section‹Contour integration› theory Contour_Integration imports"HOL-Analysis.Analysis" begin
lemma lhopital_complex_simple: assumes"(f has_field_derivative f') (at z)" assumes"(g has_field_derivative g') (at z)" assumes"f z = 0""g z = 0""g' ≠ 0""f' / g' = c" shows"((λw. f w / g w) ---> c) (at z)" proof - have"eventually (λw. w ≠ z) (at z)" by (auto simp: eventually_at_filter) hence"eventually (λw. ((f w - f z) / (w - z)) / ((g w - g z) / (w - z)) = f w / g w) (at z)" by eventually_elim (simp add: assms field_split_simps) moreoverhave"((λw. ((f w - f z) / (w - z)) / ((g w - g z) / (w - z))) ---> f' / g') (at z)" by (intro tendsto_divide has_field_derivativeD assms) ultimatelyhave"((λw. f w / g w) ---> f' / g') (at z)" by (blast intro: Lim_transform_eventually) with assms show ?thesis by simp qed
subsection‹Definition›
text‹ This definition is for complex numbers only, and does not generalise to line integrals in a vector field ›
definition🍋‹tag important› has_contour_integral :: "(complex ==> complex) ==> complex ==> (real ==> complex) ==> bool"
(infixr‹has'_contour'_integral› 50) where"(f has_contour_integral i) g ≡ ((λx. f(g x) * vector_derivative g (at x within {0..1})) has_integral i) {0..1}"
definition🍋‹tag important› contour_integral where"contour_integral g f ≡ SOME i. (f has_contour_integral i) g ∨¬ f contour_integrable_on g ∧ i=0"
lemma not_integrable_contour_integral: "¬ f contour_integrable_on g ==> contour_integral g f = 0" unfolding contour_integrable_on_def contour_integral_def by blast
lemma contour_integral_unique: "(f has_contour_integral i) g ==> contour_integral g f = i" unfolding contour_integral_def has_contour_integral_def contour_integrable_on_def using has_integral_unique by blast
lemma has_contour_integral_cong: assumes"∧z. z ∈ path_image g ==> f z = f' z""g = g'""c = c'" shows"(f has_contour_integral c) g ⟷ (f' has_contour_integral c') g'" unfolding has_contour_integral_def assms(2,3) by (intro has_integral_cong) (auto simp: assms path_image_def intro!: assms(1))
lemma has_contour_integral_eqpath: "[(f has_contour_integral y) p; f contour_integrable_on γ; contour_integral p f = contour_integral γ f] ==> (f has_contour_integral y) γ" using contour_integrable_on_def contour_integral_unique by auto
lemma has_contour_integral_integral: "f contour_integrable_on i ==> (f has_contour_integral (contour_integral i f)) i" by (metis contour_integral_unique contour_integrable_on_def)
lemma has_contour_integral_unique: "(f has_contour_integral i) g ==> (f has_contour_integral j) g ==> i = j" using has_integral_unique by (auto simp: has_contour_integral_def)
lemma has_contour_integral_translate: "(f has_contour_integral I) ((+) z ∘ g) ⟷ ((λx. f (x + z)) has_contour_integral I) g" by (simp add: has_contour_integral_def add_ac)
lemma contour_integrable_translate: "f contour_integrable_on ((+) z ∘ g) ⟷ (λx. f (x + z)) contour_integrable_on g" by (simp add: contour_integrable_on_def has_contour_integral_translate)
lemma contour_integral_translate: "contour_integral ((+) z ∘ g) f = contour_integral g (λx. f (x + z))" by (simp add: contour_integral_def contour_integrable_translate has_contour_integral_translate)
lemma has_contour_integral_integrable: "(f has_contour_integral i) g ==> f contour_integrable_on g" using contour_integrable_on_def by blast
