and c=a, simplified] add.commute) + done + moreover + have "((\x. f (shiftpath a g x) * vector_derivative (shiftpath a g) (at x)) + has_integral integral {0..a} (\x. f (g x) * vector_derivative g (at x))) {1 - a..1}" + apply (rule has_integral_spike_finite + [where S = "{1-a} \ (\x. x-a+1) ` s" and f = "\x. f(g(a+x-1)) * vector_derivative g (at(a+x-1))"]) + using s apply blast + using a apply (auto simp: algebra_simps vd2) + apply (force simp: shiftpath_def add.commute) + using has_integral_affinity [where m=1 and c="a-1", simplified, OF integrable_integral [OF v0a]] + apply (simp add: image_affinity_atLeastAtMost [where m=1 and c="1-a", simplified]) + apply (simp add: algebra_simps) + done + ultimately show ?thesis + using a + by (auto simp: i has_contour_integral intro: has_integral_combine [where c = "1-a"]) +qed + +lemma has_contour_integral_shiftpath_D: + assumes "(f has_contour_integral i) (shiftpath a g)" + "valid_path g" "pathfinish g = pathstart g" "a \ {0..1}" + shows "(f has_contour_integral i) g" +proof - + obtain s + where s: "finite s" and g: "\x\{0..1} - s. g differentiable at x" + using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq) + { fix x + assume x: "0 < x" "x < 1" "x \ s" + then have gx: "g differentiable at x" + using g by auto + have "vector_derivative g (at x within {0..1}) = + vector_derivative (shiftpath (1 - a) (shiftpath a g)) (at x within {0..1})" + apply (rule vector_derivative_at_within_ivl + [OF has_vector_derivative_transform_within_open + [where f = "(shiftpath (1 - a) (shiftpath a g))" and S = "{0<..<1}-s"]]) + using s g assms x + apply (auto simp: finite_imp_closed open_Diff shiftpath_shiftpath + at_within_interior [of _ "{0..1}"] vector_derivative_works [symmetric]) + apply (rule differentiable_transform_within [OF gx, of "min x (1-x)"]) + apply (auto simp: dist_real_def shiftpath_shiftpath abs_if split: if_split_asm) + done + } note vd = this + have fi: "(f has_contour_integral i) (shiftpath (1 - a) (shiftpath a g))" + using assms by (auto intro!: has_contour_integral_shiftpath) + show ?thesis + apply (simp add: has_contour_integral_def) + apply (rule has_integral_spike_finite [of "{0,1} \ s", OF _ _ fi [unfolded has_contour_integral_def]]) + using s assms vd + apply (auto simp: Path_Connected.shiftpath_shiftpath) + done +qed + +lemma has_contour_integral_shiftpath_eq: + assumes "valid_path g" "pathfinish g = pathstart g" "a \ {0..1}" + shows "(f has_contour_integral i) (shiftpath a g) \ (f has_contour_integral i) g" + using assms has_contour_integral_shiftpath has_contour_integral_shiftpath_D by blast + +lemma contour_integrable_on_shiftpath_eq: + assumes "valid_path g" "pathfinish g = pathstart g" "a \ {0..1}" + shows "f contour_integrable_on (shiftpath a g) \ f contour_integrable_on g" +using assms contour_integrable_on_def has_contour_integral_shiftpath_eq by auto + +lemma contour_integral_shiftpath: + assumes "valid_path g" "pathfinish g = pathstart g" "a \ {0..1}" + shows "contour_integral (shiftpath a g) f = contour_integral g f" + using assms + by (simp add: contour_integral_def contour_integrable_on_def has_contour_integral_shiftpath_eq) + + +subsection\<^marker>\tag unimportant\ \More about straight-line paths\ + +lemma has_vector_derivative_linepath_within: + "(linepath a b has_vector_derivative (b - a)) (at x within s)" +apply (simp add: linepath_def has_vector_derivative_def algebra_simps) +apply (rule derivative_eq_intros | simp)+ +done + +lemma vector_derivative_linepath_within: + "x \ {0..1} \ vector_derivative (linepath a b) (at x within {0..1}) = b - a" + apply (rule vector_derivative_within_cbox [of 0 "1::real", simplified]) + apply (auto simp: has_vector_derivative_linepath_within) + done + +lemma vector_derivative_linepath_at [simp]: "vector_derivative (linepath a b) (at x) = b - a" + by (simp add: has_vector_derivative_linepath_within vector_derivative_at) + +lemma valid_path_linepath [iff]: "valid_path (linepath a b)" + apply (simp add: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq continuous_on_linepath) + apply (rule_tac x="{}" in exI) + apply (simp add: differentiable_on_def differentiable_def) + using has_vector_derivative_def has_vector_derivative_linepath_within + apply (fastforce simp add: continuous_on_eq_continuous_within) + done + +lemma has_contour_integral_linepath: + shows "(f has_contour_integral i) (linepath a b) \ + ((\x. f(linepath a b x) * (b - a)) has_integral i) {0..1}" + by (simp add: has_contour_integral) + +lemma linepath_in_path: + shows "x \ {0..1} \ linepath a b x \ closed_segment a b" + by (auto simp: segment linepath_def) + +lemma linepath_image_01: "linepath a b ` {0..1} = closed_segment a b" + by (auto simp: segment linepath_def) + +lemma linepath_in_convex_hull: + fixes x::real + assumes a: "a \ convex hull s" + and b: "b \ convex hull s" + and x: "0\x" "x\1" + shows "linepath a b x \ convex hull s" + apply (rule closed_segment_subset_convex_hull [OF a b, THEN subsetD]) + using x + apply (auto simp: linepath_image_01 [symmetric]) + done + +lemma Re_linepath: "Re(linepath (of_real a) (of_real b) x) = (1 - x)*a + x*b" + by (simp add: linepath_def) + +lemma Im_linepath: "Im(linepath (of_real a) (of_real b) x) = 0" + by (simp add: linepath_def) + +lemma has_contour_integral_trivial [iff]: "(f has_contour_integral 0) (linepath a a)" + by (simp add: has_contour_integral_linepath) + +lemma has_contour_integral_trivial_iff [simp]: "(f has_contour_integral i) (linepath a a) \ i=0" + using has_contour_integral_unique by blast + +lemma contour_integral_trivial [simp]: "contour_integral (linepath a a) f = 0" + using has_contour_integral_trivial contour_integral_unique by blast + +lemma differentiable_linepath [intro]: "linepath a b differentiable at x within A" + by (auto simp: linepath_def) + +lemma bounded_linear_linepath: + assumes "bounded_linear f" + shows "f (linepath a b x) = linepath (f a) (f b) x" +proof - + interpret f: bounded_linear f by fact + show ?thesis by (simp add: linepath_def f.add f.scale) +qed + +lemma bounded_linear_linepath': + assumes "bounded_linear f" + shows "f \ linepath a b = linepath (f a) (f b)" + using bounded_linear_linepath[OF assms] by (simp add: fun_eq_iff) + +lemma cnj_linepath: "cnj (linepath a b x) = linepath (cnj a) (cnj b) x" + by (simp add: linepath_def) + +lemma cnj_linepath': "cnj \ linepath a b = linepath (cnj a) (cnj b)" + by (simp add: linepath_def fun_eq_iff) + +subsection\Relation to subpath construction\ + +lemma valid_path_subpath: + fixes g :: "real \ 'a :: real_normed_vector" + assumes "valid_path g" "u \ {0..1}" "v \ {0..1}" + shows "valid_path(subpath u v g)" +proof (cases "v=u") + case True + then show ?thesis + unfolding valid_path_def subpath_def + by (force intro: C1_differentiable_on_const C1_differentiable_imp_piecewise) +next + case False + have "(g \ (\x. ((v-u) * x + u))) piecewise_C1_differentiable_on {0..1}" + apply (rule piecewise_C1_differentiable_compose) + apply (simp add: C1_differentiable_imp_piecewise) + apply (simp add: image_affinity_atLeastAtMost) + using assms False + apply (auto simp: algebra_simps valid_path_def piecewise_C1_differentiable_on_subset) + apply (subst Int_commute) + apply (auto simp: inj_on_def algebra_simps crossproduct_eq finite_vimage_IntI) + done + then show ?thesis + by (auto simp: o_def valid_path_def subpath_def) +qed + +lemma has_contour_integral_subpath_refl [iff]: "(f has_contour_integral 0) (subpath u u g)" + by (simp add: has_contour_integral subpath_def) + +lemma contour_integrable_subpath_refl [iff]: "f contour_integrable_on (subpath u u g)" + using has_contour_integral_subpath_refl contour_integrable_on_def by blast + +lemma contour_integral_subpath_refl [simp]: "contour_integral (subpath u u g) f = 0" + by (simp add: contour_integral_unique) + +lemma has_contour_integral_subpath: + assumes f: "f contour_integrable_on g" and g: "valid_path g" + and uv: "u \ {0..1}" "v \ {0..1}" "u \ v" + shows "(f has_contour_integral integral {u..v} (\x. f(g x) * vector_derivative g (at x))) + (subpath u v g)" +proof (cases "v=u") + case True + then show ?thesis + using f by (simp add: contour_integrable_on_def subpath_def has_contour_integral) +next + case False + obtain s where s: "\x. x \ {0..1} - s \ g differentiable at x" and fs: "finite s" + using g unfolding piecewise_C1_differentiable_on_def C1_differentiable_on_eq valid_path_def by blast + have *: "((\x. f (g ((v - u) * x + u)) * vector_derivative g (at ((v - u) * x + u))) + has_integral (1 / (v - u)) * integral {u..v} (\t. f (g t) * vector_derivative g (at t))) + {0..1}" + using f uv + apply (simp add: contour_integrable_on subpath_def has_contour_integral) + apply (drule integrable_on_subcbox [where a=u and b=v, simplified]) + apply (simp_all add: has_integral_integral) + apply (drule has_integral_affinity [where m="v-u" and c=u, simplified]) + apply (simp_all add: False image_affinity_atLeastAtMost_div_diff scaleR_conv_of_real) + apply (simp add: divide_simps False) + done + { fix x + have "x \ {0..1} \ + x \ (\t. (v-u) *\<^sub>R t + u) -` s \ + vector_derivative (\x. g ((v-u) * x + u)) (at x) = (v-u) *\<^sub>R vector_derivative g (at ((v-u) * x + u))" + apply (rule vector_derivative_at [OF vector_diff_chain_at [simplified o_def]]) + apply (intro derivative_eq_intros | simp)+ + apply (cut_tac s [of "(v - u) * x + u"]) + using uv mult_left_le [of x "v-u"] + apply (auto simp: vector_derivative_works) + done + } note vd = this + show ?thesis + apply (cut_tac has_integral_cmul [OF *, where c = "v-u"]) + using fs assms + apply (simp add: False subpath_def has_contour_integral) + apply (rule_tac S = "(\t. ((v-u) *\<^sub>R t + u)) -` s" in has_integral_spike_finite) + apply (auto simp: inj_on_def False finite_vimageI vd scaleR_conv_of_real) + done +qed + +lemma contour_integrable_subpath: + assumes "f contour_integrable_on g" "valid_path g" "u \ {0..1}" "v \ {0..1}" + shows "f contour_integrable_on (subpath u v g)" + apply (cases u v rule: linorder_class.le_cases) + apply (metis contour_integrable_on_def has_contour_integral_subpath [OF assms]) + apply (subst reversepath_subpath [symmetric]) + apply (rule contour_integrable_reversepath) + using assms apply (blast intro: valid_path_subpath) + apply (simp add: contour_integrable_on_def) + using assms apply (blast intro: has_contour_integral_subpath) + done + +lemma has_integral_contour_integral_subpath: + assumes "f contour_integrable_on g" "valid_path g" "u \ {0..1}" "v \ {0..1}" "u \ v" + shows "(((\x. f(g x) * vector_derivative g (at x))) + has_integral contour_integral (subpath u v g) f) {u..v}" + using assms + apply (auto simp: has_integral_integrable_integral) + apply (rule integrable_on_subcbox [where a=u and b=v and S = "{0..1}", simplified]) + apply (auto simp: contour_integral_unique [OF has_contour_integral_subpath] contour_integrable_on) + done + +lemma contour_integral_subcontour_integral: + assumes "f contour_integrable_on g" "valid_path g" "u \ {0..1}" "v \ {0..1}" "u \ v" + shows "contour_integral (subpath u v g) f = + integral {u..v} (\x. f(g x) * vector_derivative g (at x))" + using assms has_contour_integral_subpath contour_integral_unique by blast + +lemma contour_integral_subpath_combine_less: + assumes "f contour_integrable_on g" "valid_path g" "u \ {0..1}" "v \ {0..1}" "w \ {0..1}" + "u {0..1}" "v \ {0..1}" "w \ {0..1}" + shows "contour_integral (subpath u v g) f + contour_integral (subpath v w g) f = + contour_integral (subpath u w g) f" +proof (cases "u\v \ v\w \ u\w") + case True + have *: "subpath v u g = reversepath(subpath u v g) \ + subpath w u g = reversepath(subpath u w g) \ + subpath w v g = reversepath(subpath v w g)" + by (auto simp: reversepath_subpath) + have "u < v \ v < w \ + u < w \ w < v \ + v < u \ u < w \ + v < w \ w < u \ + w < u \ u < v \ + w < v \ v < u" + using True assms by linarith + with assms show ?thesis + using contour_integral_subpath_combine_less [of f g u v w] + contour_integral_subpath_combine_less [of f g u w v] + contour_integral_subpath_combine_less [of f g v u w] + contour_integral_subpath_combine_less [of f g v w u] + contour_integral_subpath_combine_less [of f g w u v] + contour_integral_subpath_combine_less [of f g w v u] + apply simp + apply (elim disjE) + apply (auto simp: * contour_integral_reversepath contour_integrable_subpath + valid_path_subpath algebra_simps) + done +next + case False + then show ?thesis + apply (auto) + using assms + by (metis eq_neg_iff_add_eq_0 contour_integral_reversepath reversepath_subpath valid_path_subpath) +qed + +lemma contour_integral_integral: + "contour_integral g f = integral {0..1} (\x. f (g x) * vector_derivative g (at x))" + by (simp add: contour_integral_def integral_def has_contour_integral contour_integrable_on) + +lemma contour_integral_cong: + assumes "g = g'" "\x. x \ path_image g \ f x = f' x" + shows "contour_integral g f = contour_integral g' f'" + unfolding contour_integral_integral using assms + by (intro integral_cong) (auto simp: path_image_def) + + +text \Contour integral along a segment on the real axis\ + +lemma has_contour_integral_linepath_Reals_iff: + fixes a b :: complex and f :: "complex \ complex" + assumes "a \ Reals" "b \ Reals" "Re a < Re b" + shows "(f has_contour_integral I) (linepath a b) \ + ((\x. f (of_real x)) has_integral I) {Re a..Re b}" +proof - + from assms have [simp]: "of_real (Re a) = a" "of_real (Re b) = b" + by (simp_all add: complex_eq_iff) + from assms have "a \ b" by auto + have "((\x. f (of_real x)) has_integral I) (cbox (Re a) (Re b)) \ + ((\x. f (a + b * of_real x - a * of_real x)) has_integral I /\<^sub>R (Re b - Re a)) {0..1}" + by (subst has_integral_affinity_iff [of "Re b - Re a" _ "Re a", symmetric]) + (insert assms, simp_all add: field_simps scaleR_conv_of_real) + also have "(\x. f (a + b * of_real x - a * of_real x)) = + (\x. (f (a + b * of_real x - a * of_real x) * (b - a)) /\<^sub>R (Re b - Re a))" + using \a \ b\ by (auto simp: field_simps fun_eq_iff scaleR_conv_of_real) + also have "(\ has_integral I /\<^sub>R (Re b - Re a)) {0..1} \ + ((\x. f (linepath a b x) * (b - a)) has_integral I) {0..1}" using assms + by (subst has_integral_cmul_iff) (auto simp: linepath_def scaleR_conv_of_real algebra_simps) + also have "\ \ (f has_contour_integral I) (linepath a b)" unfolding has_contour_integral_def + by (intro has_integral_cong) (simp add: vector_derivative_linepath_within) + finally show ?thesis by simp +qed + +lemma contour_integrable_linepath_Reals_iff: + fixes a b :: complex and f :: "complex \ complex" + assumes "a \ Reals" "b \ Reals" "Re a < Re b" + shows "(f contour_integrable_on linepath a b) \ + (\x. f (of_real x)) integrable_on {Re a..Re b}" + using has_contour_integral_linepath_Reals_iff[OF assms, of f] + by (auto simp: contour_integrable_on_def integrable_on_def) + +lemma contour_integral_linepath_Reals_eq: + fixes a b :: complex and f :: "complex \ complex" + assumes "a \ Reals" "b \ Reals" "Re a < Re b" + shows "contour_integral (linepath a b) f = integral {Re a..Re b} (\x. f (of_real x))" +proof (cases "f contour_integrable_on linepath a b") + case True + thus ?thesis using has_contour_integral_linepath_Reals_iff[OF assms, of f] + using has_contour_integral_integral has_contour_integral_unique by blast +next + case False + thus ?thesis using contour_integrable_linepath_Reals_iff[OF assms, of f] + by (simp add: not_integrable_contour_integral not_integrable_integral) +qed + + + +text\Cauchy's theorem where there's a primitive\ + +lemma contour_integral_primitive_lemma: + fixes f :: "complex \ complex" and g :: "real \ complex" + assumes "a \ b" + and "\x. x \ s \ (f has_field_derivative f' x) (at x within s)" + and "g piecewise_differentiable_on {a..b}" "\x. x \ {a..b} \ g x \ s" + shows "((\x. f'(g x) * vector_derivative g (at x within {a..b})) + has_integral (f(g b) - f(g a))) {a..b}" +proof - + obtain k where k: "finite k" "\x\{a..b} - k. g differentiable (at x within {a..b})" and cg: "continuous_on {a..b} g" + using assms by (auto simp: piecewise_differentiable_on_def) + have cfg: "continuous_on {a..b} (\x. f (g x))" + apply (rule continuous_on_compose [OF cg, unfolded o_def]) + using assms + apply (metis field_differentiable_def field_differentiable_imp_continuous_at continuous_on_eq_continuous_within continuous_on_subset image_subset_iff) + done + { fix x::real + assume a: "a < x" and b: "x < b" and xk: "x \ k" + then have "g differentiable at x within {a..b}" + using k by (simp add: differentiable_at_withinI) + then have "(g has_vector_derivative vector_derivative g (at x within {a..b})) (at x within {a..b})" + by (simp add: vector_derivative_works has_field_derivative_def scaleR_conv_of_real) + then have gdiff: "(g has_derivative (\u. u * vector_derivative g (at x within {a..b}))) (at x within {a..b})" + by (simp add: has_vector_derivative_def scaleR_conv_of_real) + have "(f has_field_derivative (f' (g x))) (at (g x) within g ` {a..b})" + using assms by (metis a atLeastAtMost_iff b DERIV_subset image_subset_iff less_eq_real_def) + then have fdiff: "(f has_derivative (*) (f' (g x))) (at (g x) within g ` {a..b})" + by (simp add: has_field_derivative_def) + have "((\x. f (g x)) has_vector_derivative f' (g x) * vector_derivative g (at x within {a..b})) (at x within {a..b})" + using diff_chain_within [OF gdiff fdiff] + by (simp add: has_vector_derivative_def scaleR_conv_of_real o_def mult_ac) + } note * = this + show ?thesis + apply (rule fundamental_theorem_of_calculus_interior_strong) + using k assms cfg * + apply (auto simp: at_within_Icc_at) + done +qed + +lemma contour_integral_primitive: + assumes "\x. x \ s \ (f has_field_derivative f' x) (at x within s)" + and "valid_path g" "path_image g \ s" + shows "(f' has_contour_integral (f(pathfinish g) - f(pathstart g))) g" + using assms + apply (simp add: valid_path_def path_image_def pathfinish_def pathstart_def has_contour_integral_def) + apply (auto intro!: piecewise_C1_imp_differentiable contour_integral_primitive_lemma [of 0 1 s]) + done + +corollary Cauchy_theorem_primitive: + assumes "\x. x \ s \ (f has_field_derivative f' x) (at x within s)" + and "valid_path g" "path_image g \ s" "pathfinish g = pathstart g" + shows "(f' has_contour_integral 0) g" + using assms + by (metis diff_self contour_integral_primitive) + +text\Existence of path integral for continuous function\ +lemma contour_integrable_continuous_linepath: + assumes "continuous_on (closed_segment a b) f" + shows "f contour_integrable_on (linepath a b)" +proof - + have "continuous_on {0..1} ((\x. f x * (b - a)) \ linepath a b)" + apply (rule continuous_on_compose [OF continuous_on_linepath], simp add: linepath_image_01) + apply (rule continuous_intros | simp add: assms)+ + done + then show ?thesis + apply (simp add: contour_integrable_on_def has_contour_integral_def integrable_on_def [symmetric]) + apply (rule integrable_continuous [of 0 "1::real", simplified]) + apply (rule continuous_on_eq [where f = "\x. f(linepath a b x)*(b - a)"]) + apply (auto simp: vector_derivative_linepath_within) + done +qed + +lemma has_field_der_id: "((\x. x\<^sup>2 / 2) has_field_derivative x) (at x)" + by (rule has_derivative_imp_has_field_derivative) + (rule derivative_intros | simp)+ + +lemma contour_integral_id [simp]: "contour_integral (linepath a b) (\y. y) = (b^2 - a^2)/2" + apply (rule contour_integral_unique) + using contour_integral_primitive [of UNIV "\x. x^2/2" "\x. x" "linepath a b"] + apply (auto simp: field_simps has_field_der_id) + done + +lemma contour_integrable_on_const [iff]: "(\x. c) contour_integrable_on (linepath a b)" + by (simp add: contour_integrable_continuous_linepath) + +lemma contour_integrable_on_id [iff]: "(\x. x) contour_integrable_on (linepath a b)" + by (simp add: contour_integrable_continuous_linepath) + +subsection\<^marker>\tag unimportant\ \Arithmetical combining theorems\ + +lemma has_contour_integral_neg: + "(f has_contour_integral i) g \ ((\x. -(f x)) has_contour_integral (-i)) g" + by (simp add: has_integral_neg has_contour_integral_def) + +lemma has_contour_integral_add: + "\(f1 has_contour_integral i1) g; (f2 has_contour_integral i2) g\ + \ ((\x. f1 x + f2 x) has_contour_integral (i1 + i2)) g" + by (simp add: has_integral_add has_contour_integral_def algebra_simps) + +lemma has_contour_integral_diff: + "\(f1 has_contour_integral i1) g; (f2 has_contour_integral i2) g\ + \ ((\x. f1 x - f2 x) has_contour_integral (i1 - i2)) g" + by (simp add: has_integral_diff has_contour_integral_def algebra_simps) + +lemma has_contour_integral_lmul: + "(f has_contour_integral i) g \ ((\x. c * (f x)) has_contour_integral (c*i)) g" +apply (simp add: has_contour_integral_def) +apply (drule has_integral_mult_right) +apply (simp add: algebra_simps) +done + +lemma has_contour_integral_rmul: + "(f has_contour_integral i) g \ ((\x. (f x) * c) has_contour_integral (i*c)) g" +apply (drule has_contour_integral_lmul) +apply (simp add: mult.commute) +done + +lemma has_contour_integral_div: + "(f has_contour_integral i) g \ ((\x. f x/c) has_contour_integral (i/c)) g" + by (simp add: field_class.field_divide_inverse) (metis has_contour_integral_rmul) + +lemma has_contour_integral_eq: + "\(f has_contour_integral y) p; \x. x \ path_image p \ f x = g x\ \ (g has_contour_integral y) p" +apply (simp add: path_image_def has_contour_integral_def) +by (metis (no_types, lifting) image_eqI has_integral_eq) + +lemma has_contour_integral_bound_linepath: + assumes "(f has_contour_integral i) (linepath a b)" + "0 \ B" "\x. x \ closed_segment a b \ norm(f x) \ B" + shows "norm i \ B * norm(b - a)" +proof - + { fix x::real + assume x: "0 \ x" "x \ 1" + have "norm (f (linepath a b x)) * + norm (vector_derivative (linepath a b) (at x within {0..1})) \ B * norm (b - a)" + by (auto intro: mult_mono simp: assms linepath_in_path of_real_linepath vector_derivative_linepath_within x) + } note * = this + have "norm i \ (B * norm (b - a)) * content (cbox 0 (1::real))" + apply (rule has_integral_bound + [of _ "\x. f (linepath a b x) * vector_derivative (linepath a b) (at x within {0..1})"]) + using assms * unfolding has_contour_integral_def + apply (auto simp: norm_mult) + done + then show ?thesis + by (auto simp: content_real) +qed + +(*UNUSED +lemma has_contour_integral_bound_linepath_strong: + fixes a :: real and f :: "complex \ real" + assumes "(f has_contour_integral i) (linepath a b)" + "finite k" + "0 \ B" "\x::real. x \ closed_segment a b - k \ norm(f x) \ B" + shows "norm i \ B*norm(b - a)" +*) + +lemma has_contour_integral_const_linepath: "((\x. c) has_contour_integral c*(b - a))(linepath a b)" + unfolding has_contour_integral_linepath + by (metis content_real diff_0_right has_integral_const_real lambda_one of_real_1 scaleR_conv_of_real zero_le_one) + +lemma has_contour_integral_0: "((\x. 0) has_contour_integral 0) g" + by (simp add: has_contour_integral_def) + +lemma has_contour_integral_is_0: + "(\z. z \ path_image g \ f z = 0) \ (f has_contour_integral 0) g" + by (rule has_contour_integral_eq [OF has_contour_integral_0]) auto + +lemma has_contour_integral_sum: + "\finite s; \a. a \ s \ (f a has_contour_integral i a) p\ + \ ((\x. sum (\a. f a x) s) has_contour_integral sum i s) p" + by (induction s rule: finite_induct) (auto simp: has_contour_integral_0 has_contour_integral_add) + +subsection\<^marker>\tag unimportant\ \Operations on path integrals\ + +lemma contour_integral_const_linepath [simp]: "contour_integral (linepath a b) (\x. c) = c*(b - a)" + by (rule contour_integral_unique [OF has_contour_integral_const_linepath]) + +lemma contour_integral_neg: + "f contour_integrable_on g \ contour_integral g (\x. -(f x)) = -(contour_integral g f)" + by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_neg) + +lemma contour_integral_add: + "f1 contour_integrable_on g \ f2 contour_integrable_on g \ contour_integral g (\x. f1 x + f2 x) = + contour_integral g f1 + contour_integral g f2" + by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_add) + +lemma contour_integral_diff: + "f1 contour_integrable_on g \ f2 contour_integrable_on g \ contour_integral g (\x. f1 x - f2 x) = + contour_integral g f1 - contour_integral g f2" + by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_diff) + +lemma contour_integral_lmul: + shows "f contour_integrable_on g + \ contour_integral g (\x. c * f x) = c*contour_integral g f" + by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_lmul) + +lemma contour_integral_rmul: + shows "f contour_integrable_on g + \ contour_integral g (\x. f x * c) = contour_integral g f * c" + by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_rmul) + +lemma contour_integral_div: + shows "f contour_integrable_on g + \ contour_integral g (\x. f x / c) = contour_integral g f / c" + by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_div) + +lemma contour_integral_eq: + "(\x. x \ path_image p \ f x = g x) \ contour_integral p f = contour_integral p g" + apply (simp add: contour_integral_def) + using has_contour_integral_eq + by (metis contour_integral_unique has_contour_integral_integrable has_contour_integral_integral) + +lemma contour_integral_eq_0: + "(\z. z \ path_image g \ f z = 0) \ contour_integral g f = 0" + by (simp add: has_contour_integral_is_0 contour_integral_unique) + +lemma contour_integral_bound_linepath: + shows + "\f contour_integrable_on (linepath a b); + 0 \ B; \x. x \ closed_segment a b \ norm(f x) \ B\ + \ norm(contour_integral (linepath a b) f) \ B*norm(b - a)" + apply (rule has_contour_integral_bound_linepath [of f]) + apply (auto simp: has_contour_integral_integral) + done + +lemma contour_integral_0 [simp]: "contour_integral g (\x. 0) = 0" + by (simp add: contour_integral_unique has_contour_integral_0) + +lemma contour_integral_sum: + "\finite s; \a. a \ s \ (f a) contour_integrable_on p\ + \ contour_integral p (\x. sum (\a. f a x) s) = sum (\a. contour_integral p (f a)) s" + by (auto simp: contour_integral_unique has_contour_integral_sum has_contour_integral_integral) + +lemma contour_integrable_eq: + "\f contour_integrable_on p; \x. x \ path_image p \ f x = g x\ \ g contour_integrable_on p" + unfolding contour_integrable_on_def + by (metis has_contour_integral_eq) + + +subsection\<^marker>\tag unimportant\ \Arithmetic theorems for path integrability\ + +lemma contour_integrable_neg: + "f contour_integrable_on g \ (\x. -(f x)) contour_integrable_on g" + using has_contour_integral_neg contour_integrable_on_def by blast + +lemma contour_integrable_add: + "\f1 contour_integrable_on g; f2 contour_integrable_on g\ \ (\x. f1 x + f2 x) contour_integrable_on g" + using has_contour_integral_add contour_integrable_on_def + by fastforce + +lemma contour_integrable_diff: + "\f1 contour_integrable_on g; f2 contour_integrable_on g\ \ (\x. f1 x - f2 x) contour_integrable_on g" + using has_contour_integral_diff contour_integrable_on_def + by fastforce + +lemma contour_integrable_lmul: + "f contour_integrable_on g \ (\x. c * f x) contour_integrable_on g" + using has_contour_integral_lmul contour_integrable_on_def + by fastforce + +lemma contour_integrable_rmul: + "f contour_integrable_on g \ (\x. f x * c) contour_integrable_on g" + using has_contour_integral_rmul contour_integrable_on_def + by fastforce + +lemma contour_integrable_div: + "f contour_integrable_on g \ (\x. f x / c) contour_integrable_on g" + using has_contour_integral_div contour_integrable_on_def + by fastforce + +lemma contour_integrable_sum: + "\finite s; \a. a \ s \ (f a) contour_integrable_on p\ + \ (\x. sum (\a. f a x) s) contour_integrable_on p" + unfolding contour_integrable_on_def + by (metis has_contour_integral_sum) + + +subsection\<^marker>\tag unimportant\ \Reversing a path integral\ + +lemma has_contour_integral_reverse_linepath: + "(f has_contour_integral i) (linepath a b) + \ (f has_contour_integral (-i)) (linepath b a)" + using has_contour_integral_reversepath valid_path_linepath by fastforce + +lemma contour_integral_reverse_linepath: + "continuous_on (closed_segment a b) f + \ contour_integral (linepath a b) f = - (contour_integral(linepath b a) f)" +apply (rule contour_integral_unique) +apply (rule has_contour_integral_reverse_linepath) +by (simp add: closed_segment_commute contour_integrable_continuous_linepath has_contour_integral_integral) + + +(* Splitting a path integral in a flat way.