--- /dev/null Thu Jan 01 00:00:00 1970 +0000
+++ b/src/HOL/Hyperreal/HSEQ.thy Wed Apr 11 04:13:06 2007 +0200
@@ -0,0 +1,531 @@
+(* Title : HSEQ.thy
+ Author : Jacques D. Fleuriot
+ Copyright : 1998 University of Cambridge
+ Description : Convergence of sequences and series
+ Conversion to Isar and new proofs by Lawrence C Paulson, 2004
+ Additional contributions by Jeremy Avigad and Brian Huffman
+*)
+
+header {* Sequences and Convergence (Nonstandard) *}
+
+theory HSEQ
+imports SEQ NatStar
+begin
+
+definition
+ NSLIMSEQ :: "[nat => 'a::real_normed_vector, 'a] => bool"
+ ("((_)/ ----NS> (_))" [60, 60] 60) where
+ --{*Nonstandard definition of convergence of sequence*}
+ "X ----NS> L = (\<forall>N \<in> HNatInfinite. ( *f* X) N \<approx> star_of L)"
+
+definition
+ nslim :: "(nat => 'a::real_normed_vector) => 'a" where
+ --{*Nonstandard definition of limit using choice operator*}
+ "nslim X = (THE L. X ----NS> L)"
+
+definition
+ NSconvergent :: "(nat => 'a::real_normed_vector) => bool" where
+ --{*Nonstandard definition of convergence*}
+ "NSconvergent X = (\<exists>L. X ----NS> L)"
+
+definition
+ NSBseq :: "(nat => 'a::real_normed_vector) => bool" where
+ --{*Nonstandard definition for bounded sequence*}
+ "NSBseq X = (\<forall>N \<in> HNatInfinite. ( *f* X) N : HFinite)"
+
+definition
+ NSCauchy :: "(nat => 'a::real_normed_vector) => bool" where
+ --{*Nonstandard definition*}
+ "NSCauchy X = (\<forall>M \<in> HNatInfinite. \<forall>N \<in> HNatInfinite. ( *f* X) M \<approx> ( *f* X) N)"
+
+subsection {* Limits of Sequences *}
+
+lemma NSLIMSEQ_iff:
+ "(X ----NS> L) = (\<forall>N \<in> HNatInfinite. ( *f* X) N \<approx> star_of L)"
+by (simp add: NSLIMSEQ_def)
+
+lemma NSLIMSEQ_I:
+ "(\<And>N. N \<in> HNatInfinite \<Longrightarrow> starfun X N \<approx> star_of L) \<Longrightarrow> X ----NS> L"
+by (simp add: NSLIMSEQ_def)
+
+lemma NSLIMSEQ_D:
+ "\<lbrakk>X ----NS> L; N \<in> HNatInfinite\<rbrakk> \<Longrightarrow> starfun X N \<approx> star_of L"
+by (simp add: NSLIMSEQ_def)
+
+lemma NSLIMSEQ_const: "(%n. k) ----NS> k"
+by (simp add: NSLIMSEQ_def)
+
+lemma NSLIMSEQ_add:
+ "[| X ----NS> a; Y ----NS> b |] ==> (%n. X n + Y n) ----NS> a + b"
+by (auto intro: approx_add simp add: NSLIMSEQ_def starfun_add [symmetric])
+
+lemma NSLIMSEQ_add_const: "f ----NS> a ==> (%n.(f n + b)) ----NS> a + b"
+by (simp only: NSLIMSEQ_add NSLIMSEQ_const)
+
+lemma NSLIMSEQ_mult:
+ fixes a b :: "'a::real_normed_algebra"
+ shows "[| X ----NS> a; Y ----NS> b |] ==> (%n. X n * Y n) ----NS> a * b"
+by (auto intro!: approx_mult_HFinite simp add: NSLIMSEQ_def)
+
+lemma NSLIMSEQ_minus: "X ----NS> a ==> (%n. -(X n)) ----NS> -a"
+by (auto simp add: NSLIMSEQ_def)
+
+lemma NSLIMSEQ_minus_cancel: "(%n. -(X n)) ----NS> -a ==> X ----NS> a"
+by (drule NSLIMSEQ_minus, simp)
+
+(* FIXME: delete *)
+lemma NSLIMSEQ_add_minus:
+ "[| X ----NS> a; Y ----NS> b |] ==> (%n. X n + -Y n) ----NS> a + -b"
+by (simp add: NSLIMSEQ_add NSLIMSEQ_minus)
+
+lemma NSLIMSEQ_diff:
+ "[| X ----NS> a; Y ----NS> b |] ==> (%n. X n - Y n) ----NS> a - b"
+by (simp add: diff_minus NSLIMSEQ_add NSLIMSEQ_minus)
+
+lemma NSLIMSEQ_diff_const: "f ----NS> a ==> (%n.(f n - b)) ----NS> a - b"
+by (simp add: NSLIMSEQ_diff NSLIMSEQ_const)
+
+lemma NSLIMSEQ_inverse:
+ fixes a :: "'a::real_normed_div_algebra"
+ shows "[| X ----NS> a; a ~= 0 |] ==> (%n. inverse(X n)) ----NS> inverse(a)"
+by (simp add: NSLIMSEQ_def star_of_approx_inverse)
+
+lemma NSLIMSEQ_mult_inverse:
+ fixes a b :: "'a::real_normed_field"
+ shows
+ "[| X ----NS> a; Y ----NS> b; b ~= 0 |] ==> (%n. X n / Y n) ----NS> a/b"
+by (simp add: NSLIMSEQ_mult NSLIMSEQ_inverse divide_inverse)
+
+lemma starfun_hnorm: "\<And>x. hnorm (( *f* f) x) = ( *f* (\<lambda>x. norm (f x))) x"
+by transfer simp
+
+lemma NSLIMSEQ_norm: "X ----NS> a \<Longrightarrow> (\<lambda>n. norm (X n)) ----NS> norm a"
+by (simp add: NSLIMSEQ_def starfun_hnorm [symmetric] approx_hnorm)
+
+text{*Uniqueness of limit*}
+lemma NSLIMSEQ_unique: "[| X ----NS> a; X ----NS> b |] ==> a = b"
+apply (simp add: NSLIMSEQ_def)
+apply (drule HNatInfinite_whn [THEN [2] bspec])+
+apply (auto dest: approx_trans3)
+done
+
+lemma NSLIMSEQ_pow [rule_format]:
+ fixes a :: "'a::{real_normed_algebra,recpower}"
+ shows "(X ----NS> a) --> ((%n. (X n) ^ m) ----NS> a ^ m)"
+apply (induct "m")
+apply (auto simp add: power_Suc intro: NSLIMSEQ_mult NSLIMSEQ_const)
+done
+
+text{*We can now try and derive a few properties of sequences,
+ starting with the limit comparison property for sequences.*}
+
+lemma NSLIMSEQ_le:
+ "[| f ----NS> l; g ----NS> m;
+ \<exists>N. \<forall>n \<ge> N. f(n) \<le> g(n)
+ |] ==> l \<le> (m::real)"
+apply (simp add: NSLIMSEQ_def, safe)
+apply (drule starfun_le_mono)
+apply (drule HNatInfinite_whn [THEN [2] bspec])+
+apply (drule_tac x = whn in spec)
+apply (drule bex_Infinitesimal_iff2 [THEN iffD2])+
+apply clarify
+apply (auto intro: hypreal_of_real_le_add_Infininitesimal_cancel2)
+done
+
+lemma NSLIMSEQ_le_const: "[| X ----NS> (r::real); \<forall>n. a \<le> X n |] ==> a \<le> r"
+by (erule NSLIMSEQ_le [OF NSLIMSEQ_const], auto)
+
+lemma NSLIMSEQ_le_const2: "[| X ----NS> (r::real); \<forall>n. X n \<le> a |] ==> r \<le> a"
+by (erule NSLIMSEQ_le [OF _ NSLIMSEQ_const], auto)
+
+text{*Shift a convergent series by 1:
+ By the equivalence between Cauchiness and convergence and because
+ the successor of an infinite hypernatural is also infinite.*}
+
+lemma NSLIMSEQ_Suc: "f ----NS> l ==> (%n. f(Suc n)) ----NS> l"
+apply (unfold NSLIMSEQ_def, safe)
+apply (drule_tac x="N + 1" in bspec)
+apply (erule HNatInfinite_add)
+apply (simp add: starfun_shift_one)
+done
+
+lemma NSLIMSEQ_imp_Suc: "(%n. f(Suc n)) ----NS> l ==> f ----NS> l"
+apply (unfold NSLIMSEQ_def, safe)
+apply (drule_tac x="N - 1" in bspec)
+apply (erule Nats_1 [THEN [2] HNatInfinite_diff])
+apply (simp add: starfun_shift_one one_le_HNatInfinite)
+done
+
+lemma NSLIMSEQ_Suc_iff: "((%n. f(Suc n)) ----NS> l) = (f ----NS> l)"
+by (blast intro: NSLIMSEQ_imp_Suc NSLIMSEQ_Suc)
+
+subsubsection {* Equivalence of @{term LIMSEQ} and @{term NSLIMSEQ} *}
+
+lemma LIMSEQ_NSLIMSEQ:
+ assumes X: "X ----> L" shows "X ----NS> L"
+proof (rule NSLIMSEQ_I)
+ fix N assume N: "N \<in> HNatInfinite"
+ have "starfun X N - star_of L \<in> Infinitesimal"
+ proof (rule InfinitesimalI2)
+ fix r::real assume r: "0 < r"
+ from LIMSEQ_D [OF X r]
+ obtain no where "\<forall>n\<ge>no. norm (X n - L) < r" ..
