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Quellcode-Bibliothek
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Datei:
francez-p63.cob
Sprache: Isabelle
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section \<open>Cauchy's Integral Formula\<close>
theory Cauchy_Integral_Formula
imports Winding_Numbers
begin
subsection\<open>Proof\<close>
lemma Cauchy_integral_formula_weak:
assumes S: "convex S" and "finite k" and conf: "continuous_on S f"
and fcd: "(\x. x \ interior S - k \ f field_differentiable at x)"
and z: "z \ interior S - k" and vpg: "valid_path \"
and pasz: "path_image \ \ S - {z}" and loop: "pathfinish \ = pathstart \"
shows "((\w. f w / (w - z)) has_contour_integral (2*pi * \ * winding_number \ z * f z)) \"
proof -
let ?fz = "\w. (f w - f z)/(w - z)"
obtain f' where f': "(f has_field_derivative f') (at z)"
using fcd [OF z] by (auto simp: field_differentiable_def)
have pas: "path_image \ \ S" and znotin: "z \ path_image \" using pasz by blast+
have c: "continuous (at x within S) (\w. if w = z then f' else (f w - f z) / (w - z))" if "x \ S" for x
proof (cases "x = z")
case True then show ?thesis
using LIM_equal [of "z" ?fz "\w. if w = z then f' else ?fz w"] has_field_derivativeD [OF f']
by (force simp add: continuous_within Lim_at_imp_Lim_at_within)
next
case False
then have dxz: "dist x z > 0" by auto
have cf: "continuous (at x within S) f"
using conf continuous_on_eq_continuous_within that by blast
have "continuous (at x within S) (\w. (f w - f z) / (w - z))"
by (rule cf continuous_intros | simp add: False)+
then show ?thesis
apply (rule continuous_transform_within [OF _ dxz that, of ?fz])
apply (force simp: dist_commute)
done
qed
have fink': "finite (insert z k)" using \finite k\ by blast
have *: "((\w. if w = z then f' else ?fz w) has_contour_integral 0) \"
proof (rule Cauchy_theorem_convex [OF _ S fink' _ vpg pas loop])
show "(\w. if w = z then f' else ?fz w) field_differentiable at w"
if "w \ interior S - insert z k" for w
proof (rule field_differentiable_transform_within)
show "(\w. ?fz w) field_differentiable at w"
using that by (intro derivative_intros fcd; simp)
qed (use that in \<open>auto simp add: dist_pos_lt dist_commute\<close>)
qed (use c in \<open>force simp: continuous_on_eq_continuous_within\<close>)
show ?thesis
apply (rule has_contour_integral_eq)
using znotin has_contour_integral_add [OF has_contour_integral_lmul [OF has_contour_integral_winding_number [OF vpg znotin], of "f z"] *]
apply (auto simp: ac_simps divide_simps)
done
qed
theorem Cauchy_integral_formula_convex_simple:
assumes "convex S" and holf: "f holomorphic_on S" and "z \ interior S" "valid_path \" "path_image \ \ S - {z}"
"pathfinish \ = pathstart \"
shows "((\w. f w / (w - z)) has_contour_integral (2*pi * \ * winding_number \ z * f z)) \"
proof -
have "\x. x \ interior S \ f field_differentiable at x"
using holf at_within_interior holomorphic_onD interior_subset by fastforce
then show ?thesis
using assms
by (intro Cauchy_integral_formula_weak [where k = "{}"]) (auto simp: holomorphic_on_imp_continuous_on)
qed
text\<open> Hence the Cauchy formula for points inside a circle.\<close>
theorem Cauchy_integral_circlepath:
assumes contf: "continuous_on (cball z r) f" and holf: "f holomorphic_on (ball z r)" and wz: "norm(w - z) < r"
shows "((\u. f u/(u - w)) has_contour_integral (2 * of_real pi * \ * f w))
(circlepath z r)"
proof -
have "r > 0"
using assms le_less_trans norm_ge_zero by blast
have "((\u. f u / (u - w)) has_contour_integral (2 * pi) * \ * winding_number (circlepath z r) w * f w)
(circlepath z r)"
proof (rule Cauchy_integral_formula_weak [where S = "cball z r" and k = "{}"])
show "\x. x \ interior (cball z r) - {} \
f field_differentiable at x"
using holf holomorphic_on_imp_differentiable_at by auto
have "w \ sphere z r"
by simp (metis dist_commute dist_norm not_le order_refl wz)
then show "path_image (circlepath z r) \ cball z r - {w}"
using \<open>r > 0\<close> by (auto simp add: cball_def sphere_def)
qed (use wz in \<open>simp_all add: dist_norm norm_minus_commute contf\<close>)
then show ?thesis
by (simp add: winding_number_circlepath assms)
qed
corollary\<^marker>\<open>tag unimportant\<close> Cauchy_integral_circlepath_simple:
assumes "f holomorphic_on cball z r" "norm(w - z) < r"
shows "((\u. f u/(u - w)) has_contour_integral (2 * of_real pi * \ * f w))
(circlepath z r)"
using assms by (force simp: holomorphic_on_imp_continuous_on holomorphic_on_subset Cauchy_integral_circlepath)
subsection\<^marker>\<open>tag unimportant\<close> \<open>General stepping result for derivative formulas\<close>
lemma Cauchy_next_derivative:
assumes "continuous_on (path_image \) f'"
and leB: "\t. t \ {0..1} \ norm (vector_derivative \ (at t)) \ B"
and int: "\w. w \ S - path_image \ \ ((\u. f' u / (u - w)^k) has_contour_integral f w) \"
and k: "k \ 0"
and "open S"
and \<gamma>: "valid_path \<gamma>"
and w: "w \ S - path_image \"
shows "(\u. f' u / (u - w)^(Suc k)) contour_integrable_on \"
and "(f has_field_derivative (k * contour_integral \ (\u. f' u/(u - w)^(Suc k))))
(at w)" (is "?thes2")
proof -
have "open (S - path_image \)" using \open S\ closed_valid_path_image \ by blast
then obtain d where "d>0" and d: "ball w d \ S - path_image \" using w
using open_contains_ball by blast
have [simp]: "\n. cmod (1 + of_nat n) = 1 + of_nat n"
by (metis norm_of_nat of_nat_Suc)
have cint: "\x. \x \ w; cmod (x - w) < d\
\<Longrightarrow> (\<lambda>z. (f' z / (z - x) ^ k - f' z / (z - w) ^ k) / (x * k - w * k)) contour_integrable_on \<gamma>"
using int w d
apply (intro contour_integrable_div contour_integrable_diff has_contour_integral_integrable)
by (force simp: dist_norm norm_minus_commute)
have 1: "\\<^sub>F n in at w. (\x. f' x * (inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / of_nat k)
contour_integrable_on \<gamma>"
unfolding eventually_at
apply (rule_tac x=d in exI)
apply (simp add: \<open>d > 0\<close> dist_norm field_simps cint)
done
have bim_g: "bounded (image f' (path_image \))"
by (simp add: compact_imp_bounded compact_continuous_image compact_valid_path_image assms)
then obtain C where "C > 0" and C: "\x. \0 \ x; x \ 1\ \ cmod (f' (\ x)) \ C"
by (force simp: bounded_pos path_image_def)
have twom: "\\<^sub>F n in at w.
\<forall>x\<in>path_image \<gamma>.