*) + +lemma has_contour_integral_split: + assumes f: "(f has_contour_integral i) (linepath a c)" "(f has_contour_integral j) (linepath c b)" + and k: "0 \ k" "k \ 1" + and c: "c - a = k *\<^sub>R (b - a)" + shows "(f has_contour_integral (i + j)) (linepath a b)" +proof (cases "k = 0 \ k = 1") + case True + then show ?thesis + using assms by auto +next + case False + then have k: "0 < k" "k < 1" "complex_of_real k \ 1" + using assms by auto + have c': "c = k *\<^sub>R (b - a) + a" + by (metis diff_add_cancel c) + have bc: "(b - c) = (1 - k) *\<^sub>R (b - a)" + by (simp add: algebra_simps c') + { assume *: "((\x. f ((1 - x) *\<^sub>R a + x *\<^sub>R c) * (c - a)) has_integral i) {0..1}" + have **: "\x. ((k - x) / k) *\<^sub>R a + (x / k) *\<^sub>R c = (1 - x) *\<^sub>R a + x *\<^sub>R b" + using False apply (simp add: c' algebra_simps) + apply (simp add: real_vector.scale_left_distrib [symmetric] field_split_simps) + done + have "((\x. f ((1 - x) *\<^sub>R a + x *\<^sub>R b) * (b - a)) has_integral i) {0..k}" + using k has_integral_affinity01 [OF *, of "inverse k" "0"] + apply (simp add: divide_simps mult.commute [of _ "k"] image_affinity_atLeastAtMost ** c) + apply (auto dest: has_integral_cmul [where c = "inverse k"]) + done + } note fi = this + { assume *: "((\x. f ((1 - x) *\<^sub>R c + x *\<^sub>R b) * (b - c)) has_integral j) {0..1}" + have **: "\x. (((1 - x) / (1 - k)) *\<^sub>R c + ((x - k) / (1 - k)) *\<^sub>R b) = ((1 - x) *\<^sub>R a + x *\<^sub>R b)" + using k + apply (simp add: c' field_simps) + apply (simp add: scaleR_conv_of_real divide_simps) + apply (simp add: field_simps) + done + have "((\x. f ((1 - x) *\<^sub>R a + x *\<^sub>R b) * (b - a)) has_integral j) {k..1}" + using k has_integral_affinity01 [OF *, of "inverse(1 - k)" "-(k/(1 - k))"] + apply (simp add: divide_simps mult.commute [of _ "1-k"] image_affinity_atLeastAtMost ** bc) + apply (auto dest: has_integral_cmul [where k = "(1 - k) *\<^sub>R j" and c = "inverse (1 - k)"]) + done + } note fj = this + show ?thesis + using f k + apply (simp add: has_contour_integral_linepath) + apply (simp add: linepath_def) + apply (rule has_integral_combine [OF _ _ fi fj], simp_all) + done +qed + +lemma continuous_on_closed_segment_transform: + assumes f: "continuous_on (closed_segment a b) f" + and k: "0 \ k" "k \ 1" + and c: "c - a = k *\<^sub>R (b - a)" + shows "continuous_on (closed_segment a c) f" +proof - + have c': "c = (1 - k) *\<^sub>R a + k *\<^sub>R b" + using c by (simp add: algebra_simps) + have "closed_segment a c \ closed_segment a b" + by (metis c' ends_in_segment(1) in_segment(1) k subset_closed_segment) + then show "continuous_on (closed_segment a c) f" + by (rule continuous_on_subset [OF f]) +qed + +lemma contour_integral_split: + assumes f: "continuous_on (closed_segment a b) f" + and k: "0 \ k" "k \ 1" + and c: "c - a = k *\<^sub>R (b - a)" + shows "contour_integral(linepath a b) f = contour_integral(linepath a c) f + contour_integral(linepath c b) f" +proof - + have c': "c = (1 - k) *\<^sub>R a + k *\<^sub>R b" + using c by (simp add: algebra_simps) + have "closed_segment a c \ closed_segment a b" + by (metis c' ends_in_segment(1) in_segment(1) k subset_closed_segment) + moreover have "closed_segment c b \ closed_segment a b" + by (metis c' ends_in_segment(2) in_segment(1) k subset_closed_segment) + ultimately + have *: "continuous_on (closed_segment a c) f" "continuous_on (closed_segment c b) f" + by (auto intro: continuous_on_subset [OF f]) + show ?thesis + by (rule contour_integral_unique) (meson "*" c contour_integrable_continuous_linepath has_contour_integral_integral has_contour_integral_split k) +qed + +lemma contour_integral_split_linepath: + assumes f: "continuous_on (closed_segment a b) f" + and c: "c \ closed_segment a b" + shows "contour_integral(linepath a b) f = contour_integral(linepath a c) f + contour_integral(linepath c b) f" + using c by (auto simp: closed_segment_def algebra_simps intro!: contour_integral_split [OF f]) + +subsection\Partial circle path\ + +definition\<^marker>\tag important\ part_circlepath :: "[complex, real, real, real, real] \ complex" + where "part_circlepath z r s t \ \x. z + of_real r * exp (\ * of_real (linepath s t x))" + +lemma pathstart_part_circlepath [simp]: + "pathstart(part_circlepath z r s t) = z + r*exp(\ * s)" +by (metis part_circlepath_def pathstart_def pathstart_linepath) + +lemma pathfinish_part_circlepath [simp]: + "pathfinish(part_circlepath z r s t) = z + r*exp(\*t)" +by (metis part_circlepath_def pathfinish_def pathfinish_linepath) + +lemma reversepath_part_circlepath[simp]: + "reversepath (part_circlepath z r s t) = part_circlepath z r t s" + unfolding part_circlepath_def reversepath_def linepath_def + by (auto simp:algebra_simps) + +lemma has_vector_derivative_part_circlepath [derivative_intros]: + "((part_circlepath z r s t) has_vector_derivative + (\ * r * (of_real t - of_real s) * exp(\ * linepath s t x))) + (at x within X)" + apply (simp add: part_circlepath_def linepath_def scaleR_conv_of_real) + apply (rule has_vector_derivative_real_field) + apply (rule derivative_eq_intros | simp)+ + done + +lemma differentiable_part_circlepath: + "part_circlepath c r a b differentiable at x within A" + using has_vector_derivative_part_circlepath[of c r a b x A] differentiableI_vector by blast + +lemma vector_derivative_part_circlepath: + "vector_derivative (part_circlepath z r s t) (at x) = + \ * r * (of_real t - of_real s) * exp(\ * linepath s t x)" + using has_vector_derivative_part_circlepath vector_derivative_at by blast + +lemma vector_derivative_part_circlepath01: + "\0 \ x; x \ 1\ + \ vector_derivative (part_circlepath z r s t) (at x within {0..1}) = + \ * r * (of_real t - of_real s) * exp(\ * linepath s t x)" + using has_vector_derivative_part_circlepath + by (auto simp: vector_derivative_at_within_ivl) + +lemma valid_path_part_circlepath [simp]: "valid_path (part_circlepath z r s t)" + apply (simp add: valid_path_def) + apply (rule C1_differentiable_imp_piecewise) + apply (auto simp: C1_differentiable_on_eq vector_derivative_works vector_derivative_part_circlepath has_vector_derivative_part_circlepath + intro!: continuous_intros) + done + +lemma path_part_circlepath [simp]: "path (part_circlepath z r s t)" + by (simp add: valid_path_imp_path) + +proposition path_image_part_circlepath: + assumes "s \ t" + shows "path_image (part_circlepath z r s t) = {z + r * exp(\ * of_real x) | x. s \ x \ x \ t}" +proof - + { fix z::real + assume "0 \ z" "z \ 1" + with \s \ t\ have "\x. (exp (\ * linepath s t z) = exp (\ * of_real x)) \ s \ x \ x \ t" + apply (rule_tac x="(1 - z) * s + z * t" in exI) + apply (simp add: linepath_def scaleR_conv_of_real algebra_simps) + apply (rule conjI) + using mult_right_mono apply blast + using affine_ineq by (metis "mult.commute") + } + moreover + { fix z + assume "s \ z" "z \ t" + then have "z + of_real r * exp (\ * of_real z) \ (\x. z + of_real r * exp (\ * linepath s t x)) ` {0..1}" + apply (rule_tac x="(z - s)/(t - s)" in image_eqI) + apply (simp add: linepath_def scaleR_conv_of_real divide_simps exp_eq) + apply (auto simp: field_split_simps) + done + } + ultimately show ?thesis + by (fastforce simp add: path_image_def part_circlepath_def) +qed + +lemma path_image_part_circlepath': + "path_image (part_circlepath z r s t) = (\x. z + r * cis x) ` closed_segment s t" +proof - + have "path_image (part_circlepath z r s t) = + (\x. z + r * exp(\ * of_real x)) ` linepath s t ` {0..1}" + by (simp add: image_image path_image_def part_circlepath_def) + also have "linepath s t ` {0..1} = closed_segment s t" + by (rule linepath_image_01) + finally show ?thesis by (simp add: cis_conv_exp) +qed + +lemma path_image_part_circlepath_subset: + "\s \ t; 0 \ r\ \ path_image(part_circlepath z r s t) \ sphere z r" +by (auto simp: path_image_part_circlepath sphere_def dist_norm algebra_simps norm_mult) + +lemma in_path_image_part_circlepath: + assumes "w \ path_image(part_circlepath z r s t)" "s \ t" "0 \ r" + shows "norm(w - z) = r" +proof - + have "w \ {c. dist z c = r}" + by (metis (no_types) path_image_part_circlepath_subset sphere_def subset_eq assms) + thus ?thesis + by (simp add: dist_norm norm_minus_commute) +qed + +lemma path_image_part_circlepath_subset': + assumes "r \ 0" + shows "path_image (part_circlepath z r s t) \ sphere z r" +proof (cases "s \ t") + case True + thus ?thesis using path_image_part_circlepath_subset[of s t r z] assms by simp +next + case False + thus ?thesis using path_image_part_circlepath_subset[of t s r z] assms + by (subst reversepath_part_circlepath [symmetric], subst path_image_reversepath) simp_all +qed + +lemma part_circlepath_cnj: "cnj (part_circlepath c r a b x) = part_circlepath (cnj c) r (-a) (-b) x" + by (simp add: part_circlepath_def exp_cnj linepath_def algebra_simps) + +lemma contour_integral_bound_part_circlepath: + assumes "f contour_integrable_on part_circlepath c r a b" + assumes "B \ 0" "r \ 0" "\x. x \ path_image (part_circlepath c r a b) \ norm (f x) \ B" + shows "norm (contour_integral (part_circlepath c r a b) f) \ B * r * \b - a\" +proof - + let ?I = "integral {0..1} (\x. f (part_circlepath c r a b x) * \ * of_real (r * (b - a)) * + exp (\ * linepath a b x))" + have "norm ?I \ integral {0..1} (\x::real. B * 1 * (r * \b - a\) * 1)" + proof (rule integral_norm_bound_integral, goal_cases) + case 1 + with assms(1) show ?case + by (simp add: contour_integrable_on vector_derivative_part_circlepath mult_ac) + next + case (3 x) + with assms(2-) show ?case unfolding norm_mult norm_of_real abs_mult + by (intro mult_mono) (auto simp: path_image_def) + qed auto + also have "?I = contour_integral (part_circlepath c r a b) f" + by (simp add: contour_integral_integral vector_derivative_part_circlepath mult_ac) + finally show ?thesis by simp +qed + +lemma has_contour_integral_part_circlepath_iff: + assumes "a < b" + shows "(f has_contour_integral I) (part_circlepath c r a b) \ + ((\t. f (c + r * cis t) * r * \ * cis t) has_integral I) {a..b}" +proof - + have "(f has_contour_integral I) (part_circlepath c r a b) \ + ((\x. f (part_circlepath c r a b x) * vector_derivative (part_circlepath c r a b) + (at x within {0..1})) has_integral I) {0..1}" + unfolding has_contour_integral_def .. + also have "\ \ ((\x. f (part_circlepath c r a b x) * r * (b - a) * \ * + cis (linepath a b x)) has_integral I) {0..1}" + by (intro has_integral_cong, subst vector_derivative_part_circlepath01) + (simp_all add: cis_conv_exp) + also have "\ \ ((\x. f (c + r * exp (\ * linepath (of_real a) (of_real b) x)) * + r * \ * exp (\ * linepath (of_real a) (of_real b) x) * + vector_derivative (linepath (of_real a) (of_real b)) + (at x within {0..1})) has_integral I) {0..1}" + by (intro has_integral_cong, subst vector_derivative_linepath_within) + (auto simp: part_circlepath_def cis_conv_exp of_real_linepath [symmetric]) + also have "\ \ ((\z. f (c + r * exp (\ * z)) * r * \ * exp (\ * z)) has_contour_integral I) + (linepath (of_real a) (of_real b))" + by (simp add: has_contour_integral_def) + also have "\ \ ((\t. f (c + r * cis t) * r * \ * cis t) has_integral I) {a..b}" using assms + by (subst has_contour_integral_linepath_Reals_iff) (simp_all add: cis_conv_exp) + finally show ?thesis . +qed + +lemma contour_integrable_part_circlepath_iff: + assumes "a < b" + shows "f contour_integrable_on (part_circlepath c r a b) \ + (\t. f (c + r * cis t) * r * \ * cis t) integrable_on {a..b}" + using assms by (auto simp: contour_integrable_on_def integrable_on_def + has_contour_integral_part_circlepath_iff) + +lemma contour_integral_part_circlepath_eq: + assumes "a < b" + shows "contour_integral (part_circlepath c r a b) f = + integral {a..b} (\t. f (c + r * cis t) * r * \ * cis t)" +proof (cases "f contour_integrable_on part_circlepath c r a b") + case True + hence "(\t. f (c + r * cis t) * r * \ * cis t) integrable_on {a..b}" + using assms by (simp add: contour_integrable_part_circlepath_iff) + with True show ?thesis + using has_contour_integral_part_circlepath_iff[OF assms] + contour_integral_unique has_integral_integrable_integral by blast +next + case False + hence "\(\t. f (c + r * cis t) * r * \ * cis t) integrable_on {a..b}" + using assms by (simp add: contour_integrable_part_circlepath_iff) + with False show ?thesis + by (simp add: not_integrable_contour_integral not_integrable_integral) +qed + +lemma contour_integral_part_circlepath_reverse: + "contour_integral (part_circlepath c r a b) f = -contour_integral (part_circlepath c r b a) f" + by (subst reversepath_part_circlepath [symmetric], subst contour_integral_reversepath) simp_all + +lemma contour_integral_part_circlepath_reverse': + "b < a \ contour_integral (part_circlepath c r a b) f = + -contour_integral (part_circlepath c r b a) f" + by (rule contour_integral_part_circlepath_reverse) + +lemma finite_bounded_log: "finite {z::complex. norm z \ b \ exp z = w}" +proof (cases "w = 0") + case True then show ?thesis by auto +next + case False + have *: "finite {x. cmod (complex_of_real (2 * real_of_int x * pi) * \) \ b + cmod (Ln w)}" + apply (simp add: norm_mult finite_int_iff_bounded_le) + apply (rule_tac x="\(b + cmod (Ln w)) / (2*pi)\" in exI) + apply (auto simp: field_split_simps le_floor_iff) + done + have [simp]: "\P f. {z. P z \ (\n. z = f n)} = f ` {n. P (f n)}" + by blast + show ?thesis + apply (subst exp_Ln [OF False, symmetric]) + apply (simp add: exp_eq) + using norm_add_leD apply (fastforce intro: finite_subset [OF _ *]) + done +qed + +lemma finite_bounded_log2: + fixes a::complex + assumes "a \ 0" + shows "finite {z. norm z \ b \ exp(a*z) = w}" +proof - + have *: "finite ((\z. z / a) ` {z. cmod z \ b * cmod a \ exp z = w})" + by (rule finite_imageI [OF finite_bounded_log]) + show ?thesis + by (rule finite_subset [OF _ *]) (force simp: assms norm_mult) +qed + +lemma has_contour_integral_bound_part_circlepath_strong: + assumes fi: "(f has_contour_integral i) (part_circlepath z r s t)" + and "finite k" and le: "0 \ B" "0 < r" "s \ t" + and B: "\x. x \ path_image(part_circlepath z r s t) - k \ norm(f x) \ B" + shows "cmod i \ B * r * (t - s)" +proof - + consider "s = t" | "s < t" using \s \ t\ by linarith + then show ?thesis + proof cases + case 1 with fi [unfolded has_contour_integral] + have "i = 0" by (simp add: vector_derivative_part_circlepath) + with assms show ?thesis by simp + next + case 2 + have [simp]: "\r\ = r" using \r > 0\ by linarith + have [simp]: "cmod (complex_of_real t - complex_of_real s) = t-s" + by (metis "2" abs_of_pos diff_gt_0_iff_gt norm_of_real of_real_diff) + have "finite (part_circlepath z r s t -` {y} \ {0..1})" if "y \ k" for y + proof - + define w where "w = (y - z)/of_real r / exp(\ * of_real s)" + have fin: "finite (of_real -` {z. cmod z \ 1 \ exp (\ * complex_of_real (t - s) * z) = w})" + apply (rule finite_vimageI [OF finite_bounded_log2]) + using \s < t\ apply (auto simp: inj_of_real) + done + show ?thesis + apply (simp add: part_circlepath_def linepath_def vimage_def) + apply (rule finite_subset [OF _ fin]) + using le + apply (auto simp: w_def algebra_simps scaleR_conv_of_real exp_add exp_diff) + done + qed + then have fin01: "finite ((part_circlepath z r s t) -` k \ {0..1})" + by (rule finite_finite_vimage_IntI [OF \finite k\]) + have **: "((\x. if (part_circlepath z r s t x) \ k then 0 + else f(part_circlepath z r s t x) * + vector_derivative (part_circlepath z r s t) (at x)) has_integral i) {0..1}" + by (rule has_integral_spike [OF negligible_finite [OF fin01]]) (use fi has_contour_integral in auto) + have *: "\x. \0 \ x; x \ 1; part_circlepath z r s t x \ k\ \ cmod (f (part_circlepath z r s t x)) \ B" + by (auto intro!: B [unfolded path_image_def image_def, simplified]) + show ?thesis + apply (rule has_integral_bound [where 'a=real, simplified, OF _ **, simplified]) + using assms apply force + apply (simp add: norm_mult vector_derivative_part_circlepath) + using le * "2" \r > 0\ by auto + qed +qed + +lemma has_contour_integral_bound_part_circlepath: + "\(f has_contour_integral i) (part_circlepath z r s t); + 0 \ B; 0 < r; s \ t; + \x. x \ path_image(part_circlepath z r s t) \ norm(f x) \ B\ + \ norm i \ B*r*(t - s)" + by (auto intro: has_contour_integral_bound_part_circlepath_strong) + +lemma contour_integrable_continuous_part_circlepath: + "continuous_on (path_image (part_circlepath z r s t)) f + \ f contour_integrable_on (part_circlepath z r s t)" + apply (simp add: contour_integrable_on has_contour_integral_def vector_derivative_part_circlepath path_image_def) + apply (rule integrable_continuous_real) + apply (fast intro: path_part_circlepath [unfolded path_def] continuous_intros continuous_on_compose2 [where g=f, OF _ _ order_refl]) + done + +lemma simple_path_part_circlepath: + "simple_path(part_circlepath z r s t) \ (r \ 0 \ s \ t \ \s - t\ \ 2*pi)" +proof (cases "r = 0 \ s = t") + case True + then show ?thesis + unfolding part_circlepath_def simple_path_def + by (rule disjE) (force intro: bexI [where x = "1/4"] bexI [where x = "1/3"])+ +next + case False then have "r \ 0" "s \ t" by auto + have *: "\x y z s t. \*((1 - x) * s + x * t) = \*(((1 - y) * s + y * t)) + z \ \*(x - y) * (t - s) = z" + by (simp add: algebra_simps) + have abs01: "\x y::real. 0 \ x \ x \ 1 \ 0 \ y \ y \ 1 + \ (x = y \ x = 0 \ y = 1 \ x = 1 \ y = 0 \ \x - y\ \ {0,1})" + by auto + have **: "\x y. (\n. (complex_of_real x - of_real y) * (of_real t - of_real s) = 2 * (of_int n * of_real pi)) \ + (\n. \x - y\ * (t - s) = 2 * (of_int n * pi))" + by (force simp: algebra_simps abs_if dest: arg_cong [where f=Re] arg_cong [where f=complex_of_real] + intro: exI [where x = "-n" for n]) + have 1: "\s - t\ \ 2 * pi" + if "\x. 0 \ x \ x \ 1 \ (\n. x * (t - s) = 2 * (real_of_int n * pi)) \ x = 0 \ x = 1" + proof (rule ccontr) + assume "\ \s - t\ \ 2 * pi" + then have *: "\n. t - s \ of_int n * \s - t\" + using False that [of "2*pi / \t - s\"] + by (simp add: abs_minus_commute divide_simps) + show False + using * [of 1] * [of "-1"] by auto + qed + have 2: "\s - t\ = \2 * (real_of_int n * pi) / x\" if "x \ 0" "x * (t - s) = 2 * (real_of_int n * pi)" for x n + proof - + have "t-s = 2 * (real_of_int n * pi)/x" + using that by (simp add: field_simps) + then show ?thesis by (metis abs_minus_commute) + qed + have abs_away: "\P. (\x\{0..1}. \y\{0..1}. P \x - y\) \ (\x::real. 0 \ x \ x \ 1 \ P x)" + by force + show ?thesis using False + apply (simp add: simple_path_def) + apply (simp add: part_circlepath_def linepath_def exp_eq * ** abs01 del: Set.insert_iff) + apply (subst abs_away) + apply (auto simp: 1) + apply (rule ccontr) + apply (auto simp: 2 field_split_simps abs_mult dest: of_int_leD) + done +qed + +lemma arc_part_circlepath: + assumes "r \ 0" "s \ t" "\s - t\ < 2*pi" + shows "arc (part_circlepath z r s t)" +proof - + have *: "x = y" if eq: "\ * (linepath s t x) = \ * (linepath s t y) + 2 * of_int n * complex_of_real pi * \" + and x: "x \ {0..1}" and y: "y \ {0..1}" for x y n + proof (rule ccontr) + assume "x \ y" + have "(linepath s t x) = (linepath s t y) + 2 * of_int n * complex_of_real pi" + by (metis add_divide_eq_iff complex_i_not_zero mult.commute nonzero_mult_div_cancel_left eq) + then have "s*y + t*x = s*x + (t*y + of_int n * (pi * 2))" + by (force simp: algebra_simps linepath_def dest: arg_cong [where f=Re]) + with \x \ y\ have st: "s-t = (of_int n * (pi * 2) / (y-x))" + by (force simp: field_simps) + have "\real_of_int n\ < \y - x\" + using assms \x \ y\ by (simp add: st abs_mult field_simps) + then show False + using assms x y st by (auto dest: of_int_lessD) + qed + show ?thesis + using assms + apply (simp add: arc_def) + apply (simp add: part_circlepath_def inj_on_def exp_eq) + apply (blast intro: *) + done +qed + +subsection\Special case of one complete circle\ + +definition\<^marker>\tag important\ circlepath :: "[complex, real, real] \ complex" + where "circlepath z r \ part_circlepath z r 0 (2*pi)" + +lemma circlepath: "circlepath z r = (\x. z + r * exp(2 * of_real pi * \ * of_real x))" + by (simp add: circlepath_def part_circlepath_def linepath_def algebra_simps) + +lemma pathstart_circlepath [simp]: "pathstart (circlepath z r) = z + r" + by (simp add: circlepath_def) + +lemma pathfinish_circlepath [simp]: "pathfinish (circlepath z r) = z + r" + by (simp add: circlepath_def) (metis exp_two_pi_i mult.commute) + +lemma circlepath_minus: "circlepath z (-r) x = circlepath z r (x + 1/2)" +proof - + have "z + of_real r * exp (2 * pi * \ * (x + 1/2)) = + z + of_real r * exp (2 * pi * \ * x + pi * \)" + by (simp add: divide_simps) (simp add: algebra_simps) + also have "\ = z - r * exp (2 * pi * \ * x)" + by (simp add: exp_add) + finally show ?thesis + by (simp add: circlepath path_image_def sphere_def dist_norm) +qed + +lemma circlepath_add1: "circlepath z r (x+1) = circlepath z r x" + using circlepath_minus [of z r "x+1/2"] circlepath_minus [of z "-r" x] + by (simp add: add.commute) + +lemma circlepath_add_half: "circlepath z r (x + 1/2) = circlepath z r (x - 1/2)" + using circlepath_add1 [of z r "x-1/2"] + by (simp add: add.commute) + +lemma path_image_circlepath_minus_subset: + "path_image (circlepath z (-r)) \ path_image (circlepath z r)" + apply (simp add: path_image_def image_def circlepath_minus, clarify) + apply (case_tac "xa \ 1/2", force) + apply (force simp: circlepath_add_half)+ + done + +lemma path_image_circlepath_minus: "path_image (circlepath z (-r)) = path_image (circlepath z r)" + using path_image_circlepath_minus_subset by fastforce + +lemma has_vector_derivative_circlepath [derivative_intros]: + "((circlepath z r) has_vector_derivative (2 * pi * \ * r * exp (2 * of_real pi * \ * of_real x))) + (at x within X)" + apply (simp add: circlepath_def scaleR_conv_of_real) + apply (rule derivative_eq_intros) + apply (simp add: algebra_simps) + done + +lemma vector_derivative_circlepath: + "vector_derivative (circlepath z r) (at x) = + 2 * pi * \ * r * exp(2 * of_real pi * \ * x)" +using has_vector_derivative_circlepath vector_derivative_at by blast + +lemma vector_derivative_circlepath01: + "\0 \ x; x \ 1\ + \ vector_derivative (circlepath z r) (at x within {0..1}) = + 2 * pi * \ * r * exp(2 * of_real pi * \ * x)" + using has_vector_derivative_circlepath + by (auto simp: vector_derivative_at_within_ivl) + +lemma valid_path_circlepath [simp]: "valid_path (circlepath z r)" + by (simp add: circlepath_def) + +lemma path_circlepath [simp]: "path (circlepath z r)" + by (simp add: valid_path_imp_path) + +lemma path_image_circlepath_nonneg: + assumes "0 \ r" shows "path_image (circlepath z r) = sphere z r" +proof - + have *: "x \ (\u. z + (cmod (x - z)) * exp (\ * (of_real u * (of_real pi * 2)))) ` {0..1}" for x + proof (cases "x = z") + case True then show ?thesis by force + next + case False + define w where "w = x - z" + then have "w \ 0" by (simp add: False) + have **: "\t. \Re w = cos t * cmod w; Im w = sin t * cmod w\ \ w = of_real (cmod w) * exp (\ * t)" + using cis_conv_exp complex_eq_iff by auto + show ?thesis + apply (rule sincos_total_2pi [of "Re(w/of_real(norm w))" "Im(w/of_real(norm w))"]) + apply (simp add: divide_simps \w \ 0\ cmod_power2 [symmetric]) + apply (rule_tac x="t / (2*pi)" in image_eqI) + apply (simp add: field_simps \w \ 0\) + using False ** + apply (auto simp: w_def) + done + qed + show ?thesis + unfolding circlepath path_image_def sphere_def dist_norm + by (force simp: assms algebra_simps norm_mult norm_minus_commute intro: *) +qed + +lemma path_image_circlepath [simp]: + "path_image (circlepath z r) = sphere z \r\" + using path_image_circlepath_minus + by (force simp: path_image_circlepath_nonneg abs_if) + +lemma has_contour_integral_bound_circlepath_strong: + "\(f has_contour_integral i) (circlepath z r); + finite k; 0 \ B; 0 < r; + \x. \norm(x - z) = r; x \ k\ \ norm(f x) \ B\ + \ norm i \ B*(2*pi*r)" + unfolding circlepath_def + by (auto simp: algebra_simps in_path_image_part_circlepath dest!: has_contour_integral_bound_part_circlepath_strong) + +lemma has_contour_integral_bound_circlepath: + "\(f has_contour_integral i) (circlepath z r); + 0 \ B; 0 < r; \x. norm(x - z) = r \ norm(f x) \ B\ + \ norm i \ B*(2*pi*r)" + by (auto intro: has_contour_integral_bound_circlepath_strong) + +lemma contour_integrable_continuous_circlepath: + "continuous_on (path_image (circlepath z r)) f + \ f contour_integrable_on (circlepath z r)" + by (simp add: circlepath_def contour_integrable_continuous_part_circlepath) + +lemma simple_path_circlepath: "simple_path(circlepath z r) \ (r \ 0)" + by (simp add: circlepath_def simple_path_part_circlepath) + +lemma notin_path_image_circlepath [simp]: "cmod (w - z) < r \ w \ path_image (circlepath z r)" + by (simp add: sphere_def dist_norm norm_minus_commute) + +lemma contour_integral_circlepath: + assumes "r > 0" + shows "contour_integral (circlepath z r) (\w. 1 / (w - z)) = 2 * complex_of_real pi * \" +proof (rule contour_integral_unique) + show "((\w. 1 / (w - z)) has_contour_integral 2 * complex_of_real pi * \) (circlepath z r)" + unfolding has_contour_integral_def using assms + apply (subst has_integral_cong) + apply (simp add: vector_derivative_circlepath01) + using has_integral_const_real [of _ 0 1] apply (force simp: circlepath) + done +qed + + +subsection\ Uniform convergence of path integral\ + +text\Uniform convergence when the derivative of the path is bounded, and in particular for the special case of a circle.\ + +proposition contour_integral_uniform_limit: + assumes ev_fint: "eventually (\n::'a. (f n) contour_integrable_on \) F" + and ul_f: "uniform_limit (path_image \) f l F" + and noleB: "\t. t \ {0..1} \ norm (vector_derivative \ (at t)) \ B" + and \: "valid_path \" + and [simp]: "\ trivial_limit F" + shows "l contour_integrable_on \" "((\n. contour_integral \ (f n)) \ contour_integral \ l) F" +proof - + have "0 \ B" by (meson noleB [of 0] atLeastAtMost_iff norm_ge_zero order_refl order_trans zero_le_one) + { fix e::real + assume "0 < e" + then have "0 < e / (\B\ + 1)" by simp + then have "\\<^sub>F n in F. \x\path_image \. cmod (f n x - l x) < e / (\B\ + 1)" + using ul_f [unfolded uniform_limit_iff dist_norm] by auto + with ev_fint + obtain a where fga: "\x. x \ {0..1} \ cmod (f a (\ x) - l (\ x)) < e / (\B\ + 1)" + and inta: "(\t. f a (\ t) * vector_derivative \ (at t)) integrable_on {0..1}" + using eventually_happens [OF eventually_conj] + by (fastforce simp: contour_integrable_on path_image_def) + have Ble: "B * e / (\B\ + 1) \ e" + using \0 \ B\ \0 < e\ by (simp add: field_split_simps) + have "\h. (\x\{0..1}. cmod (l (\ x) * vector_derivative \ (at x) - h x) \ e) \ h integrable_on {0..1}" + proof (intro exI conjI ballI) + show "cmod (l (\ x) * vector_derivative \ (at x) - f a (\ x) * vector_derivative \ (at x)) \ e" + if "x \ {0..1}" for x + apply (rule order_trans [OF _ Ble]) + using noleB [OF that] fga [OF that] \0 \ B\ \0 < e\ + apply (simp add: norm_mult left_diff_distrib [symmetric] norm_minus_commute divide_simps) + apply (fastforce simp: mult_ac dest: mult_mono [OF less_imp_le]) + done + qed (rule inta) + } + then show lintg: "l contour_integrable_on \" + unfolding contour_integrable_on by (metis (mono_tags, lifting)integrable_uniform_limit_real) + { fix e::real + define B' where "B' = B + 1" + have B': "B' > 0" "B' > B" using \0 \ B\ by (auto simp: B'_def) + assume "0 < e" + then have ev_no': "\\<^sub>F n in F. \x\path_image \. 2 * cmod (f n x - l x) < e / B'" + using ul_f [unfolded uniform_limit_iff dist_norm, rule_format, of "e / B' / 2"] B' + by (simp add: field_simps) + have ie: "integral {0..1::real} (\x. e / 2) < e" using \0 < e\ by simp + have *: "cmod (f x (\ t) * vector_derivative \ (at t) - l (\ t) * vector_derivative \ (at t)) \ e / 2" + if t: "t\{0..1}" and leB': "2 * cmod (f x (\ t) - l (\ t)) < e / B'" for x t + proof - + have "2 * cmod (f x (\ t) - l (\ t)) * cmod (vector_derivative \ (at t)) \ e * (B/ B')" + using mult_mono [OF less_imp_le [OF leB'] noleB] B' \0 < e\ t by auto + also have "\ < e" + by (simp add: B' \0 < e\ mult_imp_div_pos_less) + finally have "2 * cmod (f x (\ t) - l (\ t)) * cmod (vector_derivative \ (at t)) < e" . + then show ?thesis + by (simp add: left_diff_distrib [symmetric] norm_mult) + qed + have le_e: "\x. \\xa\{0..1}. 2 * cmod (f x (\ xa) - l (\ xa)) < e / B'; f x contour_integrable_on \\ + \ cmod (integral {0..1} + (\u. f x (\ u) * vector_derivative \ (at u) - l (\ u) * vector_derivative \ (at u))) < e" + apply (rule le_less_trans [OF integral_norm_bound_integral ie]) + apply (simp add: lintg integrable_diff contour_integrable_on [symmetric]) + apply (blast intro: *)+ + done + have "\\<^sub>F x in F. dist (contour_integral \ (f x)) (contour_integral \ l) < e" + apply (rule eventually_mono [OF eventually_conj [OF ev_no' ev_fint]]) + apply (simp add: dist_norm contour_integrable_on path_image_def contour_integral_integral) + apply (simp add: lintg integral_diff [symmetric] contour_integrable_on [symmetric] le_e) + done + } + then show "((\n. contour_integral \ (f n)) \ contour_integral \ l) F" + by (rule tendstoI) +qed + +corollary\<^marker>\tag unimportant\ contour_integral_uniform_limit_circlepath: + assumes "\\<^sub>F n::'a in F. (f n) contour_integrable_on (circlepath z r)" + and "uniform_limit (sphere z r) f l F" + and "\ trivial_limit F" "0 < r" + shows "l contour_integrable_on (circlepath z r)" + "((\n. contour_integral (circlepath z r) (f n)) \ contour_integral (circlepath z r) l) F" + using assms by (auto simp: vector_derivative_circlepath norm_mult intro!: contour_integral_uniform_limit) + + +subsection\<^marker>\tag unimportant\ \General stepping result for derivative formulas\ + +lemma Cauchy_next_derivative: + assumes "continuous_on (path_image \) f'" + and leB: "\t. t \ {0..1} \ norm (vector_derivative \ (at t)) \ B" + and int: "\w. w \ s - path_image \ \ ((\u. f' u / (u - w)^k) has_contour_integral f w) \" + and k: "k \ 0" + and "open s" + and \: "valid_path \" + and w: "w \ s - path_image \" + shows "(\u. f' u / (u - w)^(Suc k)) contour_integrable_on \" + and "(f has_field_derivative (k * contour_integral \ (\u. f' u/(u - w)^(Suc k)))) + (at w)" (is "?thes2") +proof - + have "open (s - path_image \)" using \open s\ closed_valid_path_image \ by blast + then obtain d where "d>0" and d: "ball w d \ s - path_image \" using w + using open_contains_ball by blast + have [simp]: "\n. cmod (1 + of_nat n) = 1 + of_nat n" + by (metis norm_of_nat of_nat_Suc) + have cint: "\x. \x \ w; cmod (x - w) < d\ + \ (\z. (f' z / (z - x) ^ k - f' z / (z - w) ^ k) / (x * k - w * k)) contour_integrable_on \" + apply (rule contour_integrable_div [OF contour_integrable_diff]) + using int w d + by (force simp: dist_norm norm_minus_commute intro!: has_contour_integral_integrable)+ + have 1: "\\<^sub>F n in at w. (\x. f' x * (inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / of_nat k) + contour_integrable_on \" + unfolding eventually_at + apply (rule_tac x=d in exI) + apply (simp add: \d > 0\ dist_norm field_simps cint) + done + have bim_g: "bounded (image f' (path_image \))" + by (simp add: compact_imp_bounded compact_continuous_image compact_valid_path_image assms) + then obtain C where "C > 0" and C: "\x. \0 \ x; x \ 1\ \ cmod (f' (\ x)) \ C" + by (force simp: bounded_pos path_image_def) + have twom: "\\<^sub>F n in at w. + \x\path_image \. + cmod ((inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / k - inverse (x - w) ^ Suc k) < e" + if "0 < e" for e + proof - + have *: "cmod ((inverse (x - u) ^ k - inverse (x - w) ^ k) / ((u - w) * k) - inverse (x - w) ^ Suc k) < e" + if x: "x \ path_image \" and "u \ w" and uwd: "cmod (u - w) < d/2" + and uw_less: "cmod (u - w) < e * (d/2) ^ (k+2) / (1 + real k)" + for u x + proof - + define ff where [abs_def]: + "ff n w = + (if n = 0 then inverse(x - w)^k + else if n = 1 then k / (x - w)^(Suc k) + else (k * of_real(Suc k)) / (x - w)^(k + 2))" for n :: nat and w + have km1: "\z::complex. z \ 0 \ z ^ (k - Suc 0) = z ^ k / z" + by (simp add: field_simps) (metis Suc_pred \k \ 0\ neq0_conv power_Suc) + have ff1: "(ff i has_field_derivative ff (Suc i) z) (at z within ball w (d/2))" + if "z \ ball w (d/2)" "i \ 1" for i z + proof - + have "z \ path_image \" + using \x \ path_image \\ d that ball_divide_subset_numeral by blast + then have xz[simp]: "x \ z" using \x \ path_image \\ by blast + then have neq: "x * x + z * z \ x * (z * 2)" + by (blast intro: dest!: sum_sqs_eq) + with xz have "\v. v \ 0 \ (x * x + z * z) * v \ (x * (z * 2) * v)" by auto + then have neqq: "\v. v \ 0 \ x * (x * v) + z * (z * v) \ x * (z * (2 * v))" + by (simp add: algebra_simps) + show ?thesis using \i \ 1\ + apply (simp add: ff_def dist_norm Nat.le_Suc_eq km1, safe) + apply (rule derivative_eq_intros | simp add: km1 | simp add: field_simps neq neqq)+ + done + qed + { fix a::real and b::real assume ab: "a > 0" "b > 0" + then have "k * (1 + real k) * (1 / a) \ k * (1 + real k) * (4 / b) \ b \ 4 * a" + by (subst mult_le_cancel_left_pos) + (use \k \ 0\ in \auto simp: divide_simps\) + with ab have "real k * (1 + real k) / a \ (real k * 4 + real k * real k * 4) / b \ b \ 4 * a" + by (simp add: field_simps) + } note canc = this + have ff2: "cmod (ff (Suc 1) v) \ real (k * (k + 1)) / (d/2) ^ (k + 2)" + if "v \ ball w (d/2)" for v + proof - + have lessd: "\z. cmod (\ z - v) < d/2 \ cmod (w - \ z) < d" + by (metis that norm_minus_commute norm_triangle_half_r dist_norm mem_ball) + have "d/2 \ cmod (x - v)" using d x that + using lessd d x + by (auto simp add: dist_norm path_image_def ball_def not_less [symmetric] del: divide_const_simps) + then have "d \ cmod (x - v) * 2" + by (simp add: field_split_simps) + then have dpow_le: "d ^ (k+2) \ (cmod (x - v) * 2) ^ (k+2)" + using \0 < d\ order_less_imp_le power_mono by blast + have "x \ v" using that + using \x \ path_image \\ ball_divide_subset_numeral d by fastforce + then show ?thesis + using \d > 0\ apply (simp add: ff_def norm_mult norm_divide norm_power dist_norm canc) + using dpow_le apply (simp add: field_split_simps) + done + qed + have ub: "u \ ball w (d/2)" + using uwd by (simp add: dist_commute dist_norm) + have "cmod (inverse (x - u) ^ k - (inverse (x - w) ^ k + of_nat k * (u - w) / ((x - w) * (x - w) ^ k))) + \ (real k * 4 + real k * real k * 4) * (cmod (u - w) * cmod (u - w)) / (d * (d * (d/2) ^ k))" + using complex_Taylor [OF _ ff1 ff2 _ ub, of w, simplified] + by (simp add: ff_def \0 < d\) + then have "cmod (inverse (x - u) ^ k - (inverse (x - w) ^ k + of_nat k * (u - w) / ((x - w) * (x - w) ^ k))) + \ (cmod (u - w) * real k) * (1 + real k) * cmod (u - w) / (d/2) ^ (k+2)" + by (simp add: field_simps) + then have "cmod (inverse (x - u) ^ k - (inverse (x - w) ^ k + of_nat k * (u - w) / ((x - w) * (x - w) ^ k))) + / (cmod (u - w) * real k) + \ (1 + real k) * cmod (u - w) / (d/2) ^ (k+2)" + using \k \ 0\ \u \ w\ by (simp add: mult_ac zero_less_mult_iff pos_divide_le_eq) + also have "\ < e" + using uw_less \0 < d\ by (simp add: mult_ac divide_simps) + finally have e: "cmod (inverse (x-u)^k - (inverse (x-w)^k + of_nat k * (u-w) / ((x-w) * (x-w)^k))) + / cmod ((u - w) * real k) < e" + by (simp add: norm_mult) + have "x \ u" + using uwd \0 < d\ x d by (force simp: dist_norm ball_def norm_minus_commute) + show ?thesis + apply (rule le_less_trans [OF _ e]) + using \k \ 0\ \x \ u\ \u \ w\ + apply (simp add: field_simps norm_divide [symmetric]) + done + qed + show ?thesis + unfolding eventually_at + apply (rule_tac x = "min (d/2) ((e*(d/2)^(k + 2))/(Suc k))" in exI) + apply (force simp: \d > 0\ dist_norm that simp del: power_Suc intro: *) + done + qed + have 2: "uniform_limit (path_image \) (\n x. f' x * (inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / of_nat k) (\x. f' x / (x - w) ^ Suc k) (at w)" + unfolding uniform_limit_iff dist_norm + proof clarify + fix e::real + assume "0 < e" + have *: "cmod (f' (\ x) * (inverse (\ x - u) ^ k - inverse (\ x - w) ^ k) / ((u - w) * k) - + f' (\ x) / ((\ x - w) * (\ x - w) ^ k)) < e" + if ec: "cmod ((inverse (\ x - u) ^ k - inverse (\ x - w) ^ k) / ((u - w) * k) - + inverse (\ x - w) * inverse (\ x - w) ^ k) < e / C" + and x: "0 \ x" "x \ 1" + for u x + proof (cases "(f' (\ x)) = 0") + case True then show ?thesis by (simp add: \0 < e\) + next + case False + have "cmod (f' (\ x) * (inverse (\ x - u) ^ k - inverse (\ x - w) ^ k) / ((u - w) * k) - + f' (\ x) / ((\ x - w) * (\ x - w) ^ k)) = + cmod (f' (\ x) * ((inverse (\ x - u) ^ k - inverse (\ x - w) ^ k) / ((u - w) * k) - + inverse (\ x - w) * inverse (\ x - w) ^ k))" + by (simp add: field_simps) + also have "\ = cmod (f' (\ x)) * + cmod ((inverse (\ x - u) ^ k - inverse (\ x - w) ^ k) / ((u - w) * k) - + inverse (\ x - w) * inverse (\ x - w) ^ k)" + by (simp add: norm_mult) + also have "\ < cmod (f' (\ x)) * (e/C)" + using False mult_strict_left_mono [OF ec] by force + also have "\ \ e" using C + by (metis False \0 < e\ frac_le less_eq_real_def mult.commute pos_le_divide_eq x zero_less_norm_iff) + finally show ?thesis . + qed + show "\\<^sub>F n in at w. + \x\path_image \. + cmod (f' x * (inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / of_nat k - f' x / (x - w) ^ Suc k) < e" + using twom [OF divide_pos_pos [OF \0 < e\ \C > 0\]] unfolding path_image_def + by (force intro: * elim: eventually_mono) + qed + show "(\u. f' u / (u - w) ^ (Suc k)) contour_integrable_on \" + by (rule contour_integral_uniform_limit [OF 1 2 leB \]) auto + have *: "(\n. contour_integral \ (\x. f' x * (inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / k)) + \w\ contour_integral \ (\u. f' u / (u - w) ^ (Suc k))" + by (rule contour_integral_uniform_limit [OF 1 2 leB \]) auto + have **: "contour_integral \ (\x. f' x * (inverse (x - u) ^ k - inverse (x - w) ^ k) / ((u - w) * k)) = + (f u - f w) / (u - w) / k" + if "dist u w < d" for u + proof - + have u: "u \ s - path_image \" + by (metis subsetD d dist_commute mem_ball that) + show ?thesis + apply (rule contour_integral_unique) + apply (simp add: diff_divide_distrib algebra_simps) + apply (intro has_contour_integral_diff has_contour_integral_div) + using u w apply (simp_all add: field_simps int) + done + qed + show ?thes2 + apply (simp add: has_field_derivative_iff del: power_Suc) + apply (rule Lim_transform_within [OF tendsto_mult_left [OF *] \0 < d\ ]) + apply (simp add: \k \ 0\ **) + done +qed + +lemma Cauchy_next_derivative_circlepath: + assumes contf: "continuous_on (path_image (circlepath z r)) f" + and int: "\w. w \ ball z r \ ((\u. f u / (u - w)^k) has_contour_integral g w) (circlepath z r)" + and k: "k \ 0" + and w: "w \ ball z r" + shows "(\u. f u / (u - w)^(Suc k)) contour_integrable_on (circlepath z r)" + (is "?thes1") + and "(g has_field_derivative (k * contour_integral (circlepath z r) (\u. f u/(u - w)^(Suc k)))) (at w)" + (is "?thes2") +proof - + have "r > 0" using w + using ball_eq_empty by fastforce + have wim: "w \ ball z r - path_image (circlepath z r)" + using w by (auto simp: dist_norm) + show ?thes1 ?thes2 + by (rule Cauchy_next_derivative [OF contf _ int k open_ball valid_path_circlepath wim, where B = "2 * pi * \r\"]; + auto simp: vector_derivative_circlepath norm_mult)+ +qed + + + +end \ No newline at end of file diff -r 8331063570d6 -r d62fdaafdafc src/HOL/Analysis/Homeomorphism.thy --- a/src/HOL/Analysis/Homeomorphism.thy Wed Nov 27 16:54:33 2019 +0000 +++ b/src/HOL/Analysis/Homeomorphism.thy Sun Dec 01 19:10:57 2019 +0000 @@ -2184,7 +2184,6 @@ qed qed - corollary covering_space_lift_stronger: fixes p :: "'a::real_normed_vector \ 'b::real_normed_vector" and f :: "'c::real_normed_vector \ 'b" @@ -2252,4 +2251,36 @@ by (metis that covering_space_lift_strong [OF cov _ \z \ U\ U contf fim]) qed +subsection\<^marker>\tag unimportant\ \Homeomorphisms of arc images\ + +lemma homeomorphism_arc: + fixes g :: "real \ 'a::t2_space" + assumes "arc g" + obtains h where "homeomorphism {0..1} (path_image g) g h" +using assms by (force simp: arc_def homeomorphism_compact path_def path_image_def) + +lemma homeomorphic_arc_image_interval: + fixes g :: "real \ 'a::t2_space" and a::real + assumes "arc g" "a < b" + shows "(path_image g) homeomorphic {a..b}" +proof - + have "(path_image g) homeomorphic {0..1::real}" + by (meson assms(1) homeomorphic_def homeomorphic_sym homeomorphism_arc) + also have "\ homeomorphic {a..b}" + using assms by (force intro: homeomorphic_closed_intervals_real) + finally show ?thesis . +qed + +lemma homeomorphic_arc_images: + fixes g :: "real \ 'a::t2_space" and h :: "real \ 'b::t2_space" + assumes "arc g" "arc h" + shows "(path_image g) homeomorphic (path_image h)" +proof - + have "(path_image g) homeomorphic {0..1::real}" + by (meson assms homeomorphic_def homeomorphic_sym homeomorphism_arc) + also have "\ homeomorphic (path_image h)" + by (meson assms homeomorphic_def homeomorphism_arc) + finally show ?thesis . +qed + end diff -r 8331063570d6 -r d62fdaafdafc src/HOL/Analysis/Path_Connected.thy --- a/src/HOL/Analysis/Path_Connected.thy Wed Nov 27 16:54:33 2019 +0000 +++ b/src/HOL/Analysis/Path_Connected.thy Sun Dec 01 19:10:57 2019 +0000 @@ -4003,4 +4003,5 @@ shows "\g. homeomorphism S T f g" using assms injective_into_1d_eq_homeomorphism by blast + end diff -r 8331063570d6 -r d62fdaafdafc src/HOL/Analysis/Retracts.thy --- a/src/HOL/Analysis/Retracts.thy Wed Nov 27 16:54:33 2019 +0000 +++ b/src/HOL/Analysis/Retracts.thy Sun Dec 01 19:10:57 2019 +0000 @@ -2591,4 +2591,51 @@ shows "connected(-S)" using assms path_connected_complement_homeomorphic_interval path_connected_imp_connected by blast + +lemma path_connected_arc_complement: + fixes \ :: "real \ 'a::euclidean_space" + assumes "arc \" "2 \ DIM('a)" + shows "path_connected(- path_image \)" +proof - + have "path_image \ homeomorphic {0..1::real}" + by (simp add: assms homeomorphic_arc_image_interval) + then + show ?thesis + apply (rule path_connected_complement_homeomorphic_convex_compact) + apply (auto simp: assms) + done +qed + +lemma connected_arc_complement: + fixes \ :: "real \ 'a::euclidean_space" + assumes "arc \" "2 \ DIM('a)" + shows "connected(- path_image \)" + by (simp add: assms path_connected_arc_complement path_connected_imp_connected) + +lemma inside_arc_empty: + fixes \ :: "real \ 'a::euclidean_space" + assumes "arc \" + shows "inside(path_image \) = {}" +proof (cases "DIM('a) = 1") + case True + then show ?thesis + using assms connected_arc_image connected_convex_1_gen inside_convex by blast +next + case False + show ?thesis + proof (rule inside_bounded_complement_connected_empty) + show "connected (- path_image \)" + apply (rule connected_arc_complement [OF assms]) + using False + by (metis DIM_ge_Suc0 One_nat_def Suc_1 not_less_eq_eq order_class.order.antisym) + show "bounded (path_image \)" + by (simp add: assms bounded_arc_image) + qed +qed + +lemma inside_simple_curve_imp_closed: + fixes \ :: "real \ 'a::euclidean_space" + shows "\simple_path \; x \ inside(path_image \)\ \ pathfinish \ = pathstart \" + using arc_simple_path inside_arc_empty by blast + end diff -r 8331063570d6 -r d62fdaafdafc src/HOL/Analysis/Winding_Numbers.thy --- a/src/HOL/Analysis/Winding_Numbers.thy Wed Nov 27 16:54:33 2019 +0000 +++ b/src/HOL/Analysis/Winding_Numbers.thy Sun Dec 01 19:10:57 2019 +0000 @@ -1,1211 +1,1330 @@ section \Winding Numbers\ - -text\By John Harrison et al. Ported from HOL Light by L C Paulson (2017)\ - -theory Winding_Numbers -imports - Polytope - Jordan_Curve - Riemann_Mapping +theory Winding_Numbers + imports Cauchy_Integral_Theorem begin -lemma simply_connected_inside_simple_path: - fixes p :: "real \ complex" - shows "simple_path p \ simply_connected(inside(path_image p))" - using Jordan_inside_outside connected_simple_path_image inside_simple_curve_imp_closed simply_connected_eq_frontier_properties - by fastforce +text\We can treat even non-rectifiable paths as having a "length" for bounds on analytic functions in open sets.\ + +subsection \Basic Winding Numbers\ -lemma simply_connected_Int: - fixes S :: "complex set" - assumes "open S" "open T" "simply_connected S" "simply_connected T" "connected (S \ T)" - shows "simply_connected (S \ T)" - using assms by (force simp: simply_connected_eq_winding_number_zero open_Int) +definition\<^marker>\tag important\ winding_number_prop :: "[real \ complex, complex, real, real \ complex, complex] \ bool" where + "winding_number_prop \ z e p n \ + valid_path p \ z \ path_image p \ + pathstart p = pathstart \ \ + pathfinish p = pathfinish \ \ + (\t \ {0..1}. norm(\ t - p t) < e) \ + contour_integral p (\w. 1/(w - z)) = 2 * pi * \ * n" -subsection\Winding number for a triangle\ +definition\<^marker>\tag important\ winding_number:: "[real \ complex, complex] \ complex" where + "winding_number \ z \ SOME n. \e > 0. \p. winding_number_prop \ z e p n" -lemma wn_triangle1: - assumes "0 \ interior(convex hull {a,b,c})" - shows "\ (Im(a/b) \ 0 \ 0 \ Im(b/c))" +lemma winding_number: + assumes "path \" "z \ path_image \" "0 < e" + shows "\p. winding_number_prop \ z e p (winding_number \ z)" proof - - { assume 0: "Im(a/b) \ 0" "0 \ Im(b/c)" - have "0 \ interior (convex hull {a,b,c})" - proof (cases "a=0 \ b=0 \ c=0") - case True then show ?thesis - by (auto simp: not_in_interior_convex_hull_3) - next - case False - then have "b \ 0" by blast - { fix x y::complex and u::real - assume eq_f': "Im x * Re b \ Im b * Re x" "Im y * Re b \ Im b * Re y" "0 \ u" "u \ 1" - then have "((1 - u) * Im x) * Re b \ Im b * ((1 - u) * Re x)" - by (simp add: mult_left_mono mult.assoc mult.left_commute [of "Im b"]) - then have "((1 - u) * Im x + u * Im y) * Re b \ Im b * ((1 - u) * Re x + u * Re y)" - using eq_f' ordered_comm_semiring_class.comm_mult_left_mono - by (fastforce simp add: algebra_simps) - } - with False 0 have "convex hull {a,b,c} \ {z. Im z * Re b \ Im b * Re z}" - apply (simp add: Complex.Im_divide divide_simps complex_neq_0 [symmetric]) - apply (simp add: algebra_simps) - apply (rule hull_minimal) - apply (auto simp: algebra_simps convex_alt) + have "path_image \ \ UNIV - {z}" + using assms by blast + then obtain d + where d: "d>0" + and pi_eq: "\h1 h2. valid_path h1 \ valid_path h2 \ + (\t\{0..1}. cmod (h1 t - \ t) < d \ cmod (h2 t - \ t) < d) \ + pathstart h2 = pathstart h1 \ pathfinish h2 = pathfinish h1 \ + path_image h1 \ UNIV - {z} \ path_image h2 \ UNIV - {z} \ + (\f. f holomorphic_on UNIV - {z} \ contour_integral h2 f = contour_integral h1 f)" + using contour_integral_nearby_ends [of "UNIV - {z}" \] assms by (auto simp: open_delete) + then obtain h where h: "polynomial_function h \ pathstart h = pathstart \ \ pathfinish h = pathfinish \ \ + (\t \ {0..1}. norm(h t - \ t) < d/2)" + using path_approx_polynomial_function [OF \path \\, of "d/2"] d by auto + define nn where "nn = 1/(2* pi*\) * contour_integral h (\w. 1/(w - z))" + have "\n. \e > 0. \p. winding_number_prop \ z e p n" + proof (rule_tac x=nn in exI, clarify) + fix e::real + assume e: "e>0" + obtain p where p: "polynomial_function p \ + pathstart p = pathstart \ \ pathfinish p = pathfinish \ \ (\t\{0..1}. cmod (p t - \ t) < min e (d/2))" + using path_approx_polynomial_function [OF \path \\, of "min e (d/2)"] d \0 by auto + have "(\w. 1 / (w - z)) holomorphic_on UNIV - {z}" + by (auto simp: intro!: holomorphic_intros) + then show "\p. winding_number_prop \ z e p nn" + apply (rule_tac x=p in exI) + using pi_eq [of h p] h p d + apply (auto simp: valid_path_polynomial_function norm_minus_commute nn_def winding_number_prop_def) done - moreover have "0 \ interior({z. Im z * Re b \ Im b * Re z})" - proof - assume "0 \ interior {z. Im z * Re b \ Im b * Re z}" - then obtain e where "e>0" and e: "ball 0 e \ {z. Im z * Re b \ Im b * Re z}" - by (meson mem_interior) - define z where "z \ - sgn (Im b) * (e/3) + sgn (Re b) * (e/3) * \" - have "z \ ball 0 e" - using \e>0\ - apply (simp add: z_def dist_norm) - apply (rule le_less_trans [OF norm_triangle_ineq4]) - apply (simp add: norm_mult abs_sgn_eq) - done - then have "z \ {z. Im z * Re b \ Im b * Re z}" - using e by blast - then show False - using \e>0\ \b \ 0\ - apply (simp add: z_def dist_norm sgn_if less_eq_real_def mult_less_0_iff complex.expand split: if_split_asm) - apply (auto simp: algebra_simps) - apply (meson less_asym less_trans mult_pos_pos neg_less_0_iff_less) - by (metis less_asym mult_pos_pos neg_less_0_iff_less) - qed - ultimately show ?thesis - using interior_mono by blast qed - } with assms show ?thesis by blast + then show ?thesis + unfolding winding_number_def by (rule someI2_ex) (blast intro: \0) qed -lemma wn_triangle2_0: - assumes "0 \ interior(convex hull {a,b,c})" - shows - "0 < Im((b - a) * cnj (b)) \ - 0 < Im((c - b) * cnj (c)) \ - 0 < Im((a - c) * cnj (a)) - \ - Im((b - a) * cnj (b)) < 0 \ - 0 < Im((b - c) * cnj (b)) \ - 0 < Im((a - b) * cnj (a)) \ - 0 < Im((c - a) * cnj (c))" +lemma winding_number_unique: + assumes \: "path \" "z \ path_image \" + and pi: "\e. e>0 \ \p. winding_number_prop \ z e p n" + shows "winding_number \ z = n" proof - - have [simp]: "{b,c,a} = {a,b,c}" "{c,a,b} = {a,b,c}" by auto - show ?thesis - using wn_triangle1 [OF assms] wn_triangle1 [of b c a] wn_triangle1 [of c a b] assms - by (auto simp: algebra_simps Im_complex_div_gt_0 Im_complex_div_lt_0 not_le not_less) + have "path_image \ \ UNIV - {z}" + using assms by blast + then obtain e + where e: "e>0" + and pi_eq: "\h1 h2 f. \valid_path h1; valid_path h2; + (\t\{0..1}. cmod (h1 t - \ t) < e \ cmod (h2 t - \ t) < e); + pathstart h2 = pathstart h1; pathfinish h2 = pathfinish h1; f holomorphic_on UNIV - {z}\ \ + contour_integral h2 f = contour_integral h1 f" + using contour_integral_nearby_ends [of "UNIV - {z}" \] assms by (auto simp: open_delete) + obtain p where p: "winding_number_prop \ z e p n" + using pi [OF e] by blast + obtain q where q: "winding_number_prop \ z e q (winding_number \ z)" + using winding_number [OF \ e] by blast + have "2 * complex_of_real pi * \ * n = contour_integral p (\w. 1 / (w - z))" + using p by (auto simp: winding_number_prop_def) + also have "\ = contour_integral q (\w. 1 / (w - z))" + proof (rule pi_eq) + show "(\w. 1 / (w - z)) holomorphic_on UNIV - {z}" + by (auto intro!: holomorphic_intros) + qed (use p q in \auto simp: winding_number_prop_def norm_minus_commute\) + also have "\ = 2 * complex_of_real pi * \ * winding_number \ z" + using q by (auto simp: winding_number_prop_def) + finally have "2 * complex_of_real pi * \ * n = 2 * complex_of_real pi * \ * winding_number \ z" . + then show ?thesis + by simp qed -lemma wn_triangle2: - assumes "z \ interior(convex hull {a,b,c})" - shows "0 < Im((b - a) * cnj (b - z)) \ - 0 < Im((c - b) * cnj (c - z)) \ - 0 < Im((a - c) * cnj (a - z)) - \ - Im((b - a) * cnj (b - z)) < 0 \ - 0 < Im((b - c) * cnj (b - z)) \ - 0 < Im((a - b) * cnj (a - z)) \ - 0 < Im((c - a) * cnj (c - z))" +(*NB not winding_number_prop here due to the loop in p*) +lemma winding_number_unique_loop: + assumes \: "path \" "z \ path_image \" + and loop: "pathfinish \ = pathstart \" + and pi: + "\e. e>0 \ \p. valid_path p \ z \ path_image p \ + pathfinish p = pathstart p \ + (\t \ {0..1}. norm (\ t - p t) < e) \ + contour_integral p (\w. 1/(w - z)) = 2 * pi * \ * n" + shows "winding_number \ z = n" proof - - have 0: "0 \ interior(convex hull {a-z, b-z, c-z})" - using assms convex_hull_translation [of "-z" "{a,b,c}"] - interior_translation [of "-z"] - by (simp cong: image_cong_simp) - show ?thesis using wn_triangle2_0 [OF 0] + have "path_image \ \ UNIV - {z}" + using assms by blast + then obtain e + where e: "e>0" + and pi_eq: "\h1 h2 f. \valid_path h1; valid_path h2; + (\t\{0..1}. cmod (h1 t - \ t) < e \ cmod (h2 t - \ t) < e); + pathfinish h1 = pathstart h1; pathfinish h2 = pathstart h2; f holomorphic_on UNIV - {z}\ \ + contour_integral h2 f = contour_integral h1 f" + using contour_integral_nearby_loops [of "UNIV - {z}" \] assms by (auto simp: open_delete) + obtain p where p: + "valid_path p \ z \ path_image p \ pathfinish p = pathstart p \ + (\t \ {0..1}. norm (\ t - p t) < e) \ + contour_integral p (\w. 1/(w - z)) = 2 * pi * \ * n" + using pi [OF e] by blast + obtain q where q: "winding_number_prop \ z e q (winding_number \ z)" + using winding_number [OF \ e] by blast + have "2 * complex_of_real pi * \ * n = contour_integral p (\w. 1 / (w - z))" + using p by auto + also have "\ = contour_integral q (\w. 1 / (w - z))" + proof (rule pi_eq) + show "(\w. 1 / (w - z)) holomorphic_on UNIV - {z}" + by (auto intro!: holomorphic_intros) + qed (use p q loop in \auto simp: winding_number_prop_def norm_minus_commute\) + also have "\ = 2 * complex_of_real pi * \ * winding_number \ z" + using q by (auto simp: winding_number_prop_def) + finally have "2 * complex_of_real pi * \ * n = 2 * complex_of_real pi * \ * winding_number \ z" . + then show ?thesis by simp qed -lemma wn_triangle3: - assumes z: "z \ interior(convex hull {a,b,c})" - and "0 < Im((b-a) * cnj (b-z))" - "0 < Im((c-b) * cnj (c-z))" - "0 < Im((a-c) * cnj (a-z))" - shows "winding_number (linepath a b +++ linepath b c +++ linepath c a) z = 1" +proposition winding_number_valid_path: + assumes "valid_path \" "z \ path_image \" + shows "winding_number \ z = 1/(2*pi*\) * contour_integral \ (\w. 1/(w - z))" + by (rule winding_number_unique) + (use assms in \auto simp: valid_path_imp_path winding_number_prop_def\) + +proposition has_contour_integral_winding_number: + assumes \: "valid_path \" "z \ path_image \" + shows "((\w. 1/(w - z)) has_contour_integral (2*pi*\*winding_number \ z)) \" +by (simp add: winding_number_valid_path has_contour_integral_integral contour_integrable_inversediff assms) + +lemma winding_number_trivial [simp]: "z \ a \ winding_number(linepath a a) z = 0" + by (simp add: winding_number_valid_path) + +lemma winding_number_subpath_trivial [simp]: "z \ g x \ winding_number (subpath x x g) z = 0" + by (simp add: path_image_subpath winding_number_valid_path) + +lemma winding_number_join: + assumes \1: "path \1" "z \ path_image \1" + and \2: "path \2" "z \ path_image \2" + and "pathfinish \1 = pathstart \2" + shows "winding_number(\1 +++ \2) z = winding_number \1 z + winding_number \2 z" +proof (rule winding_number_unique) + show "\p. winding_number_prop (\1 +++ \2) z e p + (winding_number \1 z + winding_number \2 z)" if "e > 0" for e + proof - + obtain p1 where "winding_number_prop \1 z e p1 (winding_number \1 z)" + using \0 < e\ \1 winding_number by blast + moreover + obtain p2 where "winding_number_prop \2 z e p2 (winding_number \2 z)" + using \0 < e\ \2 winding_number by blast + ultimately + have "winding_number_prop (\1+++\2) z e (p1+++p2) (winding_number \1 z + winding_number \2 z)" + using assms + apply (simp add: winding_number_prop_def not_in_path_image_join contour_integrable_inversediff algebra_simps) + apply (auto simp: joinpaths_def) + done + then show ?thesis + by blast + qed +qed (use assms in \auto simp: not_in_path_image_join\) + +lemma winding_number_reversepath: + assumes "path \" "z \ path_image \" + shows "winding_number(reversepath \) z = - (winding_number \ z)" +proof (rule winding_number_unique) + show "\p. winding_number_prop (reversepath \) z e p (- winding_number \ z)" if "e > 0" for e + proof - + obtain p where "winding_number_prop \ z e p (winding_number \ z)" + using \0 < e\ assms winding_number by blast + then have "winding_number_prop (reversepath \) z e (reversepath p) (- winding_number \ z)" + using assms + apply (simp add: winding_number_prop_def contour_integral_reversepath contour_integrable_inversediff valid_path_imp_reverse) + apply (auto simp: reversepath_def) + done + then show ?thesis + by blast + qed +qed (use assms in auto) + +lemma winding_number_shiftpath: + assumes \: "path \" "z \ path_image \" + and "pathfinish \ = pathstart \" "a \ {0..1}" + shows "winding_number(shiftpath a \) z = winding_number \ z" +proof (rule winding_number_unique_loop) + show "\p. valid_path p \ z \ path_image p \ pathfinish p = pathstart p \ + (\t\{0..1}. cmod (shiftpath a \ t - p t) < e) \ + contour_integral p (\w. 1 / (w - z)) = + complex_of_real (2 * pi) * \ * winding_number \ z" + if "e > 0" for e + proof - + obtain p where "winding_number_prop \ z e p (winding_number \ z)" + using \0 < e\ assms winding_number by blast + then show ?thesis + apply (rule_tac x="shiftpath a p" in exI) + using assms that + apply (auto simp: winding_number_prop_def path_image_shiftpath pathfinish_shiftpath pathstart_shiftpath contour_integral_shiftpath) + apply (simp add: shiftpath_def) + done + qed +qed (use assms in \auto simp: path_shiftpath path_image_shiftpath pathfinish_shiftpath pathstart_shiftpath\) + +lemma winding_number_split_linepath: + assumes "c \ closed_segment a b" "z \ closed_segment a b" + shows "winding_number(linepath a b) z = winding_number(linepath a c) z + winding_number(linepath c b) z" proof - - have znot[simp]: "z \ closed_segment a b" "z \ closed_segment b c" "z \ closed_segment c a" - using z interior_of_triangle [of a b c] - by (auto simp: closed_segment_def) - have gt0: "0 < Re (winding_number (linepath a b +++ linepath b c +++ linepath c a) z)" + have "z \ closed_segment a c" "z \ closed_segment c b" + using assms by (meson convex_contains_segment convex_segment ends_in_segment subsetCE)+ + then show ?thesis using assms - by (simp add: winding_number_linepath_pos_lt path_image_join winding_number_join_pos_combined) - have lt2: "Re (winding_number (linepath a b +++ linepath b c +++ linepath c a) z) < 2" - using winding_number_lt_half_linepath [of _ a b] - using winding_number_lt_half_linepath [of _ b c] - using winding_number_lt_half_linepath [of _ c a] znot - apply (fastforce simp add: winding_number_join path_image_join) + by (simp add: winding_number_valid_path contour_integral_split_linepath [symmetric] continuous_on_inversediff field_simps) +qed + +lemma winding_number_cong: + "(\t. \0 \ t; t \ 1\ \ p t = q t) \ winding_number p z = winding_number q z" + by (simp add: winding_number_def winding_number_prop_def pathstart_def pathfinish_def) + +lemma winding_number_constI: + assumes "c\z" "\t. \0\t; t\1\ \ g t = c" + shows "winding_number g z = 0" +proof - + have "winding_number g z = winding_number (linepath c c) z" + apply (rule winding_number_cong) + using assms unfolding linepath_def by auto + moreover have "winding_number (linepath c c) z =0" + apply (rule winding_number_trivial) + using assms by auto + ultimately show ?thesis by auto +qed + +lemma winding_number_offset: "winding_number p z = winding_number (\w. p w - z) 0" + unfolding winding_number_def +proof (intro ext arg_cong [where f = Eps] arg_cong [where f = All] imp_cong refl, safe) + fix n e g + assume "0 < e" and g: "winding_number_prop p z e g n" + then show "\r. winding_number_prop (\w. p w - z) 0 e r n" + by (rule_tac x="\t. g t - z" in exI) + (force simp: winding_number_prop_def contour_integral_integral valid_path_def path_defs + vector_derivative_def has_vector_derivative_diff_const piecewise_C1_differentiable_diff C1_differentiable_imp_piecewise) +next + fix n e g + assume "0 < e" and g: "winding_number_prop (\w. p w - z) 0 e g n" + then show "\r. winding_number_prop p z e r n" + apply (rule_tac x="\t. g t + z" in exI) + apply (simp add: winding_number_prop_def contour_integral_integral valid_path_def path_defs + piecewise_C1_differentiable_add vector_derivative_def has_vector_derivative_add_const C1_differentiable_imp_piecewise) + apply (force simp: algebra_simps) done - show ?thesis - by (rule winding_number_eq_1) (simp_all add: path_image_join gt0 lt2) qed -proposition winding_number_triangle: - assumes z: "z \ interior(convex hull {a,b,c})" - shows "winding_number(linepath a b +++ linepath b c +++ linepath c a) z = - (if 0 < Im((b - a) * cnj (b - z)) then 1 else -1)" +subsubsection\<^marker>\tag unimportant\ \Some lemmas about negating a path\ + +lemma valid_path_negatepath: "valid_path \ \ valid_path (uminus \ \)" + unfolding o_def using piecewise_C1_differentiable_neg valid_path_def by blast + +lemma has_contour_integral_negatepath: + assumes \: "valid_path \" and cint: "((\z. f (- z)) has_contour_integral - i) \" + shows "(f has_contour_integral i) (uminus \ \)" +proof - + obtain S where cont: "continuous_on {0..1} \" and "finite S" and diff: "\ C1_differentiable_on {0..1} - S" + using \ by (auto simp: valid_path_def piecewise_C1_differentiable_on_def) + have "((\x. - (f (- \ x) * vector_derivative \ (at x within {0..1}))) has_integral i) {0..1}" + using cint by (auto simp: has_contour_integral_def dest: has_integral_neg) + then + have "((\x. f (- \ x) * vector_derivative (uminus \ \) (at x within {0..1})) has_integral i) {0..1}" + proof (rule rev_iffD1 [OF _ has_integral_spike_eq]) + show "negligible S" + by (simp add: \finite S\ negligible_finite) + show "f (- \ x) * vector_derivative (uminus \ \) (at x within {0..1}) = + - (f (- \ x) * vector_derivative \ (at x within {0..1}))" + if "x \ {0..1} - S" for x + proof - + have "vector_derivative (uminus \ \) (at x within cbox 0 1) = - vector_derivative \ (at x within cbox 0 1)" + proof (rule vector_derivative_within_cbox) + show "(uminus \ \ has_vector_derivative - vector_derivative \ (at x within cbox 0 1)) (at x within cbox 0 1)" + using that unfolding o_def + by (metis C1_differentiable_on_eq UNIV_I diff differentiable_subset has_vector_derivative_minus subsetI that vector_derivative_works) + qed (use that in auto) + then show ?thesis + by simp + qed + qed + then show ?thesis by (simp add: has_contour_integral_def) +qed + +lemma winding_number_negatepath: + assumes \: "valid_path \" and 0: "0 \ path_image \" + shows "winding_number(uminus \ \) 0 = winding_number \ 0" +proof - + have "(/) 1 contour_integrable_on \" + using "0" \ contour_integrable_inversediff by fastforce + then have "((\z. 1/z) has_contour_integral contour_integral \ ((/) 1)) \" + by (rule has_contour_integral_integral) + then have "((\z. 1 / - z) has_contour_integral - contour_integral \ ((/) 1)) \" + using has_contour_integral_neg by auto + then show ?thesis + using assms + apply (simp add: winding_number_valid_path valid_path_negatepath image_def path_defs) + apply (simp add: contour_integral_unique has_contour_integral_negatepath) + done +qed + +lemma contour_integrable_negatepath: + assumes \: "valid_path \" and pi: "(\z. f (- z)) contour_integrable_on \" + shows "f contour_integrable_on (uminus \ \)" + by (metis \ add.inverse_inverse contour_integrable_on_def has_contour_integral_negatepath pi) + +(* A combined theorem deducing several things piecewise.*) +lemma winding_number_join_pos_combined: + "\valid_path \1; z \ path_image \1; 0 < Re(winding_number \1 z); + valid_path \2; z \ path_image \2; 0 < Re(winding_number \2 z); pathfinish \1 = pathstart \2\ + \ valid_path(\1 +++ \2) \ z \ path_image(\1 +++ \2) \ 0 < Re(winding_number(\1 +++ \2) z)" + by (simp add: valid_path_join path_image_join winding_number_join valid_path_imp_path) + + + +subsubsection\<^marker>\tag unimportant\ \Useful sufficient conditions for the winding number to be positive\ + +lemma Re_winding_number: + "\valid_path \; z \ path_image \\ + \ Re(winding_number \ z) = Im(contour_integral \ (\w. 1/(w - z))) / (2*pi)" +by (simp add: winding_number_valid_path field_simps Re_divide power2_eq_square) + +lemma winding_number_pos_le: + assumes \: "valid_path \" "z \ path_image \" + and ge: "\x. \0 < x; x < 1\ \ 0 \ Im (vector_derivative \ (at x) * cnj(\ x - z))" + shows "0 \ Re(winding_number \ z)" proof - - have [simp]: "{a,c,b} = {a,b,c}" by auto - have znot[simp]: "z \ closed_segment a b" "z \ closed_segment b c" "z \ closed_segment c a" - using z interior_of_triangle [of a b c] - by (auto simp: closed_segment_def) - then have [simp]: "z \ closed_segment b a" "z \ closed_segment c b" "z \ closed_segment a c" - using closed_segment_commute by blast+ - have *: "winding_number (linepath a b +++ linepath b c +++ linepath c a) z = - winding_number (reversepath (linepath a c +++ linepath c b +++ linepath b a)) z" - by (simp add: reversepath_joinpaths winding_number_join not_in_path_image_join) + have ge0: "0 \ Im (vector_derivative \ (at x) / (\ x - z))" if x: "0 < x" "x < 1" for x + using ge by (simp add: Complex.Im_divide algebra_simps x) + let ?vd = "\x. 1 / (\ x - z) * vector_derivative \ (at x)" + let ?int = "\z. contour_integral \ (\w. 1 / (w - z))" + have hi: "(?vd has_integral ?int z) (cbox 0 1)" + unfolding box_real + apply (subst has_contour_integral [symmetric]) + using \ by (simp add: contour_integrable_inversediff has_contour_integral_integral) + have "0 \ Im (?int z)" + proof (rule has_integral_component_nonneg [of \, simplified]) + show "\x. x \ cbox 0 1 \ 0 \ Im (if 0 < x \ x < 1 then ?vd x else 0)" + by (force simp: ge0) + show "((\x. if 0 < x \ x < 1 then ?vd x else 0) has_integral ?int z) (cbox 0 1)" + by (rule has_integral_spike_interior [OF hi]) simp + qed + then show ?thesis + by (simp add: Re_winding_number [OF \] field_simps) +qed + +lemma winding_number_pos_lt_lemma: + assumes \: "valid_path \" "z \ path_image \" + and e: "0 < e" + and ge: "\x. \0 < x; x < 1\ \ e \ Im (vector_derivative \ (at x) / (\ x - z))" + shows "0 < Re(winding_number \ z)" +proof - + let ?vd = "\x. 1 / (\ x - z) * vector_derivative \ (at x)" + let ?int = "\z. contour_integral \ (\w. 1 / (w - z))" + have hi: "(?vd has_integral ?int z) (cbox 0 1)" + unfolding box_real + apply (subst has_contour_integral [symmetric]) + using \ by (simp add: contour_integrable_inversediff has_contour_integral_integral) + have "e \ Im (contour_integral \ (\w. 1 / (w - z)))" + proof (rule has_integral_component_le [of \ "\x. \*e" "\*e" "{0..1}", simplified]) + show "((\x. if 0 < x \ x < 1 then ?vd x else \ * complex_of_real e) has_integral ?int z) {0..1}" + by (rule has_integral_spike_interior [OF hi, simplified box_real]) (use e in simp) + show "\x. 0 \ x \ x \ 1 \ + e \ Im (if 0 < x \ x < 1 then ?vd x else \ * complex_of_real e)" + by (simp add: ge) + qed (use has_integral_const_real [of _ 0 1] in auto) + with e show ?thesis + by (simp add: Re_winding_number [OF \] field_simps) +qed + +lemma winding_number_pos_lt: + assumes \: "valid_path \" "z \ path_image \" + and e: "0 < e" + and ge: "\x. \0 < x; x < 1\ \ e \ Im (vector_derivative \ (at x) * cnj(\ x - z))" + shows "0 < Re (winding_number \ z)" +proof - + have bm: "bounded ((\w. w - z) ` (path_image \))" + using bounded_translation [of _ "-z"] \ by (simp add: bounded_valid_path_image) + then obtain B where B: "B > 0" and Bno: "\x. x \ (\w. w - z) ` (path_image \) \ norm x \ B" + using bounded_pos [THEN iffD1, OF bm] by blast + { fix x::real assume x: "0 < x" "x < 1" + then have B2: "cmod (\ x - z)^2 \ B^2" using Bno [of "\ x - z"] + by (simp add: path_image_def power2_eq_square mult_mono') + with x have "\ x \ z" using \ + using path_image_def by fastforce + then have "e / B\<^sup>2 \ Im (vector_derivative \ (at x) * cnj (\ x - z)) / (cmod (\ x - z))\<^sup>2" + using B ge [OF x] B2 e + apply (rule_tac y="e / (cmod (\ x - z))\<^sup>2" in order_trans) + apply (auto simp: divide_left_mono divide_right_mono) + done + then have "e / B\<^sup>2 \ Im (vector_derivative \ (at x) / (\ x - z))" + by (simp add: complex_div_cnj [of _ "\ x - z" for x] del: complex_cnj_diff times_complex.sel) + } note * = this show ?thesis - using wn_triangle2 [OF z] apply (rule disjE) - apply (simp add: wn_triangle3 z) - apply (simp add: path_image_join winding_number_reversepath * wn_triangle3 z) + using e B by (simp add: * winding_number_pos_lt_lemma [OF \, of "e/B^2"]) +qed + +subsection\The winding number is an integer\ + +text\Proof from the book Complex Analysis by Lars V. Ahlfors, Chapter 4, section 2.1, + Also on page 134 of Serge Lang's book with the name title, etc.