+ hence "\<forall>n\<ge>star_of no. hnorm (starfun X n - star_of L) < star_of r"
+ by transfer
+ thus "hnorm (starfun X N - star_of L) < star_of r"
+ using N by (simp add: star_of_le_HNatInfinite)
+ qed
+ thus "starfun X N \<approx> star_of L"
+ by (unfold approx_def)
+qed
+
+lemma NSLIMSEQ_LIMSEQ:
+ assumes X: "X ----NS> L" shows "X ----> L"
+proof (rule LIMSEQ_I)
+ fix r::real assume r: "0 < r"
+ have "\<exists>no. \<forall>n\<ge>no. hnorm (starfun X n - star_of L) < star_of r"
+ proof (intro exI allI impI)
+ fix n assume "whn \<le> n"
+ with HNatInfinite_whn have "n \<in> HNatInfinite"
+ by (rule HNatInfinite_upward_closed)
+ with X have "starfun X n \<approx> star_of L"
+ by (rule NSLIMSEQ_D)
+ hence "starfun X n - star_of L \<in> Infinitesimal"
+ by (unfold approx_def)
+ thus "hnorm (starfun X n - star_of L) < star_of r"
+ using r by (rule InfinitesimalD2)
+ qed
+ thus "\<exists>no. \<forall>n\<ge>no. norm (X n - L) < r"
+ by transfer
+qed
+
+theorem LIMSEQ_NSLIMSEQ_iff: "(f ----> L) = (f ----NS> L)"
+by (blast intro: LIMSEQ_NSLIMSEQ NSLIMSEQ_LIMSEQ)
+
+(* Used once by Integration/Rats.thy in AFP *)
+lemma NSLIMSEQ_finite_set:
+ "!!(f::nat=>nat). \<forall>n. n \<le> f n ==> finite {n. f n \<le> u}"
+by (rule_tac B="{..u}" in finite_subset, auto intro: order_trans)
+
+subsubsection {* Derived theorems about @{term NSLIMSEQ} *}
+
+text{*We prove the NS version from the standard one, since the NS proof
+ seems more complicated than the standard one above!*}
+lemma NSLIMSEQ_norm_zero: "((\<lambda>n. norm (X n)) ----NS> 0) = (X ----NS> 0)"
+by (simp add: LIMSEQ_NSLIMSEQ_iff [symmetric] LIMSEQ_norm_zero)
+
+lemma NSLIMSEQ_rabs_zero: "((%n. \<bar>f n\<bar>) ----NS> 0) = (f ----NS> (0::real))"
+by (simp add: LIMSEQ_NSLIMSEQ_iff [symmetric] LIMSEQ_rabs_zero)
+
+text{*Generalization to other limits*}
+lemma NSLIMSEQ_imp_rabs: "f ----NS> (l::real) ==> (%n. \<bar>f n\<bar>) ----NS> \<bar>l\<bar>"
+apply (simp add: NSLIMSEQ_def)
+apply (auto intro: approx_hrabs
+ simp add: starfun_abs)
+done
+
+lemma NSLIMSEQ_inverse_zero:
+ "\<forall>y::real. \<exists>N. \<forall>n \<ge> N. y < f(n)
+ ==> (%n. inverse(f n)) ----NS> 0"
+by (simp add: LIMSEQ_NSLIMSEQ_iff [symmetric] LIMSEQ_inverse_zero)
+
+lemma NSLIMSEQ_inverse_real_of_nat: "(%n. inverse(real(Suc n))) ----NS> 0"
+by (simp add: LIMSEQ_NSLIMSEQ_iff [symmetric] LIMSEQ_inverse_real_of_nat)
+
+lemma NSLIMSEQ_inverse_real_of_nat_add:
+ "(%n. r + inverse(real(Suc n))) ----NS> r"
+by (simp add: LIMSEQ_NSLIMSEQ_iff [symmetric] LIMSEQ_inverse_real_of_nat_add)
+
+lemma NSLIMSEQ_inverse_real_of_nat_add_minus:
+ "(%n. r + -inverse(real(Suc n))) ----NS> r"
+by (simp add: LIMSEQ_NSLIMSEQ_iff [symmetric] LIMSEQ_inverse_real_of_nat_add_minus)
+
+lemma NSLIMSEQ_inverse_real_of_nat_add_minus_mult:
+ "(%n. r*( 1 + -inverse(real(Suc n)))) ----NS> r"
+by (simp add: LIMSEQ_NSLIMSEQ_iff [symmetric] LIMSEQ_inverse_real_of_nat_add_minus_mult)
+
+
+subsection {* Convergence *}
+
+lemma nslimI: "X ----NS> L ==> nslim X = L"
+apply (simp add: nslim_def)
+apply (blast intro: NSLIMSEQ_unique)
+done
+
+lemma lim_nslim_iff: "lim X = nslim X"
+by (simp add: lim_def nslim_def LIMSEQ_NSLIMSEQ_iff)
+
+lemma NSconvergentD: "NSconvergent X ==> \<exists>L. (X ----NS> L)"
+by (simp add: NSconvergent_def)
+
+lemma NSconvergentI: "(X ----NS> L) ==> NSconvergent X"
+by (auto simp add: NSconvergent_def)
+
+lemma convergent_NSconvergent_iff: "convergent X = NSconvergent X"
+by (simp add: convergent_def NSconvergent_def LIMSEQ_NSLIMSEQ_iff)
+
+lemma NSconvergent_NSLIMSEQ_iff: "NSconvergent X = (X ----NS> nslim X)"
+by (auto intro: theI NSLIMSEQ_unique simp add: NSconvergent_def nslim_def)
+
+
+subsection {* Bounded Monotonic Sequences *}
+
+lemma NSBseqD: "[| NSBseq X; N: HNatInfinite |] ==> ( *f* X) N : HFinite"
+by (simp add: NSBseq_def)
+
+lemma Standard_subset_HFinite: "Standard \<subseteq> HFinite"
+unfolding Standard_def by auto
+
+lemma NSBseqD2: "NSBseq X \<Longrightarrow> ( *f* X) N \<in> HFinite"
+apply (cases "N \<in> HNatInfinite")
+apply (erule (1) NSBseqD)
+apply (rule subsetD [OF Standard_subset_HFinite])
+apply (simp add: HNatInfinite_def Nats_eq_Standard)
+done
+
+lemma NSBseqI: "\<forall>N \<in> HNatInfinite. ( *f* X) N : HFinite ==> NSBseq X"
+by (simp add: NSBseq_def)
+
+text{*The standard definition implies the nonstandard definition*}
+
