section ‹Henstock-Kurzweil gauge integration in many dimensions.›
theory Henstock_Kurzweil_Integration
imports
Lebesgue_Measure Tagged_Division
begin
lemma conjunctD2: assumes "a ∧ b" shows a b using assms by auto
lemma norm_diff2: "⟦y = y1 + y2; x = x1 + x2; e = e1 + e2; norm(y1 - x1) ≤ e1; norm(y2 - x2) ≤ e2⟧
⟹ norm(y-x) ≤ e"
using norm_triangle_mono [of "y1 - x1" "e1" "y2 - x2" "e2"]
by (simp add: add_diff_add)
lemma setcomp_dot1: "{z. P (z ∙ (i,0))} = {(x,y). P(x ∙ i)}"
by auto
lemma setcomp_dot2: "{z. P (z ∙ (0,i))} = {(x,y). P(y ∙ i)}"
by auto
lemma Sigma_Int_Paircomp1: "(Sigma A B) ∩ {(x, y). P x} = Sigma (A ∩ {x. P x}) B"
by blast
lemma Sigma_Int_Paircomp2: "(Sigma A B) ∩ {(x, y). P y} = Sigma A (λz. B z ∩ {y. P y})"
by blast
subsection ‹Content (length, area, volume...) of an interval.›
abbreviation content :: "'a::euclidean_space set ⇒ real"
where "content s ≡ measure lborel s"
lemma content_cbox_cases:
"content (cbox a b) = (if ∀i∈Basis. a∙i ≤ b∙i then prod (λi. b∙i - a∙i) Basis else 0)"
by (simp add: measure_lborel_cbox_eq inner_diff)
lemma content_cbox: "∀i∈Basis. a∙i ≤ b∙i ⟹ content (cbox a b) = (∏i∈Basis. b∙i - a∙i)"
unfolding content_cbox_cases by simp
lemma content_cbox': "cbox a b ≠ {} ⟹ content (cbox a b) = (∏i∈Basis. b∙i - a∙i)"
by (simp add: box_ne_empty inner_diff)
lemma content_cbox_if: "content (cbox a b) = (if cbox a b = {} then 0 else ∏i∈Basis. b∙i - a∙i)"
by (simp add: content_cbox')
lemma content_division_of:
assumes "K ∈ 𝒟" "𝒟 division_of S"
shows "content K = (∏i ∈ Basis. interval_upperbound K ∙ i - interval_lowerbound K ∙ i)"
proof -
obtain a b where "K = cbox a b"
using cbox_division_memE assms by metis
then show ?thesis
using assms by (force simp: division_of_def content_cbox')
qed
lemma content_real: "a ≤ b ⟹ content {a..b} = b - a"
by simp
lemma abs_eq_content: "¦y - x¦ = (if x≤y then content {x..y} else content {y..x})"
by (auto simp: content_real)
lemma content_singleton: "content {a} = 0"
by simp
lemma content_unit[iff]: "content (cbox 0 (One::'a::euclidean_space)) = 1"
by simp
lemma content_pos_le [iff]: "0 ≤ content X"
by simp
corollary content_nonneg [simp]: "~ content (cbox a b) < 0"
using not_le by blast
lemma content_pos_lt: "∀i∈Basis. a∙i < b∙i ⟹ 0 < content (cbox a b)"
by (auto simp: less_imp_le inner_diff box_eq_empty intro!: prod_pos)
lemma content_eq_0: "content (cbox a b) = 0 ⟷ (∃i∈Basis. b∙i ≤ a∙i)"
by (auto simp: content_cbox_cases not_le intro: less_imp_le antisym eq_refl)
lemma content_eq_0_interior: "content (cbox a b) = 0 ⟷ interior(cbox a b) = {}"
unfolding content_eq_0 interior_cbox box_eq_empty by auto
lemma content_pos_lt_eq: "0 < content (cbox a (b::'a::euclidean_space)) ⟷ (∀i∈Basis. a∙i < b∙i)"
by (auto simp add: content_cbox_cases less_le prod_nonneg)
lemma content_empty [simp]: "content {} = 0"
by simp
lemma content_real_if [simp]: "content {a..b} = (if a ≤ b then b - a else 0)"
by (simp add: content_real)
lemma content_subset: "cbox a b ⊆ cbox c d ⟹ content (cbox a b) ≤ content (cbox c d)"
unfolding measure_def
by (intro enn2real_mono emeasure_mono) (auto simp: emeasure_lborel_cbox_eq)
lemma content_lt_nz: "0 < content (cbox a b) ⟷ content (cbox a b) ≠ 0"
unfolding content_pos_lt_eq content_eq_0 unfolding not_ex not_le by fastforce
lemma content_Pair: "content (cbox (a,c) (b,d)) = content (cbox a b) * content (cbox c d)"
unfolding measure_lborel_cbox_eq Basis_prod_def
apply (subst prod.union_disjoint)
apply (auto simp: bex_Un ball_Un)
apply (subst (1 2) prod.reindex_nontrivial)
apply auto
done
lemma content_cbox_pair_eq0_D:
"content (cbox (a,c) (b,d)) = 0 ⟹ content (cbox a b) = 0 ∨ content (cbox c d) = 0"
by (simp add: content_Pair)
lemma content_0_subset: "content(cbox a b) = 0 ⟹ s ⊆ cbox a b ⟹ content s = 0"
using emeasure_mono[of s "cbox a b" lborel]
by (auto simp: measure_def enn2real_eq_0_iff emeasure_lborel_cbox_eq)
lemma content_split:
fixes a :: "'a::euclidean_space"
assumes "k ∈ Basis"
shows "content (cbox a b) = content(cbox a b ∩ {x. x∙k ≤ c}) + content(cbox a b ∩ {x. x∙k ≥ c})"
― ‹Prove using measure theory›
proof cases
note simps = interval_split[OF assms] content_cbox_cases
have *: "Basis = insert k (Basis - {k})" "⋀x. finite (Basis-{x})" "⋀x. x∉Basis-{x}"
using assms by auto
have *: "⋀X Y Z. (∏i∈Basis. Z i (if i = k then X else Y i)) = Z k X * (∏i∈Basis-{k}. Z i (Y i))"
"(∏i∈Basis. b∙i - a∙i) = (∏i∈Basis-{k}. b∙i - a∙i) * (b∙k - a∙k)"
apply (subst *(1))
defer
apply (subst *(1))
unfolding prod.insert[OF *(2-)]
apply auto
done
assume as: "∀i∈Basis. a ∙ i ≤ b ∙ i"
moreover
have "⋀x. min (b ∙ k) c = max (a ∙ k) c ⟹
x * (b∙k - a∙k) = x * (max (a ∙ k) c - a ∙ k) + x * (b ∙ k - max (a ∙ k) c)"
by (auto simp add: field_simps)
moreover
have **: "(∏i∈Basis. ((∑i∈Basis. (if i = k then min (b ∙ k) c else b ∙ i) *⇩R i) ∙ i - a ∙ i)) =
(∏i∈Basis. (if i = k then min (b ∙ k) c else b ∙ i) - a ∙ i)"
"(∏i∈Basis. b ∙ i - ((∑i∈Basis. (if i = k then max (a ∙ k) c else a ∙ i) *⇩R i) ∙ i)) =
(∏i∈Basis. b ∙ i - (if i = k then max (a ∙ k) c else a ∙ i))"
by (auto intro!: prod.cong)
have "¬ a ∙ k ≤ c ⟹ ¬ c ≤ b ∙ k ⟹ False"
unfolding not_le
using as[unfolded ,rule_format,of k] assms
by auto
ultimately show ?thesis
using assms
unfolding simps **
unfolding *(1)[of "λi x. b∙i - x"] *(1)[of "λi x. x - a∙i"]
unfolding *(2)
by auto
next
assume "¬ (∀i∈Basis. a ∙ i ≤ b ∙ i)"
then have "cbox a b = {}"
unfolding box_eq_empty by (auto simp: not_le)
then show ?thesis
by (auto simp: not_le)
qed
lemma division_of_content_0:
assumes "content (cbox a b) = 0" "d division_of (cbox a b)" "K ∈ d"
shows "content K = 0"
unfolding forall_in_division[OF assms(2)]
by (meson assms content_0_subset division_of_def)
lemma sum_content_null:
assumes "content (cbox a b) = 0"
and "p tagged_division_of (cbox a b)"
shows "(∑(x,K)∈p. content K *⇩R f x) = (0::'a::real_normed_vector)"
proof (rule sum.neutral, rule)
fix y
assume y: "y ∈ p"
obtain x K where xk: "y = (x, K)"
using surj_pair[of y] by blast
then obtain c d where k: "K = cbox c d" "K ⊆ cbox a b"
by (metis assms(2) tagged_division_ofD(3) tagged_division_ofD(4) y)
have "(λ(x',K'). content K' *⇩R f x') y = content K *⇩R f x"
unfolding xk by auto
also have "… = 0"
using assms(1) content_0_subset k(2) by auto
finally show "(λ(x, k). content k *⇩R f x) y = 0" .
qed
global_interpretation sum_content: operative plus 0 content
rewrites "comm_monoid_set.F plus 0 = sum"
proof -
interpret operative plus 0 content
by standard (auto simp add: content_split [symmetric] content_eq_0_interior)
show "operative plus 0 content"
by standard
show "comm_monoid_set.F plus 0 = sum"
by (simp add: sum_def)
qed
lemma additive_content_division: "d division_of (cbox a b) ⟹ sum content d = content (cbox a b)"
by (fact sum_content.division)
lemma additive_content_tagged_division:
"d tagged_division_of (cbox a b) ⟹ sum (λ(x,l). content l) d = content (cbox a b)"
by (fact sum_content.tagged_division)
lemma subadditive_content_division:
assumes "𝒟 division_of S" "S ⊆ cbox a b"
shows "sum content 𝒟 ≤ content(cbox a b)"
proof -
have "𝒟 division_of ⋃𝒟" "⋃𝒟 ⊆ cbox a b"
using assms by auto
then obtain 𝒟' where "𝒟 ⊆ 𝒟'" "𝒟' division_of cbox a b"
using partial_division_extend_interval by metis
then have "sum content 𝒟 ≤ sum content 𝒟'"
using sum_mono2 by blast
also have "... ≤ content(cbox a b)"
by (simp add: ‹𝒟' division_of cbox a b› additive_content_division less_eq_real_def)
finally show ?thesis .
qed
lemma content_real_eq_0: "content {a..b::real} = 0 ⟷ a ≥ b"
by (metis atLeastatMost_empty_iff2 content_empty content_real diff_self eq_iff le_cases le_iff_diff_le_0)
lemma property_empty_interval: "∀a b. content (cbox a b) = 0 ⟶ P (cbox a b) ⟹ P {}"
using content_empty unfolding empty_as_interval by auto
lemma interval_bounds_nz_content [simp]:
assumes "content (cbox a b) ≠ 0"
shows "interval_upperbound (cbox a b) = b"
and "interval_lowerbound (cbox a b) = a"
by (metis assms content_empty interval_bounds')+
subsection ‹Gauge integral›
text ‹Case distinction to define it first on compact intervals first, then use a limit. This is only
much later unified. In Fremlin: Measure Theory, Volume 4I this is generalized using residual sets.›
definition has_integral :: "('n::euclidean_space ⇒ 'b::real_normed_vector) ⇒ 'b ⇒ 'n set ⇒ bool"
(infixr "has'_integral" 46)
where "(f has_integral I) s ⟷
(if ∃a b. s = cbox a b
then ((λp. ∑(x,k)∈p. content k *⇩R f x) ⤏ I) (division_filter s)
else (∀e>0. ∃B>0. ∀a b. ball 0 B ⊆ cbox a b ⟶
(∃z. ((λp. ∑(x,k)∈p. content k *⇩R (if x ∈ s then f x else 0)) ⤏ z) (division_filter (cbox a b)) ∧
norm (z - I) < e)))"
lemma has_integral_cbox:
"(f has_integral I) (cbox a b) ⟷ ((λp. ∑(x,k)∈p. content k *⇩R f x) ⤏ I) (division_filter (cbox a b))"
by (auto simp add: has_integral_def)
lemma has_integral:
"(f has_integral y) (cbox a b) ⟷
(∀e>0. ∃γ. gauge γ ∧
(∀𝒟. 𝒟 tagged_division_of (cbox a b) ∧ γ fine 𝒟 ⟶
norm (sum (λ(x,k). content(k) *⇩R f x) 𝒟 - y) < e))"
by (auto simp: dist_norm eventually_division_filter has_integral_def tendsto_iff)
lemma has_integral_real:
"(f has_integral y) {a..b::real} ⟷
(∀e>0. ∃γ. gauge γ ∧
(∀𝒟. 𝒟 tagged_division_of {a..b} ∧ γ fine 𝒟 ⟶
norm (sum (λ(x,k). content(k) *⇩R f x) 𝒟 - y) < e))"
unfolding box_real[symmetric] by (rule has_integral)
lemma has_integralD[dest]:
assumes "(f has_integral y) (cbox a b)"
and "e > 0"
obtains γ
where "gauge γ"
and "⋀𝒟. 𝒟 tagged_division_of (cbox a b) ⟹ γ fine 𝒟 ⟹
norm ((∑(x,k)∈𝒟. content k *⇩R f x) - y) < e"
using assms unfolding has_integral by auto
lemma has_integral_alt:
"(f has_integral y) i ⟷
(if ∃a b. i = cbox a b
then (f has_integral y) i
else (∀e>0. ∃B>0. ∀a b. ball 0 B ⊆ cbox a b ⟶
(∃z. ((λx. if x ∈ i then f x else 0) has_integral z) (cbox a b) ∧ norm (z - y) < e)))"
by (subst has_integral_def) (auto simp add: has_integral_cbox)
lemma has_integral_altD:
assumes "(f has_integral y) i"
and "¬ (∃a b. i = cbox a b)"
and "e>0"
obtains B where "B > 0"
and "∀a b. ball 0 B ⊆ cbox a b ⟶
(∃z. ((λx. if x ∈ i then f(x) else 0) has_integral z) (cbox a b) ∧ norm(z - y) < e)"
using assms has_integral_alt[of f y i] by auto
definition integrable_on (infixr "integrable'_on" 46)
where "f integrable_on i ⟷ (∃y. (f has_integral y) i)"
definition "integral i f = (SOME y. (f has_integral y) i ∨ ~ f integrable_on i ∧ y=0)"
lemma integrable_integral[intro]: "f integrable_on i ⟹ (f has_integral (integral i f)) i"
unfolding integrable_on_def integral_def by (metis (mono_tags, lifting) someI_ex)
lemma not_integrable_integral: "~ f integrable_on i ⟹ integral i f = 0"
unfolding integrable_on_def integral_def by blast
lemma has_integral_integrable[dest]: "(f has_integral i) s ⟹ f integrable_on s"
unfolding integrable_on_def by auto
lemma has_integral_integral: "f integrable_on s ⟷ (f has_integral (integral s f)) s"
by auto
subsection ‹Basic theorems about integrals.›
lemma has_integral_eq_rhs: "(f has_integral j) S ⟹ i = j ⟹ (f has_integral i) S"
by (rule forw_subst)
lemma has_integral_unique_cbox:
fixes f :: "'n::euclidean_space ⇒ 'a::real_normed_vector"
shows "(f has_integral k1) (cbox a b) ⟹ (f has_integral k2) (cbox a b) ⟹ k1 = k2"
by (auto simp: has_integral_cbox intro: tendsto_unique[OF division_filter_not_empty])
lemma has_integral_unique:
fixes f :: "'n::euclidean_space ⇒ 'a::real_normed_vector"
assumes "(f has_integral k1) i" "(f has_integral k2) i"
shows "k1 = k2"
proof (rule ccontr)
let ?e = "norm (k1 - k2)/2"
let ?F = "(λx. if x ∈ i then f x else 0)"
assume "k1 ≠ k2"
then have e: "?e > 0"
by auto
have nonbox: "¬ (∃a b. i = cbox a b)"
using ‹k1 ≠ k2› assms has_integral_unique_cbox by blast
obtain B1 where B1:
"0 < B1"
"⋀a b. ball 0 B1 ⊆ cbox a b ⟹
∃z. (?F has_integral z) (cbox a b) ∧ norm (z - k1) < norm (k1 - k2)/2"
by (rule has_integral_altD[OF assms(1) nonbox,OF e]) blast
obtain B2 where B2:
"0 < B2"
"⋀a b. ball 0 B2 ⊆ cbox a b ⟹
∃z. (?F has_integral z) (cbox a b) ∧ norm (z - k2) < norm (k1 - k2)/2"
by (rule has_integral_altD[OF assms(2) nonbox,OF e]) blast
obtain a b :: 'n where ab: "ball 0 B1 ⊆ cbox a b" "ball 0 B2 ⊆ cbox a b"
by (metis Un_subset_iff bounded_Un bounded_ball bounded_subset_cbox)
obtain w where w: "(?F has_integral w) (cbox a b)" "norm (w - k1) < norm (k1 - k2)/2"
using B1(2)[OF ab(1)] by blast
obtain z where z: "(?F has_integral z) (cbox a b)" "norm (z - k2) < norm (k1 - k2)/2"
using B2(2)[OF ab(2)] by blast
have "z = w"
using has_integral_unique_cbox[OF w(1) z(1)] by auto
then have "norm (k1 - k2) ≤ norm (z - k2) + norm (w - k1)"
using norm_triangle_ineq4 [of "k1 - w" "k2 - z"]
by (auto simp add: norm_minus_commute)
also have "… < norm (k1 - k2)/2 + norm (k1 - k2)/2"
by (metis add_strict_mono z(2) w(2))
finally show False by auto
qed
lemma integral_unique [intro]: "(f has_integral y) k ⟹ integral k f = y"
unfolding integral_def
by (rule some_equality) (auto intro: has_integral_unique)
lemma eq_integralD: "integral k f = y ⟹ (f has_integral y) k ∨ ~ f integrable_on k ∧ y=0"
unfolding integral_def integrable_on_def
apply (erule subst)
apply (rule someI_ex)
by blast
lemma has_integral_const [intro]:
fixes a b :: "'a::euclidean_space"
shows "((λx. c) has_integral (content (cbox a b) *⇩R c)) (cbox a b)"
using eventually_division_filter_tagged_division[of "cbox a b"]
additive_content_tagged_division[of _ a b]
by (auto simp: has_integral_cbox split_beta' scaleR_sum_left[symmetric]
elim!: eventually_mono intro!: tendsto_cong[THEN iffD1, OF _ tendsto_const])
lemma has_integral_const_real [intro]:
fixes a b :: real
shows "((λx. c) has_integral (content {a..b} *⇩R c)) {a..b}"
by (metis box_real(2) has_integral_const)
lemma has_integral_integrable_integral: "(f has_integral i) s ⟷ f integrable_on s ∧ integral s f = i"
by blast
lemma integral_const [simp]:
fixes a b :: "'a::euclidean_space"
shows "integral (cbox a b) (λx. c) = content (cbox a b) *⇩R c"
by (rule integral_unique) (rule has_integral_const)
lemma integral_const_real [simp]:
fixes a b :: real
shows "integral {a..b} (λx. c) = content {a..b} *⇩R c"
by (metis box_real(2) integral_const)
lemma has_integral_is_0_cbox:
fixes f :: "'n::euclidean_space ⇒ 'a::real_normed_vector"
assumes "⋀x. x ∈ cbox a b ⟹ f x = 0"
shows "(f has_integral 0) (cbox a b)"
unfolding has_integral_cbox
using eventually_division_filter_tagged_division[of "cbox a b"] assms
by (subst tendsto_cong[where g="λ_. 0"])
(auto elim!: eventually_mono intro!: sum.neutral simp: tag_in_interval)
lemma has_integral_is_0:
fixes f :: "'n::euclidean_space ⇒ 'a::real_normed_vector"
assumes "⋀x. x ∈ S ⟹ f x = 0"
shows "(f has_integral 0) S"
proof (cases "(∃a b. S = cbox a b)")
case True with assms has_integral_is_0_cbox show ?thesis
by blast
next
case False
have *: "(λx. if x ∈ S then f x else 0) = (λx. 0)"
by (auto simp add: assms)
show ?thesis
using has_integral_is_0_cbox False
by (subst has_integral_alt) (force simp add: *)
qed
lemma has_integral_0[simp]: "((λx::'n::euclidean_space. 0) has_integral 0) S"
by (rule has_integral_is_0) auto
lemma has_integral_0_eq[simp]: "((λx. 0) has_integral i) S ⟷ i = 0"
using has_integral_unique[OF has_integral_0] by auto
lemma has_integral_linear_cbox:
fixes f :: "'n::euclidean_space ⇒ 'a::real_normed_vector"
assumes f: "(f has_integral y) (cbox a b)"
and h: "bounded_linear h"
shows "((h ∘ f) has_integral (h y)) (cbox a b)"
proof -
interpret bounded_linear h using h .
show ?thesis
unfolding has_integral_cbox using tendsto [OF f [unfolded has_integral_cbox]]
by (simp add: sum scaleR split_beta')
qed
lemma has_integral_linear:
fixes f :: "'n::euclidean_space ⇒ 'a::real_normed_vector"
assumes f: "(f has_integral y) S"
and h: "bounded_linear h"
shows "((h ∘ f) has_integral (h y)) S"
proof (cases "(∃a b. S = cbox a b)")
case True with f h has_integral_linear_cbox show ?thesis
by blast
next
case False
interpret bounded_linear h using h .
from pos_bounded obtain B where B: "0 < B" "⋀x. norm (h x) ≤ norm x * B"
by blast
let ?S = "λf x. if x ∈ S then f x else 0"
show ?thesis
proof (subst has_integral_alt, clarsimp simp: False)
fix e :: real
assume e: "e > 0"
have *: "0 < e/B" using e B(1) by simp
obtain M where M:
"M > 0"
"⋀a b. ball 0 M ⊆ cbox a b ⟹
∃z. (?S f has_integral z) (cbox a b) ∧ norm (z - y) < e/B"
using has_integral_altD[OF f False *] by blast
show "∃B>0. ∀a b. ball 0 B ⊆ cbox a b ⟶
(∃z. (?S(h ∘ f) has_integral z) (cbox a b) ∧ norm (z - h y) < e)"
proof (rule exI, intro allI conjI impI)
show "M > 0" using M by metis
next
fix a b::'n
assume sb: "ball 0 M ⊆ cbox a b"
obtain z where z: "(?S f has_integral z) (cbox a b)" "norm (z - y) < e/B"
using M(2)[OF sb] by blast
have *: "?S(h ∘ f) = h ∘ ?S f"
using zero by auto
show "∃z. (?S(h ∘ f) has_integral z) (cbox a b) ∧ norm (z - h y) < e"
apply (rule_tac x="h z" in exI)
apply (simp add: * has_integral_linear_cbox[OF z(1) h])
apply (metis B diff le_less_trans pos_less_divide_eq z(2))
done
qed
qed
qed
lemma has_integral_scaleR_left:
"(f has_integral y) S ⟹ ((λx. f x *⇩R c) has_integral (y *⇩R c)) S"
using has_integral_linear[OF _ bounded_linear_scaleR_left] by (simp add: comp_def)
lemma integrable_on_scaleR_left:
assumes "f integrable_on A"
shows "(λx. f x *⇩R y) integrable_on A"
using assms has_integral_scaleR_left unfolding integrable_on_def by blast
lemma has_integral_mult_left:
fixes c :: "_ :: real_normed_algebra"
shows "(f has_integral y) S ⟹ ((λx. f x * c) has_integral (y * c)) S"
using has_integral_linear[OF _ bounded_linear_mult_left] by (simp add: comp_def)
text‹The case analysis eliminates the condition @{term "f integrable_on S"} at the cost
of the type class constraint ‹division_ring››
corollary integral_mult_left [simp]:
fixes c:: "'a::{real_normed_algebra,division_ring}"
shows "integral S (λx. f x * c) = integral S f * c"
proof (cases "f integrable_on S ∨ c = 0")
case True then show ?thesis
by (force intro: has_integral_mult_left)
next
case False then have "~ (λx. f x * c) integrable_on S"
using has_integral_mult_left [of "(λx. f x * c)" _ S "inverse c"]
by (auto simp add: mult.assoc)
with False show ?thesis by (simp add: not_integrable_integral)
qed
corollary integral_mult_right [simp]:
fixes c:: "'a::{real_normed_field}"
shows "integral S (λx. c * f x) = c * integral S f"
by (simp add: mult.commute [of c])
corollary integral_divide [simp]:
fixes z :: "'a::real_normed_field"
shows "integral S (λx. f x / z) = integral S (λx. f x) / z"
using integral_mult_left [of S f "inverse z"]
by (simp add: divide_inverse_commute)
lemma has_integral_mult_right:
fixes c :: "'a :: real_normed_algebra"
shows "(f has_integral y) i ⟹ ((λx. c * f x) has_integral (c * y)) i"
using has_integral_linear[OF _ bounded_linear_mult_right] by (simp add: comp_def)
lemma has_integral_cmul: "(f has_integral k) S ⟹ ((λx. c *⇩R f x) has_integral (c *⇩R k)) S"
unfolding o_def[symmetric]
by (metis has_integral_linear bounded_linear_scaleR_right)
lemma has_integral_cmult_real:
fixes c :: real
assumes "c ≠ 0 ⟹ (f has_integral x) A"
shows "((λx. c * f x) has_integral c * x) A"
proof (cases "c = 0")
case True
then show ?thesis by simp
next
case False
from has_integral_cmul[OF assms[OF this], of c] show ?thesis
unfolding real_scaleR_def .
qed
lemma has_integral_neg: "(f has_integral k) S ⟹ ((λx. -(f x)) has_integral -k) S"
by (drule_tac c="-1" in has_integral_cmul) auto
lemma has_integral_neg_iff: "((λx. - f x) has_integral k) S ⟷ (f has_integral - k) S"
using has_integral_neg[of f "- k"] has_integral_neg[of "λx. - f x" k] by auto
lemma has_integral_add_cbox:
fixes f :: "'n::euclidean_space ⇒ 'a::real_normed_vector"
assumes "(f has_integral k) (cbox a b)" "(g has_integral l) (cbox a b)"
shows "((λx. f x + g x) has_integral (k + l)) (cbox a b)"
using assms
unfolding has_integral_cbox
by (simp add: split_beta' scaleR_add_right sum.distrib[abs_def] tendsto_add)
lemma has_integral_add:
fixes f :: "'n::euclidean_space ⇒ 'a::real_normed_vector"
assumes f: "(f has_integral k) S" and g: "(g has_integral l) S"
shows "((λx. f x + g x) has_integral (k + l)) S"
proof (cases "∃a b. S = cbox a b")
case True with has_integral_add_cbox assms show ?thesis
by blast
next
let ?S = "λf x. if x ∈ S then f x else 0"
case False
then show ?thesis
proof (subst has_integral_alt, clarsimp, goal_cases)
case (1 e)
then have e2: "e/2 > 0"
by auto
obtain Bf where "0 < Bf"
and Bf: "⋀a b. ball 0 Bf ⊆ cbox a b ⟹
∃z. (?S f has_integral z) (cbox a b) ∧ norm (z - k) < e/2"
using has_integral_altD[OF f False e2] by blast
obtain Bg where "0 < Bg"
and Bg: "⋀a b. ball 0 Bg ⊆ (cbox a b) ⟹
∃z. (?S g has_integral z) (cbox a b) ∧ norm (z - l) < e/2"
using has_integral_altD[OF g False e2] by blast
show ?case
proof (rule_tac x="max Bf Bg" in exI, clarsimp simp add: max.strict_coboundedI1 ‹0 < Bf›)
fix a b
assume "ball 0 (max Bf Bg) ⊆ cbox a (b::'n)"
then have fs: "ball 0 Bf ⊆ cbox a (b::'n)" and gs: "ball 0 Bg ⊆ cbox a (b::'n)"
by auto
obtain w where w: "(?S f has_integral w) (cbox a b)" "norm (w - k) < e/2"
using Bf[OF fs] by blast
obtain z where z: "(?S g has_integral z) (cbox a b)" "norm (z - l) < e/2"
using Bg[OF gs] by blast
have *: "⋀x. (if x ∈ S then f x + g x else 0) = (?S f x) + (?S g x)"
by auto
show "∃z. (?S(λx. f x + g x) has_integral z) (cbox a b) ∧ norm (z - (k + l)) < e"
apply (rule_tac x="w + z" in exI)
apply (simp add: has_integral_add_cbox[OF w(1) z(1), unfolded *[symmetric]])
using norm_triangle_ineq[of "w - k" "z - l"] w(2) z(2)
apply (auto simp add: field_simps)
done
qed
qed
qed
lemma has_integral_diff:
"(f has_integral k) S ⟹ (g has_integral l) S ⟹
((λx. f x - g x) has_integral (k - l)) S"
using has_integral_add[OF _ has_integral_neg, of f k S g l]
by (auto simp: algebra_simps)
lemma integral_0 [simp]:
"integral S (λx::'n::euclidean_space. 0::'m::real_normed_vector) = 0"
by (rule integral_unique has_integral_0)+
lemma integral_add: "f integrable_on S ⟹ g integrable_on S ⟹
integral S (λx. f x + g x) = integral S f + integral S g"
by (rule integral_unique) (metis integrable_integral has_integral_add)
lemma integral_cmul [simp]: "integral S (λx. c *⇩R f x) = c *⇩R integral S f"
proof (cases "f integrable_on S ∨ c = 0")
case True with has_integral_cmul integrable_integral show ?thesis
by fastforce
next
case False then have "~ (λx. c *⇩R f x) integrable_on S"
using has_integral_cmul [of "(λx. c *⇩R f x)" _ S "inverse c"] by auto
with False show ?thesis by (simp add: not_integrable_integral)
qed
lemma integral_neg [simp]: "integral S (λx. - f x) = - integral S f"
proof (cases "f integrable_on S")
case True then show ?thesis
by (simp add: has_integral_neg integrable_integral integral_unique)
next
case False then have "~ (λx. - f x) integrable_on S"
using has_integral_neg [of "(λx. - f x)" _ S ] by auto
with False show ?thesis by (simp add: not_integrable_integral)
qed
lemma integral_diff: "f integrable_on S ⟹ g integrable_on S ⟹
integral S (λx. f x - g x) = integral S f - integral S g"
by (rule integral_unique) (metis integrable_integral has_integral_diff)
lemma integrable_0: "(λx. 0) integrable_on S"
unfolding integrable_on_def using has_integral_0 by auto
lemma integrable_add: "f integrable_on S ⟹ g integrable_on S ⟹ (λx. f x + g x) integrable_on S"
unfolding integrable_on_def by(auto intro: has_integral_add)
lemma integrable_cmul: "f integrable_on S ⟹ (λx. c *⇩R f(x)) integrable_on S"
unfolding integrable_on_def by(auto intro: has_integral_cmul)
lemma integrable_on_cmult_iff:
fixes c :: real
assumes "c ≠ 0"
shows "(λx. c * f x) integrable_on S ⟷ f integrable_on S"
using integrable_cmul[of "λx. c * f x" S "1 / c"] integrable_cmul[of f S c] ‹c ≠ 0›
by auto
lemma integrable_on_cmult_left:
assumes "f integrable_on S"
shows "(λx. of_real c * f x) integrable_on S"
using integrable_cmul[of f S "of_real c"] assms
by (simp add: scaleR_conv_of_real)
lemma integrable_neg: "f integrable_on S ⟹ (λx. -f(x)) integrable_on S"
unfolding integrable_on_def by(auto intro: has_integral_neg)
lemma integrable_diff:
"f integrable_on S ⟹ g integrable_on S ⟹ (λx. f x - g x) integrable_on S"
unfolding integrable_on_def by(auto intro: has_integral_diff)
lemma integrable_linear:
"f integrable_on S ⟹ bounded_linear h ⟹ (h ∘ f) integrable_on S"
unfolding integrable_on_def by(auto intro: has_integral_linear)
lemma integral_linear:
"f integrable_on S ⟹ bounded_linear h ⟹ integral S (h ∘ f) = h (integral S f)"
apply (rule has_integral_unique [where i=S and f = "h ∘ f"])
apply (simp_all add: integrable_integral integrable_linear has_integral_linear )
done
lemma integral_component_eq[simp]:
fixes f :: "'n::euclidean_space ⇒ 'm::euclidean_space"
assumes "f integrable_on S"
shows "integral S (λx. f x ∙ k) = integral S f ∙ k"
unfolding integral_linear[OF assms(1) bounded_linear_inner_left,unfolded o_def] ..
lemma has_integral_sum:
assumes "finite T"
and "⋀a. a ∈ T ⟹ ((f a) has_integral (i a)) S"
shows "((λx. sum (λa. f a x) T) has_integral (sum i T)) S"
using assms(1) subset_refl[of T]
proof (induct rule: finite_subset_induct)
case empty
then show ?case by auto
next
case (insert x F)
with assms show ?case
by (simp add: has_integral_add)
qed
lemma integral_sum:
"⟦finite I; ⋀a. a ∈ I ⟹ f a integrable_on S⟧ ⟹
integral S (λx. ∑a∈I. f a x) = (∑a∈I. integral S (f a))"
by (simp add: has_integral_sum integrable_integral integral_unique)
lemma integrable_sum:
"⟦finite I; ⋀a. a ∈ I ⟹ f a integrable_on S⟧ ⟹ (λx. ∑a∈I. f a x) integrable_on S"
unfolding integrable_on_def using has_integral_sum[of I] by metis
lemma has_integral_eq:
assumes "⋀x. x ∈ s ⟹ f x = g x"
and "(f has_integral k) s"
shows "(g has_integral k) s"
using has_integral_diff[OF assms(2), of "λx. f x - g x" 0]
using has_integral_is_0[of s "λx. f x - g x"]
using assms(1)
by auto
lemma integrable_eq: "⟦f integrable_on s; ⋀x. x ∈ s ⟹ f x = g x⟧ ⟹ g integrable_on s"
unfolding integrable_on_def
using has_integral_eq[of s f g] has_integral_eq by blast
lemma has_integral_cong:
assumes "⋀x. x ∈ s ⟹ f x = g x"
shows "(f has_integral i) s = (g has_integral i) s"
using has_integral_eq[of s f g] has_integral_eq[of s g f] assms
by auto
lemma integral_cong:
assumes "⋀x. x ∈ s ⟹ f x = g x"
shows "integral s f = integral s g"
unfolding integral_def
by (metis (full_types, hide_lams) assms has_integral_cong integrable_eq)
lemma integrable_on_cmult_left_iff [simp]:
assumes "c ≠ 0"
shows "(λx. of_real c * f x) integrable_on s ⟷ f integrable_on s"
(is "?lhs = ?rhs")
proof
assume ?lhs
then have "(λx. of_real (1 / c) * (of_real c * f x)) integrable_on s"
using integrable_cmul[of "λx. of_real c * f x" s "1 / of_real c"]
by (simp add: scaleR_conv_of_real)
then have "(λx. (of_real (1 / c) * of_real c * f x)) integrable_on s"
by (simp add: algebra_simps)
with ‹c ≠ 0› show ?rhs
by (metis (no_types, lifting) integrable_eq mult.left_neutral nonzero_divide_eq_eq of_real_1 of_real_mult)
qed (blast intro: integrable_on_cmult_left)
lemma integrable_on_cmult_right:
fixes f :: "_ ⇒ 'b :: {comm_ring,real_algebra_1,real_normed_vector}"
assumes "f integrable_on s"
shows "(λx. f x * of_real c) integrable_on s"
using integrable_on_cmult_left [OF assms] by (simp add: mult.commute)
lemma integrable_on_cmult_right_iff [simp]:
fixes f :: "_ ⇒ 'b :: {comm_ring,real_algebra_1,real_normed_vector}"
assumes "c ≠ 0"
shows "(λx. f x * of_real c) integrable_on s ⟷ f integrable_on s"
using integrable_on_cmult_left_iff [OF assms] by (simp add: mult.commute)
lemma integrable_on_cdivide:
fixes f :: "_ ⇒ 'b :: real_normed_field"
assumes "f integrable_on s"
shows "(λx. f x / of_real c) integrable_on s"
by (simp add: integrable_on_cmult_right divide_inverse assms of_real_inverse [symmetric] del: of_real_inverse)
lemma integrable_on_cdivide_iff [simp]:
fixes f :: "_ ⇒ 'b :: real_normed_field"
assumes "c ≠ 0"
shows "(λx. f x / of_real c) integrable_on s ⟷ f integrable_on s"
by (simp add: divide_inverse assms of_real_inverse [symmetric] del: of_real_inverse)
lemma has_integral_null [intro]: "content(cbox a b) = 0 ⟹ (f has_integral 0) (cbox a b)"
unfolding has_integral_cbox
using eventually_division_filter_tagged_division[of "cbox a b"]
by (subst tendsto_cong[where g="λ_. 0"]) (auto elim: eventually_mono intro: sum_content_null)
lemma has_integral_null_real [intro]: "content {a..b::real} = 0 ⟹ (f has_integral 0) {a..b}"
by (metis box_real(2) has_integral_null)
lemma has_integral_null_eq[simp]: "content (cbox a b) = 0 ⟹ (f has_integral i) (cbox a b) ⟷ i = 0"
by (auto simp add: has_integral_null dest!: integral_unique)
lemma integral_null [simp]: "content (cbox a b) = 0 ⟹ integral (cbox a b) f = 0"
by (metis has_integral_null integral_unique)
lemma integrable_on_null [intro]: "content (cbox a b) = 0 ⟹ f integrable_on (cbox a b)"
by (simp add: has_integral_integrable)
lemma has_integral_empty[intro]: "(f has_integral 0) {}"
by (meson ex_in_conv has_integral_is_0)
lemma has_integral_empty_eq[simp]: "(f has_integral i) {} ⟷ i = 0"
by (auto simp add: has_integral_empty has_integral_unique)
lemma integrable_on_empty[intro]: "f integrable_on {}"
unfolding integrable_on_def by auto
lemma integral_empty[simp]: "integral {} f = 0"
by (rule integral_unique) (rule has_integral_empty)
lemma has_integral_refl[intro]:
fixes a :: "'a::euclidean_space"
shows "(f has_integral 0) (cbox a a)"
and "(f has_integral 0) {a}"
proof -
show "(f has_integral 0) (cbox a a)"
by (rule has_integral_null) simp
then show "(f has_integral 0) {a}"
by simp
qed
lemma integrable_on_refl[intro]: "f integrable_on cbox a a"
unfolding integrable_on_def by auto
lemma integral_refl [simp]: "integral (cbox a a) f = 0"
by (rule integral_unique) auto
lemma integral_singleton [simp]: "integral {a} f = 0"
by auto
lemma integral_blinfun_apply:
assumes "f integrable_on s"
shows "integral s (λx. blinfun_apply h (f x)) = blinfun_apply h (integral s f)"
by (subst integral_linear[symmetric, OF assms blinfun.bounded_linear_right]) (simp add: o_def)
lemma blinfun_apply_integral:
assumes "f integrable_on s"
shows "blinfun_apply (integral s f) x = integral s (λy. blinfun_apply (f y) x)"
by (metis (no_types, lifting) assms blinfun.prod_left.rep_eq integral_blinfun_apply integral_cong)
lemma has_integral_componentwise_iff:
fixes f :: "'a :: euclidean_space ⇒ 'b :: euclidean_space"
shows "(f has_integral y) A ⟷ (∀b∈Basis. ((λx. f x ∙ b) has_integral (y ∙ b)) A)"
proof safe
fix b :: 'b assume "(f has_integral y) A"
from has_integral_linear[OF this(1) bounded_linear_inner_left, of b]
show "((λx. f x ∙ b) has_integral (y ∙ b)) A" by (simp add: o_def)
next
assume "(∀b∈Basis. ((λx. f x ∙ b) has_integral (y ∙ b)) A)"
hence "∀b∈Basis. (((λx. x *⇩R b) ∘ (λx. f x ∙ b)) has_integral ((y ∙ b) *⇩R b)) A"
by (intro ballI has_integral_linear) (simp_all add: bounded_linear_scaleR_left)
hence "((λx. ∑b∈Basis. (f x ∙ b) *⇩R b) has_integral (∑b∈Basis. (y ∙ b) *⇩R b)) A"
by (intro has_integral_sum) (simp_all add: o_def)
thus "(f has_integral y) A" by (simp add: euclidean_representation)
qed
lemma has_integral_componentwise:
fixes f :: "'a :: euclidean_space ⇒ 'b :: euclidean_space"
shows "(⋀b. b ∈ Basis ⟹ ((λx. f x ∙ b) has_integral (y ∙ b)) A) ⟹ (f has_integral y) A"
by (subst has_integral_componentwise_iff) blast
lemma integrable_componentwise_iff:
fixes f :: "'a :: euclidean_space ⇒ 'b :: euclidean_space"
shows "f integrable_on A ⟷ (∀b∈Basis. (λx. f x ∙ b) integrable_on A)"
proof
assume "f integrable_on A"
then obtain y where "(f has_integral y) A" by (auto simp: integrable_on_def)
hence "(∀b∈Basis. ((λx. f x ∙ b) has_integral (y ∙ b)) A)"
by (subst (asm) has_integral_componentwise_iff)
thus "(∀b∈Basis. (λx. f x ∙ b) integrable_on A)" by (auto simp: integrable_on_def)
next
assume "(∀b∈Basis. (λx. f x ∙ b) integrable_on A)"
then obtain y where "∀b∈Basis. ((λx. f x ∙ b) has_integral y b) A"
unfolding integrable_on_def by (subst (asm) bchoice_iff) blast
hence "∀b∈Basis. (((λx. x *⇩R b) ∘ (λx. f x ∙ b)) has_integral (y b *⇩R b)) A"
by (intro ballI has_integral_linear) (simp_all add: bounded_linear_scaleR_left)
hence "((λx. ∑b∈Basis. (f x ∙ b) *⇩R b) has_integral (∑b∈Basis. y b *⇩R b)) A"
by (intro has_integral_sum) (simp_all add: o_def)
thus "f integrable_on A" by (auto simp: integrable_on_def o_def euclidean_representation)
qed
lemma integrable_componentwise:
fixes f :: "'a :: euclidean_space ⇒ 'b :: euclidean_space"
shows "(⋀b. b ∈ Basis ⟹ (λx. f x ∙ b) integrable_on A) ⟹ f integrable_on A"
by (subst integrable_componentwise_iff) blast
lemma integral_componentwise:
fixes f :: "'a :: euclidean_space ⇒ 'b :: euclidean_space"
assumes "f integrable_on A"
shows "integral A f = (∑b∈Basis. integral A (λx. (f x ∙ b) *⇩R b))"
proof -
from assms have integrable: "∀b∈Basis. (λx. x *⇩R b) ∘ (λx. (f x ∙ b)) integrable_on A"
by (subst (asm) integrable_componentwise_iff, intro integrable_linear ballI)
(simp_all add: bounded_linear_scaleR_left)
have "integral A f = integral A (λx. ∑b∈Basis. (f x ∙ b) *⇩R b)"
by (simp add: euclidean_representation)
also from integrable have "… = (∑a∈Basis. integral A (λx. (f x ∙ a) *⇩R a))"
by (subst integral_sum) (simp_all add: o_def)
finally show ?thesis .
