--- a/src/HOL/Multivariate_Analysis/Cauchy_Integral_Thm.thy Mon Mar 07 23:20:11 2016 +0100
+++ b/src/HOL/Multivariate_Analysis/Cauchy_Integral_Thm.thy Wed Mar 09 17:16:08 2016 +0000
@@ -567,17 +567,17 @@
lemma closed_valid_path_image: "valid_path g \<Longrightarrow> closed(path_image g)"
by (metis closed_path_image valid_path_imp_path)
-lemma valid_path_compose:
- assumes "valid_path g"
- and der:"\<And>x. x \<in> path_image g \<Longrightarrow> \<exists>f'. (f has_field_derivative f') (at x)"
- and con: "continuous_on {0..1} (\<lambda>x. deriv f (g x))"
+proposition valid_path_compose:
+ assumes "valid_path g"
+ and der: "\<And>x. x \<in> path_image g \<Longrightarrow> \<exists>f'. (f has_field_derivative f') (at x)"
+ and con: "continuous_on (path_image g) (deriv f)"
shows "valid_path (f o 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 \<circ> g differentiable at t" if "t \<in> {0..1} - s" for t
+ have "f \<circ> g differentiable at t" when "t\<in>{0..1} - s" for t
proof (rule differentiable_chain_at)
- show "g differentiable at t" using `valid_path g`
+ show "g differentiable at t" using `valid_path g`
by (meson C1_differentiable_on_eq \<open>g C1_differentiable_on {0..1} - s\<close> that)
next
have "g t\<in>path_image g" using that DiffD1 image_eqI path_image_def by metis
@@ -588,38 +588,42 @@
then show "f differentiable at (g t)" using differentiableI by auto
qed
moreover have "continuous_on ({0..1} - s) (\<lambda>x. vector_derivative (f \<circ> g) (at x))"
- proof (rule continuous_on_eq [where f = "\<lambda>x. vector_derivative g (at x) * deriv f (g x)"],
- rule continuous_intros)
- show "continuous_on ({0..1} - s) (\<lambda>x. vector_derivative g (at x))"
- using g_diff C1_differentiable_on_eq by auto
- next
- show "continuous_on ({0..1} - s) (\<lambda>x. deriv f (g x))"
- using con continuous_on_subset by blast
- next
- show "vector_derivative g (at t) * deriv f (g t) = vector_derivative (f \<circ> g) (at t)"
- if "t \<in> {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)
+ proof (rule continuous_on_eq [where f = "\<lambda>x. vector_derivative g (at x) * deriv f (g x)"],
+ rule continuous_intros)
+ show "continuous_on ({0..1} - s) (\<lambda>x. vector_derivative g (at x))"
+ using g_diff C1_differentiable_on_eq by auto
+ next
+ have "continuous_on {0..1} (\<lambda>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) (\<lambda>x. deriv f (g x))"
+ using continuous_on_subset by blast
next
- have "g t\<in>path_image g" using that DiffD1 image_eqI path_image_def by metis
- then obtain f' where "(f has_field_derivative f') (at (g t))"
- using der by auto
- then show "\<exists>g'. (f has_field_derivative g') (at (g t))" by auto
+ show "vector_derivative g (at t) * deriv f (g t) = vector_derivative (f \<circ> g) (at t)"
+ when "t \<in> {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\<in>path_image g" using that DiffD1 image_eqI path_image_def by metis
+ then obtain f' where "(f has_field_derivative f') (at (g t))"
+ using der by auto
+ then show "\<exists>g'. (f has_field_derivative g') (at (g t))" by auto
+ qed
qed
- qed
ultimately have "f o g C1_differentiable_on {0..1} - s"
using C1_differentiable_on_eq by blast
- moreover have "path (f o g)"
- proof -
- have "isCont f x" if "x \<in> path_image g" for x
- proof -
- obtain f' where "(f has_field_derivative f') (at x)"
- using der `x\<in>path_image g` by auto
- thus ?thesis using DERIV_isCont by auto
- qed
- then have "continuous_on (path_image g) f" using continuous_at_imp_continuous_on by auto
- then show ?thesis using path_continuous_image `valid_path g` valid_path_imp_path by auto
- qed
+ moreover have "path (f o g)"
+ proof -
+ have "isCont f x" when "x\<in>path_image g" for x
+ proof -
+ obtain f' where "(f has_field_derivative f') (at x)"
+ using der[rule_format] `x\<in>path_image g` by auto
+ thus ?thesis using DERIV_isCont by auto
+ qed
+ then have "continuous_on (path_image g) f" using continuous_at_imp_continuous_on by auto
+ then show ?thesis using path_continuous_image `valid_path g` valid_path_imp_path by auto
+ qed
ultimately show ?thesis unfolding valid_path_def piecewise_C1_differentiable_on_def path_def
using `finite s` by auto
qed
@@ -725,7 +729,7 @@
by (auto simp: valid_path_def piecewise_C1_differentiable_on_def path_def [symmetric])
qed
-lemma valid_path_reversepath: "valid_path(reversepath g) \<longleftrightarrow> valid_path g"
+lemma valid_path_reversepath [simp]: "valid_path(reversepath g) \<longleftrightarrow> valid_path g"
using valid_path_imp_reverse by force
lemma has_contour_integral_reversepath:
@@ -5732,6 +5736,20 @@
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 \<subseteq> s"
+ shows "valid_path (f o g)"
+proof (rule valid_path_compose[OF `valid_path g`])
+ fix x assume "x \<in> path_image g"
+ then show "\<exists>f'. (f has_field_derivative f') (at x)"
+ using holo holomorphic_on_open[OF `open s`] `path_image g \<subseteq> s` by auto
+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\<open> Morera's theorem.\<close>
--- a/src/HOL/Multivariate_Analysis/Complex_Analysis_Basics.thy Mon Mar 07 23:20:11 2016 +0100
+++ b/src/HOL/Multivariate_Analysis/Complex_Analysis_Basics.thy Wed Mar 09 17:16:08 2016 +0000
@@ -443,7 +443,7 @@
"f holomorphic_on s \<Longrightarrow> continuous_on s f"
by (metis field_differentiable_imp_continuous_at continuous_on_eq_continuous_within holomorphic_on_def)
-lemma holomorphic_on_subset:
+lemma holomorphic_on_subset [elim]:
"f holomorphic_on s \<Longrightarrow> t \<subseteq> s \<Longrightarrow> f holomorphic_on t"
unfolding holomorphic_on_def
by (metis field_differentiable_within_subset subsetD)
--- a/src/HOL/Multivariate_Analysis/Conformal_Mappings.thy Mon Mar 07 23:20:11 2016 +0100
+++ b/src/HOL/Multivariate_Analysis/Conformal_Mappings.thy Wed Mar 09 17:16:08 2016 +0000
@@ -2,6 +2,8 @@
text\<open>By John Harrison et al. Ported from HOL Light by L C Paulson (2016)\<close>
+text\<open>Also Cauchy's residue theorem by Wenda Li (2016)\<close>
+
theory Conformal_Mappings
imports "~~/src/HOL/Multivariate_Analysis/Cauchy_Integral_Thm"
@@ -2130,4 +2132,1336 @@
qed
qed
+subsection \<open>Cauchy's residue theorem\<close>
+
+text\<open>Wenda Li (2016)\<close>
+
+declare valid_path_imp_path [simp]
+
+lemma holomorphic_factor_zero_unique:
+ fixes f::"complex \<Rightarrow> complex" and z::complex and r::real
+ assumes "r>0"
+ and asm:"\<forall>w\<in>ball z r. f w = (w-z)^n * g w \<and> g w\<noteq>0 \<and> f w = (w - z)^m * h w \<and> h w\<noteq>0"
+ and g_holo:"g holomorphic_on ball z r" and h_holo:"h holomorphic_on ball z r"
+ shows "n=m"
+proof -
+ have "n>m \<Longrightarrow> False"
+ proof -
+ assume "n>m"
+ have "(h \<longlongrightarrow> 0) (at z within ball z r)"
+ proof (rule Lim_transform_within[OF _ `r>0`, where f="\<lambda>w. (w - z) ^ (n - m) * g w"])
+ have "\<forall>w\<in>ball z r. w\<noteq>z \<longrightarrow> h w = (w-z)^(n-m) * g w" using `n>m` asm
+ by (auto simp add:field_simps power_diff)
+ then show "\<lbrakk>x' \<in> ball z r; 0 < dist x' z;dist x' z < r\<rbrakk>
+ \<Longrightarrow> (x' - z) ^ (n - m) * g x' = h x'" for x' by auto
+ next
+ def F\<equiv>"at z within ball z r"
+ and f'\<equiv>"\<lambda>x. (x - z) ^ (n-m)"
+ have "f' z=0" using `n>m` unfolding f'_def by auto
+ moreover have "continuous F f'" unfolding f'_def F_def
+ by (intro continuous_intros)
+ ultimately have "(f' \<longlongrightarrow> 0) F" unfolding F_def
+ by (simp add: continuous_within)
+ moreover have "(g \<longlongrightarrow> g z) F"
+ using holomorphic_on_imp_continuous_on[OF g_holo,unfolded continuous_on_def] `r>0`
+ unfolding F_def by auto
+ ultimately show " ((\<lambda>w. f' w * g w) \<longlongrightarrow> 0) F" using tendsto_mult by fastforce
+ qed
+ moreover have "(h \<longlongrightarrow> h z) (at z within ball z r)"
+ using holomorphic_on_imp_continuous_on[OF h_holo]
+ by (auto simp add:continuous_on_def `r>0`)
+ moreover have "at z within ball z r \<noteq> bot" using `r>0`
+ by (auto simp add:trivial_limit_within islimpt_ball)
+ ultimately have "h z=0" by (auto intro: tendsto_unique)
+ thus False using asm `r>0` by auto
+ qed
+ moreover have "m>n \<Longrightarrow> False"
+ proof -
+ assume "m>n"
+ have "(g \<longlongrightarrow> 0) (at z within ball z r)"
+ proof (rule Lim_transform_within[OF _ `r>0`, where f="\<lambda>w. (w - z) ^ (m - n) * h w"])
+ have "\<forall>w\<in>ball z r. w\<noteq>z \<longrightarrow> g w = (w-z)^(m-n) * h w" using `m>n` asm
+ by (auto simp add:field_simps power_diff)
+ then show "\<lbrakk>x' \<in> ball z r; 0 < dist x' z;dist x' z < r\<rbrakk>
+ \<Longrightarrow> (x' - z) ^ (m - n) * h x' = g x'" for x' by auto
+ next
+ def F\<equiv>"at z within ball z r"
+ and f'\<equiv>"\<lambda>x. (x - z) ^ (m-n)"
+ have "f' z=0" using `m>n` unfolding f'_def by auto
+ moreover have "continuous F f'" unfolding f'_def F_def
+ by (intro continuous_intros)
+ ultimately have "(f' \<longlongrightarrow> 0) F" unfolding F_def
+ by (simp add: continuous_within)
+ moreover have "(h \<longlongrightarrow> h z) F"
+ using holomorphic_on_imp_continuous_on[OF h_holo,unfolded continuous_on_def] `r>0`
+ unfolding F_def by auto
+ ultimately show " ((\<lambda>w. f' w * h w) \<longlongrightarrow> 0) F" using tendsto_mult by fastforce
+ qed
+ moreover have "(g \<longlongrightarrow> g z) (at z within ball z r)"
+ using holomorphic_on_imp_continuous_on[OF g_holo]
+ by (auto simp add:continuous_on_def `r>0`)