+lemma Bseq_NSBseq: "Bseq X ==> NSBseq X"
+proof (unfold NSBseq_def, safe)
+ assume X: "Bseq X"
+ fix N assume N: "N \<in> HNatInfinite"
+ from BseqD [OF X] obtain K where "\<forall>n. norm (X n) \<le> K" by fast
+ hence "\<forall>N. hnorm (starfun X N) \<le> star_of K" by transfer
+ hence "hnorm (starfun X N) \<le> star_of K" by simp
+ also have "star_of K < star_of (K + 1)" by simp
+ finally have "\<exists>x\<in>Reals. hnorm (starfun X N) < x" by (rule bexI, simp)
+ thus "starfun X N \<in> HFinite" by (simp add: HFinite_def)
+qed
+
+text{*The nonstandard definition implies the standard definition*}
+
+lemma SReal_less_omega: "r \<in> \<real> \<Longrightarrow> r < \<omega>"
+apply (insert HInfinite_omega)
+apply (simp add: HInfinite_def)
+apply (simp add: order_less_imp_le)
+done
+
+lemma NSBseq_Bseq: "NSBseq X \<Longrightarrow> Bseq X"
+proof (rule ccontr)
+ let ?n = "\<lambda>K. LEAST n. K < norm (X n)"
+ assume "NSBseq X"
+ hence finite: "( *f* X) (( *f* ?n) \<omega>) \<in> HFinite"
+ by (rule NSBseqD2)
+ assume "\<not> Bseq X"
+ hence "\<forall>K>0. \<exists>n. K < norm (X n)"
+ by (simp add: Bseq_def linorder_not_le)
+ hence "\<forall>K>0. K < norm (X (?n K))"
+ by (auto intro: LeastI_ex)
+ hence "\<forall>K>0. K < hnorm (( *f* X) (( *f* ?n) K))"
+ by transfer
+ hence "\<omega> < hnorm (( *f* X) (( *f* ?n) \<omega>))"
+ by simp
+ hence "\<forall>r\<in>\<real>. r < hnorm (( *f* X) (( *f* ?n) \<omega>))"
+ by (simp add: order_less_trans [OF SReal_less_omega])
+ hence "( *f* X) (( *f* ?n) \<omega>) \<in> HInfinite"
+ by (simp add: HInfinite_def)
+ with finite show "False"
+ by (simp add: HFinite_HInfinite_iff)
+qed
+
+text{* Equivalence of nonstandard and standard definitions
+ for a bounded sequence*}
+lemma Bseq_NSBseq_iff: "(Bseq X) = (NSBseq X)"
+by (blast intro!: NSBseq_Bseq Bseq_NSBseq)
+
+text{*A convergent sequence is bounded:
+ Boundedness as a necessary condition for convergence.
+ The nonstandard version has no existential, as usual *}
+
+lemma NSconvergent_NSBseq: "NSconvergent X ==> NSBseq X"
+apply (simp add: NSconvergent_def NSBseq_def NSLIMSEQ_def)
+apply (blast intro: HFinite_star_of approx_sym approx_HFinite)
+done
+
+text{*Standard Version: easily now proved using equivalence of NS and
+ standard definitions *}
+
+lemma convergent_Bseq: "convergent X ==> Bseq X"
+by (simp add: NSconvergent_NSBseq convergent_NSconvergent_iff Bseq_NSBseq_iff)
+
+subsubsection{*Upper Bounds and Lubs of Bounded Sequences*}
+
+lemma NSBseq_isUb: "NSBseq X ==> \<exists>U::real. isUb UNIV {x. \<exists>n. X n = x} U"
+by (simp add: Bseq_NSBseq_iff [symmetric] Bseq_isUb)
+
+lemma NSBseq_isLub: "NSBseq X ==> \<exists>U::real. isLub UNIV {x. \<exists>n. X n = x} U"
+by (simp add: Bseq_NSBseq_iff [symmetric] Bseq_isLub)
+
+subsubsection{*A Bounded and Monotonic Sequence Converges*}
+
+text{* The best of both worlds: Easier to prove this result as a standard
+ theorem and then use equivalence to "transfer" it into the
+ equivalent nonstandard form if needed!*}
+
+lemma Bmonoseq_NSLIMSEQ: "\<forall>n \<ge> m. X n = X m ==> \<exists>L. (X ----NS> L)"
+by (auto dest!: Bmonoseq_LIMSEQ simp add: LIMSEQ_NSLIMSEQ_iff)
+
+lemma NSBseq_mono_NSconvergent:
+ "[| NSBseq X; \<forall>m. \<forall>n \<ge> m. X m \<le> X n |] ==> NSconvergent (X::nat=>real)"
+by (auto intro: Bseq_mono_convergent
+ simp add: convergent_NSconvergent_iff [symmetric]
+ Bseq_NSBseq_iff [symmetric])
+
+
+subsection {* Cauchy Sequences *}
+
+lemma NSCauchyI:
+ "(\<And>M N. \<lbrakk>M \<in> HNatInfinite; N \<in> HNatInfinite\<rbrakk> \<Longrightarrow> starfun X M \<approx> starfun X N)
+ \<Longrightarrow> NSCauchy X"
+by (simp add: NSCauchy_def)
+
+lemma NSCauchyD:
+ "\<lbrakk>NSCauchy X; M \<in> HNatInfinite; N \<in> HNatInfinite\<rbrakk>
+ \<Longrightarrow> starfun X M \<approx> starfun X N"
+by (simp add: NSCauchy_def)
+
+subsubsection{*Equivalence Between NS and Standard*}
+
+lemma Cauchy_NSCauchy:
+ assumes X: "Cauchy X" shows "NSCauchy X"
+proof (rule NSCauchyI)
+ fix M assume M: "M \<in> HNatInfinite"
+ fix N assume N: "N \<in> HNatInfinite"
+ have "starfun X M - starfun X N \<in> Infinitesimal"
+ proof (rule InfinitesimalI2)
+ fix r :: real assume r: "0 < r"
+ from CauchyD [OF X r]
+ obtain k where "\<forall>m\<ge>k. \<forall>n\<ge>k. norm (X m - X n) < r" ..
+ hence "\<forall>m\<ge>star_of k. \<forall>n\<ge>star_of k.