\ + +lemma exp_fg: + fixes z::complex + assumes g: "(g has_vector_derivative g') (at x within s)" + and f: "(f has_vector_derivative (g' / (g x - z))) (at x within s)" + and z: "g x \ z" + shows "((\x. exp(-f x) * (g x - z)) has_vector_derivative 0) (at x within s)" +proof - + have *: "(exp \ (\x. (- f x)) has_vector_derivative - (g' / (g x - z)) * exp (- f x)) (at x within s)" + using assms unfolding has_vector_derivative_def scaleR_conv_of_real + by (auto intro!: derivative_eq_intros) + show ?thesis + apply (rule has_vector_derivative_eq_rhs) + using z + apply (auto intro!: derivative_eq_intros * [unfolded o_def] g) done qed -subsection\Winding numbers for simple closed paths\ - -lemma winding_number_from_innerpath: - assumes "simple_path c1" and c1: "pathstart c1 = a" "pathfinish c1 = b" - and "simple_path c2" and c2: "pathstart c2 = a" "pathfinish c2 = b" - and "simple_path c" and c: "pathstart c = a" "pathfinish c = b" - and c1c2: "path_image c1 \ path_image c2 = {a,b}" - and c1c: "path_image c1 \ path_image c = {a,b}" - and c2c: "path_image c2 \ path_image c = {a,b}" - and ne_12: "path_image c \ inside(path_image c1 \ path_image c2) \ {}" - and z: "z \ inside(path_image c1 \ path_image c)" - and wn_d: "winding_number (c1 +++ reversepath c) z = d" - and "a \ b" "d \ 0" - obtains "z \ inside(path_image c1 \ path_image c2)" "winding_number (c1 +++ reversepath c2) z = d" +lemma winding_number_exp_integral: + fixes z::complex + assumes \: "\ piecewise_C1_differentiable_on {a..b}" + and ab: "a \ b" + and z: "z \ \ ` {a..b}" + shows "(\x. vector_derivative \ (at x) / (\ x - z)) integrable_on {a..b}" + (is "?thesis1") + "exp (- (integral {a..b} (\x. vector_derivative \ (at x) / (\ x - z)))) * (\ b - z) = \ a - z" + (is "?thesis2") proof - - obtain 0: "inside(path_image c1 \ path_image c) \ inside(path_image c2 \ path_image c) = {}" - and 1: "inside(path_image c1 \ path_image c) \ inside(path_image c2 \ path_image c) \ - (path_image c - {a,b}) = inside(path_image c1 \ path_image c2)" - by (rule split_inside_simple_closed_curve - [OF \simple_path c1\ c1 \simple_path c2\ c2 \simple_path c\ c \a \ b\ c1c2 c1c c2c ne_12]) - have znot: "z \ path_image c" "z \ path_image c1" "z \ path_image c2" - using union_with_outside z 1 by auto - have wn_cc2: "winding_number (c +++ reversepath c2) z = 0" - apply (rule winding_number_zero_in_outside) - apply (simp_all add: \simple_path c2\ c c2 \simple_path c\ simple_path_imp_path path_image_join) - by (metis "0" ComplI UnE disjoint_iff_not_equal sup.commute union_with_inside z znot) - show ?thesis - proof - show "z \ inside (path_image c1 \ path_image c2)" - using "1" z by blast - have "winding_number c1 z - winding_number c z = d " - using assms znot - by (metis wn_d winding_number_join simple_path_imp_path winding_number_reversepath add.commute path_image_reversepath path_reversepath pathstart_reversepath uminus_add_conv_diff) - then show "winding_number (c1 +++ reversepath c2) z = d" - using wn_cc2 by (simp add: winding_number_join simple_path_imp_path assms znot winding_number_reversepath) - qed + let ?D\ = "\x. vector_derivative \ (at x)" + have [simp]: "\x. a \ x \ x \ b \ \ x \ z" + using z by force + have cong: "continuous_on {a..b} \" + using \ by (simp add: piecewise_C1_differentiable_on_def) + obtain k where fink: "finite k" and g_C1_diff: "\ C1_differentiable_on ({a..b} - k)" + using \ by (force simp: piecewise_C1_differentiable_on_def) + have \: "open ({a<..finite k\ by (simp add: finite_imp_closed open_Diff) + moreover have "{a<.. {a..b} - k" + by force + ultimately have g_diff_at: "\x. \x \ k; x \ {a<.. \ \ differentiable at x" + by (metis Diff_iff differentiable_on_subset C1_diff_imp_diff [OF g_C1_diff] differentiable_on_def at_within_open) + { fix w + assume "w \ z" + have "continuous_on (ball w (cmod (w - z))) (\w. 1 / (w - z))" + by (auto simp: dist_norm intro!: continuous_intros) + moreover have "\x. cmod (w - x) < cmod (w - z) \ \f'. ((\w. 1 / (w - z)) has_field_derivative f') (at x)" + by (auto simp: intro!: derivative_eq_intros) + ultimately have "\h. \y. norm(y - w) < norm(w - z) \ (h has_field_derivative 1/(y - z)) (at y)" + using holomorphic_convex_primitive [of "ball w (norm(w - z))" "{}" "\w. 1/(w - z)"] + by (force simp: field_differentiable_def Ball_def dist_norm at_within_open_NO_MATCH norm_minus_commute) + } + then obtain h where h: "\w y. w \ z \ norm(y - w) < norm(w - z) \ (h w has_field_derivative 1/(y - z)) (at y)" + by meson + have exy: "\y. ((\x. inverse (\ x - z) * ?D\ x) has_integral y) {a..b}" + unfolding integrable_on_def [symmetric] + proof (rule contour_integral_local_primitive_any [OF piecewise_C1_imp_differentiable [OF \]]) + show "\d h. 0 < d \ + (\y. cmod (y - w) < d \ (h has_field_derivative inverse (y - z))(at y within - {z}))" + if "w \ - {z}" for w + apply (rule_tac x="norm(w - z)" in exI) + using that inverse_eq_divide has_field_derivative_at_within h + by (metis Compl_insert DiffD2 insertCI right_minus_eq zero_less_norm_iff) + qed simp + have vg_int: "(\x. ?D\ x / (\ x - z)) integrable_on {a..b}" + unfolding box_real [symmetric] divide_inverse_commute + by (auto intro!: exy integrable_subinterval simp add: integrable_on_def ab) + with ab show ?thesis1 + by (simp add: divide_inverse_commute integral_def integrable_on_def) + { fix t + assume t: "t \ {a..b}" + have cball: "continuous_on (ball (\ t) (dist (\ t) z)) (\x. inverse (x - z))" + using z by (auto intro!: continuous_intros simp: dist_norm) + have icd: "\x. cmod (\ t - x) < cmod (\ t - z) \ (\w. inverse (w - z)) field_differentiable at x" + unfolding field_differentiable_def by (force simp: intro!: derivative_eq_intros) + obtain h where h: "\x. cmod (\ t - x) < cmod (\ t - z) \ + (h has_field_derivative inverse (x - z)) (at x within {y. cmod (\ t - y) < cmod (\ t - z)})" + using holomorphic_convex_primitive [where f = "\w. inverse(w - z)", OF convex_ball finite.emptyI cball icd] + by simp (auto simp: ball_def dist_norm that) + { fix x D + assume x: "x \ k" "a < x" "x < b" + then have "x \ interior ({a..b} - k)" + using open_subset_interior [OF \] by fastforce + then have con: "isCont ?D\ x" + using g_C1_diff x by (auto simp: C1_differentiable_on_eq intro: continuous_on_interior) + then have con_vd: "continuous (at x within {a..b}) (\x. ?D\ x)" + by (rule continuous_at_imp_continuous_within) + have gdx: "\ differentiable at x" + using x by (simp add: g_diff_at) + have "\d. \x \ k; a < x; x < b; + (\ has_vector_derivative d) (at x); a \ t; t \ b\ + \ ((\x. integral {a..x} + (\x. ?D\ x / + (\ x - z))) has_vector_derivative + d / (\ x - z)) + (at x within {a..b})" + apply (rule has_vector_derivative_eq_rhs) + apply (rule integral_has_vector_derivative_continuous_at [where S = "{}", simplified]) + apply (rule con_vd continuous_intros cong vg_int | simp add: continuous_at_imp_continuous_within has_vector_derivative_continuous vector_derivative_at)+ + done + then have "((\c. exp (- integral {a..c} (\x. ?D\ x / (\ x - z))) * (\ c - z)) has_derivative (\h. 0)) + (at x within {a..b})" + using x gdx t + apply (clarsimp simp add: differentiable_iff_scaleR) + apply (rule exp_fg [unfolded has_vector_derivative_def, simplified], blast intro: has_derivative_at_withinI) + apply (simp_all add: has_vector_derivative_def [symmetric]) + done + } note * = this + have "exp (- (integral {a..t} (\x. ?D\ x / (\ x - z)))) * (\ t - z) =\ a - z" + apply (rule has_derivative_zero_unique_strong_interval [of "{a,b} \ k" a b]) + using t + apply (auto intro!: * continuous_intros fink cong indefinite_integral_continuous_1 [OF vg_int] simp add: ab)+ + done + } + with ab show ?thesis2 + by (simp add: divide_inverse_commute integral_def) qed -lemma simple_closed_path_wn1: - fixes a::complex and e::real - assumes "0 < e" - and sp_pl: "simple_path(p +++ linepath (a - e) (a + e))" - and psp: "pathstart p = a + e" - and pfp: "pathfinish p = a - e" - and disj: "ball a e \ path_image p = {}" -obtains z where "z \ inside (path_image (p +++ linepath (a - e) (a + e)))" - "cmod (winding_number (p +++ linepath (a - e) (a + e)) z) = 1" +lemma winding_number_exp_2pi: + "\path p; z \ path_image p\ + \ pathfinish p - z = exp (2 * pi * \ * winding_number p z) * (pathstart p - z)" +using winding_number [of p z 1] unfolding valid_path_def path_image_def pathstart_def pathfinish_def winding_number_prop_def + by (force dest: winding_number_exp_integral(2) [of _ 0 1 z] simp: field_simps contour_integral_integral exp_minus) + +lemma integer_winding_number_eq: + assumes \: "path \" and z: "z \ path_image \" + shows "winding_number \ z \ \ \ pathfinish \ = pathstart \" proof - - have "arc p" and arc_lp: "arc (linepath (a - e) (a + e))" - and pap: "path_image p \ path_image (linepath (a - e) (a + e)) \ {pathstart p, a-e}" - using simple_path_join_loop_eq [of "linepath (a - e) (a + e)" p] assms by auto - have mid_eq_a: "midpoint (a - e) (a + e) = a" - by (simp add: midpoint_def) - then have "a \ path_image(p +++ linepath (a - e) (a + e))" - apply (simp add: assms path_image_join) - by (metis midpoint_in_closed_segment) - have "a \ frontier(inside (path_image(p +++ linepath (a - e) (a + e))))" - apply (simp add: assms Jordan_inside_outside) - apply (simp_all add: assms path_image_join) - by (metis mid_eq_a midpoint_in_closed_segment) - with \0 < e\ obtain c where c: "c \ inside (path_image(p +++ linepath (a - e) (a + e)))" - and dac: "dist a c < e" - by (auto simp: frontier_straddle) - then have "c \ path_image(p +++ linepath (a - e) (a + e))" - using inside_no_overlap by blast - then have "c \ path_image p" - "c \ closed_segment (a - of_real e) (a + of_real e)" - by (simp_all add: assms path_image_join) - with \0 < e\ dac have "c \ affine hull {a - of_real e, a + of_real e}" - by (simp add: segment_as_ball not_le) - with \0 < e\ have *: "\ collinear {a - e, c,a + e}" - using collinear_3_affine_hull [of "a-e" "a+e"] by (auto simp: insert_commute) - have 13: "1/3 + 1/3 + 1/3 = (1::real)" by simp - have "(1/3) *\<^sub>R (a - of_real e) + (1/3) *\<^sub>R c + (1/3) *\<^sub>R (a + of_real e) \ interior(convex hull {a - e, c, a + e})" - using interior_convex_hull_3_minimal [OF * DIM_complex] - by clarsimp (metis 13 zero_less_divide_1_iff zero_less_numeral) - then obtain z where z: "z \ interior(convex hull {a - e, c, a + e})" by force - have [simp]: "z \ closed_segment (a - e) c" - by (metis DIM_complex Diff_iff IntD2 inf_sup_absorb interior_of_triangle z) - have [simp]: "z \ closed_segment (a + e) (a - e)" - by (metis DIM_complex DiffD2 Un_iff interior_of_triangle z) - have [simp]: "z \ closed_segment c (a + e)" - by (metis (no_types, lifting) DIM_complex DiffD2 Un_insert_right inf_sup_aci(5) insertCI interior_of_triangle mk_disjoint_insert z) - show thesis - proof - have "norm (winding_number (linepath (a - e) c +++ linepath c (a + e) +++ linepath (a + e) (a - e)) z) = 1" - using winding_number_triangle [OF z] by simp - have zin: "z \ inside (path_image (linepath (a + e) (a - e)) \ path_image p)" - and zeq: "winding_number (linepath (a + e) (a - e) +++ reversepath p) z = - winding_number (linepath (a - e) c +++ linepath c (a + e) +++ linepath (a + e) (a - e)) z" - proof (rule winding_number_from_innerpath - [of "linepath (a + e) (a - e)" "a+e" "a-e" p - "linepath (a + e) c +++ linepath c (a - e)" z - "winding_number (linepath (a - e) c +++ linepath c (a + e) +++ linepath (a + e) (a - e)) z"]) - show sp_aec: "simple_path (linepath (a + e) c +++ linepath c (a - e))" - proof (rule arc_imp_simple_path [OF arc_join]) - show "arc (linepath (a + e) c)" - by (metis \c \ path_image p\ arc_linepath pathstart_in_path_image psp) - show "arc (linepath c (a - e))" - by (metis \c \ path_image p\ arc_linepath pathfinish_in_path_image pfp) - show "path_image (linepath (a + e) c) \ path_image (linepath c (a - e)) \ {pathstart (linepath c (a - e))}" - by clarsimp (metis "*" IntI Int_closed_segment closed_segment_commute singleton_iff) - qed auto - show "simple_path p" - using \arc p\ arc_simple_path by blast - show sp_ae2: "simple_path (linepath (a + e) (a - e))" - using \arc p\ arc_distinct_ends pfp psp by fastforce - show pa: "pathfinish (linepath (a + e) (a - e)) = a - e" - "pathstart (linepath (a + e) c +++ linepath c (a - e)) = a + e" - "pathfinish (linepath (a + e) c +++ linepath c (a - e)) = a - e" - "pathstart p = a + e" "pathfinish p = a - e" - "pathstart (linepath (a + e) (a - e)) = a + e" - by (simp_all add: assms) - show 1: "path_image (linepath (a + e) (a - e)) \ path_image p = {a + e, a - e}" - proof - show "path_image (linepath (a + e) (a - e)) \ path_image p \ {a + e, a - e}" - using pap closed_segment_commute psp segment_convex_hull by fastforce - show "{a + e, a - e} \ path_image (linepath (a + e) (a - e)) \ path_image p" - using pap pathfinish_in_path_image pathstart_in_path_image pfp psp by fastforce - qed - show 2: "path_image (linepath (a + e) (a - e)) \ path_image (linepath (a + e) c +++ linepath c (a - e)) = - {a + e, a - e}" (is "?lhs = ?rhs") - proof - have "\ collinear {c, a + e, a - e}" - using * by (simp add: insert_commute) - then have "convex hull {a + e, a - e} \ convex hull {a + e, c} = {a + e}" - "convex hull {a + e, a - e} \ convex hull {c, a - e} = {a - e}" - by (metis (full_types) Int_closed_segment insert_commute segment_convex_hull)+ - then show "?lhs \ ?rhs" - by (metis Int_Un_distrib equalityD1 insert_is_Un path_image_join path_image_linepath path_join_eq path_linepath segment_convex_hull simple_path_def sp_aec) - show "?rhs \ ?lhs" - using segment_convex_hull by (simp add: path_image_join) - qed - have "path_image p \ path_image (linepath (a + e) c) \ {a + e}" - proof (clarsimp simp: path_image_join) - fix x - assume "x \ path_image p" and x_ac: "x \ closed_segment (a + e) c" - then have "dist x a \ e" - by (metis IntI all_not_in_conv disj dist_commute mem_ball not_less) - with x_ac dac \e > 0\ show "x = a + e" - by (auto simp: norm_minus_commute dist_norm closed_segment_eq_open dest: open_segment_furthest_le [where y=a]) - qed - moreover - have "path_image p \ path_image (linepath c (a - e)) \ {a - e}" - proof (clarsimp simp: path_image_join) - fix x - assume "x \ path_image p" and x_ac: "x \ closed_segment c (a - e)" - then have "dist x a \ e" - by (metis IntI all_not_in_conv disj dist_commute mem_ball not_less) - with x_ac dac \e > 0\ show "x = a - e" - by (auto simp: norm_minus_commute dist_norm closed_segment_eq_open dest: open_segment_furthest_le [where y=a]) - qed - ultimately - have "path_image p \ path_image (linepath (a + e) c +++ linepath c (a - e)) \ {a + e, a - e}" - by (force simp: path_image_join) - then show 3: "path_image p \ path_image (linepath (a + e) c +++ linepath c (a - e)) = {a + e, a - e}" - apply (rule equalityI) - apply (clarsimp simp: path_image_join) - apply (metis pathstart_in_path_image psp pathfinish_in_path_image pfp) - done - show 4: "path_image (linepath (a + e) c +++ linepath c (a - e)) \ - inside (path_image (linepath (a + e) (a - e)) \ path_image p) \ {}" - apply (clarsimp simp: path_image_join segment_convex_hull disjoint_iff_not_equal) - by (metis (no_types, hide_lams) UnI1 Un_commute c closed_segment_commute ends_in_segment(1) path_image_join - path_image_linepath pathstart_linepath pfp segment_convex_hull) - show zin_inside: "z \ inside (path_image (linepath (a + e) (a - e)) \ - path_image (linepath (a + e) c +++ linepath c (a - e)))" - apply (simp add: path_image_join) - by (metis z inside_of_triangle DIM_complex Un_commute closed_segment_commute) - show 5: "winding_number - (linepath (a + e) (a - e) +++ reversepath (linepath (a + e) c +++ linepath c (a - e))) z = - winding_number (linepath (a - e) c +++ linepath c (a + e) +++ linepath (a + e) (a - e)) z" - by (simp add: reversepath_joinpaths path_image_join winding_number_join) - show 6: "winding_number (linepath (a - e) c +++ linepath c (a + e) +++ linepath (a + e) (a - e)) z \ 0" - by (simp add: winding_number_triangle z) - show "winding_number (linepath (a + e) (a - e) +++ reversepath p) z = - winding_number (linepath (a - e) c +++ linepath c (a + e) +++ linepath (a + e) (a - e)) z" - by (metis 1 2 3 4 5 6 pa sp_aec sp_ae2 \arc p\ \simple_path p\ arc_distinct_ends winding_number_from_innerpath zin_inside) - qed (use assms \e > 0\ in auto) - show "z \ inside (path_image (p +++ linepath (a - e) (a + e)))" - using zin by (simp add: assms path_image_join Un_commute closed_segment_commute) - then have "cmod (winding_number (p +++ linepath (a - e) (a + e)) z) = - cmod ((winding_number(reversepath (p +++ linepath (a - e) (a + e))) z))" - apply (subst winding_number_reversepath) - using simple_path_imp_path sp_pl apply blast - apply (metis IntI emptyE inside_no_overlap) - by (simp add: inside_def) - also have "... = cmod (winding_number(linepath (a + e) (a - e) +++ reversepath p) z)" - by (simp add: pfp reversepath_joinpaths) - also have "... = cmod (winding_number (linepath (a - e) c +++ linepath c (a + e) +++ linepath (a + e) (a - e)) z)" - by (simp add: zeq) - also have "... = 1" - using z by (simp add: interior_of_triangle winding_number_triangle) - finally show "cmod (winding_number (p +++ linepath (a - e) (a + e)) z) = 1" . - qed + obtain p where p: "valid_path p" "z \ path_image p" + "pathstart p = pathstart \" "pathfinish p = pathfinish \" + and eq: "contour_integral p (\w. 1 / (w - z)) = complex_of_real (2 * pi) * \ * winding_number \ z" + using winding_number [OF assms, of 1] unfolding winding_number_prop_def by auto + then have wneq: "winding_number \ z = winding_number p z" + using eq winding_number_valid_path by force + have iff: "(winding_number \ z \ \) \ (exp (contour_integral p (\w. 1 / (w - z))) = 1)" + using eq by (simp add: exp_eq_1 complex_is_Int_iff) + have "exp (contour_integral p (\w. 1 / (w - z))) = (\ 1 - z) / (\ 0 - z)" + using p winding_number_exp_integral(2) [of p 0 1 z] + apply (simp add: valid_path_def path_defs contour_integral_integral exp_minus field_split_simps) + by (metis path_image_def pathstart_def pathstart_in_path_image) + then have "winding_number p z \ \ \ pathfinish p = pathstart p" + using p wneq iff by (auto simp: path_defs) + then show ?thesis using p eq + by (auto simp: winding_number_valid_path) qed -lemma simple_closed_path_wn2: - fixes a::complex and d e::real - assumes "0 < d" "0 < e" - and sp_pl: "simple_path(p +++ linepath (a - d) (a + e))" - and psp: "pathstart p = a + e" - and pfp: "pathfinish p = a - d" -obtains z where "z \ inside (path_image (p +++ linepath (a - d) (a + e)))" - "cmod (winding_number (p +++ linepath (a - d) (a + e)) z) = 1" +theorem integer_winding_number: + "\path \; pathfinish \ = pathstart \; z \ path_image \\ \ winding_number \ z \ \" +by (metis integer_winding_number_eq) + + +text\If the winding number's magnitude is at least one, then the path must contain points in every direction.*) + We can thus bound the winding number of a path that doesn't intersect a given ray. \ + +lemma winding_number_pos_meets: + fixes z::complex + assumes \: "valid_path \" and z: "z \ path_image \" and 1: "Re (winding_number \ z) \ 1" + and w: "w \ z" + shows "\a::real. 0 < a \ z + a*(w - z) \ path_image \" proof - - have [simp]: "a + of_real x \ closed_segment (a - \) (a - \) \ x \ closed_segment (-\) (-\)" for x \ \::real - using closed_segment_translation_eq [of a] - by (metis (no_types, hide_lams) add_uminus_conv_diff of_real_minus of_real_closed_segment) - have [simp]: "a - of_real x \ closed_segment (a + \) (a + \) \ -x \ closed_segment \ \" for x \ \::real - by (metis closed_segment_translation_eq diff_conv_add_uminus of_real_closed_segment of_real_minus) - have "arc p" and arc_lp: "arc (linepath (a - d) (a + e))" and "path p" - and pap: "path_image p \ closed_segment (a - d) (a + e) \ {a+e, a-d}" - using simple_path_join_loop_eq [of "linepath (a - d) (a + e)" p] assms arc_imp_path by auto - have "0 \ closed_segment (-d) e" - using \0 < d\ \0 < e\ closed_segment_eq_real_ivl by auto - then have "a \ path_image (linepath (a - d) (a + e))" - using of_real_closed_segment [THEN iffD2] - by (force dest: closed_segment_translation_eq [of a, THEN iffD2] simp del: of_real_closed_segment) - then have "a \ path_image p" - using \0 < d\ \0 < e\ pap by auto - then obtain k where "0 < k" and k: "ball a k \ (path_image p) = {}" - using \0 < e\ \path p\ not_on_path_ball by blast - define kde where "kde \ (min k (min d e)) / 2" - have "0 < kde" "kde < k" "kde < d" "kde < e" - using \0 < k\ \0 < d\ \0 < e\ by (auto simp: kde_def) - let ?q = "linepath (a + kde) (a + e) +++ p +++ linepath (a - d) (a - kde)" - have "- kde \ closed_segment (-d) e" - using \0 < kde\ \kde < d\ \kde < e\ closed_segment_eq_real_ivl by auto - then have a_diff_kde: "a - kde \ closed_segment (a - d) (a + e)" - using of_real_closed_segment [THEN iffD2] - by (force dest: closed_segment_translation_eq [of a, THEN iffD2] simp del: of_real_closed_segment) - then have clsub2: "closed_segment (a - d) (a - kde) \ closed_segment (a - d) (a + e)" - by (simp add: subset_closed_segment) - then have "path_image p \ closed_segment (a - d) (a - kde) \ {a + e, a - d}" - using pap by force - moreover - have "a + e \ path_image p \ closed_segment (a - d) (a - kde)" - using \0 < kde\ \kde < d\ \0 < e\ by (auto simp: closed_segment_eq_real_ivl) - ultimately have sub_a_diff_d: "path_image p \ closed_segment (a - d) (a - kde) \ {a - d}" + have [simp]: "\x. 0 \ x \ x \ 1 \ \ x \ z" + using z by (auto simp: path_image_def) + have [simp]: "z \ \ ` {0..1}" + using path_image_def z by auto + have gpd: "\ piecewise_C1_differentiable_on {0..1}" + using \ valid_path_def by blast + define r where "r = (w - z) / (\ 0 - z)" + have [simp]: "r \ 0" + using w z by (auto simp: r_def) + have cont: "continuous_on {0..1} + (\x. Im (integral {0..x} (\x. vector_derivative \ (at x) / (\ x - z))))" + by (intro continuous_intros indefinite_integral_continuous_1 winding_number_exp_integral [OF gpd]; simp) + have "Arg2pi r \ 2*pi" + by (simp add: Arg2pi less_eq_real_def) + also have "\ \ Im (integral {0..1} (\x. vector_derivative \ (at x) / (\ x - z)))" + using 1 + apply (simp add: winding_number_valid_path [OF \ z] contour_integral_integral) + apply (simp add: Complex.Re_divide field_simps power2_eq_square) + done + finally have "Arg2pi r \ Im (integral {0..1} (\x. vector_derivative \ (at x) / (\ x - z)))" . + then have "\t. t \ {0..1} \ Im(integral {0..t} (\x. vector_derivative \ (at x)/(\ x - z))) = Arg2pi r" + by (simp add: Arg2pi_ge_0 cont IVT') + then obtain t where t: "t \ {0..1}" + and eqArg: "Im (integral {0..t} (\x. vector_derivative \ (at x)/(\ x - z))) = Arg2pi r" by blast - have "kde \ closed_segment (-d) e" - using \0 < kde\ \kde < d\ \kde < e\ closed_segment_eq_real_ivl by auto - then have a_diff_kde: "a + kde \ closed_segment (a - d) (a + e)" - using of_real_closed_segment [THEN iffD2] - by (force dest: closed_segment_translation_eq [of "a", THEN iffD2] simp del: of_real_closed_segment) - then have clsub1: "closed_segment (a + kde) (a + e) \ closed_segment (a - d) (a + e)" - by (simp add: subset_closed_segment) - then have "closed_segment (a + kde) (a + e) \ path_image p \ {a + e, a - d}" - using pap by force - moreover - have "closed_segment (a + kde) (a + e) \ closed_segment (a - d) (a - kde) = {}" - proof (clarsimp intro!: equals0I) - fix y - assume y1: "y \ closed_segment (a + kde) (a + e)" - and y2: "y \ closed_segment (a - d) (a - kde)" - obtain u where u: "y = a + of_real u" and "0 < u" - using y1 \0 < kde\ \kde < e\ \0 < e\ apply (clarsimp simp: in_segment) - apply (rule_tac u = "(1 - u)*kde + u*e" in that) - apply (auto simp: scaleR_conv_of_real algebra_simps) - by (meson le_less_trans less_add_same_cancel2 less_eq_real_def mult_left_mono) - moreover - obtain v where v: "y = a + of_real v" and "v \ 0" - using y2 \0 < kde\ \0 < d\ \0 < e\ apply (clarsimp simp: in_segment) - apply (rule_tac v = "- ((1 - u)*d + u*kde)" in that) - apply (force simp: scaleR_conv_of_real algebra_simps) - by (meson less_eq_real_def neg_le_0_iff_le segment_bound_lemma) - ultimately show False - by auto - qed - moreover have "a - d \ closed_segment (a + kde) (a + e)" - using \0 < kde\ \kde < d\ \0 < e\ by (auto simp: closed_segment_eq_real_ivl) - ultimately have sub_a_plus_e: - "closed_segment (a + kde) (a + e) \ (path_image p \ closed_segment (a - d) (a - kde)) - \ {a + e}" - by auto - have "kde \ closed_segment (-kde) e" - using \0 < kde\ \kde < d\ \kde < e\ closed_segment_eq_real_ivl by auto - then have a_add_kde: "a + kde \ closed_segment (a - kde) (a + e)" - using of_real_closed_segment [THEN iffD2] - by (force dest: closed_segment_translation_eq [of "a", THEN iffD2] simp del: of_real_closed_segment) - have "closed_segment (a - kde) (a + kde) \ closed_segment (a + kde) (a + e) = {a + kde}" - by (metis a_add_kde Int_closed_segment) - moreover - have "path_image p \ closed_segment (a - kde) (a + kde) = {}" - proof (rule equals0I, clarify) - fix y assume "y \ path_image p" "y \ closed_segment (a - kde) (a + kde)" - with equals0D [OF k, of y] \0 < kde\ \kde < k\ show False - by (auto simp: dist_norm dest: dist_decreases_closed_segment [where c=a]) - qed - moreover - have "- kde \ closed_segment (-d) kde" - using \0 < kde\ \kde < d\ \kde < e\ closed_segment_eq_real_ivl by auto - then have a_diff_kde': "a - kde \ closed_segment (a - d) (a + kde)" - using of_real_closed_segment [THEN iffD2] - by (force dest: closed_segment_translation_eq [of a, THEN iffD2] simp del: of_real_closed_segment) - then have "closed_segment (a - d) (a - kde) \ closed_segment (a - kde) (a + kde) = {a - kde}" - by (metis Int_closed_segment) - ultimately - have pa_subset_pm_kde: "path_image ?q \ closed_segment (a - kde) (a + kde) \ {a - kde, a + kde}" - by (auto simp: path_image_join assms) - have ge_kde1: "\y. x = a + y \ y \ kde" if "x \ closed_segment (a + kde) (a + e)" for x - using that \kde < e\ mult_le_cancel_left - apply (auto simp: in_segment) - apply (rule_tac x="(1-u)*kde + u*e" in exI) - apply (fastforce simp: algebra_simps scaleR_conv_of_real) + define i where "i = integral {0..t} (\x. vector_derivative \ (at x) / (\ x - z))" + have iArg: "Arg2pi r = Im i" + using eqArg by (simp add: i_def) + have gpdt: "\ piecewise_C1_differentiable_on {0..t}" + by (metis atLeastAtMost_iff atLeastatMost_subset_iff order_refl piecewise_C1_differentiable_on_subset gpd t) + have "exp (- i) * (\ t - z) = \ 0 - z" + unfolding i_def + apply (rule winding_number_exp_integral [OF gpdt]) + using t z unfolding path_image_def by force+ + then have *: "\ t - z = exp i * (\ 0 - z)" + by (simp add: exp_minus field_simps) + then have "(w - z) = r * (\ 0 - z)" + by (simp add: r_def) + then have "z + complex_of_real (exp (Re i)) * (w - z) / complex_of_real (cmod r) = \ t" + apply simp + apply (subst Complex_Transcendental.Arg2pi_eq [of r]) + apply (simp add: iArg) + using * apply (simp add: exp_eq_polar field_simps) done - have ge_kde2: "\y. x = a + y \ y \ -kde" if "x \ closed_segment (a - d) (a - kde)" for x - using that \kde < d\ affine_ineq - apply (auto simp: in_segment) - apply (rule_tac x="- ((1-u)*d + u*kde)" in exI) - apply (fastforce simp: algebra_simps scaleR_conv_of_real) - done - have notin_paq: "x \ path_image ?q" if "dist a x < kde" for x - using that using \0 < kde\ \kde < d\ \kde < k\ - apply (auto simp: path_image_join assms dist_norm dest!: ge_kde1 ge_kde2) - by (meson k disjoint_iff_not_equal le_less_trans less_eq_real_def mem_ball that) - obtain z where zin: "z \ inside (path_image (?q +++ linepath (a - kde) (a + kde)))" - and z1: "cmod (winding_number (?q +++ linepath (a - kde) (a + kde)) z) = 1" - proof (rule simple_closed_path_wn1 [of kde ?q a]) - show "simple_path (?q +++ linepath (a - kde) (a + kde))" - proof (intro simple_path_join_loop conjI) - show "arc ?q" - proof (rule arc_join) - show "arc (linepath (a + kde) (a + e))" - using \kde < e\ \arc p\ by (force simp: pfp) - show "arc (p +++ linepath (a - d) (a - kde))" - using \kde < d\ \kde < e\ \arc p\ sub_a_diff_d by (force simp: pfp intro: arc_join) - qed (auto simp: psp pfp path_image_join sub_a_plus_e) - show "arc (linepath (a - kde) (a + kde))" - using \0 < kde\ by auto - qed (use pa_subset_pm_kde in auto) - qed (use \0 < kde\ notin_paq in auto) - have eq: "path_image (?q +++ linepath (a - kde) (a + kde)) = path_image (p +++ linepath (a - d) (a + e))" - (is "?lhs = ?rhs") - proof - show "?lhs \ ?rhs" - using clsub1 clsub2 apply (auto simp: path_image_join assms) - by (meson subsetCE subset_closed_segment) - show "?rhs \ ?lhs" - apply (simp add: path_image_join assms Un_ac) - by (metis Un_closed_segment Un_assoc a_diff_kde a_diff_kde' le_supI2 subset_refl) - qed - show thesis - proof - show zzin: "z \ inside (path_image (p +++ linepath (a - d) (a + e)))" - by (metis eq zin) - then have znotin: "z \ path_image p" - by (metis ComplD Un_iff inside_Un_outside path_image_join pathfinish_linepath pathstart_reversepath pfp reversepath_linepath) - have znotin_de: "z \ closed_segment (a - d) (a + kde)" - by (metis ComplD Un_iff Un_closed_segment a_diff_kde inside_Un_outside path_image_join path_image_linepath pathstart_linepath pfp zzin) - have "winding_number (linepath (a - d) (a + e)) z = - winding_number (linepath (a - d) (a + kde)) z + winding_number (linepath (a + kde) (a + e)) z" - apply (rule winding_number_split_linepath) - apply (simp add: a_diff_kde) - by (metis ComplD Un_iff inside_Un_outside path_image_join path_image_linepath pathstart_linepath pfp zzin) - also have "... = winding_number (linepath (a + kde) (a + e)) z + - (winding_number (linepath (a - d) (a - kde)) z + - winding_number (linepath (a - kde) (a + kde)) z)" - by (simp add: winding_number_split_linepath [of "a-kde", symmetric] znotin_de a_diff_kde') - finally have "winding_number (p +++ linepath (a - d) (a + e)) z = - winding_number p z + winding_number (linepath (a + kde) (a + e)) z + - (winding_number (linepath (a - d) (a - kde)) z + - winding_number (linepath (a - kde) (a + kde)) z)" - by (metis (no_types, lifting) ComplD Un_iff \arc p\ add.assoc arc_imp_path eq path_image_join path_join_path_ends path_linepath simple_path_imp_path sp_pl union_with_outside winding_number_join zin) - also have "... = winding_number ?q z + winding_number (linepath (a - kde) (a + kde)) z" - using \path p\ znotin assms zzin clsub1 - apply (subst winding_number_join, auto) - apply (metis (no_types, hide_lams) ComplD Un_iff contra_subsetD inside_Un_outside path_image_join path_image_linepath pathstart_linepath) - apply (metis Un_iff Un_closed_segment a_diff_kde' not_in_path_image_join path_image_linepath znotin_de) - by (metis Un_iff Un_closed_segment a_diff_kde' path_image_linepath path_linepath pathstart_linepath winding_number_join znotin_de) - also have "... = winding_number (?q +++ linepath (a - kde) (a + kde)) z" - using \path p\ assms zin - apply (subst winding_number_join [symmetric], auto) - apply (metis ComplD Un_iff path_image_join pathfinish_join pathfinish_linepath pathstart_linepath union_with_outside) - by (metis Un_iff Un_closed_segment a_diff_kde' znotin_de) - finally have "winding_number (p +++ linepath (a - d) (a + e)) z = - winding_number (?q +++ linepath (a - kde) (a + kde)) z" . - then show "cmod (winding_number (p +++ linepath (a - d) (a + e)) z) = 1" - by (simp add: z1) - qed + with t show ?thesis + by (rule_tac x="exp(Re i) / norm r" in exI) (auto simp: path_image_def) +qed + +lemma winding_number_big_meets: + fixes z::complex + assumes \: "valid_path \" and z: "z \ path_image \" and "\Re (winding_number \ z)\ \ 1" + and w: "w \ z" + shows "\a::real. 0 < a \ z + a*(w - z) \ path_image \" +proof - + { assume "Re (winding_number \ z) \ - 1" + then have "Re (winding_number (reversepath \) z) \ 1" + by (simp add: \ valid_path_imp_path winding_number_reversepath z) + moreover have "valid_path (reversepath \)" + using \ valid_path_imp_reverse by auto + moreover have "z \ path_image (reversepath \)" + by (simp add: z) + ultimately have "\a::real. 0 < a \ z + a*(w - z) \ path_image (reversepath \)" + using winding_number_pos_meets w by blast + then have ?thesis + by simp + } + then show ?thesis + using assms + by (simp add: abs_if winding_number_pos_meets split: if_split_asm) +qed + +lemma winding_number_less_1: + fixes z::complex + shows + "\valid_path \; z \ path_image \; w \ z; + \a::real. 0 < a \ z + a*(w - z) \ path_image \\ + \ Re(winding_number \ z) < 1" + by (auto simp: not_less dest: winding_number_big_meets) + +text\One way of proving that WN=1 for a loop.