+ moreover have "at z within ball z r \<noteq> bot" using `r>0`
+ by (auto simp add:trivial_limit_within islimpt_ball)
+ ultimately have "g z=0" by (auto intro: tendsto_unique)
+ thus False using asm `r>0` by auto
+ qed
+ ultimately show "n=m" by fastforce
+qed
+
+lemma holomorphic_factor_zero_Ex1:
+ assumes "open s" "connected s" "z \<in> s" and
+ holo:"f holomorphic_on s"
+ and "f z = 0" and "\<exists>w\<in>s. f w \<noteq> 0"
+ shows "\<exists>!n. \<exists>g r. 0 < n \<and> 0 < r \<and>
+ g holomorphic_on cball z r
+ \<and> (\<forall>w\<in>cball z r. f w = (w-z)^n * g w \<and> g w\<noteq>0)"
+proof (rule ex_ex1I)
+ obtain g r n where "0 < n" "0 < r" "ball z r \<subseteq> s" and
+ g:"g holomorphic_on ball z r"
+ "\<And>w. w \<in> ball z r \<Longrightarrow> f w = (w - z) ^ n * g w"
+ "\<And>w. w \<in> ball z r \<Longrightarrow> g w \<noteq> 0"
+ using holomorphic_factor_zero_nonconstant[OF holo `open s` `connected s` `z\<in>s` `f z=0`]
+ by (metis assms(3) assms(5) assms(6))
+ def r'\<equiv>"r/2"
+ have "cball z r' \<subseteq> ball z r" unfolding r'_def by (simp add: \<open>0 < r\<close> cball_subset_ball_iff)
+ hence "cball z r' \<subseteq> s" "g holomorphic_on cball z r'"
+ "(\<forall>w\<in>cball z r'. f w = (w - z) ^ n * g w \<and> g w \<noteq> 0)"
+ using g `ball z r \<subseteq> s` by auto
+ moreover have "r'>0" unfolding r'_def using `0<r` by auto
+ ultimately show "\<exists>n g r. 0 < n \<and> 0 < r \<and> g holomorphic_on cball z r
+ \<and> (\<forall>w\<in>cball z r. f w = (w - z) ^ n * g w \<and> g w \<noteq> 0)"
+ apply (intro exI[of _ n] exI[of _ g] exI[of _ r'])
+ by (simp add:`0 < n`)
+next
+ fix m n
+ def fac\<equiv>"\<lambda>n g r. \<forall>w\<in>cball z r. f w = (w - z) ^ n * g w \<and> g w \<noteq> 0"
+ assume n_asm:"\<exists>g r1. 0 < n \<and> 0 < r1 \<and> g holomorphic_on cball z r1 \<and> fac n g r1"
+ and m_asm:"\<exists>h r2. 0 < m \<and> 0 < r2 \<and> h holomorphic_on cball z r2 \<and> fac m h r2"
+ obtain g r1 where "0 < n" "0 < r1" and g_holo: "g holomorphic_on cball z r1"
+ and "fac n g r1" using n_asm by auto
+ obtain h r2 where "0 < m" "0 < r2" and h_holo: "h holomorphic_on cball z r2"
+ and "fac m h r2" using m_asm by auto
+ def r\<equiv>"min r1 r2"
+ have "r>0" using `r1>0` `r2>0` unfolding r_def by auto
+ moreover have "\<forall>w\<in>ball z r. f w = (w-z)^n * g w \<and> g w\<noteq>0 \<and> f w = (w - z)^m * h w \<and> h w\<noteq>0"
+ using \<open>fac m h r2\<close> \<open>fac n g r1\<close> unfolding fac_def r_def
+ by fastforce
+ ultimately show "m=n" using g_holo h_holo
+ apply (elim holomorphic_factor_zero_unique[of r z f n g m h,symmetric,rotated])
+ by (auto simp add:r_def)
+qed
+
+lemma finite_ball_avoid:
+ assumes "open s" "finite pts"
+ shows "\<forall>p\<in>s. \<exists>e>0. \<forall>w\<in>ball p e. w\<in>s \<and> (w\<noteq>p \<longrightarrow> w\<notin>pts)"
+proof
+ fix p assume "p\<in>s"
+ then obtain e1 where "0 < e1" and e1_b:"ball p e1 \<subseteq> s"
+ using open_contains_ball_eq[OF `open s`] by auto
+ obtain e2 where "0<e2" and "\<forall>x\<in>pts. x \<noteq> p \<longrightarrow> e2 \<le> dist p x"
+ using finite_set_avoid[OF `finite pts`,of p] by auto
+ hence "\<forall>w\<in>ball p (min e1 e2). w\<in>s \<and> (w\<noteq>p \<longrightarrow> w\<notin>pts)" using e1_b by auto
+ thus "\<exists>e>0. \<forall>w\<in>ball p e. w \<in> s \<and> (w \<noteq> p \<longrightarrow> w \<notin> pts)" using `e2>0` `e1>0`
+ apply (rule_tac x="min e1 e2" in exI)
+ by auto
+qed
+
+lemma finite_cball_avoid:
+ fixes s :: "'a :: euclidean_space set"
+ assumes "open s" "finite pts"
+ shows "\<forall>p\<in>s. \<exists>e>0. \<forall>w\<in>cball p e. w\<in>s \<and> (w\<noteq>p \<longrightarrow> w\<notin>pts)"
+proof
+ fix p assume "p\<in>s"
+ then obtain e1 where "e1>0" and e1: "\<forall>w\<in>ball p e1. w\<in>s \<and> (w\<noteq>p \<longrightarrow> w\<notin>pts)"
+ using finite_ball_avoid[OF assms] by auto
+ def e2\<equiv>"e1/2"
+ have "e2>0" and "e2<e1" unfolding e2_def using `e1>0` by auto
+ then have "cball p e2 \<subseteq> ball p e1" by (subst cball_subset_ball_iff,auto)
+ then show "\<exists>e>0. \<forall>w\<in>cball p e. w \<in> s \<and> (w \<noteq> p \<longrightarrow> w \<notin> pts)" using `e2>0` e1 by auto
+qed
+
+lemma get_integrable_path:
+ assumes "open s" "connected (s-pts)" "finite pts" "f holomorphic_on (s-pts) " "a\<in>s-pts" "b\<in>s-pts"
+ obtains g where "valid_path g" "pathstart g = a" "pathfinish g = b"
+ "path_image g \<subseteq> s-pts" "f contour_integrable_on g" using assms
+proof (induct arbitrary:s thesis a rule:finite_induct[OF `finite pts`]) print_cases
+ case 1
+ obtain g where "valid_path g" "path_image g \<subseteq> s" "pathstart g = a" "pathfinish g = b"
+ using connected_open_polynomial_connected[OF `open s`,of a b ] `connected (s - {})`
+ valid_path_polynomial_function "1.prems"(6) "1.prems"(7) by auto
+ moreover have "f contour_integrable_on g"
+ using contour_integrable_holomorphic_simple[OF _ `open s` `valid_path g` `path_image g \<subseteq> s`,of f]
+ `f holomorphic_on s - {}`
+ by auto
+ ultimately show ?case using "1"(1)[of g] by auto
+next
+ case idt:(2 p pts)
+ obtain e where "e>0" and e:"\<forall>w\<in>ball a e. w \<in> s \<and> (w \<noteq> a \<longrightarrow> w \<notin> insert p pts)"
+ using finite_ball_avoid[OF `open s` `finite (insert p pts)`,rule_format,of a]
+ `a \<in> s - insert p pts`
+ by auto
+ def a'\<equiv>"a+e/2"
+ have "a'\<in>s-{p} -pts" using e[rule_format,of "a+e/2"] `e>0`
+ by (auto simp add:dist_complex_def a'_def)
+ then obtain g' where g'[simp]:"valid_path g'" "pathstart g' = a'" "pathfinish g' = b"
+ "path_image g' \<subseteq> s - {p} - pts" "f contour_integrable_on g'"
+ using idt.hyps(3)[of a' "s-{p}"] idt.prems idt.hyps(1)
+ by (metis Diff_insert2 open_delete)
+ def g\<equiv>"linepath a a' +++ g'"
+ have "valid_path g" unfolding g_def by (auto intro: valid_path_join)
+ moreover have "pathstart g = a" and "pathfinish g = b" unfolding g_def by auto
+ moreover have "path_image g \<subseteq> s - insert p pts" unfolding g_def
+ proof (rule subset_path_image_join)
+ have "closed_segment a a' \<subseteq> ball a e" using `e>0`
+ by (auto dest!:segment_bound1 simp:a'_def dist_complex_def norm_minus_commute)
+ then show "path_image (linepath a a') \<subseteq> s - insert p pts" using e idt(9)
+ by auto
+ next
+ show "path_image g' \<subseteq> s - insert p pts" using g'(4) by blast
+ qed
+ moreover have "f contour_integrable_on g"
+ proof -
+ have "closed_segment a a' \<subseteq> ball a e" using `e>0`
+ by (auto dest!:segment_bound1 simp:a'_def dist_complex_def norm_minus_commute)
+ then have "continuous_on (closed_segment a a') f"
+ using e idt.prems(6) holomorphic_on_imp_continuous_on[OF idt.prems(5)]
+ apply (elim continuous_on_subset)
+ by auto
+ then have "f contour_integrable_on linepath a a'"
+ using contour_integrable_continuous_linepath by auto
+ then show ?thesis unfolding g_def
+ apply (rule contour_integrable_joinI)
+ by (auto simp add: `e>0`)
+ qed
+ ultimately show ?case using idt.prems(1)[of g] by auto
+qed
+
+lemma Cauchy_theorem_aux:
+ assumes "open s" "connected (s-pts)" "finite pts" "pts \<subseteq> s" "f holomorphic_on s-pts"
+ "valid_path g" "pathfinish g = pathstart g" "path_image g \<subseteq> s-pts"
+ "\<forall>z. (z \<notin> s) \<longrightarrow> winding_number g z = 0"
+ "\<forall>p\<in>s. h p>0 \<and> (\<forall>w\<in>cball p (h p). w\<in>s \<and> (w\<noteq>p \<longrightarrow> w \<notin> pts))"
+ shows "contour_integral g f = (\<Sum>p\<in>pts. winding_number g p * contour_integral (circlepath p (h p)) f)"
+ using assms
+proof (induct arbitrary:s g rule:finite_induct[OF `finite pts`])
+ case 1
+ then show ?case by (simp add: Cauchy_theorem_global contour_integral_unique)
+next
+ case (2 p pts)
+ note fin[simp] = `finite (insert p pts)`
+ and connected = `connected (s - insert p pts)`
+ and valid[simp] = `valid_path g`
+ and g_loop[simp] = `pathfinish g = pathstart g`
+ and holo[simp]= `f holomorphic_on s - insert p pts`
+ and path_img = `path_image g \<subseteq> s - insert p pts`
+ and winding = `\<forall>z. z \<notin> s \<longrightarrow> winding_number g z = 0`
+ and h = `\<forall>pa\<in>s. 0 < h pa \<and> (\<forall>w\<in>cball pa (h pa). w \<in> s \<and> (w \<noteq> pa \<longrightarrow> w \<notin> insert p pts))`
+ have "h p>0" and "p\<in>s"
+ and h_p: "\<forall>w\<in>cball p (h p). w \<in> s \<and> (w \<noteq> p \<longrightarrow> w \<notin> insert p pts)"
+ using h `insert p pts \<subseteq> s` by auto
+ obtain pg where pg[simp]: "valid_path pg" "pathstart pg = pathstart g" "pathfinish pg=p+h p"
+ "path_image pg \<subseteq> s-insert p pts" "f contour_integrable_on pg"
+ proof -
+ have "p + h p\<in>cball p (h p)" using h[rule_format,of p]
+ by (simp add: \<open>p \<in> s\<close> dist_norm)
+ then have "p + h p \<in> s - insert p pts" using h[rule_format,of p] `insert p pts \<subseteq> s`
+ by fastforce
+ moreover have "pathstart g \<in> s - insert p pts " using path_img by auto
+ ultimately show ?thesis
+ using get_integrable_path[OF `open s` connected fin holo,of "pathstart g" "p+h p"] that
+ by blast
+ qed
+ obtain n::int where "n=winding_number g p"
+ using integer_winding_number[OF _ g_loop,of p] valid path_img
+ by (metis DiffD2 Ints_cases insertI1 subset_eq valid_path_imp_path)
+ def p_circ\<equiv>"circlepath p (h p)" and p_circ_pt\<equiv>"linepath (p+h p) (p+h p)"