+ hnorm (starfun X m - starfun X n) < star_of r"
+ by transfer
+ thus "hnorm (starfun X M - starfun X N) < star_of r"
+ using M N by (simp add: star_of_le_HNatInfinite)
+ qed
+ thus "starfun X M \<approx> starfun X N"
+ by (unfold approx_def)
+qed
+
+lemma NSCauchy_Cauchy:
+ assumes X: "NSCauchy X" shows "Cauchy X"
+proof (rule CauchyI)
+ fix r::real assume r: "0 < r"
+ have "\<exists>k. \<forall>m\<ge>k. \<forall>n\<ge>k. hnorm (starfun X m - starfun X n) < star_of r"
+ proof (intro exI allI impI)
+ fix M assume "whn \<le> M"
+ with HNatInfinite_whn have M: "M \<in> HNatInfinite"
+ by (rule HNatInfinite_upward_closed)
+ fix N assume "whn \<le> N"
+ with HNatInfinite_whn have N: "N \<in> HNatInfinite"
+ by (rule HNatInfinite_upward_closed)
+ from X M N have "starfun X M \<approx> starfun X N"
+ by (rule NSCauchyD)
+ hence "starfun X M - starfun X N \<in> Infinitesimal"
+ by (unfold approx_def)
+ thus "hnorm (starfun X M - starfun X N) < star_of r"
+ using r by (rule InfinitesimalD2)
+ qed
+ thus "\<exists>k. \<forall>m\<ge>k. \<forall>n\<ge>k. norm (X m - X n) < r"
+ by transfer
+qed
+
+theorem NSCauchy_Cauchy_iff: "NSCauchy X = Cauchy X"
+by (blast intro!: NSCauchy_Cauchy Cauchy_NSCauchy)
+
+subsubsection {* Cauchy Sequences are Bounded *}
+
+text{*A Cauchy sequence is bounded -- nonstandard version*}
+
+lemma NSCauchy_NSBseq: "NSCauchy X ==> NSBseq X"
+by (simp add: Cauchy_Bseq Bseq_NSBseq_iff [symmetric] NSCauchy_Cauchy_iff)
+
+subsubsection {* Cauchy Sequences are Convergent *}
+
+text{*Equivalence of Cauchy criterion and convergence:
+ We will prove this using our NS formulation which provides a
+ much easier proof than using the standard definition. We do not
+ need to use properties of subsequences such as boundedness,
+ monotonicity etc... Compare with Harrison's corresponding proof
+ in HOL which is much longer and more complicated. Of course, we do
+ not have problems which he encountered with guessing the right
+ instantiations for his 'espsilon-delta' proof(s) in this case
+ since the NS formulations do not involve existential quantifiers.*}
+
+lemma NSconvergent_NSCauchy: "NSconvergent X \<Longrightarrow> NSCauchy X"
+apply (simp add: NSconvergent_def NSLIMSEQ_def NSCauchy_def, safe)
+apply (auto intro: approx_trans2)
+done
+
+lemma real_NSCauchy_NSconvergent:
+ fixes X :: "nat \<Rightarrow> real"
+ shows "NSCauchy X \<Longrightarrow> NSconvergent X"
+apply (simp add: NSconvergent_def NSLIMSEQ_def)
+apply (frule NSCauchy_NSBseq)
+apply (simp add: NSBseq_def NSCauchy_def)
+apply (drule HNatInfinite_whn [THEN [2] bspec])
+apply (drule HNatInfinite_whn [THEN [2] bspec])
+apply (auto dest!: st_part_Ex simp add: SReal_iff)
+apply (blast intro: approx_trans3)
+done
+
+lemma NSCauchy_NSconvergent:
+ fixes X :: "nat \<Rightarrow> 'a::banach"
+ shows "NSCauchy X \<Longrightarrow> NSconvergent X"
+apply (drule NSCauchy_Cauchy [THEN Cauchy_convergent])
+apply (erule convergent_NSconvergent_iff [THEN iffD1])
+done
+
+lemma NSCauchy_NSconvergent_iff:
+ fixes X :: "nat \<Rightarrow> 'a::banach"
+ shows "NSCauchy X = NSconvergent X"
+by (fast intro: NSCauchy_NSconvergent NSconvergent_NSCauchy)
+
+
+subsection {* Power Sequences *}
+
+text{*The sequence @{term "x^n"} tends to 0 if @{term "0\<le>x"} and @{term
+"x<1"}. Proof will use (NS) Cauchy equivalence for convergence and
+ also fact that bounded and monotonic sequence converges.*}
+
+text{* We now use NS criterion to bring proof of theorem through *}
+
+lemma NSLIMSEQ_realpow_zero:
+ "[| 0 \<le> (x::real); x < 1 |] ==> (%n. x ^ n) ----NS> 0"
+apply (simp add: NSLIMSEQ_def)
+apply (auto dest!: convergent_realpow simp add: convergent_NSconvergent_iff)
+apply (frule NSconvergentD)
+apply (auto simp add: NSLIMSEQ_def NSCauchy_NSconvergent_iff [symmetric] NSCauchy_def starfun_pow)
+apply (frule HNatInfinite_add_one)
+apply (drule bspec, assumption)
+apply (drule bspec, assumption)
+apply (drule_tac x = "N + (1::hypnat) " in bspec, assumption)
+apply (simp add: hyperpow_add)
+apply (drule approx_mult_subst_star_of, assumption)
+apply (drule approx_trans3, assumption)
+apply (auto simp del: star_of_mult simp add: star_of_mult [symmetric])
+done
+
+lemma NSLIMSEQ_rabs_realpow_zero: "\<bar>c\<bar> < (1::real) ==> (%n. \<bar>c\<bar> ^ n) ----NS> 0"
+by (simp add: LIMSEQ_rabs_realpow_zero LIMSEQ_NSLIMSEQ_iff [symmetric])
+
+lemma NSLIMSEQ_rabs_realpow_zero2: "\<bar>c\<bar> < (1::real) ==> (%n. c ^ n) ----NS> 0"
+by (simp add: LIMSEQ_rabs_realpow_zero2 LIMSEQ_NSLIMSEQ_iff [symmetric])
+
+(***---------------------------------------------------------------
+ Theorems proved by Harrison in HOL that we do not need
+ in order to prove equivalence between Cauchy criterion
+ and convergence:
+ -- Show that every sequence contains a monotonic subsequence
+Goal "\<exists>f. subseq f & monoseq (%n. s (f n))"
+ -- Show that a subsequence of a bounded sequence is bounded
+Goal "Bseq X ==> Bseq (%n. X (f n))";
+ -- Show we can take subsequential terms arbitrarily far
+ up a sequence
+Goal "subseq f ==> n \<le> f(n)";
+Goal "subseq f ==> \<exists>n. N1 \<le> n & N2 \<le> f(n)";
+ ---------------------------------------------------------------***)
+
+end
--- a/src/HOL/Hyperreal/HSeries.thy Wed Apr 11 03:54:53 2007 +0200
+++ b/src/HOL/Hyperreal/HSeries.thy Wed Apr 11 04:13:06 2007 +0200
@@ -8,7 +8,7 @@
header{*Finite Summation and Infinite Series for Hyperreals*}
theory HSeries
-imports Series
+imports Series HSEQ
begin
definition
--- a/src/HOL/Hyperreal/Lim.thy Wed Apr 11 03:54:53 2007 +0200
+++ b/src/HOL/Hyperreal/Lim.thy Wed Apr 11 04:13:06 2007 +0200
@@ -8,7 +8,7 @@
header{* Limits and Continuity *}
theory Lim
-imports SEQ
+imports HSEQ
begin
text{*Standard and Nonstandard Definitions*}
--- a/src/HOL/Hyperreal/SEQ.thy Wed Apr 11 03:54:53 2007 +0200
+++ b/src/HOL/Hyperreal/SEQ.thy Wed Apr 11 04:13:06 2007 +0200
@@ -6,10 +6,10 @@
Additional contributions by Jeremy Avigad and Brian Huffman
*)
-header {* Sequences and Series *}
+header {* Sequences and Convergence *}
theory SEQ
-imports NatStar
+imports "../Real/Real"
begin
definition
@@ -24,42 +24,21 @@
"X ----> L = (\<forall>r. 0 < r --> (\<exists>no. \<forall>n. no \<le> n --> norm (X n - L) < r))"
definition
- NSLIMSEQ :: "[nat => 'a::real_normed_vector, 'a] => bool"
- ("((_)/ ----NS> (_))" [60, 60] 60) where
- --{*Nonstandard definition of convergence of sequence*}
- "X ----NS> L = (\<forall>N \<in> HNatInfinite. ( *f* X) N \<approx> star_of L)"
-
-definition
lim :: "(nat => 'a::real_normed_vector) => 'a" where
--{*Standard definition of limit using choice operator*}
"lim X = (THE L. X ----> L)"
definition