text‹Show that we can forget about the localized derivative.›
lemma has_integral_localized_vector_derivative: "((λx. f (g x) * vector_derivative p (at x within {a..b})) has_integral i) {a..b}⟷ ((λx. f (g x) * vector_derivative p (at x)) has_integral i) {a..b}" proof - have *: "{a..b} - {a,b} = interior {a..b}" by (simp add: atLeastAtMost_diff_ends) show ?thesis by (rule has_integral_spike_eq [of "{a,b}"]) (auto simp: at_within_interior [of _ "{a..b}"]) qed
lemma integrable_on_localized_vector_derivative: "(λx. f (g x) * vector_derivative p (at x within {a..b})) integrable_on {a..b} ⟷ (λx. f (g x) * vector_derivative p (at x)) integrable_on {a..b}" by (simp add: integrable_on_def has_integral_localized_vector_derivative)
lemma has_contour_integral: "(f has_contour_integral i) g ⟷ ((λx. f (g x) * vector_derivative g (at x)) has_integral i) {0..1}" by (simp add: has_integral_localized_vector_derivative has_contour_integral_def)
lemma contour_integrable_on: "f contour_integrable_on g ⟷ (λt. f(g t) * vector_derivative g (at t)) integrable_on {0..1}" by (simp add: has_contour_integral integrable_on_def contour_integrable_on_def)
lemma has_contour_integral_mirror_iff: assumes"valid_path g" shows"(f has_contour_integral I) (-g) ⟷ ((λx. -f (- x)) has_contour_integral I) g" proof - from assms have"g piecewise_differentiable_on {0..1}" by (auto simp: valid_path_def piecewise_C1_imp_differentiable) thenobtain S where"finite S"and S: "∧x. x ∈ {0..1} - S ==> g differentiable at x within {0..1}" unfolding piecewise_differentiable_on_def by blast have S': "g differentiable at x"if"x ∈ {0..1} - ({0, 1} ∪ S)"for x proof - from that have"x ∈ interior {0..1}"by auto with S[of x] that show ?thesis by (auto simp: at_within_interior[of _ "{0..1}"]) qed have"(f has_contour_integral I) (-g) ⟷ ((λx. f (- g x) * vector_derivative (-g) (at x)) has_integral I) {0..1}" by (simp add: has_contour_integral) alsohave"…⟷ ((λx. -f (- g x) * vector_derivative g (at x)) has_integral I) {0..1}" by (intro has_integral_spike_finite_eq[of "S ∪ {0, 1}"])
(insert ‹finite S› S', auto simp: o_def fun_Compl_def) alsohave"…⟷ ((λx. -f (-x)) has_contour_integral I) g" by (simp add: has_contour_integral) finallyshow ?thesis . qed
lemma contour_integral_mirror: assumes"valid_path g" shows"contour_integral (-g) f = contour_integral g (λx. -f (- x))" proof (cases "f contour_integrable_on (-g)") case True with contour_integral_unique assms show ?thesis by (auto simp: contour_integrable_on_def has_contour_integral_mirror_iff) next case False thenshow ?thesis by (simp add: assms contour_integral_on_mirror_iff not_integrable_contour_integral) qed
subsection🍋‹tag unimportant›‹Reversing a path›
lemma has_contour_integral_reversepath: assumes"valid_path g"and f: "(f has_contour_integral i) g" shows"(f has_contour_integral (-i)) (reversepath g)" proof -
{ fix S x assume xs: "g C1_differentiable_on ({0..1} - S)""x ∉ (-) 1 ` S""0 ≤ x""x ≤ 1" have"vector_derivative (λx. g (1 - x)) (at x within {0..1}) = - vector_derivative g (at (1 - x) within {0..1})" proof - obtain f' where f': "(g has_vector_derivative f') (at (1 - x))" using xs by (force simp: has_vector_derivative_def C1_differentiable_on_def) have"(g ∘ (λx. 1 - x) has_vector_derivative -1 *🪙R f') (at x)" by (intro vector_diff_chain_within has_vector_derivative_at_within [OF f'] derivative_eq_intros | simp)+ thenhave mf': "((λx. g (1 - x)) has_vector_derivative -f') (at x)" by (simp add: o_def) show ?thesis using xs by (auto simp: vector_derivative_at_within_ivl [OF mf'] vector_derivative_at_within_ivl [OF f']) qed