+ def n_circ\<equiv>"\<lambda>n. (op +++ p_circ ^^ n) p_circ_pt"
+ def cp\<equiv>"if n\<ge>0 then reversepath (n_circ (nat n)) else n_circ (nat (- n))"
+ have n_circ:"valid_path (n_circ k)"
+ "winding_number (n_circ k) p = k"
+ "pathstart (n_circ k) = p + h p" "pathfinish (n_circ k) = p + h p"
+ "path_image (n_circ k) = (if k=0 then {p + h p} else sphere p (h p))"
+ "p \<notin> path_image (n_circ k)"
+ "\<And>p'. p'\<notin>s - pts \<Longrightarrow> winding_number (n_circ k) p'=0 \<and> p'\<notin>path_image (n_circ k)"
+ "f contour_integrable_on (n_circ k)"
+ "contour_integral (n_circ k) f = k * contour_integral p_circ f"
+ for k
+ proof (induct k)
+ case 0
+ show "valid_path (n_circ 0)"
+ and "path_image (n_circ 0) = (if 0=0 then {p + h p} else sphere p (h p))"
+ and "winding_number (n_circ 0) p = of_nat 0"
+ and "pathstart (n_circ 0) = p + h p"
+ and "pathfinish (n_circ 0) = p + h p"
+ and "p \<notin> path_image (n_circ 0)"
+ unfolding n_circ_def p_circ_pt_def using `h p > 0`
+ by (auto simp add: dist_norm)
+ show "winding_number (n_circ 0) p'=0 \<and> p'\<notin>path_image (n_circ 0)" when "p'\<notin>s- pts" for p'
+ unfolding n_circ_def p_circ_pt_def
+ apply (auto intro!:winding_number_trivial)
+ by (metis Diff_iff pathfinish_in_path_image pg(3) pg(4) subsetCE subset_insertI that)+
+ show "f contour_integrable_on (n_circ 0)"
+ unfolding n_circ_def p_circ_pt_def
+ by (auto intro!:contour_integrable_continuous_linepath simp add:continuous_on_sing)
+ show "contour_integral (n_circ 0) f = of_nat 0 * contour_integral p_circ f"
+ unfolding n_circ_def p_circ_pt_def by auto
+ next
+ case (Suc k)
+ have n_Suc:"n_circ (Suc k) = p_circ +++ n_circ k" unfolding n_circ_def by auto
+ have pcirc:"p \<notin> path_image p_circ" "valid_path p_circ" "pathfinish p_circ = pathstart (n_circ k)"
+ using Suc(3) unfolding p_circ_def using `h p > 0` by (auto simp add: p_circ_def)
+ have pcirc_image:"path_image p_circ \<subseteq> s - insert p pts"
+ proof -
+ have "path_image p_circ \<subseteq> cball p (h p)" using \<open>0 < h p\<close> p_circ_def by auto
+ then show ?thesis using h_p pcirc(1) by auto
+ qed
+ have pcirc_integrable:"f contour_integrable_on p_circ"
+ by (auto simp add:p_circ_def intro!: pcirc_image[unfolded p_circ_def]
+ contour_integrable_continuous_circlepath holomorphic_on_imp_continuous_on
+ holomorphic_on_subset[OF holo])
+ show "valid_path (n_circ (Suc k))"
+ using valid_path_join[OF pcirc(2) Suc(1) pcirc(3)] unfolding n_circ_def by auto
+ show "path_image (n_circ (Suc k))
+ = (if Suc k = 0 then {p + complex_of_real (h p)} else sphere p (h p))"
+ proof -
+ have "path_image p_circ = sphere p (h p)"
+ unfolding p_circ_def using \<open>0 < h p\<close> by auto
+ then show ?thesis unfolding n_Suc using Suc.hyps(5) `h p>0`
+ by (auto simp add: path_image_join[OF pcirc(3)] dist_norm)
+ qed
+ then show "p \<notin> path_image (n_circ (Suc k))" using `h p>0` by auto
+ show "winding_number (n_circ (Suc k)) p = of_nat (Suc k)"
+ proof -
+ have "winding_number p_circ p = 1"
+ by (simp add: `h p > 0` p_circ_def winding_number_circlepath_centre)
+ moreover have "p \<notin> path_image (n_circ k)" using Suc(5) `h p>0` by auto
+ then have "winding_number (p_circ +++ n_circ k) p
+ = winding_number p_circ p + winding_number (n_circ k) p"
+ using valid_path_imp_path Suc.hyps(1) Suc.hyps(2) pcirc
+ apply (intro winding_number_join)
+ by auto
+ ultimately show ?thesis using Suc(2) unfolding n_circ_def
+ by auto
+ qed
+ show "pathstart (n_circ (Suc k)) = p + h p"
+ by (simp add: n_circ_def p_circ_def)
+ show "pathfinish (n_circ (Suc k)) = p + h p"
+ using Suc(4) unfolding n_circ_def by auto
+ show "winding_number (n_circ (Suc k)) p'=0 \<and> p'\<notin>path_image (n_circ (Suc k))" when "p'\<notin>s-pts" for p'
+ proof -
+ have " p' \<notin> path_image p_circ" using \<open>p \<in> s\<close> h p_circ_def that using pcirc_image by blast
+ moreover have "p' \<notin> path_image (n_circ k)"
+ using Suc.hyps(7) that by blast
+ moreover have "winding_number p_circ p' = 0"
+ proof -
+ have "path_image p_circ \<subseteq> cball p (h p)"
+ using h unfolding p_circ_def using \<open>p \<in> s\<close> by fastforce
+ moreover have "p'\<notin>cball p (h p)" using \<open>p \<in> s\<close> h that "2.hyps"(2) by fastforce
+ ultimately show ?thesis unfolding p_circ_def
+ apply (intro winding_number_zero_outside)
+ by auto
+ qed
+ ultimately show ?thesis
+ unfolding n_Suc
+ apply (subst winding_number_join)
+ by (auto simp: pcirc Suc that not_in_path_image_join Suc.hyps(7)[OF that])
+ qed
+ show "f contour_integrable_on (n_circ (Suc k))"
+ unfolding n_Suc
+ by (rule contour_integrable_joinI[OF pcirc_integrable Suc(8) pcirc(2) Suc(1)])
+ show "contour_integral (n_circ (Suc k)) f = (Suc k) * contour_integral p_circ f"
+ unfolding n_Suc
+ by (auto simp add:contour_integral_join[OF pcirc_integrable Suc(8) pcirc(2) Suc(1)]
+ Suc(9) algebra_simps)
+ qed
+ have cp[simp]:"pathstart cp = p + h p" "pathfinish cp = p + h p"
+ "valid_path cp" "path_image cp \<subseteq> s - insert p pts"
+ "winding_number cp p = - n"
+ "\<And>p'. p'\<notin>s - pts \<Longrightarrow> winding_number cp p'=0 \<and> p' \<notin> path_image cp"
+ "f contour_integrable_on cp"
+ "contour_integral cp f = - n * contour_integral p_circ f"
+ proof -
+ show "pathstart cp = p + h p" and "pathfinish cp = p + h p" and "valid_path cp"
+ using n_circ unfolding cp_def by auto
+ next
+ have "sphere p (h p) \<subseteq> s - insert p pts"
+ using h[rule_format,of p] `insert p pts \<subseteq> s` by force
+ moreover have "p + complex_of_real (h p) \<in> s - insert p pts"
+ using pg(3) pg(4) by (metis pathfinish_in_path_image subsetCE)
+ ultimately show "path_image cp \<subseteq> s - insert p pts" unfolding cp_def
+ using n_circ(5) by auto
+ next
+ show "winding_number cp p = - n"
+ unfolding cp_def using winding_number_reversepath n_circ `h p>0` by auto
+ next
+ show "winding_number cp p'=0 \<and> p' \<notin> path_image cp" when "p'\<notin>s - pts" for p'
+ unfolding cp_def
+ apply (auto)
+ apply (subst winding_number_reversepath)
+ by (auto simp add: n_circ(7)[OF that] n_circ(1))
+ next
+ show "f contour_integrable_on cp" unfolding cp_def
+ using contour_integrable_reversepath_eq n_circ(1,8) by auto
+ next
+ show "contour_integral cp f = - n * contour_integral p_circ f"
+ unfolding cp_def using contour_integral_reversepath[OF n_circ(1)] n_circ(9)
+ by auto
+ qed
+ def g'\<equiv>"g +++ pg +++ cp +++ (reversepath pg)"
+ have "contour_integral g' f = (\<Sum>p\<in>pts. winding_number g' p * contour_integral (circlepath p (h p)) f)"
+ proof (rule "2.hyps"(3)[of "s-{p}" "g'",OF _ _ `finite pts` ])
+ show "connected (s - {p} - pts)" using connected by (metis Diff_insert2)
+ show "open (s - {p})" using `open s` by auto
+ show " pts \<subseteq> s - {p}" using `insert p pts \<subseteq> s` ` p \<notin> pts` by blast
+ show "f holomorphic_on s - {p} - pts" using holo `p \<notin> pts` by (metis Diff_insert2)
+ show "valid_path g'"
+ unfolding g'_def cp_def using n_circ valid pg g_loop
+ by (auto intro!:valid_path_join )
+ show "pathfinish g' = pathstart g'"
+ unfolding g'_def cp_def using pg(2) by simp
+ show "path_image g' \<subseteq> s - {p} - pts"
+ proof -
+ def s'\<equiv>"s - {p} - pts"
+ have s':"s' = s-insert p pts " unfolding s'_def by auto
+ then show ?thesis using path_img pg(4) cp(4)
+ unfolding g'_def
+ apply (fold s'_def s')
+ apply (intro subset_path_image_join)
+ by auto
+ qed
+ note path_join_imp[simp]
+ show "\<forall>z. z \<notin> s - {p} \<longrightarrow> winding_number g' z = 0"
+ proof clarify
+ fix z assume z:"z\<notin>s - {p}"
+ have "winding_number (g +++ pg +++ cp +++ reversepath pg) z = winding_number g z
+ + winding_number (pg +++ cp +++ (reversepath pg)) z"
+ proof (rule winding_number_join)
+ show "path g" using `valid_path g` by simp
+ show "z \<notin> path_image g" using z path_img by auto
+ show "path (pg +++ cp +++ reversepath pg)" using pg(3) cp by auto
+ next
+ have "path_image (pg +++ cp +++ reversepath pg) \<subseteq> s - insert p pts"
+ using pg(4) cp(4) by (auto simp:subset_path_image_join)
+ then show "z \<notin> path_image (pg +++ cp +++ reversepath pg)" using z by auto
+ next
+ show "pathfinish g = pathstart (pg +++ cp +++ reversepath pg)" using g_loop by auto
+ qed
+ also have "... = winding_number g z + (winding_number pg z
+ + winding_number (cp +++ (reversepath pg)) z)"
+ proof (subst add_left_cancel,rule winding_number_join)
+ show "path pg" and "path (cp +++ reversepath pg)"
+ and "pathfinish pg = pathstart (cp +++ reversepath pg)" by auto
+ show "z \<notin> path_image pg" using pg(4) z by blast
+ show "z \<notin> path_image (cp +++ reversepath pg)" using z
+ by (metis Diff_iff \<open>z \<notin> path_image pg\<close> contra_subsetD cp(4) insertI1
+ not_in_path_image_join path_image_reversepath singletonD)
+ qed
+ also have "... = winding_number g z + (winding_number pg z
+ + (winding_number cp z + winding_number (reversepath pg) z))"
+ apply (auto intro!:winding_number_join )
+ apply (metis Diff_iff contra_subsetD cp(4) insertI1 singletonD z)
+ by (metis Diff_insert2 Diff_subset contra_subsetD pg(4) z)
+ also have "... = winding_number g z + winding_number cp z"
+ apply (subst winding_number_reversepath)
+ apply auto
+ by (metis Diff_iff contra_subsetD insertI1 pg(4) singletonD z)
+ finally have "winding_number g' z = winding_number g z + winding_number cp z"
+ unfolding g'_def .