- nslim :: "(nat => 'a::real_normed_vector) => 'a" where
- --{*Nonstandard definition of limit using choice operator*}
- "nslim X = (THE L. X ----NS> L)"
-
-definition
convergent :: "(nat => 'a::real_normed_vector) => bool" where
--{*Standard definition of convergence*}
"convergent X = (\<exists>L. X ----> L)"
definition
- NSconvergent :: "(nat => 'a::real_normed_vector) => bool" where
- --{*Nonstandard definition of convergence*}
- "NSconvergent X = (\<exists>L. X ----NS> L)"
-
-definition
Bseq :: "(nat => 'a::real_normed_vector) => bool" where
--{*Standard definition for bounded sequence*}
"Bseq X = (\<exists>K>0.\<forall>n. norm (X n) \<le> K)"
definition
- NSBseq :: "(nat => 'a::real_normed_vector) => bool" where
- --{*Nonstandard definition for bounded sequence*}
- "NSBseq X = (\<forall>N \<in> HNatInfinite. ( *f* X) N : HFinite)"
-
-definition
monoseq :: "(nat=>real)=>bool" where
--{*Definition for monotonicity*}
"monoseq X = ((\<forall>m. \<forall>n\<ge>m. X m \<le> X n) | (\<forall>m. \<forall>n\<ge>m. X n \<le> X m))"
@@ -74,11 +53,6 @@
--{*Standard definition of the Cauchy condition*}
"Cauchy X = (\<forall>e>0. \<exists>M. \<forall>m \<ge> M. \<forall>n \<ge> M. norm (X m - X n) < e)"
-definition
- NSCauchy :: "(nat => 'a::real_normed_vector) => bool" where
- --{*Nonstandard definition*}
- "NSCauchy X = (\<forall>M \<in> HNatInfinite. \<forall>N \<in> HNatInfinite. ( *f* X) M \<approx> ( *f* X) N)"
-
subsection {* Bounded Sequences *}
@@ -318,8 +292,6 @@
subsection {* Limits of Sequences *}
-subsubsection {* Purely standard proofs *}
-
lemma LIMSEQ_iff:
"(X ----> L) = (\<forall>r>0. \<exists>no. \<forall>n \<ge> no. norm (X n - L) < r)"
by (rule LIMSEQ_def)
@@ -654,212 +626,6 @@
apply (simp add: le_diff_eq)
done
-subsubsection {* Purely nonstandard proofs *}
-
-lemma NSLIMSEQ_iff:
- "(X ----NS> L) = (\<forall>N \<in> HNatInfinite. ( *f* X) N \<approx> star_of L)"
-by (simp add: NSLIMSEQ_def)
-
-lemma NSLIMSEQ_I:
- "(\<And>N. N \<in> HNatInfinite \<Longrightarrow> starfun X N \<approx> star_of L) \<Longrightarrow> X ----NS> L"
-by (simp add: NSLIMSEQ_def)
-
-lemma NSLIMSEQ_D:
- "\<lbrakk>X ----NS> L; N \<in> HNatInfinite\<rbrakk> \<Longrightarrow> starfun X N \<approx> star_of L"
-by (simp add: NSLIMSEQ_def)
-
-lemma NSLIMSEQ_const: "(%n. k) ----NS> k"
-by (simp add: NSLIMSEQ_def)
-
-lemma NSLIMSEQ_add:
- "[| X ----NS> a; Y ----NS> b |] ==> (%n. X n + Y n) ----NS> a + b"
-by (auto intro: approx_add simp add: NSLIMSEQ_def starfun_add [symmetric])
-
-lemma NSLIMSEQ_add_const: "f ----NS> a ==> (%n.(f n + b)) ----NS> a + b"
-by (simp only: NSLIMSEQ_add NSLIMSEQ_const)
-
-lemma NSLIMSEQ_mult:
- fixes a b :: "'a::real_normed_algebra"
- shows "[| X ----NS> a; Y ----NS> b |] ==> (%n. X n * Y n) ----NS> a * b"
-by (auto intro!: approx_mult_HFinite simp add: NSLIMSEQ_def)
-
-lemma NSLIMSEQ_minus: "X ----NS> a ==> (%n. -(X n)) ----NS> -a"
-by (auto simp add: NSLIMSEQ_def)
-
-lemma NSLIMSEQ_minus_cancel: "(%n. -(X n)) ----NS> -a ==> X ----NS> a"
-by (drule NSLIMSEQ_minus, simp)
-
-(* FIXME: delete *)
-lemma NSLIMSEQ_add_minus:
- "[| X ----NS> a; Y ----NS> b |] ==> (%n. X n + -Y n) ----NS> a + -b"
-by (simp add: NSLIMSEQ_add NSLIMSEQ_minus)
-
-lemma NSLIMSEQ_diff:
- "[| X ----NS> a; Y ----NS> b |] ==> (%n. X n - Y n) ----NS> a - b"
-by (simp add: diff_minus NSLIMSEQ_add NSLIMSEQ_minus)
-
-lemma NSLIMSEQ_diff_const: "f ----NS> a ==> (%n.(f n - b)) ----NS> a - b"
-by (simp add: NSLIMSEQ_diff NSLIMSEQ_const)
-
-lemma NSLIMSEQ_inverse:
- fixes a :: "'a::real_normed_div_algebra"
- shows "[| X ----NS> a; a ~= 0 |] ==> (%n. inverse(X n)) ----NS> inverse(a)"
-by (simp add: NSLIMSEQ_def star_of_approx_inverse)
-
-lemma NSLIMSEQ_mult_inverse:
- fixes a b :: "'a::real_normed_field"
- shows
- "[| X ----NS> a; Y ----NS> b; b ~= 0 |] ==> (%n. X n / Y n) ----NS> a/b"
-by (simp add: NSLIMSEQ_mult NSLIMSEQ_inverse divide_inverse)
-
-lemma starfun_hnorm: "\<And>x. hnorm (( *f* f) x) = ( *f* (\<lambda>x. norm (f x))) x"
-by transfer simp
-
-lemma NSLIMSEQ_norm: "X ----NS> a \<Longrightarrow> (\<lambda>n. norm (X n)) ----NS> norm a"
-by (simp add: NSLIMSEQ_def starfun_hnorm [symmetric] approx_hnorm)
-
-text{*Uniqueness of limit*}
-lemma NSLIMSEQ_unique: "[| X ----NS> a; X ----NS> b |] ==> a = b"
-apply (simp add: NSLIMSEQ_def)
-apply (drule HNatInfinite_whn [THEN [2] bspec])+
-apply (auto dest: approx_trans3)
-done
-
-lemma NSLIMSEQ_pow [rule_format]:
- fixes a :: "'a::{real_normed_algebra,recpower}"
- shows "(X ----NS> a) --> ((%n. (X n) ^ m) ----NS> a ^ m)"
-apply (induct "m")
-apply (auto simp add: power_Suc intro: NSLIMSEQ_mult NSLIMSEQ_const)
-done
-
-text{*We can now try and derive a few properties of sequences,
- starting with the limit comparison property for sequences.*}
-
-lemma NSLIMSEQ_le:
- "[| f ----NS> l; g ----NS> m;
- \<exists>N. \<forall>n \<ge> N. f(n) \<le> g(n)
- |] ==> l \<le> (m::real)"
-apply (simp add: NSLIMSEQ_def, safe)
-apply (drule starfun_le_mono)
-apply (drule HNatInfinite_whn [THEN [2] bspec])+
-apply (drule_tac x = whn in spec)
-apply (drule bex_Infinitesimal_iff2 [THEN iffD2])+
-apply clarify
-apply (auto intro: hypreal_of_real_le_add_Infininitesimal_cancel2)
-done
-
-lemma NSLIMSEQ_le_const: "[| X ----NS> (r::real); \<forall>n. a \<le> X n |] ==> a \<le> r"
-by (erule NSLIMSEQ_le [OF NSLIMSEQ_const], auto)
-
-lemma NSLIMSEQ_le_const2: "[| X ----NS> (r::real); \<forall>n. X n \<le> a |] ==> r \<le> a"
-by (erule NSLIMSEQ_le [OF _ NSLIMSEQ_const], auto)
-
-text{*Shift a convergent series by 1:
- By the equivalence between Cauchiness and convergence and because
- the successor of an infinite hypernatural is also infinite.*}
-
-lemma NSLIMSEQ_Suc: "f ----NS> l ==> (%n. f(Suc n)) ----NS> l"
-apply (unfold NSLIMSEQ_def, safe)
-apply (drule_tac x="N + 1" in bspec)
-apply (erule HNatInfinite_add)
-apply (simp add: starfun_shift_one)
-done
-
-lemma NSLIMSEQ_imp_Suc: "(%n. f(Suc n)) ----NS> l ==> f ----NS> l"
-apply (unfold NSLIMSEQ_def, safe)
-apply (drule_tac x="N - 1" in bspec)
-apply (erule Nats_1 [THEN [2] HNatInfinite_diff])
-apply (simp add: starfun_shift_one one_le_HNatInfinite)
-done
-
-lemma NSLIMSEQ_Suc_iff: "((%n. f(Suc n)) ----NS> l) = (f ----NS> l)"
-by (blast intro: NSLIMSEQ_imp_Suc NSLIMSEQ_Suc)
-
-subsubsection {* Equivalence of @{term LIMSEQ} and @{term NSLIMSEQ} *}
-
-lemma LIMSEQ_NSLIMSEQ:
- assumes X: "X ----> L" shows "X ----NS> L"
-proof (rule NSLIMSEQ_I)
- fix N assume N: "N \<in> HNatInfinite"
- have "starfun X N - star_of L \<in> Infinitesimal"
- proof (rule InfinitesimalI2)
- fix r::real assume r: "0 < r"
- from LIMSEQ_D [OF X r]
- obtain no where "\<forall>n\<ge>no. norm (X n - L) < r" ..
