lemma inside_arc_empty: fixes γ :: "real → 'a::euclidean_space" assumes"arc γ" shows"inside(path_image γ) = {}" proof (cases "DIM('a) = 1") case True thenshow ?thesis using assms connected_arc_image connected_convex_1_gen inside_convex by blast next case False thenhave"connected (- path_image γ)" by (metis DIM_ge_Suc0 One_nat_def Suc_1 antisym assms connected_arc_complement not_less_eq_eq) then show ?thesis by (simp add: assms bounded_arc_image inside_bounded_complement_connected_empty) qed
lemma inside_simple_curve_imp_closed: fixes γ :: "real → 'a::euclidean_space" shows"[simple_path γ; x ∈ inside(path_image γ)]==> pathfinish γ = pathstart γ" using arc_simple_path inside_arc_empty by blast
subsection‹Piecewise differentiability of paths›
lemma continuous_on_joinpaths_D1: assumes"continuous_on {0..1} (g1 +++ g2)" shows"continuous_on {0..1} g1" proof (rule continuous_on_eq) have"continuous_on {0..1/2} (g1 +++ g2)" using assms continuous_on_subset split_01 by auto thenshow"continuous_on {0..1} (g1 +++ g2 ∘ (*) (inverse 2))" by (intro continuous_intros) force qed (auto simp: joinpaths_def)
lemma continuous_on_joinpaths_D2: "[continuous_on {0..1} (g1 +++ g2); pathfinish g1 = pathstart g2]==> continuous_on {0..1} g2" using path_def path_join by blast
lemma piecewise_differentiable_D1: assumes"(g1 +++ g2) piecewise_differentiable_on {0..1}" shows"g1 piecewise_differentiable_on {0..1}" proof - obtain S where cont: "continuous_on {0..1} g1"and"finite S" and S: "∧x. x ∈ {0..1} - S ==> g1 +++ g2 differentiable at x within {0..1}" using assms unfolding piecewise_differentiable_on_def by (blast dest!: continuous_on_joinpaths_D1) show ?thesis unfolding piecewise_differentiable_on_def proof (intro exI conjI ballI cont) show"finite (insert 1 (((*)2) ` S))" by (simp add: ‹finite S›) show"g1 differentiable at x within {0..1}"if"x ∈ {0..1} - insert 1 ((*) 2 ` S)"for x proof (rule_tac d="dist (x/2) (1/2)"in differentiable_transform_within) have"g1 +++ g2 differentiable at (x / 2) within {0..1/2}" by (rule differentiable_subset [OF S [of "x/2"]] | use that in force)+ thenshow"g1 +++ g2 ∘ (*) (inverse 2) differentiable at x within {0..1}" using image_affinity_atLeastAtMost_div [of 20"0::real"1] by (auto intro: differentiable_chain_within) qed (use that in‹auto simp: joinpaths_def›) qed qed
lemma piecewise_differentiable_D2: assumes"(g1 +++ g2) piecewise_differentiable_on {0..1}"and eq: "pathfinish g1 = pathstart g2" shows"g2 piecewise_differentiable_on {0..1}" proof - have [simp]: "g1 1 = g2 0" using eq by (simp add: pathfinish_def pathstart_def) obtain S where cont: "continuous_on {0..1} g2"and"finite S" and S: "∧x. x ∈ {0..1} - S ==> g1 +++ g2 differentiable at x within {0..1}" using assms unfolding piecewise_differentiable_on_def by (blast dest!: continuous_on_joinpaths_D2) show ?thesis unfolding piecewise_differentiable_on_def proof (intro exI conjI ballI cont) show"finite (insert 0 ((λx. 2*x-1)`S))" by (simp add: ‹finite S›) show"g2 differentiable at x within {0..1}"if"x ∈ {0..1} - insert 0 ((λx. 2*x-1)`S)"for x proof (rule_tac d="dist ((x+1)/2) (1/2)"in differentiable_transform_within) have x2: "(x + 1) / 2 ∉ S" using that apply (clarsimp simp: image_iff) by (metis