+ moreover have "winding_number g z + winding_number cp z = 0"
+ using winding z `n=winding_number g p` by auto
+ ultimately show "winding_number g' z = 0" unfolding g'_def by auto
+ qed
+ show "\<forall>pa\<in>s - {p}. 0 < h pa \<and> (\<forall>w\<in>cball pa (h pa). w \<in> s - {p} \<and> (w \<noteq> pa \<longrightarrow> w \<notin> pts))"
+ using h by fastforce
+ qed
+ moreover have "contour_integral g' f = contour_integral g f
+ - winding_number g p * contour_integral p_circ f"
+ proof -
+ have "contour_integral g' f = contour_integral g f
+ + contour_integral (pg +++ cp +++ reversepath pg) f"
+ unfolding g'_def
+ apply (subst Cauchy_Integral_Thm.contour_integral_join)
+ by (auto simp add:open_Diff[OF `open s`,OF finite_imp_closed[OF fin]]
+ intro!: contour_integrable_holomorphic_simple[OF holo _ _ path_img]
+ contour_integrable_reversepath)
+ also have "... = contour_integral g f + contour_integral pg f
+ + contour_integral (cp +++ reversepath pg) f"
+ apply (subst Cauchy_Integral_Thm.contour_integral_join)
+ by (auto simp add:contour_integrable_reversepath)
+ also have "... = contour_integral g f + contour_integral pg f
+ + contour_integral cp f + contour_integral (reversepath pg) f"
+ apply (subst Cauchy_Integral_Thm.contour_integral_join)
+ by (auto simp add:contour_integrable_reversepath)
+ also have "... = contour_integral g f + contour_integral cp f"
+ using contour_integral_reversepath
+ by (auto simp add:contour_integrable_reversepath)
+ also have "... = contour_integral g f - winding_number g p * contour_integral p_circ f"
+ using `n=winding_number g p` by auto
+ finally show ?thesis .
+ qed
+ moreover have "winding_number g' p' = winding_number g p'" when "p'\<in>pts" for p'
+ proof -
+ have [simp]: "p' \<notin> path_image g" "p' \<notin> path_image pg" "p'\<notin>path_image cp"
+ using "2.prems"(8) that
+ apply blast
+ apply (metis Diff_iff Diff_insert2 contra_subsetD pg(4) that)
+ by (meson DiffD2 cp(4) set_rev_mp subset_insertI that)
+ have "winding_number g' p' = winding_number g p'
+ + winding_number (pg +++ cp +++ reversepath pg) p'" unfolding g'_def
+ apply (subst winding_number_join)
+ apply simp_all
+ apply (intro not_in_path_image_join)
+ by auto
+ also have "... = winding_number g p' + winding_number pg p'
+ + winding_number (cp +++ reversepath pg) p'"
+ apply (subst winding_number_join)
+ apply simp_all
+ apply (intro not_in_path_image_join)
+ by auto
+ also have "... = winding_number g p' + winding_number pg p'+ winding_number cp p'
+ + winding_number (reversepath pg) p'"
+ apply (subst winding_number_join)
+ by simp_all
+ also have "... = winding_number g p' + winding_number cp p'"
+ apply (subst winding_number_reversepath)
+ by auto
+ also have "... = winding_number g p'" using that by auto
+ finally show ?thesis .
+ qed
+ ultimately show ?case unfolding p_circ_def
+ apply (subst (asm) setsum.cong[OF refl,
+ of pts _ "\<lambda>p. winding_number g p * contour_integral (circlepath p (h p)) f"])
+ by (auto simp add:setsum.insert[OF `finite pts` `p\<notin>pts`] algebra_simps)
+qed
+
+
+lemma Cauchy_theorem_singularities:
+ assumes "open s" "connected (s-pts)" "finite pts" and
+ holo:"f holomorphic_on s-pts" and
+ "valid_path g" and
+ loop:"pathfinish g = pathstart g" and
+ "path_image g \<subseteq> s-pts" and
+ homo:"\<forall>z. (z \<notin> s) \<longrightarrow> winding_number g z = 0" and
+ avoid:"\<forall>p\<in>s. h p>0 \<and> (\<forall>w\<in>cball p (h p). w\<in>s \<and> (w\<noteq>p \<longrightarrow> w \<notin> pts))"
+ shows "contour_integral g f = (\<Sum>p\<in>pts. winding_number g p * contour_integral (circlepath p (h p)) f)"
+ (is "?L=?R")
+proof -
+ def circ\<equiv>"\<lambda>p. winding_number g p * contour_integral (circlepath p (h p)) f"
+ def pts1\<equiv>"pts \<inter> s"
+ def pts2\<equiv>"pts - pts1"
+ have "pts=pts1 \<union> pts2" "pts1 \<inter> pts2 = {}" "pts2 \<inter> s={}" "pts1\<subseteq>s"
+ unfolding pts1_def pts2_def by auto
+ have "contour_integral g f = (\<Sum>p\<in>pts1. circ p)" unfolding circ_def
+ proof (rule Cauchy_theorem_aux[OF `open s` _ _ `pts1\<subseteq>s` _ `valid_path g` loop _ homo])
+ show "connected (s - pts1)" by (metis Diff_Int2 Int_absorb assms(2) pts1_def)
+ show "finite pts1" using \<open>pts = pts1 \<union> pts2\<close> assms(3) by auto
+ show "f holomorphic_on s - pts1" by (metis Diff_Int2 Int_absorb holo pts1_def)
+ show "path_image g \<subseteq> s - pts1" using assms(7) pts1_def by auto
+ show "\<forall>p\<in>s. 0 < h p \<and> (\<forall>w\<in>cball p (h p). w \<in> s \<and> (w \<noteq> p \<longrightarrow> w \<notin> pts1))"
+ by (simp add: avoid pts1_def)
+ qed
+ moreover have "setsum circ pts2=0"
+ proof -
+ have "winding_number g p=0" when "p\<in>pts2" for p
+ using `pts2 \<inter> s={}` that homo[rule_format,of p] by auto
+ thus ?thesis unfolding circ_def
+ apply (intro setsum.neutral)
+ by auto
+ qed
+ moreover have "?R=setsum circ pts1 + setsum circ pts2"
+ unfolding circ_def
+ using setsum.union_disjoint[OF _ _ `pts1 \<inter> pts2 = {}`] `finite pts` `pts=pts1 \<union> pts2`
+ by blast
+ ultimately show ?thesis
+ apply (fold circ_def)
+ by auto
+qed
+
+
+
+
+(*order of the zero of f at z*)
+definition zorder::"(complex \<Rightarrow> complex) \<Rightarrow> complex \<Rightarrow> nat" where
+ "zorder f z = (THE n. n>0 \<and> (\<exists>h r. r>0 \<and> h holomorphic_on cball z r
+ \<and> (\<forall>w\<in>cball z r. f w = h w * (w-z)^n \<and> h w \<noteq>0)))"
+
+definition zer_poly::"[complex \<Rightarrow> complex,complex]\<Rightarrow>complex \<Rightarrow> complex" where
+ "zer_poly f z = (SOME h. \<exists>r . r>0 \<and> h holomorphic_on cball z r
+ \<and> (\<forall>w\<in>cball z r. f w = h w * (w-z)^(zorder f z) \<and> h w \<noteq>0))"
+
+(*order of the pole of f at z*)
+definition porder::"(complex \<Rightarrow> complex) \<Rightarrow> complex \<Rightarrow> nat" where
+ "porder f z = zorder (inverse o f) z"
+
+definition pol_poly::"[complex \<Rightarrow> complex,complex]\<Rightarrow>complex \<Rightarrow> complex" where
+ "pol_poly f z = inverse o zer_poly (inverse o f) z"
+
+definition residue::"(complex \<Rightarrow> complex) \<Rightarrow> complex \<Rightarrow> complex" where
+ "residue f z = (let n=porder f z;h=pol_poly f z in (deriv ^^ (n - 1)) h z / fact (n-1))"
+
+definition is_pole:: "(complex \<Rightarrow> complex) \<Rightarrow> complex \<Rightarrow>bool" where
+ "is_pole f p \<equiv> isCont (inverse o f) p \<and> f p = 0"
+
+
+lemma zorder_exist:
+ fixes f::"complex \<Rightarrow> complex" and z::complex
+ defines "n\<equiv>zorder f z" and "h\<equiv>zer_poly f z"
+ assumes "open s" "connected s" "z\<in>s"
+ and holo: "f holomorphic_on s"
+ and "f z=0" "\<exists>w\<in>s. f w\<noteq>0"
+ shows "\<exists>r. n>0 \<and> r>0 \<and> cball z r \<subseteq> s \<and> h holomorphic_on cball z r
+ \<and> (\<forall>w\<in>cball z r. f w = h w * (w-z)^n \<and> h w \<noteq>0) "
+proof -
+ def P\<equiv>"\<lambda>h r n. r>0 \<and> h holomorphic_on cball z r
+ \<and> (\<forall>w\<in>cball z r. ( f w = h w * (w-z)^n) \<and> h w \<noteq>0)"
+ have "(\<exists>!n. n>0 \<and> (\<exists> h r. P h r n))"
+ proof -
+ have "\<exists>!n. \<exists>h r. n>0 \<and> P h r n"
+ using holomorphic_factor_zero_Ex1[OF `open s` `connected s` `z\<in>s` holo `f z=0`
+ `\<exists>w\<in>s. f w\<noteq>0`] unfolding P_def
+ apply (subst mult.commute)
+ by auto
+ thus ?thesis by auto
+ qed
+ moreover have n:"n=(THE n. n>0 \<and> (\<exists>h r. P h r n))"
+ unfolding n_def zorder_def P_def by simp
+ ultimately have "n>0 \<and> (\<exists>h r. P h r n)"
+ apply (drule_tac theI')
+ by simp
+ then have "n>0" and "\<exists>h r. P h r n" by auto
+ moreover have "h=(SOME h. \<exists>r. P h r n)"
+ unfolding h_def P_def zer_poly_def[of f z,folded n_def P_def] by simp
+ ultimately have "\<exists>r. P h r n"
+ apply (drule_tac someI_ex)
+ by simp
+ then obtain r1 where "P h r1 n" by auto
+ obtain r2 where "r2>0" "cball z r2 \<subseteq> s"
+ using assms(3) assms(5) open_contains_cball_eq by blast
+ def r3\<equiv>"min r1 r2"
+ have "P h r3 n" using `P h r1 n` `r2>0` unfolding P_def r3_def
+ by auto
+ moreover have "cball z r3 \<subseteq> s" using `cball z r2 \<subseteq> s` unfolding r3_def by auto
+ ultimately show ?thesis using `n>0` unfolding P_def by auto
+qed
+
+lemma porder_exist:
+ fixes f::"complex \<Rightarrow> complex" and z::complex
+ defines "n\<equiv>porder f z" and "h\<equiv>pol_poly f z"
+ assumes "open s" "connected s" "z\<in>s"
+ and holo:"(inverse o f) holomorphic_on s"
+ and "f z=0" "\<exists>w\<in>s. f w\<noteq>0"
+ shows "\<exists>r. n>0 \<and> r>0 \<and> cball z r \<subseteq> s \<and> h holomorphic_on cball z r