- hence "\<forall>n\<ge>star_of no. hnorm (starfun X n - star_of L) < star_of r"
- by transfer
- thus "hnorm (starfun X N - star_of L) < star_of r"
- using N by (simp add: star_of_le_HNatInfinite)
- qed
- thus "starfun X N \<approx> star_of L"
- by (unfold approx_def)
-qed
-
-lemma NSLIMSEQ_LIMSEQ:
- assumes X: "X ----NS> L" shows "X ----> L"
-proof (rule LIMSEQ_I)
- fix r::real assume r: "0 < r"
- have "\<exists>no. \<forall>n\<ge>no. hnorm (starfun X n - star_of L) < star_of r"
- proof (intro exI allI impI)
- fix n assume "whn \<le> n"
- with HNatInfinite_whn have "n \<in> HNatInfinite"
- by (rule HNatInfinite_upward_closed)
- with X have "starfun X n \<approx> star_of L"
- by (rule NSLIMSEQ_D)
- hence "starfun X n - star_of L \<in> Infinitesimal"
- by (unfold approx_def)
- thus "hnorm (starfun X n - star_of L) < star_of r"
- using r by (rule InfinitesimalD2)
- qed
- thus "\<exists>no. \<forall>n\<ge>no. norm (X n - L) < r"
- by transfer
-qed
-
-theorem LIMSEQ_NSLIMSEQ_iff: "(f ----> L) = (f ----NS> L)"
-by (blast intro: LIMSEQ_NSLIMSEQ NSLIMSEQ_LIMSEQ)
-
-(* Used once by Integration/Rats.thy in AFP *)
-lemma NSLIMSEQ_finite_set:
- "!!(f::nat=>nat). \<forall>n. n \<le> f n ==> finite {n. f n \<le> u}"
-by (rule_tac B="{..u}" in finite_subset, auto intro: order_trans)
-
-subsubsection {* Derived theorems about @{term NSLIMSEQ} *}
-
-text{*We prove the NS version from the standard one, since the NS proof
- seems more complicated than the standard one above!*}
-lemma NSLIMSEQ_norm_zero: "((\<lambda>n. norm (X n)) ----NS> 0) = (X ----NS> 0)"
-by (simp add: LIMSEQ_NSLIMSEQ_iff [symmetric] LIMSEQ_norm_zero)
-
-lemma NSLIMSEQ_rabs_zero: "((%n. \<bar>f n\<bar>) ----NS> 0) = (f ----NS> (0::real))"
-by (simp add: LIMSEQ_NSLIMSEQ_iff [symmetric] LIMSEQ_rabs_zero)
-
-text{*Generalization to other limits*}
-lemma NSLIMSEQ_imp_rabs: "f ----NS> (l::real) ==> (%n. \<bar>f n\<bar>) ----NS> \<bar>l\<bar>"
-apply (simp add: NSLIMSEQ_def)
-apply (auto intro: approx_hrabs
- simp add: starfun_abs)
-done
-
-lemma NSLIMSEQ_inverse_zero:
- "\<forall>y::real. \<exists>N. \<forall>n \<ge> N. y < f(n)
- ==> (%n. inverse(f n)) ----NS> 0"
-by (simp add: LIMSEQ_NSLIMSEQ_iff [symmetric] LIMSEQ_inverse_zero)
-
-lemma NSLIMSEQ_inverse_real_of_nat: "(%n. inverse(real(Suc n))) ----NS> 0"
-by (simp add: LIMSEQ_NSLIMSEQ_iff [symmetric] LIMSEQ_inverse_real_of_nat)
-
-lemma NSLIMSEQ_inverse_real_of_nat_add:
- "(%n. r + inverse(real(Suc n))) ----NS> r"
-by (simp add: LIMSEQ_NSLIMSEQ_iff [symmetric] LIMSEQ_inverse_real_of_nat_add)
-
-lemma NSLIMSEQ_inverse_real_of_nat_add_minus:
- "(%n. r + -inverse(real(Suc n))) ----NS> r"
-by (simp add: LIMSEQ_NSLIMSEQ_iff [symmetric] LIMSEQ_inverse_real_of_nat_add_minus)
-
-lemma NSLIMSEQ_inverse_real_of_nat_add_minus_mult:
- "(%n. r*( 1 + -inverse(real(Suc n)))) ----NS> r"
-by (simp add: LIMSEQ_NSLIMSEQ_iff [symmetric] LIMSEQ_inverse_real_of_nat_add_minus_mult)
-
subsection {* Convergence *}
@@ -868,32 +634,12 @@
apply (blast intro: LIMSEQ_unique)
done
-lemma nslimI: "X ----NS> L ==> nslim X = L"
-apply (simp add: nslim_def)
-apply (blast intro: NSLIMSEQ_unique)
-done
-
-lemma lim_nslim_iff: "lim X = nslim X"
-by (simp add: lim_def nslim_def LIMSEQ_NSLIMSEQ_iff)
-
lemma convergentD: "convergent X ==> \<exists>L. (X ----> L)"
by (simp add: convergent_def)
lemma convergentI: "(X ----> L) ==> convergent X"
by (auto simp add: convergent_def)
-lemma NSconvergentD: "NSconvergent X ==> \<exists>L. (X ----NS> L)"
-by (simp add: NSconvergent_def)
-
-lemma NSconvergentI: "(X ----NS> L) ==> NSconvergent X"
-by (auto simp add: NSconvergent_def)
-
-lemma convergent_NSconvergent_iff: "convergent X = NSconvergent X"
-by (simp add: convergent_def NSconvergent_def LIMSEQ_NSLIMSEQ_iff)
-
-lemma NSconvergent_NSLIMSEQ_iff: "NSconvergent X = (X ----NS> nslim X)"
-by (auto intro: theI NSLIMSEQ_unique simp add: NSconvergent_def nslim_def)
-
lemma convergent_LIMSEQ_iff: "convergent X = (X ----> lim X)"
by (auto intro: theI LIMSEQ_unique simp add: convergent_def lim_def)
@@ -979,89 +725,6 @@
lemma Bseq_iff1a: "Bseq X = (\<exists>N. \<forall>n. norm (X n) < real(Suc N))"
by (simp add: Bseq_def lemma_NBseq_def2)
-lemma NSBseqD: "[| NSBseq X; N: HNatInfinite |] ==> ( *f* X) N : HFinite"
-by (simp add: NSBseq_def)
-
-lemma Standard_subset_HFinite: "Standard \<subseteq> HFinite"
-unfolding Standard_def by auto
-
-lemma NSBseqD2: "NSBseq X \<Longrightarrow> ( *f* X) N \<in> HFinite"
-apply (cases "N \<in> HNatInfinite")
-apply (erule (1) NSBseqD)
-apply (rule subsetD [OF Standard_subset_HFinite])
-apply (simp add: HNatInfinite_def Nats_eq_Standard)
-done
-
-lemma NSBseqI: "\<forall>N \<in> HNatInfinite. ( *f* X) N : HFinite ==> NSBseq X"
-by (simp add: NSBseq_def)
-
-text{*The standard definition implies the nonstandard definition*}
-
-lemma lemma_Bseq: "\<forall>n. norm (X n) \<le> K ==> \<forall>n. norm(X((f::nat=>nat) n)) \<le> K"
-by auto
-