cmod ((inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / k - inverse (x - w) ^ Suc k) < e"
if "0 < e" for e
proof -
have *: "cmod ((inverse (x - u) ^ k - inverse (x - w) ^ k) / ((u - w) * k) - inverse (x - w) ^ Suc k) < e"
if x: "x \ path_image \" and "u \ w" and uwd: "cmod (u - w) < d/2"
and uw_less: "cmod (u - w) < e * (d/2) ^ (k+2) / (1 + real k)"
for u x
proof -
define ff where [abs_def]:
"ff n w =
(if n = 0 then inverse(x - w)^k
else if n = 1 then k / (x - w)^(Suc k)
else (k * of_real(Suc k)) / (x - w)^(k + 2))" for n :: nat and w
have km1: "\z::complex. z \ 0 \ z ^ (k - Suc 0) = z ^ k / z"
by (simp add: field_simps) (metis Suc_pred \<open>k \<noteq> 0\<close> neq0_conv power_Suc)
have ff1: "(ff i has_field_derivative ff (Suc i) z) (at z within ball w (d/2))"
if "z \ ball w (d/2)" "i \ 1" for i z
proof -
have "z \ path_image \"
using \<open>x \<in> path_image \<gamma>\<close> d that ball_divide_subset_numeral by blast
then have xz[simp]: "x \ z" using \x \ path_image \\ by blast
then have neq: "x * x + z * z \ x * (z * 2)"
by (blast intro: dest!: sum_sqs_eq)
with xz have "\v. v \ 0 \ (x * x + z * z) * v \ (x * (z * 2) * v)" by auto
then have neqq: "\v. v \ 0 \ x * (x * v) + z * (z * v) \ x * (z * (2 * v))"
by (simp add: algebra_simps)
show ?thesis using \<open>i \<le> 1\<close>
apply (simp add: ff_def dist_norm Nat.le_Suc_eq km1, safe)
apply (rule derivative_eq_intros | simp add: km1 | simp add: field_simps neq neqq)+
done
qed
{ fix a::real and b::real assume ab: "a > 0" "b > 0"
then have "k * (1 + real k) * (1 / a) \ k * (1 + real k) * (4 / b) \ b \ 4 * a"
by (subst mult_le_cancel_left_pos)
(use \<open>k \<noteq> 0\<close> in \<open>auto simp: divide_simps\<close>)
with ab have "real k * (1 + real k) / a \ (real k * 4 + real k * real k * 4) / b \ b \ 4 * a"
by (simp add: field_simps)
} note canc = this
have ff2: "cmod (ff (Suc 1) v) \ real (k * (k + 1)) / (d/2) ^ (k + 2)"
if "v \ ball w (d/2)" for v
proof -
have lessd: "\z. cmod (\ z - v) < d/2 \ cmod (w - \ z) < d"
by (metis that norm_minus_commute norm_triangle_half_r dist_norm mem_ball)
have "d/2 \ cmod (x - v)" using d x that
using lessd d x
by (auto simp add: dist_norm path_image_def ball_def not_less [symmetric] del: divide_const_simps)
then have "d \ cmod (x - v) * 2"
by (simp add: field_split_simps)
then have dpow_le: "d ^ (k+2) \ (cmod (x - v) * 2) ^ (k+2)"
using \<open>0 < d\<close> order_less_imp_le power_mono by blast
have "x \ v" using that
using \<open>x \<in> path_image \<gamma>\<close> ball_divide_subset_numeral d by fastforce
then show ?thesis
using \<open>d > 0\<close> apply (simp add: ff_def norm_mult norm_divide norm_power dist_norm canc)
using dpow_le apply (simp add: field_split_simps)
done
qed
have ub: "u \ ball w (d/2)"
using uwd by (simp add: dist_commute dist_norm)
have "cmod (inverse (x - u) ^ k - (inverse (x - w) ^ k + of_nat k * (u - w) / ((x - w) * (x - w) ^ k)))
\<le> (real k * 4 + real k * real k * 4) * (cmod (u - w) * cmod (u - w)) / (d * (d * (d/2) ^ k))"
using complex_Taylor [OF _ ff1 ff2 _ ub, of w, simplified]
by (simp add: ff_def \<open>0 < d\<close>)
then have "cmod (inverse (x - u) ^ k - (inverse (x - w) ^ k + of_nat k * (u - w) / ((x - w) * (x - w) ^ k)))
\<le> (cmod (u - w) * real k) * (1 + real k) * cmod (u - w) / (d/2) ^ (k+2)"
by (simp add: field_simps)
then have "cmod (inverse (x - u) ^ k - (inverse (x - w) ^ k + of_nat k * (u - w) / ((x - w) * (x - w) ^ k)))
/ (cmod (u - w) * real k)
\<le> (1 + real k) * cmod (u - w) / (d/2) ^ (k+2)"
using \<open>k \<noteq> 0\<close> \<open>u \<noteq> w\<close> by (simp add: mult_ac zero_less_mult_iff pos_divide_le_eq)
also have "\ < e"
using uw_less \<open>0 < d\<close> by (simp add: mult_ac divide_simps)
finally have e: "cmod (inverse (x-u)^k - (inverse (x-w)^k + of_nat k * (u-w) / ((x-w) * (x-w)^k)))
/ cmod ((u - w) * real k) < e"
by (simp add: norm_mult)
have "x \ u"
using uwd \<open>0 < d\<close> x d by (force simp: dist_norm ball_def norm_minus_commute)
show ?thesis
apply (rule le_less_trans [OF _ e])
using \<open>k \<noteq> 0\<close> \<open>x \<noteq> u\<close> \<open>u \<noteq> w\<close>
apply (simp add: field_simps norm_divide [symmetric])
done
qed
show ?thesis
unfolding eventually_at
apply (rule_tac x = "min (d/2) ((e*(d/2)^(k + 2))/(Suc k))" in exI)
apply (force simp: \<open>d > 0\<close> dist_norm that simp del: power_Suc intro: *)
done
qed
have 2: "uniform_limit (path_image \) (\n x. f' x * (inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / of_nat k) (\x. f' x / (x - w) ^ Suc k) (at w)"
unfolding uniform_limit_iff dist_norm
proof clarify
fix e::real
assume "0 < e"
have *: "cmod (f' (\ x) * (inverse (\ x - u) ^ k - inverse (\ x - w) ^ k) / ((u - w) * k) -
f' (\ x) / ((\ x - w) * (\ x - w) ^ k)) < e"
if ec: "cmod ((inverse (\ x - u) ^ k - inverse (\ x - w) ^ k) / ((u - w) * k) -
inverse (\<gamma> x - w) * inverse (\<gamma> x - w) ^ k) < e / C"
and x: "0 \ x" "x \ 1"
for u x
proof (cases "(f' (\ x)) = 0")
case True then show ?thesis by (simp add: \<open>0 < e\<close>)
next
case False
have "cmod (f' (\ x) * (inverse (\ x - u) ^ k - inverse (\ x - w) ^ k) / ((u - w) * k) -
f' (\ x) / ((\ x - w) * (\ x - w) ^ k)) =
cmod (f' (\ x) * ((inverse (\ x - u) ^ k - inverse (\ x - w) ^ k) / ((u - w) * k) -
inverse (\<gamma> x - w) * inverse (\<gamma> x - w) ^ k))"
by (simp add: field_simps)
also have "\ = cmod (f' (\ x)) *
cmod ((inverse (\<gamma> x - u) ^ k - inverse (\<gamma> x - w) ^ k) / ((u - w) * k) -
inverse (\<gamma> x - w) * inverse (\<gamma> x - w) ^ k)"
by (simp add: norm_mult)
also have "\ < cmod (f' (\ x)) * (e/C)"
using False mult_strict_left_mono [OF ec] by force
also have "\ \ e" using C
by (metis False \<open>0 < e\<close> frac_le less_eq_real_def mult.commute pos_le_divide_eq x zero_less_norm_iff)
finally show ?thesis .
qed
show "\\<^sub>F n in at w.
\<forall>x\<in>path_image \<gamma>.