} note * = this obtain S where S: "continuous_on {0..1} g""finite S""g C1_differentiable_on {0..1} - S" using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def) have"((λx. - (f (g (1 - x)) * vector_derivative g (at (1 - x) within {0..1}))) has_integral -i) {0..1}" using has_integral_affinity01 [where m= "-1"and c=1, OF f [unfolded has_contour_integral_def]] by (simp add: has_integral_neg) thenshow ?thesis using S unfolding reversepath_def has_contour_integral_def by (rule_tac S = "(λx. 1 - x) ` S"in has_integral_spike_finite) (auto simp: *) qed
lemma contour_integrable_reversepath: "valid_path g ==> f contour_integrable_on g ==> f contour_integrable_on (reversepath g)" using has_contour_integral_reversepath contour_integrable_on_def by blast
lemma contour_integrable_reversepath_eq: "valid_path g ==> (f contour_integrable_on (reversepath g) ⟷ f contour_integrable_on g)" using contour_integrable_reversepath valid_path_reversepath by fastforce
lemma contour_integral_reversepath: assumes"valid_path g" shows"contour_integral (reversepath g) f = - (contour_integral g f)" proof (cases "f contour_integrable_on g") case True thenshow ?thesis by (simp add: assms contour_integral_unique has_contour_integral_integral has_contour_integral_reversepath) next case False thenhave"¬ f contour_integrable_on (reversepath g)" by (simp add: assms contour_integrable_reversepath_eq) with False show ?thesis by (simp add: not_integrable_contour_integral) qed
subsection🍋‹tag unimportant›‹Joining two paths together›
lemma has_contour_integral_join: assumes"(f has_contour_integral i1) g1""(f has_contour_integral i2) g2" "valid_path g1""valid_path g2" shows"(f has_contour_integral (i1 + i2)) (g1 +++ g2)" proof - obtain s1 s2 where s1: "finite s1""∀x∈{0..1} - s1. g1 differentiable at x" and s2: "finite s2""∀x∈{0..1} - s2. g2 differentiable at x" using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq) have 1: "((λx. f (g1 x) * vector_derivative g1 (at x)) has_integral i1) {0..1}" and 2: "((λx. f (g2 x) * vector_derivative g2 (at x)) has_integral i2) {0..1}" using assms by (auto simp: has_contour_integral) have i1: "((λx. (2*f (g1 (2*x))) * vector_derivative g1 (at (2*x))) has_integral i1) {0..1/2}" and i2: "((λx. (2*f (g2 (2*x - 1))) * vector_derivative g2 (at (2*x - 1))) has_integral i2) {1/2..1}" using has_integral_affinity01 [OF 1, where m= 2 and c=0, THEN has_integral_cmul [where c=2]]
has_integral_affinity01 [OF 2, where m= 2 and c="-1", THEN has_integral_cmul [where c=2]] by (simp_all only: image_affinity_atLeastAtMost_div_diff, simp_all add: scaleR_conv_of_real mult_ac) have g1: "vector_derivative (λx. if x*2 ≤ 1 then g1 (2*x) else g2 (2*x - 1)) (at z) = 2 *🪙R vector_derivative g1 (at (z*2))" if"0 ≤ z""z*2 < 1""z*2 ∉ s1"for z proof (rule vector_derivative_at [OF has_vector_derivative_transform_within]) show"0 < ∣z - 1/2∣" using that by auto have"((*) 2 has_vector_derivative 2) (at z)" by (simp add: has_vector_derivative_def has_derivative_def bounded_linear_mult_left) moreoverhave"(g1 has_vector_derivative vector_derivative g1 (at (z * 2))) (at (2 * z))" using s1 that by (auto simp: algebra_simps vector_derivative_works) ultimately show"((λx. g1 (2 * x)) has_vector_derivative 2 *🪙R vector_derivative g1 (at (z * 2))) (at z)" by (intro vector_diff_chain_at [simplified o_def]) qed (use that in‹simp_all add: dist_real_def abs_if split: if_split_asm›)