qed
lemma integrable_component:
"f integrable_on A ⟹ (λx. f x ∙ (y :: 'b :: euclidean_space)) integrable_on A"
by (drule integrable_linear[OF _ bounded_linear_inner_left[of y]]) (simp add: o_def)
subsection ‹Cauchy-type criterion for integrability.›
proposition integrable_Cauchy:
fixes f :: "'n::euclidean_space ⇒ 'a::{real_normed_vector,complete_space}"
shows "f integrable_on cbox a b ⟷
(∀e>0. ∃γ. gauge γ ∧
(∀𝒟1 𝒟2. 𝒟1 tagged_division_of (cbox a b) ∧ γ fine 𝒟1 ∧
𝒟2 tagged_division_of (cbox a b) ∧ γ fine 𝒟2 ⟶
norm ((∑(x,K)∈𝒟1. content K *⇩R f x) - (∑(x,K)∈𝒟2. content K *⇩R f x)) < e))"
(is "?l = (∀e>0. ∃γ. ?P e γ)")
proof (intro iffI allI impI)
assume ?l
then obtain y
where y: "⋀e. e > 0 ⟹
∃γ. gauge γ ∧
(∀𝒟. 𝒟 tagged_division_of cbox a b ∧ γ fine 𝒟 ⟶
norm ((∑(x,K) ∈ 𝒟. content K *⇩R f x) - y) < e)"
by (auto simp: integrable_on_def has_integral)
show "∃γ. ?P e γ" if "e > 0" for e
proof -
have "e/2 > 0" using that by auto
with y obtain γ where "gauge γ"
and γ: "⋀𝒟. 𝒟 tagged_division_of cbox a b ∧ γ fine 𝒟 ⟹
norm ((∑(x,K)∈𝒟. content K *⇩R f x) - y) < e/2"
by meson
show ?thesis
apply (rule_tac x=γ in exI, clarsimp simp: ‹gauge γ›)
by (blast intro!: γ dist_triangle_half_l[where y=y,unfolded dist_norm])
qed
next
assume "∀e>0. ∃γ. ?P e γ"
then have "∀n::nat. ∃γ. ?P (1 / (n + 1)) γ"
by auto
then obtain γ :: "nat ⇒ 'n ⇒ 'n set" where γ:
"⋀m. gauge (γ m)"
"⋀m 𝒟1 𝒟2. ⟦𝒟1 tagged_division_of cbox a b;
γ m fine 𝒟1; 𝒟2 tagged_division_of cbox a b; γ m fine 𝒟2⟧
⟹ norm ((∑(x,K) ∈ 𝒟1. content K *⇩R f x) - (∑(x,K) ∈ 𝒟2. content K *⇩R f x))
< 1 / (m + 1)"
by metis
have "⋀n. gauge (λx. ⋂{γ i x |i. i ∈ {0..n}})"
apply (rule gauge_Inter)
using γ by auto
then have "∀n. ∃p. p tagged_division_of (cbox a b) ∧ (λx. ⋂{γ i x |i. i ∈ {0..n}}) fine p"
by (meson fine_division_exists)
then obtain p where p: "⋀z. p z tagged_division_of cbox a b"
"⋀z. (λx. ⋂{γ i x |i. i ∈ {0..z}}) fine p z"
by meson
have dp: "⋀i n. i≤n ⟹ γ i fine p n"
using p unfolding fine_Inter
using atLeastAtMost_iff by blast
have "Cauchy (λn. sum (λ(x,K). content K *⇩R (f x)) (p n))"
proof (rule CauchyI)
fix e::real
assume "0 < e"
then obtain N where "N ≠ 0" and N: "inverse (real N) < e"
using real_arch_inverse[of e] by blast
show "∃M. ∀m≥M. ∀n≥M. norm ((∑(x,K) ∈ p m. content K *⇩R f x) - (∑(x,K) ∈ p n. content K *⇩R f x)) < e"
proof (intro exI allI impI)
fix m n
assume mn: "N ≤ m" "N ≤ n"
have "norm ((∑(x,K) ∈ p m. content K *⇩R f x) - (∑(x,K) ∈ p n. content K *⇩R f x)) < 1 / (real N + 1)"
by (simp add: p(1) dp mn γ)
also have "... < e"
using N ‹N ≠ 0› ‹0 < e› by (auto simp: field_simps)
finally show "norm ((∑(x,K) ∈ p m. content K *⇩R f x) - (∑(x,K) ∈ p n. content K *⇩R f x)) < e" .
qed
qed
then obtain y where y: "∃no. ∀n≥no. norm ((∑(x,K) ∈ p n. content K *⇩R f x) - y) < r" if "r > 0" for r
by (auto simp: convergent_eq_Cauchy[symmetric] dest: LIMSEQ_D)
show ?l
unfolding integrable_on_def has_integral
proof (rule_tac x=y in exI, clarify)
fix e :: real
assume "e>0"
then have e2: "e/2 > 0" by auto
then obtain N1::nat where N1: "N1 ≠ 0" "inverse (real N1) < e/2"
using real_arch_inverse by blast
obtain N2::nat where N2: "⋀n. n ≥ N2 ⟹ norm ((∑(x,K) ∈ p n. content K *⇩R f x) - y) < e/2"
using y[OF e2] by metis
show "∃γ. gauge γ ∧
(∀𝒟. 𝒟 tagged_division_of (cbox a b) ∧ γ fine 𝒟 ⟶
norm ((∑(x,K) ∈ 𝒟. content K *⇩R f x) - y) < e)"
proof (intro exI conjI allI impI)
show "gauge (γ (N1+N2))"
using γ by auto
show "norm ((∑(x,K) ∈ q. content K *⇩R f x) - y) < e"
if "q tagged_division_of cbox a b ∧ γ (N1+N2) fine q" for q
proof (rule norm_triangle_half_r)
have "norm ((∑(x,K) ∈ p (N1+N2). content K *⇩R f x) - (∑(x,K) ∈ q. content K *⇩R f x))
< 1 / (real (N1+N2) + 1)"
by (rule γ; simp add: dp p that)
also have "... < e/2"
using N1 ‹0 < e› by (auto simp: field_simps intro: less_le_trans)
finally show "norm ((∑(x,K) ∈ p (N1+N2). content K *⇩R f x) - (∑(x,K) ∈ q. content K *⇩R f x)) < e/2" .
show "norm ((∑(x,K) ∈ p (N1+N2). content K *⇩R f x) - y) < e/2"
using N2 le_add_same_cancel2 by blast
qed
qed
qed
qed
subsection ‹Additivity of integral on abutting intervals.›
lemma tagged_division_split_left_inj_content:
assumes 𝒟: "𝒟 tagged_division_of S"
and "(x1, K1) ∈ 𝒟" "(x2, K2) ∈ 𝒟" "K1 ≠ K2" "K1 ∩ {x. x∙k ≤ c} = K2 ∩ {x. x∙k ≤ c}" "k ∈ Basis"
shows "content (K1 ∩ {x. x∙k ≤ c}) = 0"
proof -
from tagged_division_ofD(4)[OF 𝒟 ‹(x1, K1) ∈ 𝒟›] obtain a b where K1: "K1 = cbox a b"
by auto
then have "interior (K1 ∩ {x. x ∙ k ≤ c}) = {}"
by (metis tagged_division_split_left_inj assms)
then show ?thesis
unfolding K1 interval_split[OF ‹k ∈ Basis›] by (auto simp: content_eq_0_interior)
qed
lemma tagged_division_split_right_inj_content:
assumes 𝒟: "𝒟 tagged_division_of S"
and "(x1, K1) ∈ 𝒟" "(x2, K2) ∈ 𝒟" "K1 ≠ K2" "K1 ∩ {x. x∙k ≥ c} = K2 ∩ {x. x∙k ≥ c}" "k ∈ Basis"
shows "content (K1 ∩ {x. x∙k ≥ c}) = 0"
proof -
from tagged_division_ofD(4)[OF 𝒟 ‹(x1, K1) ∈ 𝒟›] obtain a b where K1: "K1 = cbox a b"
by auto
then have "interior (K1 ∩ {x. c ≤ x ∙ k}) = {}"
by (metis tagged_division_split_right_inj assms)
then show ?thesis
unfolding K1 interval_split[OF ‹k ∈ Basis›]
by (auto simp: content_eq_0_interior)
qed
proposition has_integral_split:
fixes f :: "'a::euclidean_space ⇒ 'b::real_normed_vector"
assumes fi: "(f has_integral i) (cbox a b ∩ {x. x∙k ≤ c})"
and fj: "(f has_integral j) (cbox a b ∩ {x. x∙k ≥ c})"
and k: "k ∈ Basis"
shows "(f has_integral (i + j)) (cbox a b)"
unfolding has_integral
proof clarify
fix e::real
assume "0 < e"
then have e: "e/2 > 0"
by auto
obtain γ1 where γ1: "gauge γ1"
and γ1norm:
"⋀𝒟. ⟦𝒟 tagged_division_of cbox a b ∩ {x. x ∙ k ≤ c}; γ1 fine 𝒟⟧
⟹ norm ((∑(x,K) ∈ 𝒟. content K *⇩R f x) - i) < e/2"
apply (rule has_integralD[OF fi[unfolded interval_split[OF k]] e])
apply (simp add: interval_split[symmetric] k)
done
obtain γ2 where γ2: "gauge γ2"
and γ2norm:
"⋀𝒟. ⟦𝒟 tagged_division_of cbox a b ∩ {x. c ≤ x ∙ k}; γ2 fine 𝒟⟧
⟹ norm ((∑(x, k) ∈ 𝒟. content k *⇩R f x) - j) < e/2"
apply (rule has_integralD[OF fj[unfolded interval_split[OF k]] e])
apply (simp add: interval_split[symmetric] k)
done
let ?γ = "λx. if x∙k = c then (γ1 x ∩ γ2 x) else ball x ¦x∙k - c¦ ∩ γ1 x ∩ γ2 x"
have "gauge ?γ"
using γ1 γ2 unfolding gauge_def by auto
then show "∃γ. gauge γ ∧
(∀𝒟. 𝒟 tagged_division_of cbox a b ∧ γ fine 𝒟 ⟶
norm ((∑(x, k)∈𝒟. content k *⇩R f x) - (i + j)) < e)"
proof (rule_tac x="?γ" in exI, safe)
fix p
assume p: "p tagged_division_of (cbox a b)" and "?γ fine p"
have ab_eqp: "cbox a b = ⋃{K. ∃x. (x, K) ∈ p}"
using p by blast
have xk_le_c: "x∙k ≤ c" if as: "(x,K) ∈ p" and K: "K ∩ {x. x∙k ≤ c} ≠ {}" for x K
proof (rule ccontr)
assume **: "¬ x ∙ k ≤ c"
then have "K ⊆ ball x ¦x ∙ k - c¦"
using ‹?γ fine p› as by (fastforce simp: not_le algebra_simps)
with K obtain y where y: "y ∈ ball x ¦x ∙ k - c¦" "y∙k ≤ c"
by blast
then have "¦x ∙ k - y ∙ k¦ < ¦x ∙ k - c¦"
using Basis_le_norm[OF k, of "x - y"]
by (auto simp add: dist_norm inner_diff_left intro: le_less_trans)
with y show False
using ** by (auto simp add: field_simps)
qed
have xk_ge_c: "x∙k ≥ c" if as: "(x,K) ∈ p" and K: "K ∩ {x. x∙k ≥ c} ≠ {}" for x K
proof (rule ccontr)
assume **: "¬ x ∙ k ≥ c"
then have "K ⊆ ball x ¦x ∙ k - c¦"
using ‹?γ fine p› as by (fastforce simp: not_le algebra_simps)
with K obtain y where y: "y ∈ ball x ¦x ∙ k - c¦" "y∙k ≥ c"
by blast
then have "¦x ∙ k - y ∙ k¦ < ¦x ∙ k - c¦"
using Basis_le_norm[OF k, of "x - y"]
by (auto simp add: dist_norm inner_diff_left intro: le_less_trans)
with y show False
using ** by (auto simp add: field_simps)
qed
have fin_finite: "finite {(x,f K) | x K. (x,K) ∈ s ∧ P x K}"
if "finite s" for s and f :: "'a set ⇒ 'a set" and P :: "'a ⇒ 'a set ⇒ bool"
proof -
from that have "finite ((λ(x,K). (x, f K)) ` s)"
by auto
then show ?thesis
by (rule rev_finite_subset) auto
qed
{ fix 𝒢 :: "'a set ⇒ 'a set"
fix i :: "'a × 'a set"
assume "i ∈ (λ(x, k). (x, 𝒢 k)) ` p - {(x, 𝒢 k) |x k. (x, k) ∈ p ∧ 𝒢 k ≠ {}}"
then obtain x K where xk: "i = (x, 𝒢 K)" "(x,K) ∈ p"
"(x, 𝒢 K) ∉ {(x, 𝒢 K) |x K. (x,K) ∈ p ∧ 𝒢 K ≠ {}}"
by auto
have "content (𝒢 K) = 0"
using xk using content_empty by auto
then have "(λ(x,K). content K *⇩R f x) i = 0"
unfolding xk split_conv by auto
} note [simp] = this
have "finite p"
using p by blast
let ?M1 = "{(x, K ∩ {x. x∙k ≤ c}) |x K. (x,K) ∈ p ∧ K ∩ {x. x∙k ≤ c} ≠ {}}"
have γ1_fine: "γ1 fine ?M1"
using ‹?γ fine p› by (fastforce simp: fine_def split: if_split_asm)
have "norm ((∑(x, k)∈?M1. content k *⇩R f x) - i) < e/2"
proof (rule γ1norm [OF tagged_division_ofI γ1_fine])
show "finite ?M1"
by (rule fin_finite) (use p in blast)
show "⋃{k. ∃x. (x, k) ∈ ?M1} = cbox a b ∩ {x. x∙k ≤ c}"
by (auto simp: ab_eqp)
fix x L
assume xL: "(x, L) ∈ ?M1"
then obtain x' L' where xL': "x = x'" "L = L' ∩ {x. x ∙ k ≤ c}"
"(x', L') ∈ p" "L' ∩ {x. x ∙ k ≤ c} ≠ {}"
by blast
then obtain a' b' where ab': "L' = cbox a' b'"
using p by blast
show "x ∈ L" "L ⊆ cbox a b ∩ {x. x ∙ k ≤ c}"
using p xk_le_c xL' by auto
show "∃a b. L = cbox a b"
using p xL' ab' by (auto simp add: interval_split[OF k,where c=c])
fix y R
assume yR: "(y, R) ∈ ?M1"
then obtain y' R' where yR': "y = y'" "R = R' ∩ {x. x ∙ k ≤ c}"
"(y', R') ∈ p" "R' ∩ {x. x ∙ k ≤ c} ≠ {}"
by blast
assume as: "(x, L) ≠ (y, R)"
show "interior L ∩ interior R = {}"
proof (cases "L' = R' ⟶ x' = y'")
case False
have "interior R' = {}"
by (metis (no_types) False Pair_inject inf.idem tagged_division_ofD(5) [OF p] xL'(3) yR'(3))
then show ?thesis
using yR' by simp
next
case True
then have "L' ≠ R'"
using as unfolding xL' yR' by auto
have "interior L' ∩ interior R' = {}"
by (metis (no_types) Pair_inject ‹L' ≠ R'› p tagged_division_ofD(5) xL'(3) yR'(3))
then show ?thesis
using xL'(2) yR'(2) by auto
qed
qed
moreover
let ?M2 = "{(x,K ∩ {x. x∙k ≥ c}) |x K. (x,K) ∈ p ∧ K ∩ {x. x∙k ≥ c} ≠ {}}"
have γ2_fine: "γ2 fine ?M2"
using ‹?γ fine p› by (fastforce simp: fine_def split: if_split_asm)
have "norm ((∑(x, k)∈?M2. content k *⇩R f x) - j) < e/2"
proof (rule γ2norm [OF tagged_division_ofI γ2_fine])
show "finite ?M2"
by (rule fin_finite) (use p in blast)
show "⋃{k. ∃x. (x, k) ∈ ?M2} = cbox a b ∩ {x. x∙k ≥ c}"
by (auto simp: ab_eqp)
fix x L
assume xL: "(x, L) ∈ ?M2"
then obtain x' L' where xL': "x = x'" "L = L' ∩ {x. x ∙ k ≥ c}"
"(x', L') ∈ p" "L' ∩ {x. x ∙ k ≥ c} ≠ {}"
by blast
then obtain a' b' where ab': "L' = cbox a' b'"
using p by blast
show "x ∈ L" "L ⊆ cbox a b ∩ {x. x ∙ k ≥ c}"
using p xk_ge_c xL' by auto
show "∃a b. L = cbox a b"
using p xL' ab' by (auto simp add: interval_split[OF k,where c=c])
fix y R
assume yR: "(y, R) ∈ ?M2"
then obtain y' R' where yR': "y = y'" "R = R' ∩ {x. x ∙ k ≥ c}"
"(y', R') ∈ p" "R' ∩ {x. x ∙ k ≥ c} ≠ {}"
by blast
assume as: "(x, L) ≠ (y, R)"
show "interior L ∩ interior R = {}"
proof (cases "L' = R' ⟶ x' = y'")
case False
have "interior R' = {}"
by (metis (no_types) False Pair_inject inf.idem tagged_division_ofD(5) [OF p] xL'(3) yR'(3))
then show ?thesis
using yR' by simp
next
case True
then have "L' ≠ R'"
using as unfolding xL' yR' by auto
have "interior L' ∩ interior R' = {}"
by (metis (no_types) Pair_inject ‹L' ≠ R'› p tagged_division_ofD(5) xL'(3) yR'(3))
then show ?thesis
using xL'(2) yR'(2) by auto
qed
qed
ultimately
have "norm (((∑(x,K) ∈ ?M1. content K *⇩R f x) - i) + ((∑(x,K) ∈ ?M2. content K *⇩R f x) - j)) < e/2 + e/2"
using norm_add_less by blast
moreover have "((∑(x,K) ∈ ?M1. content K *⇩R f x) - i) +
((∑(x,K) ∈ ?M2. content K *⇩R f x) - j) =
(∑(x, ka)∈p. content ka *⇩R f x) - (i + j)"
proof -
have eq0: "⋀x y. x = (0::real) ⟹ x *⇩R (y::'b) = 0"
by auto
have cont_eq: "⋀g. (λ(x,l). content l *⇩R f x) ∘ (λ(x,l). (x,g l)) = (λ(x,l). content (g l) *⇩R f x)"
by auto
have *: "⋀𝒢 :: 'a set ⇒ 'a set.
(∑(x,K)∈{(x, 𝒢 K) |x K. (x,K) ∈ p ∧ 𝒢 K ≠ {}}. content K *⇩R f x) =
(∑(x,K)∈(λ(x,K). (x, 𝒢 K)) ` p. content K *⇩R f x)"
by (rule sum.mono_neutral_left) (auto simp: ‹finite p›)
have "((∑(x, k)∈?M1. content k *⇩R f x) - i) + ((∑(x, k)∈?M2. content k *⇩R f x) - j) =
(∑(x, k)∈?M1. content k *⇩R f x) + (∑(x, k)∈?M2. content k *⇩R f x) - (i + j)"
by auto
moreover have "… = (∑(x,K) ∈ p. content (K ∩ {x. x ∙ k ≤ c}) *⇩R f x) +
(∑(x,K) ∈ p. content (K ∩ {x. c ≤ x ∙ k}) *⇩R f x) - (i + j)"
unfolding *
apply (subst (1 2) sum.reindex_nontrivial)
apply (auto intro!: k p eq0 tagged_division_split_left_inj_content tagged_division_split_right_inj_content
simp: cont_eq ‹finite p›)
done
moreover have "⋀x. x ∈ p ⟹ (λ(a,B). content (B ∩ {a. a ∙ k ≤ c}) *⇩R f a) x +
(λ(a,B). content (B ∩ {a. c ≤ a ∙ k}) *⇩R f a) x =
(λ(a,B). content B *⇩R f a) x"
proof clarify
fix a B
assume "(a, B) ∈ p"
with p obtain u v where uv: "B = cbox u v" by blast
then show "content (B ∩ {x. x ∙ k ≤ c}) *⇩R f a + content (B ∩ {x. c ≤ x ∙ k}) *⇩R f a = content B *⇩R f a"
by (auto simp: scaleR_left_distrib uv content_split[OF k,of u v c])
qed
ultimately show ?thesis
by (auto simp: sum.distrib[symmetric])
qed
ultimately show "norm ((∑(x, k)∈p. content k *⇩R f x) - (i + j)) < e"
by auto
qed
qed
subsection ‹A sort of converse, integrability on subintervals.›
lemma has_integral_separate_sides:
fixes f :: "'a::euclidean_space ⇒ 'b::real_normed_vector"
assumes f: "(f has_integral i) (cbox a b)"
and "e > 0"
and k: "k ∈ Basis"
obtains d where "gauge d"
"∀p1 p2. p1 tagged_division_of (cbox a b ∩ {x. x∙k ≤ c}) ∧ d fine p1 ∧
p2 tagged_division_of (cbox a b ∩ {x. x∙k ≥ c}) ∧ d fine p2 ⟶
norm ((sum (λ(x,k). content k *⇩R f x) p1 + sum (λ(x,k). content k *⇩R f x) p2) - i) < e"
proof -
obtain γ where d: "gauge γ"
"⋀p. ⟦p tagged_division_of cbox a b; γ fine p⟧
⟹ norm ((∑(x, k)∈p. content k *⇩R f x) - i) < e"
using has_integralD[OF f ‹e > 0›] by metis
{ fix p1 p2
assume tdiv1: "p1 tagged_division_of (cbox a b) ∩ {x. x ∙ k ≤ c}" and "γ fine p1"
note p1=tagged_division_ofD[OF this(1)]
assume tdiv2: "p2 tagged_division_of (cbox a b) ∩ {x. c ≤ x ∙ k}" and "γ fine p2"
note p2=tagged_division_ofD[OF this(1)]
note tagged_division_Un_interval[OF tdiv1 tdiv2]
note p12 = tagged_division_ofD[OF this] this
{ fix a b
assume ab: "(a, b) ∈ p1 ∩ p2"
have "(a, b) ∈ p1"
using ab by auto
obtain u v where uv: "b = cbox u v"
using ‹(a, b) ∈ p1› p1(4) by moura
have "b ⊆ {x. x∙k = c}"
using ab p1(3)[of a b] p2(3)[of a b] by fastforce
moreover
have "interior {x::'a. x ∙ k = c} = {}"
proof (rule ccontr)
assume "¬ ?thesis"
then obtain x where x: "x ∈ interior {x::'a. x∙k = c}"
by auto
then obtain ε where "0 < ε" and ε: "ball x ε ⊆ {x. x ∙ k = c}"
using mem_interior by metis
have x: "x∙k = c"
using x interior_subset by fastforce
have *: "⋀i. i ∈ Basis ⟹ ¦(x - (x + (ε/2) *⇩R k)) ∙ i¦ = (if i = k then ε/2 else 0)"
using ‹0 < ε› k by (auto simp: inner_simps inner_not_same_Basis)
have "(∑i∈Basis. ¦(x - (x + (ε/2 ) *⇩R k)) ∙ i¦) =
(∑i∈Basis. (if i = k then ε/2 else 0))"
using "*" by (blast intro: sum.cong)
also have "… < ε"
by (subst sum.delta) (use ‹0 < ε› in auto)
finally have "x + (ε/2) *⇩R k ∈ ball x ε"
unfolding mem_ball dist_norm by(rule le_less_trans[OF norm_le_l1])
then have "x + (ε/2) *⇩R k ∈ {x. x∙k = c}"
using ε by auto
then show False
using ‹0 < ε› x k by (auto simp: inner_simps)
qed
ultimately have "content b = 0"
unfolding uv content_eq_0_interior
using interior_mono by blast
then have "content b *⇩R f a = 0"
by auto
}
then have "norm ((∑(x, k)∈p1. content k *⇩R f x) + (∑(x, k)∈p2. content k *⇩R f x) - i) =
norm ((∑(x, k)∈p1 ∪ p2. content k *⇩R f x) - i)"
by (subst sum.union_inter_neutral) (auto simp: p1 p2)
also have "… < e"
using d(2) p12 by (simp add: fine_Un k ‹γ fine p1› ‹γ fine p2›)
finally have "norm ((∑(x, k)∈p1. content k *⇩R f x) + (∑(x, k)∈p2. content k *⇩R f x) - i) < e" .
}
then show ?thesis
using d(1) that by auto
qed
lemma integrable_split [intro]:
fixes f :: "'a::euclidean_space ⇒ 'b::{real_normed_vector,complete_space}"
assumes f: "f integrable_on cbox a b"
and k: "k ∈ Basis"
shows "f integrable_on (cbox a b ∩ {x. x∙k ≤ c})" (is ?thesis1)
and "f integrable_on (cbox a b ∩ {x. x∙k ≥ c})" (is ?thesis2)
proof -
obtain y where y: "(f has_integral y) (cbox a b)"
using f by blast
define a' where "a' = (∑i∈Basis. (if i = k then max (a∙k) c else a∙i)*⇩R i)"
define b' where "b' = (∑i∈Basis. (if i = k then min (b∙k) c else b∙i)*⇩R i)"
have "∃d. gauge d ∧
(∀p1 p2. p1 tagged_division_of cbox a b ∩ {x. x ∙ k ≤ c} ∧ d fine p1 ∧
p2 tagged_division_of cbox a b ∩ {x. x ∙ k ≤ c} ∧ d fine p2 ⟶
norm ((∑(x,K) ∈ p1. content K *⇩R f x) - (∑(x,K) ∈ p2. content K *⇩R f x)) < e)"
if "e > 0" for e
proof -
have "e/2 > 0" using that by auto
with has_integral_separate_sides[OF y this k, of c]
obtain d
where "gauge d"
and d: "⋀p1 p2. ⟦p1 tagged_division_of cbox a b ∩ {x. x ∙ k ≤ c}; d fine p1;
p2 tagged_division_of cbox a b ∩ {x. c ≤ x ∙ k}; d fine p2⟧
⟹ norm ((∑(x,K)∈p1. content K *⇩R f x) + (∑(x,K)∈p2. content K *⇩R f x) - y) < e/2"
by metis
show ?thesis
proof (rule_tac x=d in exI, clarsimp simp add: ‹gauge d›)
fix p1 p2
assume as: "p1 tagged_division_of (cbox a b) ∩ {x. x ∙ k ≤ c}" "d fine p1"
"p2 tagged_division_of (cbox a b) ∩ {x. x ∙ k ≤ c}" "d fine p2"
show "norm ((∑(x, k)∈p1. content k *⇩R f x) - (∑(x, k)∈p2. content k *⇩R f x)) < e"
proof (rule fine_division_exists[OF ‹gauge d›, of a' b])
fix p
assume "p tagged_division_of cbox a' b" "d fine p"
then show ?thesis
using as norm_triangle_half_l[OF d[of p1 p] d[of p2 p]]
unfolding interval_split[OF k] b'_def[symmetric] a'_def[symmetric]
by (auto simp add: algebra_simps)
qed
qed
qed
with f show ?thesis1
by (simp add: interval_split[OF k] integrable_Cauchy)
have "∃d. gauge d ∧
(∀p1 p2. p1 tagged_division_of cbox a b ∩ {x. x ∙ k ≥ c} ∧ d fine p1 ∧
p2 tagged_division_of cbox a b ∩ {x. x ∙ k ≥ c} ∧ d fine p2 ⟶
norm ((∑(x,K) ∈ p1. content K *⇩R f x) - (∑(x,K) ∈ p2. content K *⇩R f x)) < e)"
if "e > 0" for e
proof -
have "e/2 > 0" using that by auto
with has_integral_separate_sides[OF y this k, of c]
obtain d
where "gauge d"
and d: "⋀p1 p2. ⟦p1 tagged_division_of cbox a b ∩ {x. x ∙ k ≤ c}; d fine p1;
p2 tagged_division_of cbox a b ∩ {x. c ≤ x ∙ k}; d fine p2⟧
⟹ norm ((∑(x,K)∈p1. content K *⇩R f x) + (∑(x,K)∈p2. content K *⇩R f x) - y) < e/2"
by metis
show ?thesis
proof (rule_tac x=d in exI, clarsimp simp add: ‹gauge d›)
fix p1 p2
assume as: "p1 tagged_division_of (cbox a b) ∩ {x. x ∙ k ≥ c}" "d fine p1"
"p2 tagged_division_of (cbox a b) ∩ {x. x ∙ k ≥ c}" "d fine p2"
show "norm ((∑(x, k)∈p1. content k *⇩R f x) - (∑(x, k)∈p2. content k *⇩R f x)) < e"
proof (rule fine_division_exists[OF ‹gauge d›, of a b'])
fix p
assume "p tagged_division_of cbox a b'" "d fine p"
then show ?thesis
using as norm_triangle_half_l[OF d[of p p1] d[of p p2]]
unfolding interval_split[OF k] b'_def[symmetric] a'_def[symmetric]
by (auto simp add: algebra_simps)
qed
qed
qed
with f show ?thesis2
by (simp add: interval_split[OF k] integrable_Cauchy)
qed
lemma operative_integralI:
fixes f :: "'a::euclidean_space ⇒ 'b::banach"
shows "operative (lift_option op +) (Some 0)
(λi. if f integrable_on i then Some (integral i f) else None)"
proof -
interpret comm_monoid "lift_option plus" "Some (0::'b)"
by (rule comm_monoid_lift_option)
(rule add.comm_monoid_axioms)
show ?thesis
proof
fix a b c
fix k :: 'a
assume k: "k ∈ Basis"
show "(if f integrable_on cbox a b then Some (integral (cbox a b) f) else None) =
lift_option op + (if f integrable_on cbox a b ∩ {x. x ∙ k ≤ c} then Some (integral (cbox a b ∩ {x. x ∙ k ≤ c}) f) else None)
(if f integrable_on cbox a b ∩ {x. c ≤ x ∙ k} then Some (integral (cbox a b ∩ {x. c ≤ x ∙ k}) f) else None)"
proof (cases "f integrable_on cbox a b")
case True
with k show ?thesis
apply (simp add: integrable_split)
apply (rule integral_unique [OF has_integral_split[OF _ _ k]])
apply (auto intro: integrable_integral)
done
next
case False
have "¬ (f integrable_on cbox a b ∩ {x. x ∙ k ≤ c}) ∨ ¬ ( f integrable_on cbox a b ∩ {x. c ≤ x ∙ k})"
proof (rule ccontr)
assume "¬ ?thesis"
then have "f integrable_on cbox a b"
unfolding integrable_on_def
apply (rule_tac x="integral (cbox a b ∩ {x. x ∙ k ≤ c}) f + integral (cbox a b ∩ {x. x ∙ k ≥ c}) f" in exI)
apply (rule has_integral_split[OF _ _ k])
apply (auto intro: integrable_integral)
done
then show False
using False by auto
qed
then show ?thesis
using False by auto
qed
next
fix a b :: 'a
assume "box a b = {}"
then show "(if f integrable_on cbox a b then Some (integral (cbox a b) f) else None) = Some 0"
using has_integral_null_eq
by (auto simp: integrable_on_null content_eq_0_interior)
qed
qed
subsection ‹Bounds on the norm of Riemann sums and the integral itself.›
lemma dsum_bound:
assumes "p division_of (cbox a b)"
and "norm c ≤ e"
shows "norm (sum (λl. content l *⇩R c) p) ≤ e * content(cbox a b)"
proof -
have sumeq: "(∑i∈p. ¦content i¦) = sum content p"
apply (rule sum.cong)
using assms
apply simp
apply (metis abs_of_nonneg assms(1) content_pos_le division_ofD(4))
done
have e: "0 ≤ e"
using assms(2) norm_ge_zero order_trans by blast
have "norm (sum (λl. content l *⇩R c) p) ≤ (∑i∈p. norm (content i *⇩R c))"
using norm_sum by blast
also have "... ≤ e * (∑i∈p. ¦content i¦)"
by (simp add: sum_distrib_left[symmetric] mult.commute assms(2) mult_right_mono sum_nonneg)
also have "... ≤ e * content (cbox a b)"
apply (rule mult_left_mono [OF _ e])
apply (simp add: sumeq)
using additive_content_division assms(1) eq_iff apply blast
done
finally show ?thesis .
qed
lemma rsum_bound:
assumes p: "p tagged_division_of (cbox a b)"
and "∀x∈cbox a b. norm (f x) ≤ e"
shows "norm (sum (λ(x,k). content k *⇩R f x) p) ≤ e * content (cbox a b)"
proof (cases "cbox a b = {}")
case True show ?thesis
using p unfolding True tagged_division_of_trivial by auto
next
case False
then have e: "e ≥ 0"
by (meson ex_in_conv assms(2) norm_ge_zero order_trans)
have sum_le: "sum (content ∘ snd) p ≤ content (cbox a b)"
unfolding additive_content_tagged_division[OF p, symmetric] split_def
by (auto intro: eq_refl)
have con: "⋀xk. xk ∈ p ⟹ 0 ≤ content (snd xk)"
using tagged_division_ofD(4) [OF p] content_pos_le
by force
have norm: "⋀xk. xk ∈ p ⟹ norm (f (fst xk)) ≤ e"
unfolding fst_conv using tagged_division_ofD(2,3)[OF p] assms
by (metis prod.collapse subset_eq)
have "norm (sum (λ(x,k). content k *⇩R f x) p) ≤ (∑i∈p. norm (case i of (x, k) ⇒ content k *⇩R f x))"
by (rule norm_sum)
also have "... ≤ e * content (cbox a b)"
unfolding split_def norm_scaleR
apply (rule order_trans[OF sum_mono])
apply (rule mult_left_mono[OF _ abs_ge_zero, of _ e])
apply (metis norm)
unfolding sum_distrib_right[symmetric]
using con sum_le
apply (auto simp: mult.commute intro: mult_left_mono [OF _ e])
done
finally show ?thesis .
qed
lemma rsum_diff_bound:
assumes "p tagged_division_of (cbox a b)"
and "∀x∈cbox a b. norm (f x - g x) ≤ e"
shows "norm (sum (λ(x,k). content k *⇩R f x) p - sum (λ(x,k). content k *⇩R g x) p) ≤
e * content (cbox a b)"
apply (rule order_trans[OF _ rsum_bound[OF assms]])
apply (simp add: split_def scaleR_diff_right sum_subtractf eq_refl)
done
lemma has_integral_bound:
fixes f :: "'a::euclidean_space ⇒ 'b::real_normed_vector"
assumes "0 ≤ B"
and f: "(f has_integral i) (cbox a b)"
and "⋀x. x∈cbox a b ⟹ norm (f x) ≤ B"
shows "norm i ≤ B * content (cbox a b)"
proof (rule ccontr)
assume "¬ ?thesis"
then have "norm i - B * content (cbox a b) > 0"
by auto
with f[unfolded has_integral]
obtain γ where "gauge γ" and γ:
"⋀p. ⟦p tagged_division_of cbox a b; γ fine p⟧
⟹ norm ((∑(x, K)∈p. content K *⇩R f x) - i) < norm i - B * content (cbox a b)"
by metis
then obtain p where p: "p tagged_division_of cbox a b" and "γ fine p"
using fine_division_exists by blast
have "⋀s B. norm s ≤ B ⟹ ¬ norm (s - i) < norm i - B"
unfolding not_less
by (metis diff_left_mono dist_commute dist_norm norm_triangle_ineq2 order_trans)
then show False
using γ [OF p ‹γ fine p›] rsum_bound[OF p] assms by metis
qed
corollary has_integral_bound_real:
fixes f :: "real ⇒ 'b::real_normed_vector"
assumes "0 ≤ B"
and "(f has_integral i) {a..b}"
and "∀x∈{a..b}. norm (f x) ≤ B"
shows "norm i ≤ B * content {a..b}"
by (metis assms box_real(2) has_integral_bound)
corollary integrable_bound:
fixes f :: "'a::euclidean_space ⇒ 'b::real_normed_vector"
assumes "0 ≤ B"
and "f integrable_on (cbox a b)"
and "⋀x. x∈cbox a b ⟹ norm (f x) ≤ B"
shows "norm (integral (cbox a b) f) ≤ B * content (cbox a b)"
by (metis integrable_integral has_integral_bound assms)
subsection ‹Similar theorems about relationship among components.›
lemma rsum_component_le:
fixes f :: "'a::euclidean_space ⇒ 'b::euclidean_space"
assumes p: "p tagged_division_of (cbox a b)"
and "⋀x. x ∈ cbox a b ⟹ (f x)∙i ≤ (g x)∙i"
shows "(∑(x, K)∈p. content K *⇩R f x) ∙ i ≤ (∑(x, K)∈p. content K *⇩R g x) ∙ i"
unfolding inner_sum_left
proof (rule sum_mono, clarify)
fix x K
assume ab: "(x, K) ∈ p"
with p obtain u v where K: "K = cbox u v"
by blast
then show "(content K *⇩R f x) ∙ i ≤ (content K *⇩R g x) ∙ i"
by (metis ab assms inner_scaleR_left measure_nonneg mult_left_mono tag_in_interval)
qed
lemma has_integral_component_le:
fixes f g :: "'a::euclidean_space ⇒ 'b::euclidean_space"
assumes k: "k ∈ Basis"
assumes "(f has_integral i) S" "(g has_integral j) S"
and f_le_g: "⋀x. x ∈ S ⟹ (f x)∙k ≤ (g x)∙k"
shows "i∙k ≤ j∙k"
proof -
have ik_le_jk: "i∙k ≤ j∙k"
if f_i: "(f has_integral i) (cbox a b)"
and g_j: "(g has_integral j) (cbox a b)"
and le: "∀x∈cbox a b. (f x)∙k ≤ (g x)∙k"
for a b i and j :: 'b and f g :: "'a ⇒ 'b"
proof (rule ccontr)
assume "¬ ?thesis"
then have *: "0 < (i∙k - j∙k) / 3"
by auto
obtain γ1 where "gauge γ1"
and γ1: "⋀p. ⟦p tagged_division_of cbox a b; γ1 fine p⟧
⟹ norm ((∑(x, k)∈p. content k *⇩R f x) - i) < (i ∙ k - j ∙ k) / 3"
using f_i[unfolded has_integral,rule_format,OF *] by fastforce
obtain γ2 where "gauge γ2"
and γ2: "⋀p. ⟦p tagged_division_of cbox a b; γ2 fine p⟧
⟹ norm ((∑(x, k)∈p. content k *⇩R g x) - j) < (i ∙ k - j ∙ k) / 3"
using g_j[unfolded has_integral,rule_format,OF *] by fastforce
obtain p where p: "p tagged_division_of cbox a b" and "γ1 fine p" "γ2 fine p"
using fine_division_exists[OF gauge_Int[OF ‹gauge γ1› ‹gauge γ2›], of a b] unfolding fine_Int
by metis
then have "¦((∑(x, k)∈p. content k *⇩R f x) - i) ∙ k¦ < (i ∙ k - j ∙ k) / 3"
"¦((∑(x, k)∈p. content k *⇩R g x) - j) ∙ k¦ < (i ∙ k - j ∙ k) / 3"
using le_less_trans[OF Basis_le_norm[OF k]] k γ1 γ2 by metis+
then show False
unfolding inner_simps
using rsum_component_le[OF p] le
by (fastforce simp add: abs_real_def split: if_split_asm)
qed
show ?thesis
proof (cases "∃a b. S = cbox a b")
case True
with ik_le_jk assms show ?thesis
by auto
next
case False
show ?thesis
proof (rule ccontr)
assume "¬ i∙k ≤ j∙k"
then have ij: "(i∙k - j∙k) / 3 > 0"
by auto
obtain B1 where "0 < B1"
and B1: "⋀a b. ball 0 B1 ⊆ cbox a b ⟹
∃z. ((λx. if x ∈ S then f x else 0) has_integral z) (cbox a b) ∧
norm (z - i) < (i ∙ k - j ∙ k) / 3"
using has_integral_altD[OF _ False ij] assms by blast
obtain B2 where "0 < B2"
and B2: "⋀a b. ball 0 B2 ⊆ cbox a b ⟹
∃z. ((λx. if x ∈ S then g x else 0) has_integral z) (cbox a b) ∧
norm (z - j) < (i ∙ k - j ∙ k) / 3"
using has_integral_altD[OF _ False ij] assms by blast
have "bounded (ball 0 B1 ∪ ball (0::'a) B2)"
unfolding bounded_Un by(rule conjI bounded_ball)+
from bounded_subset_cbox[OF this]
obtain a b::'a where ab: "ball 0 B1 ⊆ cbox a b" "ball 0 B2 ⊆ cbox a b"
by blast+
then obtain w1 w2 where int_w1: "((λx. if x ∈ S then f x else 0) has_integral w1) (cbox a b)"
and norm_w1: "norm (w1 - i) < (i ∙ k - j ∙ k) / 3"
and int_w2: "((λx. if x ∈ S then g x else 0) has_integral w2) (cbox a b)"
and norm_w2: "norm (w2 - j) < (i ∙ k - j ∙ k) / 3"
using B1 B2 by blast
have *: "⋀w1 w2 j i::real .¦w1 - i¦ < (i - j) / 3 ⟹ ¦w2 - j¦ < (i - j) / 3 ⟹ w1 ≤ w2 ⟹ False"
by (simp add: abs_real_def split: if_split_asm)
have "¦(w1 - i) ∙ k¦ < (i ∙ k - j ∙ k) / 3"
"¦(w2 - j) ∙ k¦ < (i ∙ k - j ∙ k) / 3"
using Basis_le_norm k le_less_trans norm_w1 norm_w2 by blast+
moreover
have "w1∙k ≤ w2∙k"
using ik_le_jk int_w1 int_w2 f_le_g by auto
ultimately show False
unfolding inner_simps by(rule *)
qed
qed
qed
lemma integral_component_le:
fixes g f :: "'a::euclidean_space ⇒ 'b::euclidean_space"
assumes "k ∈ Basis"
and "f integrable_on S" "g integrable_on S"
and "⋀x. x ∈ S ⟹ (f x)∙k ≤ (g x)∙k"
shows "(integral S f)∙k ≤ (integral S g)∙k"
apply (rule has_integral_component_le)
using integrable_integral assms
apply auto
done
lemma has_integral_component_nonneg:
fixes f :: "'a::euclidean_space ⇒ 'b::euclidean_space"
assumes "k ∈ Basis"
and "(f has_integral i) S"
and "⋀x. x ∈ S ⟹ 0 ≤ (f x)∙k"
shows "0 ≤ i∙k"
using has_integral_component_le[OF assms(1) has_integral_0 assms(2)]
using assms(3-)
by auto
lemma integral_component_nonneg:
fixes f :: "'a::euclidean_space ⇒ 'b::euclidean_space"
assumes "k ∈ Basis"
and "⋀x. x ∈ S ⟹ 0 ≤ (f x)∙k"
shows "0 ≤ (integral S f)∙k"
proof (cases "f integrable_on S")
case True show ?thesis
apply (rule has_integral_component_nonneg)
using assms True
apply auto
done
next
case False then show ?thesis by (simp add: not_integrable_integral)
qed
lemma has_integral_component_neg:
fixes f :: "'a::euclidean_space ⇒ 'b::euclidean_space"
assumes "k ∈ Basis"
and "(f has_integral i) S"
and "⋀x. x ∈ S ⟹ (f x)∙k ≤ 0"
shows "i∙k ≤ 0"
using has_integral_component_le[OF assms(1,2) has_integral_0] assms(2-)
by auto
lemma has_integral_component_lbound:
fixes f :: "'a::euclidean_space ⇒ 'b::euclidean_space"
assumes "(f has_integral i) (cbox a b)"
and "∀x∈cbox a b. B ≤ f(x)∙k"
and "k ∈ Basis"
shows "B * content (cbox a b) ≤ i∙k"
using has_integral_component_le[OF assms(3) has_integral_const assms(1),of "(∑i∈Basis. B *⇩R i)::'b"] assms(2-)
by (auto simp add: field_simps)
lemma has_integral_component_ubound:
fixes f::"'a::euclidean_space => 'b::euclidean_space"
assumes "(f has_integral i) (cbox a b)"
and "∀x∈cbox a b. f x∙k ≤ B"
and "k ∈ Basis"
shows "i∙k ≤ B * content (cbox a b)"
using has_integral_component_le[OF assms(3,1) has_integral_const, of "∑i∈Basis. B *⇩R i"] assms(2-)
by (auto simp add: field_simps)
lemma integral_component_lbound:
fixes f :: "'a::euclidean_space ⇒ 'b::euclidean_space"
assumes "f integrable_on cbox a b"
and "∀x∈cbox a b. B ≤ f(x)∙k"
and "k ∈ Basis"
shows "B * content (cbox a b) ≤ (integral(cbox a b) f)∙k"
apply (rule has_integral_component_lbound)
using assms
unfolding has_integral_integral
apply auto
done
lemma integral_component_lbound_real:
assumes "f integrable_on {a ::real..b}"
and "∀x∈{a..b}. B ≤ f(x)∙k"
and "k ∈ Basis"
shows "B * content {a..b} ≤ (integral {a..b} f)∙k"
using assms
by (metis box_real(2) integral_component_lbound)
lemma integral_component_ubound:
fixes f :: "'a::euclidean_space ⇒ 'b::euclidean_space"
assumes "f integrable_on cbox a b"
and "∀x∈cbox a b. f x∙k ≤ B"
and "k ∈ Basis"
shows "(integral (cbox a b) f)∙k ≤ B * content (cbox a b)"
apply (rule has_integral_component_ubound)
using assms
unfolding has_integral_integral
apply auto
done
lemma integral_component_ubound_real:
fixes f :: "real ⇒ 'a::euclidean_space"
assumes "f integrable_on {a..b}"
and "∀x∈{a..b}. f x∙k ≤ B"
and "k ∈ Basis"
shows "(integral {a..b} f)∙k ≤ B * content {a..b}"
using assms
by (metis box_real(2) integral_component_ubound)
subsection ‹Uniform limit of integrable functions is integrable.›
lemma real_arch_invD:
"0 < (e::real) ⟹ (∃n::nat. n ≠ 0 ∧ 0 < inverse (real n) ∧ inverse (real n) < e)"
by (subst(asm) real_arch_inverse)
lemma integrable_uniform_limit:
fixes f :: "'a::euclidean_space ⇒ 'b::banach"
assumes "⋀e. e > 0 ⟹ ∃g. (∀x∈cbox a b. norm (f x - g x) ≤ e) ∧ g integrable_on cbox a b"
shows "f integrable_on cbox a b"
proof (cases "content (cbox a b) > 0")
case False then show ?thesis
using has_integral_null by (simp add: content_lt_nz integrable_on_def)
next
case True
have "1 / (real n + 1) > 0" for n
by auto
then have "∃g. (∀x∈cbox a b. norm (f x - g x) ≤ 1 / (real n + 1)) ∧ g integrable_on cbox a b" for n
using assms by blast
then obtain g where g_near_f: "⋀n x. x ∈ cbox a b ⟹ norm (f x - g n x) ≤ 1 / (real n + 1)"
and int_g: "⋀n. g n integrable_on cbox a b"
by metis
then obtain h where h: "⋀n. (g n has_integral h n) (cbox a b)"
unfolding integrable_on_def by metis
have "Cauchy h"
unfolding Cauchy_def
proof clarify
fix e :: real
assume "e>0"
then have "e/4 / content (cbox a b) > 0"
using True by (auto simp: field_simps)
then obtain M where "M ≠ 0" and M: "1 / (real M) < e/4 / content (cbox a b)"
by (metis inverse_eq_divide real_arch_inverse)
show "∃M. ∀m≥M. ∀n≥M. dist (h m) (h n) < e"
proof (rule exI [where x=M], clarify)
fix m n
assume m: "M ≤ m" and n: "M ≤ n"
have "e/4>0" using ‹e>0› by auto
then obtain gm gn where "gauge gm" "gauge gn"
and gm: "⋀𝒟. 𝒟 tagged_division_of cbox a b ∧ gm fine 𝒟
⟹ norm ((∑(x,K) ∈ 𝒟. content K *⇩R g m x) - h m) < e/4"
and gn: "⋀𝒟. 𝒟 tagged_division_of cbox a b ∧ gn fine 𝒟 ⟹
norm ((∑(x,K) ∈ 𝒟. content K *⇩R g n x) - h n) < e/4"
using h[unfolded has_integral] by meson
then obtain 𝒟 where 𝒟: "𝒟 tagged_division_of cbox a b" "(λx. gm x ∩ gn x) fine 𝒟"
by (metis (full_types) fine_division_exists gauge_Int)
have triangle3: "norm (i1 - i2) < e"
if no: "norm(s2 - s1) ≤ e/2" "norm (s1 - i1) < e/4" "norm (s2 - i2) < e/4" for s1 s2 i1 and i2::'b
proof -
have "norm (i1 - i2) ≤ norm (i1 - s1) + norm (s1 - s2) + norm (s2 - i2)"
using norm_triangle_ineq[of "i1 - s1" "s1 - i2"]
using norm_triangle_ineq[of "s1 - s2" "s2 - i2"]
by (auto simp: algebra_simps)
also have "… < e"
using no by (auto simp: algebra_simps norm_minus_commute)
finally show ?thesis .