+ \<and> (\<forall>w\<in>cball z r. f w = h w / (w-z)^n \<and> h w \<noteq>0)"
+proof -
+ def zo\<equiv>"zorder (inverse \<circ> f) z" and zp\<equiv>"zer_poly (inverse \<circ> f) z"
+ obtain r where "0 < zo" "0 < r" "cball z r \<subseteq> s" and zp_holo: "zp holomorphic_on cball z r" and
+ zp_fac: "\<forall>w\<in>cball z r. (inverse \<circ> f) w = zp w * (w - z) ^ zo \<and> zp w \<noteq> 0"
+ using zorder_exist[OF `open s` `connected s` `z\<in>s` holo,folded zo_def zp_def]
+ `f z=0` `\<exists>w\<in>s. f w\<noteq>0`
+ by auto
+ have n:"n=zo" and h:"h=inverse o zp"
+ unfolding n_def zo_def porder_def h_def zp_def pol_poly_def by simp_all
+ have "h holomorphic_on cball z r"
+ using zp_holo zp_fac holomorphic_on_inverse unfolding h comp_def by blast
+ moreover have "\<forall>w\<in>cball z r. f w = h w / (w-z)^n \<and> h w \<noteq>0"
+ using zp_fac unfolding h n comp_def
+ by (metis divide_inverse_commute field_class.field_inverse_zero inverse_inverse_eq
+ inverse_mult_distrib mult.commute)
+ moreover have "0 < n" unfolding n using `zo>0` by simp
+ ultimately show ?thesis using `0 < r` `cball z r \<subseteq> s` by auto
+qed
+
+lemma base_residue:
+ fixes f::"complex \<Rightarrow> complex" and z::complex
+ assumes "open s" "connected s" "z\<in>s"
+ and holo: "(inverse o f) holomorphic_on s"
+ and "f z=0"
+ and non_c:"\<exists>w\<in>s. f w\<noteq>0"
+ shows "\<exists>r>0. cball z r \<subseteq> s
+ \<and> (f has_contour_integral complex_of_real (2 * pi) * \<i> * residue f z) (circlepath z r)"
+proof -
+ def n\<equiv>"porder f z" and h\<equiv>"pol_poly f z"
+ obtain r where "n>0" "0 < r" and
+ r_b:"cball z r \<subseteq> s" and
+ h_holo:"h holomorphic_on cball z r"
+ and h:"(\<forall>w\<in>cball z r. f w = h w / (w - z) ^ n \<and> h w \<noteq> 0)"
+ using porder_exist[OF `open s` `connected s` `z\<in>s` holo `f z=0` non_c]
+ unfolding n_def h_def by auto
+ def c\<equiv>"complex_of_real (2 * pi) * \<i>"
+ have "residue f z = (deriv ^^ (n - 1)) h z / fact (n-1)"
+ unfolding residue_def
+ apply (fold n_def h_def)
+ by simp
+ then have "((\<lambda>u. h u / (u - z) ^ n) has_contour_integral c * residue f z)
+ (circlepath z r)"
+ using Cauchy_has_contour_integral_higher_derivative_circlepath[of z r h z "n -1"
+ ,unfolded Suc_diff_1[OF `n>0`],folded c_def] h_holo r_b
+ by (auto simp add:`r>0` holomorphic_on_imp_continuous_on holomorphic_on_subset)
+ then have "(f has_contour_integral c * residue f z) (circlepath z r)"
+ proof (elim has_contour_integral_eq)
+ fix x assume "x \<in> path_image (circlepath z r)"
+ hence "x\<in>cball z r" using \<open>0 < r\<close> by auto
+ then show "h x / (x - z) ^ n = f x" using h by auto
+ qed
+ then show ?thesis using `r>0` `cball z r \<subseteq> s` unfolding c_def by auto
+qed
+
+theorem residue_theorem:
+ assumes "open s" "connected (s-poles)" and
+ holo:"f holomorphic_on s-poles" and
+ "valid_path \<gamma>" and
+ loop:"pathfinish \<gamma> = pathstart \<gamma>" and
+ "path_image \<gamma> \<subseteq> s-poles" and
+ homo:"\<forall>z. (z \<notin> s) \<longrightarrow> winding_number \<gamma> z = 0" and
+ "finite {p. f p=0}" and
+ poles:"\<forall>p\<in>poles. is_pole f p"
+ shows "contour_integral \<gamma> f = 2 * pi * \<i> *(\<Sum>p\<in>poles. winding_number \<gamma> p * residue f p)"
+proof -
+ def pts\<equiv>"{p. f p=0}"
+ def c\<equiv>"2 * complex_of_real pi * \<i> "
+ def contour\<equiv>"\<lambda>p e. (f has_contour_integral c * residue f p) (circlepath p e)"
+ def avoid\<equiv>"\<lambda>p e. \<forall>w\<in>cball p e. w \<in> s \<and> (w \<noteq> p \<longrightarrow> w \<notin> pts)"
+ have "poles \<subseteq> pts" and "finite pts"
+ using poles `finite {p. f p=0}` unfolding pts_def is_pole_def by auto
+ have "\<exists>e>0. avoid p e \<and> (p\<in>poles \<longrightarrow> contour p e)"
+ when "p\<in>s" for p
+ proof -
+ obtain e1 where e:"e1>0" and e:"avoid p e1"
+ using finite_cball_avoid[OF `open s` `finite pts`] `p\<in>s` unfolding avoid_def by auto
+ have "\<exists>e2>0. cball p e2 \<subseteq> ball p e1 \<and> contour p e2"
+ when "p\<in>poles" unfolding c_def contour_def
+ proof (rule base_residue[of "ball p e1" p f,simplified,OF `e1>0`])
+ show "inverse \<circ> f holomorphic_on ball p e1"
+ proof -
+ def f'\<equiv>"inverse o f"
+ have "f holomorphic_on ball p e1 - {p}"
+ using holo e `poles \<subseteq> pts` unfolding avoid_def
+ apply (elim holomorphic_on_subset)
+ by auto
+ then have f'_holo:"f' holomorphic_on ball p e1 - {p}" unfolding f'_def comp_def
+ apply (elim holomorphic_on_inverse)
+ using e pts_def ball_subset_cball unfolding avoid_def by blast
+ moreover have "isCont f' p" using `p\<in>poles` poles unfolding f'_def is_pole_def by auto
+ ultimately show "f' holomorphic_on ball p e1"
+ apply (elim no_isolated_singularity[rotated])
+ apply (auto simp add:continuous_on_eq_continuous_at[of "ball p e1",simplified])
+ using field_differentiable_imp_continuous_at f'_holo
+ holomorphic_on_imp_differentiable_at by fastforce
+ qed
+ next
+ show "f p = 0" using `p\<in>poles` poles unfolding is_pole_def by auto
+ next
+ def p'\<equiv>"p+e1/2"
+ have "p'\<in>ball p e1" and "p'\<noteq>p" using `e1>0` unfolding p'_def by (auto simp add:dist_norm)
+ then show "\<exists>w\<in>ball p e1. f w \<noteq> 0" using e unfolding avoid_def
+ apply (rule_tac x=p' in bexI)
+ by (auto simp add:pts_def)
+ qed
+ then obtain e2 where e2:"p\<in>poles \<longrightarrow> e2>0 \<and> cball p e2 \<subseteq> ball p e1 \<and> contour p e2" by auto
+ def e3\<equiv>"if p\<in>poles then e2 else e1"
+ have "avoid p e3"
+ using e2 e that avoid_def e3_def by auto
+ moreover have "e3>0" using `e1>0` e2 unfolding e3_def by auto
+ moreover have " p\<in>poles \<longrightarrow> contour p e3" using e2 unfolding e3_def by auto
+ ultimately show ?thesis by auto
+ qed
+ then obtain h where h:"\<forall>p\<in>s. h p>0 \<and> (avoid p (h p) \<and> (p\<in>poles \<longrightarrow> contour p (h p)))"
+ by metis
+ def cont\<equiv>"\<lambda>p. contour_integral (circlepath p (h p)) f"
+ have "contour_integral \<gamma> f = (\<Sum>p\<in>poles. winding_number \<gamma> p * cont p)"
+ unfolding cont_def
+ proof (rule Cauchy_theorem_singularities[OF `open s` `connected (s-poles)` _ holo `valid_path \<gamma>`
+ loop `path_image \<gamma> \<subseteq> s-poles` homo])
+ show "finite poles" using `poles \<subseteq> pts` and `finite pts` by (simp add: finite_subset)
+ next
+ show "\<forall>p\<in>s. 0 < h p \<and> (\<forall>w\<in>cball p (h p). w \<in> s \<and> (w \<noteq> p \<longrightarrow> w \<notin> poles))"
+ using `poles \<subseteq> pts` h unfolding avoid_def by blast
+ qed
+ also have "... = (\<Sum>p\<in>poles. c * (winding_number \<gamma> p * residue f p))"
+ proof (rule setsum.cong[of poles poles,simplified])
+ fix p assume "p \<in> poles"
+ show "winding_number \<gamma> p * cont p = c * (winding_number \<gamma> p * residue f p)"
+ proof (cases "p\<in>s")
+ assume "p \<in> s"
+ then have "cont p=c*residue f p"
+ unfolding cont_def
+ apply (intro contour_integral_unique)
+ using h[unfolded contour_def] `p \<in> poles` by blast
+ then show ?thesis by auto
+ next
+ assume "p\<notin>s"
+ then have "winding_number \<gamma> p=0" using homo by auto
+ then show ?thesis by auto
+ qed
+ qed
+ also have "... = c * (\<Sum>p\<in>poles. winding_number \<gamma> p * residue f p)"
+ apply (subst setsum_right_distrib)
+ by simp
+ finally show ?thesis unfolding c_def by auto
+qed
+
+theorem argument_principle:
+ fixes f::"complex \<Rightarrow> complex" and poles s:: "complex set"
+ defines "pts\<equiv>{p. f p=0}"
+ defines "zeros\<equiv>pts - poles"
+ assumes "open s" and
+ connected:"connected (s- pts)" and
+ f_holo:"f holomorphic_on s-poles" and
+ h_holo:"h holomorphic_on s" and
+ "valid_path g" and
+ loop:"pathfinish g = pathstart g" and
+ path_img:"path_image g \<subseteq> s - pts" and
+ homo:"\<forall>z. (z \<notin> s) \<longrightarrow> winding_number g z = 0" and
+ finite:"finite pts" and
+ poles:"\<forall>p\<in>poles. is_pole f p"
+ shows "contour_integral g (\<lambda>x. deriv f x * h x / f x) = 2 * pi * \<i> *
+ ((\<Sum>p\<in>zeros. winding_number g p * h p * zorder f p)
+ - (\<Sum>p\<in>poles. winding_number g p * h p * porder f p))"
+ (is "?L=?R")
+proof -
+ def c\<equiv>"2 * complex_of_real pi * \<i> "
+ def ff\<equiv>"(\<lambda>x. deriv f x * h x / f x)"
+ def cont_pole\<equiv>"\<lambda>ff p e. (ff has_contour_integral - c * porder f p * h p) (circlepath p e)"
+ def cont_zero\<equiv>"\<lambda>ff p e. (ff has_contour_integral c * zorder f p * h p ) (circlepath p e)"