have g2: "vector_derivative (λx. if x*2 ≤ 1 then g1 (2*x) else g2 (2*x - 1)) (at z) = 2 *🪙R vector_derivative g2 (at (z*2 - 1))" if"1 < z*2""z ≤ 1""z*2 - 1 ∉ s2"for z proof (rule vector_derivative_at [OF has_vector_derivative_transform_within]) show"0 < ∣z - 1/2∣" using that by auto have"((λx. 2 * x - 1) has_vector_derivative 2) (at z)" by (simp add: has_vector_derivative_def has_derivative_def bounded_linear_mult_left) moreoverhave"(g2 has_vector_derivative vector_derivative g2 (at (z * 2 - 1))) (at (2 * z - 1))" using s2 that by (auto simp: algebra_simps vector_derivative_works) ultimately show"((λx. g2 (2 * x - 1)) has_vector_derivative 2 *🪙R vector_derivative g2 (at (z * 2 - 1))) (at z)" by (intro vector_diff_chain_at [simplified o_def]) qed (use that in‹simp_all add: dist_real_def abs_if split: if_split_asm›)
have"((λx. f ((g1 +++ g2) x) * vector_derivative (g1 +++ g2) (at x)) has_integral i1) {0..1/2}" proof (rule has_integral_spike_finite [OF _ _ i1]) show"finite (insert (1/2) ((*) 2 -` s1))" using s1 by (force intro: finite_vimageI [where h = "(*)2"] inj_onI) qed (auto simp add: joinpaths_def scaleR_conv_of_real mult_ac g1) moreover have "((λx. f ((g1 +++ g2) x) * vector_derivative (g1 +++ g2) (at x)) has_integral i2) {1/2..1}" proof (rule has_integral_spike_finite [OF _ _ i2]) show "finite (insert (1/2) ((λx. 2 * x - 1) -` s2))" using s2 by (force intro: finite_vimageI [where h = "λx. 2*x-1"] inj_onI) qed (auto simp add: joinpaths_def scaleR_conv_of_real mult_ac g2) ultimately show ?thesis by (simp add: has_contour_integral has_integral_combine [where c = "1/2"]) qed
lemma contour_integrable_joinD1: assumes "f contour_integrable_on (g1 +++ g2)" "valid_path g1" shows "f contour_integrable_on g1" proof - obtain s1 where s1: "finite s1" "∀x∈{0..1} - s1. g1 differentiable at x" using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq) have "(λx. f ((g1 +++ g2) (x/2)) * vector_derivative (g1 +++ g2) (at (x/2))) integrable_on {0..1}" using assms integrable_affinity [of _ 0 "1/2" "1/2" 0] integrable_on_subcbox [where a=0 and b="1/2"] by (fastforce simp: contour_integrable_on) then have *: "(λx. (f ((g1 +++ g2) (x/2))/2) * vector_derivative (g1 +++ g2) (at (x/2))) integrable_on {0..1}" by (auto dest: integrable_cmul [where c="1/2"] simp: scaleR_conv_of_real) have g1: "vector_derivative (λx. if x*2 ≤ 1 then g1 (2*x) else g2 (2*x - 1)) (at (z/2)) =
2 *🪙R vector_derivative g1 (at z)" if "0 < z" "z < 1" "z ∉ s1" for z proof (rule vector_derivative_at [OF has_vector_derivative_transform_within]) show "0 < ∣(z - 1)/2∣" using that by auto have 🍋: "((λx. x * 2) has_vector_derivative 2) (at (z/2))" using s1 by (auto simp: has_vector_derivative_def has_derivative_def bounded_linear_mult_left) have "(g1 has_vector_derivative vector_derivative g1 (at z)) (at z)" using s1 that by (auto simp: vector_derivative_works) then show "((λx. g1 (2 * x)) has_vector_derivative 2 *🪙R vector_derivative g1 (at z)) (at (z/2))" using vector_diff_chain_at [OF 🍋] by (auto simp: field_simps o_def) qed (use that in ‹simp_all add: field_simps dist_real_def abs_if split: if_split_asm›) have fin01: "finite ({0, 1} ∪ s1)" by (simp add: s1) show ?thesis unfolding contour_integrable_on by (intro integrable_spike_finite [OF fin01 _ *]) (auto simp: joinpaths_def scaleR_conv_of_real g1) qed