add.commute add_diff_cancel_left' mult_2 field_sum_of_halves) have"g1 +++ g2 ∘ (λx. (x+1) / 2) differentiable at x within {0..1}" by (rule differentiable_chain_within differentiable_subset [OF S [of "(x+1)/2"]] | use x2 that in force)+ thenshow"g1 +++ g2 ∘ (λx. (x+1) / 2) differentiable at x within {0..1}" by (auto intro: differentiable_chain_within) show"(g1 +++ g2 ∘ (λx. (x + 1) / 2)) x' = g2 x'"if"x' ∈ {0..1}""dist x' x < dist ((x + 1) / 2) (1/2)"for x' proof - have [simp]: "(2*x'+2)/2 = x'+1" by (simp add: field_split_simps) show ?thesis using that by (auto simp: joinpaths_def) qed qed (use that in‹auto simp: joinpaths_def›) qed qed
lemma piecewise_C1_differentiable_D1: fixes g1 :: "real → 'a::real_normed_field" assumes"(g1 +++ g2) piecewise_C1_differentiable_on {0..1}" shows"g1 piecewise_C1_differentiable_on {0..1}" proof - obtain S where"finite S" and co12: "continuous_on ({0..1} - S) (λx. vector_derivative (g1 +++ g2) (at x))" and g12D: "∀x∈{0..1} - S. g1 +++ g2 differentiable at x" using assms by (auto simp: piecewise_C1_differentiable_on_def C1_differentiable_on_eq) have g1D: "g1 differentiable at x"if"x ∈ {0..1} - insert 1 ((*) 2 ` S)"for x proof (rule differentiable_transform_within) show"g1 +++ g2 ∘ (*) (inverse 2) differentiable at x" using that g12D unfolding joinpaths_def by (intro differentiable_chain_at derivative_intros | force)+ show"∧x'. [dist x' x < dist (x/2) (1/2)] ==> (g1 +++ g2 ∘ (*) (inverse 2)) x' = g1 x'" using that by (auto simp: dist_real_def joinpaths_def) qed (use that in‹auto simp: dist_real_def›) have [simp]: "vector_derivative (g1 ∘ (*) 2) (at (x/2)) = 2 *R vector_derivative g1 (at x)" if"x ∈ {0..1} - insert 1 ((*) 2 ` S)"for x apply (subst vector_derivative_chain_at) using that apply (rule derivative_eq_intros g1D | simp)+ done have"continuous_on ({0..1/2} - insert (1/2) S) (λx. vector_derivative (g1 +++ g2) (at x))" using co12 by (rule continuous_on_subset) force thenhave coDhalf: "continuous_on ({0..1/2} - insert (1/2) S) (λx. vector_derivative (g1 ∘ (*)2) (at x))" proof (rule continuous_on_eq [OF _ vector_derivative_at]) show"(g1 +++ g2 has_vector_derivative vector_derivative (g1 ∘ (*) 2) (at x)) (at x)" if"x ∈ {0..1/2} - insert (1/2) S"for x proof (rule has_vector_derivative_transform_within) show"(g1 ∘ (*) 2 has_vector_derivative vector_derivative (g1 ∘ (*) 2) (at x)) (at x)" using that by (force intro: g1D differentiable_chain_at simp: vector_derivative_works [symmetric]) show"∧x'. [dist x' x < dist x (1/2)]==> (g1 ∘ (*) 2) x' = (g1 +++ g2) x'" using that by (auto simp: dist_norm joinpaths_def) qed (use that in‹auto simp: dist_norm›) qed have"continuous_on ({0..1} - insert 1 ((*) 2 ` S)) ((λx. 1/2 * vector_derivative (g1 ∘ (*)2) (at x)) ∘ (*)(1/2))" using coDhalf apply (intro continuous_intros) by (simp add: scaleR_conv_of_real image_set_diff image_image) thenhave con_g1: "continuous_on ({0..1} - insert 1 ((*) 2 ` S)) (λx. vector_derivative g1 (at x))" by (rule continuous_on_eq) (simp add: scaleR_conv_of_real) have"continuous_on {0..1} g1" using continuous_on_joinpaths_D1 assms piecewise_C1_differentiable_on_def by blast with‹finite S›show ?thesis apply (clarsimp simp add: piecewise_C1_differentiable_on_def C1_differentiable_on_eq) apply (rule_tac x="insert 1 (((*)2)`S)"in exI) apply (simp add: g1D con_g1) done qed