qed
have finep: "gm fine 𝒟" "gn fine 𝒟"
using fine_Int 𝒟 by auto
have norm_le: "norm (g n x - g m x) ≤ 2 / real M" if x: "x ∈ cbox a b" for x
proof -
have "norm (f x - g n x) + norm (f x - g m x) ≤ 1 / (real n + 1) + 1 / (real m + 1)"
using g_near_f[OF x, of n] g_near_f[OF x, of m] by simp
also have "… ≤ 1 / (real M) + 1 / (real M)"
apply (rule add_mono)
using ‹M ≠ 0› m n by (auto simp: divide_simps)
also have "… = 2 / real M"
by auto
finally show "norm (g n x - g m x) ≤ 2 / real M"
using norm_triangle_le[of "g n x - f x" "f x - g m x" "2 / real M"]
by (auto simp: algebra_simps simp add: norm_minus_commute)
qed
have "norm ((∑(x,K) ∈ 𝒟. content K *⇩R g n x) - (∑(x,K) ∈ 𝒟. content K *⇩R g m x)) ≤ 2 / real M * content (cbox a b)"
by (blast intro: norm_le rsum_diff_bound[OF 𝒟(1), where e="2 / real M"])
also have "... ≤ e/2"
using M True
by (auto simp: field_simps)
finally have le_e2: "norm ((∑(x,K) ∈ 𝒟. content K *⇩R g n x) - (∑(x,K) ∈ 𝒟. content K *⇩R g m x)) ≤ e/2" .
then show "dist (h m) (h n) < e"
unfolding dist_norm using gm gn 𝒟 finep by (auto intro!: triangle3)
qed
qed
then obtain s where s: "h ⇢ s"
using convergent_eq_Cauchy[symmetric] by blast
show ?thesis
unfolding integrable_on_def has_integral
proof (rule_tac x=s in exI, clarify)
fix e::real
assume e: "0 < e"
then have "e/3 > 0" by auto
then obtain N1 where N1: "∀n≥N1. norm (h n - s) < e/3"
using LIMSEQ_D [OF s] by metis
from e True have "e/3 / content (cbox a b) > 0"
by (auto simp: field_simps)
then obtain N2 :: nat
where "N2 ≠ 0" and N2: "1 / (real N2) < e/3 / content (cbox a b)"
by (metis inverse_eq_divide real_arch_inverse)
obtain g' where "gauge g'"
and g': "⋀𝒟. 𝒟 tagged_division_of cbox a b ∧ g' fine 𝒟 ⟹
norm ((∑(x,K) ∈ 𝒟. content K *⇩R g (N1 + N2) x) - h (N1 + N2)) < e/3"
by (metis h has_integral ‹e/3 > 0›)
have *: "norm (sf - s) < e"
if no: "norm (sf - sg) ≤ e/3" "norm(h - s) < e/3" "norm (sg - h) < e/3" for sf sg h
proof -
have "norm (sf - s) ≤ norm (sf - sg) + norm (sg - h) + norm (h - s)"
using norm_triangle_ineq[of "sf - sg" "sg - s"]
using norm_triangle_ineq[of "sg - h" " h - s"]
by (auto simp: algebra_simps)
also have "… < e"
using no by (auto simp: algebra_simps norm_minus_commute)
finally show ?thesis .
qed
{ fix 𝒟
assume ptag: "𝒟 tagged_division_of (cbox a b)" and "g' fine 𝒟"
then have norm_less: "norm ((∑(x,K) ∈ 𝒟. content K *⇩R g (N1 + N2) x) - h (N1 + N2)) < e/3"
using g' by blast
have "content (cbox a b) < e/3 * (of_nat N2)"
using ‹N2 ≠ 0› N2 using True by (auto simp: divide_simps)
moreover have "e/3 * of_nat N2 ≤ e/3 * (of_nat (N1 + N2) + 1)"
using ‹e>0› by auto
ultimately have "content (cbox a b) < e/3 * (of_nat (N1 + N2) + 1)"
by linarith
then have le_e3: "1 / (real (N1 + N2) + 1) * content (cbox a b) ≤ e/3"
unfolding inverse_eq_divide
by (auto simp: field_simps)
have ne3: "norm (h (N1 + N2) - s) < e/3"
using N1 by auto
have "norm ((∑(x,K) ∈ 𝒟. content K *⇩R f x) - (∑(x,K) ∈ 𝒟. content K *⇩R g (N1 + N2) x))
≤ 1 / (real (N1 + N2) + 1) * content (cbox a b)"
by (blast intro: g_near_f rsum_diff_bound[OF ptag])
then have "norm ((∑(x,K) ∈ 𝒟. content K *⇩R f x) - s) < e"
by (rule *[OF order_trans [OF _ le_e3] ne3 norm_less])
}
then show "∃d. gauge d ∧
(∀𝒟. 𝒟 tagged_division_of cbox a b ∧ d fine 𝒟 ⟶ norm ((∑(x,K) ∈ 𝒟. content K *⇩R f x) - s) < e)"
by (blast intro: g' ‹gauge g'›)
qed
qed
lemmas integrable_uniform_limit_real = integrable_uniform_limit [where 'a=real, simplified]
subsection ‹Negligible sets.›
definition "negligible (s:: 'a::euclidean_space set) ⟷
(∀a b. ((indicator s :: 'a⇒real) has_integral 0) (cbox a b))"
subsubsection ‹Negligibility of hyperplane.›
lemma content_doublesplit:
fixes a :: "'a::euclidean_space"
assumes "0 < e"
and k: "k ∈ Basis"
obtains d where "0 < d" and "content (cbox a b ∩ {x. ¦x∙k - c¦ ≤ d}) < e"
proof cases
assume *: "a ∙ k ≤ c ∧ c ≤ b ∙ k ∧ (∀j∈Basis. a ∙ j ≤ b ∙ j)"
define a' where "a' d = (∑j∈Basis. (if j = k then max (a∙j) (c - d) else a∙j) *⇩R j)" for d
define b' where "b' d = (∑j∈Basis. (if j = k then min (b∙j) (c + d) else b∙j) *⇩R j)" for d
have "((λd. ∏j∈Basis. (b' d - a' d) ∙ j) ⤏ (∏j∈Basis. (b' 0 - a' 0) ∙ j)) (at_right 0)"
by (auto simp: b'_def a'_def intro!: tendsto_min tendsto_max tendsto_eq_intros)
also have "(∏j∈Basis. (b' 0 - a' 0) ∙ j) = 0"
using k *
by (intro prod_zero bexI[OF _ k])
(auto simp: b'_def a'_def inner_diff inner_sum_left inner_not_same_Basis intro!: sum.cong)
also have "((λd. ∏j∈Basis. (b' d - a' d) ∙ j) ⤏ 0) (at_right 0) =
((λd. content (cbox a b ∩ {x. ¦x∙k - c¦ ≤ d})) ⤏ 0) (at_right 0)"
proof (intro tendsto_cong eventually_at_rightI)
fix d :: real assume d: "d ∈ {0<..<1}"
have "cbox a b ∩ {x. ¦x∙k - c¦ ≤ d} = cbox (a' d) (b' d)" for d
using * d k by (auto simp add: cbox_def set_eq_iff Int_def ball_conj_distrib abs_diff_le_iff a'_def b'_def)
moreover have "j ∈ Basis ⟹ a' d ∙ j ≤ b' d ∙ j" for j
using * d k by (auto simp: a'_def b'_def)
ultimately show "(∏j∈Basis. (b' d - a' d) ∙ j) = content (cbox a b ∩ {x. ¦x∙k - c¦ ≤ d})"
by simp
qed simp
finally have "((λd. content (cbox a b ∩ {x. ¦x ∙ k - c¦ ≤ d})) ⤏ 0) (at_right 0)" .
from order_tendstoD(2)[OF this ‹0<e›]
obtain d' where "0 < d'" and d': "⋀y. y > 0 ⟹ y < d' ⟹ content (cbox a b ∩ {x. ¦x ∙ k - c¦ ≤ y}) < e"
by (subst (asm) eventually_at_right[of _ 1]) auto
show ?thesis
by (rule that[of "d'/2"], insert ‹0<d'› d'[of "d'/2"], auto)
next
assume *: "¬ (a ∙ k ≤ c ∧ c ≤ b ∙ k ∧ (∀j∈Basis. a ∙ j ≤ b ∙ j))"
then have "(∃j∈Basis. b ∙ j < a ∙ j) ∨ (c < a ∙ k ∨ b ∙ k < c)"
by (auto simp: not_le)
show thesis
proof cases
assume "∃j∈Basis. b ∙ j < a ∙ j"
then have [simp]: "cbox a b = {}"
using box_ne_empty(1)[of a b] by auto
show ?thesis
by (rule that[of 1]) (simp_all add: ‹0<e›)
next
assume "¬ (∃j∈Basis. b ∙ j < a ∙ j)"
with * have "c < a ∙ k ∨ b ∙ k < c"
by auto
then show thesis
proof
assume c: "c < a ∙ k"
moreover have "x ∈ cbox a b ⟹ c ≤ x ∙ k" for x
using k c by (auto simp: cbox_def)
ultimately have "cbox a b ∩ {x. ¦x ∙ k - c¦ ≤ (a ∙ k - c)/2} = {}"
using k by (auto simp: cbox_def)
with ‹0<e› c that[of "(a ∙ k - c)/2"] show ?thesis
by auto
next
assume c: "b ∙ k < c"
moreover have "x ∈ cbox a b ⟹ x ∙ k ≤ c" for x
using k c by (auto simp: cbox_def)
ultimately have "cbox a b ∩ {x. ¦x ∙ k - c¦ ≤ (c - b ∙ k)/2} = {}"
using k by (auto simp: cbox_def)
with ‹0<e› c that[of "(c - b ∙ k)/2"] show ?thesis
by auto
qed
qed
qed
proposition negligible_standard_hyperplane[intro]:
fixes k :: "'a::euclidean_space"
assumes k: "k ∈ Basis"
shows "negligible {x. x∙k = c}"
unfolding negligible_def has_integral
proof clarsimp
fix a b and e::real assume "e > 0"
with k obtain d where "0 < d" and d: "content (cbox a b ∩ {x. ¦x ∙ k - c¦ ≤ d}) < e"
by (metis content_doublesplit)
let ?i = "indicator {x::'a. x∙k = c} :: 'a⇒real"
show "∃γ. gauge γ ∧
(∀𝒟. 𝒟 tagged_division_of cbox a b ∧ γ fine 𝒟 ⟶
¦∑(x,K) ∈ 𝒟. content K * ?i x¦ < e)"
proof (intro exI, safe)
show "gauge (λx. ball x d)"
using ‹0 < d› by blast
next
fix 𝒟
assume p: "𝒟 tagged_division_of (cbox a b)" "(λx. ball x d) fine 𝒟"
have "content L = content (L ∩ {x. ¦x ∙ k - c¦ ≤ d})"
if "(x, L) ∈ 𝒟" "?i x ≠ 0" for x L
proof -
have xk: "x∙k = c"
using that by (simp add: indicator_def split: if_split_asm)
have "L ⊆ {x. ¦x ∙ k - c¦ ≤ d}"
proof
fix y
assume y: "y ∈ L"
have "L ⊆ ball x d"
using p(2) that(1) by auto
then have "norm (x - y) < d"
by (simp add: dist_norm subset_iff y)
then have "¦(x - y) ∙ k¦ < d"
using k norm_bound_Basis_lt by blast
then show "y ∈ {x. ¦x ∙ k - c¦ ≤ d}"
unfolding inner_simps xk by auto
qed
then show "content L = content (L ∩ {x. ¦x ∙ k - c¦ ≤ d})"
by (metis inf.orderE)
qed
then have *: "(∑(x,K)∈𝒟. content K * ?i x) = (∑(x,K)∈𝒟. content (K ∩ {x. ¦x∙k - c¦ ≤ d}) *⇩R ?i x)"
by (force simp add: split_paired_all intro!: sum.cong [OF refl])
note p'= tagged_division_ofD[OF p(1)] and p''=division_of_tagged_division[OF p(1)]
have "(∑(x,K)∈𝒟. content (K ∩ {x. ¦x ∙ k - c¦ ≤ d}) * indicator {x. x ∙ k = c} x) < e"
proof -
have "(∑(x,K)∈𝒟. content (K ∩ {x. ¦x ∙ k - c¦ ≤ d}) * ?i x) ≤ (∑(x,K)∈𝒟. content (K ∩ {x. ¦x ∙ k - c¦ ≤ d}))"
by (force simp add: indicator_def intro!: sum_mono)
also have "… < e"
proof (subst sum.over_tagged_division_lemma[OF p(1)])
fix u v::'a
assume "box u v = {}"
then have *: "content (cbox u v) = 0"
unfolding content_eq_0_interior by simp
have "cbox u v ∩ {x. ¦x ∙ k - c¦ ≤ d} ⊆ cbox u v"
by auto
then have "content (cbox u v ∩ {x. ¦x ∙ k - c¦ ≤ d}) ≤ content (cbox u v)"
unfolding interval_doublesplit[OF k] by (rule content_subset)
then show "content (cbox u v ∩ {x. ¦x ∙ k - c¦ ≤ d}) = 0"
unfolding * interval_doublesplit[OF k]
by (blast intro: antisym)
next
have "(∑l∈snd ` 𝒟. content (l ∩ {x. ¦x ∙ k - c¦ ≤ d})) =
sum content ((λl. l ∩ {x. ¦x ∙ k - c¦ ≤ d})`{l∈snd ` 𝒟. l ∩ {x. ¦x ∙ k - c¦ ≤ d} ≠ {}})"
proof (subst (2) sum.reindex_nontrivial)
fix x y assume "x ∈ {l ∈ snd ` 𝒟. l ∩ {x. ¦x ∙ k - c¦ ≤ d} ≠ {}}" "y ∈ {l ∈ snd ` 𝒟. l ∩ {x. ¦x ∙ k - c¦ ≤ d} ≠ {}}"
"x ≠ y" and eq: "x ∩ {x. ¦x ∙ k - c¦ ≤ d} = y ∩ {x. ¦x ∙ k - c¦ ≤ d}"
then obtain x' y' where "(x', x) ∈ 𝒟" "x ∩ {x. ¦x ∙ k - c¦ ≤ d} ≠ {}" "(y', y) ∈ 𝒟" "y ∩ {x. ¦x ∙ k - c¦ ≤ d} ≠ {}"
by (auto)
from p'(5)[OF ‹(x', x) ∈ 𝒟› ‹(y', y) ∈ 𝒟›] ‹x ≠ y› have "interior (x ∩ y) = {}"
by auto
moreover have "interior ((x ∩ {x. ¦x ∙ k - c¦ ≤ d}) ∩ (y ∩ {x. ¦x ∙ k - c¦ ≤ d})) ⊆ interior (x ∩ y)"
by (auto intro: interior_mono)
ultimately have "interior (x ∩ {x. ¦x ∙ k - c¦ ≤ d}) = {}"
by (auto simp: eq)
then show "content (x ∩ {x. ¦x ∙ k - c¦ ≤ d}) = 0"
using p'(4)[OF ‹(x', x) ∈ 𝒟›] by (auto simp: interval_doublesplit[OF k] content_eq_0_interior simp del: interior_Int)
qed (insert p'(1), auto intro!: sum.mono_neutral_right)
also have "… ≤ norm (∑l∈(λl. l ∩ {x. ¦x ∙ k - c¦ ≤ d})`{l∈snd ` 𝒟. l ∩ {x. ¦x ∙ k - c¦ ≤ d} ≠ {}}. content l *⇩R 1::real)"
by simp
also have "… ≤ 1 * content (cbox a b ∩ {x. ¦x ∙ k - c¦ ≤ d})"
using division_doublesplit[OF p'' k, unfolded interval_doublesplit[OF k]]
unfolding interval_doublesplit[OF k] by (intro dsum_bound) auto
also have "… < e"
using d by simp
finally show "(∑K∈snd ` 𝒟. content (K ∩ {x. ¦x ∙ k - c¦ ≤ d})) < e" .
qed
finally show "(∑(x, K)∈𝒟. content (K ∩ {x. ¦x ∙ k - c¦ ≤ d}) * ?i x) < e" .
qed
then show "¦∑(x, K)∈𝒟. content K * ?i x¦ < e"
unfolding *
apply (subst abs_of_nonneg)
using measure_nonneg
by (force simp add: indicator_def intro: sum_nonneg)+
qed
qed
subsubsection ‹Hence the main theorem about negligible sets.›
lemma has_integral_negligible_cbox:
fixes f :: "'b::euclidean_space ⇒ 'a::real_normed_vector"
assumes negs: "negligible S"
and 0: "⋀x. x ∉ S ⟹ f x = 0"
shows "(f has_integral 0) (cbox a b)"
unfolding has_integral
proof clarify
fix e::real
assume "e > 0"
then have nn_gt0: "e/2 / ((real n+1) * (2 ^ n)) > 0" for n
by simp
then have "∃γ. gauge γ ∧
(∀𝒟. 𝒟 tagged_division_of cbox a b ∧ γ fine 𝒟 ⟶
¦∑(x,K) ∈ 𝒟. content K *⇩R indicator S x¦
< e/2 / ((real n + 1) * 2 ^ n))" for n
using negs [unfolded negligible_def has_integral] by auto
then obtain γ where
gd: "⋀n. gauge (γ n)"
and γ: "⋀n 𝒟. ⟦𝒟 tagged_division_of cbox a b; γ n fine 𝒟⟧
⟹ ¦∑(x,K) ∈ 𝒟. content K *⇩R indicator S x¦ < e/2 / ((real n + 1) * 2 ^ n)"
by metis
show "∃γ. gauge γ ∧
(∀𝒟. 𝒟 tagged_division_of cbox a b ∧ γ fine 𝒟 ⟶
norm ((∑(x,K) ∈ 𝒟. content K *⇩R f x) - 0) < e)"
proof (intro exI, safe)
show "gauge (λx. γ (nat ⌊norm (f x)⌋) x)"
using gd by (auto simp: gauge_def)
show "norm ((∑(x,K) ∈ 𝒟. content K *⇩R f x) - 0) < e"
if "𝒟 tagged_division_of (cbox a b)" "(λx. γ (nat ⌊norm (f x)⌋) x) fine 𝒟" for 𝒟
proof (cases "𝒟 = {}")
case True with ‹0 < e› show ?thesis by simp
next
case False
obtain N where "Max ((λ(x, K). norm (f x)) ` 𝒟) ≤ real N"
using real_arch_simple by blast
then have N: "⋀x. x ∈ (λ(x, K). norm (f x)) ` 𝒟 ⟹ x ≤ real N"
by (meson Max_ge that(1) dual_order.trans finite_imageI tagged_division_of_finite)
have "∀i. ∃q. q tagged_division_of (cbox a b) ∧ (γ i) fine q ∧ (∀(x,K) ∈ 𝒟. K ⊆ (γ i) x ⟶ (x, K) ∈ q)"
by (auto intro: tagged_division_finer[OF that(1) gd])
from choice[OF this]
obtain q where q: "⋀n. q n tagged_division_of cbox a b"
"⋀n. γ n fine q n"
"⋀n x K. ⟦(x, K) ∈ 𝒟; K ⊆ γ n x⟧ ⟹ (x, K) ∈ q n"
by fastforce
have "finite 𝒟"
using that(1) by blast
then have sum_le_inc: "⟦finite T; ⋀x y. (x,y) ∈ T ⟹ (0::real) ≤ g(x,y);
⋀y. y∈𝒟 ⟹ ∃x. (x,y) ∈ T ∧ f(y) ≤ g(x,y)⟧ ⟹ sum f 𝒟 ≤ sum g T" for f g T
by (rule sum_le_included[of 𝒟 T g snd f]; force)
have "norm (∑(x,K) ∈ 𝒟. content K *⇩R f x) ≤ (∑(x,K) ∈ 𝒟. norm (content K *⇩R f x))"
unfolding split_def by (rule norm_sum)
also have "... ≤ (∑(i, j) ∈ Sigma {..N + 1} q.
(real i + 1) * (case j of (x, K) ⇒ content K *⇩R indicator S x))"
proof (rule sum_le_inc, safe)
show "finite (Sigma {..N+1} q)"
by (meson finite_SigmaI finite_atMost tagged_division_of_finite q(1))
next
fix x K
assume xk: "(x, K) ∈ 𝒟"
define n where "n = nat ⌊norm (f x)⌋"
have *: "norm (f x) ∈ (λ(x, K). norm (f x)) ` 𝒟"
using xk by auto
have nfx: "real n ≤ norm (f x)" "norm (f x) ≤ real n + 1"
unfolding n_def by auto
then have "n ∈ {0..N + 1}"
using N[OF *] by auto
moreover have "K ⊆ γ (nat ⌊norm (f x)⌋) x"
using that(2) xk by auto
moreover then have "(x, K) ∈ q (nat ⌊norm (f x)⌋)"
by (simp add: q(3) xk)
moreover then have "(x, K) ∈ q n"
using n_def by blast
moreover
have "norm (content K *⇩R f x) ≤ (real n + 1) * (content K * indicator S x)"
proof (cases "x ∈ S")
case False
then show ?thesis by (simp add: 0)
next
case True
have *: "content K ≥ 0"
using tagged_division_ofD(4)[OF that(1) xk] by auto
moreover have "content K * norm (f x) ≤ content K * (real n + 1)"
by (simp add: mult_left_mono nfx(2))
ultimately show ?thesis
using nfx True by (auto simp: field_simps)
qed
ultimately show "∃y. (y, x, K) ∈ (Sigma {..N + 1} q) ∧ norm (content K *⇩R f x) ≤
(real y + 1) * (content K *⇩R indicator S x)"
by force
qed auto
also have "... = (∑i≤N + 1. ∑j∈q i. (real i + 1) * (case j of (x, K) ⇒ content K *⇩R indicator S x))"
apply (rule sum_Sigma_product [symmetric])
using q(1) apply auto
done
also have "... ≤ (∑i≤N + 1. (real i + 1) * ¦∑(x,K) ∈ q i. content K *⇩R indicator S x¦)"
by (rule sum_mono) (simp add: sum_distrib_left [symmetric])
also have "... ≤ (∑i≤N + 1. e/2/2 ^ i)"
proof (rule sum_mono)
show "(real i + 1) * ¦∑(x,K) ∈ q i. content K *⇩R indicator S x¦ ≤ e/2/2 ^ i"
if "i ∈ {..N + 1}" for i
using γ[of "q i" i] q by (simp add: divide_simps mult.left_commute)
qed
also have "... = e/2 * (∑i≤N + 1. (1/2) ^ i)"
unfolding sum_distrib_left by (metis divide_inverse inverse_eq_divide power_one_over)
also have "… < e/2 * 2"
proof (rule mult_strict_left_mono)
have "sum (op ^ (1/2)) {..N + 1} = sum (op ^ (1/2::real)) {..<N + 2}"
using lessThan_Suc_atMost by auto
also have "... < 2"
by (auto simp: geometric_sum)
finally show "sum (op ^ (1/2::real)) {..N + 1} < 2" .
qed (use ‹0 < e› in auto)
finally show ?thesis by auto
qed
qed
qed
proposition has_integral_negligible:
fixes f :: "'b::euclidean_space ⇒ 'a::real_normed_vector"
assumes negs: "negligible S"
and "⋀x. x ∈ (T - S) ⟹ f x = 0"
shows "(f has_integral 0) T"
proof (cases "∃a b. T = cbox a b")
case True
then have "((λx. if x ∈ T then f x else 0) has_integral 0) T"
using assms by (auto intro!: has_integral_negligible_cbox)
then show ?thesis
by (rule has_integral_eq [rotated]) auto
next
case False
let ?f = "(λx. if x ∈ T then f x else 0)"
have "((λx. if x ∈ T then f x else 0) has_integral 0) T"
apply (auto simp: False has_integral_alt [of ?f])
apply (rule_tac x=1 in exI, auto)
apply (rule_tac x=0 in exI, simp add: has_integral_negligible_cbox [OF negs] assms)
done
then show ?thesis
by (rule_tac f="?f" in has_integral_eq) auto
qed
lemma has_integral_spike:
fixes f :: "'b::euclidean_space ⇒ 'a::real_normed_vector"
assumes "negligible S"
and gf: "⋀x. x ∈ T - S ⟹ g x = f x"
and fint: "(f has_integral y) T"
shows "(g has_integral y) T"
proof -
have *: "(g has_integral y) (cbox a b)"
if "(f has_integral y) (cbox a b)" "∀x ∈ cbox a b - S. g x = f x" for a b f and g:: "'b ⇒ 'a" and y
proof -
have "((λx. f x + (g x - f x)) has_integral (y + 0)) (cbox a b)"
using that by (intro has_integral_add has_integral_negligible) (auto intro!: ‹negligible S›)
then show ?thesis
by auto
qed
show ?thesis
using fint gf
apply (subst has_integral_alt)
apply (subst (asm) has_integral_alt)
apply (simp split: if_split_asm)
apply (blast dest: *)
apply (erule_tac V = "∀a b. T ≠ cbox a b" in thin_rl)
apply (elim all_forward imp_forward ex_forward all_forward conj_forward asm_rl)
apply (auto dest!: *[where f="λx. if x∈T then f x else 0" and g="λx. if x ∈ T then g x else 0"])
done
qed
lemma has_integral_spike_eq:
assumes "negligible S"
and gf: "⋀x. x ∈ T - S ⟹ g x = f x"
shows "(f has_integral y) T ⟷ (g has_integral y) T"
using has_integral_spike [OF ‹negligible S›] gf
by metis
lemma integrable_spike:
assumes "negligible S"
and "⋀x. x ∈ T - S ⟹ g x = f x"
and "f integrable_on T"
shows "g integrable_on T"
using assms unfolding integrable_on_def by (blast intro: has_integral_spike)
lemma integral_spike:
assumes "negligible S"
and "⋀x. x ∈ T - S ⟹ g x = f x"
shows "integral T f = integral T g"
using has_integral_spike_eq[OF assms]
by (auto simp: integral_def integrable_on_def)
subsection ‹Some other trivialities about negligible sets.›
lemma negligible_subset:
assumes "negligible s" "t ⊆ s"
shows "negligible t"
unfolding negligible_def
by (metis (no_types) Diff_iff assms contra_subsetD has_integral_negligible indicator_simps(2))
lemma negligible_diff[intro?]:
assumes "negligible s"
shows "negligible (s - t)"
using assms by (meson Diff_subset negligible_subset)
lemma negligible_Int:
assumes "negligible s ∨ negligible t"
shows "negligible (s ∩ t)"
using assms negligible_subset by force
lemma negligible_Un:
assumes "negligible s"
and "negligible t"
shows "negligible (s ∪ t)"
unfolding negligible_def
proof (safe, goal_cases)
case (1 a b)
note assms[unfolded negligible_def,rule_format,of a b]
then show ?case
apply (subst has_integral_spike_eq[OF assms(2)])
defer
apply assumption
unfolding indicator_def
apply auto
done
qed
lemma negligible_Un_eq[simp]: "negligible (s ∪ t) ⟷ negligible s ∧ negligible t"
using negligible_Un negligible_subset by blast
lemma negligible_sing[intro]: "negligible {a::'a::euclidean_space}"
using negligible_standard_hyperplane[OF SOME_Basis, of "a ∙ (SOME i. i ∈ Basis)"] negligible_subset by blast
lemma negligible_insert[simp]: "negligible (insert a s) ⟷ negligible s"
apply (subst insert_is_Un)
unfolding negligible_Un_eq
apply auto
done
lemma negligible_empty[iff]: "negligible {}"
using negligible_insert by blast
lemma negligible_finite[intro]:
assumes "finite s"
shows "negligible s"
using assms by (induct s) auto
lemma negligible_Union[intro]:
assumes "finite 𝒯"
and "⋀t. t ∈ 𝒯 ⟹ negligible t"
shows "negligible(⋃𝒯)"
using assms by induct auto
lemma negligible:
"negligible s ⟷ (∀t::('a::euclidean_space) set. ((indicator s::'a⇒real) has_integral 0) t)"
apply safe
defer
apply (subst negligible_def)
proof -
fix t :: "'a set"
assume as: "negligible s"
have *: "(λx. if x ∈ s ∩ t then 1 else 0) = (λx. if x∈t then if x∈s then 1 else 0 else 0)"
by auto
show "((indicator s::'a⇒real) has_integral 0) t"
apply (subst has_integral_alt)
apply cases
apply (subst if_P,assumption)
unfolding if_not_P
apply safe
apply (rule as[unfolded negligible_def,rule_format])
apply (rule_tac x=1 in exI)
apply safe
apply (rule zero_less_one)
apply (rule_tac x=0 in exI)
using negligible_subset[OF as,of "s ∩ t"]
unfolding negligible_def indicator_def [abs_def]
unfolding *
apply auto
done
qed auto
subsection ‹Finite case of the spike theorem is quite commonly needed.›
lemma has_integral_spike_finite:
assumes "finite S"
and "⋀x. x ∈ T - S ⟹ g x = f x"
and "(f has_integral y) T"
shows "(g has_integral y) T"
using assms has_integral_spike negligible_finite by blast
lemma has_integral_spike_finite_eq:
assumes "finite S"
and "⋀x. x ∈ T - S ⟹ g x = f x"
shows "((f has_integral y) T ⟷ (g has_integral y) T)"
by (metis assms has_integral_spike_finite)
lemma integrable_spike_finite:
assumes "finite S"
and "⋀x. x ∈ T - S ⟹ g x = f x"
and "f integrable_on T"
shows "g integrable_on T"
using assms has_integral_spike_finite by blast
subsection ‹In particular, the boundary of an interval is negligible.›
lemma negligible_frontier_interval: "negligible(cbox (a::'a::euclidean_space) b - box a b)"
proof -
let ?A = "⋃((λk. {x. x∙k = a∙k} ∪ {x::'a. x∙k = b∙k}) ` Basis)"
have "negligible ?A"
by (force simp add: negligible_Union[OF finite_imageI])
moreover have "cbox a b - box a b ⊆ ?A"
by (force simp add: mem_box)
ultimately show ?thesis
by (rule negligible_subset)
qed
lemma has_integral_spike_interior:
assumes f: "(f has_integral y) (cbox a b)" and gf: "⋀x. x ∈ box a b ⟹ g x = f x"
shows "(g has_integral y) (cbox a b)"
apply (rule has_integral_spike[OF negligible_frontier_interval _ f])
using gf by auto
lemma has_integral_spike_interior_eq:
assumes "⋀x. x ∈ box a b ⟹ g x = f x"
shows "(f has_integral y) (cbox a b) ⟷ (g has_integral y) (cbox a b)"
by (metis assms has_integral_spike_interior)
lemma integrable_spike_interior:
assumes "⋀x. x ∈ box a b ⟹ g x = f x"
and "f integrable_on cbox a b"
shows "g integrable_on cbox a b"
using assms has_integral_spike_interior_eq by blast
subsection ‹Integrability of continuous functions.›
lemma operative_approximableI:
fixes f :: "'b::euclidean_space ⇒ 'a::banach"
assumes "0 ≤ e"
shows "operative conj True (λi. ∃g. (∀x∈i. norm (f x - g (x::'b)) ≤ e) ∧ g integrable_on i)"
proof -
interpret comm_monoid conj True
by standard auto
show ?thesis
proof (standard, safe)
fix a b :: 'b
show "∃g. (∀x∈cbox a b. norm (f x - g x) ≤ e) ∧ g integrable_on cbox a b"
if "box a b = {}" for a b
apply (rule_tac x=f in exI)
using assms that by (auto simp: content_eq_0_interior)
{
fix c g and k :: 'b
assume fg: "∀x∈cbox a b. norm (f x - g x) ≤ e" and g: "g integrable_on cbox a b"
assume k: "k ∈ Basis"
show "∃g. (∀x∈cbox a b ∩ {x. x ∙ k ≤ c}. norm (f x - g x) ≤ e) ∧ g integrable_on cbox a b ∩ {x. x ∙ k ≤ c}"
"∃g. (∀x∈cbox a b ∩ {x. c ≤ x ∙ k}. norm (f x - g x) ≤ e) ∧ g integrable_on cbox a b ∩ {x. c ≤ x ∙ k}"
apply (rule_tac[!] x=g in exI)
using fg integrable_split[OF g k] by auto
}
show "∃g. (∀x∈cbox a b. norm (f x - g x) ≤ e) ∧ g integrable_on cbox a b"
if fg1: "∀x∈cbox a b ∩ {x. x ∙ k ≤ c}. norm (f x - g1 x) ≤ e"
and g1: "g1 integrable_on cbox a b ∩ {x. x ∙ k ≤ c}"
and fg2: "∀x∈cbox a b ∩ {x. c ≤ x ∙ k}. norm (f x - g2 x) ≤ e"
and g2: "g2 integrable_on cbox a b ∩ {x. c ≤ x ∙ k}"
and k: "k ∈ Basis"
for c k g1 g2
proof -
let ?g = "λx. if x∙k = c then f x else if x∙k ≤ c then g1 x else g2 x"
show "∃g. (∀x∈cbox a b. norm (f x - g x) ≤ e) ∧ g integrable_on cbox a b"
proof (intro exI conjI ballI)
show "norm (f x - ?g x) ≤ e" if "x ∈ cbox a b" for x
by (auto simp: that assms fg1 fg2)
show "?g integrable_on cbox a b"
proof -
have "?g integrable_on cbox a b ∩ {x. x ∙ k ≤ c}" "?g integrable_on cbox a b ∩ {x. x ∙ k ≥ c}"
by(rule integrable_spike[OF negligible_standard_hyperplane[of k c]], use k g1 g2 in auto)+
with has_integral_split[OF _ _ k] show ?thesis
unfolding integrable_on_def by blast
qed
qed
qed
qed
qed
lemma comm_monoid_set_F_and: "comm_monoid_set.F op ∧ True f s ⟷ (finite s ⟶ (∀x∈s. f x))"
proof -
interpret bool: comm_monoid_set "op ∧" True
proof qed auto
show ?thesis
by (induction s rule: infinite_finite_induct) auto
qed
lemma approximable_on_division:
fixes f :: "'b::euclidean_space ⇒ 'a::banach"
assumes "0 ≤ e"
and d: "d division_of (cbox a b)"
and f: "∀i∈d. ∃g. (∀x∈i. norm (f x - g x) ≤ e) ∧ g integrable_on i"
obtains g where "∀x∈cbox a b. norm (f x - g x) ≤ e" "g integrable_on cbox a b"
proof -
interpret operative conj True "λi. ∃g. (∀x∈i. norm (f x - g (x::'b)) ≤ e) ∧ g integrable_on i"
using ‹0 ≤ e› by (rule operative_approximableI)
from f local.division [OF d] that show thesis
by auto
qed
lemma integrable_continuous:
fixes f :: "'b::euclidean_space ⇒ 'a::banach"
assumes "continuous_on (cbox a b) f"
shows "f integrable_on cbox a b"
proof (rule integrable_uniform_limit)
fix e :: real
assume e: "e > 0"
then obtain d where "0 < d" and d: "⋀x x'. ⟦x ∈ cbox a b; x' ∈ cbox a b; dist x' x < d⟧ ⟹ dist (f x') (f x) < e"
using compact_uniformly_continuous[OF assms compact_cbox] unfolding uniformly_continuous_on_def by metis
obtain p where ptag: "p tagged_division_of cbox a b" and finep: "(λx. ball x d) fine p"
using fine_division_exists[OF gauge_ball[OF ‹0 < d›], of a b] .
have *: "∀i∈snd ` p. ∃g. (∀x∈i. norm (f x - g x) ≤ e) ∧ g integrable_on i"
proof (safe, unfold snd_conv)
fix x l
assume as: "(x, l) ∈ p"
obtain a b where l: "l = cbox a b"
using as ptag by blast
then have x: "x ∈ cbox a b"
using as ptag by auto
show "∃g. (∀x∈l. norm (f x - g x) ≤ e) ∧ g integrable_on l"
apply (rule_tac x="λy. f x" in exI)
proof safe
show "(λy. f x) integrable_on l"
unfolding integrable_on_def l by blast
next
fix y
assume y: "y ∈ l"
then have "y ∈ ball x d"
using as finep by fastforce
then show "norm (f y - f x) ≤ e"
using d x y as l
by (metis dist_commute dist_norm less_imp_le mem_ball ptag subsetCE tagged_division_ofD(3))
qed
qed
from e have "e ≥ 0"
by auto
from approximable_on_division[OF this division_of_tagged_division[OF ptag] *]
show "∃g. (∀x∈cbox a b. norm (f x - g x) ≤ e) ∧ g integrable_on cbox a b"
by metis
qed
lemma integrable_continuous_interval:
fixes f :: "'b::ordered_euclidean_space ⇒ 'a::banach"
assumes "continuous_on {a..b} f"
shows "f integrable_on {a..b}"
by (metis assms integrable_continuous interval_cbox)
lemmas integrable_continuous_real = integrable_continuous_interval[where 'b=real]
subsection ‹Specialization of additivity to one dimension.›
subsection ‹A useful lemma allowing us to factor out the content size.›
lemma has_integral_factor_content:
"(f has_integral i) (cbox a b) ⟷
(∀e>0. ∃d. gauge d ∧ (∀p. p tagged_division_of (cbox a b) ∧ d fine p ⟶
norm (sum (λ(x,k). content k *⇩R f x) p - i) ≤ e * content (cbox a b)))"
proof (cases "content (cbox a b) = 0")
case True
show ?thesis
unfolding has_integral_null_eq[OF True]
apply safe
apply (rule, rule, rule gauge_trivial, safe)
unfolding sum_content_null[OF True] True
defer
apply (erule_tac x=1 in allE)
apply safe
defer
apply (rule fine_division_exists[of _ a b])
apply assumption
apply (erule_tac x=p in allE)
unfolding sum_content_null[OF True]
apply auto
done
next
case False
note F = this[unfolded content_lt_nz[symmetric]]
let ?P = "λe opp. ∃d. gauge d ∧
(∀p. p tagged_division_of (cbox a b) ∧ d fine p ⟶ opp (norm ((∑(x, k)∈p. content k *⇩R f x) - i)) e)"
show ?thesis
apply (subst has_integral)
proof safe
fix e :: real
assume e: "e > 0"
{
assume "∀e>0. ?P e op <"
then show "?P (e * content (cbox a b)) op ≤"
apply (erule_tac x="e * content (cbox a b)" in allE)
apply (erule impE)
defer
apply (erule exE,rule_tac x=d in exI)
using F e
apply (auto simp add:field_simps)
done
}
{
assume "∀e>0. ?P (e * content (cbox a b)) op ≤"
then show "?P e op <"
apply (erule_tac x="e/2 / content (cbox a b)" in allE)
apply (erule impE)
defer
apply (erule exE,rule_tac x=d in exI)
using F e
apply (auto simp add: field_simps)
done
}
qed
qed
lemma has_integral_factor_content_real:
"(f has_integral i) {a..b::real} ⟷
(∀e>0. ∃d. gauge d ∧ (∀p. p tagged_division_of {a..b} ∧ d fine p ⟶
norm (sum (λ(x,k). content k *⇩R f x) p - i) ≤ e * content {a..b} ))"
unfolding box_real[symmetric]
by (rule has_integral_factor_content)
subsection ‹Fundamental theorem of calculus.›
lemma interval_bounds_real:
fixes q b :: real
assumes "a ≤ b"
shows "Sup {a..b} = b"
and "Inf {a..b} = a"
using assms by auto
theorem fundamental_theorem_of_calculus:
fixes f :: "real ⇒ 'a::banach"
assumes "a ≤ b"
and vecd: "⋀x. x ∈ {a..b} ⟹ (f has_vector_derivative f' x) (at x within {a..b})"
shows "(f' has_integral (f b - f a)) {a..b}"
unfolding has_integral_factor_content box_real[symmetric]
proof safe
fix e :: real
assume "e > 0"
then have "∀x. ∃d>0. x ∈ {a..b} ⟶
(∀y∈{a..b}. norm (y-x) < d ⟶ norm (f y - f x - (y-x) *⇩R f' x) ≤ e * norm (y-x))"
using vecd[unfolded has_vector_derivative_def has_derivative_within_alt] by blast
then obtain d where d: "⋀x. 0 < d x"
"⋀x y. ⟦x ∈ {a..b}; y ∈ {a..b}; norm (y-x) < d x⟧
⟹ norm (f y - f x - (y-x) *⇩R f' x) ≤ e * norm (y-x)"
by metis
show "∃d. gauge d ∧ (∀p. p tagged_division_of (cbox a b) ∧ d fine p ⟶
norm ((∑(x, k)∈p. content k *⇩R f' x) - (f b - f a)) ≤ e * content (cbox a b))"
proof (rule exI, safe)
show "gauge (λx. ball x (d x))"
using d(1) gauge_ball_dependent by blast
next
fix p
assume ptag: "p tagged_division_of cbox a b" and finep: "(λx. ball x (d x)) fine p"
have ba: "b - a = (∑(x,K)∈p. Sup K - Inf K)" "f b - f a = (∑(x,K)∈p. f(Sup K) - f(Inf K))"
using additive_tagged_division_1[where f= "λx. x"] additive_tagged_division_1[where f= f]
‹a ≤ b› ptag by auto
have "norm (∑(x, K) ∈ p. (content K *⇩R f' x) - (f (Sup K) - f (Inf K)))
≤ (∑n∈p. e * (case n of (x, k) ⇒ Sup k - Inf k))"
proof (rule sum_norm_le,safe)
fix x K
assume "(x, K) ∈ p"
then have "x ∈ K" and kab: "K ⊆ cbox a b"
using ptag by blast+
then obtain u v where k: "K = cbox u v" and "x ∈ K" and kab: "K ⊆ cbox a b"
using ptag ‹(x, K) ∈ p› by auto
have "u ≤ v"
using ‹x ∈ K› unfolding k by auto
have ball: "∀y∈K. y ∈ ball x (d x)"
using finep ‹(x, K) ∈ p› by blast
have "u ∈ K" "v ∈ K"
by (simp_all add: ‹u ≤ v› k)
have "norm ((v - u) *⇩R f' x - (f v - f u)) = norm (f u - f x - (u - x) *⇩R f' x - (f v - f x - (v - x) *⇩R f' x))"
by (auto simp add: algebra_simps)
also have "... ≤ norm (f u - f x - (u - x) *⇩R f' x) + norm (f v - f x - (v - x) *⇩R f' x)"
by (rule norm_triangle_ineq4)
finally have "norm ((v - u) *⇩R f' x - (f v - f u)) ≤
norm (f u - f x - (u - x) *⇩R f' x) + norm (f v - f x - (v - x) *⇩R f' x)" .