lemma contour_integrable_joinD2: assumes "f contour_integrable_on (g1 +++ g2)" "valid_path g2" shows "f contour_integrable_on g2" proof - obtain s2 where s2: "finite s2" "∀x∈{0..1} - s2. g2 differentiable at x" using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq) have "(λx. f ((g1 +++ g2) (x/2 + 1/2)) * vector_derivative (g1 +++ g2) (at (x/2 + 1/2))) integrable_on {0..1}" using assms integrable_affinity [of _ "1/2::real" 1 "1/2" "1/2"] integrable_on_subcbox [where a="1/2" and b=1] by (fastforce simp: contour_integrable_on image_affinity_atLeastAtMost_diff) then have *: "(λx. (f ((g1 +++ g2) (x/2 + 1/2))/2) * vector_derivative (g1 +++ g2) (at (x/2 + 1/2)))
integrable_on {0..1}" by (auto dest: integrable_cmul [where c="1/2"] simp: scaleR_conv_of_real) have g2: "vector_derivative (λx. if x*2 ≤ 1 then g1 (2*x) else g2 (2*x - 1)) (at (z/2+1/2)) =
2 *🪙R vector_derivative g2 (at z)" if "0 < z" "z < 1" "z ∉ s2" for z proof (rule vector_derivative_at [OF has_vector_derivative_transform_within]) show "0 < ∣z/2∣" using that by auto have 🍋: "((λx. x * 2 - 1) has_vector_derivative 2) (at ((1 + z)/2))" using s2 by (auto simp: has_vector_derivative_def has_derivative_def bounded_linear_mult_left) have "(g2 has_vector_derivative vector_derivative g2 (at z)) (at z)" using s2 that by (auto simp: vector_derivative_works) then show "((λx. g2 (2*x - 1)) has_vector_derivative 2 *🪙R vector_derivative g2 (at z)) (at (z/2 + 1/2))" using vector_diff_chain_at [OF 🍋] by (auto simp: field_simps o_def) qed (use that in ‹simp_all add: field_simps dist_real_def abs_if split: if_split_asm›) have fin01: "finite ({0, 1} ∪ s2)" by (simp add: s2) show ?thesis unfolding contour_integrable_on by (intro integrable_spike_finite [OF fin01 _ *]) (auto simp: joinpaths_def scaleR_conv_of_real g2) qed
lemma contour_integrable_join [simp]: "[valid_path g1; valid_path g2] ==> f contour_integrable_on (g1 +++ g2) ⟷ f contour_integrable_on g1 ∧ f contour_integrable_on g2" using contour_integrable_joinD1 contour_integrable_joinD2 contour_integrable_joinI by blast
lemma contour_integral_join [simp]: "[f contour_integrable_on g1; f contour_integrable_on g2; valid_path g1; valid_path g2] ==> contour_integral (g1 +++ g2) f = contour_integral g1 f + contour_integral g2 f" by (simp add: has_contour_integral_integral has_contour_integral_join contour_integral_unique)
subsection🍋‹tag unimportant›‹Shifting the starting point of a (closed) path›
lemma has_contour_integral_shiftpath: assumes f: "(f has_contour_integral i) g" "valid_path g" and a: "a ∈ {0..1}" shows "(f has_contour_integral i) (shiftpath a g)" proof - obtain S where S: "finite S" and g: "∀x∈{0..1} - S. g differentiable at x" using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq) have *: "((λx. f (g x) * vector_derivative g (at x)) has_integral i) {0..1}" using assms by (auto simp: has_contour_integral) then have i: "i = integral {a..1} (λx. f (g x) * vector_derivative g (at x)) +