lemma piecewise_C1_differentiable_D2: fixes g2 :: "real → 'a::real_normed_field" assumes"(g1 +++ g2) piecewise_C1_differentiable_on {0..1}""pathfinish g1 = pathstart g2" shows"g2 piecewise_C1_differentiable_on {0..1}" proof - obtain S where"finite S" and co12: "continuous_on ({0..1} - S) (λx. vector_derivative (g1 +++ g2) (at x))" and g12D: "∀x∈{0..1} - S. g1 +++ g2 differentiable at x" using assms by (auto simp: piecewise_C1_differentiable_on_def C1_differentiable_on_eq) have g2D: "g2 differentiable at x"if"x ∈ {0..1} - insert 0 ((λx. 2*x-1) ` S)"for x proof (rule differentiable_transform_within) show"g1 +++ g2 ∘ (λx. (x + 1) / 2) differentiable at x" using g12D that unfolding joinpaths_def apply (drule_tac x= "(x+1) / 2"in bspec, force simp: field_split_simps) apply (rule differentiable_chain_at derivative_intros | force)+ done show"∧x'. dist x' x < dist ((x + 1) / 2) (1/2) ==> (g1 +++ g2 ∘ (λx. (x + 1) / 2)) x' = g2 x'" using that by (auto simp: dist_real_def joinpaths_def field_simps) qed (use that in‹auto simp: dist_norm›) have [simp]: "vector_derivative (g2 ∘ (λx. 2*x-1)) (at ((x+1)/2)) = 2 *R vector_derivative g2 (at x)" if"x ∈ {0..1} - insert 0 ((λx. 2*x-1) ` S)"for x using that by (auto simp: vector_derivative_chain_at field_split_simps g2D) have"continuous_on ({1/2..1} - insert (1/2) S) (λx. vector_derivative (g1 +++ g2) (at x))" using co12 by (rule continuous_on_subset) force thenhave coDhalf: "continuous_on ({1/2..1} - insert (1/2) S) (λx. vector_derivative (g2 ∘ (λx. 2*x-1)) (at x))" proof (rule continuous_on_eq [OF _ vector_derivative_at]) show"(g1 +++ g2 has_vector_derivative vector_derivative (g2 ∘ (λx. 2 * x - 1)) (at x)) (at x)" if"x ∈ {1 / 2..1} - insert (1 / 2) S"for x proof (rule_tac f="g2 ∘ (λx. 2*x-1)"and d="dist (3/4) ((x+1)/2)"in has_vector_derivative_transform_within) show"(g2 ∘ (λx. 2 * x - 1) has_vector_derivative vector_derivative (g2 ∘ (λx. 2 * x - 1)) (at x)) (at x)" using that by (force intro: g2D differentiable_chain_at simp: vector_derivative_works [symmetric]) show"∧x'. [dist x' x < dist (3 / 4) ((x + 1) / 2)]==> (g2 ∘ (λx. 2 * x - 1)) x' = (g1 +++ g2) x'" using that by (auto simp: dist_norm joinpaths_def add_divide_distrib) qed (use that in‹auto simp: dist_norm›) qed have [simp]: "((λx. (x+1) / 2) ` ({0..1} - insert 0 ((λx. 2 * x - 1) ` S))) = ({1/2..1} - insert (1/2) S)" apply (simp add: image_set_diff inj_on_def image_image) apply (auto simp: image_affinity_atLeastAtMost_div add_divide_distrib) done have"continuous_on ({0..1} - insert 0 ((λx. 2*x-1) ` S)) ((λx. 1/2 * vector_derivative (g2 ∘ (λx. 2*x-1)) (at x)) ∘ (λx. (x+1)/2))" by (rule continuous_intros | simp add: coDhalf)+ thenhave con_g2: "continuous_on ({0..1} - insert 0 ((λx. 2*x-1) ` S)) (λx. vector_derivative g2 (at x))" by (rule continuous_on_eq) (simp add: scaleR_conv_of_real) have"continuous_on {0..1} g2" using continuous_on_joinpaths_D2 assms piecewise_C1_differentiable_on_def by blast with‹finite S›show ?thesis by (meson C1_differentiable_on_eq con_g2 finite_imageI finite_insert g2D piecewise_C1_differentiable_on_def) qed