+ def avoid\<equiv>"\<lambda>p e. \<forall>w\<in>cball p e. w \<in> s \<and> (w \<noteq> p \<longrightarrow> w \<notin> pts)"
+ have "poles \<subseteq> pts" and "zeros \<subseteq> pts" and "finite zeros" and "pts=zeros \<union> poles"
+ using poles `finite pts` unfolding pts_def zeros_def is_pole_def by auto
+ have "\<exists>e>0. avoid p e \<and> (p\<in>poles \<longrightarrow> cont_pole ff p e) \<and> (p\<in>zeros \<longrightarrow> cont_zero ff p e)"
+ when "p\<in>s" for p
+ proof -
+ obtain e1 where e:"e1>0" and e:"avoid p e1"
+ using finite_cball_avoid[OF `open s` `finite pts`] `p\<in>s` unfolding avoid_def by auto
+ have "\<exists>e2>0. cball p e2 \<subseteq> ball p e1 \<and> cont_pole ff p e2"
+ when "p\<in>poles"
+ proof -
+ def po\<equiv>"porder f p"
+ def pp\<equiv>"pol_poly f p"
+ def f'\<equiv>"\<lambda>w. pp w / (w - p) ^ po"
+ def ff'\<equiv>"(\<lambda>x. deriv f' x * h x / f' x)"
+ have "inverse \<circ> f holomorphic_on ball p e1"
+ proof -
+ have "f holomorphic_on ball p e1 - {p}"
+ using f_holo e `poles \<subseteq> pts` unfolding avoid_def
+ apply (elim holomorphic_on_subset)
+ by auto
+ then have inv_holo:"(inverse o f) holomorphic_on ball p e1 - {p}"
+ unfolding comp_def
+ apply (elim holomorphic_on_inverse)
+ using e pts_def ball_subset_cball unfolding avoid_def by blast
+ moreover have "isCont (inverse o f) p"
+ using `p\<in>poles` poles unfolding is_pole_def by auto
+ ultimately show "(inverse o f) holomorphic_on ball p e1"
+ apply (elim no_isolated_singularity[rotated])
+ apply (auto simp add:continuous_on_eq_continuous_at[of "ball p e1",simplified])
+ using field_differentiable_imp_continuous_at inv_holo
+ holomorphic_on_imp_differentiable_at unfolding comp_def
+ by fastforce
+ qed
+ moreover have "f p = 0" using `p\<in>poles` poles unfolding is_pole_def by auto
+ moreover have "\<exists>w\<in>ball p e1. f w \<noteq> 0"
+ proof -
+ def p'\<equiv>"p+e1/2"
+ have "p'\<in>ball p e1" and "p'\<noteq>p" using `e1>0` unfolding p'_def by (auto simp add:dist_norm)
+ then show "\<exists>w\<in>ball p e1. f w \<noteq> 0" using e unfolding avoid_def
+ apply (rule_tac x=p' in bexI)
+ by (auto simp add:pts_def)
+ qed
+ ultimately obtain r where
+ "0 < po" "r>0"
+ "cball p r \<subseteq> ball p e1" and
+ pp_holo:"pp holomorphic_on cball p r" and
+ pp_po:"(\<forall>w\<in>cball p r. f w = pp w / (w - p) ^ po \<and> pp w \<noteq> 0)"
+ using porder_exist[of "ball p e1" p f,simplified,OF `e1>0`] unfolding po_def pp_def
+ by auto
+ def e2\<equiv>"r/2"
+ have "e2>0" using `r>0` unfolding e2_def by auto
+ def anal\<equiv>"\<lambda>w. deriv pp w * h w / pp w" and prin\<equiv>"\<lambda>w. - of_nat po * h w / (w - p)"
+ have "((\<lambda>w. prin w + anal w) has_contour_integral - c * po * h p) (circlepath p e2)"
+ proof (rule has_contour_integral_add[of _ _ _ _ 0,simplified])
+ have "ball p r \<subseteq> s"
+ using \<open>cball p r \<subseteq> ball p e1\<close> avoid_def ball_subset_cball e by blast
+ then have "cball p e2 \<subseteq> s"
+ using `r>0` unfolding e2_def by auto
+ then have "(\<lambda>w. - of_nat po * h w) holomorphic_on cball p e2"
+ using h_holo
+ by (auto intro!: holomorphic_intros)
+ then show "(prin has_contour_integral - c * of_nat po * h p ) (circlepath p e2)"
+ using Cauchy_integral_circlepath_simple[folded c_def, of "\<lambda>w. - of_nat po * h w"]
+ `e2>0`
+ unfolding prin_def
+ by (auto simp add: mult.assoc)
+ have "anal holomorphic_on ball p r" unfolding anal_def
+ using pp_holo h_holo pp_po `ball p r \<subseteq> s`
+ by (auto intro!: holomorphic_intros)
+ then show "(anal has_contour_integral 0) (circlepath p e2)"
+ using e2_def `r>0`
+ by (auto elim!: Cauchy_theorem_disc_simple)
+ qed
+ then have "cont_pole ff' p e2" unfolding cont_pole_def po_def
+ proof (elim has_contour_integral_eq)
+ fix w assume "w \<in> path_image (circlepath p e2)"
+ then have "w\<in>ball p r" and "w\<noteq>p" unfolding e2_def using `r>0` by auto
+ def wp\<equiv>"w-p"
+ have "wp\<noteq>0" and "pp w \<noteq>0"
+ unfolding wp_def using `w\<noteq>p` `w\<in>ball p r` pp_po by auto
+ moreover have der_f':"deriv f' w = - po * pp w / (w-p)^(po+1) + deriv pp w / (w-p)^po"
+ proof (rule DERIV_imp_deriv)
+ def der \<equiv> "- po * pp w / (w-p)^(po+1) + deriv pp w / (w-p)^po"
+ have po:"po = Suc (po - Suc 0) " using `po>0` by auto
+ have "(pp has_field_derivative (deriv pp w)) (at w)"
+ using DERIV_deriv_iff_field_differentiable `w\<in>ball p r`
+ holomorphic_on_imp_differentiable_at[of _ "ball p r"]
+ holomorphic_on_subset [OF pp_holo ball_subset_cball]
+ by (metis open_ball)
+ then show "(f' has_field_derivative der) (at w)"
+ using `w\<noteq>p` `po>0` unfolding der_def f'_def
+ apply (auto intro!: derivative_eq_intros simp add:field_simps)
+ apply (subst (4) po)
+ apply (subst power_Suc)
+ by (auto simp add:field_simps)
+ qed
+ ultimately show "prin w + anal w = ff' w"
+ unfolding ff'_def prin_def anal_def
+ apply simp
+ apply (unfold f'_def)
+ apply (fold wp_def)
+ by (auto simp add:field_simps)
+ qed
+ then have "cont_pole ff p e2" unfolding cont_pole_def
+ proof (elim has_contour_integral_eq)
+ fix w assume "w \<in> path_image (circlepath p e2)"
+ then have "w\<in>ball p r" and "w\<noteq>p" unfolding e2_def using `r>0` by auto
+ have "deriv f' w = deriv f w"
+ proof (rule complex_derivative_transform_within_open[where s="ball p r - {p}"])
+ show "f' holomorphic_on ball p r - {p}" unfolding f'_def using pp_holo
+ by (auto intro!: holomorphic_intros)
+ next
+ have "ball p e1 - {p} \<subseteq> s - poles"
+ using avoid_def ball_subset_cball e \<open>poles \<subseteq> pts\<close> by auto
+ then have "ball p r - {p} \<subseteq> s - poles" using `cball p r \<subseteq> ball p e1`
+ using ball_subset_cball by blast
+ then show "f holomorphic_on ball p r - {p}" using f_holo
+ by auto
+ next
+ show "open (ball p r - {p})" by auto
+ next
+ show "w \<in> ball p r - {p}" using `w\<in>ball p r` `w\<noteq>p` by auto
+ next
+ fix x assume "x \<in> ball p r - {p}"
+ then show "f' x = f x"
+ using pp_po unfolding f'_def by auto
+ qed
+ moreover have " f' w = f w "
+ using \<open>w \<in> ball p r\<close> ball_subset_cball subset_iff pp_po unfolding f'_def by auto
+ ultimately show "ff' w = ff w"
+ unfolding ff'_def ff_def by simp
+ qed
+ moreover have "cball p e2 \<subseteq> ball p e1"
+ using \<open>0 < r\<close> \<open>cball p r \<subseteq> ball p e1\<close> e2_def by auto
+ ultimately show ?thesis using `e2>0` by auto
+ qed
+ then obtain e2 where e2:"p\<in>poles \<longrightarrow> e2>0 \<and> cball p e2 \<subseteq> ball p e1 \<and> cont_pole ff p e2"
+ by auto
+ have "\<exists>e3>0. cball p e3 \<subseteq> ball p e1 \<and> cont_zero ff p e3"
+ when "p\<in>zeros"
+ proof -
+ def zo\<equiv>"zorder f p"
+ def zp\<equiv>"zer_poly f p"
+ def f'\<equiv>"\<lambda>w. zp w * (w - p) ^ zo"
+ def ff'\<equiv>"(\<lambda>x. deriv f' x * h x / f' x)"
+ have "f holomorphic_on ball p e1"
+ proof -
+ have "ball p e1 \<subseteq> s - poles"
+ using \<open>poles \<subseteq> pts\<close> avoid_def ball_subset_cball e that zeros_def by fastforce
+ thus ?thesis using f_holo by auto
+ qed
+ moreover have "f p = 0" using `p\<in>zeros`
+ using DiffD1 mem_Collect_eq pts_def zeros_def by blast
+ moreover have "\<exists>w\<in>ball p e1. f w \<noteq> 0"
+ proof -
+ def p'\<equiv>"p+e1/2"
+ have "p'\<in>ball p e1" and "p'\<noteq>p" using `e1>0` unfolding p'_def by (auto simp add:dist_norm)
+ then show "\<exists>w\<in>ball p e1. f w \<noteq> 0" using e unfolding avoid_def
+ apply (rule_tac x=p' in bexI)
+ by (auto simp add:pts_def)
+ qed
+ ultimately obtain r where
+ "0 < zo" "r>0"
+ "cball p r \<subseteq> ball p e1" and
+ pp_holo:"zp holomorphic_on cball p r" and
+ pp_po:"(\<forall>w\<in>cball p r. f w = zp w * (w - p) ^ zo \<and> zp w \<noteq> 0)"
+ using zorder_exist[of "ball p e1" p f,simplified,OF `e1>0`] unfolding zo_def zp_def
+ by auto
+ def e2\<equiv>"r/2"
+ have "e2>0" using `r>0` unfolding e2_def by auto
+ def anal\<equiv>"\<lambda>w. deriv zp w * h w / zp w" and prin\<equiv>"\<lambda>w. of_nat zo * h w / (w - p)"
+ have "((\<lambda>w. prin w + anal w) has_contour_integral c * zo * h p) (circlepath p e2)"
+ proof (rule has_contour_integral_add[of _ _ _ _ 0,simplified])
+ have "ball p r \<subseteq> s"
+ using \<open>cball p r \<subseteq> ball p e1\<close> avoid_def ball_subset_cball e by blast
+ then have "cball p e2 \<subseteq> s"
+ using `r>0` unfolding e2_def by auto
+ then have "(\<lambda>w. of_nat zo * h w) holomorphic_on cball p e2"
+ using h_holo
+ by (auto intro!: holomorphic_intros)
+ then show "(prin has_contour_integral c * of_nat zo * h p ) (circlepath p e2)"