also have "… ≤ e * norm (u - x) + e * norm (v - x)"
proof (rule add_mono)
show "norm (f u - f x - (u - x) *⇩R f' x) ≤ e * norm (u - x)"
apply (rule d(2)[of x u])
using ‹x ∈ K› kab ‹u ∈ K› ball dist_real_def by (auto simp add:dist_real_def)
show "norm (f v - f x - (v - x) *⇩R f' x) ≤ e * norm (v - x)"
apply (rule d(2)[of x v])
using ‹x ∈ K› kab ‹v ∈ K› ball dist_real_def by (auto simp add:dist_real_def)
qed
also have "… ≤ e * (Sup K - Inf K)"
using ‹x ∈ K› by (auto simp: k interval_bounds_real[OF ‹u ≤ v›] field_simps)
finally show "norm (content K *⇩R f' x - (f (Sup K) - f (Inf K))) ≤ e * (Sup K - Inf K)"
using ‹u ≤ v› by (simp add: k)
qed
with ‹a ≤ b› show "norm ((∑(x, K)∈p. content K *⇩R f' x) - (f b - f a)) ≤ e * content (cbox a b)"
by (auto simp: ba split_def sum_subtractf [symmetric] sum_distrib_left)
qed
qed
lemma ident_has_integral:
fixes a::real
assumes "a ≤ b"
shows "((λx. x) has_integral (b⇧2 - a⇧2)/2) {a..b}"
proof -
have "((λx. x) has_integral inverse 2 * b⇧2 - inverse 2 * a⇧2) {a..b}"
apply (rule fundamental_theorem_of_calculus [OF assms])
unfolding power2_eq_square
by (rule derivative_eq_intros | simp)+
then show ?thesis
by (simp add: field_simps)
qed
lemma integral_ident [simp]:
fixes a::real
assumes "a ≤ b"
shows "integral {a..b} (λx. x) = (if a ≤ b then (b⇧2 - a⇧2)/2 else 0)"
by (metis assms ident_has_integral integral_unique)
lemma ident_integrable_on:
fixes a::real
shows "(λx. x) integrable_on {a..b}"
by (metis atLeastatMost_empty_iff integrable_on_def has_integral_empty ident_has_integral)
subsection ‹Taylor series expansion›
lemma (in bounded_bilinear) sum_prod_derivatives_has_vector_derivative:
assumes "p>0"
and f0: "Df 0 = f"
and Df: "⋀m t. m < p ⟹ a ≤ t ⟹ t ≤ b ⟹
(Df m has_vector_derivative Df (Suc m) t) (at t within {a..b})"
and g0: "Dg 0 = g"
and Dg: "⋀m t. m < p ⟹ a ≤ t ⟹ t ≤ b ⟹
(Dg m has_vector_derivative Dg (Suc m) t) (at t within {a..b})"
and ivl: "a ≤ t" "t ≤ b"
shows "((λt. ∑i<p. (-1)^i *⇩R prod (Df i t) (Dg (p - Suc i) t))
has_vector_derivative
prod (f t) (Dg p t) - (-1)^p *⇩R prod (Df p t) (g t))
(at t within {a..b})"
using assms
proof cases
assume p: "p ≠ 1"
define p' where "p' = p - 2"
from assms p have p': "{..<p} = {..Suc p'}" "p = Suc (Suc p')"
by (auto simp: p'_def)
have *: "⋀i. i ≤ p' ⟹ Suc (Suc p' - i) = (Suc (Suc p') - i)"
by auto
let ?f = "λi. (-1) ^ i *⇩R (prod (Df i t) (Dg ((p - i)) t))"
have "(∑i<p. (-1) ^ i *⇩R (prod (Df i t) (Dg (Suc (p - Suc i)) t) +
prod (Df (Suc i) t) (Dg (p - Suc i) t))) =
(∑i≤(Suc p'). ?f i - ?f (Suc i))"
by (auto simp: algebra_simps p'(2) numeral_2_eq_2 * lessThan_Suc_atMost)
also note sum_telescope
finally
have "(∑i<p. (-1) ^ i *⇩R (prod (Df i t) (Dg (Suc (p - Suc i)) t) +
prod (Df (Suc i) t) (Dg (p - Suc i) t)))
= prod (f t) (Dg p t) - (- 1) ^ p *⇩R prod (Df p t) (g t)"
unfolding p'[symmetric]
by (simp add: assms)
thus ?thesis
using assms
by (auto intro!: derivative_eq_intros has_vector_derivative)
qed (auto intro!: derivative_eq_intros has_vector_derivative)
lemma
fixes f::"real⇒'a::banach"
assumes "p>0"
and f0: "Df 0 = f"
and Df: "⋀m t. m < p ⟹ a ≤ t ⟹ t ≤ b ⟹
(Df m has_vector_derivative Df (Suc m) t) (at t within {a..b})"
and ivl: "a ≤ b"
defines "i ≡ λx. ((b - x) ^ (p - 1) / fact (p - 1)) *⇩R Df p x"
shows taylor_has_integral:
"(i has_integral f b - (∑i<p. ((b-a) ^ i / fact i) *⇩R Df i a)) {a..b}"
and taylor_integral:
"f b = (∑i<p. ((b-a) ^ i / fact i) *⇩R Df i a) + integral {a..b} i"
and taylor_integrable:
"i integrable_on {a..b}"
proof goal_cases
case 1
interpret bounded_bilinear "scaleR::real⇒'a⇒'a"
by (rule bounded_bilinear_scaleR)
define g where "g s = (b - s)^(p - 1)/fact (p - 1)" for s
define Dg where [abs_def]:
"Dg n s = (if n < p then (-1)^n * (b - s)^(p - 1 - n) / fact (p - 1 - n) else 0)" for n s
have g0: "Dg 0 = g"
using ‹p > 0›
by (auto simp add: Dg_def divide_simps g_def split: if_split_asm)
{
fix m
assume "p > Suc m"
hence "p - Suc m = Suc (p - Suc (Suc m))"
by auto
hence "real (p - Suc m) * fact (p - Suc (Suc m)) = fact (p - Suc m)"
by auto
} note fact_eq = this
have Dg: "⋀m t. m < p ⟹ a ≤ t ⟹ t ≤ b ⟹
(Dg m has_vector_derivative Dg (Suc m) t) (at t within {a..b})"
unfolding Dg_def
by (auto intro!: derivative_eq_intros simp: has_vector_derivative_def fact_eq divide_simps)
let ?sum = "λt. ∑i<p. (- 1) ^ i *⇩R Dg i t *⇩R Df (p - Suc i) t"
from sum_prod_derivatives_has_vector_derivative[of _ Dg _ _ _ Df,
OF ‹p > 0› g0 Dg f0 Df]
have deriv: "⋀t. a ≤ t ⟹ t ≤ b ⟹
(?sum has_vector_derivative
g t *⇩R Df p t - (- 1) ^ p *⇩R Dg p t *⇩R f t) (at t within {a..b})"
by auto
from fundamental_theorem_of_calculus[rule_format, OF ‹a ≤ b› deriv]
have "(i has_integral ?sum b - ?sum a) {a..b}"
using atLeastatMost_empty'[simp del]
by (simp add: i_def g_def Dg_def)
also
have one: "(- 1) ^ p' * (- 1) ^ p' = (1::real)"
and "{..<p} ∩ {i. p = Suc i} = {p - 1}"
for p'
using ‹p > 0›
by (auto simp: power_mult_distrib[symmetric])
then have "?sum b = f b"
using Suc_pred'[OF ‹p > 0›]
by (simp add: diff_eq_eq Dg_def power_0_left le_Suc_eq if_distrib
cond_application_beta sum.If_cases f0)
also
have "{..<p} = (λx. p - x - 1) ` {..<p}"
proof safe
fix x
assume "x < p"
thus "x ∈ (λx. p - x - 1) ` {..<p}"
by (auto intro!: image_eqI[where x = "p - x - 1"])
qed simp
from _ this
have "?sum a = (∑i<p. ((b-a) ^ i / fact i) *⇩R Df i a)"
by (rule sum.reindex_cong) (auto simp add: inj_on_def Dg_def one)
finally show c: ?case .
case 2 show ?case using c integral_unique
by (metis (lifting) add.commute diff_eq_eq integral_unique)
case 3 show ?case using c by force
qed
subsection ‹Only need trivial subintervals if the interval itself is trivial.›
proposition division_of_nontrivial:
fixes 𝒟 :: "'a::euclidean_space set set"
assumes sdiv: "𝒟 division_of (cbox a b)"
and cont0: "content (cbox a b) ≠ 0"
shows "{k. k ∈ 𝒟 ∧ content k ≠ 0} division_of (cbox a b)"
using sdiv
proof (induction "card 𝒟" arbitrary: 𝒟 rule: less_induct)
case less
note 𝒟 = division_ofD[OF less.prems]
{
presume *: "{k ∈ 𝒟. content k ≠ 0} ≠ 𝒟 ⟹ ?case"
then show ?case
using less.prems by fastforce
}
assume noteq: "{k ∈ 𝒟. content k ≠ 0} ≠ 𝒟"
then obtain K c d where "K ∈ 𝒟" and contk: "content K = 0" and keq: "K = cbox c d"
using 𝒟(4) by blast
then have "card 𝒟 > 0"
unfolding card_gt_0_iff using less by auto
then have card: "card (𝒟 - {K}) < card 𝒟"
using less ‹K ∈ 𝒟› by (simp add: 𝒟(1))
have closed: "closed (⋃(𝒟 - {K}))"
using less.prems by auto
have "x islimpt ⋃(𝒟 - {K})" if "x ∈ K" for x
unfolding islimpt_approachable
proof (intro allI impI)
fix e::real
assume "e > 0"
obtain i where i: "c∙i = d∙i" "i∈Basis"
using contk 𝒟(3) [OF ‹K ∈ 𝒟›] unfolding box_ne_empty keq
by (meson content_eq_0 dual_order.antisym)
then have xi: "x∙i = d∙i"
using ‹x ∈ K› unfolding keq mem_box by (metis antisym)
define y where "y = (∑j∈Basis. (if j = i then if c∙i ≤ (a∙i + b∙i)/2 then c∙i +
min e (b∙i - c∙i)/2 else c∙i - min e (c∙i - a∙i)/2 else x∙j) *⇩R j)"
show "∃x'∈⋃(𝒟 - {K}). x' ≠ x ∧ dist x' x < e"
proof (intro bexI conjI)
have "d ∈ cbox c d"
using 𝒟(3)[OF ‹K ∈ 𝒟›] by (simp add: box_ne_empty(1) keq mem_box(2))
then have "d ∈ cbox a b"
using 𝒟(2)[OF ‹K ∈ 𝒟›] by (auto simp: keq)
then have di: "a ∙ i ≤ d ∙ i ∧ d ∙ i ≤ b ∙ i"
using ‹i ∈ Basis› mem_box(2) by blast
then have xyi: "y∙i ≠ x∙i"
unfolding y_def i xi using ‹e > 0› cont0 ‹i ∈ Basis›
by (auto simp: content_eq_0 elim!: ballE[of _ _ i])
then show "y ≠ x"
unfolding euclidean_eq_iff[where 'a='a] using i by auto
have "norm (y-x) ≤ (∑b∈Basis. ¦(y - x) ∙ b¦)"
by (rule norm_le_l1)
also have "... = ¦(y - x) ∙ i¦ + (∑b ∈ Basis - {i}. ¦(y - x) ∙ b¦)"
by (meson finite_Basis i(2) sum.remove)
also have "... < e + sum (λi. 0) Basis"
proof (rule add_less_le_mono)
show "¦(y-x) ∙ i¦ < e"
using di ‹e > 0› y_def i xi by (auto simp: inner_simps)
show "(∑i∈Basis - {i}. ¦(y-x) ∙ i¦) ≤ (∑i∈Basis. 0)"
unfolding y_def by (auto simp: inner_simps)
qed
finally have "norm (y-x) < e + sum (λi. 0) Basis" .
then show "dist y x < e"
unfolding dist_norm by auto
have "y ∉ K"
unfolding keq mem_box using i(1) i(2) xi xyi by fastforce
moreover have "y ∈ ⋃𝒟"
using subsetD[OF 𝒟(2)[OF ‹K ∈ 𝒟›] ‹x ∈ K›] ‹e > 0› di i
by (auto simp: 𝒟 mem_box y_def field_simps elim!: ballE[of _ _ i])
ultimately show "y ∈ ⋃(𝒟 - {K})" by auto
qed
qed
then have "K ⊆ ⋃(𝒟 - {K})"
using closed closed_limpt by blast
then have "⋃(𝒟 - {K}) = cbox a b"
unfolding 𝒟(6)[symmetric] by auto
then have "𝒟 - {K} division_of cbox a b"
by (metis Diff_subset less.prems division_of_subset 𝒟(6))
then have "{ka ∈ 𝒟 - {K}. content ka ≠ 0} division_of (cbox a b)"
using card less.hyps by blast
moreover have "{ka ∈ 𝒟 - {K}. content ka ≠ 0} = {K ∈ 𝒟. content K ≠ 0}"
using contk by auto
ultimately show ?case by auto
qed
subsection ‹Integrability on subintervals.›
lemma operative_integrableI:
fixes f :: "'b::euclidean_space ⇒ 'a::banach"
assumes "0 ≤ e"
shows "operative conj True (λi. f integrable_on i)"
proof -
interpret comm_monoid conj True
by standard auto
have 1: "⋀a b. box a b = {} ⟹ f integrable_on cbox a b"
by (simp add: content_eq_0_interior integrable_on_null)
have 2: "⋀a b c k.
⟦k ∈ Basis;
f integrable_on cbox a b ∩ {x. x ∙ k ≤ c};
f integrable_on cbox a b ∩ {x. c ≤ x ∙ k}⟧
⟹ f integrable_on cbox a b"
unfolding integrable_on_def by (auto intro!: has_integral_split)
show ?thesis
apply standard
using 1 2 by blast+
qed
lemma integrable_subinterval:
fixes f :: "'b::euclidean_space ⇒ 'a::banach"
assumes "f integrable_on cbox a b"
and "cbox c d ⊆ cbox a b"
shows "f integrable_on cbox c d"
proof -
interpret operative conj True "λi. f integrable_on i"
using order_refl by (rule operative_integrableI)
show ?thesis
apply (cases "cbox c d = {}")
defer
apply (rule partial_division_extend_1[OF assms(2)],assumption)
using division [symmetric] assms(1)
apply (auto simp: comm_monoid_set_F_and)
done
qed
lemma integrable_subinterval_real:
fixes f :: "real ⇒ 'a::banach"
assumes "f integrable_on {a..b}"
and "{c..d} ⊆ {a..b}"
shows "f integrable_on {c..d}"
by (metis assms box_real(2) integrable_subinterval)
subsection ‹Combining adjacent intervals in 1 dimension.›
lemma has_integral_combine:
fixes a b c :: real and j :: "'a::banach"
assumes "a ≤ c"
and "c ≤ b"
and ac: "(f has_integral i) {a..c}"
and cb: "(f has_integral j) {c..b}"
shows "(f has_integral (i + j)) {a..b}"
proof -
interpret operative_real "lift_option plus" "Some 0"
"λi. if f integrable_on i then Some (integral i f) else None"
using operative_integralI by (rule operative_realI)
from ‹a ≤ c› ‹c ≤ b› ac cb coalesce_less_eq
have *: "lift_option op +
(if f integrable_on {a..c} then Some (integral {a..c} f) else None)
(if f integrable_on {c..b} then Some (integral {c..b} f) else None) =
(if f integrable_on {a..b} then Some (integral {a..b} f) else None)"
by (auto simp: split: if_split_asm)
then have "f integrable_on cbox a b"
using ac cb by (auto split: if_split_asm)
with *
show ?thesis
using ac cb by (auto simp add: integrable_on_def integral_unique split: if_split_asm)
qed
lemma integral_combine:
fixes f :: "real ⇒ 'a::banach"
assumes "a ≤ c"
and "c ≤ b"
and ab: "f integrable_on {a..b}"
shows "integral {a..c} f + integral {c..b} f = integral {a..b} f"
proof -
have "(f has_integral integral {a..c} f) {a..c}"
using ab ‹c ≤ b› integrable_subinterval_real by fastforce
moreover
have "(f has_integral integral {c..b} f) {c..b}"
using ab ‹a ≤ c› integrable_subinterval_real by fastforce
ultimately have "(f has_integral integral {a..c} f + integral {c..b} f) {a..b}"
using ‹a ≤ c› ‹c ≤ b› has_integral_combine by blast
then show ?thesis
by (simp add: has_integral_integrable_integral)
qed
lemma integrable_combine:
fixes f :: "real ⇒ 'a::banach"
assumes "a ≤ c"
and "c ≤ b"
and "f integrable_on {a..c}"
and "f integrable_on {c..b}"
shows "f integrable_on {a..b}"
using assms
unfolding integrable_on_def
by (auto intro!: has_integral_combine)
subsection ‹Reduce integrability to "local" integrability.›
lemma integrable_on_little_subintervals:
fixes f :: "'b::euclidean_space ⇒ 'a::banach"
assumes "∀x∈cbox a b. ∃d>0. ∀u v. x ∈ cbox u v ∧ cbox u v ⊆ ball x d ∧ cbox u v ⊆ cbox a b ⟶
f integrable_on cbox u v"
shows "f integrable_on cbox a b"
proof -
interpret operative conj True "λi. f integrable_on i"
using order_refl by (rule operative_integrableI)
have "∀x. ∃d>0. x∈cbox a b ⟶ (∀u v. x ∈ cbox u v ∧ cbox u v ⊆ ball x d ∧ cbox u v ⊆ cbox a b ⟶
f integrable_on cbox u v)"
using assms by (metis zero_less_one)
then obtain d where d: "⋀x. 0 < d x"
"⋀x u v. ⟦x ∈ cbox a b; x ∈ cbox u v; cbox u v ⊆ ball x (d x); cbox u v ⊆ cbox a b⟧
⟹ f integrable_on cbox u v"
by metis
obtain p where p: "p tagged_division_of cbox a b" "(λx. ball x (d x)) fine p"
using fine_division_exists[OF gauge_ball_dependent,of d a b] d(1) by blast
then have sndp: "snd ` p division_of cbox a b"
by (metis division_of_tagged_division)
have "f integrable_on k" if "(x, k) ∈ p" for x k
using tagged_division_ofD(2-4)[OF p(1) that] fineD[OF p(2) that] d[of x] by auto
then show ?thesis
unfolding division [symmetric, OF sndp] comm_monoid_set_F_and
by auto
qed
subsection ‹Second FTC or existence of antiderivative.›
lemma integrable_const[intro]: "(λx. c) integrable_on cbox a b"
unfolding integrable_on_def by blast
lemma integral_has_vector_derivative_continuous_at:
fixes f :: "real ⇒ 'a::banach"
assumes f: "f integrable_on {a..b}"
and x: "x ∈ {a..b}"
and fx: "continuous (at x within {a..b}) f"
shows "((λu. integral {a..u} f) has_vector_derivative f x) (at x within {a..b})"
proof -
let ?I = "λa b. integral {a..b} f"
{ fix e::real
assume "e > 0"
obtain d where "d>0" and d: "⋀x'. ⟦x' ∈ {a..b}; ¦x' - x¦ < d⟧ ⟹ norm(f x' - f x) ≤ e"
using ‹e>0› fx by (auto simp: continuous_within_eps_delta dist_norm less_imp_le)
have "norm (integral {a..y} f - integral {a..x} f - (y-x) *⇩R f x) ≤ e * ¦y - x¦"
if y: "y ∈ {a..b}" and yx: "¦y - x¦ < d" for y
proof (cases "y < x")
case False
have "f integrable_on {a..y}"
using f y by (simp add: integrable_subinterval_real)
then have Idiff: "?I a y - ?I a x = ?I x y"
using False x by (simp add: algebra_simps integral_combine)
have fux_int: "((λu. f u - f x) has_integral integral {x..y} f - (y-x) *⇩R f x) {x..y}"
apply (rule has_integral_diff)
using x y apply (auto intro: integrable_integral [OF integrable_subinterval_real [OF f]])
using has_integral_const_real [of "f x" x y] False
apply (simp add: )
done
show ?thesis
using False
apply (simp add: abs_eq_content del: content_real_if measure_lborel_Icc)
apply (rule has_integral_bound_real[where f="(λu. f u - f x)"])
using yx False d x y ‹e>0› apply (auto simp add: Idiff fux_int)
done
next
case True
have "f integrable_on {a..x}"
using f x by (simp add: integrable_subinterval_real)
then have Idiff: "?I a x - ?I a y = ?I y x"
using True x y by (simp add: algebra_simps integral_combine)
have fux_int: "((λu. f u - f x) has_integral integral {y..x} f - (x - y) *⇩R f x) {y..x}"
apply (rule has_integral_diff)
using x y apply (auto intro: integrable_integral [OF integrable_subinterval_real [OF f]])
using has_integral_const_real [of "f x" y x] True
apply (simp add: )
done
have "norm (integral {a..x} f - integral {a..y} f - (x - y) *⇩R f x) ≤ e * ¦y - x¦"
using True
apply (simp add: abs_eq_content del: content_real_if measure_lborel_Icc)
apply (rule has_integral_bound_real[where f="(λu. f u - f x)"])
using yx True d x y ‹e>0› apply (auto simp add: Idiff fux_int)
done
then show ?thesis
by (simp add: algebra_simps norm_minus_commute)
qed
then have "∃d>0. ∀y∈{a..b}. ¦y - x¦ < d ⟶ norm (integral {a..y} f - integral {a..x} f - (y-x) *⇩R f x) ≤ e * ¦y - x¦"
using ‹d>0› by blast
}
then show ?thesis
by (simp add: has_vector_derivative_def has_derivative_within_alt bounded_linear_scaleR_left)
qed
lemma integral_has_vector_derivative:
fixes f :: "real ⇒ 'a::banach"
assumes "continuous_on {a..b} f"
and "x ∈ {a..b}"
shows "((λu. integral {a..u} f) has_vector_derivative f(x)) (at x within {a..b})"
apply (rule integral_has_vector_derivative_continuous_at [OF integrable_continuous_real])
using assms
apply (auto simp: continuous_on_eq_continuous_within)
done
lemma antiderivative_continuous:
fixes q b :: real
assumes "continuous_on {a..b} f"
obtains g where "⋀x. x ∈ {a..b} ⟹ (g has_vector_derivative (f x::_::banach)) (at x within {a..b})"
using integral_has_vector_derivative[OF assms] by auto
subsection ‹Combined fundamental theorem of calculus.›
lemma antiderivative_integral_continuous:
fixes f :: "real ⇒ 'a::banach"
assumes "continuous_on {a..b} f"
obtains g where "∀u∈{a..b}. ∀v ∈ {a..b}. u ≤ v ⟶ (f has_integral (g v - g u)) {u..v}"
proof -
obtain g
where g: "⋀x. x ∈ {a..b} ⟹ (g has_vector_derivative f x) (at x within {a..b})"
using antiderivative_continuous[OF assms] by metis
have "(f has_integral g v - g u) {u..v}" if "u ∈ {a..b}" "v ∈ {a..b}" "u ≤ v" for u v
proof -
have "⋀x. x ∈ cbox u v ⟹ (g has_vector_derivative f x) (at x within cbox u v)"
by (meson g has_vector_derivative_within_subset interval_subset_is_interval is_interval_closed_interval subsetCE that(1) that(2))
then show ?thesis
by (metis box_real(2) that(3) fundamental_theorem_of_calculus)
qed
then show ?thesis
using that by blast
qed
subsection ‹General "twiddling" for interval-to-interval function image.›
lemma has_integral_twiddle:
assumes "0 < r"
and hg: "⋀x. h(g x) = x"
and gh: "⋀x. g(h x) = x"
and contg: "⋀x. continuous (at x) g"
and g: "⋀u v. ∃w z. g ` cbox u v = cbox w z"
and h: "⋀u v. ∃w z. h ` cbox u v = cbox w z"
and r: "⋀u v. content(g ` cbox u v) = r * content (cbox u v)"
and intfi: "(f has_integral i) (cbox a b)"
shows "((λx. f(g x)) has_integral (1 / r) *⇩R i) (h ` cbox a b)"
proof (cases "cbox a b = {}")
case True
then show ?thesis
using intfi by auto
next
case False
obtain w z where wz: "h ` cbox a b = cbox w z"
using h by blast
have inj: "inj g" "inj h"
using hg gh injI by metis+
from h obtain ha hb where h_eq: "h ` cbox a b = cbox ha hb" by blast
have "∃d. gauge d ∧ (∀p. p tagged_division_of h ` cbox a b ∧ d fine p
⟶ norm ((∑(x, k)∈p. content k *⇩R f (g x)) - (1 / r) *⇩R i) < e)"
if "e > 0" for e
proof -
have "e * r > 0" using that ‹0 < r› by simp
with intfi[unfolded has_integral]
obtain d where d: "gauge d"
"⋀p. p tagged_division_of cbox a b ∧ d fine p
⟹ norm ((∑(x, k)∈p. content k *⇩R f x) - i) < e * r"
by metis
define d' where "d' x = {y. g y ∈ d (g x)}" for x
have d': "⋀x. d' x = {y. g y ∈ (d (g x))}"
unfolding d'_def ..
show ?thesis
proof (rule_tac x=d' in exI, safe)
show "gauge d'"
using d(1) continuous_open_preimage_univ[OF _ contg] by (auto simp: gauge_def d')
next
fix p
assume ptag: "p tagged_division_of h ` cbox a b" and finep: "d' fine p"
note p = tagged_division_ofD[OF ptag]
have gab: "g y ∈ cbox a b" if "y ∈ K" "(x, K) ∈ p" for x y K
by (metis hg inj(2) inj_image_mem_iff p(3) subsetCE that that)
have gimp: "(λ(x,K). (g x, g ` K)) ` p tagged_division_of (cbox a b) ∧
d fine (λ(x, k). (g x, g ` k)) ` p"
unfolding tagged_division_of
proof safe
show "finite ((λ(x, k). (g x, g ` k)) ` p)"
using ptag by auto
show "d fine (λ(x, k). (g x, g ` k)) ` p"
using finep unfolding fine_def d' by auto
next
fix x k
assume xk: "(x, k) ∈ p"
show "g x ∈ g ` k"
using p(2)[OF xk] by auto
show "∃u v. g ` k = cbox u v"
using p(4)[OF xk] using assms(5-6) by auto
fix x' K' u
assume xk': "(x', K') ∈ p" and u: "u ∈ interior (g ` k)" "u ∈ interior (g ` K')"
have "interior k ∩ interior K' ≠ {}"
proof
assume "interior k ∩ interior K' = {}"
moreover have "u ∈ g ` (interior k ∩ interior K')"
using interior_image_subset[OF ‹inj g› contg] u
unfolding image_Int[OF inj(1)] by blast
ultimately show False by blast
qed
then have same: "(x, k) = (x', K')"
using ptag xk' xk by blast
then show "g x = g x'"
by auto
show "g u ∈ g ` K'"if "u ∈ k" for u
using that same by auto
show "g u ∈ g ` k"if "u ∈ K'" for u
using that same by auto
next
fix x
assume "x ∈ cbox a b"
then have "h x ∈ ⋃{k. ∃x. (x, k) ∈ p}"
using p(6) by auto
then obtain X y where "h x ∈ X" "(y, X) ∈ p" by blast
then show "x ∈ ⋃{k. ∃x. (x, k) ∈ (λ(x, k). (g x, g ` k)) ` p}"
apply clarsimp
by (metis (no_types, lifting) assms(3) image_eqI pair_imageI)
qed (use gab in auto)
have *: "inj_on (λ(x, k). (g x, g ` k)) p"
using inj(1) unfolding inj_on_def by fastforce
have "(∑(x, k)∈(λ(x, k). (g x, g ` k)) ` p. content k *⇩R f x) - i = r *⇩R (∑(x, k)∈p. content k *⇩R f (g x)) - i" (is "?l = _")
using r
apply (simp only: algebra_simps add_left_cancel scaleR_right.sum)
apply (subst sum.reindex_bij_betw[symmetric, where h="λ(x, k). (g x, g ` k)" and S=p])
apply (auto intro!: * sum.cong simp: bij_betw_def dest!: p(4))
done
also have "… = r *⇩R ((∑(x, k)∈p. content k *⇩R f (g x)) - (1 / r) *⇩R i)" (is "_ = ?r")
using ‹0 < r› by (auto simp: scaleR_diff_right)
finally have eq: "?l = ?r" .
show "norm ((∑(x,K)∈p. content K *⇩R f (g x)) - (1 / r) *⇩R i) < e"
using d(2)[OF gimp] ‹0 < r› by (auto simp add: eq)
qed
qed
then show ?thesis
by (auto simp: h_eq has_integral)
qed
subsection ‹Special case of a basic affine transformation.›
lemma AE_lborel_inner_neq:
assumes k: "k ∈ Basis"
shows "AE x in lborel. x ∙ k ≠ c"
proof -
interpret finite_product_sigma_finite "λ_. lborel" Basis
proof qed simp
have "emeasure lborel {x∈space lborel. x ∙ k = c} = emeasure (Π⇩M j::'a∈Basis. lborel) (Π⇩E j∈Basis. if j = k then {c} else UNIV)"
using k
by (auto simp add: lborel_eq[where 'a='a] emeasure_distr intro!: arg_cong2[where f=emeasure])
(auto simp: space_PiM PiE_iff extensional_def split: if_split_asm)
also have "… = (∏j∈Basis. emeasure lborel (if j = k then {c} else UNIV))"
by (intro measure_times) auto
also have "… = 0"
by (intro prod_zero bexI[OF _ k]) auto
finally show ?thesis
by (subst AE_iff_measurable[OF _ refl]) auto
qed
lemma content_image_stretch_interval:
fixes m :: "'a::euclidean_space ⇒ real"
defines "s f x ≡ (∑k::'a∈Basis. (f k * (x∙k)) *⇩R k)"
shows "content (s m ` cbox a b) = ¦∏k∈Basis. m k¦ * content (cbox a b)"
proof cases
have s[measurable]: "s f ∈ borel →⇩M borel" for f
by (auto simp: s_def[abs_def])
assume m: "∀k∈Basis. m k ≠ 0"
then have s_comp_s: "s (λk. 1 / m k) ∘ s m = id" "s m ∘ s (λk. 1 / m k) = id"
by (auto simp: s_def[abs_def] fun_eq_iff euclidean_representation)
then have "inv (s (λk. 1 / m k)) = s m" "bij (s (λk. 1 / m k))"
by (auto intro: inv_unique_comp o_bij)
then have eq: "s m ` cbox a b = s (λk. 1 / m k) -` cbox a b"
using bij_vimage_eq_inv_image[OF ‹bij (s (λk. 1 / m k))›, of "cbox a b"] by auto
show ?thesis
using m unfolding eq measure_def
by (subst lborel_affine_euclidean[where c=m and t=0])
(simp_all add: emeasure_density measurable_sets_borel[OF s] abs_prod nn_integral_cmult
s_def[symmetric] emeasure_distr vimage_comp s_comp_s enn2real_mult prod_nonneg)
next
assume "¬ (∀k∈Basis. m k ≠ 0)"
then obtain k where k: "k ∈ Basis" "m k = 0" by auto
then have [simp]: "(∏k∈Basis. m k) = 0"
by (intro prod_zero) auto
have "emeasure lborel {x∈space lborel. x ∈ s m ` cbox a b} = 0"
proof (rule emeasure_eq_0_AE)
show "AE x in lborel. x ∉ s m ` cbox a b"
using AE_lborel_inner_neq[OF ‹k∈Basis›]
proof eventually_elim
show "x ∙ k ≠ 0 ⟹ x ∉ s m ` cbox a b " for x
using k by (auto simp: s_def[abs_def] cbox_def)
qed
qed
then show ?thesis
by (simp add: measure_def)
qed
lemma interval_image_affinity_interval:
"∃u v. (λx. m *⇩R (x::'a::euclidean_space) + c) ` cbox a b = cbox u v"
unfolding image_affinity_cbox
by auto
lemma content_image_affinity_cbox:
"content((λx::'a::euclidean_space. m *⇩R x + c) ` cbox a b) =
¦m¦ ^ DIM('a) * content (cbox a b)" (is "?l = ?r")
proof (cases "cbox a b = {}")
case True then show ?thesis by simp
next
case False
show ?thesis
proof (cases "m ≥ 0")
case True
with ‹cbox a b ≠ {}› have "cbox (m *⇩R a + c) (m *⇩R b + c) ≠ {}"
unfolding box_ne_empty
apply (intro ballI)
apply (erule_tac x=i in ballE)
apply (auto simp: inner_simps mult_left_mono)
done
moreover from True have *: "⋀i. (m *⇩R b + c) ∙ i - (m *⇩R a + c) ∙ i = m *⇩R (b-a) ∙ i"
by (simp add: inner_simps field_simps)
ultimately show ?thesis
by (simp add: image_affinity_cbox True content_cbox'
prod.distrib prod_constant inner_diff_left)
next
case False
with ‹cbox a b ≠ {}› have "cbox (m *⇩R b + c) (m *⇩R a + c) ≠ {}"
unfolding box_ne_empty
apply (intro ballI)
apply (erule_tac x=i in ballE)
apply (auto simp: inner_simps mult_left_mono)
done
moreover from False have *: "⋀i. (m *⇩R a + c) ∙ i - (m *⇩R b + c) ∙ i = (-m) *⇩R (b-a) ∙ i"
by (simp add: inner_simps field_simps)
ultimately show ?thesis using False
by (simp add: image_affinity_cbox content_cbox'
prod.distrib[symmetric] prod_constant[symmetric] inner_diff_left)
qed
qed
lemma has_integral_affinity:
fixes a :: "'a::euclidean_space"
assumes "(f has_integral i) (cbox a b)"
and "m ≠ 0"
shows "((λx. f(m *⇩R x + c)) has_integral ((1 / (¦m¦ ^ DIM('a))) *⇩R i)) ((λx. (1 / m) *⇩R x + -((1 / m) *⇩R c)) ` cbox a b)"
apply (rule has_integral_twiddle)
using assms
apply (safe intro!: interval_image_affinity_interval content_image_affinity_cbox)
apply (rule zero_less_power)
unfolding scaleR_right_distrib
apply auto
done
lemma integrable_affinity:
assumes "f integrable_on cbox a b"
and "m ≠ 0"
shows "(λx. f(m *⇩R x + c)) integrable_on ((λx. (1 / m) *⇩R x + -((1/m) *⇩R c)) ` cbox a b)"
using assms
unfolding integrable_on_def
apply safe
apply (drule has_integral_affinity)
apply auto
done
lemmas has_integral_affinity01 = has_integral_affinity [of _ _ 0 "1::real", simplified]
subsection ‹Special case of stretching coordinate axes separately.›
lemma has_integral_stretch:
fixes f :: "'a::euclidean_space ⇒ 'b::real_normed_vector"
assumes "(f has_integral i) (cbox a b)"
and "∀k∈Basis. m k ≠ 0"
shows "((λx. f (∑k∈Basis. (m k * (x∙k))*⇩R k)) has_integral
((1/ ¦prod m Basis¦) *⇩R i)) ((λx. (∑k∈Basis. (1 / m k * (x∙k))*⇩R k)) ` cbox a b)"
apply (rule has_integral_twiddle[where f=f])
unfolding zero_less_abs_iff content_image_stretch_interval
unfolding image_stretch_interval empty_as_interval euclidean_eq_iff[where 'a='a]
using assms
by auto
lemma integrable_stretch:
fixes f :: "'a::euclidean_space ⇒ 'b::real_normed_vector"
assumes "f integrable_on cbox a b"
and "∀k∈Basis. m k ≠ 0"
shows "(λx::'a. f (∑k∈Basis. (m k * (x∙k))*⇩R k)) integrable_on
((λx. ∑k∈Basis. (1 / m k * (x∙k))*⇩R k) ` cbox a b)"
using assms unfolding integrable_on_def
by (force dest: has_integral_stretch)
subsection ‹even more special cases.›
lemma uminus_interval_vector[simp]:
fixes a b :: "'a::euclidean_space"
shows "uminus ` cbox a b = cbox (-b) (-a)"
apply safe
apply (simp add: mem_box(2))
apply (rule_tac x="-x" in image_eqI)
apply (auto simp add: mem_box)
done
lemma has_integral_reflect_lemma[intro]:
assumes "(f has_integral i) (cbox a b)"
shows "((λx. f(-x)) has_integral i) (cbox (-b) (-a))"
using has_integral_affinity[OF assms, of "-1" 0]
by auto
lemma has_integral_reflect_lemma_real[intro]:
assumes "(f has_integral i) {a..b::real}"
shows "((λx. f(-x)) has_integral i) {-b .. -a}"
using assms
unfolding box_real[symmetric]
by (rule has_integral_reflect_lemma)
lemma has_integral_reflect[simp]:
"((λx. f (-x)) has_integral i) (cbox (-b) (-a)) ⟷ (f has_integral i) (cbox a b)"
by (auto dest: has_integral_reflect_lemma)
lemma integrable_reflect[simp]: "(λx. f(-x)) integrable_on cbox (-b) (-a) ⟷ f integrable_on cbox a b"
unfolding integrable_on_def by auto
lemma integrable_reflect_real[simp]: "(λx. f(-x)) integrable_on {-b .. -a} ⟷ f integrable_on {a..b::real}"
unfolding box_real[symmetric]
by (rule integrable_reflect)
lemma integral_reflect[simp]: "integral (cbox (-b) (-a)) (λx. f (-x)) = integral (cbox a b) f"
unfolding integral_def by auto
lemma integral_reflect_real[simp]: "integral {-b .. -a} (λx. f (-x)) = integral {a..b::real} f"
unfolding box_real[symmetric]
by (rule integral_reflect)
subsection ‹Stronger form of FCT; quite a tedious proof.›
lemma split_minus[simp]: "(λ(x, k). f x k) x - (λ(x, k). g x k) x = (λ(x, k). f x k - g x k) x"
by (simp add: split_def)
theorem fundamental_theorem_of_calculus_interior:
fixes f :: "real ⇒ 'a::real_normed_vector"
assumes "a ≤ b"
and contf: "continuous_on {a..b} f"
and derf: "⋀x. x ∈ {a <..< b} ⟹ (f has_vector_derivative f' x) (at x)"
shows "(f' has_integral (f b - f a)) {a..b}"
proof (cases "a = b")
case True
then have *: "cbox a b = {b}" "f b - f a = 0"
by (auto simp add: order_antisym)
with True show ?thesis by auto
next
case False
with ‹a ≤ b› have ab: "a < b" by arith
show ?thesis
unfolding has_integral_factor_content_real
proof (intro allI impI)
fix e :: real
assume e: "e > 0"
then have eba8: "(e * (b-a)) / 8 > 0"
using ab by (auto simp add: field_simps)
note derf_exp = derf[unfolded has_vector_derivative_def has_derivative_at_alt]
have bounded: "⋀x. x ∈ {a<..<b} ⟹ bounded_linear (λu. u *⇩R f' x)"
using derf_exp by simp
have "∀x ∈ box a b. ∃d>0. ∀y. norm (y-x) < d ⟶ norm (f y - f x - (y-x) *⇩R f' x) ≤ e/2 * norm (y-x)"
(is "∀x ∈ box a b. ?Q x")
proof
fix x assume x: "x ∈ box a b"
show "?Q x"
apply (rule allE [where x="e/2", OF derf_exp [THEN conjunct2, of x]])
using x e by auto
qed
from this [unfolded bgauge_existence_lemma]
obtain d where d: "⋀x. 0 < d x"
"⋀x y. ⟦x ∈ box a b; norm (y-x) < d x⟧
⟹ norm (f y - f x - (y-x) *⇩R f' x) ≤ e/2 * norm (y-x)"
by metis
have "bounded (f ` cbox a b)"
using compact_cbox assms by (auto simp: compact_imp_bounded compact_continuous_image)
then obtain B
where "0 < B" and B: "⋀x. x ∈ f ` cbox a b ⟹ norm x ≤ B"
unfolding bounded_pos by metis
obtain da where "0 < da"
and da: "⋀c. ⟦a ≤ c; {a..c} ⊆ {a..b}; {a..c} ⊆ ball a da⟧
⟹ norm (content {a..c} *⇩R f' a - (f c - f a)) ≤ (e * (b-a)) / 4"
proof -
have "continuous (at a within {a..b}) f"
using contf continuous_on_eq_continuous_within by force
with eba8 obtain k where "0 < k"
and k: "⋀x. ⟦x ∈ {a..b}; 0 < norm (x-a); norm (x-a) < k⟧ ⟹ norm (f x - f a) < e * (b-a) / 8"
unfolding continuous_within Lim_within dist_norm by metis
obtain l where l: "0 < l" "norm (l *⇩R f' a) ≤ e * (b-a) / 8"
proof (cases "f' a = 0")
case True with ab e that show ?thesis by auto
next
case False
then show ?thesis
apply (rule_tac l="(e * (b-a)) / 8 / norm (f' a)" in that)
using ab e apply (auto simp add: field_simps)
done
qed
have "norm (content {a..c} *⇩R f' a - (f c - f a)) ≤ e * (b-a) / 4"
if "a ≤ c" "{a..c} ⊆ {a..b}" and bmin: "{a..c} ⊆ ball a (min k l)" for c
proof -
have minkl: "¦a - x¦ < min k l" if "x ∈ {a..c}" for x
using bmin dist_real_def that by auto
then have lel: "¦c - a¦ ≤ ¦l¦"
using that by force
have "norm ((c - a) *⇩R f' a - (f c - f a)) ≤ norm ((c - a) *⇩R f' a) + norm (f c - f a)"
by (rule norm_triangle_ineq4)
also have "… ≤ e * (b-a) / 8 + e * (b-a) / 8"
proof (rule add_mono)
have "norm ((c - a) *⇩R f' a) ≤ norm (l *⇩R f' a)"
by (auto intro: mult_right_mono [OF lel])
also have "... ≤ e * (b-a) / 8"
by (rule l)
finally show "norm ((c - a) *⇩R f' a) ≤ e * (b-a) / 8" .
next
have "norm (f c - f a) < e * (b-a) / 8"
proof (cases "a = c")
case True then show ?thesis
using eba8 by auto
next
case False show ?thesis
by (rule k) (use minkl ‹a ≤ c› that False in auto)
qed
then show "norm (f c - f a) ≤ e * (b-a) / 8" by simp
qed
finally show "norm (content {a..c} *⇩R f' a - (f c - f a)) ≤ e * (b-a) / 4"
unfolding content_real[OF ‹a ≤ c›] by auto
qed
then show ?thesis
by (rule_tac da="min k l" in that) (auto simp: l ‹0 < k›)
qed
obtain db where "0 < db"
and db: "⋀c. ⟦c ≤ b; {c..b} ⊆ {a..b}; {c..b} ⊆ ball b db⟧
⟹ norm (content {c..b} *⇩R f' b - (f b - f c)) ≤ (e * (b-a)) / 4"
proof -
have "continuous (at b within {a..b}) f"
using contf continuous_on_eq_continuous_within by force
with eba8 obtain k
where "0 < k"
and k: "⋀x. ⟦x ∈ {a..b}; 0 < norm(x-b); norm(x-b) < k⟧
⟹ norm (f b - f x) < e * (b-a) / 8"
unfolding continuous_within Lim_within dist_norm norm_minus_commute by metis
obtain l where l: "0 < l" "norm (l *⇩R f' b) ≤ (e * (b-a)) / 8"
proof (cases "f' b = 0")
case True thus ?thesis
using ab e that by auto
next
case False then show ?thesis
apply (rule_tac l="(e * (b-a)) / 8 / norm (f' b)" in that)
using ab e by (auto simp add: field_simps)
qed
have "norm (content {c..b} *⇩R f' b - (f b - f c)) ≤ e * (b-a) / 4"
if "c ≤ b" "{c..b} ⊆ {a..b}" and bmin: "{c..b} ⊆ ball b (min k l)" for c
proof -
have minkl: "¦b - x¦ < min k l" if "x ∈ {c..b}" for x
using bmin dist_real_def that by auto
then have lel: "¦b - c¦ ≤ ¦l¦"
using that by force
have "norm ((b - c) *⇩R f' b - (f b - f c)) ≤ norm ((b - c) *⇩R f' b) + norm (f b - f c)"
by (rule norm_triangle_ineq4)
also have "… ≤ e * (b-a) / 8 + e * (b-a) / 8"
proof (rule add_mono)
have "norm ((b - c) *⇩R f' b) ≤ norm (l *⇩R f' b)"
by (auto intro: mult_right_mono [OF lel])
also have "... ≤ e * (b-a) / 8"
by (rule l)
finally show "norm ((b - c) *⇩R f' b) ≤ e * (b-a) / 8" .