cmod (f' x * (inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / of_nat k - f' x / (x - w) ^ Suc k) < e"
using twom [OF divide_pos_pos [OF \<open>0 < e\<close> \<open>C > 0\<close>]] unfolding path_image_def
by (force intro: * elim: eventually_mono)
qed
show "(\u. f' u / (u - w) ^ (Suc k)) contour_integrable_on \"
by (rule contour_integral_uniform_limit [OF 1 2 leB \<gamma>]) auto
have *: "(\n. contour_integral \ (\x. f' x * (inverse (x - n) ^ k - inverse (x - w) ^ k) / (n - w) / k))
\<midarrow>w\<rightarrow> contour_integral \<gamma> (\<lambda>u. f' u / (u - w) ^ (Suc k))"
by (rule contour_integral_uniform_limit [OF 1 2 leB \<gamma>]) auto
have **: "contour_integral \ (\x. f' x * (inverse (x - u) ^ k - inverse (x - w) ^ k) / ((u - w) * k)) =
(f u - f w) / (u - w) / k"
if "dist u w < d" for u
proof -
have u: "u \ S - path_image \"
by (metis subsetD d dist_commute mem_ball that)
have \<section>: "((\<lambda>x. f' x * inverse (x - u) ^ k) has_contour_integral f u) \<gamma>"
"((\x. f' x * inverse (x - w) ^ k) has_contour_integral f w) \"
using u w by (simp_all add: field_simps int)
show ?thesis
apply (rule contour_integral_unique)
apply (simp add: diff_divide_distrib algebra_simps \<section> has_contour_integral_diff has_contour_integral_div)
done
qed
show ?thes2
apply (simp add: has_field_derivative_iff del: power_Suc)
apply (rule Lim_transform_within [OF tendsto_mult_left [OF *] \<open>0 < d\<close> ])
apply (simp add: \<open>k \<noteq> 0\<close> **)
done
qed
lemma Cauchy_next_derivative_circlepath:
assumes contf: "continuous_on (path_image (circlepath z r)) f"
and int: "\w. w \ ball z r \ ((\u. f u / (u - w)^k) has_contour_integral g w) (circlepath z r)"
and k: "k \ 0"
and w: "w \ ball z r"
shows "(\u. f u / (u - w)^(Suc k)) contour_integrable_on (circlepath z r)"
(is "?thes1")
and "(g has_field_derivative (k * contour_integral (circlepath z r) (\u. f u/(u - w)^(Suc k)))) (at w)"
(is "?thes2")
proof -
have "r > 0" using w
using ball_eq_empty by fastforce
have wim: "w \ ball z r - path_image (circlepath z r)"
using w by (auto simp: dist_norm)
show ?thes1 ?thes2
by (rule Cauchy_next_derivative [OF contf _ int k open_ball valid_path_circlepath wim, where B = "2 * pi * \r\"];
auto simp: vector_derivative_circlepath norm_mult)+
qed
text\<open> In particular, the first derivative formula.\<close>
lemma Cauchy_derivative_integral_circlepath:
assumes contf: "continuous_on (cball z r) f"
and holf: "f holomorphic_on ball z r"
and w: "w \ ball z r"
shows "(\u. f u/(u - w)^2) contour_integrable_on (circlepath z r)"
(is "?thes1")
and "(f has_field_derivative (1 / (2 * of_real pi * \) * contour_integral(circlepath z r) (\u. f u / (u - w)^2))) (at w)"
(is "?thes2")
proof -
have [simp]: "r \ 0" using w
using ball_eq_empty by fastforce
have f: "continuous_on (path_image (circlepath z r)) f"
by (rule continuous_on_subset [OF contf]) (force simp: cball_def sphere_def)
have int: "\w. dist z w < r \
((\<lambda>u. f u / (u - w)) has_contour_integral (\<lambda>x. 2 * of_real pi * \<i> * f x) w) (circlepath z r)"
by (rule Cauchy_integral_circlepath [OF contf holf]) (simp add: dist_norm norm_minus_commute)
show ?thes1
apply (simp add: power2_eq_square)
apply (rule Cauchy_next_derivative_circlepath [OF f _ _ w, where k=1, simplified])
apply (blast intro: int)
done
have "((\x. 2 * of_real pi * \ * f x) has_field_derivative contour_integral (circlepath z r) (\u. f u / (u - w)^2)) (at w)"
apply (simp add: power2_eq_square)
apply (rule Cauchy_next_derivative_circlepath [OF f _ _ w, where k=1 and g = "\x. 2 * of_real pi * \ * f x", simplified])
apply (blast intro: int)
done
then have fder: "(f has_field_derivative contour_integral (circlepath z r) (\u. f u / (u - w)^2) / (2 * of_real pi * \)) (at w)"
by (rule DERIV_cdivide [where f = "\x. 2 * of_real pi * \ * f x" and c = "2 * of_real pi * \", simplified])
show ?thes2
by simp (rule fder)
qed
subsection\<open>Existence of all higher derivatives\<close>
proposition derivative_is_holomorphic:
assumes "open S"
and fder: "\z. z \ S \ (f has_field_derivative f' z) (at z)"
shows "f' holomorphic_on S"
proof -
have *: "\h. (f' has_field_derivative h) (at z)" if "z \ S" for z
proof -
obtain r where "r > 0" and r: "cball z r \ S"
using open_contains_cball \<open>z \<in> S\<close> \<open>open S\<close> by blast
then have holf_cball: "f holomorphic_on cball z r"
unfolding holomorphic_on_def
using field_differentiable_at_within field_differentiable_def fder by fastforce
then have "continuous_on (path_image (circlepath z r)) f"
using \<open>r > 0\<close> by (force elim: holomorphic_on_subset [THEN holomorphic_on_imp_continuous_on])
then have contfpi: "continuous_on (path_image (circlepath z r)) (\x. 1/(2 * of_real pi*\) * f x)"
by (auto intro: continuous_intros)+
have contf_cball: "continuous_on (cball z r) f" using holf_cball
by (simp add: holomorphic_on_imp_continuous_on holomorphic_on_subset)
have holf_ball: "f holomorphic_on ball z r" using holf_cball
using ball_subset_cball holomorphic_on_subset by blast
{ fix w assume w: "w \ ball z r"
have intf: "(\u. f u / (u - w)\<^sup>2) contour_integrable_on circlepath z r"
by (blast intro: w Cauchy_derivative_integral_circlepath [OF contf_cball holf_ball])
have fder': "(f has_field_derivative 1 / (2 * of_real pi * \) * contour_integral (circlepath z r) (\u. f u / (u - w)\<^sup>2))
(at w)"
by (blast intro: w Cauchy_derivative_integral_circlepath [OF contf_cball holf_ball])
have f'_eq: "f' w = contour_integral (circlepath z r) (\<lambda>u. f u / (u - w)\<^sup>2) / (2 * of_real pi * \<i>)"
using fder' ball_subset_cball r w by (force intro: DERIV_unique [OF fder])
have "((\u. f u / (u - w)\<^sup>2 / (2 * of_real pi * \)) has_contour_integral
contour_integral (circlepath z r) (\<lambda>u. f u / (u - w)\<^sup>2) / (2 * of_real pi * \<i>))
(circlepath z r)"
by (rule has_contour_integral_div [OF has_contour_integral_integral [OF intf]])
then have "((\u. f u / (2 * of_real pi * \ * (u - w)\<^sup>2)) has_contour_integral
contour_integral (circlepath z r) (\<lambda>u. f u / (u - w)\<^sup>2) / (2 * of_real pi * \<i>))
(circlepath z r)"
by (simp add: algebra_simps)
then have "((\u. f u / (2 * of_real pi * \ * (u - w)\<^sup>2)) has_contour_integral f' w) (circlepath z r)"
by (simp add: f'_eq)
} note * = this
show ?thesis
using Cauchy_next_derivative_circlepath [OF contfpi, of 2 f'] \0 < r\ *
using centre_in_ball mem_ball by force
qed
show ?thesis
by (simp add: holomorphic_on_open [OF \<open>open S\<close>] *)
qed
lemma holomorphic_deriv [holomorphic_intros]:
"\f holomorphic_on S; open S\ \ (deriv f) holomorphic_on S"
by (metis DERIV_deriv_iff_field_differentiable at_within_open derivative_is_holomorphic holomorphic_on_def)
lemma analytic_deriv [analytic_intros]: "f analytic_on S \ (deriv f) analytic_on S"
using analytic_on_holomorphic holomorphic_deriv by auto
lemma holomorphic_higher_deriv [holomorphic_intros]: "\f holomorphic_on S; open S\ \ (deriv ^^ n) f holomorphic_on S"
by (induction n) (auto simp: holomorphic_deriv)
lemma analytic_higher_deriv [analytic_intros]: "f analytic_on S \ (deriv ^^ n) f analytic_on S"
unfolding analytic_on_def using holomorphic_higher_deriv by blast
lemma has_field_derivative_higher_deriv:
"\f holomorphic_on S; open S; x \ S\
\<Longrightarrow> ((deriv ^^ n) f has_field_derivative (deriv ^^ (Suc n)) f x) (at x)"
by (metis (no_types, hide_lams) DERIV_deriv_iff_field_differentiable at_within_open comp_apply
funpow.simps(2) holomorphic_higher_deriv holomorphic_on_def)