+ using Cauchy_integral_circlepath_simple[folded c_def, of "\<lambda>w. of_nat zo * h w"]
+ `e2>0`
+ unfolding prin_def
+ by (auto simp add: mult.assoc)
+ have "anal holomorphic_on ball p r" unfolding anal_def
+ using pp_holo h_holo pp_po `ball p r \<subseteq> s`
+ by (auto intro!: holomorphic_intros)
+ then show "(anal has_contour_integral 0) (circlepath p e2)"
+ using e2_def `r>0`
+ by (auto elim!: Cauchy_theorem_disc_simple)
+ qed
+ then have "cont_zero ff' p e2" unfolding cont_zero_def zo_def
+ proof (elim has_contour_integral_eq)
+ fix w assume "w \<in> path_image (circlepath p e2)"
+ then have "w\<in>ball p r" and "w\<noteq>p" unfolding e2_def using `r>0` by auto
+ def wp\<equiv>"w-p"
+ have "wp\<noteq>0" and "zp w \<noteq>0"
+ unfolding wp_def using `w\<noteq>p` `w\<in>ball p r` pp_po by auto
+ moreover have der_f':"deriv f' w = zo * zp w * (w-p)^(zo-1) + deriv zp w * (w-p)^zo"
+ proof (rule DERIV_imp_deriv)
+ def der\<equiv>"zo * zp w * (w-p)^(zo-1) + deriv zp w * (w-p)^zo"
+ have po:"zo = Suc (zo - Suc 0) " using `zo>0` by auto
+ have "(zp has_field_derivative (deriv zp w)) (at w)"
+ using DERIV_deriv_iff_field_differentiable `w\<in>ball p r`
+ holomorphic_on_imp_differentiable_at[of _ "ball p r"]
+ holomorphic_on_subset [OF pp_holo ball_subset_cball]
+ by (metis open_ball)
+ then show "(f' has_field_derivative der) (at w)"
+ using `w\<noteq>p` `zo>0` unfolding der_def f'_def
+ by (auto intro!: derivative_eq_intros simp add:field_simps)
+ qed
+ ultimately show "prin w + anal w = ff' w"
+ unfolding ff'_def prin_def anal_def
+ apply simp
+ apply (unfold f'_def)
+ apply (fold wp_def)
+ apply (auto simp add:field_simps)
+ by (metis Suc_diff_Suc minus_nat.diff_0 power_Suc)
+ qed
+ then have "cont_zero ff p e2" unfolding cont_zero_def
+ proof (elim has_contour_integral_eq)
+ fix w assume "w \<in> path_image (circlepath p e2)"
+ then have "w\<in>ball p r" and "w\<noteq>p" unfolding e2_def using `r>0` by auto
+ have "deriv f' w = deriv f w"
+ proof (rule complex_derivative_transform_within_open[where s="ball p r - {p}"])
+ show "f' holomorphic_on ball p r - {p}" unfolding f'_def using pp_holo
+ by (auto intro!: holomorphic_intros)
+ next
+ have "ball p e1 - {p} \<subseteq> s - poles"
+ using avoid_def ball_subset_cball e \<open>poles \<subseteq> pts\<close> by auto
+ then have "ball p r - {p} \<subseteq> s - poles" using `cball p r \<subseteq> ball p e1`
+ using ball_subset_cball by blast
+ then show "f holomorphic_on ball p r - {p}" using f_holo
+ by auto
+ next
+ show "open (ball p r - {p})" by auto
+ next
+ show "w \<in> ball p r - {p}" using `w\<in>ball p r` `w\<noteq>p` by auto
+ next
+ fix x assume "x \<in> ball p r - {p}"
+ then show "f' x = f x"
+ using pp_po unfolding f'_def by auto
+ qed
+ moreover have " f' w = f w "
+ using \<open>w \<in> ball p r\<close> ball_subset_cball subset_iff pp_po unfolding f'_def by auto
+ ultimately show "ff' w = ff w"
+ unfolding ff'_def ff_def by simp
+ qed
+ moreover have "cball p e2 \<subseteq> ball p e1"
+ using \<open>0 < r\<close> \<open>cball p r \<subseteq> ball p e1\<close> e2_def by auto
+ ultimately show ?thesis using `e2>0` by auto
+ qed
+ then obtain e3 where e3:"p\<in>zeros \<longrightarrow> e3>0 \<and> cball p e3 \<subseteq> ball p e1 \<and> cont_zero ff p e3"
+ by auto
+ def e4\<equiv>"if p\<in>poles then e2 else if p\<in>zeros then e3 else e1"
+ have "e4>0" using e2 e3 `e1>0` unfolding e4_def by auto
+ moreover have "avoid p e4" using e2 e3 `e1>0` e unfolding e4_def avoid_def by auto
+ moreover have "p\<in>poles \<longrightarrow> cont_pole ff p e4" and "p\<in>zeros \<longrightarrow> cont_zero ff p e4"
+ by (auto simp add: e2 e3 e4_def pts_def zeros_def)
+ ultimately show ?thesis by auto
+ qed
+ then obtain get_e where get_e:"\<forall>p\<in>s. get_e p>0 \<and> avoid p (get_e p)
+ \<and> (p\<in>poles \<longrightarrow> cont_pole ff p (get_e p)) \<and> (p\<in>zeros \<longrightarrow> cont_zero ff p (get_e p))"
+ by metis
+ def cont\<equiv>"\<lambda>p. contour_integral (circlepath p (get_e p)) ff"
+ def w\<equiv>"\<lambda>p. winding_number g p"
+ have "contour_integral g ff = (\<Sum>p\<in>pts. w p * cont p)"
+ unfolding cont_def w_def
+ proof (rule Cauchy_theorem_singularities[OF `open s` connected finite _ `valid_path g` loop
+ path_img homo])
+ have "open (s - pts)" using open_Diff[OF _ finite_imp_closed[OF finite]] `open s` by auto
+ then show "ff holomorphic_on s - pts" unfolding ff_def using f_holo `poles \<subseteq> pts` h_holo
+ by (auto intro!: holomorphic_intros simp add:pts_def)
+ next
+ show "\<forall>p\<in>s. 0 < get_e p \<and> (\<forall>w\<in>cball p (get_e p). w \<in> s \<and> (w \<noteq> p \<longrightarrow> w \<notin> pts))"
+ using get_e using avoid_def by blast
+ qed
+ also have "... = (\<Sum>p\<in>zeros. w p * cont p) + (\<Sum>p\<in>poles. w p * cont p)"
+ using `finite pts` unfolding `pts=zeros \<union> poles`
+ apply (subst setsum.union_disjoint)
+ by (auto simp add:zeros_def)
+ also have "... = c * ((\<Sum>p\<in>zeros. w p * h p * zorder f p) - (\<Sum>p\<in>poles. w p * h p * porder f p))"
+ proof -
+ have "(\<Sum>p\<in>zeros. w p * cont p) = (\<Sum>p\<in>zeros. c * w p * h p * zorder f p)"
+ proof (rule setsum.cong[of zeros zeros,simplified])
+ fix p assume "p \<in> zeros"
+ show "w p * cont p = c * w p * h p * (zorder f p)"
+ proof (cases "p\<in>s")
+ assume "p \<in> s"
+ have "cont p = c * h p * (zorder f p)" unfolding cont_def
+ apply (rule contour_integral_unique)
+ using get_e `p\<in>s` `p\<in>zeros` unfolding cont_zero_def
+ by (metis mult.assoc mult.commute)
+ thus ?thesis by auto
+ next
+ assume "p\<notin>s"
+ then have "w p=0" using homo unfolding w_def by auto
+ then show ?thesis by auto
+ qed
+ qed
+ then have "(\<Sum>p\<in>zeros. w p * cont p) = c * (\<Sum>p\<in>zeros. w p * h p * zorder f p)"
+ apply (subst setsum_right_distrib)
+ by (simp add:algebra_simps)
+ moreover have "(\<Sum>p\<in>poles. w p * cont p) = (\<Sum>p\<in>poles. - c * w p * h p * porder f p)"
+ proof (rule setsum.cong[of poles poles,simplified])
+ fix p assume "p \<in> poles"
+ show "w p * cont p = - c * w p * h p * (porder f p)"
+ proof (cases "p\<in>s")
+ assume "p \<in> s"
+ have "cont p = - c * h p * (porder f p)" unfolding cont_def
+ apply (rule contour_integral_unique)
+ using get_e `p\<in>s` `p\<in>poles` unfolding cont_pole_def
+ by (metis mult.assoc mult.commute)
+ thus ?thesis by auto
+ next
+ assume "p\<notin>s"
+ then have "w p=0" using homo unfolding w_def by auto
+ then show ?thesis by auto
+ qed
+ qed
+ then have "(\<Sum>p\<in>poles. w p * cont p) = - c * (\<Sum>p\<in>poles. w p * h p * porder f p)"
+ apply (subst setsum_right_distrib)
+ by (simp add:algebra_simps)
+ ultimately show ?thesis by (simp add: right_diff_distrib)
+ qed
+ finally show ?thesis unfolding w_def ff_def c_def by auto
+qed
+
+lemma holomorphic_imp_diff_on:
+ assumes f_holo:"f holomorphic_on s" and "open s"
+ shows "f differentiable_on s"
+proof (rule differentiable_at_imp_differentiable_on)
+ fix x assume "x\<in>s"
+ obtain f' where "(f has_field_derivative f') (at x) "
+ using holomorphic_on_imp_differentiable_at[OF f_holo `open s` `x\<in>s`]
+ unfolding field_differentiable_def by auto
+ then have " (f has_derivative op * f') (at x)"
+ using has_field_derivative_imp_has_derivative[of f f' "at x"] by auto
+ then show "f differentiable at x" using differentiableI by auto
+qed
+
+theorem Rouche_theorem:
+ fixes f g::"complex \<Rightarrow> complex" and s:: "complex set"
+ defines "fg\<equiv>(\<lambda>p. f p+ g p)"
+ defines "zeros_fg\<equiv>{p. fg p =0}" and "zeros_f\<equiv>{p. f p=0}"
+ assumes
+ "open s" and
+ connected_fg:"connected (s- zeros_fg)" and
+ connected_f:"connected (s- zeros_f)" and
+ "finite zeros_fg" and
+ "finite zeros_f" and
+ f_holo:"f holomorphic_on s" and
+ g_holo:"g holomorphic_on s" and
+ "valid_path \<gamma>" and
+ loop:"pathfinish \<gamma> = pathstart \<gamma>" and
+ path_img:"path_image \<gamma> \<subseteq> s " and
+ path_less:"\<forall>z\<in>path_image \<gamma>. cmod(f z) > cmod(g z)" and
+ homo:"\<forall>z. (z \<notin> s) \<longrightarrow> winding_number \<gamma> z = 0"
+ shows "(\<Sum>p\<in>zeros_fg. winding_number \<gamma> p * zorder fg p)
+ = (\<Sum>p\<in>zeros_f. winding_number \<gamma> p * zorder f p)"
+proof -
+ have path_fg:"path_image \<gamma> \<subseteq> s - zeros_fg"
+ proof -
+ have False when "z\<in>path_image \<gamma>" and "f z + g z=0" for z
+ proof -
+ have "cmod (f z) > cmod (g z)" using `z\<in>path_image \<gamma>` path_less by auto
+ moreover have "f z = - g z" using `f z + g z =0` by (simp add: eq_neg_iff_add_eq_0)
+ then have "cmod (f z) = cmod (g z)" by auto