\ +lemma winding_number_eq_1: + fixes z::complex + assumes \: "valid_path \" and z: "z \ path_image \" and loop: "pathfinish \ = pathstart \" + and 0: "0 < Re(winding_number \ z)" and 2: "Re(winding_number \ z) < 2" + shows "winding_number \ z = 1" +proof - + have "winding_number \ z \ Ints" + by (simp add: \ integer_winding_number loop valid_path_imp_path z) + then show ?thesis + using 0 2 by (auto simp: Ints_def) qed -lemma simple_closed_path_wn3: - fixes p :: "real \ complex" - assumes "simple_path p" and loop: "pathfinish p = pathstart p" - obtains z where "z \ inside (path_image p)" "cmod (winding_number p z) = 1" +subsection\Continuity of winding number and invariance on connected sets\ + +lemma continuous_at_winding_number: + fixes z::complex + assumes \: "path \" and z: "z \ path_image \" + shows "continuous (at z) (winding_number \)" proof - - have ins: "inside(path_image p) \ {}" "open(inside(path_image p))" - "connected(inside(path_image p))" - and out: "outside(path_image p) \ {}" "open(outside(path_image p))" - "connected(outside(path_image p))" - and bo: "bounded(inside(path_image p))" "\ bounded(outside(path_image p))" - and ins_out: "inside(path_image p) \ outside(path_image p) = {}" - "inside(path_image p) \ outside(path_image p) = - path_image p" - and fro: "frontier(inside(path_image p)) = path_image p" - "frontier(outside(path_image p)) = path_image p" - using Jordan_inside_outside [OF assms] by auto - obtain a where a: "a \ inside(path_image p)" - using \inside (path_image p) \ {}\ by blast - obtain d::real where "0 < d" and d_fro: "a - d \ frontier (inside (path_image p))" - and d_int: "\\. \0 \ \; \ < d\ \ (a - \) \ inside (path_image p)" - apply (rule ray_to_frontier [of "inside (path_image p)" a "-1"]) - using \bounded (inside (path_image p))\ \open (inside (path_image p))\ a interior_eq - apply (auto simp: of_real_def) - done - obtain e::real where "0 < e" and e_fro: "a + e \ frontier (inside (path_image p))" - and e_int: "\\. \0 \ \; \ < e\ \ (a + \) \ inside (path_image p)" - apply (rule ray_to_frontier [of "inside (path_image p)" a 1]) - using \bounded (inside (path_image p))\ \open (inside (path_image p))\ a interior_eq - apply (auto simp: of_real_def) - done - obtain t0 where "0 \ t0" "t0 \ 1" and pt: "p t0 = a - d" - using a d_fro fro by (auto simp: path_image_def) - obtain q where "simple_path q" and q_ends: "pathstart q = a - d" "pathfinish q = a - d" - and q_eq_p: "path_image q = path_image p" - and wn_q_eq_wn_p: "\z. z \ inside(path_image p) \ winding_number q z = winding_number p z" - proof - show "simple_path (shiftpath t0 p)" - by (simp add: pathstart_shiftpath pathfinish_shiftpath - simple_path_shiftpath path_image_shiftpath \0 \ t0\ \t0 \ 1\ assms) - show "pathstart (shiftpath t0 p) = a - d" - using pt by (simp add: \t0 \ 1\ pathstart_shiftpath) - show "pathfinish (shiftpath t0 p) = a - d" - by (simp add: \0 \ t0\ loop pathfinish_shiftpath pt) - show "path_image (shiftpath t0 p) = path_image p" - by (simp add: \0 \ t0\ \t0 \ 1\ loop path_image_shiftpath) - show "winding_number (shiftpath t0 p) z = winding_number p z" - if "z \ inside (path_image p)" for z - by (metis ComplD Un_iff \0 \ t0\ \t0 \ 1\ \simple_path p\ atLeastAtMost_iff inside_Un_outside - loop simple_path_imp_path that winding_number_shiftpath) - qed - have ad_not_ae: "a - d \ a + e" - by (metis \0 < d\ \0 < e\ add.left_inverse add_left_cancel add_uminus_conv_diff - le_add_same_cancel2 less_eq_real_def not_less of_real_add of_real_def of_real_eq_0_iff pt) - have ad_ae_q: "{a - d, a + e} \ path_image q" - using \path_image q = path_image p\ d_fro e_fro fro(1) by auto - have ada: "open_segment (a - d) a \ inside (path_image p)" - proof (clarsimp simp: in_segment) - fix u::real assume "0 < u" "u < 1" - with d_int have "a - (1 - u) * d \ inside (path_image p)" - by (metis \0 < d\ add.commute diff_add_cancel left_diff_distrib' less_add_same_cancel2 less_eq_real_def mult.left_neutral zero_less_mult_iff) - then show "(1 - u) *\<^sub>R (a - d) + u *\<^sub>R a \ inside (path_image p)" - by (simp add: diff_add_eq of_real_def real_vector.scale_right_diff_distrib) - qed - have aae: "open_segment a (a + e) \ inside (path_image p)" - proof (clarsimp simp: in_segment) - fix u::real assume "0 < u" "u < 1" - with e_int have "a + u * e \ inside (path_image p)" - by (meson \0 < e\ less_eq_real_def mult_less_cancel_right2 not_less zero_less_mult_iff) - then show "(1 - u) *\<^sub>R a + u *\<^sub>R (a + e) \ inside (path_image p)" - apply (simp add: algebra_simps) - by (simp add: diff_add_eq of_real_def real_vector.scale_right_diff_distrib) - qed - have "complex_of_real (d * d + (e * e + d * (e + e))) \ 0" - using ad_not_ae - by (metis \0 < d\ \0 < e\ add_strict_left_mono less_add_same_cancel1 not_sum_squares_lt_zero - of_real_eq_0_iff zero_less_double_add_iff_zero_less_single_add zero_less_mult_iff) - then have a_in_de: "a \ open_segment (a - d) (a + e)" - using ad_not_ae \0 < d\ \0 < e\ - apply (auto simp: in_segment algebra_simps scaleR_conv_of_real) - apply (rule_tac x="d / (d+e)" in exI) - apply (auto simp: field_simps) + obtain e where "e>0" and cbg: "cball z e \ - path_image \" + using open_contains_cball [of "- path_image \"] z + by (force simp: closed_def [symmetric] closed_path_image [OF \]) + then have ppag: "path_image \ \ - cball z (e/2)" + by (force simp: cball_def dist_norm) + have oc: "open (- cball z (e / 2))" + by (simp add: closed_def [symmetric]) + obtain d where "d>0" and pi_eq: + "\h1 h2. \valid_path h1; valid_path h2; + (\t\{0..1}. cmod (h1 t - \ t) < d \ cmod (h2 t - \ t) < d); + pathstart h2 = pathstart h1; pathfinish h2 = pathfinish h1\ + \ + path_image h1 \ - cball z (e / 2) \ + path_image h2 \ - cball z (e / 2) \ + (\f. f holomorphic_on - cball z (e / 2) \ contour_integral h2 f = contour_integral h1 f)" + using contour_integral_nearby_ends [OF oc \ ppag] by metis + obtain p where p: "valid_path p" "z \ path_image p" + "pathstart p = pathstart \ \ pathfinish p = pathfinish \" + and pg: "\t. t\{0..1} \ cmod (\ t - p t) < min d e / 2" + and pi: "contour_integral p (\x. 1 / (x - z)) = complex_of_real (2 * pi) * \ * winding_number \ z" + using winding_number [OF \ z, of "min d e / 2"] \d>0\ \e>0\ by (auto simp: winding_number_prop_def) + { fix w + assume d2: "cmod (w - z) < d/2" and e2: "cmod (w - z) < e/2" + then have wnotp: "w \ path_image p" + using cbg \d>0\ \e>0\ + apply (simp add: path_image_def cball_def dist_norm, clarify) + apply (frule pg) + apply (drule_tac c="\ x" in subsetD) + apply (auto simp: less_eq_real_def norm_minus_commute norm_triangle_half_l) + done + have wnotg: "w \ path_image \" + using cbg e2 \e>0\ by (force simp: dist_norm norm_minus_commute) + { fix k::real + assume k: "k>0" + then obtain q where q: "valid_path q" "w \ path_image q" + "pathstart q = pathstart \ \ pathfinish q = pathfinish \" + and qg: "\t. t \ {0..1} \ cmod (\ t - q t) < min k (min d e) / 2" + and qi: "contour_integral q (\u. 1 / (u - w)) = complex_of_real (2 * pi) * \ * winding_number \ w" + using winding_number [OF \ wnotg, of "min k (min d e) / 2"] \d>0\ \e>0\ k + by (force simp: min_divide_distrib_right winding_number_prop_def) + have "contour_integral p (\u. 1 / (u - w)) = contour_integral q (\u. 1 / (u - w))" + apply (rule pi_eq [OF \valid_path q\ \valid_path p\, THEN conjunct2, THEN conjunct2, rule_format]) + apply (frule pg) + apply (frule qg) + using p q \d>0\ e2 + apply (auto simp: dist_norm norm_minus_commute intro!: holomorphic_intros) + done + then have "contour_integral p (\x. 1 / (x - w)) = complex_of_real (2 * pi) * \ * winding_number \ w" + by (simp add: pi qi) + } note pip = this + have "path p" + using p by (simp add: valid_path_imp_path) + then have "winding_number p w = winding_number \ w" + apply (rule winding_number_unique [OF _ wnotp]) + apply (rule_tac x=p in exI) + apply (simp add: p wnotp min_divide_distrib_right pip winding_number_prop_def) + done + } note wnwn = this + obtain pe where "pe>0" and cbp: "cball z (3 / 4 * pe) \ - path_image p" + using p open_contains_cball [of "- path_image p"] + by (force simp: closed_def [symmetric] closed_path_image [OF valid_path_imp_path]) + obtain L + where "L>0" + and L: "\f B. \f holomorphic_on - cball z (3 / 4 * pe); + \z \ - cball z (3 / 4 * pe). cmod (f z) \ B\ \ + cmod (contour_integral p f) \ L * B" + using contour_integral_bound_exists [of "- cball z (3/4*pe)" p] cbp \valid_path p\ by force + { fix e::real and w::complex + assume e: "0 < e" and w: "cmod (w - z) < pe/4" "cmod (w - z) < e * pe\<^sup>2 / (8 * L)" + then have [simp]: "w \ path_image p" + using cbp p(2) \0 < pe\ + by (force simp: dist_norm norm_minus_commute path_image_def cball_def) + have [simp]: "contour_integral p (\x. 1/(x - w)) - contour_integral p (\x. 1/(x - z)) = + contour_integral p (\x. 1/(x - w) - 1/(x - z))" + by (simp add: p contour_integrable_inversediff contour_integral_diff) + { fix x + assume pe: "3/4 * pe < cmod (z - x)" + have "cmod (w - x) < pe/4 + cmod (z - x)" + by (meson add_less_cancel_right norm_diff_triangle_le order_refl order_trans_rules(21) w(1)) + then have wx: "cmod (w - x) < 4/3 * cmod (z - x)" using pe by simp + have "cmod (z - x) \ cmod (z - w) + cmod (w - x)" + using norm_diff_triangle_le by blast + also have "\ < pe/4 + cmod (w - x)" + using w by (simp add: norm_minus_commute) + finally have "pe/2 < cmod (w - x)" + using pe by auto + then have "(pe/2)^2 < cmod (w - x) ^ 2" + apply (rule power_strict_mono) + using \pe>0\ by auto + then have pe2: "pe^2 < 4 * cmod (w - x) ^ 2" + by (simp add: power_divide) + have "8 * L * cmod (w - z) < e * pe\<^sup>2" + using w \L>0\ by (simp add: field_simps) + also have "\ < e * 4 * cmod (w - x) * cmod (w - x)" + using pe2 \e>0\ by (simp add: power2_eq_square) + also have "\ < e * 4 * cmod (w - x) * (4/3 * cmod (z - x))" + using wx + apply (rule mult_strict_left_mono) + using pe2 e not_less_iff_gr_or_eq by fastforce + finally have "L * cmod (w - z) < 2/3 * e * cmod (w - x) * cmod (z - x)" + by simp + also have "\ \ e * cmod (w - x) * cmod (z - x)" + using e by simp + finally have Lwz: "L * cmod (w - z) < e * cmod (w - x) * cmod (z - x)" . + have "L * cmod (1 / (x - w) - 1 / (x - z)) \ e" + apply (cases "x=z \ x=w") + using pe \pe>0\ w \L>0\ + apply (force simp: norm_minus_commute) + using wx w(2) \L>0\ pe pe2 Lwz + apply (auto simp: divide_simps mult_less_0_iff norm_minus_commute norm_divide norm_mult power2_eq_square) + done + } note L_cmod_le = this + have *: "cmod (contour_integral p (\x. 1 / (x - w) - 1 / (x - z))) \ L * (e * pe\<^sup>2 / L / 4 * (inverse (pe / 2))\<^sup>2)" + apply (rule L) + using \pe>0\ w + apply (force simp: dist_norm norm_minus_commute intro!: holomorphic_intros) + using \pe>0\ w \L>0\ + apply (auto simp: cball_def dist_norm field_simps L_cmod_le simp del: less_divide_eq_numeral1 le_divide_eq_numeral1) + done + have "cmod (contour_integral p (\x. 1 / (x - w)) - contour_integral p (\x. 1 / (x - z))) < 2*e" + apply simp + apply (rule le_less_trans [OF *]) + using \L>0\ e + apply (force simp: field_simps) + done + then have "cmod (winding_number p w - winding_number p z) < e" + using pi_ge_two e + by (force simp: winding_number_valid_path p field_simps norm_divide norm_mult intro: less_le_trans) + } note cmod_wn_diff = this + then have "isCont (winding_number p) z" + apply (simp add: continuous_at_eps_delta, clarify) + apply (rule_tac x="min (pe/4) (e/2*pe^2/L/4)" in exI) + using \pe>0\ \L>0\ + apply (simp add: dist_norm cmod_wn_diff) done - then have "open_segment (a - d) (a + e) \ inside (path_image p)" - using ada a aae Un_open_segment [of a "a-d" "a+e"] by blast - then have "path_image q \ open_segment (a - d) (a + e) = {}" - using inside_no_overlap by (fastforce simp: q_eq_p) - with ad_ae_q have paq_Int_cs: "path_image q \ closed_segment (a - d) (a + e) = {a - d, a + e}" - by (simp add: closed_segment_eq_open) - obtain t where "0 \ t" "t \ 1" and qt: "q t = a + e" - using a e_fro fro ad_ae_q by (auto simp: path_defs) - then have "t \ 0" - by (metis ad_not_ae pathstart_def q_ends(1)) - then have "t \ 1" - by (metis ad_not_ae pathfinish_def q_ends(2) qt) - have q01: "q 0 = a - d" "q 1 = a - d" - using q_ends by (auto simp: pathstart_def pathfinish_def) - obtain z where zin: "z \ inside (path_image (subpath t 0 q +++ linepath (a - d) (a + e)))" - and z1: "cmod (winding_number (subpath t 0 q +++ linepath (a - d) (a + e)) z) = 1" - proof (rule simple_closed_path_wn2 [of d e "subpath t 0 q" a], simp_all add: q01) - show "simple_path (subpath t 0 q +++ linepath (a - d) (a + e))" - proof (rule simple_path_join_loop, simp_all add: qt q01) - have "inj_on q (closed_segment t 0)" - using \0 \ t\ \simple_path q\ \t \ 1\ \t \ 0\ \t \ 1\ - by (fastforce simp: simple_path_def inj_on_def closed_segment_eq_real_ivl) - then show "arc (subpath t 0 q)" - using \0 \ t\ \simple_path q\ \t \ 1\ \t \ 0\ - by (simp add: arc_subpath_eq simple_path_imp_path) - show "arc (linepath (a - d) (a + e))" - by (simp add: ad_not_ae) - show "path_image (subpath t 0 q) \ closed_segment (a - d) (a + e) \ {a + e, a - d}" - using qt paq_Int_cs \simple_path q\ \0 \ t\ \t \ 1\ - by (force simp: dest: rev_subsetD [OF _ path_image_subpath_subset] intro: simple_path_imp_path) - qed - qed (auto simp: \0 < d\ \0 < e\ qt) - have pa01_Un: "path_image (subpath 0 t q) \ path_image (subpath 1 t q) = path_image q" - unfolding path_image_subpath - using \0 \ t\ \t \ 1\ by (force simp: path_image_def image_iff) - with paq_Int_cs have pa_01q: - "(path_image (subpath 0 t q) \ path_image (subpath 1 t q)) \ closed_segment (a - d) (a + e) = {a - d, a + e}" - by metis - have z_notin_ed: "z \ closed_segment (a + e) (a - d)" - using zin q01 by (simp add: path_image_join closed_segment_commute inside_def) - have z_notin_0t: "z \ path_image (subpath 0 t q)" - by (metis (no_types, hide_lams) IntI Un_upper1 subsetD empty_iff inside_no_overlap path_image_join - path_image_subpath_commute pathfinish_subpath pathstart_def pathstart_linepath q_ends(1) qt subpath_trivial zin) - have [simp]: "- winding_number (subpath t 0 q) z = winding_number (subpath 0 t q) z" - by (metis \0 \ t\ \simple_path q\ \t \ 1\ atLeastAtMost_iff zero_le_one - path_image_subpath_commute path_subpath real_eq_0_iff_le_ge_0 - reversepath_subpath simple_path_imp_path winding_number_reversepath z_notin_0t) - obtain z_in_q: "z \ inside(path_image q)" - and wn_q: "winding_number (subpath 0 t q +++ subpath t 1 q) z = - winding_number (subpath t 0 q +++ linepath (a - d) (a + e)) z" - proof (rule winding_number_from_innerpath - [of "subpath 0 t q" "a-d" "a+e" "subpath 1 t q" "linepath (a - d) (a + e)" - z "- winding_number (subpath t 0 q +++ linepath (a - d) (a + e)) z"], - simp_all add: q01 qt pa01_Un reversepath_subpath) - show "simple_path (subpath 0 t q)" "simple_path (subpath 1 t q)" - by (simp_all add: \0 \ t\ \simple_path q\ \t \ 1\ \t \ 0\ \t \ 1\ simple_path_subpath) - show "simple_path (linepath (a - d) (a + e))" - using ad_not_ae by blast - show "path_image (subpath 0 t q) \ path_image (subpath 1 t q) = {a - d, a + e}" (is "?lhs = ?rhs") - proof - show "?lhs \ ?rhs" - using \0 \ t\ \simple_path q\ \t \ 1\ \t \ 1\ q_ends qt q01 - by (force simp: pathfinish_def qt simple_path_def path_image_subpath) - show "?rhs \ ?lhs" - using \0 \ t\ \t \ 1\ q01 qt by (force simp: path_image_subpath) - qed - show "path_image (subpath 0 t q) \ closed_segment (a - d) (a + e) = {a - d, a + e}" (is "?lhs = ?rhs") - proof - show "?lhs \ ?rhs" using paq_Int_cs pa01_Un by fastforce - show "?rhs \ ?lhs" using \0 \ t\ \t \ 1\ q01 qt by (force simp: path_image_subpath) - qed - show "path_image (subpath 1 t q) \ closed_segment (a - d) (a + e) = {a - d, a + e}" (is "?lhs = ?rhs") - proof - show "?lhs \ ?rhs" by (auto simp: pa_01q [symmetric]) - show "?rhs \ ?lhs" using \0 \ t\ \t \ 1\ q01 qt by (force simp: path_image_subpath) - qed - show "closed_segment (a - d) (a + e) \ inside (path_image q) \ {}" - using a a_in_de open_closed_segment pa01_Un q_eq_p by fastforce - show "z \ inside (path_image (subpath 0 t q) \ closed_segment (a - d) (a + e))" - by (metis path_image_join path_image_linepath path_image_subpath_commute pathfinish_subpath pathstart_linepath q01(1) zin) - show "winding_number (subpath 0 t q +++ linepath (a + e) (a - d)) z = - - winding_number (subpath t 0 q +++ linepath (a - d) (a + e)) z" - using z_notin_ed z_notin_0t \0 \ t\ \simple_path q\ \t \ 1\ - by (simp add: simple_path_imp_path qt q01 path_image_subpath_commute closed_segment_commute winding_number_join winding_number_reversepath [symmetric]) - show "- d \ e" - using ad_not_ae by auto - show "winding_number (subpath t 0 q +++ linepath (a - d) (a + e)) z \ 0" - using z1 by auto - qed - show ?thesis - proof - show "z \ inside (path_image p)" - using q_eq_p z_in_q by auto - then have [simp]: "z \ path_image q" - by (metis disjoint_iff_not_equal inside_no_overlap q_eq_p) - have [simp]: "z \ path_image (subpath 1 t q)" - using inside_def pa01_Un z_in_q by fastforce - have "winding_number(subpath 0 t q +++ subpath t 1 q) z = winding_number(subpath 0 1 q) z" - using z_notin_0t \0 \ t\ \simple_path q\ \t \ 1\ - by (simp add: simple_path_imp_path qt path_image_subpath_commute winding_number_join winding_number_subpath_combine) - with wn_q have "winding_number (subpath t 0 q +++ linepath (a - d) (a + e)) z = - winding_number q z" - by auto - with z1 have "cmod (winding_number q z) = 1" - by simp - with z1 wn_q_eq_wn_p show "cmod (winding_number p z) = 1" - using z1 wn_q_eq_wn_p by (simp add: \z \ inside (path_image p)\) - qed + then show ?thesis + apply (rule continuous_transform_within [where d = "min d e / 2"]) + apply (auto simp: \d>0\ \e>0\ dist_norm wnwn) + done qed -proposition simple_closed_path_winding_number_inside: - assumes "simple_path \" - obtains "\z. z \ inside(path_image \) \ winding_number \ z = 1" - | "\z. z \ inside(path_image \) \ winding_number \ z = -1" -proof (cases "pathfinish \ = pathstart \") - case True - have "path \" - by (simp add: assms simple_path_imp_path) - then have const: "winding_number \ constant_on inside(path_image \)" - proof (rule winding_number_constant) - show "connected (inside(path_image \))" - by (simp add: Jordan_inside_outside True assms) - qed (use inside_no_overlap True in auto) - obtain z where zin: "z \ inside (path_image \)" and z1: "cmod (winding_number \ z) = 1" - using simple_closed_path_wn3 [of \] True assms by blast - have "winding_number \ z \ \" - using zin integer_winding_number [OF \path \\ True] inside_def by blast - with z1 consider "winding_number \ z = 1" | "winding_number \ z = -1" - apply (auto simp: Ints_def abs_if split: if_split_asm) - by (metis of_int_1 of_int_eq_iff of_int_minus) - with that const zin show ?thesis - unfolding constant_on_def by metis -next - case False - then show ?thesis - using inside_simple_curve_imp_closed assms that(2) by blast -qed +corollary continuous_on_winding_number: + "path \ \ continuous_on (- path_image \) (\w. winding_number \ w)" + by (simp add: continuous_at_imp_continuous_on continuous_at_winding_number) -lemma simple_closed_path_abs_winding_number_inside: - assumes "simple_path \" "z \ inside(path_image \)" - shows "\Re (winding_number \ z)\ = 1" - by (metis assms norm_minus_cancel norm_one one_complex.simps(1) real_norm_def simple_closed_path_winding_number_inside uminus_complex.simps(1)) - -lemma simple_closed_path_norm_winding_number_inside: - assumes "simple_path \" "z \ inside(path_image \)" - shows "norm (winding_number \ z) = 1" -proof - - have "pathfinish \ = pathstart \" - using assms inside_simple_curve_imp_closed by blast - with assms integer_winding_number have "winding_number \ z \ \" - by (simp add: inside_def simple_path_def) - then show ?thesis - by (metis assms norm_minus_cancel norm_one simple_closed_path_winding_number_inside) -qed +subsection\<^marker>\tag unimportant\ \The winding number is constant on a connected region\ -lemma simple_closed_path_winding_number_cases: - "\simple_path \; pathfinish \ = pathstart \; z \ path_image \\ \ winding_number \ z \ {-1,0,1}" -apply (simp add: inside_Un_outside [of "path_image \", symmetric, unfolded set_eq_iff Set.Compl_iff] del: inside_Un_outside) - apply (rule simple_closed_path_winding_number_inside) - using simple_path_def winding_number_zero_in_outside by blast+ - -lemma simple_closed_path_winding_number_pos: - "\simple_path \; pathfinish \ = pathstart \; z \ path_image \; 0 < Re(winding_number \ z)\ - \ winding_number \ z = 1" -using simple_closed_path_winding_number_cases - by fastforce - -subsection \Winding number for rectangular paths\ - -definition\<^marker>\tag important\ rectpath where - "rectpath a1 a3 = (let a2 = Complex (Re a3) (Im a1); a4 = Complex (Re a1) (Im a3) - in linepath a1 a2 +++ linepath a2 a3 +++ linepath a3 a4 +++ linepath a4 a1)" - -lemma path_rectpath [simp, intro]: "path (rectpath a b)" - by (simp add: Let_def rectpath_def) - -lemma valid_path_rectpath [simp, intro]: "valid_path (rectpath a b)" - by (simp add: Let_def rectpath_def) - -lemma pathstart_rectpath [simp]: "pathstart (rectpath a1 a3) = a1" - by (simp add: rectpath_def Let_def) - -lemma pathfinish_rectpath [simp]: "pathfinish (rectpath a1 a3) = a1" - by (simp add: rectpath_def Let_def) - -lemma simple_path_rectpath [simp, intro]: - assumes "Re a1 \ Re a3" "Im a1 \ Im a3" - shows "simple_path (rectpath a1 a3)" - unfolding rectpath_def Let_def using assms - by (intro simple_path_join_loop arc_join arc_linepath) - (auto simp: complex_eq_iff path_image_join closed_segment_same_Re closed_segment_same_Im) - -lemma path_image_rectpath: - assumes "Re a1 \ Re a3" "Im a1 \ Im a3" - shows "path_image (rectpath a1 a3) = - {z. Re z \ {Re a1, Re a3} \ Im z \ {Im a1..Im a3}} \ - {z. Im z \ {Im a1, Im a3} \ Re z \ {Re a1..Re a3}}" (is "?lhs = ?rhs") +lemma winding_number_constant: + assumes \: "path \" and loop: "pathfinish \ = pathstart \" and cs: "connected S" and sg: "S \ path_image \ = {}" + shows "winding_number \ constant_on S" proof - - define a2 a4 where "a2 = Complex (Re a3) (Im a1)" and "a4 = Complex (Re a1) (Im a3)" - have "?lhs = closed_segment a1 a2 \ closed_segment a2 a3 \ - closed_segment a4 a3 \ closed_segment a1 a4" - by (simp_all add: rectpath_def Let_def path_image_join closed_segment_commute - a2_def a4_def Un_assoc) - also have "\ = ?rhs" using assms - by (auto simp: rectpath_def Let_def path_image_join a2_def a4_def - closed_segment_same_Re closed_segment_same_Im closed_segment_eq_real_ivl) - finally show ?thesis . + have *: "1 \ cmod (winding_number \ y - winding_number \ z)" + if ne: "winding_number \ y \ winding_number \ z" and "y \ S" "z \ S" for y z + proof - + have "winding_number \ y \ \" "winding_number \ z \ \" + using that integer_winding_number [OF \ loop] sg \y \ S\ by auto + with ne show ?thesis + by (auto simp: Ints_def simp flip: of_int_diff) + qed + have cont: "continuous_on S (\w. winding_number \ w)" + using continuous_on_winding_number [OF \] sg + by (meson continuous_on_subset disjoint_eq_subset_Compl) + show ?thesis + using "*" zero_less_one + by (blast intro: continuous_discrete_range_constant [OF cs cont]) qed -lemma path_image_rectpath_subset_cbox: - assumes "Re a \ Re b" "Im a \ Im b" - shows "path_image (rectpath a b) \ cbox a b" - using assms by (auto simp: path_image_rectpath in_cbox_complex_iff) - -lemma path_image_rectpath_inter_box: - assumes "Re a \ Re b" "Im a \ Im b" - shows "path_image (rectpath a b) \ box a b = {}" - using assms by (auto simp: path_image_rectpath in_box_complex_iff) +lemma winding_number_eq: + "\path \; pathfinish \ = pathstart \; w \ S; z \ S; connected S; S \ path_image \ = {}\ + \ winding_number \ w = winding_number \ z" + using winding_number_constant by (metis constant_on_def) -lemma path_image_rectpath_cbox_minus_box: - assumes "Re a \ Re b" "Im a \ Im b" - shows "path_image (rectpath a b) = cbox a b - box a b" - using assms by (auto simp: path_image_rectpath in_cbox_complex_iff - in_box_complex_iff) - -proposition winding_number_rectpath: - assumes "z \ box a1 a3" - shows "winding_number (rectpath a1 a3) z = 1" +lemma open_winding_number_levelsets: + assumes \: "path \" and loop: "pathfinish \ = pathstart \" + shows "open {z. z \ path_image \ \ winding_number \ z = k}" proof - - from assms have less: "Re a1 < Re a3" "Im a1 < Im a3" - by (auto simp: in_box_complex_iff) - define a2 a4 where "a2 = Complex (Re a3) (Im a1)" and "a4 = Complex (Re a1) (Im a3)" - let ?l1 = "linepath a1 a2" and ?l2 = "linepath a2 a3" - and ?l3 = "linepath a3 a4" and ?l4 = "linepath a4 a1" - from assms and less have "z \ path_image (rectpath a1 a3)" - by (auto simp: path_image_rectpath_cbox_minus_box) - also have "path_image (rectpath a1 a3) = - path_image ?l1 \ path_image ?l2 \ path_image ?l3 \ path_image ?l4" - by (simp add: rectpath_def Let_def path_image_join Un_assoc a2_def a4_def) - finally have "z \ \" . - moreover have "\l\{?l1,?l2,?l3,?l4}. Re (winding_number l z) > 0" - unfolding ball_simps HOL.simp_thms a2_def a4_def - by (intro conjI; (rule winding_number_linepath_pos_lt; - (insert assms, auto simp: a2_def a4_def in_box_complex_iff mult_neg_neg))+) - ultimately have "Re (winding_number (rectpath a1 a3) z) > 0" - by (simp add: winding_number_join path_image_join rectpath_def Let_def a2_def a4_def) - thus "winding_number (rectpath a1 a3) z = 1" using assms less - by (intro simple_closed_path_winding_number_pos simple_path_rectpath) - (auto simp: path_image_rectpath_cbox_minus_box) + have opn: "open (- path_image \)" + by (simp add: closed_path_image \ open_Compl) + { fix z assume z: "z \ path_image \" and k: "k = winding_number \ z" + obtain e where e: "e>0" "ball z e \ - path_image \" + using open_contains_ball [of "- path_image \"] opn z + by blast + have "\e>0. \y. dist y z < e \ y \ path_image \ \ winding_number \ y = winding_number \ z" + apply (rule_tac x=e in exI) + using e apply (simp add: dist_norm ball_def norm_minus_commute) + apply (auto simp: dist_norm norm_minus_commute intro!: winding_number_eq [OF assms, where S = "ball z e"]) + done + } then + show ?thesis + by (auto simp: open_dist) qed -proposition winding_number_rectpath_outside: - assumes "Re a1 \ Re a3" "Im a1 \ Im a3" - assumes "z \ cbox a1 a3" - shows "winding_number (rectpath a1 a3) z = 0" - using assms by (intro winding_number_zero_outside[OF _ _ _ assms(3)] - path_image_rectpath_subset_cbox) simp_all - -text\A per-function version for continuous logs, a kind of monodromy\ -proposition\<^marker>\tag unimportant\ winding_number_compose_exp: - assumes "path p" - shows "winding_number (exp \ p) 0 = (pathfinish p - pathstart p) / (2 * of_real pi * \)" +proposition winding_number_zero_in_outside: + assumes \: "path \" and loop: "pathfinish \ = pathstart \" and z: "z \ outside (path_image \)" + shows "winding_number \ z = 0" proof - - obtain e where "0 < e" and e: "\t. t \ {0..1} \ e \ norm(exp(p t))" - proof - have "closed (path_image (exp \ p))" - by (simp add: assms closed_path_image holomorphic_on_exp holomorphic_on_imp_continuous_on path_continuous_image) - then show "0 < setdist {0} (path_image (exp \ p))" - by (metis exp_not_eq_zero imageE image_comp infdist_eq_setdist infdist_pos_not_in_closed path_defs(4) path_image_nonempty) - next - fix t::real - assume "t \ {0..1}" - have "setdist {0} (path_image (exp \ p)) \ dist 0 (exp (p t))" - apply (rule setdist_le_dist) - using \t \ {0..1}\ path_image_def by fastforce+ - then show "setdist {0} (path_image (exp \ p)) \ cmod (exp (p t))" - by simp - qed - have "bounded (path_image p)" - by (simp add: assms bounded_path_image) - then obtain B where "0 < B" and B: "path_image p \ cball 0 B" - by (meson bounded_pos mem_cball_0 subsetI) - let ?B = "cball (0::complex) (B+1)" - have "uniformly_continuous_on ?B exp" - using holomorphic_on_exp holomorphic_on_imp_continuous_on - by (force intro: compact_uniformly_continuous) - then obtain d where "d > 0" - and d: "\x x'. \x\?B; x'\?B; dist x' x < d\ \ norm (exp x' - exp x) < e" - using \e > 0\ by (auto simp: uniformly_continuous_on_def dist_norm) - then have "min 1 d > 0" - by force - then obtain g where pfg: "polynomial_function g" and "g 0 = p 0" "g 1 = p 1" - and gless: "\t. t \ {0..1} \ norm(g t - p t) < min 1 d" - using path_approx_polynomial_function [OF \path p\] \d > 0\ \0 < e\ - unfolding pathfinish_def pathstart_def by meson - have "winding_number (exp \ p) 0 = winding_number (exp \ g) 0" - proof (rule winding_number_nearby_paths_eq [symmetric]) - show "path (exp \ p)" "path (exp \ g)" - by (simp_all add: pfg assms holomorphic_on_exp holomorphic_on_imp_continuous_on path_continuous_image path_polynomial_function) - next - fix t :: "real" - assume t: "t \ {0..1}" - with gless have "norm(g t - p t) < 1" - using min_less_iff_conj by blast - moreover have ptB: "norm (p t) \ B" - using B t by (force simp: path_image_def) - ultimately have "cmod (g t) \ B + 1" - by (meson add_mono_thms_linordered_field(4) le_less_trans less_imp_le norm_triangle_sub) - with ptB gless t have "cmod ((exp \ g) t - (exp \ p) t) < e" - by (auto simp: dist_norm d) - with e t show "cmod ((exp \ g) t - (exp \ p) t) < cmod ((exp \ p) t - 0)" - by fastforce - qed (use \g 0 = p 0\ \g 1 = p 1\ in \auto simp: pathfinish_def pathstart_def\) - also have "... = 1 / (of_real (2 * pi) * \) * contour_integral (exp \ g) (\w. 1 / (w - 0))" - proof (rule winding_number_valid_path) - have "continuous_on (path_image g) (deriv exp)" - by (metis DERIV_exp DERIV_imp_deriv continuous_on_cong holomorphic_on_exp holomorphic_on_imp_continuous_on) - then show "valid_path (exp \ g)" - by (simp add: field_differentiable_within_exp pfg valid_path_compose valid_path_polynomial_function) - show "0 \ path_image (exp \ g)" - by (auto simp: path_image_def) - qed - also have "... = 1 / (of_real (2 * pi) * \) * integral {0..1} (\x. vector_derivative g (at x))" - proof (simp add: contour_integral_integral, rule integral_cong) - fix t :: "real" - assume t: "t \ {0..1}" - show "vector_derivative (exp \ g) (at t) / exp (g t) = vector_derivative g (at t)" - proof - - have "(exp \ g has_vector_derivative vector_derivative (exp \ g) (at t)) (at t)" - by (meson DERIV_exp differentiable_def field_vector_diff_chain_at has_vector_derivative_def - has_vector_derivative_polynomial_function pfg vector_derivative_works) - moreover have "(exp \ g has_vector_derivative vector_derivative g (at t) * exp (g t)) (at t)" - apply (rule field_vector_diff_chain_at) - apply (metis has_vector_derivative_polynomial_function pfg vector_derivative_at) - using DERIV_exp has_field_derivative_def apply blast + obtain B::real where "0 < B" and B: "path_image \ \ ball 0 B" + using bounded_subset_ballD [OF bounded_path_image [OF \]] by auto + obtain w::complex where w: "w \ ball 0 (B + 1)" + by (metis abs_of_nonneg le_less less_irrefl mem_ball_0 norm_of_real) + have "- ball 0 (B + 1) \ outside (path_image \)" + apply (rule outside_subset_convex) + using B subset_ball by auto + then have wout: "w \ outside (path_image \)" + using w by blast + moreover have "winding_number \ constant_on outside (path_image \)" + using winding_number_constant [OF \ loop, of "outside(path_image \)"] connected_outside + by (metis DIM_complex bounded_path_image dual_order.refl \ outside_no_overlap) + ultimately have "winding_number \ z = winding_number \ w" + by (metis (no_types, hide_lams) constant_on_def z) + also have "\ = 0" + proof - + have wnot: "w \ path_image \" using wout by (simp add: outside_def) + { fix e::real assume "0" "pathfinish p = pathfinish \" + and pg1: "(\t. \0 \ t; t \ 1\ \ cmod (p t - \ t) < 1)" + and pge: "(\t. \0 \ t; t \ 1\ \ cmod (p t - \ t) < e)" + using path_approx_polynomial_function [OF \, of "min 1 e"] \e>0\ by force + have pip: "path_image p \ ball 0 (B + 1)" + using B + apply (clarsimp simp add: path_image_def dist_norm ball_def) + apply (frule (1) pg1) + apply (fastforce dest: norm_add_less) done - ultimately show ?thesis - by (simp add: divide_simps, rule vector_derivative_unique_at) - qed - qed - also have "... = (pathfinish p - pathstart p) / (2 * of_real pi * \)" - proof - - have "((\x. vector_derivative g (at x)) has_integral g 1 - g 0) {0..1}" - apply (rule fundamental_theorem_of_calculus [OF zero_le_one]) - by (metis has_vector_derivative_at_within has_vector_derivative_polynomial_function pfg vector_derivative_at) + then have "w \ path_image p" using w by blast + then have "\p. valid_path p \ w \ path_image p \ + pathstart p = pathstart \ \ pathfinish p = pathfinish \ \ + (\t\{0..1}. cmod (\ t - p t) < e) \ contour_integral p (\wa. 1 / (wa - w)) = 0" + apply (rule_tac x=p in exI) + apply (simp add: p valid_path_polynomial_function) + apply (intro conjI) + using pge apply (simp add: norm_minus_commute) + apply (rule contour_integral_unique [OF Cauchy_theorem_convex_simple [OF _ convex_ball [of 0 "B+1"]]]) + apply (rule holomorphic_intros | simp add: dist_norm)+ + using mem_ball_0 w apply blast + using p apply (simp_all add: valid_path_polynomial_function loop pip) + done + } then show ?thesis - apply (simp add: pathfinish_def pathstart_def) - using \g 0 = p 0\ \g 1 = p 1\ by auto + by (auto intro: winding_number_unique [OF \] simp add: winding_number_prop_def wnot) qed finally show ?thesis . qed -subsection\<^marker>\tag unimportant\ \The winding number defines a continuous logarithm for the path itself\ +corollary\<^marker>\tag unimportant\ winding_number_zero_const: "a \ z \ winding_number (\t. a) z = 0" + by (rule winding_number_zero_in_outside) + (auto simp: pathfinish_def pathstart_def path_polynomial_function) + +corollary\<^marker>\tag unimportant\ winding_number_zero_outside: + "\path \; convex s; pathfinish \ = pathstart \; z \ s; path_image \ \ s\ \ winding_number \ z = 0" + by (meson convex_in_outside outside_mono subsetCE winding_number_zero_in_outside) + +lemma winding_number_zero_at_infinity: + assumes \: "path \" and loop: "pathfinish \ = pathstart \" + shows "\B. \z. B \ norm z \ winding_number \ z = 0" +proof - + obtain B::real where "0 < B" and B: "path_image \ \ ball 0 B" + using bounded_subset_ballD [OF bounded_path_image [OF \]] by auto + then show ?thesis + apply (rule_tac x="B+1" in exI, clarify) + apply (rule winding_number_zero_outside [OF \ convex_cball [of 0 B] loop]) + apply (meson less_add_one mem_cball_0 not_le order_trans) + using ball_subset_cball by blast +qed + +lemma winding_number_zero_point: + "\path \; convex s; pathfinish \ = pathstart \; open s; path_image \ \ s\ + \ \z. z \ s \ winding_number \ z = 0" + using outside_compact_in_open [of "path_image \" s] path_image_nonempty winding_number_zero_in_outside + by (fastforce simp add: compact_path_image) + + +text\If a path winds round a set, it winds rounds its inside.\ +lemma winding_number_around_inside: + assumes \: "path \" and loop: "pathfinish \ = pathstart \" + and cls: "closed s" and cos: "connected s" and s_disj: "s \ path_image \ = {}" + and z: "z \ s" and wn_nz: "winding_number \ z \ 0" and w: "w \ s \ inside s" + shows "winding_number \ w = winding_number \ z" +proof - + have ssb: "s \ inside(path_image \)" + proof + fix x :: complex + assume "x \ s" + hence "x \ path_image \" + by (meson disjoint_iff_not_equal s_disj) + thus "x \ inside (path_image \)" + using \x \ s\ by (metis (no_types) ComplI UnE cos \ loop s_disj union_with_outside winding_number_eq winding_number_zero_in_outside wn_nz z) +qed + show ?thesis + apply (rule winding_number_eq [OF \ loop w]) + using z apply blast + apply (simp add: cls connected_with_inside cos) + apply (simp add: Int_Un_distrib2 s_disj, safe) + by (meson ssb inside_inside_compact_connected [OF cls, of "path_image \"] compact_path_image connected_path_image contra_subsetD disjoint_iff_not_equal \ inside_no_overlap) + qed + +subsection \The real part of winding numbers\ -lemma winding_number_as_continuous_log: - assumes "path p" and \: "\ \ path_image p" - obtains q where "path q" - "pathfinish q - pathstart q = 2 * of_real pi * \ * winding_number p \" - "\t. t \ {0..1} \ p t = \ + exp(q t)" +text\Bounding a WN by 1/2 for a path and point in opposite halfspaces.\ +lemma winding_number_subpath_continuous: + assumes \: "valid_path \" and z: "z \ path_image \" + shows "continuous_on {0..1} (\x. winding_number(subpath 0 x \) z)" proof - - let ?q = "\t. 2 * of_real pi * \ * winding_number(subpath 0 t p) \ + Ln(pathstart p - \)" + have *: "integral {0..x} (\t. vector_derivative \ (at t) / (\ t - z)) / (2 * of_real pi * \) = + winding_number (subpath 0 x \) z" + if x: "0 \ x" "x \ 1" for x + proof - + have "integral {0..x} (\t. vector_derivative \ (at t) / (\ t - z)) / (2 * of_real pi * \) = + 1 / (2*pi*\) * contour_integral (subpath 0 x \) (\w. 1/(w - z))" + using assms x + apply (simp add: contour_integral_subcontour_integral [OF contour_integrable_inversediff]) + done + also have "\ = winding_number (subpath 0 x \) z" + apply (subst winding_number_valid_path) + using assms x + apply (simp_all add: path_image_subpath valid_path_subpath) + by (force simp: path_image_def) + finally show ?thesis . + qed show ?thesis - proof - have *: "continuous (at t within {0..1}) (\x. winding_number (subpath 0 x p) \)" - if t: "t \ {0..1}" for t + apply (rule continuous_on_eq + [where f = "\x. 1 / (2*pi*\) * + integral {0..x} (\t. 1/(\ t - z) * vector_derivative \ (at t))"]) + apply (rule continuous_intros)+ + apply (rule indefinite_integral_continuous_1) + apply (rule contour_integrable_inversediff [OF assms, unfolded contour_integrable_on]) + using assms + apply (simp add: *) + done +qed + +lemma winding_number_ivt_pos: + assumes \: "valid_path \" and z: "z \ path_image \" and "0 \ w" "w \ Re(winding_number \ z)" + shows "\t \ {0..1}. Re(winding_number(subpath 0 t \) z) = w" + apply (rule ivt_increasing_component_on_1 [of 0 1, where ?k = "1::complex", simplified complex_inner_1_right], simp) + apply (rule winding_number_subpath_continuous [OF \ z]) + using assms + apply (auto simp: path_image_def image_def) + done + +lemma winding_number_ivt_neg: + assumes \: "valid_path \" and z: "z \ path_image \" and "Re(winding_number \ z) \ w" "w \ 0" + shows "\t \ {0..1}. Re(winding_number(subpath 0 t \) z) = w" + apply (rule ivt_decreasing_component_on_1 [of 0 1, where ?k = "1::complex", simplified complex_inner_1_right], simp) + apply (rule winding_number_subpath_continuous [OF \ z]) + using assms + apply (auto simp: path_image_def image_def) + done + +lemma winding_number_ivt_abs: + assumes \: "valid_path \" and z: "z \ path_image \" and "0 \ w" "w \ \Re(winding_number \ z)\" + shows "\t \ {0..1}. \Re (winding_number (subpath 0 t \) z)\ = w" + using assms winding_number_ivt_pos [of \ z w] winding_number_ivt_neg [of \ z "-w"] + by force + +lemma winding_number_lt_half_lemma: + assumes \: "valid_path \" and z: "z \ path_image \" and az: "a \ z \ b" and pag: "path_image \ \ {w. a \ w > b}" + shows "Re(winding_number \ z) < 1/2" +proof - + { assume "Re(winding_number \ z) \ 1/2" + then obtain t::real where t: "0 \ t" "t \ 1" and sub12: "Re (winding_number (subpath 0 t \) z) = 1/2" + using winding_number_ivt_pos [OF \ z, of "1/2"] by auto + have gt: "\ t - z = - (of_real (exp (- (2 * pi * Im (winding_number (subpath 0 t \) z)))) * (\ 0 - z))" + using winding_number_exp_2pi [of "subpath 0 t \" z] + apply (simp add: t \ valid_path_imp_path) + using closed_segment_eq_real_ivl path_image_def t z by (fastforce simp: path_image_subpath Euler sub12) + have "b < a \ \ 0" proof - - let ?B = "ball (p t) (norm(p t - \))" - have "p t \ \" - using path_image_def that \ by blast - then have "simply_connected ?B" - by (simp add: convex_imp_simply_connected) - then have "\f::complex\complex. continuous_on ?B f \ (\\ \ ?B. f \ \ 0) - \ (\g. continuous_on ?B g \ (\\ \ ?B. f \ = exp (g \)))" - by (simp add: simply_connected_eq_continuous_log) - moreover have "continuous_on ?B (\w. w - \)" - by (intro continuous_intros) - moreover have "(\z \ ?B. z - \ \ 0)" - by (auto simp: dist_norm) - ultimately obtain g where contg: "continuous_on ?B g" - and geq: "\z. z \ ?B \ z - \ = exp (g z)" by blast - obtain d where "0 < d" and d: - "\x. \x \ {0..1}; dist x t < d\ \ dist (p x) (p t) < cmod (p t - \)" - using \path p\ t unfolding path_def continuous_on_iff - by (metis \p t \ \\ right_minus_eq zero_less_norm_iff) - have "((\x. winding_number (\w. subpath 0 x p w - \) 0 - - winding_number (\w. subpath 0 t p w - \) 0) \ 0) - (at t within {0..1})" - proof (rule Lim_transform_within [OF _ \d > 0\]) - have "continuous (at t within {0..1}) (g o p)" - proof (rule continuous_within_compose) - show "continuous (at t within {0..1}) p" - using \path p\ continuous_on_eq_continuous_within path_def that by blast - show "continuous (at (p t) within p ` {0..1}) g" - by (metis (no_types, lifting) open_ball UNIV_I \p t \ \\ centre_in_ball contg continuous_on_eq_continuous_at continuous_within_topological right_minus_eq zero_less_norm_iff) - qed - with LIM_zero have "((\u. (g (subpath t u p 1) - g (subpath t u p 0))) \ 0) (at t within {0..1})" - by (auto simp: subpath_def continuous_within o_def) - then show "((\u. (g (subpath t u p 1) - g (subpath t u p 0)) / (2 * of_real pi * \)) \ 0) - (at t within {0..1})" - by (simp add: tendsto_divide_zero) - show "(g (subpath t u p 1) - g (subpath t u p 0)) / (2 * of_real pi * \) = - winding_number (\w. subpath 0 u p w - \) 0 - winding_number (\w. subpath 0 t p w - \) 0" - if "u \ {0..1}" "0 < dist u t" "dist u t < d" for u - proof - - have "closed_segment t u \ {0..1}" - using closed_segment_eq_real_ivl t that by auto - then have piB: "path_image(subpath t u p) \ ?B" - apply (clarsimp simp add: path_image_subpath_gen) - by (metis subsetD le_less_trans \dist u t < d\ d dist_commute dist_in_closed_segment) - have *: "path (g \ subpath t u p)" - apply (rule path_continuous_image) - using \path p\ t that apply auto[1] - using piB contg continuous_on_subset by blast - have "(g (subpath t u p 1) - g (subpath t u p 0)) / (2 * of_real pi * \) - = winding_number (exp \ g \ subpath t u p) 0" - using winding_number_compose_exp [OF *] - by (simp add: pathfinish_def pathstart_def o_assoc) - also have "... = winding_number (\w. subpath t u p w - \) 0" - proof (rule winding_number_cong) - have "exp(g y) = y - \" if "y \ (subpath t u p) ` {0..1}" for y - by (metis that geq path_image_def piB subset_eq) - then show "\x. \0 \ x; x \ 1\ \ (exp \ g \ subpath t u p) x = subpath t u p x - \" - by auto - qed - also have "... = winding_number (\w. subpath 0 u p w - \) 0 - - winding_number (\w. subpath 0 t p w - \) 0" - apply (simp add: winding_number_offset [symmetric]) - using winding_number_subpath_combine [OF \path p\ \, of 0 t u] \t \ {0..1}\ \u \ {0..1}\ - by (simp add: add.commute eq_diff_eq) - finally show ?thesis . - qed - qed - then show ?thesis - by (subst winding_number_offset) (simp add: continuous_within LIM_zero_iff) + have "\ 0 \ {c. b < a \ c}" + by (metis (no_types) pag atLeastAtMost_iff image_subset_iff order_refl path_image_def zero_le_one) + thus ?thesis + by blast + qed + moreover have "b < a \ \ t" + proof - + have "\ t \ {c. b < a \ c}" + by (metis (no_types) pag atLeastAtMost_iff image_subset_iff path_image_def t) + thus ?thesis + by blast qed - show "path ?q" - unfolding path_def - by (intro continuous_intros) (simp add: continuous_on_eq_continuous_within *) + ultimately have "0 < a \ (\ 0 - z)" "0 < a \ (\ t - z)" using az + by (simp add: inner_diff_right)+ + then have False + by (simp add: gt inner_mult_right mult_less_0_iff) + } + then show ?thesis by force +qed + +lemma winding_number_lt_half: + assumes "valid_path \" "a \ z \ b" "path_image \ \ {w. a \ w > b}" + shows "\Re (winding_number \ z)\ < 1/2" +proof - + have "z \ path_image \" using assms by auto + with assms show ?thesis + apply (simp add: winding_number_lt_half_lemma abs_if del: less_divide_eq_numeral1) + apply (metis complex_inner_1_right winding_number_lt_half_lemma [OF valid_path_imp_reverse, of \ z a b] + winding_number_reversepath valid_path_imp_path inner_minus_left path_image_reversepath) + done +qed - have "\ \ p 0" - by (metis \ pathstart_def pathstart_in_path_image) - then show "pathfinish ?q - pathstart ?q = 2 * of_real pi * \ * winding_number p \" - by (simp add: pathfinish_def pathstart_def) - show "p t = \ + exp (?q t)" if "t \ {0..1}" for t - proof - - have "path (subpath 0 t p)" - using \path p\ that by auto - moreover - have "\ \ path_image (subpath 0 t p)" - using \ [unfolded path_image_def] that by (auto simp: path_image_subpath) - ultimately show ?thesis - using winding_number_exp_2pi [of "subpath 0 t p" \] \\ \ p 0\ - by (auto simp: exp_add algebra_simps pathfinish_def pathstart_def subpath_def) - qed - qed +lemma winding_number_le_half: + assumes \: "valid_path \" and z: "z \ path_image \" + and anz: "a \ 0" and azb: "a \ z \ b" and pag: "path_image \ \ {w. a \ w \ b}" + shows "\Re (winding_number \ z)\ \ 1/2" +proof - + { assume wnz_12: "\Re (winding_number \ z)\ > 1/2" + have "isCont (winding_number \) z" + by (metis continuous_at_winding_number valid_path_imp_path \ z) + then obtain d where "d>0" and d: "\x'. dist x' z < d \ dist (winding_number \ x') (winding_number \ z) < \Re(winding_number \ z)\ - 1/2" + using continuous_at_eps_delta wnz_12 diff_gt_0_iff_gt by blast + define z' where "z' = z - (d / (2 * cmod a)) *\<^sub>R a" + have *: "a \ z' \ b - d / 3 * cmod a" + unfolding z'_def inner_mult_right' divide_inverse + apply (simp add: field_split_simps algebra_simps dot_square_norm power2_eq_square anz) + apply (metis \0 < d\ add_increasing azb less_eq_real_def mult_nonneg_nonneg mult_right_mono norm_ge_zero norm_numeral) + done + have "cmod (winding_number \ z' - winding_number \ z) < \Re (winding_number \ z)\ - 1/2" + using d [of z'] anz \d>0\ by (simp add: dist_norm z'_def) + then have "1/2 < \Re (winding_number \ z)\ - cmod (winding_number \ z' - winding_number \ z)" + by simp + then have "1/2 < \Re (winding_number \ z)\ - \Re (winding_number \ z') - Re (winding_number \ z)\" + using abs_Re_le_cmod [of "winding_number \ z' - winding_number \ z"] by simp + then have wnz_12': "\Re (winding_number \ z')\ > 1/2" + by linarith + moreover have "\Re (winding_number \ z')\ < 1/2" + apply (rule winding_number_lt_half [OF \ *]) + using azb \d>0\ pag + apply (auto simp: add_strict_increasing anz field_split_simps dest!: subsetD) + done + ultimately have False + by simp + } + then show ?thesis by force qed -subsection \Winding number equality is the same as path/loop homotopy in C - {0}\ +lemma winding_number_lt_half_linepath: "z \ closed_segment a b \ \Re (winding_number (linepath a b) z)\ < 1/2" + using separating_hyperplane_closed_point [of "closed_segment a b" z] + apply auto + apply (simp add: closed_segment_def) + apply (drule less_imp_le) + apply (frule winding_number_lt_half [OF valid_path_linepath [of a b]]) + apply (auto simp: segment) + done + -lemma winding_number_homotopic_loops_null_eq: - assumes "path p" and \: "\ \ path_image p" - shows "winding_number p \ = 0 \ (\a. homotopic_loops (-{\}) p (\t. a))" - (is "?lhs = ?rhs") -proof - assume [simp]: ?lhs - obtain q where "path q" - and qeq: "pathfinish q - pathstart q = 2 * of_real pi * \ * winding_number p \" - and peq: "\t. t \ {0..1} \ p t = \ + exp(q t)" - using winding_number_as_continuous_log [OF assms] by blast - have *: "homotopic_with_canon (\r. pathfinish r = pathstart r) - {0..1} (-{\}) ((\w. \ + exp w) \ q) ((\w. \ + exp w) \ (\t. 0))" - proof (rule homotopic_with_compose_continuous_left) - show "homotopic_with_canon (\f. pathfinish ((\w. \ + exp w) \ f) = pathstart ((\w. \ + exp w) \ f)) - {0..1} UNIV q (\t. 0)" - proof (rule homotopic_with_mono, simp_all add: pathfinish_def pathstart_def) - have "homotopic_loops UNIV q (\t. 0)" - by (rule homotopic_loops_linear) (use qeq \path q\ in \auto simp: path_defs\) - then have "homotopic_with (\r. r 1 = r 0) (top_of_set {0..1}) euclidean q (\t. 0)" - by (simp add: homotopic_loops_def pathfinish_def pathstart_def) - then show "homotopic_with (\h. exp (h 1) = exp (h 0)) (top_of_set {0..1}) euclidean q (\t. 0)" - by (rule homotopic_with_mono) simp - qed - show "continuous_on UNIV (\w. \ + exp w)" - by (rule continuous_intros)+ - show "range (\w. \ + exp w) \ -{\}" - by auto - qed - then have "homotopic_with_canon (\r. pathfinish r = pathstart r) {0..1} (-{\}) p (\x. \ + 1)" - by (rule homotopic_with_eq) (auto simp: o_def peq pathfinish_def pathstart_def) - then have "homotopic_loops (-{\}) p (\t. \ + 1)" - by (simp add: homotopic_loops_def) - then show ?rhs .. -next - assume ?rhs - then obtain a where "homotopic_loops (-{\}) p (\t. a)" .. - then have "winding_number p \ = winding_number (\t. a) \" "a \ \" - using winding_number_homotopic_loops homotopic_loops_imp_subset by (force simp:)+ - moreover have "winding_number (\t. a) \ = 0" - by (metis winding_number_zero_const \a \ \\) - ultimately show ?lhs by metis +text\ Positivity of WN for a linepath.\ +lemma winding_number_linepath_pos_lt: + assumes "0 < Im ((b - a) * cnj (b - z))" + shows "0 < Re(winding_number(linepath a b) z)" +proof - + have z: "z \ path_image (linepath a b)" + using assms + by (simp add: closed_segment_def) (force simp: algebra_simps) + show ?thesis + apply (rule winding_number_pos_lt [OF valid_path_linepath z assms]) + apply (simp add: linepath_def algebra_simps) + done qed -lemma winding_number_homotopic_paths_null_explicit_eq: - assumes "path p" and \: "\ \ path_image p" - shows "winding_number p \ = 0 \ homotopic_paths (-{\}) p (linepath (pathstart p) (pathstart p))" - (is "?lhs = ?rhs") -proof - assume ?lhs - then show ?rhs - apply (auto simp: winding_number_homotopic_loops_null_eq [OF assms]) - apply (rule homotopic_loops_imp_homotopic_paths_null) - apply (simp add: linepath_refl) - done -next - assume ?rhs - then show ?lhs - by (metis \ pathstart_in_path_image winding_number_homotopic_paths winding_number_trivial) +proposition winding_number_part_circlepath_pos_less: + assumes "s < t" and no: "norm(w - z) < r" + shows "0 < Re (winding_number(part_circlepath z r s t) w)" +proof - + have "0 < r" by (meson no norm_not_less_zero not_le order.strict_trans2) + note valid_path_part_circlepath + moreover have " w \ path_image (part_circlepath z r s t)" + using assms by (auto simp: path_image_def image_def part_circlepath_def norm_mult linepath_def) + moreover have "0 < r * (t - s) * (r - cmod (w - z))" + using assms by (metis \0 < r\ diff_gt_0_iff_gt mult_pos_pos) + ultimately show ?thesis + apply (rule winding_number_pos_lt [where e = "r*(t - s)*(r - norm(w - z))"]) + apply (simp add: vector_derivative_part_circlepath right_diff_distrib [symmetric] mult_ac) + apply (rule mult_left_mono)+ + using Re_Im_le_cmod [of "w-z" "linepath s t x" for x] + apply (simp add: exp_Euler cos_of_real sin_of_real part_circlepath_def algebra_simps cos_squared_eq [unfolded power2_eq_square]) + using assms \0 < r\ by auto +qed + +subsection \Invariance of winding numbers under homotopy\ + +text\including the fact that it's +-1 inside a simple closed curve.\ + +lemma winding_number_homotopic_paths: + assumes "homotopic_paths (-{z}) g h" + shows "winding_number g z = winding_number h z" +proof - + have "path g" "path h" using homotopic_paths_imp_path [OF assms] by auto + moreover have pag: "z \ path_image g" and pah: "z \ path_image h" + using homotopic_paths_imp_subset [OF assms] by auto + ultimately obtain d e where "d > 0" "e > 0" + and d: "\p. \path p; pathstart p = pathstart g; pathfinish p = pathfinish g; \t\{0..1}. norm (p t - g t) < d\ + \ homotopic_paths (-{z}) g p" + and e: "\q. \path q; pathstart q = pathstart h; pathfinish q = pathfinish h; \t\{0..1}. norm (q t - h t) < e\ + \ homotopic_paths (-{z}) h q" + using homotopic_nearby_paths [of g "-{z}"] homotopic_nearby_paths [of h "-{z}"] by force + obtain p where p: + "valid_path p" "z \ path_image p" + "pathstart p = pathstart g" "pathfinish p = pathfinish g" + and gp_less:"\t\{0..1}. cmod (g t - p t) < d" + and pap: "contour_integral p (\w. 1 / (w - z)) = complex_of_real (2 * pi) * \ * winding_number g z" + using winding_number [OF \path g\ pag \0 < d\] unfolding winding_number_prop_def by blast + obtain q where q: + "valid_path q" "z \ path_image q" + "pathstart q = pathstart h" "pathfinish q = pathfinish h" + and hq_less: "\t\{0..1}. cmod (h t - q t) < e" + and paq: "contour_integral q (\w. 1 / (w - z)) = complex_of_real (2 * pi) * \ * winding_number h z" + using winding_number [OF \path h\ pah \0 < e\] unfolding winding_number_prop_def by blast + have "homotopic_paths (- {z}) g p" + by (simp add: d p valid_path_imp_path norm_minus_commute gp_less) + moreover have "homotopic_paths (- {z}) h q" + by (simp add: e q valid_path_imp_path norm_minus_commute hq_less) + ultimately have "homotopic_paths (- {z}) p q" + by (blast intro: homotopic_paths_trans homotopic_paths_sym assms) + then have "contour_integral p (\w. 1/(w - z)) = contour_integral q (\w. 1/(w - z))" + by (rule Cauchy_theorem_homotopic_paths) (auto intro!: holomorphic_intros simp: p q) + then show ?thesis + by (simp add: pap paq) qed -lemma winding_number_homotopic_paths_null_eq: - assumes "path p" and \: "\ \ path_image p" - shows "winding_number p \ = 0 \ (\a. homotopic_paths (-{\}) p (\t. a))" - (is "?lhs = ?rhs") -proof - assume ?lhs - then show ?rhs - by (auto simp: winding_number_homotopic_paths_null_explicit_eq [OF assms] linepath_refl) -next - assume ?rhs - then show ?lhs - by (metis \ homotopic_paths_imp_pathfinish pathfinish_def pathfinish_in_path_image winding_number_homotopic_paths winding_number_zero_const) +lemma winding_number_homotopic_loops: + assumes "homotopic_loops (-{z}) g h" + shows "winding_number g z = winding_number h z" +proof - + have "path g" "path h" using homotopic_loops_imp_path [OF assms] by auto + moreover have pag: "z \ path_image g" and pah: "z \ path_image h" + using homotopic_loops_imp_subset [OF assms] by auto + moreover have gloop: "pathfinish g = pathstart g" and hloop: "pathfinish h = pathstart h" + using homotopic_loops_imp_loop [OF assms] by auto + ultimately obtain d e where "d > 0" "e > 0" + and d: "\p. \path p; pathfinish p = pathstart p; \t\{0..1}. norm (p t - g t) < d\ + \ homotopic_loops (-{z}) g p" + and e: "\q. \path q; pathfinish q = pathstart q; \t\{0..1}. norm (q t - h t) < e\ + \ homotopic_loops (-{z}) h q" + using homotopic_nearby_loops [of g "-{z}"] homotopic_nearby_loops [of h "-{z}"] by force + obtain p where p: + "valid_path p" "z \ path_image p" + "pathstart p = pathstart g" "pathfinish p = pathfinish g" + and gp_less:"\t\{0..1}. cmod (g t - p t) < d" + and pap: "contour_integral p (\w. 1 / (w - z)) = complex_of_real (2 * pi) * \ * winding_number g z" + using winding_number [OF \path g\ pag \0 < d\] unfolding winding_number_prop_def by blast + obtain q where q: + "valid_path q" "z \ path_image q" + "pathstart q = pathstart h" "pathfinish q = pathfinish h" + and hq_less: "\t\{0..1}. cmod (h t - q t) < e" + and paq: "contour_integral q (\w. 1 / (w - z)) = complex_of_real (2 * pi) * \ * winding_number h z" + using winding_number [OF \path h\ pah \0 < e\] unfolding winding_number_prop_def by blast + have gp: "homotopic_loops (- {z}) g p" + by (simp add: gloop d gp_less norm_minus_commute p valid_path_imp_path) + have hq: "homotopic_loops (- {z}) h q" + by (simp add: e hloop hq_less norm_minus_commute q valid_path_imp_path) + have "contour_integral p (\w. 1/(w - z)) = contour_integral q (\w. 1/(w - z))" + proof (rule Cauchy_theorem_homotopic_loops) + show "homotopic_loops (- {z}) p q" + by (blast intro: homotopic_loops_trans homotopic_loops_sym gp hq assms) + qed (auto intro!: holomorphic_intros simp: p q) + then show ?thesis + by (simp add: pap paq) qed -proposition winding_number_homotopic_paths_eq: - assumes "path p" and \p: "\ \ path_image p" - and "path q" and \q: "\ \ path_image q" - and qp: "pathstart q = pathstart p" "pathfinish q = pathfinish p" - shows "winding_number p \ = winding_number q \ \ homotopic_paths (-{\}) p q" - (is "?lhs = ?rhs") -proof - assume ?lhs - then have "winding_number (p +++ reversepath q) \ = 0" - using assms by (simp add: winding_number_join winding_number_reversepath) - moreover - have "path (p +++ reversepath q)" "\ \ path_image (p +++ reversepath q)" - using assms by (auto simp: not_in_path_image_join) - ultimately obtain a where "homotopic_paths (- {\}) (p +++ reversepath q) (linepath a a)" - using winding_number_homotopic_paths_null_explicit_eq by blast - then show ?rhs - using homotopic_paths_imp_pathstart assms - by (fastforce simp add: dest: homotopic_paths_imp_homotopic_loops homotopic_paths_loop_parts) +lemma winding_number_paths_linear_eq: + "\path g; path h; pathstart h = pathstart g; pathfinish h = pathfinish g; + \t. t \ {0..1} \ z \ closed_segment (g t) (h t)\ + \ winding_number h z = winding_number g z" + by (blast intro: sym homotopic_paths_linear winding_number_homotopic_paths) + +lemma winding_number_loops_linear_eq: + "\path g; path h; pathfinish g = pathstart g; pathfinish h = pathstart h; + \t. t \ {0..1} \ z \ closed_segment (g t) (h t)\ + \ winding_number h z = winding_number g z" + by (blast intro: sym homotopic_loops_linear winding_number_homotopic_loops) + +lemma winding_number_nearby_paths_eq: + "\path g; path h; pathstart h = pathstart g; pathfinish h = pathfinish g; + \t. t \ {0..1} \ norm(h t - g t) < norm(g t - z)\ + \ winding_number h z = winding_number g z" + by (metis segment_bound(2) norm_minus_commute not_le winding_number_paths_linear_eq) + +lemma winding_number_nearby_loops_eq: + "\path g; path h; pathfinish g = pathstart g; pathfinish h = pathstart h; + \t. t \ {0..1} \ norm(h t - g t) < norm(g t - z)\ + \ winding_number h z = winding_number g z" + by (metis segment_bound(2) norm_minus_commute not_le winding_number_loops_linear_eq) + + +lemma winding_number_subpath_combine: + "\path g; z \ path_image g; + u \ {0..1}; v \ {0..1}; w \ {0..1}\ + \ winding_number (subpath u v g) z + winding_number (subpath v w g) z = + winding_number (subpath u w g) z" +apply (rule trans [OF winding_number_join [THEN sym] + winding_number_homotopic_paths [OF homotopic_join_subpaths]]) + using path_image_subpath_subset by auto + +subsection \Winding numbers of some simple paths\ + +lemma winding_number_circlepath_centre: "0 < r \ winding_number (circlepath z r) z = 1" + apply (rule winding_number_unique_loop) + apply (simp_all add: sphere_def valid_path_imp_path) + apply (rule_tac x="circlepath z r" in exI) + apply (simp add: sphere_def contour_integral_circlepath) + done + +proposition winding_number_circlepath: + assumes "norm(w - z) < r" shows "winding_number(circlepath z r) w = 1" +proof (cases "w = z") + case True then show ?thesis + using assms winding_number_circlepath_centre by auto next - assume ?rhs - then show ?lhs - by (simp add: winding_number_homotopic_paths) + case False + have [simp]: "r > 0" + using assms le_less_trans norm_ge_zero by blast + define r' where "r' = norm(w - z)" + have "r' < r" + by (simp add: assms r'_def) + have disjo: "cball z r' \ sphere z r = {}" + using \r' < r\ by (force simp: cball_def sphere_def) + have "winding_number(circlepath z r) w = winding_number(circlepath z r) z" + proof (rule winding_number_around_inside [where s = "cball z r'"]) + show "winding_number (circlepath z r) z \ 0" + by (simp add: winding_number_circlepath_centre) + show "cball z r' \ path_image (circlepath z r) = {}" + by (simp add: disjo less_eq_real_def) + qed (auto simp: r'_def dist_norm norm_minus_commute) + also have "\ = 1" + by (simp add: winding_number_circlepath_centre) + finally show ?thesis . qed -lemma winding_number_homotopic_loops_eq: - assumes "path p" and \p: "\ \ path_image p" - and "path q" and \q: "\ \ path_image q" - and loops: "pathfinish p = pathstart p" "pathfinish q = pathstart q" - shows "winding_number p \ = winding_number q \ \ homotopic_loops (-{\}) p q" - (is "?lhs = ?rhs") -proof - assume L: ?lhs - have "pathstart p \ \" "pathstart