-lemma Bseq_NSBseq: "Bseq X ==> NSBseq X"
-proof (unfold NSBseq_def, safe)
- assume X: "Bseq X"
- fix N assume N: "N \<in> HNatInfinite"
- from BseqD [OF X] obtain K where "\<forall>n. norm (X n) \<le> K" by fast
- hence "\<forall>N. hnorm (starfun X N) \<le> star_of K" by transfer
- hence "hnorm (starfun X N) \<le> star_of K" by simp
- also have "star_of K < star_of (K + 1)" by simp
- finally have "\<exists>x\<in>Reals. hnorm (starfun X N) < x" by (rule bexI, simp)
- thus "starfun X N \<in> HFinite" by (simp add: HFinite_def)
-qed
-
-text{*The nonstandard definition implies the standard definition*}
-
-lemma SReal_less_omega: "r \<in> \<real> \<Longrightarrow> r < \<omega>"
-apply (insert HInfinite_omega)
-apply (simp add: HInfinite_def)
-apply (simp add: order_less_imp_le)
-done
-
-lemma NSBseq_Bseq: "NSBseq X \<Longrightarrow> Bseq X"
-proof (rule ccontr)
- let ?n = "\<lambda>K. LEAST n. K < norm (X n)"
- assume "NSBseq X"
- hence finite: "( *f* X) (( *f* ?n) \<omega>) \<in> HFinite"
- by (rule NSBseqD2)
- assume "\<not> Bseq X"
- hence "\<forall>K>0. \<exists>n. K < norm (X n)"
- by (simp add: Bseq_def linorder_not_le)
- hence "\<forall>K>0. K < norm (X (?n K))"
- by (auto intro: LeastI_ex)
- hence "\<forall>K>0. K < hnorm (( *f* X) (( *f* ?n) K))"
- by transfer
- hence "\<omega> < hnorm (( *f* X) (( *f* ?n) \<omega>))"
- by simp
- hence "\<forall>r\<in>\<real>. r < hnorm (( *f* X) (( *f* ?n) \<omega>))"
- by (simp add: order_less_trans [OF SReal_less_omega])
- hence "( *f* X) (( *f* ?n) \<omega>) \<in> HInfinite"
- by (simp add: HInfinite_def)
- with finite show "False"
- by (simp add: HFinite_HInfinite_iff)
-qed
-
-text{* Equivalence of nonstandard and standard definitions
- for a bounded sequence*}
-lemma Bseq_NSBseq_iff: "(Bseq X) = (NSBseq X)"
-by (blast intro!: NSBseq_Bseq Bseq_NSBseq)
-
-text{*A convergent sequence is bounded:
- Boundedness as a necessary condition for convergence.
- The nonstandard version has no existential, as usual *}
-
-lemma NSconvergent_NSBseq: "NSconvergent X ==> NSBseq X"
-apply (simp add: NSconvergent_def NSBseq_def NSLIMSEQ_def)
-apply (blast intro: HFinite_star_of approx_sym approx_HFinite)
-done
-
-text{*Standard Version: easily now proved using equivalence of NS and
- standard definitions *}
-lemma convergent_Bseq: "convergent X ==> Bseq X"
-by (simp add: NSconvergent_NSBseq convergent_NSconvergent_iff Bseq_NSBseq_iff)
-
subsubsection{*Upper Bounds and Lubs of Bounded Sequences*}
lemma Bseq_isUb:
@@ -1077,13 +740,6 @@
\<exists>U. isLub (UNIV::real set) {x. \<exists>n. X n = x} U"
by (blast intro: reals_complete Bseq_isUb)
-lemma NSBseq_isUb: "NSBseq X ==> \<exists>U::real. isUb UNIV {x. \<exists>n. X n = x} U"
-by (simp add: Bseq_NSBseq_iff [symmetric] Bseq_isUb)
-
-lemma NSBseq_isLub: "NSBseq X ==> \<exists>U::real. isLub UNIV {x. \<exists>n. X n = x} U"
-by (simp add: Bseq_NSBseq_iff [symmetric] Bseq_isLub)
-
-
subsubsection{*A Bounded and Monotonic Sequence Converges*}
lemma lemma_converg1:
@@ -1106,10 +762,6 @@
apply (drule spec, erule impE, auto)
done
-text{*Now, the same theorem in terms of NS limit *}
-lemma Bmonoseq_NSLIMSEQ: "\<forall>n \<ge> m. X n = X m ==> \<exists>L. (X ----NS> L)"
-by (auto dest!: Bmonoseq_LIMSEQ simp add: LIMSEQ_NSLIMSEQ_iff)
-
lemma lemma_converg2:
"!!(X::nat=>real).
[| \<forall>m. X m ~= U; isLub UNIV {x. \<exists>n. X n = x} U |] ==> \<forall>m. X m < U"
@@ -1155,14 +807,6 @@
apply (drule_tac x=n and P="%m. X m < U" in spec, arith)
done
-text{*Nonstandard version of the theorem*}
-
-lemma NSBseq_mono_NSconvergent:
- "[| NSBseq X; \<forall>m. \<forall>n \<ge> m. X m \<le> X n |] ==> NSconvergent (X::nat=>real)"
-by (auto intro: Bseq_mono_convergent
- simp add: convergent_NSconvergent_iff [symmetric]
- Bseq_NSBseq_iff [symmetric])
-
lemma Bseq_minus_iff: "Bseq (%n. -(X n)) = Bseq X"
by (simp add: Bseq_def)
@@ -1218,64 +862,6 @@
"\<lbrakk>Cauchy X; 0 < e\<rbrakk> \<Longrightarrow> \<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. norm (X m - X n) < e"
by (simp add: Cauchy_def)
-lemma NSCauchyI:
- "(\<And>M N. \<lbrakk>M \<in> HNatInfinite; N \<in> HNatInfinite\<rbrakk> \<Longrightarrow> starfun X M \<approx> starfun X N)
- \<Longrightarrow> NSCauchy X"
-by (simp add: NSCauchy_def)
-
-lemma NSCauchyD:
- "\<lbrakk>NSCauchy X; M \<in> HNatInfinite; N \<in> HNatInfinite\<rbrakk>
- \<Longrightarrow> starfun X M \<approx> starfun X N"
-by (simp add: NSCauchy_def)
-
-subsubsection{*Equivalence Between NS and Standard*}
-
-lemma Cauchy_NSCauchy:
- assumes X: "Cauchy X" shows "NSCauchy X"
-proof (rule NSCauchyI)
- fix M assume M: "M \<in> HNatInfinite"
- fix N assume N: "N \<in> HNatInfinite"
- have "starfun X M - starfun X N \<in> Infinitesimal"
- proof (rule InfinitesimalI2)
- fix r :: real assume r: "0 < r"
- from CauchyD [OF X r]
- obtain k where "\<forall>m\<ge>k. \<forall>n\<ge>k. norm (X m - X n) < r" ..
- hence "\<forall>m\<ge>star_of k. \<forall>n\<ge>star_of k.