subsection‹Valid paths, and their start and finish›
definition✐‹tag important› valid_path :: "(real → 'a :: real_normed_vector) → bool" where"valid_path f ≡ f piecewise_C1_differentiable_on {0..1::real}"
definition closed_path :: "(real → 'a :: real_normed_vector) → bool" where"closed_path g ≡ g 0 = g 1"
text‹In particular, all results for paths apply›
lemma valid_path_imp_path: "valid_path g ==> path g" by (simp add: path_def piecewise_C1_differentiable_on_def valid_path_def)
lemma connected_valid_path_image: "valid_path g ==> connected(path_image g)" by (metis connected_path_image valid_path_imp_path)
lemma compact_valid_path_image: "valid_path g ==> compact(path_image g)" by (metis compact_path_image valid_path_imp_path)
lemma bounded_valid_path_image: "valid_path g ==> bounded(path_image g)" by (metis bounded_path_image valid_path_imp_path)
lemma closed_valid_path_image: "valid_path g ==> closed(path_image g)" by (metis closed_path_image valid_path_imp_path)
lemma valid_path_compose: assumes"valid_path g" and der: "∧x. x ∈ path_image g ==> f field_differentiable (at x)" and con: "continuous_on (path_image g) (deriv f)" shows"valid_path (f ∘ g)" proof - obtain S where"finite S"and g_diff: "g C1_differentiable_on {0..1} - S" using‹valid_path g›unfolding valid_path_def piecewise_C1_differentiable_on_def by auto have"f ∘ g differentiable at t" when "t∈{0..1} - S"for t proof (rule differentiable_chain_at) show"g differentiable at t"using‹valid_path g› by (meson C1_differentiable_on_eq ‹g C1_differentiable_on {0..1} - S› that) next have"g t∈path_image g"using that DiffD1 image_eqI path_image_def by metis thenshow"f differentiable at (g t)" using der[THEN field_differentiable_imp_differentiable] by auto qed moreoverhave"continuous_on ({0..1} - S) (λx. vector_derivative (f ∘ g) (at x))" proof (rule continuous_on_eq [where f = "λx. vector_derivative g (at x) * deriv f (g x)"],
rule continuous_intros) show"continuous_on ({0..1} - S) (λx. vector_derivative g (at x))" using g_diff C1_differentiable_on_eq by auto next have"continuous_on {0..1} (λx. deriv f (g x))" using continuous_on_compose[OF _ con[unfolded path_image_def],unfolded comp_def] ‹valid_path g› piecewise_C1_differentiable_on_def valid_path_def by blast thenshow"continuous_on ({0..1} - S) (λx. deriv f (g x))" using continuous_on_subset by blast next show"vector_derivative g (at t) * deriv f (g t) = vector_derivative (f ∘ g) (at t)"
when "t ∈ {0..1} - S"for t by (metis C1_differentiable_on_eq DiffD1 der g_diff imageI path_image_def that
vector_derivative_chain_at_general) qed ultimatelyhave"f ∘ g C1_differentiable_on {0..1} - S" using C1_differentiable_on_eq by blast moreoverhave"path (f ∘ g)" using der by (simp add: path_continuous_image[OF valid_path_imp_path[OF ‹valid_path g›]] continuous_at_imp_continuous_on field_differentiable_imp_continuous_at) ultimatelyshow ?thesis unfolding valid_path_def piecewise_C1_differentiable_on_def path_def using‹finite S›by auto qed
lemma valid_path_uminus_comp[simp]: fixes g::"real → 'a ::real_normed_field" shows"valid_path (uminus ∘ g) ⟷ valid_path g" proof show"valid_path g ==> valid_path (uminus ∘ g)"for g::"real → 'a" by (auto intro!: valid_path_compose derivative_intros) thenshow"valid_path g" when "valid_path (uminus ∘ g)" by (metis fun.map_comp group_add_class.minus_comp_minus id_comp that) qed