lemma valid_path_compose_holomorphic:
assumes "valid_path g" and holo:"f holomorphic_on S" and "open S" "path_image g \ S"
shows "valid_path (f \ g)"
proof (rule valid_path_compose[OF \<open>valid_path g\<close>])
fix x assume "x \ path_image g"
then show "f field_differentiable at x"
using analytic_on_imp_differentiable_at analytic_on_open assms holo by blast
next
have "deriv f holomorphic_on S"
using holomorphic_deriv holo \<open>open S\<close> by auto
then show "continuous_on (path_image g) (deriv f)"
using assms(4) holomorphic_on_imp_continuous_on holomorphic_on_subset by auto
qed
subsection\<open>Morera's theorem\<close>
lemma Morera_local_triangle_ball:
assumes "\z. z \ S
\<Longrightarrow> \<exists>e a. 0 < e \<and> z \<in> ball a e \<and> continuous_on (ball a e) f \<and>
(\<forall>b c. closed_segment b c \<subseteq> ball a e
\<longrightarrow> contour_integral (linepath a b) f +
contour_integral (linepath b c) f +
contour_integral (linepath c a) f = 0)"
shows "f analytic_on S"
proof -
{ fix z assume "z \ S"
with assms obtain e a where
"0 < e" and z: "z \ ball a e" and contf: "continuous_on (ball a e) f"
and 0: "\b c. closed_segment b c \ ball a e
\<Longrightarrow> contour_integral (linepath a b) f +
contour_integral (linepath b c) f +
contour_integral (linepath c a) f = 0"
by blast
have az: "dist a z < e" using mem_ball z by blast
have "\e>0. f holomorphic_on ball z e"
proof (intro exI conjI)
show "f holomorphic_on ball z (e - dist a z)"
proof (rule holomorphic_on_subset)
show "ball z (e - dist a z) \ ball a e"
by (simp add: dist_commute ball_subset_ball_iff)
have sub_ball: "\y. dist a y < e \ closed_segment a y \ ball a e"
by (meson \<open>0 < e\<close> centre_in_ball convex_ball convex_contains_segment mem_ball)
show "f holomorphic_on ball a e"
using triangle_contour_integrals_starlike_primitive [OF contf _ open_ball, of a]
derivative_is_holomorphic[OF open_ball]
by (force simp add: 0 \<open>0 < e\<close> sub_ball)
qed
qed (simp add: az)
}
then show ?thesis
by (simp add: analytic_on_def)
qed
lemma Morera_local_triangle:
assumes "\z. z \ S
\<Longrightarrow> \<exists>t. open t \<and> z \<in> t \<and> continuous_on t f \<and>
(\<forall>a b c. convex hull {a,b,c} \<subseteq> t
\<longrightarrow> contour_integral (linepath a b) f +
contour_integral (linepath b c) f +
contour_integral (linepath c a) f = 0)"
shows "f analytic_on S"
proof -
{ fix z assume "z \ S"
with assms obtain t where
"open t" and z: "z \ t" and contf: "continuous_on t f"
and 0: "\a b c. convex hull {a,b,c} \ t
\<Longrightarrow> contour_integral (linepath a b) f +
contour_integral (linepath b c) f +
contour_integral (linepath c a) f = 0"
by force
then obtain e where "e>0" and e: "ball z e \ t"
using open_contains_ball by blast
have [simp]: "continuous_on (ball z e) f" using contf
using continuous_on_subset e by blast
have eq0: "\b c. closed_segment b c \ ball z e \
contour_integral (linepath z b) f +
contour_integral (linepath b c) f +
contour_integral (linepath c z) f = 0"
by (meson 0 z \<open>0 < e\<close> centre_in_ball closed_segment_subset convex_ball dual_order.trans e starlike_convex_subset)
have "\e a. 0 < e \ z \ ball a e \ continuous_on (ball a e) f \
(\<forall>b c. closed_segment b c \<subseteq> ball a e \<longrightarrow>
contour_integral (linepath a b) f + contour_integral (linepath b c) f + contour_integral (linepath c a) f = 0)"
using \<open>e > 0\<close> eq0 by force
}
then show ?thesis
by (simp add: Morera_local_triangle_ball)
qed
proposition Morera_triangle:
"\continuous_on S f; open S;
\<And>a b c. convex hull {a,b,c} \<subseteq> S
\<longrightarrow> contour_integral (linepath a b) f +
contour_integral (linepath b c) f +
contour_integral (linepath c a) f = 0\<rbrakk>
\<Longrightarrow> f analytic_on S"
using Morera_local_triangle by blast
subsection\<open>Combining theorems for higher derivatives including Leibniz rule\<close>
lemma higher_deriv_linear [simp]:
"(deriv ^^ n) (\w. c*w) = (\z. if n = 0 then c*z else if n = 1 then c else 0)"
by (induction n) auto
lemma higher_deriv_const [simp]: "(deriv ^^ n) (\w. c) = (\w. if n=0 then c else 0)"
by (induction n) auto
lemma higher_deriv_ident [simp]:
"(deriv ^^ n) (\w. w) z = (if n = 0 then z else if n = 1 then 1 else 0)"
proof (induction n)
case (Suc n)
then show ?case by (metis higher_deriv_linear lambda_one)
qed auto
lemma higher_deriv_id [simp]:
"(deriv ^^ n) id z = (if n = 0 then z else if n = 1 then 1 else 0)"
by (simp add: id_def)
lemma has_complex_derivative_funpow_1:
"\(f has_field_derivative 1) (at z); f z = z\ \ (f^^n has_field_derivative 1) (at z)"
proof (induction n)
case 0
then show ?case
by (simp add: id_def)
next
case (Suc n)
then show ?case
by (metis DERIV_chain funpow_Suc_right mult.right_neutral)
qed
lemma higher_deriv_uminus:
assumes "f holomorphic_on S" "open S" and z: "z \ S"
shows "(deriv ^^ n) (\w. -(f w)) z = - ((deriv ^^ n) f z)"
using z
proof (induction n arbitrary: z)
case 0 then show ?case by simp
next
case (Suc n z)
have *: "((deriv ^^ n) f has_field_derivative deriv ((deriv ^^ n) f) z) (at z)"
using Suc.prems assms has_field_derivative_higher_deriv by auto
have "\x. x \ S \ - (deriv ^^ n) f x = (deriv ^^ n) (\w. - f w) x"
by (auto simp add: Suc)
then have "((deriv ^^ n) (\w. - f w) has_field_derivative - deriv ((deriv ^^ n) f) z) (at z)"
using has_field_derivative_transform_within_open [of "\w. -((deriv ^^ n) f w)"]
using "*" DERIV_minus Suc.prems \<open>open S\<close> by blast
then show ?case
by (simp add: DERIV_imp_deriv)
qed
lemma higher_deriv_add:
fixes z::complex
assumes "f holomorphic_on S" "g holomorphic_on S" "open S" and z: "z \ S"
shows "(deriv ^^ n) (\w. f w + g w) z = (deriv ^^ n) f z + (deriv ^^ n) g z"
using z
proof (induction n arbitrary: z)
case 0 then show ?case by simp
next
case (Suc n z)
have *: "((deriv ^^ n) f has_field_derivative deriv ((deriv ^^ n) f) z) (at z)"
"((deriv ^^ n) g has_field_derivative deriv ((deriv ^^ n) g) z) (at z)"
using Suc.prems assms has_field_derivative_higher_deriv by auto
have "\x. x \ S \ (deriv ^^ n) f x + (deriv ^^ n) g x = (deriv ^^ n) (\w. f w + g w) x"
by (auto simp add: Suc)
then have "((deriv ^^ n) (\w. f w + g w) has_field_derivative
deriv ((deriv ^^ n) f) z + deriv ((deriv ^^ n) g) z) (at z)"
using has_field_derivative_transform_within_open [of "\w. (deriv ^^ n) f w + (deriv ^^ n) g w"]
using "*" Deriv.field_differentiable_add Suc.prems \<open>open S\<close> by blast
then show ?case
by (simp add: DERIV_imp_deriv)
qed
lemma higher_deriv_diff:
fixes z::complex
assumes "f holomorphic_on S" "g holomorphic_on S" "open S" "z \ S"
shows "(deriv ^^ n) (\w. f w - g w) z = (deriv ^^ n) f z - (deriv ^^ n) g z"
unfolding diff_conv_add_uminus higher_deriv_add
using assms higher_deriv_add higher_deriv_uminus holomorphic_on_minus by presburger
lemma bb: "Suc n choose k = (n choose k) + (if k = 0 then 0 else (n choose (k - 1)))"
by (cases k) simp_all
lemma higher_deriv_mult:
fixes z::complex
assumes "f holomorphic_on S" "g holomorphic_on S" "open S" and z: "z \ S"
shows "(deriv ^^ n) (\w. f w * g w) z =
(\<Sum>i = 0..n. of_nat (n choose i) * (deriv ^^ i) f z * (deriv ^^ (n - i)) g z)"
using z
proof (induction n arbitrary: z)
case 0 then show ?case by simp
next
case (Suc n z)
have *: "\n. ((deriv ^^ n) f has_field_derivative deriv ((deriv ^^ n) f) z) (at z)"
"\n. ((deriv ^^ n) g has_field_derivative deriv ((deriv ^^ n) g) z) (at z)"
using Suc.prems assms has_field_derivative_higher_deriv by auto
have sumeq: "(\i = 0..n.