integral {0..a} (λx. f (g x) * vector_derivative g (at x))" by (smt (verit, ccfv_threshold) Henstock_Kurzweil_Integration.integral_combine a add.commute atLeastAtMost_iff has_integral_iff) have vd1: "vector_derivative (shiftpath a g) (at x) = vector_derivative g (at (x + a))" if "0 ≤ x" "x + a < 1" "x ∉ (λx. x - a) ` S" for x unfolding shiftpath_def proof (rule vector_derivative_at [OF has_vector_derivative_transform_within]) have "((λx. g (x + a)) has_vector_derivative vector_derivative g (at (a + x))) (at x)" proof (rule vector_diff_chain_at [of _ 1, simplified o_def scaleR_one]) show "((λx. x + a) has_vector_derivative 1) (at x)" by (rule derivative_eq_intros | simp)+ have "g differentiable at (x + a)" using g a that by force then show "(g has_vector_derivative vector_derivative g (at (a + x))) (at (x + a))" by (metis add.commute vector_derivative_works) qed then show "((λx. g (a + x)) has_vector_derivative vector_derivative g (at (x + a))) (at x)" by (auto simp: field_simps) show "0 < dist (1 - a) x" using that by auto qed (use that in ‹auto simp: dist_real_def›)
have vd2: "vector_derivative (shiftpath a g) (at x) = vector_derivative g (at (x + a - 1))" if "x ≤ 1" "1 < x + a" "x ∉ (λx. x - a + 1) ` S" for x unfolding shiftpath_def proof (rule vector_derivative_at [OF has_vector_derivative_transform_within]) have "((λx. g (x + a - 1)) has_vector_derivative vector_derivative g (at (a+x-1))) (at x)" proof (rule vector_diff_chain_at [of _ 1, simplified o_def scaleR_one]) show "((λx. x + a - 1) has_vector_derivative 1) (at x)" by (rule derivative_eq_intros | simp)+ have "g differentiable at (x+a-1)" using g a that by force then show "(g has_vector_derivative vector_derivative g (at (a+x-1))) (at (x + a - 1))" by (metis add.commute vector_derivative_works) qed then show "((λx. g (a + x - 1)) has_vector_derivative vector_derivative g (at (x + a - 1))) (at x)" by (auto simp: field_simps) show "0 < dist (1 - a) x" using that by auto qed (use that in ‹auto simp: dist_real_def›)
have va1: "(λx. f (g x) * vector_derivative g (at x)) integrable_on ({a..1})" using * a by (fastforce intro: integrable_subinterval_real) have v0a: "(λx. f (g x) * vector_derivative g (at x)) integrable_on ({0..a})" using * a by (force intro: integrable_subinterval_real) have "finite ({1 - a} ∪ (λx. x - a) ` S)" using S by blast then have "((λx. f (shiftpath a g x) * vector_derivative (shiftpath a g) (at x))
has_integral integral {a..1} (λx. f (g x) * vector_derivative g (at x))) {0..1 - a}" apply (rule has_integral_spike_finite [where f = "λx. f(g(a+x)) * vector_derivative g (at(a+x))"]) subgoal using a by (simp add: vd1) (force simp: shiftpath_def add.commute) subgoal using has_integral_affinity [where m=1 and c=a] integrable_integral [OF va1] by (force simp add: add.commute) done moreover have "finite ({1 - a} ∪ (λx. x - a + 1) ` S)" using S by blast then have "((λx. f (shiftpath a g x) * vector_derivative (shiftpath a g) (at x))
has_integral integral {0..a} (λx. f (g x) * vector_derivative g (at x))) {1 - a..1}" apply (rule has_integral_spike_finite [where f = "λx. f(g(a+x-1)) * vector_derivative g (at(a+x-1))"]) subgoal using a by (simp add: vd2) (force simp: shiftpath_def add.commute) subgoal using has_integral_affinity [where m=1 and c="a-1", simplified, OF integrable_integral [OF v0a]] by (force simp add: algebra_simps) done ultimately show ?thesis using a by (auto simp: i has_contour_integral intro: has_integral_combine [where c = "1-a"]) qed