lemma valid_path_offset[simp]: shows"valid_path (λt. g t - z) ⟷ valid_path g" proof show *: "valid_path (g::real→'a) ==> valid_path (λt. g t - z)"for g z unfolding valid_path_def by (fastforce intro:derivative_intros C1_differentiable_imp_piecewise piecewise_C1_differentiable_diff) show"valid_path (λt. g t - z) ==> valid_path g" using *[of "λt. g t - z""-z",simplified] . qed
lemma valid_path_imp_reverse: assumes"valid_path g" shows"valid_path(reversepath g)" proof - obtain S where"finite S"and S: "g C1_differentiable_on ({0..1} - S)" using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def) thenhave"finite ((-) 1 ` S)" by auto moreoverhave"(reversepath g C1_differentiable_on ({0..1} - (-) 1 ` S))" unfolding reversepath_def apply (rule C1_differentiable_compose [of "λx::real. 1-x" _ g, unfolded o_def]) using S by (force simp: finite_vimageI inj_on_def C1_differentiable_on_eq elim!: continuous_on_subset)+ ultimatelyshow ?thesis using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def path_def [symmetric]) qed
lemma valid_path_reversepath [simp]: "valid_path(reversepath g) ⟷ valid_path g" using valid_path_imp_reverse by force
lemma vector_derivative_linepath_within: "x ∈ {0..1} ==> vector_derivative (linepath a b) (at x within {0..1}) = b - a" by (simp add: has_vector_derivative_linepath_within vector_derivative_at_within_ivl)
lemma vector_derivative_linepath_at [simp]: "vector_derivative (linepath a b) (at x) = b - a" by (simp add: has_vector_derivative_linepath_within vector_derivative_at)
lemma valid_path_linepath [iff]: "valid_path (linepath a b)" using C1_differentiable_on_eq piecewise_C1_differentiable_on_def valid_path_def by fastforce
lemma valid_path_subpath: fixes g :: "real → 'a :: real_normed_vector" assumes"valid_path g""u ∈ {0..1}""v ∈ {0..1}" shows"valid_path(subpath u v g)" proof (cases "v=u") case True thenshow ?thesis unfolding valid_path_def subpath_def by (force intro: C1_differentiable_on_const C1_differentiable_imp_piecewise) next case False let ?f = "λx. ((v-u) * x + u)" have"(g ∘ ?f) piecewise_C1_differentiable_on {0..1}" proof (rule piecewise_C1_differentiable_compose) show"?f piecewise_C1_differentiable_on {0..1}" by (simp add: C1_differentiable_imp_piecewise) have"g piecewise_C1_differentiable_on (if u ≤ v then {u..v} else {v..u})" using assms piecewise_C1_differentiable_on_subset valid_path_def by force thenshow"g piecewise_C1_differentiable_on ?f ` {0..1}" by (simp add: image_affinity_atLeastAtMost split: if_split_asm) show"∧x. finite ({0..1} ∩ ?f -` {x})" using False by (simp add: Int_commute [of "{0..1}"] inj_on_def crossproduct_eq finite_vimage_IntI) qed thenshow ?thesis by (auto simp: o_def valid_path_def subpath_def) qed
lemma valid_path_rectpath [simp, intro]: "valid_path (rectpath a b)" by (simp add: Let_def rectpath_def)