of_nat (n choose i) * (deriv ((deriv ^^ i) f) z * (deriv ^^ (n - i)) g z + deriv ((deriv ^^ (n - i)) g) z * (deriv ^^ i) f z)) =
g z * deriv ((deriv ^^ n) f) z + (\<Sum>i = 0..n. (deriv ^^ i) f z * (of_nat (Suc n choose i) * (deriv ^^ (Suc n - i)) g z))"
apply (simp add: bb algebra_simps sum.distrib)
apply (subst (4) sum_Suc_reindex)
apply (auto simp: algebra_simps Suc_diff_le intro: sum.cong)
done
have "((deriv ^^ n) (\w. f w * g w) has_field_derivative
(\<Sum>i = 0..Suc n. (Suc n choose i) * (deriv ^^ i) f z * (deriv ^^ (Suc n - i)) g z))
(at z)"
apply (rule has_field_derivative_transform_within_open
[of "\w. (\i = 0..n. of_nat (n choose i) * (deriv ^^ i) f w * (deriv ^^ (n - i)) g w)" _ _ S])
apply (simp add: algebra_simps)
apply (rule derivative_eq_intros | simp)+
apply (auto intro: DERIV_mult * \<open>open S\<close> Suc.prems Suc.IH [symmetric])
by (metis (no_types, lifting) mult.commute sum.cong sumeq)
then show ?case
unfolding funpow.simps o_apply
by (simp add: DERIV_imp_deriv)
qed
lemma higher_deriv_transform_within_open:
fixes z::complex
assumes "f holomorphic_on S" "g holomorphic_on S" "open S" and z: "z \ S"
and fg: "\w. w \ S \ f w = g w"
shows "(deriv ^^ i) f z = (deriv ^^ i) g z"
using z
by (induction i arbitrary: z)
(auto simp: fg intro: complex_derivative_transform_within_open holomorphic_higher_deriv assms)
lemma higher_deriv_compose_linear:
fixes z::complex
assumes f: "f holomorphic_on T" and S: "open S" and T: "open T" and z: "z \ S"
and fg: "\w. w \ S \ u * w \ T"
shows "(deriv ^^ n) (\w. f (u * w)) z = u^n * (deriv ^^ n) f (u * z)"
using z
proof (induction n arbitrary: z)
case 0 then show ?case by simp
next
case (Suc n z)
have holo0: "f holomorphic_on (*) u ` S"
by (meson fg f holomorphic_on_subset image_subset_iff)
have holo2: "(deriv ^^ n) f holomorphic_on (*) u ` S"
by (meson f fg holomorphic_higher_deriv holomorphic_on_subset image_subset_iff T)
have holo3: "(\z. u ^ n * (deriv ^^ n) f (u * z)) holomorphic_on S"
by (intro holo2 holomorphic_on_compose [where g="(deriv ^^ n) f", unfolded o_def] holomorphic_intros)
have "(*) u holomorphic_on S" "f holomorphic_on (*) u ` S"
by (rule holo0 holomorphic_intros)+
then have holo1: "(\w. f (u * w)) holomorphic_on S"
by (rule holomorphic_on_compose [where g=f, unfolded o_def])
have "deriv ((deriv ^^ n) (\w. f (u * w))) z = deriv (\z. u^n * (deriv ^^ n) f (u*z)) z"
proof (rule complex_derivative_transform_within_open [OF _ holo3 S Suc.prems])
show "(deriv ^^ n) (\w. f (u * w)) holomorphic_on S"
by (rule holomorphic_higher_deriv [OF holo1 S])
qed (simp add: Suc.IH)
also have "\ = u^n * deriv (\z. (deriv ^^ n) f (u * z)) z"
proof -
have "(deriv ^^ n) f analytic_on T"
by (simp add: analytic_on_open f holomorphic_higher_deriv T)
then have "(\w. (deriv ^^ n) f (u * w)) analytic_on S"
proof -
have "(deriv ^^ n) f \ (*) u holomorphic_on S"
by (simp add: holo2 holomorphic_on_compose)
then show ?thesis
by (simp add: S analytic_on_open o_def)
qed
then show ?thesis
by (intro deriv_cmult analytic_on_imp_differentiable_at [OF _ Suc.prems])
qed
also have "\ = u * u ^ n * deriv ((deriv ^^ n) f) (u * z)"
proof -
have "(deriv ^^ n) f field_differentiable at (u * z)"
using Suc.prems T f fg holomorphic_higher_deriv holomorphic_on_imp_differentiable_at by blast
then show ?thesis
by (simp add: deriv_compose_linear)
qed
finally show ?case
by simp
qed
lemma higher_deriv_add_at:
assumes "f analytic_on {z}" "g analytic_on {z}"
shows "(deriv ^^ n) (\w. f w + g w) z = (deriv ^^ n) f z + (deriv ^^ n) g z"
proof -
have "f analytic_on {z} \ g analytic_on {z}"
using assms by blast
with higher_deriv_add show ?thesis
by (auto simp: analytic_at_two)
qed
lemma higher_deriv_diff_at:
assumes "f analytic_on {z}" "g analytic_on {z}"
shows "(deriv ^^ n) (\w. f w - g w) z = (deriv ^^ n) f z - (deriv ^^ n) g z"
proof -
have "f analytic_on {z} \ g analytic_on {z}"
using assms by blast
with higher_deriv_diff show ?thesis
by (auto simp: analytic_at_two)
qed
lemma higher_deriv_uminus_at:
"f analytic_on {z} \ (deriv ^^ n) (\w. -(f w)) z = - ((deriv ^^ n) f z)"
using higher_deriv_uminus
by (auto simp: analytic_at)
lemma higher_deriv_mult_at:
assumes "f analytic_on {z}" "g analytic_on {z}"
shows "(deriv ^^ n) (\w. f w * g w) z =
(\<Sum>i = 0..n. of_nat (n choose i) * (deriv ^^ i) f z * (deriv ^^ (n - i)) g z)"
proof -
have "f analytic_on {z} \ g analytic_on {z}"
using assms by blast
with higher_deriv_mult show ?thesis
by (auto simp: analytic_at_two)
qed
text\<open> Nonexistence of isolated singularities and a stronger integral formula.\<close>
proposition no_isolated_singularity:
fixes z::complex
assumes f: "continuous_on S f" and holf: "f holomorphic_on (S - K)" and S: "open S" and K: "finite K"
shows "f holomorphic_on S"
proof -
{ fix z
assume "z \ S" and cdf: "\x. x \ S - K \ f field_differentiable at x"
have "f field_differentiable at z"
proof (cases "z \ K")
case False then show ?thesis by (blast intro: cdf \<open>z \<in> S\<close>)
next
case True
with finite_set_avoid [OF K, of z]
obtain d where "d>0" and d: "\x. \x\K; x \ z\ \ d \ dist z x"
by blast
obtain e where "e>0" and e: "ball z e \ S"
using S \<open>z \<in> S\<close> by (force simp: open_contains_ball)
have fde: "continuous_on (ball z (min d e)) f"
by (metis Int_iff ball_min_Int continuous_on_subset e f subsetI)
have cont: "{a,b,c} \ ball z (min d e) \ continuous_on (convex hull {a, b, c}) f" for a b c
by (simp add: hull_minimal continuous_on_subset [OF fde])
have fd: "\{a,b,c} \ ball z (min d e); x \ interior (convex hull {a, b, c}) - K\
\<Longrightarrow> f field_differentiable at x" for a b c x
by (metis cdf Diff_iff Int_iff ball_min_Int subsetD convex_ball e interior_mono interior_subset subset_hull)
obtain g where "\w. w \ ball z (min d e) \ (g has_field_derivative f w) (at w within ball z (min d e))"
apply (rule contour_integral_convex_primitive
[OF convex_ball fde Cauchy_theorem_triangle_cofinite [OF _ K]])
using cont fd by auto
then have "f holomorphic_on ball z (min d e)"
by (metis open_ball at_within_open derivative_is_holomorphic)
then show ?thesis
unfolding holomorphic_on_def
by (metis open_ball \<open>0 < d\<close> \<open>0 < e\<close> at_within_open centre_in_ball min_less_iff_conj)
qed
}
with holf S K show ?thesis
by (simp add: holomorphic_on_open open_Diff finite_imp_closed field_differentiable_def [symmetric])
qed
lemma no_isolated_singularity':
fixes z::complex
assumes f: "\z. z \ K \ (f \ f z) (at z within S)"
and holf: "f holomorphic_on (S - K)" and S: "open S" and K: "finite K"
shows "f holomorphic_on S"
proof (rule no_isolated_singularity[OF _ assms(2-)])
show "continuous_on S f" unfolding continuous_on_def
proof
fix z assume z: "z \ S"
show "(f \ f z) (at z within S)"
proof (cases "z \ K")
case False
from holf have "continuous_on (S - K) f"
by (rule holomorphic_on_imp_continuous_on)
with z False have "(f \ f z) (at z within (S - K))"
by (simp add: continuous_on_def)
also from z K S False have "at z within (S - K) = at z within S"
by (subst (1 2) at_within_open) (auto intro: finite_imp_closed)
finally show "(f \ f z) (at z within S)" .