+ ultimately show False by auto
+ qed
+ then show ?thesis unfolding zeros_fg_def fg_def using path_img by auto
+ qed
+ have path_f:"path_image \<gamma> \<subseteq> s - zeros_f"
+ proof -
+ have False when "z\<in>path_image \<gamma>" and "f z =0" for z
+ proof -
+ have "cmod (g z) < cmod (f z) " using `z\<in>path_image \<gamma>` path_less by auto
+ then have "cmod (g z) < 0" using `f z=0` by auto
+ then show False by auto
+ qed
+ then show ?thesis unfolding zeros_f_def using path_img by auto
+ qed
+ def w\<equiv>"\<lambda>p. winding_number \<gamma> p"
+ def c\<equiv>"2 * complex_of_real pi * \<i>"
+ def h\<equiv>"\<lambda>p. g p / f p + 1"
+ obtain spikes
+ where "finite spikes" and spikes: "\<forall>x\<in>{0..1} - spikes. \<gamma> differentiable at x"
+ using `valid_path \<gamma>`
+ by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
+ have h_contour:"((\<lambda>x. deriv h x / h x) has_contour_integral 0) \<gamma>"
+ proof -
+ have outside_img:"0 \<in> outside (path_image (h o \<gamma>))"
+ proof -
+ have "h p \<in> ball 1 1" when "p\<in>path_image \<gamma>" for p
+ proof -
+ have "cmod (g p/f p) <1" using path_less[rule_format,OF that]
+ apply (cases "cmod (f p) = 0")
+ by (auto simp add: norm_divide)
+ then show ?thesis unfolding h_def by (auto simp add:dist_complex_def)
+ qed
+ then have "path_image (h o \<gamma>) \<subseteq> ball 1 1"
+ by (simp add: image_subset_iff path_image_compose)
+ moreover have " (0::complex) \<notin> ball 1 1" by (simp add: dist_norm)
+ ultimately show "?thesis"
+ using convex_in_outside[of "ball 1 1" "0::complex"]
+ apply (drule_tac outside_mono)
+ by auto
+ qed
+ have valid_h:"valid_path (h \<circ> \<gamma>)"
+ proof (rule valid_path_compose_holomorphic[OF `valid_path \<gamma>` _ _ path_f])
+ show "h holomorphic_on s - zeros_f"
+ unfolding h_def using f_holo g_holo
+ by (auto intro!: holomorphic_intros simp add:zeros_f_def)
+ next
+ show "open (s - zeros_f)" using `finite zeros_f` `open s` finite_imp_closed
+ by auto
+ qed
+ have "((\<lambda>z. 1/z) has_contour_integral 0) (h \<circ> \<gamma>)"
+ proof -
+ have "0 \<notin> path_image (h \<circ> \<gamma>)" using outside_img by (simp add: outside_def)
+ then have "((\<lambda>z. 1/z) has_contour_integral c * winding_number (h \<circ> \<gamma>) 0) (h \<circ> \<gamma>)"
+ using has_contour_integral_winding_number[of "h o \<gamma>" 0,simplified] valid_h
+ unfolding c_def by auto
+ moreover have "winding_number (h o \<gamma>) 0 = 0"
+ proof -
+ have "0 \<in> outside (path_image (h \<circ> \<gamma>))" using outside_img .
+ moreover have "path (h o \<gamma>)"
+ using valid_h by auto
+ moreover have "pathfinish (h o \<gamma>) = pathstart (h o \<gamma>)"
+ by (simp add: loop pathfinish_compose pathstart_compose)
+ ultimately show ?thesis using winding_number_zero_in_outside by auto
+ qed
+ ultimately show ?thesis by auto
+ qed
+ moreover have "vector_derivative (h \<circ> \<gamma>) (at x) = vector_derivative \<gamma> (at x) * deriv h (\<gamma> x)"
+ when "x\<in>{0..1} - spikes" for x
+ proof (rule vector_derivative_chain_at_general)
+ show "\<gamma> differentiable at x" using that `valid_path \<gamma>` spikes by auto
+ next
+ def der\<equiv>"\<lambda>p. (deriv g p * f p - g p * deriv f p)/(f p * f p)"
+ def t\<equiv>"\<gamma> x"
+ have "f t\<noteq>0" unfolding zeros_f_def t_def
+ by (metis DiffD1 image_eqI norm_not_less_zero norm_zero path_defs(4) path_less that)
+ moreover have "t\<in>s"
+ using contra_subsetD path_image_def path_fg t_def that by fastforce
+ ultimately have "(h has_field_derivative der t) (at t)"
+ unfolding h_def der_def using g_holo f_holo
+ apply (auto intro!: derivative_eq_intros)
+ by (auto simp add: DERIV_deriv_iff_field_differentiable
+ holomorphic_on_imp_differentiable_at[OF _ `open s`])
+ then show "\<exists>g'. (h has_field_derivative g') (at (\<gamma> x))" unfolding t_def by auto
+ qed
+ then have " (op / 1 has_contour_integral 0) (h \<circ> \<gamma>)
+ = ((\<lambda>x. deriv h x / h x) has_contour_integral 0) \<gamma>"
+ unfolding has_contour_integral
+ apply (intro has_integral_spike_eq[OF negligible_finite, OF `finite spikes`])
+ by auto
+ ultimately show ?thesis by auto
+ qed
+ then have "contour_integral \<gamma> (\<lambda>x. deriv h x / h x) = 0"
+ using contour_integral_unique by simp
+ moreover have "contour_integral \<gamma> (\<lambda>x. deriv fg x / fg x) = contour_integral \<gamma> (\<lambda>x. deriv f x / f x)
+ + contour_integral \<gamma> (\<lambda>p. deriv h p / h p)"
+ proof -
+ have "(\<lambda>p. deriv f p / f p) contour_integrable_on \<gamma>"
+ proof (rule contour_integrable_holomorphic_simple[OF _ _ `valid_path \<gamma>` path_f])
+ show "open (s - zeros_f)" using finite_imp_closed[OF `finite zeros_f`] `open s`
+ by auto
+ then show "(\<lambda>p. deriv f p / f p) holomorphic_on s - zeros_f"
+ using f_holo
+ by (auto intro!: holomorphic_intros simp add:zeros_f_def)
+ qed
+ moreover have "(\<lambda>p. deriv h p / h p) contour_integrable_on \<gamma>"
+ using h_contour
+ by (simp add: has_contour_integral_integrable)
+ ultimately have "contour_integral \<gamma> (\<lambda>x. deriv f x / f x + deriv h x / h x) =
+ contour_integral \<gamma> (\<lambda>p. deriv f p / f p) + contour_integral \<gamma> (\<lambda>p. deriv h p / h p)"
+ using contour_integral_add[of "(\<lambda>p. deriv f p / f p)" \<gamma> "(\<lambda>p. deriv h p / h p)" ]
+ by auto
+ moreover have "deriv fg p / fg p = deriv f p / f p + deriv h p / h p"
+ when "p\<in> path_image \<gamma>" for p
+ proof -
+ have "fg p\<noteq>0" and "f p\<noteq>0" using path_f path_fg that unfolding zeros_f_def zeros_fg_def
+ by auto
+ have "h p\<noteq>0"
+ proof (rule ccontr)
+ assume "\<not> h p \<noteq> 0"
+ then have "g p / f p= -1" unfolding h_def by (simp add: add_eq_0_iff2)
+ then have "cmod (g p/f p) = 1" by auto
+ moreover have "cmod (g p/f p) <1" using path_less[rule_format,OF that]
+ apply (cases "cmod (f p) = 0")
+ by (auto simp add: norm_divide)
+ ultimately show False by auto
+ qed
+ have der_fg:"deriv fg p = deriv f p + deriv g p" unfolding fg_def
+ using f_holo g_holo holomorphic_on_imp_differentiable_at[OF _ `open s`] path_img that
+ by (auto intro!: deriv_add)
+ have der_h:"deriv h p = (deriv g p * f p - g p * deriv f p)/(f p * f p)"
+ proof -
+ def der\<equiv>"\<lambda>p. (deriv g p * f p - g p * deriv f p)/(f p * f p)"
+ have "p\<in>s" using path_img that by auto
+ then have "(h has_field_derivative der p) (at p)"
+ unfolding h_def der_def using g_holo f_holo `f p\<noteq>0`
+ apply (auto intro!: derivative_eq_intros)
+ by (auto simp add: DERIV_deriv_iff_field_differentiable
+ holomorphic_on_imp_differentiable_at[OF _ `open s`])
+ then show ?thesis unfolding der_def using DERIV_imp_deriv by auto
+ qed
+ show ?thesis
+ apply (simp only:der_fg der_h)
+ apply (auto simp add:field_simps `h p\<noteq>0` `f p\<noteq>0` `fg p\<noteq>0`)
+ by (auto simp add:field_simps h_def `f p\<noteq>0` fg_def)
+ qed
+ then have "contour_integral \<gamma> (\<lambda>p. deriv fg p / fg p)
+ = contour_integral \<gamma> (\<lambda>p. deriv f p / f p + deriv h p / h p)"
+ by (elim contour_integral_eq)
+ ultimately show ?thesis by auto
+ qed
+ moreover have "contour_integral \<gamma> (\<lambda>x. deriv fg x / fg x) = c * (\<Sum>p\<in>zeros_fg. w p * zorder fg p)"
+ unfolding c_def zeros_fg_def w_def
+ proof (rule argument_principle[OF `open s` _ _ _ `valid_path \<gamma>` loop _ homo, of _ "{}" "\<lambda>_. 1",simplified])
+ show "connected (s - {p. fg p = 0})" using connected_fg unfolding zeros_fg_def .
+ show "fg holomorphic_on s" unfolding fg_def using f_holo g_holo holomorphic_on_add by auto
+ show "path_image \<gamma> \<subseteq> s - {p. fg p = 0}" using path_fg unfolding zeros_fg_def .
+ show " finite {p. fg p = 0}" using `finite zeros_fg` unfolding zeros_fg_def .
+ qed
+ moreover have "contour_integral \<gamma> (\<lambda>x. deriv f x / f x) = c * (\<Sum>p\<in>zeros_f. w p * zorder f p)"
+ unfolding c_def zeros_f_def w_def
+ proof (rule argument_principle[OF `open s` _ _ _ `valid_path \<gamma>` loop _ homo, of _ "{}" "\<lambda>_. 1",simplified])
+ show "connected (s - {p. f p = 0})" using connected_f unfolding zeros_f_def .
+ show "f holomorphic_on s" using f_holo g_holo holomorphic_on_add by auto
+ show "path_image \<gamma> \<subseteq> s - {p. f p = 0}" using path_f unfolding zeros_f_def .
+ show "finite {p. f p = 0}" using `finite zeros_f` unfolding zeros_f_def .
+ qed
+ ultimately have "c * (\<Sum>p\<in>zeros_fg. w p * (zorder fg p)) = c* (\<Sum>p\<in>zeros_f. w p * (zorder f p))"
+ by auto
+ then show ?thesis unfolding c_def using w_def by auto
+qed
+
end