next
have "norm (f b - f c) < e * (b-a) / 8"
proof (cases "b = c")
case True with eba8 show ?thesis
by auto
next
case False show ?thesis
by (rule k) (use minkl ‹c ≤ b› that False in auto)
qed
then show "norm (f b - f c) ≤ e * (b-a) / 8" by simp
qed
finally show "norm (content {c..b} *⇩R f' b - (f b - f c)) ≤ e * (b-a) / 4"
unfolding content_real[OF ‹c ≤ b›] by auto
qed
then show ?thesis
by (rule_tac db="min k l" in that) (auto simp: l ‹0 < k›)
qed
let ?d = "(λx. ball x (if x=a then da else if x=b then db else d x))"
show "∃d. gauge d ∧ (∀p. p tagged_division_of {a..b} ∧ d fine p ⟶
norm ((∑(x,K)∈p. content K *⇩R f' x) - (f b - f a)) ≤ e * content {a..b})"
proof (rule exI, safe)
show "gauge ?d"
using ab ‹db > 0› ‹da > 0› d(1) by (auto intro: gauge_ball_dependent)
next
fix p
assume ptag: "p tagged_division_of {a..b}" and fine: "?d fine p"
let ?A = "{t. fst t ∈ {a, b}}"
note p = tagged_division_ofD[OF ptag]
have pA: "p = (p ∩ ?A) ∪ (p - ?A)" "finite (p ∩ ?A)" "finite (p - ?A)" "(p ∩ ?A) ∩ (p - ?A) = {}"
using ptag fine by auto
have le_xz: "⋀w x y z::real. y ≤ z/2 ⟹ w - x ≤ z/2 ⟹ w + y ≤ x + z"
by arith
have non: False if xk: "(x,K) ∈ p" and "x ≠ a" "x ≠ b"
and less: "e * (Sup K - Inf K)/2 < norm (content K *⇩R f' x - (f (Sup K) - f (Inf K)))"
for x K
proof -
obtain u v where k: "K = cbox u v"
using p(4) xk by blast
then have "u ≤ v" and uv: "{u, v} ⊆ cbox u v"
using p(2)[OF xk] by auto
then have result: "e * (v - u)/2 < norm ((v - u) *⇩R f' x - (f v - f u))"
using less[unfolded k box_real interval_bounds_real content_real] by auto
then have "x ∈ box a b"
using p(2) p(3) ‹x ≠ a› ‹x ≠ b› xk by fastforce
with d have *: "⋀y. norm (y-x) < d x
⟹ norm (f y - f x - (y-x) *⇩R f' x) ≤ e/2 * norm (y-x)"
by metis
have xd: "norm (u - x) < d x" "norm (v - x) < d x"
using fineD[OF fine xk] ‹x ≠ a› ‹x ≠ b› uv
by (auto simp add: k subset_eq dist_commute dist_real_def)
have "norm ((v - u) *⇩R f' x - (f v - f u)) =
norm ((f u - f x - (u - x) *⇩R f' x) - (f v - f x - (v - x) *⇩R f' x))"
by (rule arg_cong[where f=norm]) (auto simp: scaleR_left.diff)
also have "… ≤ e/2 * norm (u - x) + e/2 * norm (v - x)"
by (metis norm_triangle_le_diff add_mono * xd)
also have "… ≤ e/2 * norm (v - u)"
using p(2)[OF xk] by (auto simp add: field_simps k)
also have "… < norm ((v - u) *⇩R f' x - (f v - f u))"
using result by (simp add: ‹u ≤ v›)
finally have "e * (v - u)/2 < e * (v - u)/2"
using uv by auto
then show False by auto
qed
have "norm (∑(x, K)∈p - ?A. content K *⇩R f' x - (f (Sup K) - f (Inf K)))
≤ (∑(x, K)∈p - ?A. norm (content K *⇩R f' x - (f (Sup K) - f (Inf K))))"
by (auto intro: sum_norm_le)
also have "... ≤ (∑n∈p - ?A. e * (case n of (x, k) ⇒ Sup k - Inf k)/2)"
using non by (fastforce intro: sum_mono)
finally have I: "norm (∑(x, k)∈p - ?A.
content k *⇩R f' x - (f (Sup k) - f (Inf k)))
≤ (∑n∈p - ?A. e * (case n of (x, k) ⇒ Sup k - Inf k))/2"
by (simp add: sum_divide_distrib)
have II: "norm (∑(x, k)∈p ∩ ?A. content k *⇩R f' x - (f (Sup k) - f (Inf k))) -
(∑n∈p ∩ ?A. e * (case n of (x, k) ⇒ Sup k - Inf k))
≤ (∑n∈p - ?A. e * (case n of (x, k) ⇒ Sup k - Inf k))/2"
proof -
have ge0: "0 ≤ e * (Sup k - Inf k)" if xkp: "(x, k) ∈ p ∩ ?A" for x k
proof -
obtain u v where uv: "k = cbox u v"
by (meson Int_iff xkp p(4))
with p(2) that uv have "cbox u v ≠ {}"
by blast
then show "0 ≤ e * ((Sup k) - (Inf k))"
unfolding uv using e by (auto simp add: field_simps)
qed
let ?B = "λx. {t ∈ p. fst t = x ∧ content (snd t) ≠ 0}"
let ?C = "{t ∈ p. fst t ∈ {a, b} ∧ content (snd t) ≠ 0}"
have "norm (∑(x, k)∈p ∩ {t. fst t ∈ {a, b}}. content k *⇩R f' x - (f (Sup k) - f (Inf k))) ≤ e * (b-a)/2"
proof -
have *: "⋀S f e. sum f S = sum f (p ∩ ?C) ⟹ norm (sum f (p ∩ ?C)) ≤ e ⟹ norm (sum f S) ≤ e"
by auto
have 1: "content K *⇩R (f' x) - (f ((Sup K)) - f ((Inf K))) = 0"
if "(x,K) ∈ p ∩ {t. fst t ∈ {a, b}} - p ∩ ?C" for x K
proof -
have xk: "(x,K) ∈ p" and k0: "content K = 0"
using that by auto
then obtain u v where uv: "K = cbox u v"
using p(4) by blast
then have "u = v"
using xk k0 p(2) by force
then show "content K *⇩R (f' x) - (f ((Sup K)) - f ((Inf K))) = 0"
using xk unfolding uv by auto
qed
have 2: "norm(∑(x,K)∈p ∩ ?C. content K *⇩R f' x - (f (Sup K) - f (Inf K))) ≤ e * (b-a)/2"
proof -
have norm_le: "norm (sum f S) ≤ e"
if "⋀x y. ⟦x ∈ S; y ∈ S⟧ ⟹ x = y" "⋀x. x ∈ S ⟹ norm (f x) ≤ e" "e > 0"
for S f and e :: real
proof (cases "S = {}")
case True
with that show ?thesis by auto
next
case False then obtain x where "x ∈ S"
by auto
then have "S = {x}"
using that(1) by auto
then show ?thesis
using ‹x ∈ S› that(2) by auto
qed
have *: "p ∩ ?C = ?B a ∪ ?B b"
by blast
then have "norm (∑(x,K)∈p ∩ ?C. content K *⇩R f' x - (f (Sup K) - f (Inf K))) =
norm (∑(x,K) ∈ ?B a ∪ ?B b. content K *⇩R f' x - (f (Sup K) - f (Inf K)))"
by simp
also have "... = norm ((∑(x,K) ∈ ?B a. content K *⇩R f' x - (f (Sup K) - f (Inf K))) +
(∑(x,K) ∈ ?B b. content K *⇩R f' x - (f (Sup K) - f (Inf K))))"
apply (subst sum.union_disjoint)
using p(1) ab e by auto
also have "... ≤ e * (b - a) / 4 + e * (b - a) / 4"
proof (rule norm_triangle_le [OF add_mono])
have pa: "∃v. k = cbox a v ∧ a ≤ v" if "(a, k) ∈ p" for k
using p(2) p(3) p(4) that by fastforce
show "norm (∑(x,K) ∈ ?B a. content K *⇩R f' x - (f (Sup K) - f (Inf K))) ≤ e * (b - a) / 4"
proof (intro norm_le; clarsimp)
fix K K'
assume K: "(a, K) ∈ p" "(a, K') ∈ p" and ne0: "content K ≠ 0" "content K' ≠ 0"
with pa obtain v v' where v: "K = cbox a v" "a ≤ v" and v': "K' = cbox a v'" "a ≤ v'"
by blast
let ?v = "min v v'"
have "box a ?v ⊆ K ∩ K'"
unfolding v v' by (auto simp add: mem_box)
then have "interior (box a (min v v')) ⊆ interior K ∩ interior K'"
using interior_Int interior_mono by blast
moreover have "(a + ?v)/2 ∈ box a ?v"
using ne0 unfolding v v' content_eq_0 not_le
by (auto simp add: mem_box)
ultimately have "(a + ?v)/2 ∈ interior K ∩ interior K'"
unfolding interior_open[OF open_box] by auto
then show "K = K'"
using p(5)[OF K] by auto
next
fix K
assume K: "(a, K) ∈ p" and ne0: "content K ≠ 0"
show "norm (content c *⇩R f' a - (f (Sup c) - f (Inf c))) * 4 ≤ e * (b-a)"
if "(a, c) ∈ p" and ne0: "content c ≠ 0" for c
proof -
obtain v where v: "c = cbox a v" and "a ≤ v"
using pa[OF ‹(a, c) ∈ p›] by metis
then have "a ∈ {a..v}" "v ≤ b"
using p(3)[OF ‹(a, c) ∈ p›] by auto
moreover have "{a..v} ⊆ ball a da"
using fineD[OF ‹?d fine p› ‹(a, c) ∈ p›] by (simp add: v split: if_split_asm)
ultimately show ?thesis
unfolding v interval_bounds_real[OF ‹a ≤ v›] box_real
using da ‹a ≤ v› by auto
qed
qed (use ab e in auto)
next
have pb: "∃v. k = cbox v b ∧ b ≥ v" if "(b, k) ∈ p" for k
using p(2) p(3) p(4) that by fastforce
show "norm (∑(x,K) ∈ ?B b. content K *⇩R f' x - (f (Sup K) - f (Inf K))) ≤ e * (b - a) / 4"
proof (intro norm_le; clarsimp)
fix K K'
assume K: "(b, K) ∈ p" "(b, K') ∈ p" and ne0: "content K ≠ 0" "content K' ≠ 0"
with pb obtain v v' where v: "K = cbox v b" "v ≤ b" and v': "K' = cbox v' b" "v' ≤ b"
by blast
let ?v = "max v v'"
have "box ?v b ⊆ K ∩ K'"
unfolding v v' by (auto simp: mem_box)
then have "interior (box (max v v') b) ⊆ interior K ∩ interior K'"
using interior_Int interior_mono by blast
moreover have " ((b + ?v)/2) ∈ box ?v b"
using ne0 unfolding v v' content_eq_0 not_le by (auto simp: mem_box)
ultimately have "((b + ?v)/2) ∈ interior K ∩ interior K'"
unfolding interior_open[OF open_box] by auto
then show "K = K'"
using p(5)[OF K] by auto
next
fix K
assume K: "(b, K) ∈ p" and ne0: "content K ≠ 0"
show "norm (content c *⇩R f' b - (f (Sup c) - f (Inf c))) * 4 ≤ e * (b-a)"
if "(b, c) ∈ p" and ne0: "content c ≠ 0" for c
proof -
obtain v where v: "c = cbox v b" and "v ≤ b"
using ‹(b, c) ∈ p› pb by blast
then have "v ≥ a""b ∈ {v.. b}"
using p(3)[OF ‹(b, c) ∈ p›] by auto
moreover have "{v..b} ⊆ ball b db"
using fineD[OF ‹?d fine p› ‹(b, c) ∈ p›] box_real(2) v False by force
ultimately show ?thesis
using db v by auto
qed
qed (use ab e in auto)
qed
also have "... = e * (b-a)/2"
by simp
finally show "norm (∑(x,k)∈p ∩ ?C.
content k *⇩R f' x - (f (Sup k) - f (Inf k))) ≤ e * (b-a)/2" .
qed
show "norm (∑(x, k)∈p ∩ ?A. content k *⇩R f' x - (f ((Sup k)) - f ((Inf k)))) ≤ e * (b-a)/2"
apply (rule * [OF sum.mono_neutral_right[OF pA(2)]])
using 1 2 by (auto simp: split_paired_all)
qed
also have "... = (∑n∈p. e * (case n of (x, k) ⇒ Sup k - Inf k))/2"
unfolding sum_distrib_left[symmetric]
apply (subst additive_tagged_division_1[OF ‹a ≤ b› ptag])
by auto
finally have norm_le: "norm (∑(x,K)∈p ∩ {t. fst t ∈ {a, b}}. content K *⇩R f' x - (f (Sup K) - f (Inf K)))
≤ (∑n∈p. e * (case n of (x, K) ⇒ Sup K - Inf K))/2" .
have le2: "⋀x s1 s2::real. 0 ≤ s1 ⟹ x ≤ (s1 + s2)/2 ⟹ x - s1 ≤ s2/2"
by auto
show ?thesis
apply (rule le2 [OF sum_nonneg])
using ge0 apply force
unfolding sum.union_disjoint[OF pA(2-), symmetric] pA(1)[symmetric]
by (metis norm_le)
qed
note * = additive_tagged_division_1[OF assms(1) ptag, symmetric]
have "norm (∑(x,K)∈p ∩ ?A ∪ (p - ?A). content K *⇩R f' x - (f (Sup K) - f (Inf K)))
≤ e * (∑(x,K)∈p ∩ ?A ∪ (p - ?A). Sup K - Inf K)"
unfolding sum_distrib_left
unfolding sum.union_disjoint[OF pA(2-)]
using le_xz norm_triangle_le I II by blast
then
show "norm ((∑(x,K)∈p. content K *⇩R f' x) - (f b - f a)) ≤ e * content {a..b}"
by (simp only: content_real[OF ‹a ≤ b›] *[of "λx. x"] *[of f] sum_subtractf[symmetric] split_minus pA(1) [symmetric])
qed
qed
qed
subsection ‹Stronger form with finite number of exceptional points.›
lemma fundamental_theorem_of_calculus_interior_strong:
fixes f :: "real ⇒ 'a::banach"
assumes "finite s"
and "a ≤ b"
and "continuous_on {a..b} f"
and "∀x∈{a <..< b} - s. (f has_vector_derivative f'(x)) (at x)"
shows "(f' has_integral (f b - f a)) {a..b}"
using assms
proof (induct "card s" arbitrary: s a b)
case 0
then show ?case
by (force simp add: intro: fundamental_theorem_of_calculus_interior)
next
case (Suc n)
then obtain c s' where cs: "s = insert c s'" and n: "n = card s'"
by (metis card_eq_SucD)
then have "finite s'"
using ‹finite s› by force
show ?case
proof (cases "c ∈ box a b")
case False
with ‹finite s'› show ?thesis
using cs n Suc
by (metis Diff_iff box_real(1) insert_iff)
next
let ?P = "λi j. ∀x∈{i <..< j} - s'. (f has_vector_derivative f' x) (at x)"
case True
then have "a ≤ c" "c ≤ b"
by (auto simp: mem_box)
moreover have "?P a c" "?P c b"
using Suc.prems(4) True ‹a ≤ c› cs(1) by auto
moreover have "continuous_on {a..c} f" "continuous_on {c..b} f"
using ‹continuous_on {a..b} f› ‹a ≤ c› ‹c ≤ b› continuous_on_subset by fastforce+
ultimately have "(f' has_integral f c - f a + (f b - f c)) {a..b}"
using Suc.hyps(1) ‹finite s'› ‹n = card s'› by (blast intro: has_integral_combine)
then show ?thesis
by auto
qed
qed
corollary fundamental_theorem_of_calculus_strong:
fixes f :: "real ⇒ 'a::banach"
assumes "finite s"
and "a ≤ b"
and "continuous_on {a..b} f"
and vec: "∀x∈{a..b} - s. (f has_vector_derivative f'(x)) (at x)"
shows "(f' has_integral (f b - f a)) {a..b}"
apply (rule fundamental_theorem_of_calculus_interior_strong[OF assms(1-3), of f'])
using vec apply (auto simp: mem_box)
done
proposition indefinite_integral_continuous_left:
fixes f:: "real ⇒ 'a::banach"
assumes intf: "f integrable_on {a..b}" and "a < c" "c ≤ b" "e > 0"
obtains d where "d > 0"
and "∀t. c - d < t ∧ t ≤ c ⟶ norm (integral {a..c} f - integral {a..t} f) < e"
proof -
obtain w where "w > 0" and w: "⋀t. ⟦c - w < t; t < c⟧ ⟹ norm (f c) * norm(c - t) < e/3"
proof (cases "f c = 0")
case False
hence e3: "0 < e/3 / norm (f c)" using ‹e>0› by simp
moreover have "norm (f c) * norm (c - t) < e/3"
if "t < c" and "c - e/3 / norm (f c) < t" for t
proof -
have "norm (c - t) < e/3 / norm (f c)"
using that by auto
then show "norm (f c) * norm (c - t) < e/3"
by (metis e3 mult.commute norm_not_less_zero pos_less_divide_eq zero_less_divide_iff)
qed
ultimately show ?thesis
using that by auto
next
case True then show ?thesis
using ‹e > 0› that by auto
qed
let ?SUM = "λp. (∑(x,K) ∈ p. content K *⇩R f x)"
have e3: "e/3 > 0"
using ‹e > 0› by auto
have "f integrable_on {a..c}"
apply (rule integrable_subinterval_real[OF intf])
using ‹a < c› ‹c ≤ b› by auto
then obtain d1 where "gauge d1" and d1:
"⋀p. ⟦p tagged_division_of {a..c}; d1 fine p⟧ ⟹ norm (?SUM p - integral {a..c} f) < e/3"
using integrable_integral has_integral_real e3 by metis
define d where [abs_def]: "d x = ball x w ∩ d1 x" for x
have "gauge d"
unfolding d_def using ‹w > 0› ‹gauge d1› by auto
then obtain k where "0 < k" and k: "ball c k ⊆ d c"
by (meson gauge_def open_contains_ball)
let ?d = "min k (c - a)/2"
show thesis
proof (intro that[of ?d] allI impI, safe)
show "?d > 0"
using ‹0 < k› ‹a < c› by auto
next
fix t
assume t: "c - ?d < t" "t ≤ c"
show "norm (integral ({a..c}) f - integral ({a..t}) f) < e"
proof (cases "t < c")
case False with ‹t ≤ c› show ?thesis
by (simp add: ‹e > 0›)
next
case True
have "f integrable_on {a..t}"
apply (rule integrable_subinterval_real[OF intf])
using ‹t < c› ‹c ≤ b› by auto
then obtain d2 where d2: "gauge d2"
"⋀p. p tagged_division_of {a..t} ∧ d2 fine p ⟹ norm (?SUM p - integral {a..t} f) < e/3"
using integrable_integral has_integral_real e3 by metis
define d3 where "d3 x = (if x ≤ t then d1 x ∩ d2 x else d1 x)" for x
have "gauge d3"
using ‹gauge d1› ‹gauge d2› unfolding d3_def gauge_def by auto
then obtain p where ptag: "p tagged_division_of {a..t}" and pfine: "d3 fine p"
by (metis box_real(2) fine_division_exists)
note p' = tagged_division_ofD[OF ptag]
have pt: "(x,K)∈p ⟹ x ≤ t" for x K
by (meson atLeastAtMost_iff p'(2) p'(3) subsetCE)
with pfine have "d2 fine p"
unfolding fine_def d3_def by fastforce
then have d2_fin: "norm (?SUM p - integral {a..t} f) < e/3"
using d2(2) ptag by auto
have eqs: "{a..c} ∩ {x. x ≤ t} = {a..t}" "{a..c} ∩ {x. x ≥ t} = {t..c}"
using t by (auto simp add: field_simps)
have "p ∪ {(c, {t..c})} tagged_division_of {a..c}"
apply (rule tagged_division_Un_interval_real[of _ _ _ 1 "t"])
using ‹t ≤ c› by (auto simp: eqs ptag tagged_division_of_self_real)
moreover
have "d1 fine p ∪ {(c, {t..c})}"
unfolding fine_def
proof safe
fix x K y
assume "(x,K) ∈ p" and "y ∈ K" then show "y ∈ d1 x"
by (metis Int_iff d3_def subsetD fineD pfine)
next
fix x assume "x ∈ {t..c}"
then have "dist c x < k"
using t(1) by (auto simp add: field_simps dist_real_def)
with k show "x ∈ d1 c"
unfolding d_def by auto
qed
ultimately have d1_fin: "norm (?SUM(p ∪ {(c, {t..c})}) - integral {a..c} f) < e/3"
using d1 by metis
have SUMEQ: "?SUM(p ∪ {(c, {t..c})}) = (c - t) *⇩R f c + ?SUM p"
proof -
have "?SUM(p ∪ {(c, {t..c})}) = (content{t..c} *⇩R f c) + ?SUM p"
proof (subst sum.union_disjoint)
show "p ∩ {(c, {t..c})} = {}"
using ‹t < c› pt by force
qed (use p'(1) in auto)
also have "... = (c - t) *⇩R f c + ?SUM p"
using ‹t ≤ c› by auto
finally show ?thesis .
qed
have "c - k < t"
using ‹k>0› t(1) by (auto simp add: field_simps)
moreover have "k ≤ w"
proof (rule ccontr)
assume "¬ k ≤ w"
then have "c + (k + w) / 2 ∉ d c"
by (auto simp add: field_simps not_le not_less dist_real_def d_def)
then have "c + (k + w) / 2 ∉ ball c k"
using k by blast
then show False
using ‹0 < w› ‹¬ k ≤ w› dist_real_def by auto
qed
ultimately have cwt: "c - w < t"
by (auto simp add: field_simps)
have eq: "integral {a..c} f - integral {a..t} f = -(((c - t) *⇩R f c + ?SUM p) -
integral {a..c} f) + (?SUM p - integral {a..t} f) + (c - t) *⇩R f c"
by auto
have "norm (integral {a..c} f - integral {a..t} f) < e/3 + e/3 + e/3"
unfolding eq
proof (intro norm_triangle_lt add_strict_mono)
show "norm (- ((c - t) *⇩R f c + ?SUM p - integral {a..c} f)) < e/3"
by (metis SUMEQ d1_fin norm_minus_cancel)
show "norm (?SUM p - integral {a..t} f) < e/3"
using d2_fin by blast
show "norm ((c - t) *⇩R f c) < e/3"
using w cwt ‹t < c› by (auto simp add: field_simps)
qed
then show ?thesis by simp
qed
qed
qed
lemma indefinite_integral_continuous_right:
fixes f :: "real ⇒ 'a::banach"
assumes "f integrable_on {a..b}"
and "a ≤ c"
and "c < b"
and "e > 0"
obtains d where "0 < d"
and "∀t. c ≤ t ∧ t < c + d ⟶ norm (integral {a..c} f - integral {a..t} f) < e"
proof -
have intm: "(λx. f (- x)) integrable_on {-b .. -a}" "- b < - c" "- c ≤ - a"
using assms by auto
from indefinite_integral_continuous_left[OF intm ‹e>0›]
obtain d where "0 < d"
and d: "⋀t. ⟦- c - d < t; t ≤ -c⟧
⟹ norm (integral {- b..- c} (λx. f (-x)) - integral {- b..t} (λx. f (-x))) < e"
by metis
let ?d = "min d (b - c)"
show ?thesis
proof (intro that[of "?d"] allI impI)
show "0 < ?d"
using ‹0 < d› ‹c < b› by auto
fix t :: real
assume t: "c ≤ t ∧ t < c + ?d"
have *: "integral {a..c} f = integral {a..b} f - integral {c..b} f"
"integral {a..t} f = integral {a..b} f - integral {t..b} f"
apply (simp_all only: algebra_simps)
using assms t by (auto simp: integral_combine)
have "(- c) - d < (- t)" "- t ≤ - c"
using t by auto
from d[OF this] show "norm (integral {a..c} f - integral {a..t} f) < e"
by (auto simp add: algebra_simps norm_minus_commute *)
qed
qed
lemma indefinite_integral_continuous_1:
fixes f :: "real ⇒ 'a::banach"
assumes "f integrable_on {a..b}"
shows "continuous_on {a..b} (λx. integral {a..x} f)"
proof -
have "∃d>0. ∀x'∈{a..b}. dist x' x < d ⟶ dist (integral {a..x'} f) (integral {a..x} f) < e"
if x: "x ∈ {a..b}" and "e > 0" for x e :: real
proof (cases "a = b")
case True
with that show ?thesis by force
next
case False
with x have "a < b" by force
with x consider "x = a" | "x = b" | "a < x" "x < b"
by force
then show ?thesis
proof cases
case 1 show ?thesis
apply (rule indefinite_integral_continuous_right [OF assms _ ‹a < b› ‹e > 0›], force)
using ‹x = a› apply (force simp: dist_norm algebra_simps)
done
next
case 2 show ?thesis
apply (rule indefinite_integral_continuous_left [OF assms ‹a < b› _ ‹e > 0›], force)
using ‹x = b› apply (force simp: dist_norm norm_minus_commute algebra_simps)
done
next
case 3
obtain d1 where "0 < d1"
and d1: "⋀t. ⟦x - d1 < t; t ≤ x⟧ ⟹ norm (integral {a..x} f - integral {a..t} f) < e"
using 3 by (auto intro: indefinite_integral_continuous_left [OF assms ‹a < x› _ ‹e > 0›])
obtain d2 where "0 < d2"
and d2: "⋀t. ⟦x ≤ t; t < x + d2⟧ ⟹ norm (integral {a..x} f - integral {a..t} f) < e"
using 3 by (auto intro: indefinite_integral_continuous_right [OF assms _ ‹x < b› ‹e > 0›])
show ?thesis
proof (intro exI ballI conjI impI)
show "0 < min d1 d2"
using ‹0 < d1› ‹0 < d2› by simp
show "dist (integral {a..y} f) (integral {a..x} f) < e"
if "y ∈ {a..b}" "dist y x < min d1 d2" for y
proof (cases "y < x")
case True
with that d1 show ?thesis by (auto simp: dist_commute dist_norm)
next
case False
with that d2 show ?thesis
by (auto simp: dist_commute dist_norm)
qed
qed
qed
qed
then show ?thesis
by (auto simp: continuous_on_iff)
qed
lemma indefinite_integral_continuous_1':
fixes f::"real ⇒ 'a::banach"
assumes "f integrable_on {a..b}"
shows "continuous_on {a..b} (λx. integral {x..b} f)"
proof -
have "integral {a..b} f - integral {a..x} f = integral {x..b} f" if "x ∈ {a..b}" for x
using integral_combine[OF _ _ assms, of x] that
by (auto simp: algebra_simps)
with _ show ?thesis
by (rule continuous_on_eq) (auto intro!: continuous_intros indefinite_integral_continuous_1 assms)
qed
subsection ‹This doesn't directly involve integration, but that gives an easy proof.›
lemma has_derivative_zero_unique_strong_interval:
fixes f :: "real ⇒ 'a::banach"
assumes "finite k"
and "continuous_on {a..b} f"
and "f a = y"
and "∀x∈({a..b} - k). (f has_derivative (λh. 0)) (at x within {a..b})" "x ∈ {a..b}"
shows "f x = y"
proof -
have ab: "a ≤ b"
using assms by auto
have *: "a ≤ x"
using assms(5) by auto
have "((λx. 0::'a) has_integral f x - f a) {a..x}"
apply (rule fundamental_theorem_of_calculus_interior_strong[OF assms(1) *])
apply (rule continuous_on_subset[OF assms(2)])
defer
apply safe
unfolding has_vector_derivative_def
apply (subst has_derivative_within_open[symmetric])
apply assumption
apply (rule open_greaterThanLessThan)
apply (rule has_derivative_within_subset[where s="{a..b}"])
using assms(4) assms(5)
apply (auto simp: mem_box)
done
note this[unfolded *]
note has_integral_unique[OF has_integral_0 this]
then show ?thesis
unfolding assms by auto
qed
subsection ‹Generalize a bit to any convex set.›
lemma has_derivative_zero_unique_strong_convex:
fixes f :: "'a::euclidean_space ⇒ 'b::banach"
assumes "convex S" "finite K"
and contf: "continuous_on S f"
and "c ∈ S" "f c = y"
and derf: "⋀x. x ∈ (S - K) ⟹ (f has_derivative (λh. 0)) (at x within S)"
and "x ∈ S"
shows "f x = y"
proof (cases "x = c")
case True with ‹f c = y› show ?thesis
by blast
next
case False
let ?φ = "λu. (1 - u) *⇩R c + u *⇩R x"
have contf': "continuous_on {0 ..1} (f ∘ ?φ)"
apply (rule continuous_intros continuous_on_subset[OF contf])+
using ‹convex S› ‹x ∈ S› ‹c ∈ S› by (auto simp add: convex_alt algebra_simps)
have "t = u" if "?φ t = ?φ u" for t u
proof -
from that have "(t - u) *⇩R x = (t - u) *⇩R c"
by (auto simp add: algebra_simps)
then show ?thesis
using ‹x ≠ c› by auto
qed
then have eq: "(SOME t. ?φ t = ?φ u) = u" for u
by blast
then have "(?φ -` K) ⊆ (λz. SOME t. ?φ t = z) ` K"
by (clarsimp simp: image_iff) (metis (no_types) eq)
then have fin: "finite (?φ -` K)"
by (rule finite_surj[OF ‹finite K›])
have derf': "((λu. f (?φ u)) has_derivative (λh. 0)) (at t within {0..1})"
if "t ∈ {0..1} - {t. ?φ t ∈ K}" for t
proof -
have df: "(f has_derivative (λh. 0)) (at (?φ t) within ?φ ` {0..1})"
apply (rule has_derivative_within_subset [OF derf])
using ‹convex S› ‹x ∈ S› ‹c ∈ S› that by (auto simp add: convex_alt algebra_simps)
have "(f ∘ ?φ has_derivative (λx. 0) ∘ (λz. (0 - z *⇩R c) + z *⇩R x)) (at t within {0..1})"
by (rule derivative_eq_intros df | simp)+
then show ?thesis
unfolding o_def .
qed
have "(f ∘ ?φ) 1 = y"
apply (rule has_derivative_zero_unique_strong_interval[OF fin contf'])
unfolding o_def using ‹f c = y› derf' by auto
then show ?thesis
by auto
qed
text ‹Also to any open connected set with finite set of exceptions. Could
generalize to locally convex set with limpt-free set of exceptions.›
lemma has_derivative_zero_unique_strong_connected:
fixes f :: "'a::euclidean_space ⇒ 'b::banach"
assumes "connected S"
and "open S"
and "finite K"
and contf: "continuous_on S f"
and "c ∈ S"
and "f c = y"
and derf: "⋀x. x ∈ (S - K) ⟹ (f has_derivative (λh. 0)) (at x within S)"
and "x ∈ S"
shows "f x = y"
proof -
have xx: "∃e>0. ball x e ⊆ {xa ∈ S. f xa ∈ {f x}}" if "x ∈ S" for x
proof -
obtain e where "0 < e" and e: "ball x e ⊆ S"
using ‹x ∈ S› ‹open S› open_contains_ball by blast
have "ball x e ⊆ {u ∈ S. f u ∈ {f x}}"
proof safe
fix y
assume y: "y ∈ ball x e"
then show "y ∈ S"
using e by auto
show "f y = f x"
proof (rule has_derivative_zero_unique_strong_convex[OF convex_ball ‹finite K›])
show "continuous_on (ball x e) f"
using contf continuous_on_subset e by blast
show "(f has_derivative (λh. 0)) (at u within ball x e)"
if "u ∈ ball x e - K" for u
by (metis Diff_iff contra_subsetD derf e has_derivative_within_subset that)
qed (use y e ‹0 < e› in auto)
qed
then show "∃e>0. ball x e ⊆ {xa ∈ S. f xa ∈ {f x}}"
using ‹0 < e› by blast
qed
then have "openin (subtopology euclidean S) {x ∈ S. f x ∈ {y}}"
by (auto intro!: open_openin_trans[OF ‹open S›] simp: open_contains_ball)
moreover have "closedin (subtopology euclidean S) {x ∈ S. f x ∈ {y}}"
by (force intro!: continuous_closedin_preimage [OF contf])
ultimately have "{x ∈ S. f x ∈ {y}} = {} ∨ {x ∈ S. f x ∈ {y}} = S"
using ‹connected S› connected_clopen by blast
then show ?thesis
using ‹x ∈ S› ‹f c = y› ‹c ∈ S› by auto
qed
lemma has_derivative_zero_connected_constant:
fixes f :: "'a::euclidean_space ⇒ 'b::banach"
assumes "connected S"
and "open S"
and "finite k"
and "continuous_on S f"
and "∀x∈(S - k). (f has_derivative (λh. 0)) (at x within S)"
obtains c where "⋀x. x ∈ S ⟹ f(x) = c"
proof (cases "S = {}")
case True
then show ?thesis
by (metis empty_iff that)
next
case False
then obtain c where "c ∈ S"
by (metis equals0I)
then show ?thesis
by (metis has_derivative_zero_unique_strong_connected assms that)
qed
subsection ‹Integrating characteristic function of an interval›
lemma has_integral_restrict_open_subinterval:
fixes f :: "'a::euclidean_space ⇒ 'b::banach"
assumes intf: "(f has_integral i) (cbox c d)"
and cb: "cbox c d ⊆ cbox a b"
shows "((λx. if x ∈ box c d then f x else 0) has_integral i) (cbox a b)"
proof (cases "cbox c d = {}")
case True
then have "box c d = {}"
by (metis bot.extremum_uniqueI box_subset_cbox)
then show ?thesis
using True intf by auto
next
case False
then obtain p where pdiv: "p division_of cbox a b" and inp: "cbox c d ∈ p"
using cb partial_division_extend_1 by blast
define g where [abs_def]: "g x = (if x ∈box c d then f x else 0)" for x
interpret operative "lift_option plus" "Some (0 :: 'b)"
"λi. if g integrable_on i then Some (integral i g) else None"
by (fact operative_integralI)
note operat = division [OF pdiv, symmetric]
show ?thesis
proof (cases "(g has_integral i) (cbox a b)")
case True then show ?thesis
by (simp add: g_def)
next
case False
have iterate:"F (λi. if g integrable_on i then Some (integral i g) else None) (p - {cbox c d}) = Some 0"
proof (intro neutral ballI)
fix x
assume x: "x ∈ p - {cbox c d}"
then have "x ∈ p"
by auto
then obtain u v where uv: "x = cbox u v"
using pdiv by blast
have "interior x ∩ interior (cbox c d) = {}"
using pdiv inp x by blast
then have "(g has_integral 0) x"
unfolding uv using has_integral_spike_interior[where f="λx. 0"]
by (metis (no_types, lifting) disjoint_iff_not_equal g_def has_integral_0_eq interior_cbox)
then show "(if g integrable_on x then Some (integral x g) else None) = Some 0"
by auto
qed
interpret comm_monoid_set "lift_option plus" "Some (0 :: 'b)"
by (intro comm_monoid_set.intro comm_monoid_lift_option add.comm_monoid_axioms)
have intg: "g integrable_on cbox c d"
using integrable_spike_interior[where f=f]
by (meson g_def has_integral_integrable intf)
moreover have "integral (cbox c d) g = i"
proof (rule has_integral_unique[OF has_integral_spike_interior intf])
show "⋀x. x ∈ box c d ⟹ f x = g x"
by (auto simp: g_def)
show "(g has_integral integral (cbox c d) g) (cbox c d)"
by (rule integrable_integral[OF intg])
qed
ultimately have "F (λA. if g integrable_on A then Some (integral A g) else None) p = Some i"
by (metis (full_types, lifting) division_of_finite inp iterate pdiv remove right_neutral)
then
have "(g has_integral i) (cbox a b)"
by (metis integrable_on_def integral_unique operat option.inject option.simps(3))
with False show ?thesis
by blast
qed
qed
lemma has_integral_restrict_closed_subinterval:
fixes f :: "'a::euclidean_space ⇒ 'b::banach"
assumes "(f has_integral i) (cbox c d)"
and "cbox c d ⊆ cbox a b"
shows "((λx. if x ∈ cbox c d then f x else 0) has_integral i) (cbox a b)"
proof -
note has_integral_restrict_open_subinterval[OF assms]
note * = has_integral_spike[OF negligible_frontier_interval _ this]
show ?thesis
apply (rule *[of c d])
using box_subset_cbox[of c d]
apply auto
done
qed
lemma has_integral_restrict_closed_subintervals_eq:
fixes f :: "'a::euclidean_space ⇒ 'b::banach"
assumes "cbox c d ⊆ cbox a b"
shows "((λx. if x ∈ cbox c d then f x else 0) has_integral i) (cbox a b) ⟷ (f has_integral i) (cbox c d)"
(is "?l = ?r")
proof (cases "cbox c d = {}")
case False
let ?g = "λx. if x ∈ cbox c d then f x else 0"
show ?thesis
proof
assume ?l
then have "?g integrable_on cbox c d"
using assms has_integral_integrable integrable_subinterval by blast
then have "f integrable_on cbox c d"
by (rule integrable_eq) auto
moreover then have "i = integral (cbox c d) f"
by (meson ‹((λx. if x ∈ cbox c d then f x else 0) has_integral i) (cbox a b)› assms has_integral_restrict_closed_subinterval has_integral_unique integrable_integral)
ultimately show ?r by auto
next
assume ?r then show ?l
by (rule has_integral_restrict_closed_subinterval[OF _ assms])
qed
qed auto
text ‹Hence we can apply the limit process uniformly to all integrals.›
lemma has_integral':
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
shows "(f has_integral i) S ⟷
(∀e>0. ∃B>0. ∀a b. ball 0 B ⊆ cbox a b ⟶
(∃z. ((λx. if x ∈ S then f(x) else 0) has_integral z) (cbox a b) ∧ norm(z - i) < e))"
(is "?l ⟷ (∀e>0. ?r e)")
proof (cases "∃a b. S = cbox a b")
case False then show ?thesis
by (simp add: has_integral_alt)
next
case True
then obtain a b where S: "S = cbox a b"
by blast
obtain B where " 0 < B" and B: "⋀x. x ∈ cbox a b ⟹ norm x ≤ B"
using bounded_cbox[unfolded bounded_pos] by blast
show ?thesis
proof safe
fix e :: real
assume ?l and "e > 0"
have "((λx. if x ∈ S then f x else 0) has_integral i) (cbox c d)"
if "ball 0 (B+1) ⊆ cbox c d" for c d
unfolding S using B that
by (force intro: ‹?l›[unfolded S] has_integral_restrict_closed_subinterval)
then show "?r e"
apply (rule_tac x="B+1" in exI)
using ‹B>0› ‹e>0› by force
next
assume as: "∀e>0. ?r e"
then obtain C
where C: "⋀a b. ball 0 C ⊆ cbox a b ⟹
∃z. ((λx. if x ∈ S then f x else 0) has_integral z) (cbox a b)"
by (meson zero_less_one)
define c :: 'n where "c = (∑i∈Basis. (- max B C) *⇩R i)"
define d :: 'n where "d = (∑i∈Basis. max B C *⇩R i)"
have "c ∙ i ≤ x ∙ i ∧ x ∙ i ≤ d ∙ i" if "norm x ≤ B" "i ∈ Basis" for x i
using that and Basis_le_norm[OF ‹i∈Basis›, of x]
by (auto simp add: field_simps sum_negf c_def d_def)
then have c_d: "cbox a b ⊆ cbox c d"
by (meson B mem_box(2) subsetI)
have "c ∙ i ≤ x ∙ i ∧ x ∙ i ≤ d ∙ i"
if x: "norm (0 - x) < C" and i: "i ∈ Basis" for x i
using Basis_le_norm[OF i, of x] x i by (auto simp: sum_negf c_def d_def)
then have "ball 0 C ⊆ cbox c d"
by (auto simp: mem_box dist_norm)
with C obtain y where y: "(f has_integral y) (cbox a b)"
using c_d has_integral_restrict_closed_subintervals_eq S by blast
have "y = i"
proof (rule ccontr)
assume "y ≠ i"
then have "0 < norm (y - i)"
by auto
from as[rule_format,OF this]
obtain C where C: "⋀a b. ball 0 C ⊆ cbox a b ⟹
∃z. ((λx. if x ∈ S then f x else 0) has_integral z) (cbox a b) ∧ norm (z-i) < norm (y-i)"
by auto
define c :: 'n where "c = (∑i∈Basis. (- max B C) *⇩R i)"
define d :: 'n where "d = (∑i∈Basis. max B C *⇩R i)"
have "c ∙ i ≤ x ∙ i ∧ x ∙ i ≤ d ∙ i"
if "norm x ≤ B" and "i ∈ Basis" for x i
using that Basis_le_norm[of i x] by (auto simp add: field_simps sum_negf c_def d_def)
then have c_d: "cbox a b ⊆ cbox c d"
by (simp add: B mem_box(2) subset_eq)
have "c ∙ i ≤ x ∙ i ∧ x ∙ i ≤ d ∙ i" if "norm (0 - x) < C" and "i ∈ Basis" for x i
using Basis_le_norm[of i x] that by (auto simp: sum_negf c_def d_def)
then have "ball 0 C ⊆ cbox c d"
by (auto simp: mem_box dist_norm)
with C obtain z where z: "(f has_integral z) (cbox a b)" "norm (z-i) < norm (y-i)"
using has_integral_restrict_closed_subintervals_eq[OF c_d] S by blast
moreover then have "z = y"
by (blast intro: has_integral_unique[OF _ y])
ultimately show False
by auto
qed
then show ?l
using y by (auto simp: S)
qed
qed
lemma has_integral_le:
fixes f :: "'n::euclidean_space ⇒ real"
assumes fg: "(f has_integral i) S" "(g has_integral j) S"
and le: "⋀x. x ∈ S ⟹ f x ≤ g x"
shows "i ≤ j"
using has_integral_component_le[OF _ fg, of 1] le by auto
lemma integral_le:
fixes f :: "'n::euclidean_space ⇒ real"
assumes "f integrable_on S"
and "g integrable_on S"
and "⋀x. x ∈ S ⟹ f x ≤ g x"
shows "integral S f ≤ integral S g"
by (rule has_integral_le[OF assms(1,2)[unfolded has_integral_integral] assms(3)])
lemma has_integral_nonneg:
fixes f :: "'n::euclidean_space ⇒ real"
assumes "(f has_integral i) S"
and "⋀x. x ∈ S ⟹ 0 ≤ f x"
shows "0 ≤ i"
using has_integral_component_nonneg[of 1 f i S]
unfolding o_def
using assms
by auto
lemma integral_nonneg:
fixes f :: "'n::euclidean_space ⇒ real"
assumes f: "f integrable_on S" and 0: "⋀x. x ∈ S ⟹ 0 ≤ f x"
shows "0 ≤ integral S f"
by (rule has_integral_nonneg[OF f[unfolded has_integral_integral] 0])
text ‹Hence a general restriction property.›
lemma has_integral_restrict [simp]:
fixes f :: "'a :: euclidean_space ⇒ 'b :: banach"
assumes "S ⊆ T"
shows "((λx. if x ∈ S then f x else 0) has_integral i) T ⟷ (f has_integral i) S"
proof -
have *: "⋀x. (if x ∈ T then if x ∈ S then f x else 0 else 0) = (if x∈S then f x else 0)"
using assms by auto
show ?thesis
apply (subst(2) has_integral')
apply (subst has_integral')
apply (simp add: *)
done
qed
corollary has_integral_restrict_UNIV:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
shows "((λx. if x ∈ s then f x else 0) has_integral i) UNIV ⟷ (f has_integral i) s"
by auto
lemma has_integral_restrict_Int:
fixes f :: "'a :: euclidean_space ⇒ 'b :: banach"
shows "((λx. if x ∈ S then f x else 0) has_integral i) T ⟷ (f has_integral i) (S ∩ T)"
proof -
have "((λx. if x ∈ T then if x ∈ S then f x else 0 else 0) has_integral i) UNIV =
((λx. if x ∈ S ∩ T then f x else 0) has_integral i) UNIV"
by (rule has_integral_cong) auto
then show ?thesis
using has_integral_restrict_UNIV by fastforce
qed
lemma integral_restrict_Int:
fixes f :: "'a :: euclidean_space ⇒ 'b :: banach"
shows "integral T (λx. if x ∈ S then f x else 0) = integral (S ∩ T) f"
by (metis (no_types, lifting) has_integral_cong has_integral_restrict_Int integrable_integral integral_unique not_integrable_integral)
lemma integrable_restrict_Int:
fixes f :: "'a :: euclidean_space ⇒ 'b :: banach"
shows "(λx. if x ∈ S then f x else 0) integrable_on T ⟷ f integrable_on (S ∩ T)"
using has_integral_restrict_Int by fastforce
lemma has_integral_on_superset:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
assumes f: "(f has_integral i) S"
and "⋀x. x ∉ S ⟹ f x = 0"
and "S ⊆ T"
shows "(f has_integral i) T"
proof -
have "(λx. if x ∈ S then f x else 0) = (λx. if x ∈ T then f x else 0)"
using assms by fastforce
with f show ?thesis
by (simp only: has_integral_restrict_UNIV [symmetric, of f])
qed
lemma integrable_on_superset:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
assumes "f integrable_on S"
and "⋀x. x ∉ S ⟹ f x = 0"
and "S ⊆ t"
shows "f integrable_on t"
using assms
unfolding integrable_on_def
by (auto intro:has_integral_on_superset)
lemma integral_restrict_UNIV [intro]:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
shows "f integrable_on S ⟹ integral UNIV (λx. if x ∈ S then f x else 0) = integral S f"
apply (rule integral_unique)
unfolding has_integral_restrict_UNIV
apply auto
done
lemma integrable_restrict_UNIV:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
shows "(λx. if x ∈ s then f x else 0) integrable_on UNIV ⟷ f integrable_on s"
unfolding integrable_on_def
by auto
lemma has_integral_subset_component_le:
fixes f :: "'n::euclidean_space ⇒ 'm::euclidean_space"
assumes k: "k ∈ Basis"
and as: "S ⊆ T" "(f has_integral i) S" "(f has_integral j) T" "⋀x. x∈T ⟹ 0 ≤ f(x)∙k"
shows "i∙k ≤ j∙k"
proof -
have "((λx. if x ∈ S then f x else 0) has_integral i) UNIV"
"((λx. if x ∈ T then f x else 0) has_integral j) UNIV"
by (simp_all add: assms)
then show ?thesis
apply (rule has_integral_component_le[OF k])
using as by auto
qed
lemma negligible_on_intervals: "negligible s ⟷ (∀a b. negligible(s ∩ cbox a b))" (is "?l ⟷ ?r")
proof
assume ?r
show ?l
unfolding negligible_def
proof safe
fix a b
show "(indicator s has_integral 0) (cbox a b)"
apply (rule has_integral_negligible[OF ‹?r›[rule_format,of a b]])
unfolding indicator_def
apply auto
done
qed
qed (simp add: negligible_Int)
lemma negligible_translation:
assumes "negligible S"
shows "negligible (op + c ` S)"
proof -
have inj: "inj (op + c)"
by simp
show ?thesis
using assms
proof (clarsimp simp: negligible_def)
fix a b
assume "∀x y. (indicator S has_integral 0) (cbox x y)"
then have *: "(indicator S has_integral 0) (cbox (a-c) (b-c))"
by (meson Diff_iff assms has_integral_negligible indicator_simps(2))
have eq: "indicator (op + c ` S) = (λx. indicator S (x - c))"
by (force simp add: indicator_def)
show "(indicator (op + c ` S) has_integral 0) (cbox a b)"
using has_integral_affinity [OF *, of 1 "-c"]
cbox_translation [of "c" "-c+a" "-c+b"]
by (simp add: eq add.commute)
qed
qed
lemma negligible_translation_rev:
assumes "negligible (op + c ` S)"
shows "negligible S"
by (metis negligible_translation [OF assms, of "-c"] translation_galois)
lemma has_integral_spike_set_eq:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
assumes "negligible ((S - T) ∪ (T - S))"
shows "(f has_integral y) S ⟷ (f has_integral y) T"
unfolding has_integral_restrict_UNIV[symmetric,of f]
apply (rule has_integral_spike_eq[OF assms])
by (auto split: if_split_asm)
lemma has_integral_spike_set:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
assumes "(f has_integral y) S" "negligible ((S - T) ∪ (T - S))"
shows "(f has_integral y) T"
using assms has_integral_spike_set_eq
by auto
lemma integrable_spike_set:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
assumes "f integrable_on S" and "negligible ((S - T) ∪ (T - S))"
shows "f integrable_on T"
using assms by (simp add: integrable_on_def has_integral_spike_set_eq)
lemma integrable_spike_set_eq:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
assumes "negligible ((S - T) ∪ (T - S))"
shows "f integrable_on S ⟷ f integrable_on T"
by (blast intro: integrable_spike_set assms negligible_subset)
lemma has_integral_interior:
fixes f :: "'a :: euclidean_space ⇒ 'b :: banach"
shows "negligible(frontier S) ⟹ (f has_integral y) (interior S) ⟷ (f has_integral y) S"
apply (rule has_integral_spike_set_eq)
apply (auto simp: frontier_def Un_Diff closure_def)
apply (metis Diff_eq_empty_iff interior_subset negligible_empty)
done
lemma has_integral_closure:
fixes f :: "'a :: euclidean_space ⇒ 'b :: banach"
shows "negligible(frontier S) ⟹ (f has_integral y) (closure S) ⟷ (f has_integral y) S"
apply (rule has_integral_spike_set_eq)
apply (auto simp: Un_Diff closure_Un_frontier negligible_diff)
by (simp add: Diff_eq closure_Un_frontier)
lemma has_integral_open_interval:
fixes f :: "'a :: euclidean_space ⇒ 'b :: banach"
shows "(f has_integral y) (box a b) ⟷ (f has_integral y) (cbox a b)"
unfolding interior_cbox [symmetric]
by (metis frontier_cbox has_integral_interior negligible_frontier_interval)
lemma integrable_on_open_interval:
fixes f :: "'a :: euclidean_space ⇒ 'b :: banach"
shows "f integrable_on box a b ⟷ f integrable_on cbox a b"
by (simp add: has_integral_open_interval integrable_on_def)
lemma integral_open_interval:
fixes f :: "'a :: euclidean_space ⇒ 'b :: banach"
shows "integral(box a b) f = integral(cbox a b) f"
by (metis has_integral_integrable_integral has_integral_open_interval not_integrable_integral)
subsection ‹More lemmas that are useful later›
lemma has_integral_subset_le:
fixes f :: "'n::euclidean_space ⇒ real"
assumes "s ⊆ t"
and "(f has_integral i) s"
and "(f has_integral j) t"
and "∀x∈t. 0 ≤ f x"
shows "i ≤ j"
using has_integral_subset_component_le[OF _ assms(1), of 1 f i j]
using assms
by auto
lemma integral_subset_component_le:
fixes f :: "'n::euclidean_space ⇒ 'm::euclidean_space"
assumes "k ∈ Basis"
and "s ⊆ t"
and "f integrable_on s"
and "f integrable_on t"
and "∀x ∈ t. 0 ≤ f x ∙ k"
shows "(integral s f)∙k ≤ (integral t f)∙k"
apply (rule has_integral_subset_component_le)
using assms
apply auto
done
lemma integral_subset_le:
fixes f :: "'n::euclidean_space ⇒ real"
assumes "s ⊆ t"
and "f integrable_on s"
and "f integrable_on t"
and "∀x ∈ t. 0 ≤ f x"
shows "integral s f ≤ integral t f"
apply (rule has_integral_subset_le)
using assms
apply auto
done
lemma has_integral_alt':
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
shows "(f has_integral i) s ⟷
(∀a b. (λx. if x ∈ s then f x else 0) integrable_on cbox a b) ∧
(∀e>0. ∃B>0. ∀a b. ball 0 B ⊆ cbox a b ⟶
norm (integral (cbox a b) (λx. if x ∈ s then f x else 0) - i) < e)"
(is "?l = ?r")
proof
assume rhs: ?r
show ?l
proof (subst has_integral', intro allI impI)
fix e::real
assume "e > 0"
from rhs[THEN conjunct2,rule_format,OF this]
show "∃B>0. ∀a b. ball 0 B ⊆ cbox a b ⟶
(∃z. ((λx. if x ∈ s then f x else 0) has_integral z)
(cbox a b) ∧ norm (z - i) < e)"
apply (rule ex_forward)
using rhs by blast
qed
next
let ?Φ = "λe a b. ∃z. ((λx. if x ∈ s then f x else 0) has_integral z) (cbox a b) ∧ norm (z - i) < e"
assume ?l
then have lhs: "∃B>0. ∀a b. ball 0 B ⊆ cbox a b ⟶ ?Φ e a b" if "e > 0" for e
using that has_integral'[of f] by auto
let ?f = "λx. if x ∈ s then f x else 0"
show ?r
proof (intro conjI allI impI)
fix a b :: 'n
from lhs[OF zero_less_one]
obtain B where "0 < B" and B: "⋀a b. ball 0 B ⊆ cbox a b ⟹ ?Φ 1 a b"
by blast
let ?a = "∑i∈Basis. min (a∙i) (-B) *⇩R i::'n"
let ?b = "∑i∈Basis. max (b∙i) B *⇩R i::'n"
show "?f integrable_on cbox a b"
proof (rule integrable_subinterval[of _ ?a ?b])
have "?a ∙ i ≤ x ∙ i ∧ x ∙ i ≤ ?b ∙ i" if "norm (0 - x) < B" "i ∈ Basis" for x i
using Basis_le_norm[of i x] that by (auto simp add:field_simps)
then have "ball 0 B ⊆ cbox ?a ?b"
by (auto simp: mem_box dist_norm)
then show "?f integrable_on cbox ?a ?b"
unfolding integrable_on_def using B by blast
show "cbox a b ⊆ cbox ?a ?b"
by (force simp: mem_box)
qed
fix e :: real
assume "e > 0"
with lhs show "∃B>0. ∀a b. ball 0 B ⊆ cbox a b ⟶
norm (integral (cbox a b) (λx. if x ∈ s then f x else 0) - i) < e"
by (metis (no_types, lifting) has_integral_integrable_integral)
qed
qed
subsection ‹Continuity of the integral (for a 1-dimensional interval).›
lemma integrable_alt:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
shows "f integrable_on s ⟷
(∀a b. (λx. if x ∈ s then f x else 0) integrable_on cbox a b) ∧
(∀e>0. ∃B>0. ∀a b c d. ball 0 B ⊆ cbox a b ∧ ball 0 B ⊆ cbox c d ⟶
norm (integral (cbox a b) (λx. if x ∈ s then f x else 0) -
integral (cbox c d) (λx. if x ∈ s then f x else 0)) < e)"
(is "?l = ?r")
proof
let ?F = "λx. if x ∈ s then f x else 0"
assume ?l
then obtain y where intF: "⋀a b. ?F integrable_on cbox a b"
and y: "⋀e. 0 < e ⟹
∃B>0. ∀a b. ball 0 B ⊆ cbox a b ⟶ norm (integral (cbox a b) ?F - y) < e"
unfolding integrable_on_def has_integral_alt'[of f] by auto
show ?r
proof (intro conjI allI impI intF)
fix e::real
assume "e > 0"
then have "e/2 > 0"
by auto
obtain B where "0 < B"
and B: "⋀a b. ball 0 B ⊆ cbox a b ⟹ norm (integral (cbox a b) ?F - y) < e/2"
using ‹0 < e/2› y by blast
show "∃B>0. ∀a b c d. ball 0 B ⊆ cbox a b ∧ ball 0 B ⊆ cbox c d ⟶
norm (integral (cbox a b) ?F - integral (cbox c d) ?F) < e"
proof (intro conjI exI impI allI, rule ‹0 < B›)
fix a b c d::'n
assume sub: "ball 0 B ⊆ cbox a b ∧ ball 0 B ⊆ cbox c d"
show "norm (integral (cbox a b) ?F - integral (cbox c d) ?F) < e"
using sub by (auto intro: norm_triangle_half_l dest: B)
qed
qed
next
let ?F = "λx. if x ∈ s then f x else 0"
assume rhs: ?r
let ?cube = "λn. cbox (∑i∈Basis. - real n *⇩R i::'n) (∑i∈Basis. real n *⇩R i)"
have "Cauchy (λn. integral (?cube n) ?F)"
unfolding Cauchy_def
proof (intro allI impI)
fix e::real
assume "e > 0"
with rhs obtain B where "0 < B"
and B: "⋀a b c d. ball 0 B ⊆ cbox a b ∧ ball 0 B ⊆ cbox c d
⟹ norm (integral (cbox a b) ?F - integral (cbox c d) ?F) < e"
by blast
obtain N where N: "B ≤ real N"
using real_arch_simple by blast
have "ball 0 B ⊆ ?cube n" if n: "n ≥ N" for n
proof -
have "sum (op *⇩R (- real n)) Basis ∙ i ≤ x ∙ i ∧
x ∙ i ≤ sum (op *⇩R (real n)) Basis ∙ i"
if "norm x < B" "i ∈ Basis" for x i::'n
using Basis_le_norm[of i x] n N that by (auto simp add: field_simps sum_negf)
then show ?thesis
by (auto simp: mem_box dist_norm)
qed
then show "∃M. ∀m≥M. ∀n≥M. dist (integral (?cube m) ?F) (integral (?cube n) ?F) < e"
by (fastforce simp add: dist_norm intro!: B)
qed
then obtain i where i: "(λn. integral (?cube n) ?F) ⇢ i"
using convergent_eq_Cauchy by blast
have "∃B>0. ∀a b. ball 0 B ⊆ cbox a b ⟶ norm (integral (cbox a b) ?F - i) < e"
if "e > 0" for e
proof -
have *: "e/2 > 0" using that by auto
then obtain N where N: "⋀n. N ≤ n ⟹ norm (i - integral (?cube n) ?F) < e/2"
using i[THEN LIMSEQ_D, simplified norm_minus_commute] by meson
obtain B where "0 < B"
and B: "⋀a b c d. ⟦ball 0 B ⊆ cbox a b; ball 0 B ⊆ cbox c d⟧ ⟹
norm (integral (cbox a b) ?F - integral (cbox c d) ?F) < e/2"
using rhs * by meson
let ?B = "max (real N) B"
show ?thesis
proof (intro exI conjI allI impI)
show "0 < ?B"
using ‹B > 0› by auto
fix a b :: 'n
assume "ball 0 ?B ⊆ cbox a b"
moreover obtain n where n: "max (real N) B ≤ real n"
using real_arch_simple by blast
moreover have "ball 0 B ⊆ ?cube n"
proof
fix x :: 'n
assume x: "x ∈ ball 0 B"
have "⟦norm (0 - x) < B; i ∈ Basis⟧
⟹ sum (op *⇩R (-n)) Basis ∙ i≤ x ∙ i ∧ x ∙ i ≤ sum (op *⇩R n) Basis ∙ i" for i
using Basis_le_norm[of i x] n by (auto simp add: field_simps sum_negf)
then show "x ∈ ?cube n"
using x by (auto simp: mem_box dist_norm)
qed
ultimately show "norm (integral (cbox a b) ?F - i) < e"
using norm_triangle_half_l [OF B N] by force
qed
qed
then show ?l unfolding integrable_on_def has_integral_alt'[of f]
using rhs by blast
qed
lemma integrable_altD:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
assumes "f integrable_on s"
shows "⋀a b. (λx. if x ∈ s then f x else 0) integrable_on cbox a b"
and "⋀e. e > 0 ⟹ ∃B>0. ∀a b c d. ball 0 B ⊆ cbox a b ∧ ball 0 B ⊆ cbox c d ⟶
norm (integral (cbox a b) (λx. if x ∈ s then f x else 0) - integral (cbox c d) (λx. if x ∈ s then f x else 0)) < e"
using assms[unfolded integrable_alt[of f]] by auto
lemma integrable_on_subcbox:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
assumes intf: "f integrable_on S"
and sub: "cbox a b ⊆ S"
shows "f integrable_on cbox a b"
proof -
have "(λx. if x ∈ S then f x else 0) integrable_on cbox a b"
by (simp add: intf integrable_altD(1))
then show ?thesis
by (metis (mono_tags) sub integrable_restrict_Int le_inf_iff order_refl subset_antisym)
qed
subsection ‹A straddling criterion for integrability›
lemma integrable_straddle_interval:
fixes f :: "'n::euclidean_space ⇒ real"
assumes "⋀e. e>0 ⟹ ∃g h i j. (g has_integral i) (cbox a b) ∧ (h has_integral j) (cbox a b) ∧
¦i - j¦ < e ∧ (∀x∈cbox a b. (g x) ≤ f x ∧ f x ≤ h x)"
shows "f integrable_on cbox a b"
proof -
have "∃d. gauge d ∧
(∀p1 p2. p1 tagged_division_of cbox a b ∧ d fine p1 ∧
p2 tagged_division_of cbox a b ∧ d fine p2 ⟶
¦(∑(x,K)∈p1. content K *⇩R f x) - (∑(x,K)∈p2. content K *⇩R f x)¦ < e)"
if "e > 0" for e
proof -
have e: "e/3 > 0"
using that by auto
then obtain g h i j where ij: "¦i - j¦ < e/3"
and "(g has_integral i) (cbox a b)"
and "(h has_integral j) (cbox a b)"
and fgh: "⋀x. x ∈ cbox a b ⟹ g x ≤ f x ∧ f x ≤ h x"
using assms real_norm_def by metis
then obtain d1 d2 where "gauge d1" "gauge d2"
and d1: "⋀p. ⟦p tagged_division_of cbox a b; d1 fine p⟧ ⟹
¦(∑(x,K)∈p. content K *⇩R g x) - i¦ < e/3"
and d2: "⋀p. ⟦p tagged_division_of cbox a b; d2 fine p⟧ ⟹
¦(∑(x,K) ∈ p. content K *⇩R h x) - j¦ < e/3"
by (metis e has_integral real_norm_def)
have "¦(∑(x,K) ∈ p1. content K *⇩R f x) - (∑(x,K) ∈ p2. content K *⇩R f x)¦ < e"
if p1: "p1 tagged_division_of cbox a b" and 11: "d1 fine p1" and 21: "d2 fine p1"
and p2: "p2 tagged_division_of cbox a b" and 12: "d1 fine p2" and 22: "d2 fine p2" for p1 p2
proof -
have *: "⋀g1 g2 h1 h2 f1 f2.
⟦¦g2 - i¦ < e/3; ¦g1 - i¦ < e/3; ¦h2 - j¦ < e/3; ¦h1 - j¦ < e/3;
g1 - h2 ≤ f1 - f2; f1 - f2 ≤ h1 - g2⟧
⟹ ¦f1 - f2¦ < e"
using ‹e > 0› ij by arith
have 0: "(∑(x, k)∈p1. content k *⇩R f x) - (∑(x, k)∈p1. content k *⇩R g x) ≥ 0"
"0 ≤ (∑(x, k)∈p2. content k *⇩R h x) - (∑(x, k)∈p2. content k *⇩R f x)"
"(∑(x, k)∈p2. content k *⇩R f x) - (∑(x, k)∈p2. content k *⇩R g x) ≥ 0"
"0 ≤ (∑(x, k)∈p1. content k *⇩R h x) - (∑(x, k)∈p1. content k *⇩R f x)"
unfolding sum_subtractf[symmetric]
apply (auto intro!: sum_nonneg)
apply (meson fgh measure_nonneg mult_left_mono tag_in_interval that sum_nonneg)+
done
show ?thesis
proof (rule *)
show "¦(∑(x,K) ∈ p2. content K *⇩R g x) - i¦ < e/3"
by (rule d1[OF p2 12])
show "¦(∑(x,K) ∈ p1. content K *⇩R g x) - i¦ < e/3"
by (rule d1[OF p1 11])
show "¦(∑(x,K) ∈ p2. content K *⇩R h x) - j¦ < e/3"
by (rule d2[OF p2 22])
show "¦(∑(x,K) ∈ p1. content K *⇩R h x) - j¦ < e/3"
by (rule d2[OF p1 21])
qed (use 0 in auto)
qed
then show ?thesis
by (rule_tac x="λx. d1 x ∩ d2 x" in exI)
(auto simp: fine_Int intro: ‹gauge d1› ‹gauge d2› d1 d2)
qed
then show ?thesis
by (simp add: integrable_Cauchy)
qed
lemma integrable_straddle:
fixes f :: "'n::euclidean_space ⇒ real"
assumes "⋀e. e>0 ⟹ ∃g h i j. (g has_integral i) s ∧ (h has_integral j) s ∧
¦i - j¦ < e ∧ (∀x∈s. g x ≤ f x ∧ f x ≤ h x)"
shows "f integrable_on s"
proof -
let ?fs = "(λx. if x ∈ s then f x else 0)"
have "?fs integrable_on cbox a b" for a b
proof (rule integrable_straddle_interval)
fix e::real
assume "e > 0"
then have *: "e/4 > 0"
by auto
with assms obtain g h i j where g: "(g has_integral i) s" and h: "(h has_integral j) s"
and ij: "¦i - j¦ < e/4"
and fgh: "⋀x. x ∈ s ⟹ g x ≤ f x ∧ f x ≤ h x"
by metis
let ?gs = "(λx. if x ∈ s then g x else 0)"
let ?hs = "(λx. if x ∈ s then h x else 0)"
obtain Bg where Bg: "⋀a b. ball 0 Bg ⊆ cbox a b ⟹ ¦integral (cbox a b) ?gs - i¦ < e/4"
and int_g: "⋀a b. ?gs integrable_on cbox a b"
using g * unfolding has_integral_alt' real_norm_def by meson
obtain Bh where
Bh: "⋀a b. ball 0 Bh ⊆ cbox a b ⟹ ¦integral (cbox a b) ?hs - j¦ < e/4"
and int_h: "⋀a b. ?hs integrable_on cbox a b"
using h * unfolding has_integral_alt' real_norm_def by meson
define c where "c = (∑i∈Basis. min (a∙i) (- (max Bg Bh)) *⇩R i)"
define d where "d = (∑i∈Basis. max (b∙i) (max Bg Bh) *⇩R i)"
have "⟦norm (0 - x) < Bg; i ∈ Basis⟧ ⟹ c ∙ i ≤ x ∙ i ∧ x ∙ i ≤ d ∙ i" for x i
using Basis_le_norm[of i x] unfolding c_def d_def by auto
then have ballBg: "ball 0 Bg ⊆ cbox c d"
by (auto simp: mem_box dist_norm)
have "⟦norm (0 - x) < Bh; i ∈ Basis⟧ ⟹ c ∙ i ≤ x ∙ i ∧ x ∙ i ≤ d ∙ i" for x i
using Basis_le_norm[of i x] unfolding c_def d_def by auto
then have ballBh: "ball 0 Bh ⊆ cbox c d"
by (auto simp: mem_box dist_norm)
have ab_cd: "cbox a b ⊆ cbox c d"
by (auto simp: c_def d_def subset_box_imp)
have **: "⋀ch cg ag ah::real. ⟦¦ah - ag¦ ≤ ¦ch - cg¦; ¦cg - i¦ < e/4; ¦ch - j¦ < e/4⟧
⟹ ¦ag - ah¦ < e"
using ij by arith
show "∃g h i j. (g has_integral i) (cbox a b) ∧ (h has_integral j) (cbox a b) ∧ ¦i - j¦ < e ∧
(∀x∈cbox a b. g x ≤ (if x ∈ s then f x else 0) ∧
(if x ∈ s then f x else 0) ≤ h x)"
proof (intro exI ballI conjI)
have eq: "⋀x f g. (if x ∈ s then f x else 0) - (if x ∈ s then g x else 0) =
(if x ∈ s then f x - g x else (0::real))"
by auto
have int_hg: "(λx. if x ∈ s then h x - g x else 0) integrable_on cbox a b"
"(λx. if x ∈ s then h x - g x else 0) integrable_on cbox c d"
by (metis (no_types) integrable_diff g h has_integral_integrable integrable_altD(1))+
show "(?gs has_integral integral (cbox a b) ?gs) (cbox a b)"
"(?hs has_integral integral (cbox a b) ?hs) (cbox a b)"
by (intro integrable_integral int_g int_h)+
then have "integral (cbox a b) ?gs ≤ integral (cbox a b) ?hs"
apply (rule has_integral_le)
using fgh by force
then have "0 ≤ integral (cbox a b) ?hs - integral (cbox a b) ?gs"
by simp
then have "¦integral (cbox a b) ?hs - integral (cbox a b) ?gs¦
≤ ¦integral (cbox c d) ?hs - integral (cbox c d) ?gs¦"
apply (simp add: integral_diff [symmetric] int_g int_h)
apply (subst abs_of_nonneg[OF integral_nonneg[OF integrable_diff, OF int_h int_g]])
using fgh apply (force simp: eq intro!: integral_subset_le [OF ab_cd int_hg])+
done
then show "¦integral (cbox a b) ?gs - integral (cbox a b) ?hs¦ < e"
apply (rule **)
apply (rule Bg ballBg Bh ballBh)+
done
show "⋀x. x ∈ cbox a b ⟹ ?gs x ≤ ?fs x" "⋀x. x ∈ cbox a b ⟹ ?fs x ≤ ?hs x"
using fgh by auto
qed
qed
then have int_f: "?fs integrable_on cbox a b" for a b
by simp
have "∃B>0. ∀a b c d.
ball 0 B ⊆ cbox a b ∧ ball 0 B ⊆ cbox c d ⟶
abs (integral (cbox a b) ?fs - integral (cbox c d) ?fs) < e"
if "0 < e" for e
proof -
have *: "e/3 > 0"
using that by auto
with assms obtain g h i j where g: "(g has_integral i) s" and h: "(h has_integral j) s"
and ij: "¦i - j¦ < e/3"
and fgh: "⋀x. x ∈ s ⟹ g x ≤ f x ∧ f x ≤ h x"
by metis
let ?gs = "(λx. if x ∈ s then g x else 0)"
let ?hs = "(λx. if x ∈ s then h x else 0)"
obtain Bg where "Bg > 0"
and Bg: "⋀a b. ball 0 Bg ⊆ cbox a b ⟹ ¦integral (cbox a b) ?gs - i¦ < e/3"
and int_g: "⋀a b. ?gs integrable_on cbox a b"
using g * unfolding has_integral_alt' real_norm_def by meson
obtain Bh where "Bh > 0"
and Bh: "⋀a b. ball 0 Bh ⊆ cbox a b ⟹ ¦integral (cbox a b) ?hs - j¦ < e/3"
and int_h: "⋀a b. ?hs integrable_on cbox a b"
using h * unfolding has_integral_alt' real_norm_def by meson
{ fix a b c d :: 'n
assume as: "ball 0 (max Bg Bh) ⊆ cbox a b" "ball 0 (max Bg Bh) ⊆ cbox c d"
have **: "ball 0 Bg ⊆ ball (0::'n) (max Bg Bh)" "ball 0 Bh ⊆ ball (0::'n) (max Bg Bh)"
by auto
have *: "⋀ga gc ha hc fa fc. ⟦¦ga - i¦ < e/3; ¦gc - i¦ < e/3; ¦ha - j¦ < e/3;
¦hc - j¦ < e/3; ga ≤ fa; fa ≤ ha; gc ≤ fc; fc ≤ hc⟧ ⟹
¦fa - fc¦ < e"
using ij by arith
have "abs (integral (cbox a b) (λx. if x ∈ s then f x else 0) - integral (cbox c d)
(λx. if x ∈ s then f x else 0)) < e"
proof (rule *)
show "¦integral (cbox a b) ?gs - i¦ < e/3"
using "**" Bg as by blast
show "¦integral (cbox c d) ?gs - i¦ < e/3"
using "**" Bg as by blast
show "¦integral (cbox a b) ?hs - j¦ < e/3"
using "**" Bh as by blast
show "¦integral (cbox c d) ?hs - j¦ < e/3"
using "**" Bh as by blast
qed (use int_f int_g int_h fgh in ‹simp_all add: integral_le›)
}
then show ?thesis
apply (rule_tac x="max Bg Bh" in exI)
using ‹Bg > 0› by auto
qed
then show ?thesis
unfolding integrable_alt[of f] real_norm_def by (blast intro: int_f)
qed
subsection ‹Adding integrals over several sets›
lemma has_integral_Un:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
assumes f: "(f has_integral i) s" "(f has_integral j) t"
and neg: "negligible (s ∩ t)"
shows "(f has_integral (i + j)) (s ∪ t)"
proof -
note * = has_integral_restrict_UNIV[symmetric, of f]
show ?thesis
unfolding *
apply (rule has_integral_spike[OF assms(3)])
defer
apply (rule has_integral_add[OF f[unfolded *]])
apply auto
done
qed
lemma integrable_Un:
fixes f :: "'a::euclidean_space ⇒ 'b :: banach"
assumes "negligible (A ∩ B)" "f integrable_on A" "f integrable_on B"
shows "f integrable_on (A ∪ B)"
proof -
from assms obtain y z where "(f has_integral y) A" "(f has_integral z) B"
by (auto simp: integrable_on_def)
from has_integral_Un[OF this assms(1)] show ?thesis by (auto simp: integrable_on_def)
qed
lemma integrable_Un':
fixes f :: "'a::euclidean_space ⇒ 'b :: banach"
assumes "f integrable_on A" "f integrable_on B" "negligible (A ∩ B)" "C = A ∪ B"
shows "f integrable_on C"
using integrable_Un[of A B f] assms by simp
lemma has_integral_Union:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
assumes 𝒯: "finite 𝒯"
and int: "⋀S. S ∈ 𝒯 ⟹ (f has_integral (i S)) S"
and neg: "⋀S S'. ⟦S ∈ 𝒯; S' ∈ 𝒯; S ≠ S'⟧ ⟹ negligible (S ∩ S')"
shows "(f has_integral (sum i 𝒯)) (⋃𝒯)"
proof -
let ?𝒰 = "((λ(a,b). a ∩ b) ` {(a,b). a ∈ 𝒯 ∧ b ∈ {y. y ∈ 𝒯 ∧ a ≠ y}})"
have "((λx. if x ∈ ⋃𝒯 then f x else 0) has_integral sum i 𝒯) UNIV"
proof (rule has_integral_spike)
show "negligible (⋃?𝒰)"
proof (rule negligible_Union)
have "finite (𝒯 × 𝒯)"
by (simp add: 𝒯)
moreover have "{(a, b). a ∈ 𝒯 ∧ b ∈ {y ∈ 𝒯. a ≠ y}} ⊆ 𝒯 × 𝒯"
by auto
ultimately show "finite ?𝒰"
by (blast intro: finite_subset[of _ "𝒯 × 𝒯"])
show "⋀t. t ∈ ?𝒰 ⟹ negligible t"
using neg by auto
qed
next
show "(if x ∈ ⋃𝒯 then f x else 0) = (∑A∈𝒯. if x ∈ A then f x else 0)"
if "x ∈ UNIV - (⋃?𝒰)" for x
proof clarsimp
fix S assume "S ∈ 𝒯" "x ∈ S"
moreover then have "∀b∈𝒯. x ∈ b ⟷ b = S"
using that by blast
ultimately show "f x = (∑A∈𝒯. if x ∈ A then f x else 0)"
by (simp add: sum.delta[OF 𝒯])
qed
next
show "((λx. ∑A∈𝒯. if x ∈ A then f x else 0) has_integral (∑A∈𝒯. i A)) UNIV"
apply (rule has_integral_sum [OF 𝒯])
using int by (simp add: has_integral_restrict_UNIV)
qed
then show ?thesis
using has_integral_restrict_UNIV by blast
qed
text ‹In particular adding integrals over a division, maybe not of an interval.›
lemma has_integral_combine_division:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
assumes "𝒟 division_of S"
and "⋀k. k ∈ 𝒟 ⟹ (f has_integral (i k)) k"
shows "(f has_integral (sum i 𝒟)) S"
proof -
note 𝒟 = division_ofD[OF assms(1)]
have neg: "negligible (S ∩ s')" if "S ∈ 𝒟" "s' ∈ 𝒟" "S ≠ s'" for S s'
proof -
obtain a c b 𝒟 where obt: "S = cbox a b" "s' = cbox c 𝒟"
by (meson ‹S ∈ 𝒟› ‹s' ∈ 𝒟› 𝒟(4))
from 𝒟(5)[OF that] show ?thesis
unfolding obt interior_cbox
by (metis (no_types, lifting) Diff_empty Int_interval box_Int_box negligible_frontier_interval)
qed
show ?thesis
unfolding 𝒟(6)[symmetric]
by (auto intro: 𝒟 neg assms has_integral_Union)
qed
lemma integral_combine_division_bottomup:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
assumes "𝒟 division_of S" "⋀k. k ∈ 𝒟 ⟹ f integrable_on k"
shows "integral S f = sum (λi. integral i f) 𝒟"
apply (rule integral_unique)
by (meson assms has_integral_combine_division has_integral_integrable_integral)
lemma has_integral_combine_division_topdown:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
assumes f: "f integrable_on S"
and 𝒟: "𝒟 division_of K"
and "K ⊆ S"
shows "(f has_integral (sum (λi. integral i f) 𝒟)) K"
proof -
have "f integrable_on L" if "L ∈ 𝒟" for L
proof -
have "L ⊆ S"
using ‹K ⊆ S› 𝒟 that by blast
then show "f integrable_on L"
using that by (metis (no_types) f 𝒟 division_ofD(4) integrable_on_subcbox)
qed
then show ?thesis
by (meson 𝒟 has_integral_combine_division has_integral_integrable_integral)
qed
lemma integral_combine_division_topdown:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
assumes "f integrable_on S"
and "𝒟 division_of S"
shows "integral S f = sum (λi. integral i f) 𝒟"
apply (rule integral_unique)
apply (rule has_integral_combine_division_topdown)
using assms
apply auto
done
lemma integrable_combine_division:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
assumes 𝒟: "𝒟 division_of S"
and f: "⋀i. i ∈ 𝒟 ⟹ f integrable_on i"
shows "f integrable_on S"
using f unfolding integrable_on_def by (metis has_integral_combine_division[OF 𝒟])
lemma integrable_on_subdivision:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
assumes 𝒟: "𝒟 division_of i"
and f: "f integrable_on S"
and "i ⊆ S"
shows "f integrable_on i"
proof -
have "f integrable_on i" if "i ∈ 𝒟" for i
proof -
have "i ⊆ S"
using assms that by auto
then show "f integrable_on i"
using that by (metis (no_types) 𝒟 f division_ofD(4) integrable_on_subcbox)
qed
then show ?thesis
using 𝒟 integrable_combine_division by blast
qed
subsection ‹Also tagged divisions›
lemma has_integral_iff: "(f has_integral i) S ⟷ (f integrable_on S ∧ integral S f = i)"
by blast
lemma has_integral_combine_tagged_division:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
assumes "p tagged_division_of S"
and "∀(x,k) ∈ p. (f has_integral (i k)) k"
shows "(f has_integral (∑(x,k)∈p. i k)) S"
proof -
have *: "(f has_integral (∑k∈snd`p. integral k f)) S"
using assms(2)
apply (intro has_integral_combine_division)
apply (auto simp: has_integral_integral[symmetric] intro: division_of_tagged_division[OF assms(1)])
apply auto
done
also have "(∑k∈snd`p. integral k f) = (∑(x, k)∈p. integral k f)"
by (intro sum.over_tagged_division_lemma[OF assms(1), symmetric] integral_null)
(simp add: content_eq_0_interior)
finally show ?thesis
using assms by (auto simp add: has_integral_iff intro!: sum.cong)
qed
lemma integral_combine_tagged_division_bottomup:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
assumes "p tagged_division_of (cbox a b)"
and "∀(x,k)∈p. f integrable_on k"
shows "integral (cbox a b) f = sum (λ(x,k). integral k f) p"
apply (rule integral_unique)
apply (rule has_integral_combine_tagged_division[OF assms(1)])
using assms(2)
apply auto
done
lemma has_integral_combine_tagged_division_topdown:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
assumes f: "f integrable_on cbox a b"
and p: "p tagged_division_of (cbox a b)"
shows "(f has_integral (sum (λ(x,K). integral K f) p)) (cbox a b)"
proof -
have "(f has_integral integral K f) K" if "(x,K) ∈ p" for x K
by (metis assms integrable_integral integrable_on_subcbox tagged_division_ofD(3,4) that)
then show ?thesis
by (metis assms case_prodI2 has_integral_integrable_integral integral_combine_tagged_division_bottomup)
qed
lemma integral_combine_tagged_division_topdown:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
assumes "f integrable_on cbox a b"
and "p tagged_division_of (cbox a b)"
shows "integral (cbox a b) f = sum (λ(x,k). integral k f) p"
apply (rule integral_unique [OF has_integral_combine_tagged_division_topdown])
using assms apply auto
done
subsection ‹Henstock's lemma›
lemma Henstock_lemma_part1:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
assumes intf: "f integrable_on cbox a b"
and "e > 0"
and "gauge d"
and less_e: "⋀p. ⟦p tagged_division_of (cbox a b); d fine p⟧ ⟹
norm (sum (λ(x,K). content K *⇩R f x) p - integral(cbox a b) f) < e"
and p: "p tagged_partial_division_of (cbox a b)" "d fine p"
shows "norm (sum (λ(x,K). content K *⇩R f x - integral K f) p) ≤ e" (is "?lhs ≤ e")
proof (rule field_le_epsilon)
fix k :: real
assume "k > 0"
let ?SUM = "λp. (∑(x,K) ∈ p. content K *⇩R f x)"
note p' = tagged_partial_division_ofD[OF p(1)]
have "⋃(snd ` p) ⊆ cbox a b"
using p'(3) by fastforce
then obtain q where q: "snd ` p ⊆ q" and qdiv: "q division_of cbox a b"
by (meson p(1) partial_division_extend_interval partial_division_of_tagged_division)
note q' = division_ofD[OF qdiv]
define r where "r = q - snd ` p"
have "snd ` p ∩ r = {}"
unfolding r_def by auto
have "finite r"
using q' unfolding r_def by auto
have "∃p. p tagged_division_of i ∧ d fine p ∧
norm (?SUM p - integral i f) < k / (real (card r) + 1)"
if "i∈r" for i
proof -
have gt0: "k / (real (card r) + 1) > 0" using ‹k > 0› by simp
have i: "i ∈ q"
using that unfolding r_def by auto
then obtain u v where uv: "i = cbox u v"
using q'(4) by blast
then have "cbox u v ⊆ cbox a b"
using i q'(2) by auto
then have "f integrable_on cbox u v"
by (rule integrable_subinterval[OF intf])
with integrable_integral[OF this, unfolded has_integral[of f]]
obtain dd where "gauge dd" and dd:
"⋀𝒟. ⟦𝒟 tagged_division_of cbox u v; dd fine 𝒟⟧ ⟹
norm (?SUM 𝒟 - integral (cbox u v) f) < k / (real (card r) + 1)"
using gt0 by auto
with gauge_Int[OF ‹gauge d› ‹gauge dd›]
obtain qq where qq: "qq tagged_division_of cbox u v" "(λx. d x ∩ dd x) fine qq"
using fine_division_exists by blast
with dd[of qq] show ?thesis
by (auto simp: fine_Int uv)
qed
then obtain qq where qq: "⋀i. i ∈ r ⟹ qq i tagged_division_of i ∧
d fine qq i ∧ norm (?SUM (qq i) - integral i f) < k / (real (card r) + 1)"
by metis
let ?p = "p ∪ ⋃(qq ` r)"
have "norm (?SUM ?p - integral (cbox a b) f) < e"
proof (rule less_e)
show "d fine ?p"
by (metis (mono_tags, hide_lams) qq fine_Un fine_Union imageE p(2))
note ptag = tagged_partial_division_of_Union_self[OF p(1)]
have "p ∪ ⋃(qq ` r) tagged_division_of ⋃(snd ` p) ∪ ⋃r"
proof (rule tagged_division_Un[OF ptag tagged_division_Union [OF ‹finite r›]])
show "⋀i. i ∈ r ⟹ qq i tagged_division_of i"
using qq by auto
show "⋀i1 i2. ⟦i1 ∈ r; i2 ∈ r; i1 ≠ i2⟧ ⟹ interior i1 ∩ interior i2 = {}"
by (simp add: q'(5) r_def)
show "interior (UNION p snd) ∩ interior (⋃r) = {}"
proof (rule Int_interior_Union_intervals [OF ‹finite r›])
show "open (interior (UNION p snd))"
by blast
show "⋀T. T ∈ r ⟹ ∃a b. T = cbox a b"
by (simp add: q'(4) r_def)
have "finite (snd ` p)"
by (simp add: p'(1))
then show "⋀T. T ∈ r ⟹ interior (UNION p snd) ∩ interior T = {}"
apply (subst Int_commute)
apply (rule Int_interior_Union_intervals)
using r_def q'(5) q(1) apply auto
by (simp add: p'(4))
qed
qed
moreover have "⋃(snd ` p) ∪ ⋃r = cbox a b" and "{qq i |i. i ∈ r} = qq ` r"
using qdiv q unfolding Union_Un_distrib[symmetric] r_def by auto
ultimately show "?p tagged_division_of (cbox a b)"
by fastforce
qed
then have "norm (?SUM p + (?SUM (⋃(qq ` r))) - integral (cbox a b) f) < e"
proof (subst sum.union_inter_neutral[symmetric, OF ‹finite p›], safe)
show "content L *⇩R f x = 0" if "(x, L) ∈ p" "(x, L) ∈ qq K" "K ∈ r" for x K L
proof -
obtain u v where uv: "L = cbox u v"
using ‹(x,L) ∈ p› p'(4) by blast
have "L ⊆ K"
using qq[OF that(3)] tagged_division_ofD(3) ‹(x,L) ∈ qq K› by metis
have "L ∈ snd ` p"
using ‹(x,L) ∈ p› image_iff by fastforce
then have "L ∈ q" "K ∈ q" "L ≠ K"
using that(1,3) q(1) unfolding r_def by auto
with q'(5) have "interior L = {}"
using interior_mono[OF ‹L ⊆ K›] by blast
then show "content L *⇩R f x = 0"
unfolding uv content_eq_0_interior[symmetric] by auto
qed
show "finite (UNION r qq)"
by (meson finite_UN qq ‹finite r› tagged_division_of_finite)
qed
moreover have "content M *⇩R f x = 0"
if x: "(x,M) ∈ qq K" "(x,M) ∈ qq L" and KL: "qq K ≠ qq L" and r: "K ∈ r" "L ∈ r"
for x M K L
proof -
note kl = tagged_division_ofD(3,4)[OF qq[THEN conjunct1]]
obtain u v where uv: "M = cbox u v"
using ‹(x, M) ∈ qq L› ‹L ∈ r› kl(2) by blast
have empty: "interior (K ∩ L) = {}"
by (metis DiffD1 interior_Int q'(5) r_def KL r)
have "interior M = {}"
by (metis (no_types, lifting) Int_assoc empty inf.absorb_iff2 interior_Int kl(1) subset_empty x r)
then show "content M *⇩R f x = 0"
unfolding uv content_eq_0_interior[symmetric]
by auto
qed
ultimately have "norm (?SUM p + sum ?SUM (qq ` r) - integral (cbox a b) f) < e"
apply (subst (asm) sum.Union_comp)
using qq by (force simp: split_paired_all)+
moreover have "content M *⇩R f x = 0"
if "K ∈ r" "L ∈ r" "K ≠ L" "qq K = qq L" "(x, M) ∈ qq K" for K L x M
using tagged_division_ofD(6) qq that by (metis (no_types, lifting))
ultimately have less_e: "norm (?SUM p + sum (?SUM ∘ qq) r - integral (cbox a b) f) < e"
apply (subst (asm) sum.reindex_nontrivial [OF ‹finite r›])
apply (auto simp: split_paired_all sum.neutral)
done
have norm_le: "norm (cp - ip) ≤ e + k"
if "norm ((cp + cr) - i) < e" "norm (cr - ir) < k" "ip + ir = i"
for ir ip i cr cp::'a
proof -
from that show ?thesis
using norm_triangle_le[of "cp + cr - i" "- (cr - ir)"]
unfolding that(3)[symmetric] norm_minus_cancel
by (auto simp add: algebra_simps)
qed
have "?lhs = norm (?SUM p - (∑(x, k)∈p. integral k f))"
unfolding split_def sum_subtractf ..
also have "… ≤ e + k"
proof (rule norm_le[OF less_e])
have lessk: "k * real (card r) / (1 + real (card r)) < k"
using ‹k>0› by (auto simp add: field_simps)
have "norm (sum (?SUM ∘ qq) r - (∑k∈r. integral k f)) ≤ (∑x∈r. k / (real (card r) + 1))"
unfolding sum_subtractf[symmetric] by (force dest: qq intro!: sum_norm_le)
also have "... < k"
by (simp add: lessk add.commute mult.commute)
finally show "norm (sum (?SUM ∘ qq) r - (∑k∈r. integral k f)) < k" .
next
from q(1) have [simp]: "snd ` p ∪ q = q" by auto
have "integral l f = 0"
if inp: "(x, l) ∈ p" "(y, m) ∈ p" and ne: "(x, l) ≠ (y, m)" and "l = m" for x l y m
proof -
obtain u v where uv: "l = cbox u v"
using inp p'(4) by blast
have "content (cbox u v) = 0"
unfolding content_eq_0_interior using that p(1) uv by auto
then show ?thesis
using uv by blast
qed
then have "(∑(x, k)∈p. integral k f) = (∑k∈snd ` p. integral k f)"
apply (subst sum.reindex_nontrivial [OF ‹finite p›])
unfolding split_paired_all split_def by auto
then show "(∑(x, k)∈p. integral k f) + (∑k∈r. integral k f) = integral (cbox a b) f"
unfolding integral_combine_division_topdown[OF intf qdiv] r_def
using q'(1) p'(1) sum.union_disjoint [of "snd ` p" "q - snd ` p", symmetric]
by simp
qed
finally show "?lhs ≤ e + k" .
qed
lemma Henstock_lemma_part2:
fixes f :: "'m::euclidean_space ⇒ 'n::euclidean_space"
assumes fed: "f integrable_on cbox a b" "e > 0" "gauge d"
and less_e: "⋀𝒟. ⟦𝒟 tagged_division_of (cbox a b); d fine 𝒟⟧ ⟹
norm (sum (λ(x,k). content k *⇩R f x) 𝒟 - integral (cbox a b) f) < e"
and tag: "p tagged_partial_division_of (cbox a b)"
and "d fine p"
shows "sum (λ(x,k). norm (content k *⇩R f x - integral k f)) p ≤ 2 * real (DIM('n)) * e"
proof -
have "finite p"
using tag by blast
then show ?thesis
unfolding split_def
proof (rule sum_norm_allsubsets_bound)
fix Q
assume Q: "Q ⊆ p"
then have fine: "d fine Q"
by (simp add: ‹d fine p› fine_subset)
show "norm (∑x∈Q. content (snd x) *⇩R f (fst x) - integral (snd x) f) ≤ e"
apply (rule Henstock_lemma_part1[OF fed less_e, unfolded split_def])
using Q tag tagged_partial_division_subset apply (force simp add: fine)+
done
qed
qed
lemma Henstock_lemma:
fixes f :: "'m::euclidean_space ⇒ 'n::euclidean_space"
assumes intf: "f integrable_on cbox a b"
and "e > 0"
obtains γ where "gauge γ"
and "⋀p. ⟦p tagged_partial_division_of (cbox a b); γ fine p⟧ ⟹
sum (λ(x,k). norm(content k *⇩R f x - integral k f)) p < e"
proof -
have *: "e/(2 * (real DIM('n) + 1)) > 0" using ‹e > 0› by simp
with integrable_integral[OF intf, unfolded has_integral]
obtain γ where "gauge γ"
and γ: "⋀𝒟. ⟦𝒟 tagged_division_of cbox a b; γ fine 𝒟⟧ ⟹
norm ((∑(x,K)∈𝒟. content K *⇩R f x) - integral (cbox a b) f)
< e/(2 * (real DIM('n) + 1))"
by metis
show thesis
proof (rule that [OF ‹gauge γ›])
fix p
assume p: "p tagged_partial_division_of cbox a b" "γ fine p"
have "(∑(x,K)∈p. norm (content K *⇩R f x - integral K f))
≤ 2 * real DIM('n) * (e/(2 * (real DIM('n) + 1)))"
using Henstock_lemma_part2[OF intf * ‹gauge γ› γ p] by metis
also have "... < e"
using ‹e > 0› by (auto simp add: field_simps)
finally
show "(∑(x,K)∈p. norm (content K *⇩R f x - integral K f)) < e" .
qed
qed
subsection ‹Monotone convergence (bounded interval first)›
lemma bounded_increasing_convergent:
fixes f :: "nat ⇒ real"
shows "⟦bounded (range f); ⋀n. f n ≤ f (Suc n)⟧ ⟹ ∃l. f ⇢ l"
using Bseq_mono_convergent[of f] incseq_Suc_iff[of f]
by (auto simp: image_def Bseq_eq_bounded convergent_def incseq_def)
lemma monotone_convergence_interval:
fixes f :: "nat ⇒ 'n::euclidean_space ⇒ real"
assumes intf: "⋀k. (f k) integrable_on cbox a b"
and le: "⋀k x. x ∈ cbox a b ⟹ (f k x) ≤ f (Suc k) x"
and fg: "⋀x. x ∈ cbox a b ⟹ ((λk. f k x) ⤏ g x) sequentially"
and bou: "bounded (range (λk. integral (cbox a b) (f k)))"
shows "g integrable_on cbox a b ∧ ((λk. integral (cbox a b) (f k)) ⤏ integral (cbox a b) g) sequentially"
proof (cases "content (cbox a b) = 0")
case True then show ?thesis
by auto
next
case False
have fg1: "(f k x) ≤ (g x)" if x: "x ∈ cbox a b" for x k
proof -
have "∀⇩F j in sequentially. f k x ≤ f j x"
apply (rule eventually_sequentiallyI [of k])
using le x apply (force intro: transitive_stepwise_le)
done
then show "f k x ≤ g x"
using tendsto_lowerbound [OF fg] x trivial_limit_sequentially by blast
qed
have int_inc: "⋀n. integral (cbox a b) (f n) ≤ integral (cbox a b) (f (Suc n))"
by (metis integral_le intf le)
then obtain i where i: "(λk. integral (cbox a b) (f k)) ⇢ i"
using bounded_increasing_convergent bou by blast
have "⋀k. ∀⇩F x in sequentially. integral (cbox a b) (f k) ≤ integral (cbox a b) (f x)"
unfolding eventually_sequentially
by (force intro: transitive_stepwise_le int_inc)
then have i': "⋀k. (integral(cbox a b) (f k)) ≤ i"
using tendsto_le [OF trivial_limit_sequentially i] by blast
have "(g has_integral i) (cbox a b)"
unfolding has_integral real_norm_def
proof clarify
fix e::real
assume e: "e > 0"
have "⋀k. (∃γ. gauge γ ∧ (∀𝒟. 𝒟 tagged_division_of (cbox a b) ∧ γ fine 𝒟 ⟶
abs ((∑(x,K)∈𝒟. content K *⇩R f k x) - integral (cbox a b) (f k)) < e/2 ^ (k + 2)))"
using intf e by (auto simp: has_integral_integral has_integral)
then obtain c where c: "⋀x. gauge (c x)"
"⋀x 𝒟. ⟦𝒟 tagged_division_of cbox a b; c x fine 𝒟⟧ ⟹
abs ((∑(u,K)∈𝒟. content K *⇩R f x u) - integral (cbox a b) (f x))
< e/2 ^ (x + 2)"
by metis
have "∃r. ∀k≥r. 0 ≤ i - (integral (cbox a b) (f k)) ∧ i - (integral (cbox a b) (f k)) < e/4"
proof -
have "e/4 > 0"
using e by auto
show ?thesis
using LIMSEQ_D [OF i ‹e/4 > 0›] i' by auto
qed
then obtain r where r: "⋀k. r ≤ k ⟹ 0 ≤ i - integral (cbox a b) (f k)"
"⋀k. r ≤ k ⟹ i - integral (cbox a b) (f k) < e/4"
by metis
have "∃n≥r. ∀k≥n. 0 ≤ (g x) - (f k x) ∧ (g x) - (f k x) < e/(4 * content(cbox a b))"
if "x ∈ cbox a b" for x
proof -
have "e/(4 * content (cbox a b)) > 0"
by (simp add: False content_lt_nz e)
with fg that LIMSEQ_D
obtain N where "∀n≥N. norm (f n x - g x) < e/(4 * content (cbox a b))"
by metis
then show "∃n≥r.