qed (insert assms z, simp_all)
qed
qed
proposition Cauchy_integral_formula_convex:
assumes S: "convex S" and K: "finite K" and contf: "continuous_on S f"
and fcd: "(\x. x \ interior S - K \ f field_differentiable at x)"
and z: "z \ interior S" and vpg: "valid_path \"
and pasz: "path_image \ \ S - {z}" and loop: "pathfinish \ = pathstart \"
shows "((\w. f w / (w - z)) has_contour_integral (2*pi * \ * winding_number \ z * f z)) \"
proof -
have *: "\x. x \ interior S \ f field_differentiable at x"
unfolding holomorphic_on_open [symmetric] field_differentiable_def
using no_isolated_singularity [where S = "interior S"]
by (meson K contf continuous_at_imp_continuous_on continuous_on_interior fcd
field_differentiable_at_within field_differentiable_def holomorphic_onI
holomorphic_on_imp_differentiable_at open_interior)
show ?thesis
by (rule Cauchy_integral_formula_weak [OF S finite.emptyI contf]) (use * assms in auto)
qed
text\<open> Formula for higher derivatives.\<close>
lemma Cauchy_has_contour_integral_higher_derivative_circlepath:
assumes contf: "continuous_on (cball z r) f"
and holf: "f holomorphic_on ball z r"
and w: "w \ ball z r"
shows "((\u. f u / (u - w) ^ (Suc k)) has_contour_integral ((2 * pi * \) / (fact k) * (deriv ^^ k) f w))
(circlepath z r)"
using w
proof (induction k arbitrary: w)
case 0 then show ?case
using assms by (auto simp: Cauchy_integral_circlepath dist_commute dist_norm)
next
case (Suc k)
have [simp]: "r > 0" using w
using ball_eq_empty by fastforce
have f: "continuous_on (path_image (circlepath z r)) f"
by (rule continuous_on_subset [OF contf]) (force simp: cball_def sphere_def less_imp_le)
obtain X where X: "((\u. f u / (u - w) ^ Suc (Suc k)) has_contour_integral X) (circlepath z r)"
using Cauchy_next_derivative_circlepath(1) [OF f Suc.IH _ Suc.prems]
by (auto simp: contour_integrable_on_def)
then have con: "contour_integral (circlepath z r) ((\u. f u / (u - w) ^ Suc (Suc k))) = X"
by (rule contour_integral_unique)
have "\n. ((deriv ^^ n) f has_field_derivative deriv ((deriv ^^ n) f) w) (at w)"
using Suc.prems assms has_field_derivative_higher_deriv by auto
then have dnf_diff: "\n. (deriv ^^ n) f field_differentiable (at w)"
by (force simp: field_differentiable_def)
have "deriv (\w. complex_of_real (2 * pi) * \ / (fact k) * (deriv ^^ k) f w) w =
of_nat (Suc k) * contour_integral (circlepath z r) (\<lambda>u. f u / (u - w) ^ Suc (Suc k))"
by (force intro!: DERIV_imp_deriv Cauchy_next_derivative_circlepath [OF f Suc.IH _ Suc.prems])
also have "\ = of_nat (Suc k) * X"
by (simp only: con)
finally have "deriv (\w. ((2 * pi) * \ / (fact k)) * (deriv ^^ k) f w) w = of_nat (Suc k) * X" .
then have "((2 * pi) * \ / (fact k)) * deriv (\w. (deriv ^^ k) f w) w = of_nat (Suc k) * X"
by (metis deriv_cmult dnf_diff)
then have "deriv (\w. (deriv ^^ k) f w) w = of_nat (Suc k) * X / ((2 * pi) * \ / (fact k))"
by (simp add: field_simps)
then show ?case
using of_nat_eq_0_iff X by fastforce
qed
lemma Cauchy_higher_derivative_integral_circlepath:
assumes contf: "continuous_on (cball z r) f"
and holf: "f holomorphic_on ball z r"
and w: "w \ ball z r"
shows "(\u. f u / (u - w)^(Suc k)) contour_integrable_on (circlepath z r)"
(is "?thes1")
and "(deriv ^^ k) f w = (fact k) / (2 * pi * \) * contour_integral(circlepath z r) (\u. f u/(u - w)^(Suc k))"
(is "?thes2")
proof -
have *: "((\u. f u / (u - w) ^ Suc k) has_contour_integral (2 * pi) * \ / (fact k) * (deriv ^^ k) f w)
(circlepath z r)"
using Cauchy_has_contour_integral_higher_derivative_circlepath [OF assms]
by simp
show ?thes1 using *
using contour_integrable_on_def by blast
show ?thes2
unfolding contour_integral_unique [OF *] by (simp add: field_split_simps)
qed
corollary Cauchy_contour_integral_circlepath:
assumes "continuous_on (cball z r) f" "f holomorphic_on ball z r" "w \ ball z r"
shows "contour_integral(circlepath z r) (\u. f u/(u - w)^(Suc k)) = (2 * pi * \) * (deriv ^^ k) f w / (fact k)"
by (simp add: Cauchy_higher_derivative_integral_circlepath [OF assms])
lemma Cauchy_contour_integral_circlepath_2:
assumes "continuous_on (cball z r) f" "f holomorphic_on ball z r" "w \ ball z r"
shows "contour_integral(circlepath z r) (\u. f u/(u - w)^2) = (2 * pi * \) * deriv f w"
using Cauchy_contour_integral_circlepath [OF assms, of 1]
by (simp add: power2_eq_square)
subsection\<open>A holomorphic function is analytic, i.e. has local power series\<close>
theorem holomorphic_power_series:
assumes holf: "f holomorphic_on ball z r"
and w: "w \ ball z r"
shows "((\n. (deriv ^^ n) f z / (fact n) * (w - z)^n) sums f w)"
proof -
\<comment> \<open>Replacing \<^term>\<open>r\<close> and the original (weak) premises with stronger ones\<close>
obtain r where "r > 0" and holfc: "f holomorphic_on cball z r" and w: "w \ ball z r"
proof
have "cball z ((r + dist w z) / 2) \ ball z r"
using w by (simp add: dist_commute field_sum_of_halves subset_eq)
then show "f holomorphic_on cball z ((r + dist w z) / 2)"
by (rule holomorphic_on_subset [OF holf])
have "r > 0"
using w by clarsimp (metis dist_norm le_less_trans norm_ge_zero)
then show "0 < (r + dist w z) / 2"
by simp (use zero_le_dist [of w z] in linarith)
qed (use w in \<open>auto simp: dist_commute\<close>)
then have holf: "f holomorphic_on ball z r"
using ball_subset_cball holomorphic_on_subset by blast
have contf: "continuous_on (cball z r) f"
by (simp add: holfc holomorphic_on_imp_continuous_on)
have cint: "\k. (\u. f u / (u - z) ^ Suc k) contour_integrable_on circlepath z r"
by (rule Cauchy_higher_derivative_integral_circlepath [OF contf holf]) (simp add: \<open>0 < r\<close>)
obtain B where "0 < B" and B: "\u. u \ cball z r \ norm(f u) \ B"
by (metis (no_types) bounded_pos compact_cball compact_continuous_image compact_imp_bounded contf image_eqI)
obtain k where k: "0 < k" "k \ r" and wz_eq: "norm(w - z) = r - k"
and kle: "\u. norm(u - z) = r \ k \ norm(u - w)"
proof
show "\u. cmod (u - z) = r \ r - dist z w \ cmod (u - w)"
by (metis add_diff_eq diff_add_cancel dist_norm norm_diff_ineq)
qed (use w in \<open>auto simp: dist_norm norm_minus_commute\<close>)
have ul: "uniform_limit (sphere z r) (\n x. (\kx. f x / (x - w)) sequentially"
unfolding uniform_limit_iff dist_norm
proof clarify
fix e::real
assume "0 < e"
have rr: "0 \ (r - k) / r" "(r - k) / r < 1" using k by auto
obtain n where n: "((r - k) / r) ^ n < e / B * k"
using real_arch_pow_inv [of "e/B*k" "(r - k)/r"] \<open>0 < e\<close> \<open>0 < B\<close> k by force
have "norm ((\k
if "n \ N" and r: "r = dist z u" for N u
proof -
have N: "((r - k) / r) ^ N < e / B * k"
using le_less_trans [OF power_decreasing n]
using \<open>n \<le> N\<close> k by auto
have u [simp]: "(u \ z) \ (u \ w)"
using \<open>0 < r\<close> r w by auto
have wzu_not1: "(w - z) / (u - z) \ 1"
by (metis (no_types) dist_norm divide_eq_1_iff less_irrefl mem_ball norm_minus_commute r w)
have "norm ((\k
= norm ((\<Sum>k<N. (((w - z) / (u - z)) ^ k)) * f u * (u - w) / (u - z) - f u)"
unfolding sum_distrib_right sum_divide_distrib power_divide by (simp add: algebra_simps)
also have "\ = norm ((((w - z) / (u - z)) ^ N - 1) * (u - w) / (((w - z) / (u - z) - 1) * (u - z)) - 1) * norm (f u)"
using \<open>0 < B\<close>
apply (auto simp: geometric_sum [OF wzu_not1])
apply (simp add: field_simps norm_mult [symmetric])
done
also have "\ = norm ((u-z) ^ N * (w - u) - ((w - z) ^ N - (u-z) ^ N) * (u-w)) / (r ^ N * norm (u-w)) * norm (f u)"
using \<open>0 < r\<close> r by (simp add: divide_simps norm_mult norm_divide norm_power dist_norm norm_minus_commute)
also have "\ = norm ((w - z) ^ N * (w - u)) / (r ^ N * norm (u - w)) * norm (f u)"
by (simp add: algebra_simps)
also have "\ = norm (w - z) ^ N * norm (f u) / r ^ N"
by (simp add: norm_mult norm_power norm_minus_commute)
also have "\ \ (((r - k)/r)^N) * B"
using \<open>0 < r\<close> w k
by (simp add: B divide_simps mult_mono r wz_eq)
also have "\ < e * k"
using \<open>0 < B\<close> N by (simp add: divide_simps)
also have "\ \ e * norm (u - w)"
using r kle \<open>0 < e\<close> by (simp add: dist_commute dist_norm)
finally show ?thesis
by (simp add: field_split_simps norm_divide del: power_Suc)
qed
with \<open>0 < r\<close> show "\<forall>\<^sub>F n in sequentially. \<forall>x\<in>sphere z r.