- hnorm (starfun X m - starfun X n) < star_of r"
- by transfer
- thus "hnorm (starfun X M - starfun X N) < star_of r"
- using M N by (simp add: star_of_le_HNatInfinite)
- qed
- thus "starfun X M \<approx> starfun X N"
- by (unfold approx_def)
-qed
-
-lemma NSCauchy_Cauchy:
- assumes X: "NSCauchy X" shows "Cauchy X"
-proof (rule CauchyI)
- fix r::real assume r: "0 < r"
- have "\<exists>k. \<forall>m\<ge>k. \<forall>n\<ge>k. hnorm (starfun X m - starfun X n) < star_of r"
- proof (intro exI allI impI)
- fix M assume "whn \<le> M"
- with HNatInfinite_whn have M: "M \<in> HNatInfinite"
- by (rule HNatInfinite_upward_closed)
- fix N assume "whn \<le> N"
- with HNatInfinite_whn have N: "N \<in> HNatInfinite"
- by (rule HNatInfinite_upward_closed)
- from X M N have "starfun X M \<approx> starfun X N"
- by (rule NSCauchyD)
- hence "starfun X M - starfun X N \<in> Infinitesimal"
- by (unfold approx_def)
- thus "hnorm (starfun X M - starfun X N) < star_of r"
- using r by (rule InfinitesimalD2)
- qed
- thus "\<exists>k. \<forall>m\<ge>k. \<forall>n\<ge>k. norm (X m - X n) < r"
- by transfer
-qed
-
-theorem NSCauchy_Cauchy_iff: "NSCauchy X = Cauchy X"
-by (blast intro!: NSCauchy_Cauchy Cauchy_NSCauchy)
-
subsubsection {* Cauchy Sequences are Bounded *}
text{*A Cauchy sequence is bounded -- this is the standard
@@ -1301,31 +887,11 @@
apply (simp add: order_less_imp_le)
done
-text{*A Cauchy sequence is bounded -- nonstandard version*}
-
-lemma NSCauchy_NSBseq: "NSCauchy X ==> NSBseq X"
-by (simp add: Cauchy_Bseq Bseq_NSBseq_iff [symmetric] NSCauchy_Cauchy_iff)
-
subsubsection {* Cauchy Sequences are Convergent *}
axclass banach \<subseteq> real_normed_vector
Cauchy_convergent: "Cauchy X \<Longrightarrow> convergent X"
-text{*Equivalence of Cauchy criterion and convergence:
- We will prove this using our NS formulation which provides a
- much easier proof than using the standard definition. We do not
- need to use properties of subsequences such as boundedness,
- monotonicity etc... Compare with Harrison's corresponding proof
- in HOL which is much longer and more complicated. Of course, we do
- not have problems which he encountered with guessing the right
- instantiations for his 'espsilon-delta' proof(s) in this case
- since the NS formulations do not involve existential quantifiers.*}
-
-lemma NSconvergent_NSCauchy: "NSconvergent X \<Longrightarrow> NSCauchy X"
-apply (simp add: NSconvergent_def NSLIMSEQ_def NSCauchy_def, safe)
-apply (auto intro: approx_trans2)
-done
-
theorem LIMSEQ_imp_Cauchy:
assumes X: "X ----> a" shows "Cauchy X"
proof (rule CauchyI)
@@ -1352,18 +918,6 @@
unfolding convergent_def
by (erule exE, erule LIMSEQ_imp_Cauchy)
-lemma real_NSCauchy_NSconvergent:
- fixes X :: "nat \<Rightarrow> real"
- shows "NSCauchy X \<Longrightarrow> NSconvergent X"
-apply (simp add: NSconvergent_def NSLIMSEQ_def)
-apply (frule NSCauchy_NSBseq)
-apply (simp add: NSBseq_def NSCauchy_def)
-apply (drule HNatInfinite_whn [THEN [2] bspec])
-apply (drule HNatInfinite_whn [THEN [2] bspec])
-apply (auto dest!: st_part_Ex simp add: SReal_iff)
-apply (blast intro: approx_trans3)
-done
-
text {*
Proof that Cauchy sequences converge based on the one from
http://pirate.shu.edu/~wachsmut/ira/numseq/proofs/cauconv.html
@@ -1475,18 +1029,6 @@
instance real :: banach
by intro_classes (rule real_Cauchy_convergent)
-lemma NSCauchy_NSconvergent:
- fixes X :: "nat \<Rightarrow> 'a::banach"
- shows "NSCauchy X \<Longrightarrow> NSconvergent X"
-apply (drule NSCauchy_Cauchy [THEN Cauchy_convergent])
-apply (erule convergent_NSconvergent_iff [THEN iffD1])
-done
-
-lemma NSCauchy_NSconvergent_iff:
- fixes X :: "nat \<Rightarrow> 'a::banach"
- shows "NSCauchy X = NSconvergent X"
-by (fast intro: NSCauchy_NSconvergent NSconvergent_NSCauchy)
-
lemma Cauchy_convergent_iff:
fixes X :: "nat \<Rightarrow> 'a::banach"
shows "Cauchy X = convergent X"
@@ -1515,24 +1057,6 @@
"[| 0 \<le> (x::real); x \<le> 1 |] ==> convergent (%n. x ^ n)"
by (blast intro!: Bseq_monoseq_convergent Bseq_realpow monoseq_realpow)
-text{* We now use NS criterion to bring proof of theorem through *}
-
-lemma NSLIMSEQ_realpow_zero:
- "[| 0 \<le> (x::real); x < 1 |] ==> (%n. x ^ n) ----NS> 0"
-apply (simp add: NSLIMSEQ_def)
-apply (auto dest!: convergent_realpow simp add: convergent_NSconvergent_iff)
-apply (frule NSconvergentD)
-apply (auto simp add: NSLIMSEQ_def NSCauchy_NSconvergent_iff [symmetric] NSCauchy_def starfun_pow)
-apply (frule HNatInfinite_add_one)
-apply (drule bspec, assumption)
-apply (drule bspec, assumption)
-apply (drule_tac x = "N + (1::hypnat) " in bspec, assumption)
-apply (simp add: hyperpow_add)
-apply (drule approx_mult_subst_star_of, assumption)
-apply (drule approx_trans3, assumption)
-apply (auto simp del: star_of_mult simp add: star_of_mult [symmetric])
-done
-
lemma LIMSEQ_inverse_realpow_zero_lemma:
fixes x :: real
assumes x: "0 \<le> x"
@@ -1610,29 +1134,9 @@
lemma LIMSEQ_rabs_realpow_zero: "\<bar>c\<bar> < (1::real) ==> (%n. \<bar>c\<bar> ^ n) ----> 0"
by (rule LIMSEQ_realpow_zero [OF abs_ge_zero])
-lemma NSLIMSEQ_rabs_realpow_zero: "\<bar>c\<bar> < (1::real) ==> (%n. \<bar>c\<bar> ^ n) ----NS> 0"
-by (simp add: LIMSEQ_rabs_realpow_zero LIMSEQ_NSLIMSEQ_iff [symmetric])
-
lemma LIMSEQ_rabs_realpow_zero2: "\<bar>c\<bar> < (1::real) ==> (%n. c ^ n) ----> 0"
apply (rule LIMSEQ_rabs_zero [THEN iffD1])
apply (auto intro: LIMSEQ_rabs_realpow_zero simp add: power_abs)
done
-lemma NSLIMSEQ_rabs_realpow_zero2: "\<bar>c\<bar> < (1::real) ==> (%n. c ^ n) ----NS> 0"
-by (simp add: LIMSEQ_rabs_realpow_zero2 LIMSEQ_NSLIMSEQ_iff [symmetric])
-
-(***---------------------------------------------------------------
- Theorems proved by Harrison in HOL that we do not need
- in order to prove equivalence between Cauchy criterion
- and convergence:
- -- Show that every sequence contains a monotonic subsequence
-Goal "\<exists>f. subseq f & monoseq (%n. s (f n))"
- -- Show that a subsequence of a bounded sequence is bounded
-Goal "Bseq X ==> Bseq (%n. X (f n))";
- -- Show we can take subsequential terms arbitrarily far
- up a sequence
-Goal "subseq f ==> n \<le> f(n)";
-Goal "subseq f ==> \<exists>n. N1 \<le> n & N2 \<le> f(n)";
- ---------------------------------------------------------------***)
-
end
--- a/src/HOL/IsaMakefile Wed Apr 11 03:54:53 2007 +0200
+++ b/src/HOL/IsaMakefile Wed Apr 11 04:13:06 2007 +0200
@@ -161,7 +161,7 @@
Hyperreal/StarDef.thy Hyperreal/StarClasses.thy \
Hyperreal/EvenOdd.thy Hyperreal/Fact.thy Hyperreal/HLog.thy \
Hyperreal/Filter.thy Hyperreal/HSeries.thy Hyperreal/transfer.ML \
- Hyperreal/HTranscendental.thy \
+ Hyperreal/HSEQ.thy Hyperreal/HTranscendental.thy \
Hyperreal/HyperDef.thy Hyperreal/HyperNat.thy \
Hyperreal/Hyperreal.thy \
Hyperreal/Integration.thy Hyperreal/Lim.thy Hyperreal/Log.thy \