∀k≥n.
0 ≤ g x - f k x ∧
g x - f k x
< e/(4 * content (cbox a b))"
apply (rule_tac x="N + r" in exI)
using fg1[OF that] apply (auto simp add: field_simps)
done
qed
then obtain m where r_le_m: "⋀x. x ∈ cbox a b ⟹ r ≤ m x"
and m: "⋀x k. ⟦x ∈ cbox a b; m x ≤ k⟧
⟹ 0 ≤ g x - f k x ∧ g x - f k x < e/(4 * content (cbox a b))"
by metis
define d where "d x = c (m x) x" for x
show "∃γ. gauge γ ∧
(∀𝒟. 𝒟 tagged_division_of cbox a b ∧
γ fine 𝒟 ⟶ abs ((∑(x,K)∈𝒟. content K *⇩R g x) - i) < e)"
proof (rule exI, safe)
show "gauge d"
using c(1) unfolding gauge_def d_def by auto
next
fix 𝒟
assume ptag: "𝒟 tagged_division_of (cbox a b)" and "d fine 𝒟"
note p'=tagged_division_ofD[OF ptag]
obtain s where s: "⋀x. x ∈ 𝒟 ⟹ m (fst x) ≤ s"
by (metis finite_imageI finite_nat_set_iff_bounded_le p'(1) rev_image_eqI)
have *: "¦a - d¦ < e" if "¦a - b¦ ≤ e/4" "¦b - c¦ < e/2" "¦c - d¦ < e/4" for a b c d
using that norm_triangle_lt[of "a - b" "b - c" "3* e/4"]
norm_triangle_lt[of "a - b + (b - c)" "c - d" e]
by (auto simp add: algebra_simps)
show "¦(∑(x, k)∈𝒟. content k *⇩R g x) - i¦ < e"
proof (rule *)
have "¦(∑(x,K)∈𝒟. content K *⇩R g x) - (∑(x,K)∈𝒟. content K *⇩R f (m x) x)¦
≤ (∑i∈𝒟. ¦(case i of (x, K) ⇒ content K *⇩R g x) - (case i of (x, K) ⇒ content K *⇩R f (m x) x)¦)"
by (metis (mono_tags) sum_subtractf sum_abs)
also have "... ≤ (∑(x, k)∈𝒟. content k * (e/(4 * content (cbox a b))))"
proof (rule sum_mono, simp add: split_paired_all)
fix x K
assume xk: "(x,K) ∈ 𝒟"
with ptag have x: "x ∈ cbox a b"
by blast
then have "abs (content K * (g x - f (m x) x)) ≤ content K * (e/(4 * content (cbox a b)))"
by (metis m[OF x] mult_nonneg_nonneg abs_of_nonneg less_eq_real_def measure_nonneg mult_left_mono order_refl)
then show "¦content K * g x - content K * f (m x) x¦ ≤ content K * e/(4 * content (cbox a b))"
by (simp add: algebra_simps)
qed
also have "... = (e/(4 * content (cbox a b))) * (∑(x, k)∈𝒟. content k)"
by (simp add: sum_distrib_left sum_divide_distrib split_def mult.commute)
also have "... ≤ e/4"
by (metis False additive_content_tagged_division [OF ptag] nonzero_mult_divide_mult_cancel_right order_refl times_divide_eq_left)
finally show "¦(∑(x,K)∈𝒟. content K *⇩R g x) - (∑(x,K)∈𝒟. content K *⇩R f (m x) x)¦ ≤ e/4" .
next
have "norm ((∑(x,K)∈𝒟. content K *⇩R f (m x) x) - (∑(x,K)∈𝒟. integral K (f (m x))))
≤ norm (∑j = 0..s. ∑(x,K)∈{xk ∈ 𝒟. m (fst xk) = j}. content K *⇩R f (m x) x - integral K (f (m x)))"
apply (subst sum_group)
using s by (auto simp: sum_subtractf split_def p'(1))
also have "… < e/2"
proof -
have "norm (∑j = 0..s. ∑(x, k)∈{xk ∈ 𝒟. m (fst xk) = j}. content k *⇩R f (m x) x - integral k (f (m x)))
≤ (∑i = 0..s. e/2 ^ (i + 2))"
proof (rule sum_norm_le)
fix t
assume "t ∈ {0..s}"
have "norm (∑(x,k)∈{xk ∈ 𝒟. m (fst xk) = t}. content k *⇩R f (m x) x - integral k (f (m x))) =
norm (∑(x,k)∈{xk ∈ 𝒟. m (fst xk) = t}. content k *⇩R f t x - integral k (f t))"
by (force intro!: sum.cong arg_cong[where f=norm])
also have "... ≤ e/2 ^ (t + 2)"
proof (rule Henstock_lemma_part1 [OF intf])
show "{xk ∈ 𝒟. m (fst xk) = t} tagged_partial_division_of cbox a b"
apply (rule tagged_partial_division_subset[of 𝒟])
using ptag by (auto simp: tagged_division_of_def)
show "c t fine {xk ∈ 𝒟. m (fst xk) = t}"
using ‹d fine 𝒟› by (auto simp: fine_def d_def)
qed (use c e in auto)
finally show "norm (∑(x,K)∈{xk ∈ 𝒟. m (fst xk) = t}. content K *⇩R f (m x) x -
integral K (f (m x))) ≤ e/2 ^ (t + 2)" .
qed
also have "... = (e/2/2) * (∑i = 0..s. (1/2) ^ i)"
by (simp add: sum_distrib_left field_simps)
also have "… < e/2"
by (simp add: sum_gp mult_strict_left_mono[OF _ e])
finally show "norm (∑j = 0..s. ∑(x, k)∈{xk ∈ 𝒟.
m (fst xk) = j}. content k *⇩R f (m x) x - integral k (f (m x))) < e/2" .
qed
finally show "¦(∑(x,K)∈𝒟. content K *⇩R f (m x) x) - (∑(x,K)∈𝒟. integral K (f (m x)))¦ < e/2"
by simp
next
have comb: "integral (cbox a b) (f y) = (∑(x, k)∈𝒟. integral k (f y))" for y
using integral_combine_tagged_division_topdown[OF intf ptag] by metis
have f_le: "⋀y m n. ⟦y ∈ cbox a b; n≥m⟧ ⟹ f m y ≤ f n y"
using le by (auto intro: transitive_stepwise_le)
have "(∑(x, k)∈𝒟. integral k (f r)) ≤ (∑(x, K)∈𝒟. integral K (f (m x)))"
proof (rule sum_mono, simp add: split_paired_all)
fix x K
assume xK: "(x, K) ∈ 𝒟"
show "integral K (f r) ≤ integral K (f (m x))"
proof (rule integral_le)
show "f r integrable_on K"
by (metis integrable_on_subcbox intf p'(3) p'(4) xK)
show "f (m x) integrable_on K"
by (metis elementary_interval integrable_on_subdivision intf p'(3) p'(4) xK)
show "f r y ≤ f (m x) y" if "y ∈ K" for y
using that r_le_m[of x] p'(2-3)[OF xK] f_le by auto
qed
qed
moreover have "(∑(x, K)∈𝒟. integral K (f (m x))) ≤ (∑(x, k)∈𝒟. integral k (f s))"
proof (rule sum_mono, simp add: split_paired_all)
fix x K
assume xK: "(x, K) ∈ 𝒟"
show "integral K (f (m x)) ≤ integral K (f s)"
proof (rule integral_le)
show "f (m x) integrable_on K"
by (metis elementary_interval integrable_on_subdivision intf p'(3) p'(4) xK)
show "f s integrable_on K"
by (metis integrable_on_subcbox intf p'(3) p'(4) xK)
show "f (m x) y ≤ f s y" if "y ∈ K" for y
using that s xK f_le p'(3) by fastforce
qed
qed
moreover have "0 ≤ i - integral (cbox a b) (f r)" "i - integral (cbox a b) (f r) < e/4"
using r by auto
ultimately show "¦(∑(x,K)∈𝒟. integral K (f (m x))) - i¦ < e/4"
using comb i'[of s] by auto
qed
qed
qed
with i integral_unique show ?thesis
by blast
qed
lemma monotone_convergence_increasing:
fixes f :: "nat ⇒ 'n::euclidean_space ⇒ real"
assumes int_f: "⋀k. (f k) integrable_on S"
and "⋀k x. x ∈ S ⟹ (f k x) ≤ (f (Suc k) x)"
and fg: "⋀x. x ∈ S ⟹ ((λk. f k x) ⤏ g x) sequentially"
and bou: "bounded (range (λk. integral S (f k)))"
shows "g integrable_on S ∧ ((λk. integral S (f k)) ⤏ integral S g) sequentially"
proof -
have lem: "g integrable_on S ∧ ((λk. integral S (f k)) ⤏ integral S g) sequentially"
if f0: "⋀k x. x ∈ S ⟹ 0 ≤ f k x"
and int_f: "⋀k. (f k) integrable_on S"
and le: "⋀k x. x ∈ S ⟹ f k x ≤ f (Suc k) x"
and lim: "⋀x. x ∈ S ⟹ ((λk. f k x) ⤏ g x) sequentially"
and bou: "bounded (range(λk. integral S (f k)))"
for f :: "nat ⇒ 'n::euclidean_space ⇒ real" and g S
proof -
have fg: "(f k x) ≤ (g x)" if "x ∈ S" for x k
apply (rule tendsto_lowerbound [OF lim [OF that]])
apply (rule eventually_sequentiallyI [of k])
using le by (force intro: transitive_stepwise_le that)+
obtain i where i: "(λk. integral S (f k)) ⇢ i"
using bounded_increasing_convergent [OF bou] le int_f integral_le by blast
have i': "(integral S (f k)) ≤ i" for k
proof -
have "⋀k. ⋀x. x ∈ S ⟹ ∀n≥k. f k x ≤ f n x"
using le by (force intro: transitive_stepwise_le)
then show ?thesis
using tendsto_lowerbound [OF i eventually_sequentiallyI trivial_limit_sequentially]
by (meson int_f integral_le)
qed
let ?f = "(λk x. if x ∈ S then f k x else 0)"
let ?g = "(λx. if x ∈ S then g x else 0)"
have int: "?f k integrable_on cbox a b" for a b k
by (simp add: int_f integrable_altD(1))
have int': "⋀k a b. f k integrable_on cbox a b ∩ S"
using int by (simp add: Int_commute integrable_restrict_Int)
have g: "?g integrable_on cbox a b ∧
(λk. integral (cbox a b) (?f k)) ⇢ integral (cbox a b) ?g" for a b
proof (rule monotone_convergence_interval)
have "norm (integral (cbox a b) (?f k)) ≤ norm (integral S (f k))" for k
proof -
have "0 ≤ integral (cbox a b) (?f k)"
by (metis (no_types) integral_nonneg Int_iff f0 inf_commute integral_restrict_Int int')
moreover have "0 ≤ integral S (f k)"
by (simp add: integral_nonneg f0 int_f)
moreover have "integral (S ∩ cbox a b) (f k) ≤ integral S (f k)"
by (metis f0 inf_commute int' int_f integral_subset_le le_inf_iff order_refl)
ultimately show ?thesis
by (simp add: integral_restrict_Int)
qed
moreover obtain B where "⋀x. x ∈ range (λk. integral S (f k)) ⟹ norm x ≤ B"
using bou unfolding bounded_iff by blast
ultimately show "bounded (range (λk. integral (cbox a b) (?f k)))"
unfolding bounded_iff by (blast intro: order_trans)
qed (use int le lim in auto)
moreover have "∃B>0. ∀a b. ball 0 B ⊆ cbox a b ⟶ norm (integral (cbox a b) ?g - i) < e"
if "0 < e" for e
proof -
have "e/4>0"
using that by auto
with LIMSEQ_D [OF i] obtain N where N: "⋀n. n ≥ N ⟹ norm (integral S (f n) - i) < e/4"
by metis
with int_f[of N, unfolded has_integral_integral has_integral_alt'[of "f N"]]
obtain B where "0 < B" and B:
"⋀a b. ball 0 B ⊆ cbox a b ⟹ norm (integral (cbox a b) (?f N) - integral S (f N)) < e/4"
by (meson ‹0 < e/4›)
have "norm (integral (cbox a b) ?g - i) < e" if ab: "ball 0 B ⊆ cbox a b" for a b
proof -
obtain M where M: "⋀n. n ≥ M ⟹ abs (integral (cbox a b) (?f n) - integral (cbox a b) ?g) < e/2"
using ‹e > 0› g by (fastforce simp add: dest!: LIMSEQ_D [where r = "e/2"])
have *: "⋀α β g. ⟦¦α - i¦ < e/2; ¦β - g¦ < e/2; α ≤ β; β ≤ i⟧ ⟹ ¦g - i¦ < e"
unfolding real_inner_1_right by arith
show "norm (integral (cbox a b) ?g - i) < e"
unfolding real_norm_def
proof (rule *)
show "¦integral (cbox a b) (?f N) - i¦ < e/2"
proof (rule abs_triangle_half_l)
show "¦integral (cbox a b) (?f N) - integral S (f N)¦ < e/2/2"
using B[OF ab] by simp
show "abs (i - integral S (f N)) < e/2/2"
using N by (simp add: abs_minus_commute)
qed
show "¦integral (cbox a b) (?f (M + N)) - integral (cbox a b) ?g¦ < e/2"
by (metis le_add1 M[of "M + N"])
show "integral (cbox a b) (?f N) ≤ integral (cbox a b) (?f (M + N))"
proof (intro ballI integral_le[OF int int])
fix x assume "x ∈ cbox a b"
have "(f m x) ≤ (f n x)" if "x ∈ S" "n ≥ m" for m n
apply (rule transitive_stepwise_le [OF ‹n ≥ m› order_refl])
using dual_order.trans apply blast
by (simp add: le ‹x ∈ S›)
then show "(?f N)x ≤ (?f (M+N))x"
by auto
qed
have "integral (cbox a b ∩ S) (f (M + N)) ≤ integral S (f (M + N))"
by (metis Int_lower1 f0 inf_commute int' int_f integral_subset_le)
then have "integral (cbox a b) (?f (M + N)) ≤ integral S (f (M + N))"
by (metis (no_types) inf_commute integral_restrict_Int)
also have "... ≤ i"
using i'[of "M + N"] by auto
finally show "integral (cbox a b) (?f (M + N)) ≤ i" .
qed
qed
then show ?thesis
using ‹0 < B› by blast
qed
ultimately have "(g has_integral i) S"
unfolding has_integral_alt' by auto
then show ?thesis
using has_integral_integrable_integral i integral_unique by metis
qed
have sub: "⋀k. integral S (λx. f k x - f 0 x) = integral S (f k) - integral S (f 0)"
by (simp add: integral_diff int_f)
have *: "⋀x m n. x ∈ S ⟹ n≥m ⟹ f m x ≤ f n x"
using assms(2) by (force intro: transitive_stepwise_le)
have gf: "(λx. g x - f 0 x) integrable_on S ∧ ((λk. integral S (λx. f (Suc k) x - f 0 x)) ⤏
integral S (λx. g x - f 0 x)) sequentially"
proof (rule lem)
show "⋀k. (λx. f (Suc k) x - f 0 x) integrable_on S"
by (simp add: integrable_diff int_f)
show "(λk. f (Suc k) x - f 0 x) ⇢ g x - f 0 x" if "x ∈ S" for x
proof -
have "(λn. f (Suc n) x) ⇢ g x"
using LIMSEQ_ignore_initial_segment[OF fg[OF ‹x ∈ S›], of 1] by simp
then show ?thesis
by (simp add: tendsto_diff)
qed
show "bounded (range (λk. integral S (λx. f (Suc k) x - f 0 x)))"
proof -
obtain B where B: "⋀k. norm (integral S (f k)) ≤ B"
using bou by (auto simp: bounded_iff)
then have "norm (integral S (λx. f (Suc k) x - f 0 x))
≤ B + norm (integral S (f 0))" for k
unfolding sub by (meson add_le_cancel_right norm_triangle_le_diff)
then show ?thesis
unfolding bounded_iff by blast
qed
qed (use * in auto)
then have "(λx. integral S (λxa. f (Suc x) xa - f 0 xa) + integral S (f 0))
⇢ integral S (λx. g x - f 0 x) + integral S (f 0)"
by (auto simp add: tendsto_add)
moreover have "(λx. g x - f 0 x + f 0 x) integrable_on S"
using gf integrable_add int_f [of 0] by metis
ultimately show ?thesis
by (simp add: integral_diff int_f LIMSEQ_imp_Suc sub)
qed
lemma has_integral_monotone_convergence_increasing:
fixes f :: "nat ⇒ 'a::euclidean_space ⇒ real"
assumes f: "⋀k. (f k has_integral x k) s"
assumes "⋀k x. x ∈ s ⟹ f k x ≤ f (Suc k) x"
assumes "⋀x. x ∈ s ⟹ (λk. f k x) ⇢ g x"
assumes "x ⇢ x'"
shows "(g has_integral x') s"
proof -
have x_eq: "x = (λi. integral s (f i))"
by (simp add: integral_unique[OF f])
then have x: "range(λk. integral s (f k)) = range x"
by auto
have *: "g integrable_on s ∧ (λk. integral s (f k)) ⇢ integral s g"
proof (intro monotone_convergence_increasing allI ballI assms)
show "bounded (range(λk. integral s (f k)))"
using x convergent_imp_bounded assms by metis
qed (use f in auto)
then have "integral s g = x'"
by (intro LIMSEQ_unique[OF _ ‹x ⇢ x'›]) (simp add: x_eq)
with * show ?thesis
by (simp add: has_integral_integral)
qed
lemma monotone_convergence_decreasing:
fixes f :: "nat ⇒ 'n::euclidean_space ⇒ real"
assumes intf: "⋀k. (f k) integrable_on S"
and le: "⋀k x. x ∈ S ⟹ f (Suc k) x ≤ f k x"
and fg: "⋀x. x ∈ S ⟹ ((λk. f k x) ⤏ g x) sequentially"
and bou: "bounded (range(λk. integral S (f k)))"
shows "g integrable_on S ∧ (λk. integral S (f k)) ⇢ integral S g"
proof -
have *: "range(λk. integral S (λx. - f k x)) = op *⇩R (- 1) ` (range(λk. integral S (f k)))"
by force
have "(λx. - g x) integrable_on S ∧ (λk. integral S (λx. - f k x)) ⇢ integral S (λx. - g x)"
proof (rule monotone_convergence_increasing)
show "⋀k. (λx. - f k x) integrable_on S"
by (blast intro: integrable_neg intf)
show "⋀k x. x ∈ S ⟹ - f k x ≤ - f (Suc k) x"
by (simp add: le)
show "⋀x. x ∈ S ⟹ (λk. - f k x) ⇢ - g x"
by (simp add: fg tendsto_minus)
show "bounded (range(λk. integral S (λx. - f k x)))"
using "*" bou bounded_scaling by auto
qed
then show ?thesis
by (force dest: integrable_neg tendsto_minus)
qed
lemma integral_norm_bound_integral:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
assumes int_f: "f integrable_on S"
and int_g: "g integrable_on S"
and le_g: "⋀x. x ∈ S ⟹ norm (f x) ≤ g x"
shows "norm (integral S f) ≤ integral S g"
proof -
have norm: "norm η ≤ y + e"
if "norm ζ ≤ x" and "¦x - y¦ < e/2" and "norm (ζ - η) < e/2"
for e x y and ζ η :: 'a
proof -
have "norm (η - ζ) < e/2"
by (metis norm_minus_commute that(3))
moreover have "x ≤ y + e/2"
using that(2) by linarith
ultimately show ?thesis
using that(1) le_less_trans[OF norm_triangle_sub[of η ζ]] by (auto simp: less_imp_le)
qed
have lem: "norm (integral(cbox a b) f) ≤ integral (cbox a b) g"
if f: "f integrable_on cbox a b"
and g: "g integrable_on cbox a b"
and nle: "⋀x. x ∈ cbox a b ⟹ norm (f x) ≤ g x"
for f :: "'n ⇒ 'a" and g a b
proof (rule field_le_epsilon)
fix e :: real
assume "e > 0"
then have e: "e/2 > 0"
by auto
with integrable_integral[OF f,unfolded has_integral[of f]]
obtain γ where γ: "gauge γ"
"⋀𝒟. 𝒟 tagged_division_of cbox a b ∧ γ fine 𝒟
⟹ norm ((∑(x, k)∈𝒟. content k *⇩R f x) - integral (cbox a b) f) < e/2"
by meson
moreover
from integrable_integral[OF g,unfolded has_integral[of g]] e
obtain δ where δ: "gauge δ"
"⋀𝒟. 𝒟 tagged_division_of cbox a b ∧ δ fine 𝒟
⟹ norm ((∑(x, k)∈𝒟. content k *⇩R g x) - integral (cbox a b) g) < e/2"
by meson
ultimately have "gauge (λx. γ x ∩ δ x)"
using gauge_Int by blast
with fine_division_exists obtain 𝒟
where p: "𝒟 tagged_division_of cbox a b" "(λx. γ x ∩ δ x) fine 𝒟"
by metis
have "γ fine 𝒟" "δ fine 𝒟"
using fine_Int p(2) by blast+
show "norm (integral (cbox a b) f) ≤ integral (cbox a b) g + e"
proof (rule norm)
have "norm (content K *⇩R f x) ≤ content K *⇩R g x" if "(x, K) ∈ 𝒟" for x K
proof-
have K: "x ∈ K" "K ⊆ cbox a b"
using ‹(x, K) ∈ 𝒟› p(1) by blast+
obtain u v where "K = cbox u v"
using ‹(x, K) ∈ 𝒟› p(1) by blast
moreover have "content K * norm (f x) ≤ content K * g x"
by (metis K subsetD dual_order.antisym measure_nonneg mult_zero_left nle not_le real_mult_le_cancel_iff2)
then show ?thesis
by simp
qed
then show "norm (∑(x, k)∈𝒟. content k *⇩R f x) ≤ (∑(x, k)∈𝒟. content k *⇩R g x)"
by (simp add: sum_norm_le split_def)
show "norm ((∑(x, k)∈𝒟. content k *⇩R f x) - integral (cbox a b) f) < e/2"
using ‹γ fine 𝒟› γ p(1) by simp
show "¦(∑(x, k)∈𝒟. content k *⇩R g x) - integral (cbox a b) g¦ < e/2"
using ‹δ fine 𝒟› δ p(1) by simp
qed
qed
show ?thesis
proof (rule field_le_epsilon)
fix e :: real
assume "e > 0"
then have e: "e/2 > 0"
by auto
let ?f = "(λx. if x ∈ S then f x else 0)"
let ?g = "(λx. if x ∈ S then g x else 0)"
have f: "?f integrable_on cbox a b" and g: "?g integrable_on cbox a b" for a b
using int_f int_g integrable_altD by auto
obtain Bf where "0 < Bf"
and Bf: "⋀a b. ball 0 Bf ⊆ cbox a b ⟹
∃z. (?f has_integral z) (cbox a b) ∧ norm (z - integral S f) < e/2"
using integrable_integral [OF int_f,unfolded has_integral'[of f]] e that by blast
obtain Bg where "0 < Bg"
and Bg: "⋀a b. ball 0 Bg ⊆ cbox a b ⟹
∃z. (?g has_integral z) (cbox a b) ∧ norm (z - integral S g) < e/2"
using integrable_integral [OF int_g,unfolded has_integral'[of g]] e that by blast
obtain a b::'n where ab: "ball 0 Bf ∪ ball 0 Bg ⊆ cbox a b"
using ball_max_Un bounded_subset_cbox[OF bounded_ball, of _ "max Bf Bg"] by blast
have "ball 0 Bf ⊆ cbox a b"
using ab by auto
with Bf obtain z where int_fz: "(?f has_integral z) (cbox a b)" and z: "norm (z - integral S f) < e/2"
by meson
have "ball 0 Bg ⊆ cbox a b"
using ab by auto
with Bg obtain w where int_gw: "(?g has_integral w) (cbox a b)" and w: "norm (w - integral S g) < e/2"
by meson
show "norm (integral S f) ≤ integral S g + e"
proof (rule norm)
show "norm (integral (cbox a b) ?f) ≤ integral (cbox a b) ?g"
by (simp add: le_g lem[OF f g, of a b])
show "¦integral (cbox a b) ?g - integral S g¦ < e/2"
using int_gw integral_unique w by auto
show "norm (integral (cbox a b) ?f - integral S f) < e/2"
using int_fz integral_unique z by blast
qed
qed
qed
lemma integral_norm_bound_integral_component:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
fixes g :: "'n ⇒ 'b::euclidean_space"
assumes f: "f integrable_on S" and g: "g integrable_on S"
and fg: "⋀x. x ∈ S ⟹ norm(f x) ≤ (g x)∙k"
shows "norm (integral S f) ≤ (integral S g)∙k"
proof -
have "norm (integral S f) ≤ integral S ((λx. x ∙ k) ∘ g)"
apply (rule integral_norm_bound_integral[OF f integrable_linear[OF g]])
apply (simp add: bounded_linear_inner_left)
unfolding o_def
apply (metis fg)
done
then show ?thesis
unfolding o_def integral_component_eq[OF g] .
qed
lemma has_integral_norm_bound_integral_component:
fixes f :: "'n::euclidean_space ⇒ 'a::banach"
fixes g :: "'n ⇒ 'b::euclidean_space"
assumes f: "(f has_integral i) S"
and g: "(g has_integral j) S"
and "⋀x. x ∈ S ⟹ norm (f x) ≤ (g x)∙k"
shows "norm i ≤ j∙k"
using integral_norm_bound_integral_component[of f S g k]
unfolding integral_unique[OF f] integral_unique[OF g]
using assms
by auto
subsection ‹differentiation under the integral sign›
lemma integral_continuous_on_param:
fixes f::"'a::topological_space ⇒ 'b::euclidean_space ⇒ 'c::banach"
assumes cont_fx: "continuous_on (U × cbox a b) (λ(x, t). f x t)"
shows "continuous_on U (λx. integral (cbox a b) (f x))"
proof cases
assume "content (cbox a b) ≠ 0"
then have ne: "cbox a b ≠ {}" by auto
note [continuous_intros] =
continuous_on_compose2[OF cont_fx, where f="λy. Pair x y" for x,
unfolded split_beta fst_conv snd_conv]
show ?thesis
unfolding continuous_on_def
proof (safe intro!: tendstoI)
fix e'::real and x
assume "e' > 0"
define e where "e = e' / (content (cbox a b) + 1)"
have "e > 0" using ‹e' > 0› by (auto simp: e_def intro!: divide_pos_pos add_nonneg_pos)
assume "x ∈ U"
from continuous_on_prod_compactE[OF cont_fx compact_cbox ‹x ∈ U› ‹0 < e›]
obtain X0 where X0: "x ∈ X0" "open X0"
and fx_bound: "⋀y t. y ∈ X0 ∩ U ⟹ t ∈ cbox a b ⟹ norm (f y t - f x t) ≤ e"
unfolding split_beta fst_conv snd_conv dist_norm
by metis
have "∀⇩F y in at x within U. y ∈ X0 ∩ U"
using X0(1) X0(2) eventually_at_topological by auto
then show "∀⇩F y in at x within U. dist (integral (cbox a b) (f y)) (integral (cbox a b) (f x)) < e'"
proof eventually_elim
case (elim y)
have "dist (integral (cbox a b) (f y)) (integral (cbox a b) (f x)) =
norm (integral (cbox a b) (λt. f y t - f x t))"
using elim ‹x ∈ U›
unfolding dist_norm
by (subst integral_diff)
(auto intro!: integrable_continuous continuous_intros)
also have "… ≤ e * content (cbox a b)"
using elim ‹x ∈ U›
by (intro integrable_bound)
(auto intro!: fx_bound ‹x ∈ U › less_imp_le[OF ‹0 < e›]
integrable_continuous continuous_intros)
also have "… < e'"
using ‹0 < e'› ‹e > 0›
by (auto simp: e_def divide_simps)
finally show "dist (integral (cbox a b) (f y)) (integral (cbox a b) (f x)) < e'" .
qed
qed
qed (auto intro!: continuous_on_const)
lemma leibniz_rule:
fixes f::"'a::banach ⇒ 'b::euclidean_space ⇒ 'c::banach"
assumes fx: "⋀x t. x ∈ U ⟹ t ∈ cbox a b ⟹
((λx. f x t) has_derivative blinfun_apply (fx x t)) (at x within U)"
assumes integrable_f2: "⋀x. x ∈ U ⟹ f x integrable_on cbox a b"
assumes cont_fx: "continuous_on (U × (cbox a b)) (λ(x, t). fx x t)"
assumes [intro]: "x0 ∈ U"
assumes "convex U"
shows
"((λx. integral (cbox a b) (f x)) has_derivative integral (cbox a b) (fx x0)) (at x0 within U)"
(is "(?F has_derivative ?dF) _")
proof cases
assume "content (cbox a b) ≠ 0"
then have ne: "cbox a b ≠ {}" by auto
note [continuous_intros] =
continuous_on_compose2[OF cont_fx, where f="λy. Pair x y" for x,
unfolded split_beta fst_conv snd_conv]
show ?thesis
proof (intro has_derivativeI bounded_linear_scaleR_left tendstoI, fold norm_conv_dist)
have cont_f1: "⋀t. t ∈ cbox a b ⟹ continuous_on U (λx. f x t)"
by (auto simp: continuous_on_eq_continuous_within intro!: has_derivative_continuous fx)
note [continuous_intros] = continuous_on_compose2[OF cont_f1]
fix e'::real
assume "e' > 0"
define e where "e = e' / (content (cbox a b) + 1)"
have "e > 0" using ‹e' > 0› by (auto simp: e_def intro!: divide_pos_pos add_nonneg_pos)
from continuous_on_prod_compactE[OF cont_fx compact_cbox ‹x0 ∈ U› ‹e > 0›]
obtain X0 where X0: "x0 ∈ X0" "open X0"
and fx_bound: "⋀x t. x ∈ X0 ∩ U ⟹ t ∈ cbox a b ⟹ norm (fx x t - fx x0 t) ≤ e"
unfolding split_beta fst_conv snd_conv
by (metis dist_norm)
note eventually_closed_segment[OF ‹open X0› ‹x0 ∈ X0›, of U]
moreover
have "∀⇩F x in at x0 within U. x ∈ X0"
using ‹open X0› ‹x0 ∈ X0› eventually_at_topological by blast
moreover have "∀⇩F x in at x0 within U. x ≠ x0"
by (auto simp: eventually_at_filter)
moreover have "∀⇩F x in at x0 within U. x ∈ U"
by (auto simp: eventually_at_filter)
ultimately
show "∀⇩F x in at x0 within U. norm ((?F x - ?F x0 - ?dF (x - x0)) /⇩R norm (x - x0)) < e'"
proof eventually_elim
case (elim x)
from elim have "0 < norm (x - x0)" by simp
have "closed_segment x0 x ⊆ U"
by (rule ‹convex U›[unfolded convex_contains_segment, rule_format, OF ‹x0 ∈ U› ‹x ∈ U›])
from elim have [intro]: "x ∈ U" by auto
have "?F x - ?F x0 - ?dF (x - x0) =
integral (cbox a b) (λy. f x y - f x0 y - fx x0 y (x - x0))"
(is "_ = ?id")
using ‹x ≠ x0›
by (subst blinfun_apply_integral integral_diff,
auto intro!: integrable_diff integrable_f2 continuous_intros
intro: integrable_continuous)+
also
{
fix t assume t: "t ∈ (cbox a b)"
have seg: "⋀t. t ∈ {0..1} ⟹ x0 + t *⇩R (x - x0) ∈ X0 ∩ U"
using ‹closed_segment x0 x ⊆ U›
‹closed_segment x0 x ⊆ X0›
by (force simp: closed_segment_def algebra_simps)
from t have deriv:
"((λx. f x t) has_derivative (fx y t)) (at y within X0 ∩ U)"
if "y ∈ X0 ∩ U" for y
unfolding has_vector_derivative_def[symmetric]
using that ‹x ∈ X0›
by (intro has_derivative_within_subset[OF fx]) auto
have "∀x ∈ X0 ∩ U. onorm (blinfun_apply (fx x t) - (fx x0 t)) ≤ e"
using fx_bound t
by (auto simp add: norm_blinfun_def fun_diff_def blinfun.bilinear_simps[symmetric])
from differentiable_bound_linearization[OF seg deriv this] X0
have "norm (f x t - f x0 t - fx x0 t (x - x0)) ≤ e * norm (x - x0)"
by (auto simp add: ac_simps)
}
then have "norm ?id ≤ integral (cbox a b) (λ_. e * norm (x - x0))"
by (intro integral_norm_bound_integral)
(auto intro!: continuous_intros integrable_diff integrable_f2
intro: integrable_continuous)
also have "… = content (cbox a b) * e * norm (x - x0)"
by simp
also have "… < e' * norm (x - x0)"
using ‹e' > 0›
apply (intro mult_strict_right_mono[OF _ ‹0 < norm (x - x0)›])
apply (auto simp: divide_simps e_def)
by (metis ‹0 < e› e_def order.asym zero_less_divide_iff)
finally have "norm (?F x - ?F x0 - ?dF (x - x0)) < e' * norm (x - x0)" .
then show ?case
by (auto simp: divide_simps)
qed
qed (rule blinfun.bounded_linear_right)
qed (auto intro!: derivative_eq_intros simp: blinfun.bilinear_simps)
lemma has_vector_derivative_eq_has_derivative_blinfun:
"(f has_vector_derivative f') (at x within U) ⟷
(f has_derivative blinfun_scaleR_left f') (at x within U)"
by (simp add: has_vector_derivative_def)
lemma leibniz_rule_vector_derivative:
fixes f::"real ⇒ 'b::euclidean_space ⇒ 'c::banach"
assumes fx: "⋀x t. x ∈ U ⟹ t ∈ cbox a b ⟹
((λx. f x t) has_vector_derivative (fx x t)) (at x within U)"
assumes integrable_f2: "⋀x. x ∈ U ⟹ (f x) integrable_on cbox a b"
assumes cont_fx: "continuous_on (U × cbox a b) (λ(x, t). fx x t)"
assumes U: "x0 ∈ U" "convex U"
shows "((λx. integral (cbox a b) (f x)) has_vector_derivative integral (cbox a b) (fx x0))
(at x0 within U)"
proof -
note [continuous_intros] =
continuous_on_compose2[OF cont_fx, where f="λy. Pair x y" for x,
unfolded split_beta fst_conv snd_conv]
have *: "blinfun_scaleR_left (integral (cbox a b) (fx x0)) =
integral (cbox a b) (λt. blinfun_scaleR_left (fx x0 t))"
by (subst integral_linear[symmetric])
(auto simp: has_vector_derivative_def o_def
intro!: integrable_continuous U continuous_intros bounded_linear_intros)
show ?thesis
unfolding has_vector_derivative_eq_has_derivative_blinfun
apply (rule has_derivative_eq_rhs)
apply (rule leibniz_rule[OF _ integrable_f2 _ U, where fx="λx t. blinfun_scaleR_left (fx x t)"])
using fx cont_fx
apply (auto simp: has_vector_derivative_def * split_beta intro!: continuous_intros)
done
qed
lemma has_field_derivative_eq_has_derivative_blinfun:
"(f has_field_derivative f') (at x within U) ⟷ (f has_derivative blinfun_mult_right f') (at x within U)"
by (simp add: has_field_derivative_def)
lemma leibniz_rule_field_derivative:
fixes f::"'a::{real_normed_field, banach} ⇒ 'b::euclidean_space ⇒ 'a"
assumes fx: "⋀x t. x ∈ U ⟹ t ∈ cbox a b ⟹ ((λx. f x t) has_field_derivative fx x t) (at x within U)"
assumes integrable_f2: "⋀x. x ∈ U ⟹ (f x) integrable_on cbox a b"
assumes cont_fx: "continuous_on (U × (cbox a b)) (λ(x, t). fx x t)"
assumes U: "x0 ∈ U" "convex U"
shows "((λx. integral (cbox a b) (f x)) has_field_derivative integral (cbox a b) (fx x0)) (at x0 within U)"
proof -
note [continuous_intros] =
continuous_on_compose2[OF cont_fx, where f="λy. Pair x y" for x,
unfolded split_beta fst_conv snd_conv]
have *: "blinfun_mult_right (integral (cbox a b) (fx x0)) =
integral (cbox a b) (λt. blinfun_mult_right (fx x0 t))"
by (subst integral_linear[symmetric])
(auto simp: has_vector_derivative_def o_def
intro!: integrable_continuous U continuous_intros bounded_linear_intros)
show ?thesis
unfolding has_field_derivative_eq_has_derivative_blinfun
apply (rule has_derivative_eq_rhs)
apply (rule leibniz_rule[OF _ integrable_f2 _ U, where fx="λx t. blinfun_mult_right (fx x t)"])
using fx cont_fx
apply (auto simp: has_field_derivative_def * split_beta intro!: continuous_intros)
done
qed
subsection ‹Exchange uniform limit and integral›
lemma uniform_limit_integral_cbox:
fixes f::"'a ⇒ 'b::euclidean_space ⇒ 'c::banach"
assumes u: "uniform_limit (cbox a b) f g F"
assumes c: "⋀n. continuous_on (cbox a b) (f n)"
assumes [simp]: "F ≠ bot"
obtains I J where
"⋀n. (f n has_integral I n) (cbox a b)"
"(g has_integral J) (cbox a b)"
"(I ⤏ J) F"
proof -
have fi[simp]: "f n integrable_on (cbox a b)" for n
by (auto intro!: integrable_continuous assms)
then obtain I where I: "⋀n. (f n has_integral I n) (cbox a b)"
by atomize_elim (auto simp: integrable_on_def intro!: choice)
moreover
have gi[simp]: "g integrable_on (cbox a b)"
by (auto intro!: integrable_continuous uniform_limit_theorem[OF _ u] eventuallyI c)
then obtain J where J: "(g has_integral J) (cbox a b)"
by blast
moreover
have "(I ⤏ J) F"
proof cases
assume "content (cbox a b) = 0"
hence "I = (λ_. 0)" "J = 0"
by (auto intro!: has_integral_unique I J)
thus ?thesis by simp
next
assume content_nonzero: "content (cbox a b) ≠ 0"
show ?thesis
proof (rule tendstoI)
fix e::real
assume "e > 0"
define e' where "e' = e/2"
with ‹e > 0› have "e' > 0" by simp
then have "∀⇩F n in F. ∀x∈cbox a b. norm (f n x - g x) < e' / content (cbox a b)"
using u content_nonzero by (auto simp: uniform_limit_iff dist_norm zero_less_measure_iff)
then show "∀⇩F n in F. dist (I n) J < e"
proof eventually_elim
case (elim n)
have "I n = integral (cbox a b) (f n)"
"J = integral (cbox a b) g"
using I[of n] J by (simp_all add: integral_unique)
then have "dist (I n) J = norm (integral (cbox a b) (λx. f n x - g x))"
by (simp add: integral_diff dist_norm)
also have "… ≤ integral (cbox a b) (λx. (e' / content (cbox a b)))"
using elim
by (intro integral_norm_bound_integral) (auto intro!: integrable_diff)
also have "… < e"
using ‹0 < e›
by (simp add: e'_def)
finally show ?case .
qed
qed
qed
ultimately show ?thesis ..