q \ \" - using \p \q by blast+ - moreover have "path_connected (-{\})" - by (simp add: path_connected_punctured_universe) - ultimately obtain r where "path r" and rim: "path_image r \ -{\}" - and pas: "pathstart r = pathstart p" and paf: "pathfinish r = pathstart q" - by (auto simp: path_connected_def) - then have "pathstart r \ \" by blast - have "homotopic_loops (- {\}) p (r +++ q +++ reversepath r)" - proof (rule homotopic_paths_imp_homotopic_loops) - show "homotopic_paths (- {\}) p (r +++ q +++ reversepath r)" - by (metis (mono_tags, hide_lams) \path r\ L \p \q \path p\ \path q\ homotopic_loops_conjugate loops not_in_path_image_join paf pas path_image_reversepath path_imp_reversepath path_join_eq pathfinish_join pathfinish_reversepath pathstart_join pathstart_reversepath rim subset_Compl_singleton winding_number_homotopic_loops winding_number_homotopic_paths_eq) - qed (use loops pas in auto) - moreover have "homotopic_loops (- {\}) (r +++ q +++ reversepath r) q" - using rim \q by (auto simp: homotopic_loops_conjugate paf \path q\ \path r\ loops) - ultimately show ?rhs - using homotopic_loops_trans by metis -next - assume ?rhs - then show ?lhs - by (simp add: winding_number_homotopic_loops) +lemma no_bounded_connected_component_imp_winding_number_zero: + assumes g: "path g" "path_image g \ s" "pathfinish g = pathstart g" "z \ s" + and nb: "\z. bounded (connected_component_set (- s) z) \ z \ s" + shows "winding_number g z = 0" +apply (rule winding_number_zero_in_outside) +apply (simp_all add: assms) + by (metis nb [of z] \path_image g \ s\ \z \ s\ contra_subsetD mem_Collect_eq outside outside_mono) + +lemma no_bounded_path_component_imp_winding_number_zero: + assumes g: "path g" "path_image g \ s" "pathfinish g = pathstart g" "z \ s" + and nb: "\z. bounded (path_component_set (- s) z) \ z \ s" + shows "winding_number g z = 0" +apply (rule no_bounded_connected_component_imp_winding_number_zero [OF g]) +by (simp add: bounded_subset nb path_component_subset_connected_component) + +lemma simply_connected_imp_winding_number_zero: + assumes "simply_connected S" "path g" + "path_image g \ S" "pathfinish g = pathstart g" "z \ S" + shows "winding_number g z = 0" +proof - + have hom: "homotopic_loops S g (linepath (pathstart g) (pathstart g))" + by (meson assms homotopic_paths_imp_homotopic_loops pathfinish_linepath simply_connected_eq_contractible_path) + then have "homotopic_paths (- {z}) g (linepath (pathstart g) (pathstart g))" + by (meson \z \ S\ homotopic_loops_imp_homotopic_paths_null homotopic_paths_subset subset_Compl_singleton) + then have "winding_number g z = winding_number(linepath (pathstart g) (pathstart g)) z" + by (rule winding_number_homotopic_paths) + also have "\ = 0" + using assms by (force intro: winding_number_trivial) + finally show ?thesis . qed -end - +end \ No newline at end of file diff -r 8331063570d6 -r d62fdaafdafc src/HOL/Analysis/Winding_Numbers_2.thy --- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/src/HOL/Analysis/Winding_Numbers_2.thy Sun Dec 01 19:10:57 2019 +0000 @@ -0,0 +1,1211 @@ +section \More Winding Numbers\ + +text\By John Harrison et al. Ported from HOL Light by L C Paulson (2017)\ + +theory Winding_Numbers_2 +imports + Polytope + Jordan_Curve + Riemann_Mapping +begin + +lemma simply_connected_inside_simple_path: + fixes p :: "real \ complex" + shows "simple_path p \ simply_connected(inside(path_image p))" + using Jordan_inside_outside connected_simple_path_image inside_simple_curve_imp_closed simply_connected_eq_frontier_properties + by fastforce + +lemma simply_connected_Int: + fixes S :: "complex set" + assumes "open S" "open T" "simply_connected S" "simply_connected T" "connected (S \ T)" + shows "simply_connected (S \ T)" + using assms by (force simp: simply_connected_eq_winding_number_zero open_Int) + +subsection\Winding number for a triangle\ + +lemma wn_triangle1: + assumes "0 \ interior(convex hull {a,b,c})" + shows "\ (Im(a/b) \ 0 \ 0 \ Im(b/c))" +proof - + { assume 0: "Im(a/b) \ 0" "0 \ Im(b/c)" + have "0 \ interior (convex hull {a,b,c})" + proof (cases "a=0 \ b=0 \ c=0") + case True then show ?thesis + by (auto simp: not_in_interior_convex_hull_3) + next + case False + then have "b \ 0" by blast + { fix x y::complex and u::real + assume eq_f': "Im x * Re b \ Im b * Re x" "Im y * Re b \ Im b * Re y" "0 \ u" "u \ 1" + then have "((1 - u) * Im x) * Re b \ Im b * ((1 - u) * Re x)" + by (simp add: mult_left_mono mult.assoc mult.left_commute [of "Im b"]) + then have "((1 - u) * Im x + u * Im y) * Re b \ Im b * ((1 - u) * Re x + u * Re y)" + using eq_f' ordered_comm_semiring_class.comm_mult_left_mono + by (fastforce simp add: algebra_simps) + } + with False 0 have "convex hull {a,b,c} \ {z. Im z * Re b \ Im b * Re z}" + apply (simp add: Complex.Im_divide divide_simps complex_neq_0 [symmetric]) + apply (simp add: algebra_simps) + apply (rule hull_minimal) + apply (auto simp: algebra_simps convex_alt) + done + moreover have "0 \ interior({z. Im z * Re b \ Im b * Re z})" + proof + assume "0 \ interior {z. Im z * Re b \ Im b * Re z}" + then obtain e where "e>0" and e: "ball 0 e \ {z. Im z * Re b \ Im b * Re z}" + by (meson mem_interior) + define z where "z \ - sgn (Im b) * (e/3) + sgn (Re b) * (e/3) * \" + have "z \ ball 0 e" + using \e>0\ + apply (simp add: z_def dist_norm) + apply (rule le_less_trans [OF norm_triangle_ineq4]) + apply (simp add: norm_mult abs_sgn_eq) + done + then have "z \ {z. Im z * Re b \ Im b * Re z}" + using e by blast + then show False + using \e>0\ \b \ 0\ + apply (simp add: z_def dist_norm sgn_if less_eq_real_def mult_less_0_iff complex.expand split: if_split_asm) + apply (auto simp: algebra_simps) + apply (meson less_asym less_trans mult_pos_pos neg_less_0_iff_less) + by (metis less_asym mult_pos_pos neg_less_0_iff_less) + qed + ultimately show ?thesis + using interior_mono by blast + qed + } with assms show ?thesis by blast +qed + +lemma wn_triangle2_0: + assumes "0 \ interior(convex hull {a,b,c})" + shows + "0 < Im((b - a) * cnj (b)) \ + 0 < Im((c - b) * cnj (c)) \ + 0 < Im((a - c) * cnj (a)) + \ + Im((b - a) * cnj (b)) < 0 \ + 0 < Im((b - c) * cnj (b)) \ + 0 < Im((a - b) * cnj (a)) \ + 0 < Im((c - a) * cnj (c))" +proof - + have [simp]: "{b,c,a} = {a,b,c}" "{c,a,b} = {a,b,c}" by auto + show ?thesis + using wn_triangle1 [OF assms] wn_triangle1 [of b c a] wn_triangle1 [of c a b] assms + by (auto simp: algebra_simps Im_complex_div_gt_0 Im_complex_div_lt_0 not_le not_less) +qed + +lemma wn_triangle2: + assumes "z \ interior(convex hull {a,b,c})" + shows "0 < Im((b - a) * cnj (b - z)) \ + 0 < Im((c - b) * cnj (c - z)) \ + 0 < Im((a - c) * cnj (a - z)) + \ + Im((b - a) * cnj (b - z)) < 0 \ + 0 < Im((b - c) * cnj (b - z)) \ + 0 < Im((a - b) * cnj (a - z)) \ + 0 < Im((c - a) * cnj (c - z))" +proof - + have 0: "0 \ interior(convex hull {a-z, b-z, c-z})" + using assms convex_hull_translation [of "-z" "{a,b,c}"] + interior_translation [of "-z"] + by (simp cong: image_cong_simp) + show ?thesis using wn_triangle2_0 [OF 0] + by simp +qed + +lemma wn_triangle3: + assumes z: "z \ interior(convex hull {a,b,c})" + and "0 < Im((b-a) * cnj (b-z))" + "0 < Im((c-b) * cnj (c-z))" + "0 < Im((a-c) * cnj (a-z))" + shows "winding_number (linepath a b +++ linepath b c +++ linepath c a) z = 1" +proof - + have znot[simp]: "z \ closed_segment a b" "z \ closed_segment b c" "z \ closed_segment c a" + using z interior_of_triangle [of a b c] + by (auto simp: closed_segment_def) + have gt0: "0 < Re (winding_number (linepath a b +++ linepath b c +++ linepath c a) z)" + using assms + by (simp add: winding_number_linepath_pos_lt path_image_join winding_number_join_pos_combined) + have lt2: "Re (winding_number (linepath a b +++ linepath b c +++ linepath c a) z) < 2" + using winding_number_lt_half_linepath [of _ a b] + using winding_number_lt_half_linepath [of _ b c] + using winding_number_lt_half_linepath [of _ c a] znot + apply (fastforce simp add: winding_number_join path_image_join) + done + show ?thesis + by (rule winding_number_eq_1) (simp_all add: path_image_join gt0 lt2) +qed + +proposition winding_number_triangle: + assumes z: "z \ interior(convex hull {a,b,c})" + shows "winding_number(linepath a b +++ linepath b c +++ linepath c a) z = + (if 0 < Im((b - a) * cnj (b - z)) then 1 else -1)" +proof - + have [simp]: "{a,c,b} = {a,b,c}" by auto + have znot[simp]: "z \ closed_segment a b" "z \ closed_segment b c" "z \ closed_segment c a" + using z interior_of_triangle [of a b c] + by (auto simp: closed_segment_def) + then have [simp]: "z \ closed_segment b a" "z \ closed_segment c b" "z \ closed_segment a c" + using closed_segment_commute by blast+ + have *: "winding_number (linepath a b +++ linepath b c +++ linepath c a) z = + winding_number (reversepath (linepath a c +++ linepath c b +++ linepath b a)) z" + by (simp add: reversepath_joinpaths winding_number_join not_in_path_image_join) + show ?thesis + using wn_triangle2 [OF z] apply (rule disjE) + apply (simp add: wn_triangle3 z) + apply (simp add: path_image_join winding_number_reversepath * wn_triangle3 z) + done +qed + +subsection\Winding numbers for simple closed paths\ + +lemma winding_number_from_innerpath: + assumes "simple_path c1" and c1: "pathstart c1 = a" "pathfinish c1 = b" + and "simple_path c2" and c2: "pathstart c2 = a" "pathfinish c2 = b" + and "simple_path c" and c: "pathstart c = a" "pathfinish c = b" + and c1c2: "path_image c1 \ path_image c2 = {a,b}" + and c1c: "path_image c1 \ path_image c = {a,b}" + and c2c: "path_image c2 \ path_image c = {a,b}" + and ne_12: "path_image c \ inside(path_image c1 \ path_image c2) \ {}" + and z: "z \ inside(path_image c1 \ path_image c)" + and wn_d: "winding_number (c1 +++ reversepath c) z = d" + and "a \ b" "d \ 0" + obtains "z \ inside(path_image c1 \ path_image c2)" "winding_number (c1 +++ reversepath c2) z = d" +proof - + obtain 0: "inside(path_image c1 \ path_image c) \ inside(path_image c2 \ path_image c) = {}" + and 1: "inside(path_image c1 \ path_image c) \ inside(path_image c2 \ path_image c) \ + (path_image c - {a,b}) = inside(path_image c1 \ path_image c2)" + by (rule split_inside_simple_closed_curve + [OF \simple_path c1\ c1 \simple_path c2\ c2 \simple_path c\ c \a \ b\ c1c2 c1c c2c ne_12]) + have znot: "z \ path_image c" "z \ path_image c1" "z \ path_image c2" + using union_with_outside z 1 by auto + have wn_cc2: "winding_number (c +++ reversepath c2) z = 0" + apply (rule winding_number_zero_in_outside) + apply (simp_all add: \simple_path c2\ c c2 \simple_path c\ simple_path_imp_path path_image_join) + by (metis "0" ComplI UnE disjoint_iff_not_equal sup.commute union_with_inside z znot) + show ?thesis + proof + show "z \ inside (path_image c1 \ path_image c2)" + using "1" z by blast + have "winding_number c1 z - winding_number c z = d " + using assms znot + by (metis wn_d winding_number_join simple_path_imp_path winding_number_reversepath add.commute path_image_reversepath path_reversepath pathstart_reversepath uminus_add_conv_diff) + then show "winding_number (c1 +++ reversepath c2) z = d" + using wn_cc2 by (simp add: winding_number_join simple_path_imp_path assms znot winding_number_reversepath) + qed +qed + +lemma simple_closed_path_wn1: + fixes a::complex and e::real + assumes "0 < e" + and sp_pl: "simple_path(p +++ linepath (a - e) (a + e))" + and psp: "pathstart p = a + e" + and pfp: "pathfinish p = a - e" + and disj: "ball a e \ path_image p = {}" +obtains z where "z \ inside (path_image (p +++ linepath (a - e) (a + e)))" + "cmod (winding_number (p +++ linepath (a - e) (a + e)) z) = 1" +proof - + have "arc p" and arc_lp: "arc (linepath (a - e) (a + e))" + and pap: "path_image p \ path_image (linepath (a - e) (a + e)) \ {pathstart p, a-e}" + using simple_path_join_loop_eq [of "linepath (a - e) (a + e)" p] assms by auto + have mid_eq_a: "midpoint (a - e) (a + e) = a" + by (simp add: midpoint_def) + then have "a \ path_image(p +++ linepath (a - e) (a + e))" + apply (simp add: assms path_image_join) + by (metis midpoint_in_closed_segment) + have "a \ frontier(inside (path_image(p +++ linepath (a - e) (a + e))))" + apply (simp add: assms Jordan_inside_outside) + apply (simp_all add: assms path_image_join) + by (metis mid_eq_a midpoint_in_closed_segment) + with \0 < e\ obtain c where c: "c \ inside (path_image(p +++ linepath (a - e) (a + e)))" + and dac: "dist a c < e" + by (auto simp: frontier_straddle) + then have "c \ path_image(p +++ linepath (a - e) (a + e))" + using inside_no_overlap by blast + then have "c \ path_image p" + "c \ closed_segment (a - of_real e) (a + of_real e)" + by (simp_all add: assms path_image_join) + with \0 < e\ dac have "c \ affine hull {a - of_real e, a + of_real e}" + by (simp add: segment_as_ball not_le) + with \0 < e\ have *: "\ collinear {a - e, c,a + e}" + using collinear_3_affine_hull [of "a-e" "a+e"] by (auto simp: insert_commute) + have 13: "1/3 + 1/3 + 1/3 = (1::real)" by simp + have "(1/3) *\<^sub>R (a - of_real e) + (1/3) *\<^sub>R c + (1/3) *\<^sub>R (a + of_real e) \ interior(convex hull {a - e, c, a + e})" + using interior_convex_hull_3_minimal [OF * DIM_complex] + by clarsimp (metis 13 zero_less_divide_1_iff zero_less_numeral) + then obtain z where z: "z \ interior(convex hull {a - e, c, a + e})" by force + have [simp]: "z \ closed_segment (a - e) c" + by (metis DIM_complex Diff_iff IntD2 inf_sup_absorb interior_of_triangle z) + have [simp]: "z \ closed_segment (a + e) (a - e)" + by (metis DIM_complex DiffD2 Un_iff interior_of_triangle z) + have [simp]: "z \ closed_segment c (a + e)" + by (metis (no_types, lifting) DIM_complex DiffD2 Un_insert_right inf_sup_aci(5) insertCI interior_of_triangle mk_disjoint_insert z) + show thesis + proof + have "norm (winding_number (linepath (a - e) c +++ linepath c (a + e) +++ linepath (a + e) (a - e)) z) = 1" + using winding_number_triangle [OF z] by simp + have zin: "z \ inside (path_image (linepath (a + e) (a - e)) \ path_image p)" + and zeq: "winding_number (linepath (a + e) (a - e) +++ reversepath p) z = + winding_number (linepath (a - e) c +++ linepath c (a + e) +++ linepath (a + e) (a - e)) z" + proof (rule winding_number_from_innerpath + [of "linepath (a + e) (a - e)" "a+e" "a-e" p + "linepath (a + e) c +++ linepath c (a - e)" z + "winding_number (linepath (a - e) c +++ linepath c (a + e) +++ linepath (a + e) (a - e)) z"]) + show sp_aec: "simple_path (linepath (a + e) c +++ linepath c (a - e))" + proof (rule arc_imp_simple_path [OF arc_join]) + show "arc (linepath (a + e) c)" + by (metis \c \ path_image p\ arc_linepath pathstart_in_path_image psp) + show "arc (linepath c (a - e))" + by (metis \c \ path_image p\ arc_linepath pathfinish_in_path_image pfp) + show "path_image (linepath (a + e) c) \ path_image (linepath c (a - e)) \ {pathstart (linepath c (a - e))}" + by clarsimp (metis "*" IntI Int_closed_segment closed_segment_commute singleton_iff) + qed auto + show "simple_path p" + using \arc p\ arc_simple_path by blast + show sp_ae2: "simple_path (linepath (a + e) (a - e))" + using \arc p\ arc_distinct_ends pfp psp by fastforce + show pa: "pathfinish (linepath (a + e) (a - e)) = a - e" + "pathstart (linepath (a + e) c +++ linepath c (a - e)) = a + e" + "pathfinish (linepath (a + e) c +++ linepath c (a - e)) = a - e" + "pathstart p = a + e" "pathfinish p = a - e" + "pathstart (linepath (a + e) (a - e)) = a + e" + by (simp_all add: assms) + show 1: "path_image (linepath (a + e) (a - e)) \ path_image p = {a + e, a - e}" + proof + show "path_image (linepath (a + e) (a - e)) \ path_image p \ {a + e, a - e}" + using pap closed_segment_commute psp segment_convex_hull by fastforce + show "{a + e, a - e} \ path_image (linepath (a + e) (a - e)) \ path_image p" + using pap pathfinish_in_path_image pathstart_in_path_image pfp psp by fastforce + qed + show 2: "path_image (linepath (a + e) (a - e)) \ path_image (linepath (a + e) c +++ linepath c (a - e)) = + {a + e, a - e}" (is "?lhs = ?rhs") + proof + have "\ collinear {c, a + e, a - e}" + using * by (simp add: insert_commute) + then have "convex hull {a + e, a - e} \ convex hull {a + e, c} = {a + e}" + "convex hull {a + e, a - e} \ convex hull {c, a - e} = {a - e}" + by (metis (full_types) Int_closed_segment insert_commute segment_convex_hull)+ + then show "?lhs \ ?rhs" + by (metis Int_Un_distrib equalityD1 insert_is_Un path_image_join path_image_linepath path_join_eq path_linepath segment_convex_hull simple_path_def sp_aec) + show "?rhs \ ?lhs" + using segment_convex_hull by (simp add: path_image_join) + qed + have "path_image p \ path_image (linepath (a + e) c) \ {a + e}" + proof (clarsimp simp: path_image_join) + fix x + assume "x \ path_image p" and x_ac: "x \ closed_segment (a + e) c" + then have "dist x a \ e" + by (metis IntI all_not_in_conv disj dist_commute mem_ball not_less) + with x_ac dac \e > 0\ show "x = a + e" + by (auto simp: norm_minus_commute dist_norm closed_segment_eq_open dest: open_segment_furthest_le [where y=a]) + qed + moreover + have "path_image p \ path_image (linepath c (a - e)) \ {a - e}" + proof (clarsimp simp: path_image_join) + fix x + assume "x \ path_image p" and x_ac: "x \ closed_segment c (a - e)" + then have "dist x a \ e" + by (metis IntI all_not_in_conv disj dist_commute mem_ball not_less) + with x_ac dac \e > 0\ show "x = a - e" + by (auto simp: norm_minus_commute dist_norm closed_segment_eq_open dest: open_segment_furthest_le [where y=a]) + qed + ultimately + have "path_image p \ path_image (linepath (a + e) c +++ linepath c (a - e)) \ {a + e, a - e}" + by (force simp: path_image_join) + then show 3: "path_image p \ path_image (linepath (a + e) c +++ linepath c (a - e)) = {a + e, a - e}" + apply (rule equalityI) + apply (clarsimp simp: path_image_join) + apply (metis pathstart_in_path_image psp pathfinish_in_path_image pfp) + done + show 4: "path_image (linepath (a + e) c +++ linepath c (a - e)) \ + inside (path_image (linepath (a + e) (a - e)) \ path_image p) \ {}" + apply (clarsimp simp: path_image_join segment_convex_hull disjoint_iff_not_equal) + by (metis (no_types, hide_lams) UnI1 Un_commute c closed_segment_commute ends_in_segment(1) path_image_join + path_image_linepath pathstart_linepath pfp segment_convex_hull) + show zin_inside: "z \ inside (path_image (linepath (a + e) (a - e)) \ + path_image (linepath (a + e) c +++ linepath c (a - e)))" + apply (simp add: path_image_join) + by (metis z inside_of_triangle DIM_complex Un_commute closed_segment_commute) + show 5: "winding_number + (linepath (a + e) (a - e) +++ reversepath (linepath (a + e) c +++ linepath c (a - e))) z = + winding_number (linepath (a - e) c +++ linepath c (a + e) +++ linepath (a + e) (a - e)) z" + by (simp add: reversepath_joinpaths path_image_join winding_number_join) + show 6: "winding_number (linepath (a - e) c +++ linepath c (a + e) +++ linepath (a + e) (a - e)) z \ 0" + by (simp add: winding_number_triangle z) + show "winding_number (linepath (a + e) (a - e) +++ reversepath p) z = + winding_number (linepath (a - e) c +++ linepath c (a + e) +++ linepath (a + e) (a - e)) z" + by (metis 1 2 3 4 5 6 pa sp_aec sp_ae2 \arc p\ \simple_path p\ arc_distinct_ends winding_number_from_innerpath zin_inside) + qed (use assms \e > 0\ in auto) + show "z \ inside (path_image (p +++ linepath (a - e) (a + e)))" + using zin by (simp add: assms path_image_join Un_commute closed_segment_commute) + then have "cmod (winding_number (p +++ linepath (a - e) (a + e)) z) = + cmod ((winding_number(reversepath (p +++ linepath (a - e) (a + e))) z))" + apply (subst winding_number_reversepath) + using simple_path_imp_path sp_pl apply blast + apply (metis IntI emptyE inside_no_overlap) + by (simp add: inside_def) + also have "... = cmod (winding_number(linepath (a + e) (a - e) +++ reversepath p) z)" + by (simp add: pfp reversepath_joinpaths) + also have "... = cmod (winding_number (linepath (a - e) c +++ linepath c (a + e) +++ linepath (a + e) (a - e)) z)" + by (simp add: zeq) + also have "... = 1" + using z by (simp add: interior_of_triangle winding_number_triangle) + finally show "cmod (winding_number (p +++ linepath (a - e) (a + e)) z) = 1" . + qed +qed + +lemma simple_closed_path_wn2: + fixes a::complex and d e::real + assumes "0 < d" "0 < e" + and sp_pl: "simple_path(p +++ linepath (a - d) (a + e))" + and psp: "pathstart p = a + e" + and pfp: "pathfinish p = a - d" +obtains z where "z \ inside (path_image (p +++ linepath (a - d) (a + e)))" + "cmod (winding_number (p +++ linepath (a - d) (a + e)) z) = 1" +proof - + have [simp]: "a + of_real x \ closed_segment (a - \) (a - \) \ x \ closed_segment (-\) (-\)" for x \ \::real + using closed_segment_translation_eq [of a] + by (metis (no_types, hide_lams) add_uminus_conv_diff of_real_minus of_real_closed_segment) + have [simp]: "a - of_real x \ closed_segment (a + \) (a + \) \ -x \ closed_segment \ \" for x \ \::real + by (metis closed_segment_translation_eq diff_conv_add_uminus of_real_closed_segment of_real_minus) + have "arc p" and arc_lp: "arc (linepath (a - d) (a + e))" and "path p" + and pap: "path_image p \ closed_segment (a - d) (a + e) \ {a+e, a-d}" + using simple_path_join_loop_eq [of "linepath (a - d) (a + e)" p] assms arc_imp_path by auto + have "0 \ closed_segment (-d) e" + using \0 < d\ \0 < e\ closed_segment_eq_real_ivl by auto + then have "a \ path_image (linepath (a - d) (a + e))" + using of_real_closed_segment [THEN iffD2] + by (force dest: closed_segment_translation_eq [of a, THEN iffD2] simp del: of_real_closed_segment) + then have "a \ path_image p" + using \0 < d\ \0 < e\ pap by auto + then obtain k where "0 < k" and k: "ball a k \ (path_image p) = {}" + using \0 < e\ \path p\ not_on_path_ball by blast + define kde where "kde \ (min k (min d e)) / 2" + have "0 < kde" "kde < k" "kde < d" "kde < e" + using \0 < k\ \0 < d\ \0 < e\ by (auto simp: kde_def) + let ?q = "linepath (a + kde) (a + e) +++ p +++ linepath (a - d) (a - kde)" + have "- kde \ closed_segment (-d) e" + using \0 < kde\ \kde < d\ \kde < e\ closed_segment_eq_real_ivl by auto + then have a_diff_kde: "a - kde \ closed_segment (a - d) (a + e)" + using of_real_closed_segment [THEN iffD2] + by (force dest: closed_segment_translation_eq [of a, THEN iffD2] simp del: of_real_closed_segment) + then have clsub2: "closed_segment (a - d) (a - kde) \ closed_segment (a - d) (a + e)" + by (simp add: subset_closed_segment) + then have "path_image p \ closed_segment (a - d) (a - kde) \ {a + e, a - d}" + using pap by force + moreover + have "a + e \ path_image p \ closed_segment (a - d) (a - kde)" + using \0 < kde\ \kde < d\ \0 < e\ by (auto simp: closed_segment_eq_real_ivl) + ultimately have sub_a_diff_d: "path_image p \ closed_segment (a - d) (a - kde) \ {a - d}" + by blast + have "kde \ closed_segment (-d) e" + using \0 < kde\ \kde < d\ \kde < e\ closed_segment_eq_real_ivl by auto + then have a_diff_kde: "a + kde \ closed_segment (a - d) (a + e)" + using of_real_closed_segment [THEN iffD2] + by (force dest: closed_segment_translation_eq [of "a", THEN iffD2] simp del: of_real_closed_segment) + then have clsub1: "closed_segment (a + kde) (a + e) \ closed_segment (a - d) (a + e)" + by (simp add: subset_closed_segment) + then have "closed_segment (a + kde) (a + e) \ path_image p \ {a + e, a - d}" + using pap by force + moreover + have "closed_segment (a + kde) (a + e) \ closed_segment (a - d) (a - kde) = {}" + proof (clarsimp intro!: equals0I) + fix y + assume y1: "y \ closed_segment (a + kde) (a + e)" + and y2: "y \ closed_segment (a - d) (a - kde)" + obtain u where u: "y = a + of_real u" and "0 < u" + using y1 \0 < kde\ \kde < e\ \0 < e\ apply (clarsimp simp: in_segment) + apply (rule_tac u = "(1 - u)*kde + u*e" in that) + apply (auto simp: scaleR_conv_of_real algebra_simps) + by (meson le_less_trans less_add_same_cancel2 less_eq_real_def mult_left_mono) + moreover + obtain v where v: "y = a + of_real v" and "v \ 0" + using y2 \0 < kde\ \0 < d\ \0 < e\ apply (clarsimp simp: in_segment) + apply (rule_tac v = "- ((1 - u)*d + u*kde)" in that) + apply (force simp: scaleR_conv_of_real algebra_simps) + by (meson less_eq_real_def neg_le_0_iff_le segment_bound_lemma) + ultimately show False + by auto + qed + moreover have "a - d \ closed_segment (a + kde) (a + e)" + using \0 < kde\ \kde < d\ \0 < e\ by (auto simp: closed_segment_eq_real_ivl) + ultimately have sub_a_plus_e: + "closed_segment (a + kde) (a + e) \ (path_image p \ closed_segment (a - d) (a - kde)) + \ {a + e}" + by auto + have "kde \ closed_segment (-kde) e" + using \0 < kde\ \kde < d\ \kde < e\ closed_segment_eq_real_ivl by auto + then have a_add_kde: "a + kde \ closed_segment (a - kde) (a + e)" + using of_real_closed_segment [THEN iffD2] + by (force dest: closed_segment_translation_eq [of "a", THEN iffD2] simp del: of_real_closed_segment) + have "closed_segment (a - kde) (a + kde) \ closed_segment (a + kde) (a + e) = {a + kde}" + by (metis a_add_kde Int_closed_segment) + moreover + have "path_image p \ closed_segment (a - kde) (a + kde) = {}" + proof (rule equals0I, clarify) + fix y assume "y \ path_image p" "y \ closed_segment (a - kde) (a + kde)" + with equals0D [OF k, of y] \0 < kde\ \kde < k\ show False + by (auto simp: dist_norm dest: dist_decreases_closed_segment [where c=a]) + qed + moreover + have "- kde \ closed_segment (-d) kde" + using \0 < kde\ \kde < d\ \kde < e\ closed_segment_eq_real_ivl by auto + then have a_diff_kde': "a - kde \ closed_segment (a - d) (a + kde)" + using of_real_closed_segment [THEN iffD2] + by (force dest: closed_segment_translation_eq [of a, THEN iffD2] simp del: of_real_closed_segment) + then have "closed_segment (a - d) (a - kde) \ closed_segment (a - kde) (a + kde) = {a - kde}" + by (metis Int_closed_segment) + ultimately + have pa_subset_pm_kde: "path_image ?q \ closed_segment (a - kde) (a + kde) \ {a - kde, a + kde}" + by (auto simp: path_image_join assms) + have ge_kde1: "\y. x = a + y \ y \ kde" if "x \ closed_segment (a + kde) (a + e)" for x + using that \kde < e\ mult_le_cancel_left + apply (auto simp: in_segment) + apply (rule_tac x="(1-u)*kde + u*e" in exI) + apply (fastforce simp: algebra_simps scaleR_conv_of_real) + done + have ge_kde2: "\y. x = a + y \ y \ -kde" if "x \ closed_segment (a - d) (a - kde)" for x + using that \kde < d\ affine_ineq + apply (auto simp: in_segment) + apply (rule_tac x="- ((1-u)*d + u*kde)" in exI) + apply (fastforce simp: algebra_simps scaleR_conv_of_real) + done + have notin_paq: "x \ path_image ?q" if "dist a x < kde" for x + using that using \0 < kde\ \kde < d\ \kde < k\ + apply (auto simp: path_image_join assms dist_norm dest!: ge_kde1 ge_kde2) + by (meson k disjoint_iff_not_equal le_less_trans less_eq_real_def mem_ball that) + obtain z where zin: "z \ inside (path_image (?q +++ linepath (a - kde) (a + kde)))" + and z1: "cmod (winding_number (?q +++ linepath (a - kde) (a + kde)) z) = 1" + proof (rule simple_closed_path_wn1 [of kde ?q a]) + show "simple_path (?q +++ linepath (a - kde) (a + kde))" + proof (intro simple_path_join_loop conjI) + show "arc ?q" + proof (rule arc_join) + show "arc (linepath (a + kde) (a + e))" + using \kde < e\ \arc p\ by (force simp: pfp) + show "arc (p +++ linepath (a - d) (a - kde))" + using \kde < d\ \kde < e\ \arc p\ sub_a_diff_d by (force simp: pfp intro: arc_join) + qed (auto simp: psp pfp path_image_join sub_a_plus_e) + show "arc (linepath (a - kde) (a + kde))" + using \0 < kde\ by auto + qed (use pa_subset_pm_kde in auto) + qed (use \0 < kde\ notin_paq in auto) + have eq: "path_image (?q +++ linepath (a - kde) (a + kde)) = path_image (p +++ linepath (a - d) (a + e))" + (is "?lhs = ?rhs") + proof + show "?lhs \ ?rhs" + using clsub1 clsub2 apply (auto simp: path_image_join assms) + by (meson subsetCE subset_closed_segment) + show "?rhs \ ?lhs" + apply (simp add: path_image_join assms Un_ac) + by (metis Un_closed_segment Un_assoc a_diff_kde a_diff_kde' le_supI2 subset_refl) + qed + show thesis + proof + show zzin: "z \ inside (path_image (p +++ linepath (a - d) (a + e)))" + by (metis eq zin) + then have znotin: "z \ path_image p" + by (metis ComplD Un_iff inside_Un_outside path_image_join pathfinish_linepath pathstart_reversepath pfp reversepath_linepath) + have znotin_de: "z \ closed_segment (a - d) (a + kde)" + by (metis ComplD Un_iff Un_closed_segment a_diff_kde inside_Un_outside path_image_join path_image_linepath pathstart_linepath pfp zzin) + have "winding_number (linepath (a - d) (a + e)) z = + winding_number (linepath (a - d) (a + kde)) z + winding_number (linepath (a + kde) (a + e)) z" + apply (rule winding_number_split_linepath) + apply (simp add: a_diff_kde) + by (metis ComplD Un_iff inside_Un_outside path_image_join path_image_linepath pathstart_linepath pfp zzin) + also have "... = winding_number (linepath (a + kde) (a + e)) z + + (winding_number (linepath (a - d) (a - kde)) z + + winding_number (linepath (a - kde) (a + kde)) z)" + by (simp add: winding_number_split_linepath [of "a-kde", symmetric] znotin_de a_diff_kde') + finally have "winding_number (p +++ linepath (a - d) (a + e)) z = + winding_number p z + winding_number (linepath (a + kde) (a + e)) z + + (winding_number (linepath (a - d) (a - kde)) z + + winding_number (linepath (a - kde) (a + kde)) z)" + by (metis (no_types, lifting) ComplD Un_iff \arc p\ add.assoc arc_imp_path eq path_image_join path_join_path_ends path_linepath simple_path_imp_path sp_pl union_with_outside winding_number_join zin) + also have "... = winding_number ?q z + winding_number (linepath (a - kde) (a + kde)) z" + using \path p\ znotin assms zzin clsub1 + apply (subst winding_number_join, auto) + apply (metis (no_types, hide_lams) ComplD Un_iff contra_subsetD inside_Un_outside path_image_join path_image_linepath pathstart_linepath) + apply (metis Un_iff Un_closed_segment a_diff_kde' not_in_path_image_join path_image_linepath znotin_de) + by (metis Un_iff Un_closed_segment a_diff_kde' path_image_linepath path_linepath pathstart_linepath winding_number_join znotin_de) + also have "... = winding_number (?q +++ linepath (a - kde) (a + kde)) z" + using \path p\ assms zin + apply (subst winding_number_join [symmetric], auto) + apply (metis ComplD Un_iff path_image_join pathfinish_join pathfinish_linepath pathstart_linepath union_with_outside) + by (metis Un_iff Un_closed_segment a_diff_kde' znotin_de) + finally have "winding_number (p +++ linepath (a - d) (a + e)) z = + winding_number (?q +++ linepath (a - kde) (a + kde)) z" . + then show "cmod (winding_number (p +++ linepath (a - d) (a + e)) z) = 1" + by (simp add: z1) + qed +qed + +lemma simple_closed_path_wn3: + fixes p :: "real \ complex" + assumes "simple_path p" and loop: "pathfinish p = pathstart p" + obtains z where "z \ inside (path_image p)" "cmod (winding_number p z) = 1" +proof - + have ins: "inside(path_image p) \ {}" "open(inside(path_image p))" + "connected(inside(path_image p))" + and out: "outside(path_image p) \ {}" "open(outside(path_image p))" + "connected(outside(path_image p))" + and bo: "bounded(inside(path_image p))" "\ bounded(outside(path_image p))" + and ins_out: "inside(path_image p) \ outside(path_image p) = {}" + "inside(path_image p) \ outside(path_image p) = - path_image p" + and fro: "frontier(inside(path_image p)) = path_image p" + "frontier(outside(path_image p)) = path_image p" + using Jordan_inside_outside [OF assms] by auto + obtain a where a: "a \ inside(path_image p)" + using \inside (path_image p) \ {}\ by blast + obtain d::real where "0 < d" and d_fro: "a - d \ frontier (inside (path_image p))" + and d_int: "\\. \0 \ \; \ < d\ \ (a - \) \ inside (path_image p)" + apply (rule ray_to_frontier [of "inside (path_image p)" a "-1"]) + using \bounded (inside (path_image p))\ \open (inside (path_image p))\ a interior_eq + apply (auto simp: of_real_def) + done + obtain e::real where "0 < e" and e_fro: "a + e \ frontier (inside (path_image p))" + and e_int: "\\. \0 \ \; \ < e\ \ (a + \) \ inside (path_image p)" + apply (rule ray_to_frontier [of "inside (path_image p)" a 1]) + using \bounded (inside (path_image p))\ \open (inside (path_image p))\ a interior_eq + apply (auto simp: of_real_def) + done + obtain t0 where "0 \ t0" "t0 \ 1" and pt: "p t0 = a - d" + using a d_fro fro by (auto simp: path_image_def) + obtain q where "simple_path q" and q_ends: "pathstart q = a - d" "pathfinish q = a - d" + and q_eq_p: "path_image q = path_image p" + and wn_q_eq_wn_p: "\z. z \ inside(path_image p) \ winding_number q z = winding_number p z" + proof + show "simple_path (shiftpath t0 p)" + by (simp add: pathstart_shiftpath pathfinish_shiftpath + simple_path_shiftpath path_image_shiftpath \0 \ t0\ \t0 \ 1\ assms) + show "pathstart (shiftpath t0 p) = a - d" + using pt by (simp add: \t0 \ 1\ pathstart_shiftpath) + show "pathfinish (shiftpath t0 p) = a - d" + by (simp add: \0 \ t0\ loop pathfinish_shiftpath pt) + show "path_image (shiftpath t0 p) = path_image p" + by (simp add: \0 \ t0\ \t0 \ 1\ loop path_image_shiftpath) + show "winding_number (shiftpath t0 p) z = winding_number p z" + if "z \ inside (path_image p)" for z + by (metis ComplD Un_iff \0 \ t0\ \t0 \ 1\ \simple_path p\ atLeastAtMost_iff inside_Un_outside + loop simple_path_imp_path that winding_number_shiftpath) + qed + have ad_not_ae: "a - d \ a + e" + by (metis \0 < d\ \0 < e\ add.left_inverse add_left_cancel add_uminus_conv_diff + le_add_same_cancel2 less_eq_real_def not_less of_real_add of_real_def of_real_eq_0_iff pt) + have ad_ae_q: "{a - d, a + e} \ path_image q" + using \path_image q = path_image p\ d_fro e_fro fro(1) by auto + have ada: "open_segment (a - d) a \ inside (path_image p)" + proof (clarsimp simp: in_segment) + fix u::real assume "0 < u" "u < 1" + with d_int have "a - (1 - u) * d \ inside (path_image p)" + by (metis \0 < d\ add.commute diff_add_cancel left_diff_distrib' less_add_same_cancel2 less_eq_real_def mult.left_neutral zero_less_mult_iff) + then show "(1 - u) *\<^sub>R (a - d) + u *\<^sub>R a \ inside (path_image p)" + by (simp add: diff_add_eq of_real_def real_vector.scale_right_diff_distrib) + qed + have aae: "open_segment a (a + e) \ inside (path_image p)" + proof (clarsimp simp: in_segment) + fix u::real assume "0 < u" "u < 1" + with e_int have "a + u * e \ inside (path_image p)" + by (meson \0 < e\ less_eq_real_def mult_less_cancel_right2 not_less zero_less_mult_iff) + then show "(1 - u) *\<^sub>R a + u *\<^sub>R (a + e) \ inside (path_image p)" + apply (simp add: algebra_simps) + by (simp add: diff_add_eq of_real_def real_vector.scale_right_diff_distrib) + qed + have "complex_of_real (d * d + (e * e + d * (e + e))) \ 0" + using ad_not_ae + by (metis \0 < d\ \0 < e\ add_strict_left_mono less_add_same_cancel1 not_sum_squares_lt_zero + of_real_eq_0_iff zero_less_double_add_iff_zero_less_single_add zero_less_mult_iff) + then have a_in_de: "a \ open_segment (a - d) (a + e)" + using ad_not_ae \0 < d\ \0 < e\ + apply (auto simp: in_segment algebra_simps scaleR_conv_of_real) + apply (rule_tac x="d / (d+e)" in exI) + apply (auto simp: field_simps) + done + then have "open_segment (a - d) (a + e) \ inside (path_image p)" + using ada a aae Un_open_segment [of a "a-d" "a+e"] by blast + then have "path_image q \ open_segment (a - d) (a + e) = {}" + using inside_no_overlap by (fastforce simp: q_eq_p) + with ad_ae_q have paq_Int_cs: "path_image q \ closed_segment (a - d) (a + e) = {a - d, a + e}" + by (simp add: closed_segment_eq_open) + obtain t where "0 \ t" "t \ 1" and qt: "q t = a + e" + using a e_fro fro ad_ae_q by (auto simp: path_defs) + then have "t \ 0" + by (metis ad_not_ae pathstart_def q_ends(1)) + then have "t \ 1" + by (metis ad_not_ae pathfinish_def q_ends(2) qt) + have q01: "q 0 = a - d" "q 1 = a - d" + using q_ends by (auto simp: pathstart_def pathfinish_def) + obtain z where zin: "z \ inside (path_image (subpath t 0 q +++ linepath (a - d) (a + e)))" + and z1: "cmod (winding_number (subpath t 0 q +++ linepath (a - d) (a + e)) z) = 1" + proof (rule simple_closed_path_wn2 [of d e "subpath t 0 q" a], simp_all add: q01) + show "simple_path (subpath t 0 q +++ linepath (a - d) (a + e))" + proof (rule simple_path_join_loop, simp_all add: qt q01) + have "inj_on q (closed_segment t 0)" + using \0 \ t\ \simple_path q\ \t \ 1\ \t \ 0\ \t \ 1\ + by (fastforce simp: simple_path_def inj_on_def closed_segment_eq_real_ivl) + then show "arc (subpath t 0 q)" + using \0 \ t\ \simple_path q\ \t \ 1\ \t \ 0\ + by (simp add: arc_subpath_eq simple_path_imp_path) + show "arc (linepath (a - d) (a + e))" + by (simp add: ad_not_ae) + show "path_image (subpath t 0 q) \ closed_segment (a - d) (a + e) \ {a + e, a - d}" + using qt paq_Int_cs \simple_path q\ \0 \ t\ \t \ 1\ + by (force simp: dest: rev_subsetD [OF _ path_image_subpath_subset] intro: simple_path_imp_path) + qed + qed (auto simp: \0 < d\ \0 < e\ qt) + have pa01_Un: "path_image (subpath 0 t q) \ path_image (subpath 1 t q) = path_image q" + unfolding path_image_subpath + using \0 \ t\ \t \ 1\ by (force simp: path_image_def image_iff) + with paq_Int_cs have pa_01q: + "(path_image (subpath 0 t q) \ path_image (subpath 1 t q)) \ closed_segment (a - d) (a + e) = {a - d, a + e}" + by metis + have z_notin_ed: "z \ closed_segment (a + e) (a - d)" + using zin q01 by (simp add: path_image_join closed_segment_commute inside_def) + have z_notin_0t: "z \ path_image (subpath 0 t q)" + by (metis (no_types, hide_lams) IntI Un_upper1 subsetD empty_iff inside_no_overlap path_image_join + path_image_subpath_commute pathfinish_subpath pathstart_def pathstart_linepath q_ends(1) qt subpath_trivial zin) + have [simp]: "- winding_number (subpath t 0 q) z = winding_number (subpath 0 t q) z" + by (metis \0 \ t\ \simple_path q\ \t \ 1\ atLeastAtMost_iff zero_le_one + path_image_subpath_commute path_subpath real_eq_0_iff_le_ge_0 + reversepath_subpath simple_path_imp_path winding_number_reversepath z_notin_0t) + obtain z_in_q: "z \ inside(path_image q)" + and wn_q: "winding_number (subpath 0 t q +++ subpath t 1 q) z = - winding_number (subpath t 0 q +++ linepath (a - d) (a + e)) z" + proof (rule winding_number_from_innerpath + [of "subpath 0 t q" "a-d" "a+e" "subpath 1 t q" "linepath (a - d) (a + e)" + z "- winding_number (subpath t 0 q +++ linepath (a - d) (a + e)) z"], + simp_all add: q01 qt pa01_Un reversepath_subpath) + show "simple_path (subpath 0 t q)" "simple_path (subpath 1 t q)" + by (simp_all add: \0 \ t\ \simple_path q\ \t \ 1\ \t \ 0\ \t \ 1\ simple_path_subpath) + show "simple_path (linepath (a - d) (a + e))" + using ad_not_ae by blast + show "path_image (subpath 0 t q) \ path_image (subpath 1 t q) = {a - d, a + e}" (is "?lhs = ?rhs") + proof + show "?lhs \ ?rhs" + using \0 \ t\ \simple_path q\ \t \ 1\ \t \ 1\ q_ends qt q01 + by (force simp: pathfinish_def qt simple_path_def path_image_subpath) + show "?rhs \ ?lhs" + using \0 \ t\ \t \ 1\ q01 qt by (force simp: path_image_subpath) + qed + show "path_image (subpath 0 t q) \ closed_segment (a - d) (a + e) = {a - d, a + e}" (is "?lhs = ?rhs") + proof + show "?lhs \ ?rhs" using paq_Int_cs pa01_Un by fastforce + show "?rhs \ ?lhs" using \0 \ t\ \t \ 1\ q01 qt by (force simp: path_image_subpath) + qed + show "path_image (subpath 1 t q) \ closed_segment (a - d) (a + e) = {a - d, a + e}" (is "?lhs = ?rhs") + proof + show "?lhs \ ?rhs" by (auto simp: pa_01q [symmetric]) + show "?rhs \ ?lhs" using \0 \ t\ \t \ 1\ q01 qt by (force simp: path_image_subpath) + qed + show "closed_segment (a - d) (a + e) \ inside (path_image q) \ {}" + using a a_in_de open_closed_segment pa01_Un q_eq_p by fastforce + show "z \ inside (path_image (subpath 0 t q) \ closed_segment (a - d) (a + e))" + by (metis path_image_join path_image_linepath path_image_subpath_commute pathfinish_subpath pathstart_linepath q01(1) zin) + show "winding_number (subpath 0 t q +++ linepath (a + e) (a - d)) z = + - winding_number (subpath t 0 q +++ linepath (a - d) (a + e)) z" + using z_notin_ed z_notin_0t \0 \ t\ \simple_path q\ \t \ 1\ + by (simp add: simple_path_imp_path qt q01 path_image_subpath_commute closed_segment_commute winding_number_join winding_number_reversepath [symmetric]) + show "- d \ e" + using ad_not_ae by auto + show "winding_number (subpath t 0 q +++ linepath (a - d) (a + e)) z \ 0" + using z1 by auto + qed + show ?thesis + proof + show "z \ inside (path_image p)" + using q_eq_p z_in_q by auto + then have [simp]: "z \ path_image q" + by (metis disjoint_iff_not_equal inside_no_overlap q_eq_p) + have [simp]: "z \ path_image (subpath 1 t q)" + using inside_def pa01_Un z_in_q by fastforce + have "winding_number(subpath 0 t q +++ subpath t 1 q) z = winding_number(subpath 0 1 q) z" + using z_notin_0t \0 \ t\ \simple_path q\ \t \ 1\ + by (simp add: simple_path_imp_path qt path_image_subpath_commute winding_number_join winding_number_subpath_combine) + with wn_q have "winding_number (subpath t 0 q +++ linepath (a - d) (a + e)) z = - winding_number q z" + by auto + with z1 have "cmod (winding_number q z) = 1" + by simp + with z1 wn_q_eq_wn_p show "cmod (winding_number p z) = 1" + using z1 wn_q_eq_wn_p by (simp add: \z \ inside (path_image p)\) + qed +qed + +proposition simple_closed_path_winding_number_inside: + assumes "simple_path \" + obtains "\z. z \ inside(path_image \) \ winding_number \ z = 1" + | "\z. z \ inside(path_image \) \ winding_number \ z = -1" +proof (cases "pathfinish \ = pathstart \") + case True + have "path \" + by (simp add: assms simple_path_imp_path) + then have const: "winding_number \ constant_on inside(path_image \)" + proof (rule winding_number_constant) + show "connected (inside(path_image \))" + by (simp add: Jordan_inside_outside True assms) + qed (use inside_no_overlap True in auto) + obtain z where zin: "z \ inside (path_image \)" and z1: "cmod (winding_number \ z) = 1" + using simple_closed_path_wn3 [of \] True assms by blast + have "winding_number \ z \ \" + using zin integer_winding_number [OF \path \\ True] inside_def by blast + with z1 consider "winding_number \ z = 1" | "winding_number \ z = -1" + apply (auto simp: Ints_def abs_if split: if_split_asm) + by (metis of_int_1 of_int_eq_iff of_int_minus) + with that const zin show ?thesis + unfolding constant_on_def by metis +next + case False + then show ?thesis + using inside_simple_curve_imp_closed assms that(2) by blast +qed + +lemma simple_closed_path_abs_winding_number_inside: + assumes "simple_path \" "z \ inside(path_image \)" + shows "\Re (winding_number \ z)\ = 1" + by (metis assms norm_minus_cancel norm_one one_complex.simps(1) real_norm_def simple_closed_path_winding_number_inside uminus_complex.simps(1)) + +lemma simple_closed_path_norm_winding_number_inside: + assumes "simple_path \" "z \ inside(path_image \)" + shows "norm (winding_number \ z) = 1" +proof - + have "pathfinish \ = pathstart \" + using assms inside_simple_curve_imp_closed by blast + with assms integer_winding_number have "winding_number \ z \ \" + by (simp add: inside_def simple_path_def) + then show ?thesis + by (metis assms norm_minus_cancel norm_one simple_closed_path_winding_number_inside) +qed + +lemma simple_closed_path_winding_number_cases: + "\simple_path \; pathfinish \ = pathstart \; z \ path_image \\ \ winding_number \ z \ {-1,0,1}" +apply (simp add: inside_Un_outside [of "path_image \", symmetric, unfolded set_eq_iff Set.Compl_iff] del: inside_Un_outside) + apply (rule simple_closed_path_winding_number_inside) + using simple_path_def winding_number_zero_in_outside by blast+ + +lemma simple_closed_path_winding_number_pos: + "\simple_path \; pathfinish \ = pathstart \; z \ path_image \; 0 < Re(winding_number \ z)\ + \ winding_number \ z = 1" +using simple_closed_path_winding_number_cases + by fastforce + +subsection \Winding number for rectangular paths\ + +definition\<^marker>\tag important\ rectpath where + "rectpath a1 a3 = (let a2 = Complex (Re a3) (Im a1); a4 = Complex (Re a1) (Im a3) + in linepath a1 a2 +++ linepath a2 a3 +++ linepath a3 a4 +++ linepath a4 a1)" + +lemma path_rectpath [simp, intro]: "path (rectpath a b)" + by (simp add: Let_def rectpath_def) + +lemma valid_path_rectpath [simp, intro]: "valid_path (rectpath a b)" + by (simp add: Let_def rectpath_def) + +lemma pathstart_rectpath [simp]: "pathstart (rectpath a1 a3) = a1" + by (simp add: rectpath_def Let_def) + +lemma pathfinish_rectpath [simp]: "pathfinish (rectpath a1 a3) = a1" + by (simp add: rectpath_def Let_def) + +lemma simple_path_rectpath [simp, intro]: + assumes "Re a1 \ Re a3" "Im a1 \ Im a3" + shows "simple_path (rectpath a1 a3)" + unfolding rectpath_def Let_def using assms + by (intro simple_path_join_loop arc_join arc_linepath) + (auto simp: complex_eq_iff path_image_join closed_segment_same_Re closed_segment_same_Im) + +lemma path_image_rectpath: + assumes "Re a1 \ Re a3" "Im a1 \ Im a3" + shows "path_image (rectpath a1 a3) = + {z. Re z \ {Re a1, Re a3} \ Im z \ {Im a1..Im a3}} \ + {z. Im z \ {Im a1, Im a3} \ Re z \ {Re a1..Re a3}}" (is "?lhs = ?rhs") +proof - + define a2 a4 where "a2 = Complex (Re a3) (Im a1)" and "a4 = Complex (Re a1) (Im a3)" + have "?lhs = closed_segment a1 a2 \ closed_segment a2 a3 \ + closed_segment a4 a3 \ closed_segment a1 a4" + by (simp_all add: rectpath_def Let_def path_image_join closed_segment_commute + a2_def a4_def Un_assoc) + also have "\ = ?rhs" using assms + by (auto simp: rectpath_def Let_def path_image_join a2_def a4_def + closed_segment_same_Re closed_segment_same_Im closed_segment_eq_real_ivl) + finally show ?thesis . +qed + +lemma path_image_rectpath_subset_cbox: + assumes "Re a \ Re b" "Im a \ Im b" + shows "path_image (rectpath a b) \ cbox a b" + using assms by (auto simp: path_image_rectpath in_cbox_complex_iff) + +lemma path_image_rectpath_inter_box: + assumes "Re a \ Re b" "Im a \ Im b" + shows "path_image (rectpath a b) \ box a b = {}" + using assms by (auto simp: path_image_rectpath in_box_complex_iff) + +lemma path_image_rectpath_cbox_minus_box: + assumes "Re a \ Re b" "Im a \ Im b" + shows "path_image (rectpath a b) = cbox a b - box a b" + using assms by (auto simp: path_image_rectpath in_cbox_complex_iff + in_box_complex_iff) + +proposition winding_number_rectpath: + assumes "z \ box a1 a3" + shows "winding_number (rectpath a1 a3) z = 1" +proof - + from assms have less: "Re a1 < Re a3" "Im a1 < Im a3" + by (auto simp: in_box_complex_iff) + define a2 a4 where "a2 = Complex (Re a3) (Im a1)" and "a4 = Complex (Re a1) (Im a3)" + let ?l1 = "linepath a1 a2" and ?l2 = "linepath a2 a3" + and ?l3 = "linepath a3 a4" and ?l4 = "linepath a4 a1" + from assms and less have "z \ path_image (rectpath a1 a3)" + by (auto simp: path_image_rectpath_cbox_minus_box) + also have "path_image (rectpath a1 a3) = + path_image ?l1 \ path_image ?l2 \ path_image ?l3 \ path_image ?l4" + by (simp add: rectpath_def Let_def path_image_join Un_assoc a2_def a4_def) + finally have "z \ \" . + moreover have "\l\{?l1,?l2,?l3,?l4}. Re (winding_number l z) > 0" + unfolding ball_simps HOL.simp_thms a2_def a4_def + by (intro conjI; (rule winding_number_linepath_pos_lt; + (insert assms, auto simp: a2_def a4_def in_box_complex_iff mult_neg_neg))+) + ultimately have "Re (winding_number (rectpath a1 a3) z) > 0" + by (simp add: winding_number_join path_image_join rectpath_def Let_def a2_def a4_def) + thus "winding_number (rectpath a1 a3) z = 1" using assms less + by (intro simple_closed_path_winding_number_pos simple_path_rectpath) + (auto simp: path_image_rectpath_cbox_minus_box) +qed + +proposition winding_number_rectpath_outside: + assumes "Re a1 \ Re a3" "Im a1 \ Im a3" + assumes "z \ cbox a1 a3" + shows "winding_number (rectpath a1 a3) z = 0" + using assms by (intro winding_number_zero_outside[OF _ _ _ assms(3)] + path_image_rectpath_subset_cbox) simp_all + +text\A per-function version for continuous logs, a kind of monodromy\ +proposition\<^marker>\tag unimportant\ winding_number_compose_exp: + assumes "path p" + shows "winding_number (exp \ p) 0 = (pathfinish p - pathstart p) / (2 * of_real pi * \)" +proof - + obtain e where "0 < e" and e: "\t. t \ {0..1} \ e \ norm(exp(p t))" + proof + have "closed (path_image (exp \ p))" + by (simp add: assms closed_path_image holomorphic_on_exp holomorphic_on_imp_continuous_on path_continuous_image) + then show "0 < setdist {0} (path_image (exp \ p))" + by (metis exp_not_eq_zero imageE image_comp infdist_eq_setdist infdist_pos_not_in_closed path_defs(4) path_image_nonempty) + next + fix t::real + assume "t \ {0..1}" + have "setdist {0} (path_image (exp \ p)) \ dist 0 (exp (p t))" + apply (rule setdist_le_dist) + using \t \ {0..1}\ path_image_def by fastforce+ + then show "setdist {0} (path_image (exp \ p)) \ cmod (exp (p t))" + by simp + qed + have "bounded (path_image p)" + by (simp add: assms bounded_path_image) + then obtain B where "0 < B" and B: "path_image p \ cball 0 B" + by (meson bounded_pos mem_cball_0 subsetI) + let ?B = "cball (0::complex) (B+1)" + have "uniformly_continuous_on ?B exp" + using holomorphic_on_exp holomorphic_on_imp_continuous_on + by (force intro: compact_uniformly_continuous) + then obtain d where "d > 0" + and d: "\x x'. \x\?B; x'\?B; dist x' x < d\ \ norm (exp x' - exp x) < e" + using \e > 0\ by (auto simp: uniformly_continuous_on_def dist_norm) + then have "min 1 d > 0" + by force + then obtain g where pfg: "polynomial_function g" and "g 0 = p 0" "g 1 = p 1" + and gless: "\t. t \ {0..1} \ norm(g t - p t) < min 1 d" + using path_approx_polynomial_function [OF \path p\] \d > 0\ \0 < e\ + unfolding pathfinish_def pathstart_def by meson + have "winding_number (exp \ p) 0 = winding_number (exp \ g) 0" + proof (rule winding_number_nearby_paths_eq [symmetric]) + show "path (exp \ p)" "path (exp \ g)" + by (simp_all add: pfg assms holomorphic_on_exp holomorphic_on_imp_continuous_on path_continuous_image path_polynomial_function) + next + fix t :: "real" + assume t: "t \ {0..1}" + with gless have "norm(g t - p t) < 1" + using min_less_iff_conj by blast + moreover have ptB: "norm (p t) \ B" + using B t by (force simp: path_image_def) + ultimately have "cmod (g t) \ B + 1" + by (meson add_mono_thms_linordered_field(4) le_less_trans less_imp_le norm_triangle_sub) + with ptB gless t have "cmod ((exp \ g) t - (exp \ p) t) < e" + by (auto simp: dist_norm d) + with e t show "cmod ((exp \ g) t - (exp \ p) t) < cmod ((exp \ p) t - 0)" + by fastforce + qed (use \g 0 = p 0\ \g 1 = p 1\ in \auto simp: pathfinish_def pathstart_def\) + also have "... = 1 / (of_real (2 * pi) * \) * contour_integral (exp \ g) (\w. 1 / (w - 0))" + proof (rule winding_number_valid_path) + have "continuous_on (path_image g) (deriv exp)" + by (metis DERIV_exp DERIV_imp_deriv continuous_on_cong holomorphic_on_exp holomorphic_on_imp_continuous_on) + then show "valid_path (exp \ g)" + by (simp add: field_differentiable_within_exp pfg valid_path_compose valid_path_polynomial_function) + show "0 \ path_image (exp \ g)" + by (auto simp: path_image_def) + qed + also have "... = 1 / (of_real (2 * pi) * \) * integral {0..1} (\x. vector_derivative g (at x))" + proof (simp add: contour_integral_integral, rule integral_cong) + fix t :: "real" + assume t: "t \ {0..1}" + show "vector_derivative (exp \ g) (at t) / exp (g t) = vector_derivative g (at t)" + proof - + have "(exp \ g has_vector_derivative vector_derivative (exp \ g) (at t)) (at t)" + by (meson DERIV_exp differentiable_def field_vector_diff_chain_at has_vector_derivative_def + has_vector_derivative_polynomial_function pfg vector_derivative_works) + moreover have "(exp \ g has_vector_derivative vector_derivative g (at t) * exp (g t)) (at t)" + apply (rule field_vector_diff_chain_at) + apply (metis has_vector_derivative_polynomial_function pfg vector_derivative_at) + using DERIV_exp has_field_derivative_def apply blast + done + ultimately show ?thesis + by (simp add: divide_simps, rule vector_derivative_unique_at) + qed + qed + also have "... = (pathfinish p - pathstart p) / (2 * of_real pi * \)" + proof - + have "((\x. vector_derivative g (at x)) has_integral g 1 - g 0) {0..1}" + apply (rule fundamental_theorem_of_calculus [OF zero_le_one]) + by (metis has_vector_derivative_at_within has_vector_derivative_polynomial_function pfg vector_derivative_at) + then show ?thesis + apply (simp add: pathfinish_def pathstart_def) + using \g 0 = p 0\ \g 1 = p 1\ by auto + qed + finally show ?thesis . +qed + +subsection\<^marker>\tag unimportant\ \The winding number defines a continuous logarithm for the path itself\ + +lemma winding_number_as_continuous_log: + assumes "path p" and \: "\ \ path_image p" + obtains q where "path q" + "pathfinish q - pathstart q = 2 * of_real pi * \ * winding_number p \" + "\t. t \ {0..1} \ p t = \ + exp(q t)" +proof - + let ?q = "\t. 2 * of_real pi * \ * winding_number(subpath 0 t p) \ + Ln(pathstart p - \)" + show ?thesis + proof + have *: "continuous (at t within {0..1}) (\x. winding_number (subpath 0 x p) \)" + if t: "t \ {0..1}" for t + proof - + let ?B = "ball (p t) (norm(p t - \))" + have "p t \ \" + using path_image_def that \ by blast + then have "simply_connected ?B" + by (simp add: convex_imp_simply_connected) + then have "\f::complex\complex. continuous_on ?B f \ (\\ \ ?B. f \ \ 0) + \ (\g. continuous_on ?B g \ (\\ \ ?B. f \ = exp (g \)))" + by (simp add: simply_connected_eq_continuous_log) + moreover have "continuous_on ?B (\w. w - \)" + by (intro continuous_intros) + moreover have "(\z \ ?B. z - \ \ 0)" + by (auto simp: dist_norm) + ultimately obtain g where contg: "continuous_on ?B g" + and geq: "\z. z \ ?B \ z - \ = exp (g z)" by blast + obtain d where "0 < d" and d: + "\x. \x \ {0..1}; dist x t < d\ \ dist (p x) (p t) < cmod (p t - \)" + using \path p\ t unfolding path_def continuous_on_iff + by (metis \p t \ \\ right_minus_eq zero_less_norm_iff) + have "((\x. winding_number (\w. subpath 0 x p w - \) 0 - + winding_number (\w. subpath 0 t p w - \) 0) \ 0) + (at t within {0..1})" + proof (rule Lim_transform_within [OF _ \d > 0\]) + have "continuous (at t within {0..1}) (g o p)" + proof (rule continuous_within_compose) + show "continuous (at t within {0..1}) p" + using \path p\ continuous_on_eq_continuous_within path_def that by blast + show "continuous (at (p t) within p ` {0..1}) g" + by (metis (no_types, lifting) open_ball UNIV_I \p t \ \\ centre_in_ball contg continuous_on_eq_continuous_at continuous_within_topological right_minus_eq zero_less_norm_iff) + qed + with LIM_zero have "((\u. (g (subpath t u p 1) - g (subpath t u p 0))) \ 0) (at t within {0..1})" + by (auto simp: subpath_def continuous_within o_def) + then show "((\u. (g (subpath t u p 1) - g (subpath t u p 0)) / (2 * of_real pi * \)) \ 0) + (at t within {0..1})" + by (simp add: tendsto_divide_zero) + show "(g (subpath t u p 1) - g (subpath t u p 0)) / (2 * of_real pi * \) = + winding_number (\w. subpath 0 u p w - \) 0 - winding_number (\w. subpath 0 t p w - \) 0" + if "u \ {0..1}" "0 < dist u t" "dist u t < d" for u + proof - + have "closed_segment t u \ {0..1}" + using closed_segment_eq_real_ivl t that by auto + then have piB: "path_image(subpath t u p) \ ?B" + apply (clarsimp simp add: path_image_subpath_gen) + by (metis subsetD le_less_trans \dist u t < d\ d dist_commute dist_in_closed_segment) + have *: "path (g \ subpath t u p)" + apply (rule path_continuous_image) + using \path p\ t that apply auto[1] + using piB contg continuous_on_subset by blast + have "(g (subpath t u p 1) - g (subpath t u p 0)) / (2 * of_real pi * \) + = winding_number (exp \ g \ subpath t u p) 0" + using winding_number_compose_exp [OF *] + by (simp add: pathfinish_def pathstart_def o_assoc) + also have "... = winding_number (\w. subpath t u p w - \) 0" + proof (rule winding_number_cong) + have "exp(g y) = y - \" if "y \ (subpath t u p) ` {0..1}" for y + by (metis that geq path_image_def piB subset_eq) + then show "\x. \0 \ x; x \ 1\ \ (exp \ g \ subpath t u p) x = subpath t u p x - \" + by auto + qed + also have "... = winding_number (\w. subpath 0 u p w - \) 0 - + winding_number (\w. subpath 0 t p w - \) 0" + apply (simp add: winding_number_offset [symmetric]) + using winding_number_subpath_combine [OF \path p\ \, of 0 t u] \t \ {0..1}\ \u \ {0..1}\ + by (simp add: add.commute eq_diff_eq) + finally show ?thesis . + qed + qed + then show ?thesis + by (subst winding_number_offset) (simp add: continuous_within LIM_zero_iff) + qed + show "path ?q" + unfolding path_def + by (intro continuous_intros) (simp add: continuous_on_eq_continuous_within *) + + have "\ \ p 0" + by (metis \ pathstart_def pathstart_in_path_image) + then show "pathfinish ?q - pathstart ?q = 2 * of_real pi * \ * winding_number p \" + by (simp add: pathfinish_def pathstart_def) + show "p t = \ + exp (?q t)" if "t \ {0..1}" for t + proof - + have "path (subpath 0 t p)" + using \path p\ that by auto + moreover + have "\ \ path_image (subpath 0 t p)" + using \ [unfolded path_image_def] that by (auto simp: path_image_subpath) + ultimately show ?thesis + using winding_number_exp_2pi [of "subpath 0 t p" \] \\ \ p 0\ + by (auto simp: exp_add algebra_simps pathfinish_def pathstart_def subpath_def) + qed + qed +qed + +subsection \Winding number equality is the same as path/loop homotopy in C - {0}\ + +lemma winding_number_homotopic_loops_null_eq: + assumes "path p" and \: "\ \ path_image p" + shows "winding_number p \ = 0 \ (\a. homotopic_loops (-{\}) p (\t. a))" + (is "?lhs = ?rhs") +proof + assume [simp]: ?lhs + obtain q where "path q" + and qeq: "pathfinish q - pathstart q = 2 * of_real pi * \ * winding_number p \" + and peq: "\t. t \ {0..1} \ p t = \ + exp(q t)" + using winding_number_as_continuous_log [OF assms] by blast + have *: "homotopic_with_canon (\r. pathfinish r = pathstart r) + {0..1} (-{\}) ((\w. \ + exp w) \ q) ((\w. \ + exp w) \ (\t. 0))" + proof (rule homotopic_with_compose_continuous_left) + show "homotopic_with_canon (\f. pathfinish ((\w. \ + exp w) \ f) = pathstart ((\w. \ + exp w) \ f)) + {0..1} UNIV q (\t. 0)" + proof (rule homotopic_with_mono, simp_all add: pathfinish_def pathstart_def) + have "homotopic_loops UNIV q (\t. 0)" + by (rule homotopic_loops_linear) (use qeq \path q\ in \auto simp: path_defs\) + then have "homotopic_with (\r. r 1 = r 0) (top_of_set {0..1}) euclidean q (\t. 0)" + by (simp add: homotopic_loops_def pathfinish_def pathstart_def) + then show "homotopic_with (\h. exp (h 1) = exp (h 0)) (top_of_set {0..1}) euclidean q (\t. 0)" + by (rule homotopic_with_mono) simp + qed + show "continuous_on UNIV (\w. \ + exp w)" + by (rule continuous_intros)+ + show "range (\w. \ + exp w) \ -{\}" + by auto + qed + then have "homotopic_with_canon (\r. pathfinish r = pathstart r) {0..1} (-{\}) p (\x. \ + 1)" + by (rule homotopic_with_eq) (auto simp: o_def peq pathfinish_def pathstart_def) + then have "homotopic_loops (-{\}) p (\t. \ + 1)" + by (simp add: homotopic_loops_def) + then show ?rhs .. +next + assume ?rhs + then obtain a where "homotopic_loops (-{\}) p (\t. a)" .. + then have "winding_number p \ = winding_number (\t. a) \" "a \ \" + using winding_number_homotopic_loops homotopic_loops_imp_subset by (force simp:)+ + moreover have "winding_number (\t. a) \ = 0" + by (metis winding_number_zero_const \a \ \\) + ultimately show ?lhs by metis +qed + +lemma winding_number_homotopic_paths_null_explicit_eq: + assumes "path p" and \: "\ \ path_image p" + shows "winding_number p \ = 0 \ homotopic_paths (-{\}) p (linepath (pathstart p) (pathstart p))" + (is "?lhs = ?rhs") +proof + assume ?lhs + then show ?rhs + apply (auto simp: winding_number_homotopic_loops_null_eq [OF assms]) + apply (rule homotopic_loops_imp_homotopic_paths_null) + apply (simp add: linepath_refl) + done +next + assume ?rhs + then show ?lhs + by (metis \ pathstart_in_path_image winding_number_homotopic_paths winding_number_trivial) +qed + +lemma winding_number_homotopic_paths_null_eq: + assumes "path p" and \: "\ \ path_image p" + shows "winding_number p \ = 0 \ (\a. homotopic_paths (-{\}) p (\t. a))" + (is "?lhs = ?rhs") +proof + assume ?lhs + then show ?rhs + by (auto simp: winding_number_homotopic_paths_null_explicit_eq [OF assms] linepath_refl) +next + assume ?rhs + then show ?lhs + by (metis \ homotopic_paths_imp_pathfinish pathfinish_def pathfinish_in_path_image winding_number_homotopic_paths winding_number_zero_const) +qed + +proposition winding_number_homotopic_paths_eq: + assumes "path p" and \p: "\ \ path_image p" + and "path q" and \q: "\ \ path_image q" + and qp: "pathstart q = pathstart p" "pathfinish q = pathfinish p" + shows "winding_number p \ = winding_number q \ \ homotopic_paths (-{\}) p q" + (is "?lhs = ?rhs") +proof + assume ?lhs + then have "winding_number (p +++ reversepath q) \ = 0" + using assms by (simp add: winding_number_join winding_number_reversepath) + moreover + have "path (p +++ reversepath q)" "\ \ path_image (p +++ reversepath q)" + using assms by (auto simp: not_in_path_image_join) + ultimately obtain a where "homotopic_paths (- {\}) (p +++ reversepath q) (linepath a a)" + using winding_number_homotopic_paths_null_explicit_eq by blast + then show ?rhs + using homotopic_paths_imp_pathstart assms + by (fastforce simp add: dest: homotopic_paths_imp_homotopic_loops homotopic_paths_loop_parts) +next + assume ?rhs + then show ?lhs + by (simp add: winding_number_homotopic_paths) +qed + +lemma winding_number_homotopic_loops_eq: + assumes "path p" and \p: "\ \ path_image p" + and "path q" and \q: "\ \ path_image q" + and loops: "pathfinish p = pathstart p" "pathfinish q = pathstart q" + shows "winding_number p \ = winding_number q \ \ homotopic_loops (-{\}) p q" + (is "?lhs = ?rhs") +proof + assume L: ?lhs + have "pathstart p \ \" "pathstart q \ \" + using \p \q by blast+ + moreover have "path_connected (-{\})" + by (simp add: path_connected_punctured_universe) + ultimately obtain r where "path r" and rim: "path_image r \ -{\}" + and pas: "pathstart r = pathstart p" and paf: "pathfinish r = pathstart q" + by (auto simp: path_connected_def) + then have "pathstart r \ \" by blast + have "homotopic_loops (- {\}) p (r +++ q +++ reversepath r)" + proof (rule homotopic_paths_imp_homotopic_loops) + show "homotopic_paths (- {\}) p (r +++ q +++ reversepath r)" + by (metis (mono_tags, hide_lams) \path r\ L \p \q \path p\ \path q\ homotopic_loops_conjugate loops not_in_path_image_join paf pas path_image_reversepath path_imp_reversepath path_join_eq pathfinish_join pathfinish_reversepath pathstart_join pathstart_reversepath rim subset_Compl_singleton winding_number_homotopic_loops winding_number_homotopic_paths_eq) + qed (use loops pas in auto) + moreover have "homotopic_loops (- {\}) (r +++ q +++ reversepath r) q" + using rim \q by (auto simp: homotopic_loops_conjugate paf \path q\ \path r\ loops) + ultimately show ?rhs + using homotopic_loops_trans by metis +next + assume ?rhs + then show ?lhs + by (simp add: winding_number_homotopic_loops) +qed + +end +