norm ((\<Sum>k<n. (w - z) ^ k * (f x / (x - z) ^ Suc k)) - f x / (x - w)) < e"
by (auto simp: mult_ac less_imp_le eventually_sequentially Ball_def)
qed
have \<section>: "\<And>x k. k\<in> {..<x} \<Longrightarrow>
(\<lambda>u. (w - z) ^ k * (f u / (u - z) ^ Suc k)) contour_integrable_on circlepath z r"
using contour_integrable_lmul [OF cint, of "(w - z) ^ a" for a] by (simp add: field_simps)
have eq: "\\<^sub>F x in sequentially.
contour_integral (circlepath z r) (\<lambda>u. \<Sum>k<x. (w - z) ^ k * (f u / (u - z) ^ Suc k)) =
(\<Sum>k<x. contour_integral (circlepath z r) (\<lambda>u. f u / (u - z) ^ Suc k) * (w - z) ^ k)"
apply (rule eventuallyI)
apply (subst contour_integral_sum, simp)
apply (simp_all only: \<section> contour_integral_lmul cint algebra_simps)
done
have "\u k. k \ {.. (\x. f x / (x - z) ^ Suc k) contour_integrable_on circlepath z r"
using \<open>0 < r\<close> by (force intro!: Cauchy_higher_derivative_integral_circlepath [OF contf holf])
then have "\u. (\y. \k
by (intro contour_integrable_sum contour_integrable_lmul, simp)
then have "(\k. contour_integral (circlepath z r) (\u. f u/(u - z)^(Suc k)) * (w - z)^k)
sums contour_integral (circlepath z r) (\<lambda>u. f u/(u - w))"
unfolding sums_def using \<open>0 < r\<close>
by (intro Lim_transform_eventually [OF _ eq] contour_integral_uniform_limit_circlepath [OF eventuallyI ul]) auto
then have "(\k. contour_integral (circlepath z r) (\u. f u/(u - z)^(Suc k)) * (w - z)^k)
sums (2 * of_real pi * \<i> * f w)"
using w by (auto simp: dist_commute dist_norm contour_integral_unique [OF Cauchy_integral_circlepath_simple [OF holfc]])
then have "(\k. contour_integral (circlepath z r) (\u. f u / (u - z) ^ Suc k) * (w - z)^k / (\ * (of_real pi * 2)))
sums ((2 * of_real pi * \<i> * f w) / (\<i> * (complex_of_real pi * 2)))"
by (rule sums_divide)
then have "(\n. (w - z) ^ n * contour_integral (circlepath z r) (\u. f u / (u - z) ^ Suc n) / (\ * (of_real pi * 2)))
sums f w"
by (simp add: field_simps)
then show ?thesis
by (simp add: field_simps \<open>0 < r\<close> Cauchy_higher_derivative_integral_circlepath [OF contf holf])
qed
subsection\<open>The Liouville theorem and the Fundamental Theorem of Algebra\<close>
text\<open> These weak Liouville versions don't even need the derivative formula.\<close>
lemma Liouville_weak_0:
assumes holf: "f holomorphic_on UNIV" and inf: "(f \ 0) at_infinity"
shows "f z = 0"
proof (rule ccontr)
assume fz: "f z \ 0"
with inf [unfolded Lim_at_infinity, rule_format, of "norm(f z)/2"]
obtain B where B: "\x. B \ cmod x \ norm (f x) * 2 < cmod (f z)"
by (auto simp: dist_norm)
define R where "R = 1 + \B\ + norm z"
have "R > 0" unfolding R_def
proof -
have "0 \ cmod z + \B\"
by (metis (full_types) add_nonneg_nonneg norm_ge_zero real_norm_def)
then show "0 < 1 + \B\ + cmod z"
by linarith
qed
have *: "((\u. f u / (u - z)) has_contour_integral 2 * complex_of_real pi * \ * f z) (circlepath z R)"
using continuous_on_subset holf holomorphic_on_subset \<open>0 < R\<close>
by (force intro: holomorphic_on_imp_continuous_on Cauchy_integral_circlepath)
have "cmod (x - z) = R \ cmod (f x) * 2 < cmod (f z)" for x
unfolding R_def
by (rule B) (use norm_triangle_ineq4 [of x z] in auto)
with \<open>R > 0\<close> fz show False
using has_contour_integral_bound_circlepath [OF *, of "norm(f z)/2/R"]
by (auto simp: less_imp_le norm_mult norm_divide field_split_simps)
qed
proposition Liouville_weak:
assumes "f holomorphic_on UNIV" and "(f \ l) at_infinity"
shows "f z = l"
using Liouville_weak_0 [of "\z. f z - l"]
by (simp add: assms holomorphic_on_diff LIM_zero)
proposition Liouville_weak_inverse:
assumes "f holomorphic_on UNIV" and unbounded: "\B. eventually (\x. norm (f x) \ B) at_infinity"
obtains z where "f z = 0"
proof -
{ assume f: "\z. f z \ 0"
have 1: "(\x. 1 / f x) holomorphic_on UNIV"
by (simp add: holomorphic_on_divide assms f)
have 2: "((\x. 1 / f x) \ 0) at_infinity"
proof (rule tendstoI [OF eventually_mono])
fix e::real
assume "e > 0"
show "eventually (\x. 2/e \ cmod (f x)) at_infinity"
by (rule_tac B="2/e" in unbounded)
qed (simp add: dist_norm norm_divide field_split_simps)
have False
using Liouville_weak_0 [OF 1 2] f by simp
}
then show ?thesis
using that by blast
qed
text\<open> In particular we get the Fundamental Theorem of Algebra.\<close>
theorem fundamental_theorem_of_algebra:
fixes a :: "nat \ complex"
assumes "a 0 = 0 \ (\i \ {1..n}. a i \ 0)"
obtains z where "(\i\n. a i * z^i) = 0"
using assms
proof (elim disjE bexE)
assume "a 0 = 0" then show ?thesis
by (auto simp: that [of 0])
next
fix i
assume i: "i \ {1..n}" and nz: "a i \ 0"
have 1: "(\z. \i\n. a i * z^i) holomorphic_on UNIV"
by (rule holomorphic_intros)+
show thesis
proof (rule Liouville_weak_inverse [OF 1])
show "\\<^sub>F x in at_infinity. B \ cmod (\i\n. a i * x ^ i)" for B
using i nz by (intro polyfun_extremal exI[of _ i]) auto
qed (use that in auto)
qed
subsection\<open>Weierstrass convergence theorem\<close>
lemma holomorphic_uniform_limit:
assumes cont: "eventually (\n. continuous_on (cball z r) (f n) \ (f n) holomorphic_on ball z r) F"
and ulim: "uniform_limit (cball z r) f g F"
and F: "\ trivial_limit F"
obtains "continuous_on (cball z r) g" "g holomorphic_on ball z r"
proof (cases r "0::real" rule: linorder_cases)
case less then show ?thesis by (force simp: ball_empty less_imp_le continuous_on_def holomorphic_on_def intro: that)
next
case equal then show ?thesis
by (force simp: holomorphic_on_def intro: that)
next
case greater
have contg: "continuous_on (cball z r) g"
using cont uniform_limit_theorem [OF eventually_mono ulim F] by blast
have "path_image (circlepath z r) \ cball z r"
using \<open>0 < r\<close> by auto
then have 1: "continuous_on (path_image (circlepath z r)) (\x. 1 / (2 * complex_of_real pi * \) * g x)"
by (intro continuous_intros continuous_on_subset [OF contg])
have 2: "((\u. 1 / (2 * of_real pi * \) * g u / (u - w) ^ 1) has_contour_integral g w) (circlepath z r)"
if w: "w \ ball z r" for w
proof -
define d where "d = (r - norm(w - z))"
have "0 < d" "d \ r" using w by (auto simp: norm_minus_commute d_def dist_norm)
have dle: "\u. cmod (z - u) = r \ d \ cmod (u - w)"
unfolding d_def by (metis add_diff_eq diff_add_cancel norm_diff_ineq norm_minus_commute)
have ev_int: "\\<^sub>F n in F. (\u. f n u / (u - w)) contour_integrable_on circlepath z r"
using w
by (auto intro: eventually_mono [OF cont] Cauchy_higher_derivative_integral_circlepath [where k=0, simplified])
have "\e. \0 < r; 0 < d; 0 < e\
\<Longrightarrow> \<forall>\<^sub>F n in F.