qed
lemma uniform_limit_integral:
fixes f::"'a ⇒ 'b::ordered_euclidean_space ⇒ 'c::banach"
assumes u: "uniform_limit {a..b} f g F"
assumes c: "⋀n. continuous_on {a..b} (f n)"
assumes [simp]: "F ≠ bot"
obtains I J where
"⋀n. (f n has_integral I n) {a..b}"
"(g has_integral J) {a..b}"
"(I ⤏ J) F"
by (metis interval_cbox assms uniform_limit_integral_cbox)
subsection ‹Integration by parts›
lemma integration_by_parts_interior_strong:
fixes prod :: "_ ⇒ _ ⇒ 'b :: banach"
assumes bilinear: "bounded_bilinear (prod)"
assumes s: "finite s" and le: "a ≤ b"
assumes cont [continuous_intros]: "continuous_on {a..b} f" "continuous_on {a..b} g"
assumes deriv: "⋀x. x∈{a<..<b} - s ⟹ (f has_vector_derivative f' x) (at x)"
"⋀x. x∈{a<..<b} - s ⟹ (g has_vector_derivative g' x) (at x)"
assumes int: "((λx. prod (f x) (g' x)) has_integral
(prod (f b) (g b) - prod (f a) (g a) - y)) {a..b}"
shows "((λx. prod (f' x) (g x)) has_integral y) {a..b}"
proof -
interpret bounded_bilinear prod by fact
have "((λx. prod (f x) (g' x) + prod (f' x) (g x)) has_integral
(prod (f b) (g b) - prod (f a) (g a))) {a..b}"
using deriv by (intro fundamental_theorem_of_calculus_interior_strong[OF s le])
(auto intro!: continuous_intros continuous_on has_vector_derivative)
from has_integral_diff[OF this int] show ?thesis by (simp add: algebra_simps)
qed
lemma integration_by_parts_interior:
fixes prod :: "_ ⇒ _ ⇒ 'b :: banach"
assumes "bounded_bilinear (prod)" "a ≤ b"
"continuous_on {a..b} f" "continuous_on {a..b} g"
assumes "⋀x. x∈{a<..<b} ⟹ (f has_vector_derivative f' x) (at x)"
"⋀x. x∈{a<..<b} ⟹ (g has_vector_derivative g' x) (at x)"
assumes "((λx. prod (f x) (g' x)) has_integral (prod (f b) (g b) - prod (f a) (g a) - y)) {a..b}"
shows "((λx. prod (f' x) (g x)) has_integral y) {a..b}"
by (rule integration_by_parts_interior_strong[of _ "{}" _ _ f g f' g']) (insert assms, simp_all)
lemma integration_by_parts:
fixes prod :: "_ ⇒ _ ⇒ 'b :: banach"
assumes "bounded_bilinear (prod)" "a ≤ b"
"continuous_on {a..b} f" "continuous_on {a..b} g"
assumes "⋀x. x∈{a..b} ⟹ (f has_vector_derivative f' x) (at x)"
"⋀x. x∈{a..b} ⟹ (g has_vector_derivative g' x) (at x)"
assumes "((λx. prod (f x) (g' x)) has_integral (prod (f b) (g b) - prod (f a) (g a) - y)) {a..b}"
shows "((λx. prod (f' x) (g x)) has_integral y) {a..b}"
by (rule integration_by_parts_interior[of _ _ _ f g f' g']) (insert assms, simp_all)
lemma integrable_by_parts_interior_strong:
fixes prod :: "_ ⇒ _ ⇒ 'b :: banach"
assumes bilinear: "bounded_bilinear (prod)"
assumes s: "finite s" and le: "a ≤ b"
assumes cont [continuous_intros]: "continuous_on {a..b} f" "continuous_on {a..b} g"
assumes deriv: "⋀x. x∈{a<..<b} - s ⟹ (f has_vector_derivative f' x) (at x)"
"⋀x. x∈{a<..<b} - s ⟹ (g has_vector_derivative g' x) (at x)"
assumes int: "(λx. prod (f x) (g' x)) integrable_on {a..b}"
shows "(λx. prod (f' x) (g x)) integrable_on {a..b}"
proof -
from int obtain I where "((λx. prod (f x) (g' x)) has_integral I) {a..b}"
unfolding integrable_on_def by blast
hence "((λx. prod (f x) (g' x)) has_integral (prod (f b) (g b) - prod (f a) (g a) -
(prod (f b) (g b) - prod (f a) (g a) - I))) {a..b}" by simp
from integration_by_parts_interior_strong[OF assms(1-7) this]
show ?thesis unfolding integrable_on_def by blast
qed
lemma integrable_by_parts_interior:
fixes prod :: "_ ⇒ _ ⇒ 'b :: banach"
assumes "bounded_bilinear (prod)" "a ≤ b"
"continuous_on {a..b} f" "continuous_on {a..b} g"
assumes "⋀x. x∈{a<..<b} ⟹ (f has_vector_derivative f' x) (at x)"
"⋀x. x∈{a<..<b} ⟹ (g has_vector_derivative g' x) (at x)"
assumes "(λx. prod (f x) (g' x)) integrable_on {a..b}"
shows "(λx. prod (f' x) (g x)) integrable_on {a..b}"
by (rule integrable_by_parts_interior_strong[of _ "{}" _ _ f g f' g']) (insert assms, simp_all)
lemma integrable_by_parts:
fixes prod :: "_ ⇒ _ ⇒ 'b :: banach"
assumes "bounded_bilinear (prod)" "a ≤ b"
"continuous_on {a..b} f" "continuous_on {a..b} g"
assumes "⋀x. x∈{a..b} ⟹ (f has_vector_derivative f' x) (at x)"
"⋀x. x∈{a..b} ⟹ (g has_vector_derivative g' x) (at x)"
assumes "(λx. prod (f x) (g' x)) integrable_on {a..b}"
shows "(λx. prod (f' x) (g x)) integrable_on {a..b}"
by (rule integrable_by_parts_interior_strong[of _ "{}" _ _ f g f' g']) (insert assms, simp_all)
subsection ‹Integration by substitution›
lemma has_integral_substitution_general:
fixes f :: "real ⇒ 'a::euclidean_space" and g :: "real ⇒ real"
assumes s: "finite s" and le: "a ≤ b"
and subset: "g ` {a..b} ⊆ {c..d}"
and f [continuous_intros]: "continuous_on {c..d} f"
and g [continuous_intros]: "continuous_on {a..b} g"
and deriv [derivative_intros]:
"⋀x. x ∈ {a..b} - s ⟹ (g has_field_derivative g' x) (at x within {a..b})"
shows "((λx. g' x *⇩R f (g x)) has_integral (integral {g a..g b} f - integral {g b..g a} f)) {a..b}"
proof -
let ?F = "λx. integral {c..g x} f"
have cont_int: "continuous_on {a..b} ?F"
by (rule continuous_on_compose2[OF _ g subset] indefinite_integral_continuous_1
f integrable_continuous_real)+
have deriv: "(((λx. integral {c..x} f) ∘ g) has_vector_derivative g' x *⇩R f (g x))
(at x within {a..b})" if "x ∈ {a..b} - s" for x
apply (rule has_vector_derivative_eq_rhs)
apply (rule vector_diff_chain_within)
apply (subst has_field_derivative_iff_has_vector_derivative [symmetric])
apply (rule deriv that)+
apply (rule has_vector_derivative_within_subset)
apply (rule integral_has_vector_derivative f)+
using that le subset
apply blast+
done
have deriv: "(?F has_vector_derivative g' x *⇩R f (g x))
(at x)" if "x ∈ {a..b} - (s ∪ {a,b})" for x
using deriv[of x] that by (simp add: at_within_closed_interval o_def)
have "((λx. g' x *⇩R f (g x)) has_integral (?F b - ?F a)) {a..b}"
using le cont_int s deriv cont_int
by (intro fundamental_theorem_of_calculus_interior_strong[of "s ∪ {a,b}"]) simp_all
also
from subset have "g x ∈ {c..d}" if "x ∈ {a..b}" for x using that by blast
from this[of a] this[of b] le have cd: "c ≤ g a" "g b ≤ d" "c ≤ g b" "g a ≤ d" by auto
have "integral {c..g b} f - integral {c..g a} f = integral {g a..g b} f - integral {g b..g a} f"
proof cases
assume "g a ≤ g b"
note le = le this
from cd have "integral {c..g a} f + integral {g a..g b} f = integral {c..g b} f"
by (intro integral_combine integrable_continuous_real continuous_on_subset[OF f] le) simp_all
with le show ?thesis
by (cases "g a = g b") (simp_all add: algebra_simps)
next
assume less: "¬g a ≤ g b"
then have "g a ≥ g b" by simp
note le = le this
from cd have "integral {c..g b} f + integral {g b..g a} f = integral {c..g a} f"
by (intro integral_combine integrable_continuous_real continuous_on_subset[OF f] le) simp_all
with less show ?thesis
by (simp_all add: algebra_simps)
qed
finally show ?thesis .
qed
lemma has_integral_substitution_strong:
fixes f :: "real ⇒ 'a::euclidean_space" and g :: "real ⇒ real"
assumes s: "finite s" and le: "a ≤ b" "g a ≤ g b"
and subset: "g ` {a..b} ⊆ {c..d}"
and f [continuous_intros]: "continuous_on {c..d} f"
and g [continuous_intros]: "continuous_on {a..b} g"
and deriv [derivative_intros]:
"⋀x. x ∈ {a..b} - s ⟹ (g has_field_derivative g' x) (at x within {a..b})"
shows "((λx. g' x *⇩R f (g x)) has_integral (integral {g a..g b} f)) {a..b}"
using has_integral_substitution_general[OF s le(1) subset f g deriv] le(2)
by (cases "g a = g b") auto
lemma has_integral_substitution:
fixes f :: "real ⇒ 'a::euclidean_space" and g :: "real ⇒ real"
assumes "a ≤ b" "g a ≤ g b" "g ` {a..b} ⊆ {c..d}"
and "continuous_on {c..d} f"
and "⋀x. x ∈ {a..b} ⟹ (g has_field_derivative g' x) (at x within {a..b})"
shows "((λx. g' x *⇩R f (g x)) has_integral (integral {g a..g b} f)) {a..b}"
by (intro has_integral_substitution_strong[of "{}" a b g c d] assms)
(auto intro: DERIV_continuous_on assms)
subsection ‹Compute a double integral using iterated integrals and switching the order of integration›
lemma continuous_on_imp_integrable_on_Pair1:
fixes f :: "_ ⇒ 'b::banach"
assumes con: "continuous_on (cbox (a,c) (b,d)) f" and x: "x ∈ cbox a b"
shows "(λy. f (x, y)) integrable_on (cbox c d)"
proof -
have "f ∘ (λy. (x, y)) integrable_on (cbox c d)"
apply (rule integrable_continuous)
apply (rule continuous_on_compose [OF _ continuous_on_subset [OF con]])
using x
apply (auto intro: continuous_on_Pair continuous_on_const continuous_on_id continuous_on_subset con)
done
then show ?thesis
by (simp add: o_def)
qed
lemma integral_integrable_2dim:
fixes f :: "('a::euclidean_space * 'b::euclidean_space) ⇒ 'c::banach"
assumes "continuous_on (cbox (a,c) (b,d)) f"
shows "(λx. integral (cbox c d) (λy. f (x,y))) integrable_on cbox a b"
proof (cases "content(cbox c d) = 0")
case True
then show ?thesis
by (simp add: True integrable_const)
next
case False
have uc: "uniformly_continuous_on (cbox (a,c) (b,d)) f"
by (simp add: assms compact_cbox compact_uniformly_continuous)
{ fix x::'a and e::real
assume x: "x ∈ cbox a b" and e: "0 < e"
then have e2_gt: "0 < e/2 / content (cbox c d)" and e2_less: "e/2 / content (cbox c d) * content (cbox c d) < e"
by (auto simp: False content_lt_nz e)
then obtain dd
where dd: "⋀x x'. ⟦x∈cbox (a, c) (b, d); x'∈cbox (a, c) (b, d); norm (x' - x) < dd⟧
⟹ norm (f x' - f x) ≤ e/(2 * content (cbox c d))" "dd>0"
using uc [unfolded uniformly_continuous_on_def, THEN spec, of "e/(2 * content (cbox c d))"]
by (auto simp: dist_norm intro: less_imp_le)
have "∃delta>0. ∀x'∈cbox a b. norm (x' - x) < delta ⟶ norm (integral (cbox c d) (λu. f (x', u) - f (x, u))) < e"
apply (rule_tac x=dd in exI)
using dd e2_gt assms x
apply clarify
apply (rule le_less_trans [OF _ e2_less])
apply (rule integrable_bound)
apply (auto intro: integrable_diff continuous_on_imp_integrable_on_Pair1)
done
} note * = this
show ?thesis
apply (rule integrable_continuous)
apply (simp add: * continuous_on_iff dist_norm integral_diff [symmetric] continuous_on_imp_integrable_on_Pair1 [OF assms])
done
qed
lemma integral_split:
fixes f :: "'a::euclidean_space ⇒ 'b::{real_normed_vector,complete_space}"
assumes f: "f integrable_on (cbox a b)"
and k: "k ∈ Basis"
shows "integral (cbox a b) f =
integral (cbox a b ∩ {x. x∙k ≤ c}) f +
integral (cbox a b ∩ {x. x∙k ≥ c}) f"
apply (rule integral_unique [OF has_integral_split [where c=c]])
using k f
apply (auto simp: has_integral_integral [symmetric])
done
lemma integral_swap_operativeI:
fixes f :: "('a::euclidean_space * 'b::euclidean_space) ⇒ 'c::banach"
assumes f: "continuous_on s f" and e: "0 < e"
shows "operative conj True
(λk. ∀a b c d.
cbox (a,c) (b,d) ⊆ k ∧ cbox (a,c) (b,d) ⊆ s
⟶ norm(integral (cbox (a,c) (b,d)) f -
integral (cbox a b) (λx. integral (cbox c d) (λy. f((x,y)))))
≤ e * content (cbox (a,c) (b,d)))"
proof (standard, auto)
fix a::'a and c::'b and b::'a and d::'b and u::'a and v::'a and w::'b and z::'b
assume *: "box (a, c) (b, d) = {}"
and cb1: "cbox (u, w) (v, z) ⊆ cbox (a, c) (b, d)"
and cb2: "cbox (u, w) (v, z) ⊆ s"
then have c0: "content (cbox (a, c) (b, d)) = 0"
using * unfolding content_eq_0_interior by simp
have c0': "content (cbox (u, w) (v, z)) = 0"
by (fact content_0_subset [OF c0 cb1])
show "norm (integral (cbox (u,w) (v,z)) f - integral (cbox u v) (λx. integral (cbox w z) (λy. f (x, y))))
≤ e * content (cbox (u,w) (v,z))"
using content_cbox_pair_eq0_D [OF c0']
by (force simp add: c0')
next
fix a::'a and c::'b and b::'a and d::'b
and M::real and i::'a and j::'b
and u::'a and v::'a and w::'b and z::'b
assume ij: "(i,j) ∈ Basis"
and n1: "∀a' b' c' d'.
cbox (a',c') (b',d') ⊆ cbox (a,c) (b,d) ∧
cbox (a',c') (b',d') ⊆ {x. x ∙ (i,j) ≤ M} ∧ cbox (a',c') (b',d') ⊆ s ⟶
norm (integral (cbox (a',c') (b',d')) f - integral (cbox a' b') (λx. integral (cbox c' d') (λy. f (x,y))))
≤ e * content (cbox (a',c') (b',d'))"
and n2: "∀a' b' c' d'.
cbox (a',c') (b',d') ⊆ cbox (a,c) (b,d) ∧
cbox (a',c') (b',d') ⊆ {x. M ≤ x ∙ (i,j)} ∧ cbox (a',c') (b',d') ⊆ s ⟶
norm (integral (cbox (a',c') (b',d')) f - integral (cbox a' b') (λx. integral (cbox c' d') (λy. f (x,y))))
≤ e * content (cbox (a',c') (b',d'))"
and subs: "cbox (u,w) (v,z) ⊆ cbox (a,c) (b,d)" "cbox (u,w) (v,z) ⊆ s"
have fcont: "continuous_on (cbox (u, w) (v, z)) f"
using assms(1) continuous_on_subset subs(2) by blast
then have fint: "f integrable_on cbox (u, w) (v, z)"
by (metis integrable_continuous)
consider "i ∈ Basis" "j=0" | "j ∈ Basis" "i=0" using ij
by (auto simp: Euclidean_Space.Basis_prod_def)
then show "norm (integral (cbox (u,w) (v,z)) f - integral (cbox u v) (λx. integral (cbox w z) (λy. f (x,y))))
≤ e * content (cbox (u,w) (v,z))" (is ?normle)
proof cases
case 1
then have e: "e * content (cbox (u, w) (v, z)) =
e * (content (cbox u v ∩ {x. x ∙ i ≤ M}) * content (cbox w z)) +
e * (content (cbox u v ∩ {x. M ≤ x ∙ i}) * content (cbox w z))"
by (simp add: content_split [where c=M] content_Pair algebra_simps)
have *: "integral (cbox u v) (λx. integral (cbox w z) (λy. f (x, y))) =
integral (cbox u v ∩ {x. x ∙ i ≤ M}) (λx. integral (cbox w z) (λy. f (x, y))) +
integral (cbox u v ∩ {x. M ≤ x ∙ i}) (λx. integral (cbox w z) (λy. f (x, y)))"
using 1 f subs integral_integrable_2dim continuous_on_subset
by (blast intro: integral_split)
show ?normle
apply (rule norm_diff2 [OF integral_split [where c=M, OF fint ij] * e])
using 1 subs
apply (simp_all add: cbox_Pair_eq setcomp_dot1 [of "λu. M≤u"] setcomp_dot1 [of "λu. u≤M"] Sigma_Int_Paircomp1)
apply (simp_all add: interval_split ij)
apply (simp_all add: cbox_Pair_eq [symmetric] content_Pair [symmetric])
apply (force simp add: interval_split [symmetric] intro!: n1 [rule_format])
apply (force simp add: interval_split [symmetric] intro!: n2 [rule_format])
done
next
case 2
then have e: "e * content (cbox (u, w) (v, z)) =
e * (content (cbox u v) * content (cbox w z ∩ {x. x ∙ j ≤ M})) +
e * (content (cbox u v) * content (cbox w z ∩ {x. M ≤ x ∙ j}))"
by (simp add: content_split [where c=M] content_Pair algebra_simps)
have "(λx. integral (cbox w z ∩ {x. x ∙ j ≤ M}) (λy. f (x, y))) integrable_on cbox u v"
"(λx. integral (cbox w z ∩ {x. M ≤ x ∙ j}) (λy. f (x, y))) integrable_on cbox u v"
using 2 subs
apply (simp_all add: interval_split)
apply (rule_tac [!] integral_integrable_2dim [OF continuous_on_subset [OF f]])
apply (auto simp: cbox_Pair_eq interval_split [symmetric])
done
with 2 have *: "integral (cbox u v) (λx. integral (cbox w z) (λy. f (x, y))) =
integral (cbox u v) (λx. integral (cbox w z ∩ {x. x ∙ j ≤ M}) (λy. f (x, y))) +
integral (cbox u v) (λx. integral (cbox w z ∩ {x. M ≤ x ∙ j}) (λy. f (x, y)))"
by (simp add: integral_add [symmetric] integral_split [symmetric]
continuous_on_imp_integrable_on_Pair1 [OF fcont] cong: integral_cong)
show ?normle
apply (rule norm_diff2 [OF integral_split [where c=M, OF fint ij] * e])
using 2 subs
apply (simp_all add: cbox_Pair_eq setcomp_dot2 [of "λu. M≤u"] setcomp_dot2 [of "λu. u≤M"] Sigma_Int_Paircomp2)
apply (simp_all add: interval_split ij)
apply (simp_all add: cbox_Pair_eq [symmetric] content_Pair [symmetric])
apply (force simp add: interval_split [symmetric] intro!: n1 [rule_format])
apply (force simp add: interval_split [symmetric] intro!: n2 [rule_format])
done
qed
qed
lemma integral_Pair_const:
"integral (cbox (a,c) (b,d)) (λx. k) =
integral (cbox a b) (λx. integral (cbox c d) (λy. k))"
by (simp add: content_Pair)
lemma integral_prod_continuous:
fixes f :: "('a::euclidean_space * 'b::euclidean_space) ⇒ 'c::banach"
assumes "continuous_on (cbox (a, c) (b, d)) f" (is "continuous_on ?CBOX f")
shows "integral (cbox (a, c) (b, d)) f = integral (cbox a b) (λx. integral (cbox c d) (λy. f (x, y)))"
proof (cases "content ?CBOX = 0")
case True
then show ?thesis
by (auto simp: content_Pair)
next
case False
then have cbp: "content ?CBOX > 0"
using content_lt_nz by blast
have "norm (integral ?CBOX f - integral (cbox a b) (λx. integral (cbox c d) (λy. f (x,y)))) = 0"
proof (rule dense_eq0_I, simp)
fix e :: real
assume "0 < e"
with ‹content ?CBOX > 0› have "0 < e/content ?CBOX"
by simp
have f_int_acbd: "f integrable_on ?CBOX"
by (rule integrable_continuous [OF assms])
{ fix p
assume p: "p division_of ?CBOX"
then have "finite p"
by blast
define e' where "e' = e/content ?CBOX"
with ‹0 < e› ‹0 < e/content ?CBOX›
have "0 < e'"
by simp
interpret operative conj True
"λk. ∀a' b' c' d'.
cbox (a', c') (b', d') ⊆ k ∧ cbox (a', c') (b', d') ⊆ ?CBOX
⟶ norm (integral (cbox (a', c') (b', d')) f -
integral (cbox a' b') (λx. integral (cbox c' d') (λy. f ((x, y)))))
≤ e' * content (cbox (a', c') (b', d'))"
using assms ‹0 < e'› by (rule integral_swap_operativeI)
have "norm (integral ?CBOX f - integral (cbox a b) (λx. integral (cbox c d) (λy. f (x, y))))
≤ e' * content ?CBOX"
if "⋀t u v w z. t ∈ p ⟹ cbox (u, w) (v, z) ⊆ t ⟹ cbox (u, w) (v, z) ⊆ ?CBOX
⟹ norm (integral (cbox (u, w) (v, z)) f -
integral (cbox u v) (λx. integral (cbox w z) (λy. f (x, y))))
≤ e' * content (cbox (u, w) (v, z))"
using that division [of p "(a, c)" "(b, d)"] p ‹finite p› by (auto simp add: comm_monoid_set_F_and)
with False have "norm (integral ?CBOX f - integral (cbox a b) (λx. integral (cbox c d) (λy. f (x, y))))
≤ e"
if "⋀t u v w z. t ∈ p ⟹ cbox (u, w) (v, z) ⊆ t ⟹ cbox (u, w) (v, z) ⊆ ?CBOX
⟹ norm (integral (cbox (u, w) (v, z)) f -
integral (cbox u v) (λx. integral (cbox w z) (λy. f (x, y))))
≤ e * content (cbox (u, w) (v, z)) / content ?CBOX"
using that by (simp add: e'_def)
} note op_acbd = this
{ fix k::real and 𝒟 and u::'a and v w and z::'b and t1 t2 l
assume k: "0 < k"
and nf: "⋀x y u v.
⟦x ∈ cbox a b; y ∈ cbox c d; u ∈ cbox a b; v∈cbox c d; norm (u-x, v-y) < k⟧
⟹ norm (f(u,v) - f(x,y)) < e/(2 * (content ?CBOX))"
and p_acbd: "𝒟 tagged_division_of cbox (a,c) (b,d)"
and fine: "(λx. ball x k) fine 𝒟" "((t1,t2), l) ∈ 𝒟"
and uwvz_sub: "cbox (u,w) (v,z) ⊆ l" "cbox (u,w) (v,z) ⊆ cbox (a,c) (b,d)"
have t: "t1 ∈ cbox a b" "t2 ∈ cbox c d"
by (meson fine p_acbd cbox_Pair_iff tag_in_interval)+
have ls: "l ⊆ ball (t1,t2) k"
using fine by (simp add: fine_def Ball_def)
{ fix x1 x2
assume xuvwz: "x1 ∈ cbox u v" "x2 ∈ cbox w z"
then have x: "x1 ∈ cbox a b" "x2 ∈ cbox c d"
using uwvz_sub by auto
have "norm (x1 - t1, x2 - t2) = norm (t1 - x1, t2 - x2)"
by (simp add: norm_Pair norm_minus_commute)
also have "norm (t1 - x1, t2 - x2) < k"
using xuvwz ls uwvz_sub unfolding ball_def
by (force simp add: cbox_Pair_eq dist_norm )
finally have "norm (f (x1,x2) - f (t1,t2)) ≤ e/content ?CBOX/2"
using nf [OF t x] by simp
} note nf' = this
have f_int_uwvz: "f integrable_on cbox (u,w) (v,z)"
using f_int_acbd uwvz_sub integrable_on_subcbox by blast
have f_int_uv: "⋀x. x ∈ cbox u v ⟹ (λy. f (x,y)) integrable_on cbox w z"
using assms continuous_on_subset uwvz_sub
by (blast intro: continuous_on_imp_integrable_on_Pair1)
have 1: "norm (integral (cbox (u,w) (v,z)) f - integral (cbox (u,w) (v,z)) (λx. f (t1,t2)))
≤ e * content (cbox (u,w) (v,z)) / content ?CBOX/2"
apply (simp only: integral_diff [symmetric] f_int_uwvz integrable_const)
apply (rule order_trans [OF integrable_bound [of "e/content ?CBOX/2"]])
using cbp ‹0 < e/content ?CBOX› nf'
apply (auto simp: integrable_diff f_int_uwvz integrable_const)
done
have int_integrable: "(λx. integral (cbox w z) (λy. f (x, y))) integrable_on cbox u v"
using assms integral_integrable_2dim continuous_on_subset uwvz_sub(2) by blast
have normint_wz:
"⋀x. x ∈ cbox u v ⟹
norm (integral (cbox w z) (λy. f (x, y)) - integral (cbox w z) (λy. f (t1, t2)))
≤ e * content (cbox w z) / content (cbox (a, c) (b, d))/2"
apply (simp only: integral_diff [symmetric] f_int_uv integrable_const)
apply (rule order_trans [OF integrable_bound [of "e/content ?CBOX/2"]])
using cbp ‹0 < e/content ?CBOX› nf'
apply (auto simp: integrable_diff f_int_uv integrable_const)
done
have "norm (integral (cbox u v)
(λx. integral (cbox w z) (λy. f (x,y)) - integral (cbox w z) (λy. f (t1,t2))))
≤ e * content (cbox w z) / content ?CBOX/2 * content (cbox u v)"
apply (rule integrable_bound [OF _ _ normint_wz])
using cbp ‹0 < e/content ?CBOX›
apply (auto simp: divide_simps content_pos_le integrable_diff int_integrable integrable_const)
done
also have "... ≤ e * content (cbox (u,w) (v,z)) / content ?CBOX/2"
by (simp add: content_Pair divide_simps)
finally have 2: "norm (integral (cbox u v) (λx. integral (cbox w z) (λy. f (x,y))) -
integral (cbox u v) (λx. integral (cbox w z) (λy. f (t1,t2))))
≤ e * content (cbox (u,w) (v,z)) / content ?CBOX/2"
by (simp only: integral_diff [symmetric] int_integrable integrable_const)
have norm_xx: "⟦x' = y'; norm(x - x') ≤ e/2; norm(y - y') ≤ e/2⟧ ⟹ norm(x - y) ≤ e" for x::'c and y x' y' e
using norm_triangle_mono [of "x-y'" "e/2" "y'-y" "e/2"] real_sum_of_halves
by (simp add: norm_minus_commute)
have "norm (integral (cbox (u,w) (v,z)) f - integral (cbox u v) (λx. integral (cbox w z) (λy. f (x,y))))
≤ e * content (cbox (u,w) (v,z)) / content ?CBOX"
by (rule norm_xx [OF integral_Pair_const 1 2])
} note * = this
show "norm (integral ?CBOX f - integral (cbox a b) (λx. integral (cbox c d) (λy. f (x,y)))) ≤ e"
using compact_uniformly_continuous [OF assms compact_cbox]
apply (simp add: uniformly_continuous_on_def dist_norm)
apply (drule_tac x="e/2 / content?CBOX" in spec)
using cbp ‹0 < e›
apply (auto simp: zero_less_mult_iff)
apply (rename_tac k)
apply (rule_tac e1=k in fine_division_exists [OF gauge_ball, where a = "(a,c)" and b = "(b,d)"])
apply assumption
apply (rule op_acbd)
apply (erule division_of_tagged_division)
using *
apply auto
done
qed
then show ?thesis
by simp
qed
lemma integral_swap_2dim:
fixes f :: "['a::euclidean_space, 'b::euclidean_space] ⇒ 'c::banach"
assumes "continuous_on (cbox (a,c) (b,d)) (λ(x,y). f x y)"
shows "integral (cbox (a, c) (b, d)) (λ(x, y). f x y) = integral (cbox (c, a) (d, b)) (λ(x, y). f y x)"
proof -
have "((λ(x, y). f x y) has_integral integral (cbox (c, a) (d, b)) (λ(x, y). f y x)) (prod.swap ` (cbox (c, a) (d, b)))"
apply (rule has_integral_twiddle [of 1 prod.swap prod.swap "λ(x,y). f y x" "integral (cbox (c, a) (d, b)) (λ(x, y). f y x)", simplified])
apply (force simp: isCont_swap content_Pair has_integral_integral [symmetric] integrable_continuous swap_continuous assms)+
done
then show ?thesis
by force
qed
theorem integral_swap_continuous:
fixes f :: "['a::euclidean_space, 'b::euclidean_space] ⇒ 'c::banach"
assumes "continuous_on (cbox (a,c) (b,d)) (λ(x,y). f x y)"
shows "integral (cbox a b) (λx. integral (cbox c d) (f x)) =
integral (cbox c d) (λy. integral (cbox a b) (λx. f x y))"
proof -
have "integral (cbox a b) (λx. integral (cbox c d) (f x)) = integral (cbox (a, c) (b, d)) (λ(x, y). f x y)"
using integral_prod_continuous [OF assms] by auto
also have "... = integral (cbox (c, a) (d, b)) (λ(x, y). f y x)"
by (rule integral_swap_2dim [OF assms])
also have "... = integral (cbox c d) (λy. integral (cbox a b) (λx. f x y))"
using integral_prod_continuous [OF swap_continuous] assms
by auto
finally show ?thesis .
qed
subsection ‹Definite integrals for exponential and power function›
lemma has_integral_exp_minus_to_infinity:
assumes a: "a > 0"
shows "((λx::real. exp (-a*x)) has_integral exp (-a*c)/a) {c..}"
proof -
define f where "f = (λk x. if x ∈ {c..real k} then exp (-a*x) else 0)"
{
fix k :: nat assume k: "of_nat k ≥ c"
from k a
have "((λx. exp (-a*x)) has_integral (-exp (-a*real k)/a - (-exp (-a*c)/a))) {c..real k}"
by (intro fundamental_theorem_of_calculus)
(auto intro!: derivative_eq_intros
simp: has_field_derivative_iff_has_vector_derivative [symmetric])
hence "(f k has_integral (exp (-a*c)/a - exp (-a*real k)/a)) {c..}" unfolding f_def
by (subst has_integral_restrict) simp_all
} note has_integral_f = this
have [simp]: "f k = (λ_. 0)" if "of_nat k < c" for k using that by (auto simp: fun_eq_iff f_def)
have integral_f: "integral {c..} (f k) =
(if real k ≥ c then exp (-a*c)/a - exp (-a*real k)/a else 0)"
for k using integral_unique[OF has_integral_f[of k]] by simp
have A: "(λx. exp (-a*x)) integrable_on {c..} ∧
(λk. integral {c..} (f k)) ⇢ integral {c..} (λx. exp (-a*x))"
proof (intro monotone_convergence_increasing allI ballI)
fix k ::nat
have "(λx. exp (-a*x)) integrable_on {c..of_real k}" (is ?P)
unfolding f_def by (auto intro!: continuous_intros integrable_continuous_real)
hence "(f k) integrable_on {c..of_real k}"
by (rule integrable_eq) (simp add: f_def)
then show "f k integrable_on {c..}"
by (rule integrable_on_superset) (auto simp: f_def)
next
fix x assume x: "x ∈ {c..}"
have "sequentially ≤ principal {nat ⌈x⌉..}" unfolding at_top_def by (simp add: Inf_lower)
also have "{nat ⌈x⌉..} ⊆ {k. x ≤ real k}" by auto
also have "inf (principal …) (principal {k. ¬x ≤ real k}) =
principal ({k. x ≤ real k} ∩ {k. ¬x ≤ real k})" by simp
also have "{k. x ≤ real k} ∩ {k. ¬x ≤ real k} = {}" by blast
finally have "inf sequentially (principal {k. ¬x ≤ real k}) = bot"
by (simp add: inf.coboundedI1 bot_unique)
with x show "(λk. f k x) ⇢ exp (-a*x)" unfolding f_def
by (intro filterlim_If) auto
next
have "¦integral {c..} (f k)¦ ≤ exp (-a*c)/a" for k
proof (cases "c > of_nat k")
case False
hence "abs (integral {c..} (f k)) = abs (exp (- (a * c)) / a - exp (- (a * real k)) / a)"
by (simp add: integral_f)
also have "abs (exp (- (a * c)) / a - exp (- (a * real k)) / a) =
exp (- (a * c)) / a - exp (- (a * real k)) / a"
using False a by (intro abs_of_nonneg) (simp_all add: field_simps)
also have "… ≤ exp (- a * c) / a" using a by simp
finally show ?thesis .
qed (insert a, simp_all add: integral_f)
thus "bounded (range(λk. integral {c..} (f k)))"
by (intro boundedI[of _ "exp (-a*c)/a"]) auto
qed (auto simp: f_def)
from eventually_gt_at_top[of "nat ⌈c⌉"] have "eventually (λk. of_nat k > c) sequentially"
by eventually_elim linarith
hence "eventually (λk. exp (-a*c)/a - exp (-a * of_nat k)/a = integral {c..} (f k)) sequentially"
by eventually_elim (simp add: integral_f)
moreover have "(λk. exp (-a*c)/a - exp (-a * of_nat k)/a) ⇢ exp (-a*c)/a - 0/a"
by (intro tendsto_intros filterlim_compose[OF exp_at_bot]
filterlim_tendsto_neg_mult_at_bot[OF tendsto_const] filterlim_real_sequentially)+
(insert a, simp_all)
ultimately have "(λk. integral {c..} (f k)) ⇢ exp (-a*c)/a - 0/a"
by (rule Lim_transform_eventually)
from LIMSEQ_unique[OF conjunct2[OF A] this]
have "integral {c..} (λx. exp (-a*x)) = exp (-a*c)/a" by simp
with conjunct1[OF A] show ?thesis
by (simp add: has_integral_integral)
qed
lemma integrable_on_exp_minus_to_infinity: "a > 0 ⟹ (λx. exp (-a*x) :: real) integrable_on {c..}"
using has_integral_exp_minus_to_infinity[of a c] unfolding integrable_on_def by blast
lemma has_integral_powr_from_0:
assumes a: "a > (-1::real)" and c: "c ≥ 0"
shows "((λx. x powr a) has_integral (c powr (a+1) / (a+1))) {0..c}"
proof (cases "c = 0")
case False
define f where "f = (λk x. if x ∈ {inverse (of_nat (Suc k))..c} then x powr a else 0)"
define F where "F = (λk. if inverse (of_nat (Suc k)) ≤ c then
c powr (a+1)/(a+1) - inverse (real (Suc k)) powr (a+1)/(a+1) else 0)"
{
fix k :: nat
have "(f k has_integral F k) {0..c}"
proof (cases "inverse (of_nat (Suc k)) ≤ c")
case True
{
fix x assume x: "x ≥ inverse (1 + real k)"
have "0 < inverse (1 + real k)" by simp
also note x
finally have "x > 0" .
} note x = this
hence "((λx. x powr a) has_integral c powr (a + 1) / (a + 1) -
inverse (real (Suc k)) powr (a + 1) / (a + 1)) {inverse (real (Suc k))..c}"
using True a by (intro fundamental_theorem_of_calculus)
(auto intro!: derivative_eq_intros continuous_on_powr' continuous_on_const
continuous_on_id simp: has_field_derivative_iff_has_vector_derivative [symmetric])
with True show ?thesis unfolding f_def F_def by (subst has_integral_restrict) simp_all
next
case False
thus ?thesis unfolding f_def F_def by (subst has_integral_restrict) auto
qed
} note has_integral_f = this
have integral_f: "integral {0..c} (f k) = F k" for k
using has_integral_f[of k] by (rule integral_unique)
have A: "(λx. x powr a) integrable_on {0..c} ∧
(λk. integral {0..c} (f k)) ⇢ integral {0..c} (λx. x powr a)"
proof (intro monotone_convergence_increasing ballI allI)
fix k from has_integral_f[of k] show "f k integrable_on {0..c}"
by (auto simp: integrable_on_def)
next
fix k :: nat and x :: real
{
assume x: "inverse (real (Suc k)) ≤ x"
have "inverse (real (Suc (Suc k))) ≤ inverse (real (Suc k))" by (simp add: field_simps)
also note x
finally have "inverse (real (Suc (Suc k))) ≤ x" .
}
thus "f k x ≤ f (Suc k) x" by (auto simp: f_def simp del: of_nat_Suc)
next
fix x assume x: "x ∈ {0..c}"
show "(λk. f k x) ⇢ x powr a"
proof (cases "x = 0")
case False
with x have "x > 0" by simp
from order_tendstoD(2)[OF LIMSEQ_inverse_real_of_nat this]
have "eventually (λk. x powr a = f k x) sequentially"
by eventually_elim (insert x, simp add: f_def)
moreover have "(λ_. x powr a) ⇢ x powr a" by simp
ultimately show ?thesis by (rule Lim_transform_eventually)
qed (simp_all add: f_def)
next
{
fix k
from a have "F k ≤ c powr (a + 1) / (a + 1)"
by (auto simp add: F_def divide_simps)
also from a have "F k ≥ 0"
by (auto simp: F_def divide_simps simp del: of_nat_Suc intro!: powr_mono2)
hence "F k = abs (F k)" by simp
finally have "abs (F k) ≤ c powr (a + 1) / (a + 1)" .
}
thus "bounded (range(λk. integral {0..c} (f k)))"
by (intro boundedI[of _ "c powr (a+1) / (a+1)"]) (auto simp: integral_f)
qed
from False c have "c > 0" by simp
from order_tendstoD(2)[OF LIMSEQ_inverse_real_of_nat this]
have "eventually (λk. c powr (a + 1) / (a + 1) - inverse (real (Suc k)) powr (a+1) / (a+1) =
integral {0..c} (f k)) sequentially"
by eventually_elim (simp add: integral_f F_def)
moreover have "(λk. c powr (a + 1) / (a + 1) - inverse (real (Suc k)) powr (a + 1) / (a + 1))
⇢ c powr (a + 1) / (a + 1) - 0 powr (a + 1) / (a + 1)"
using a by (intro tendsto_intros LIMSEQ_inverse_real_of_nat) auto
hence "(λk. c powr (a + 1) / (a + 1) - inverse (real (Suc k)) powr (a + 1) / (a + 1))
⇢ c powr (a + 1) / (a + 1)" by simp
ultimately have "(λk. integral {0..c} (f k)) ⇢ c powr (a+1) / (a+1)"
by (rule Lim_transform_eventually)
with A have "integral {0..c} (λx. x powr a) = c powr (a+1) / (a+1)"
by (blast intro: LIMSEQ_unique)
with A show ?thesis by (simp add: has_integral_integral)
qed (simp_all add: has_integral_refl)
lemma integrable_on_powr_from_0:
assumes a: "a > (-1::real)" and c: "c ≥ 0"
shows "(λx. x powr a) integrable_on {0..c}"
using has_integral_powr_from_0[OF assms] unfolding integrable_on_def by blast
lemma has_integral_powr_to_inf:
fixes a e :: real
assumes "e < -1" "a > 0"
shows "((λx. x powr e) has_integral -(a powr (e + 1)) / (e + 1)) {a..}"
proof -
define f :: "nat ⇒ real ⇒ real" where "f = (λn x. if x ∈ {a..n} then x powr e else 0)"
define F where "F = (λx. x powr (e + 1) / (e + 1))"
have has_integral_f: "(f n has_integral (F n - F a)) {a..}"
if n: "n ≥ a" for n :: nat
proof -
from n assms have "((λx. x powr e) has_integral (F n - F a)) {a..n}"
by (intro fundamental_theorem_of_calculus) (auto intro!: derivative_eq_intros
simp: has_field_derivative_iff_has_vector_derivative [symmetric] F_def)
hence "(f n has_integral (F n - F a)) {a..n}"
by (rule has_integral_eq [rotated]) (simp add: f_def)
thus "(f n has_integral (F n - F a)) {a..}"
by (rule has_integral_on_superset) (auto simp: f_def)
qed
have integral_f: "integral {a..} (f n) = (if n ≥ a then F n - F a else 0)" for n :: nat
proof (cases "n ≥ a")
case True
with has_integral_f[OF this] show ?thesis by (simp add: integral_unique)
next
case False
have "(f n has_integral 0) {a}" by (rule has_integral_refl)
hence "(f n has_integral 0) {a..}"
by (rule has_integral_on_superset) (insert False, simp_all add: f_def)
with False show ?thesis by (simp add: integral_unique)
qed
have *: "(λx. x powr e) integrable_on {a..} ∧
(λn. integral {a..} (f n)) ⇢ integral {a..} (λx. x powr e)"
proof (intro monotone_convergence_increasing allI ballI)
fix n :: nat
from assms have "(λx. x powr e) integrable_on {a..n}"
by (auto intro!: integrable_continuous_real continuous_intros)
hence "f n integrable_on {a..n}"
by (rule integrable_eq) (auto simp: f_def)
thus "f n integrable_on {a..}"
by (rule integrable_on_superset) (auto simp: f_def)
next
fix n :: nat and x :: real
show "f n x ≤ f (Suc n) x" by (auto simp: f_def)
next
fix x :: real assume x: "x ∈ {a..}"
from filterlim_real_sequentially
have "eventually (λn. real n ≥ x) at_top"
by (simp add: filterlim_at_top)
with x have "eventually (λn. f n x = x powr e) at_top"
by (auto elim!: eventually_mono simp: f_def)
thus "(λn. f n x) ⇢ x powr e" by (simp add: Lim_eventually)
next
have "norm (integral {a..} (f n)) ≤ -F a" for n :: nat
proof (cases "n ≥ a")
case True
with assms have "a powr (e + 1) ≥ n powr (e + 1)"
by (intro powr_mono2') simp_all
with assms show ?thesis by (auto simp: divide_simps F_def integral_f)
qed (insert assms, simp add: integral_f F_def divide_simps)
thus "bounded (range(λk. integral {a..} (f k)))"
unfolding bounded_iff by (intro exI[of _ "-F a"]) auto
qed
from filterlim_real_sequentially
have "eventually (λn. real n ≥ a) at_top"
by (simp add: filterlim_at_top)
hence "eventually (λn. F n - F a = integral {a..} (f n)) at_top"
by eventually_elim (simp add: integral_f)
moreover have "(λn. F n - F a) ⇢ 0 / (e + 1) - F a" unfolding F_def
by (insert assms, (rule tendsto_intros filterlim_compose[OF tendsto_neg_powr]
filterlim_ident filterlim_real_sequentially | simp)+)
hence "(λn. F n - F a) ⇢ -F a" by simp
ultimately have "(λn. integral {a..} (f n)) ⇢ -F a" by (rule Lim_transform_eventually)
from conjunct2[OF *] and this
have "integral {a..} (λx. x powr e) = -F a" by (rule LIMSEQ_unique)
with conjunct1[OF *] show ?thesis
by (simp add: has_integral_integral F_def)
qed
lemma has_integral_inverse_power_to_inf:
fixes a :: real and n :: nat
assumes "n > 1" "a > 0"
shows "((λx. 1 / x ^ n) has_integral 1 / (real (n - 1) * a ^ (n - 1))) {a..}"
proof -
from assms have "real_of_int (-int n) < -1" by simp
note has_integral_powr_to_inf[OF this ‹a > 0›]
also have "- (a powr (real_of_int (- int n) + 1)) / (real_of_int (- int n) + 1) =
1 / (real (n - 1) * a powr (real (n - 1)))" using assms
by (simp add: divide_simps powr_add [symmetric] of_nat_diff)
also from assms have "a powr (real (n - 1)) = a ^ (n - 1)"
by (intro powr_realpow)
finally show ?thesis
by (rule has_integral_eq [rotated])
(insert assms, simp_all add: powr_minus powr_realpow divide_simps)
qed
subsubsection ‹Adaption to ordered Euclidean spaces and the Cartesian Euclidean space›
lemma integral_component_eq_cart[simp]:
fixes f :: "'n::euclidean_space ⇒ real^'m"
assumes "f integrable_on s"
shows "integral s (λx. f x $ k) = integral s f $ k"
using integral_linear[OF assms(1) bounded_linear_component_cart,unfolded o_def] .
lemma content_closed_interval:
fixes a :: "'a::ordered_euclidean_space"
assumes "a ≤ b"
shows "content {a..b} = (∏i∈Basis. b∙i - a∙i)"
using content_cbox[of a b] assms by (simp add: cbox_interval eucl_le[where 'a='a])
lemma integrable_const_ivl[intro]:
fixes a::"'a::ordered_euclidean_space"
shows "(λx. c) integrable_on {a..b}"
unfolding cbox_interval[symmetric] by (rule integrable_const)
lemma integrable_on_subinterval:
fixes f :: "'n::ordered_euclidean_space ⇒ 'a::banach"
assumes "f integrable_on s" "{a..b} ⊆ s"
shows "f integrable_on {a..b}"
using integrable_on_subcbox[of f s a b] assms by (simp add: cbox_interval)
end