lemma linear_image_valid_path: fixes p :: "real → 'a :: euclidean_space" assumes"valid_path p""linear f" shows"valid_path (f ∘ p)" unfolding valid_path_def piecewise_C1_differentiable_on_def proof (intro conjI) from assms have"path p" by (simp add: valid_path_imp_path) thus"continuous_on {0..1} (f ∘ p)" unfolding o_def path_def by (intro linear_continuous_on_compose[OF _ assms(2)]) from assms(1) obtain S where S: "finite S""p C1_differentiable_on {0..1} - S" by (auto simp: valid_path_def piecewise_C1_differentiable_on_def) from S(2) obtain p' :: "real → 'a" where p': "∧x. x ∈ {0..1} - S ==> (p has_vector_derivative p' x) (at x)" "continuous_on ({0..1} - S) p'" by (fastforce simp: C1_differentiable_on_def)
have"(f ∘ p has_vector_derivative f (p' x)) (at x)"if"x ∈ {0..1} - S"for x by (rule vector_derivative_diff_chain_within [OF p'(1)[OF that]]
linear_imp_has_derivative assms)+ moreoverhave"continuous_on ({0..1} - S) (λx. f (p' x))" by (rule linear_continuous_on_compose [OF p'(2) assms(2)]) ultimatelyhave"f ∘ p C1_differentiable_on {0..1} - S" unfolding C1_differentiable_on_def by (intro exI[of _ "λx. f (p' x)"]) fast thus"∃S. finite S ∧ f ∘ p C1_differentiable_on {0..1} - S" using‹finite S›by blast qed
lemma valid_path_times: fixes γ::"real → 'a ::real_normed_field" assumes"c≠0" shows"valid_path ((*) c ∘ γ) = valid_path γ" proof assume"valid_path ((*) c ∘ γ)" thenhave"valid_path ((*) (1/c) ∘ ((*) c ∘ γ))" by (simp add: valid_path_compose) thenshow"valid_path γ" unfolding comp_def using‹c≠0›by auto next assume"valid_path γ" thenshow"valid_path ((*) c ∘ γ)" by (simp add: valid_path_compose) qed
lemma path_compose_cnj_iff [simp]: "path (cnj ∘ p) ⟷ path p" proof - have"path (cnj ∘ p)"if"path p"for p by (intro path_continuous_image continuous_intros that) from this[of p] and this[of "cnj ∘ p"] show ?thesis by (auto simp: o_def) qed
lemma valid_path_cnj: fixes g::"real → complex" shows"valid_path (cnj ∘ g) = valid_path g" proof show valid:"valid_path (cnj ∘ g)"if"valid_path g"for g proof - obtain S where"finite S"and g_diff: "g C1_differentiable_on {0..1} - S" using‹valid_path g›unfolding valid_path_def piecewise_C1_differentiable_on_def by auto
have g_diff':"g differentiable at t" when "t∈{0..1} - S"for t by (meson C1_differentiable_on_eq ‹g C1_differentiable_on {0..1} - S› that) thenhave"(cnj ∘ g) differentiable at t" when "t∈{0..1} - S"for t using bounded_linear_cnj bounded_linear_imp_differentiable differentiable_chain_at that by blast moreoverhave"continuous_on ({0..1} - S) (λx. vector_derivative (cnj ∘ g) (at x))" proof - have"continuous_on ({0..1} - S) (λx. vector_derivative (cnj ∘ g) (at x)) = continuous_on ({0..1} - S) (λx. cnj (vector_derivative g (at x)))" apply (rule continuous_on_cong[OF refl]) unfolding comp_def using g_diff' using has_vector_derivative_cnj vector_derivative_at vector_derivative_works by blast alsohave"…" apply (intro continuous_intros) using C1_differentiable_on_eq g_diff by blast finallyshow ?thesis . qed ultimatelyhave"cnj ∘ g C1_differentiable_on {0..1} - S" using C1_differentiable_on_eq by blast moreoverhave"path (cnj ∘ g)" apply (rule path_continuous_image[OF valid_path_imp_path[OF ‹valid_path g›]]) by (intro continuous_intros) ultimatelyshow ?thesis unfolding valid_path_def piecewise_C1_differentiable_on_def path_def using‹finite S›by auto qed from this[of "cnj o g"] show"valid_path (cnj ∘ g) ==> valid_path g" unfolding comp_def by simp qed
end
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