\<forall>x\<in>sphere z r.
x \<noteq> w \<longrightarrow>
cmod (f n x - g x) < e * cmod (x - w)"
apply (rule_tac e1="e * d" in eventually_mono [OF uniform_limitD [OF ulim]])
apply (force simp: dist_norm intro: dle mult_left_mono less_le_trans)+
done
then have ul_less: "uniform_limit (sphere z r) (\n x. f n x / (x - w)) (\x. g x / (x - w)) F"
using greater \<open>0 < d\<close>
by (auto simp add: uniform_limit_iff dist_norm norm_divide diff_divide_distrib [symmetric] divide_simps)
have g_cint: "(\u. g u/(u - w)) contour_integrable_on circlepath z r"
by (rule contour_integral_uniform_limit_circlepath [OF ev_int ul_less F \<open>0 < r\<close>])
have cif_tends_cig: "((\n. contour_integral(circlepath z r) (\u. f n u / (u - w))) \ contour_integral(circlepath z r) (\u. g u/(u - w))) F"
by (rule contour_integral_uniform_limit_circlepath [OF ev_int ul_less F \<open>0 < r\<close>])
have f_tends_cig: "((\n. 2 * of_real pi * \ * f n w) \ contour_integral (circlepath z r) (\u. g u / (u - w))) F"
proof (rule Lim_transform_eventually)
show "\\<^sub>F x in F. contour_integral (circlepath z r) (\u. f x u / (u - w))
= 2 * of_real pi * \<i> * f x w"
using w\<open>0 < d\<close> d_def
by (auto intro: eventually_mono [OF cont contour_integral_unique [OF Cauchy_integral_circlepath]])
qed (auto simp: cif_tends_cig)
have "\e. 0 < e \ \\<^sub>F n in F. dist (f n w) (g w) < e"
by (rule eventually_mono [OF uniform_limitD [OF ulim]]) (use w in auto)
then have "((\n. 2 * of_real pi * \ * f n w) \ 2 * of_real pi * \ * g w) F"
by (rule tendsto_mult_left [OF tendstoI])
then have "((\u. g u / (u - w)) has_contour_integral 2 * of_real pi * \ * g w) (circlepath z r)"
using has_contour_integral_integral [OF g_cint] tendsto_unique [OF F f_tends_cig] w
by fastforce
then have "((\u. g u / (2 * of_real pi * \ * (u - w))) has_contour_integral g w) (circlepath z r)"
using has_contour_integral_div [where c = "2 * of_real pi * \"]
by (force simp: field_simps)
then show ?thesis
by (simp add: dist_norm)
qed
show ?thesis
using Cauchy_next_derivative_circlepath(2) [OF 1 2, simplified]
by (fastforce simp add: holomorphic_on_open contg intro: that)
qed
text\<open> Version showing that the limit is the limit of the derivatives.\<close>
proposition has_complex_derivative_uniform_limit:
fixes z::complex
assumes cont: "eventually (\n. continuous_on (cball z r) (f n) \
(\<forall>w \<in> ball z r. ((f n) has_field_derivative (f' n w)) (at w))) F"
and ulim: "uniform_limit (cball z r) f g F"
and F: "\ trivial_limit F" and "0 < r"
obtains g' where
"continuous_on (cball z r) g"
"\w. w \ ball z r \ (g has_field_derivative (g' w)) (at w) \ ((\n. f' n w) \ g' w) F"
proof -
let ?conint = "contour_integral (circlepath z r)"
have g: "continuous_on (cball z r) g" "g holomorphic_on ball z r"
by (rule holomorphic_uniform_limit [OF eventually_mono [OF cont] ulim F];
auto simp: holomorphic_on_open field_differentiable_def)+
then obtain g' where g': "\x. x \ ball z r \ (g has_field_derivative g' x) (at x)"
using DERIV_deriv_iff_has_field_derivative
by (fastforce simp add: holomorphic_on_open)
then have derg: "\x. x \ ball z r \ deriv g x = g' x"
by (simp add: DERIV_imp_deriv)
have tends_f'n_g': "((\n. f' n w) \ g' w) F" if w: "w \ ball z r" for w
proof -
have eq_f': "?conint (\x. f n x / (x - w)\<^sup>2) - ?conint (\x. g x / (x - w)\<^sup>2) = (f' n w - g' w) * (2 * of_real pi * \)"
if cont_fn: "continuous_on (cball z r) (f n)"
and fnd: "\w. w \ ball z r \ (f n has_field_derivative f' n w) (at w)" for n
proof -
have hol_fn: "f n holomorphic_on ball z r"
using fnd by (force simp: holomorphic_on_open)
have "(f n has_field_derivative 1 / (2 * of_real pi * \) * ?conint (\u. f n u / (u - w)\<^sup>2)) (at w)"
by (rule Cauchy_derivative_integral_circlepath [OF cont_fn hol_fn w])
then have f': "f' n w = 1 / (2 * of_real pi * \<i>) * ?conint (\<lambda>u. f n u / (u - w)\<^sup>2)"
using DERIV_unique [OF fnd] w by blast
show ?thesis
by (simp add: f' Cauchy_contour_integral_circlepath_2 [OF g w] derg [OF w] field_split_simps)
qed
define d where "d = (r - norm(w - z))^2"
have "d > 0"
using w by (simp add: dist_commute dist_norm d_def)
have dle: "d \ cmod ((y - w)\<^sup>2)" if "r = cmod (z - y)" for y
proof -
have "w \ ball z (cmod (z - y))"
using that w by fastforce
then have "cmod (w - z) \ cmod (z - y)"
by (simp add: dist_complex_def norm_minus_commute)
moreover have "cmod (z - y) - cmod (w - z) \ cmod (y - w)"
by (metis diff_add_cancel diff_add_eq_diff_diff_swap norm_minus_commute norm_triangle_ineq2)
ultimately show ?thesis
using that by (simp add: d_def norm_power power_mono)
qed
have 1: "\\<^sub>F n in F. (\x. f n x / (x - w)\<^sup>2) contour_integrable_on circlepath z r"
by (force simp: holomorphic_on_open intro: w Cauchy_derivative_integral_circlepath eventually_mono [OF cont])
have 2: "uniform_limit (sphere z r) (\n x. f n x / (x - w)\<^sup>2) (\x. g x / (x - w)\<^sup>2) F"
unfolding uniform_limit_iff
proof clarify
fix e::real
assume "e > 0"
with \<open>r > 0\<close>
have "\\<^sub>F n in F. \x. x \ w \ cmod (z - x) = r \ cmod (f n x - g x) < e * cmod ((x - w)\<^sup>2)"
by (force simp: \<open>0 < d\<close> dist_norm dle intro: less_le_trans eventually_mono [OF uniform_limitD [OF ulim], of "e*d"])
with \<open>r > 0\<close> \<open>e > 0\<close>
show "\\<^sub>F n in F. \x\sphere z r. dist (f n x / (x - w)\<^sup>2) (g x / (x - w)\<^sup>2) < e"
by (simp add: norm_divide field_split_simps sphere_def dist_norm)
qed
have "((\n. contour_integral (circlepath z r) (\x. f n x / (x - w)\<^sup>2))
\<longlongrightarrow> contour_integral (circlepath z r) ((\<lambda>x. g x / (x - w)\<^sup>2))) F"
by (rule contour_integral_uniform_limit_circlepath [OF 1 2 F \<open>0 < r\<close>])
then have tendsto_0: "((\n. 1 / (2 * of_real pi * \) * (?conint (\x. f n x / (x - w)\<^sup>2) - ?conint (\x. g x / (x - w)\<^sup>2))) \ 0) F"
using Lim_null by (force intro!: tendsto_mult_right_zero)
have "((\n. f' n w - g' w) \ 0) F"
apply (rule Lim_transform_eventually [OF tendsto_0])
apply (force simp: divide_simps intro: eq_f' eventually_mono [OF cont])
done
then show ?thesis using Lim_null by blast
qed
obtain g' where "\w. w \ ball z r \ (g has_field_derivative (g' w)) (at w) \ ((\n. f' n w) \ g' w) F"
by (blast intro: tends_f'n_g' g')
then show ?thesis using g
using that by blast
qed
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