lemma has_contour_integral_shiftpath_D: assumes "(f has_contour_integral i) (shiftpath a g)" "valid_path g" "pathfinish g = pathstart g" "a ∈ {0..1}" shows "(f has_contour_integral i) g" proof - obtain S where S: "finite S" and g: "∀x∈{0..1} - S. g differentiable at x" using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq) { fix x assume x: "0 < x" "x < 1" "x ∉ S" then have gx: "g differentiable at x" using g by auto have 🍋: "shiftpath (1 - a) (shiftpath a g) differentiable at x" using assms x by (intro differentiable_transform_within [OF gx, of "min x (1-x)"]) (auto simp: dist_real_def shiftpath_shiftpath abs_if split: if_split_asm) have "vector_derivative g (at x within {0..1}) =
vector_derivative (shiftpath (1 - a) (shiftpath a g)) (at x within {0..1})" apply (rule vector_derivative_at_within_ivl [OF has_vector_derivative_transform_within_open [where f = "(shiftpath (1 - a) (shiftpath a g))" and S = "{0<..<1}-S"]]) using S assms x 🍋 apply (auto simp: finite_imp_closed open_Diff shiftpath_shiftpath at_within_interior [of _ "{0..1}"] vector_derivative_works [symmetric]) done } note vd = this have fi: "(f has_contour_integral i) (shiftpath (1 - a) (shiftpath a g))" using assms by (auto intro!: has_contour_integral_shiftpath) show ?thesis unfolding has_contour_integral_def proof (rule has_integral_spike_finite [of "{0,1} ∪ S", OF _ _ fi [unfolded has_contour_integral_def]]) show "finite ({0, 1} ∪ S)" by (simp add: S) qed (use S assms vd in ‹auto simp: shiftpath_shiftpath›) qed
lemma has_contour_integral_shiftpath_eq: assumes "valid_path g" "pathfinish g = pathstart g" "a ∈ {0..1}" shows "(f has_contour_integral i) (shiftpath a g) ⟷ (f has_contour_integral i) g" using assms has_contour_integral_shiftpath has_contour_integral_shiftpath_D by blast
lemma contour_integrable_on_shiftpath_eq: assumes "valid_path g" "pathfinish g = pathstart g" "a ∈ {0..1}" shows "f contour_integrable_on (shiftpath a g) ⟷ f contour_integrable_on g" using assms contour_integrable_on_def has_contour_integral_shiftpath_eq by auto
lemma contour_integral_shiftpath: assumes "valid_path g" "pathfinish g = pathstart g" "a ∈ {0..1}" shows "contour_integral (shiftpath a g) f = contour_integral g f" using assms by (simp add: contour_integral_def contour_integrable_on_def has_contour_integral_shiftpath_eq)
subsection🍋‹tag unimportant›‹More about straight-line paths›
lemma has_contour_integral_linepath: shows "(f has_contour_integral i) (linepath a b) ⟷
((λx. f(linepath a b x) * (b - a)) has_integral i) {0..1}" by (simp add: has_contour_integral)
lemma has_contour_integral_trivial [iff]: "(f has_contour_integral 0) (linepath a a)" by (simp add: has_contour_integral_linepath)
lemma has_contour_integral_trivial_iff [simp]: "(f has_contour_integral i) (linepath a a) ⟷ i=0" using has_contour_integral_unique by blast
lemma contour_integral_trivial [simp]: "contour_integral (linepath a a) f = 0" using has_contour_integral_trivial contour_integral_unique by blast
subsection‹Relation to subpath construction›
lemma has_contour_integral_subpath_refl [iff]: "(f has_contour_integral 0) (subpath u u g)" by (simp add: has_contour_integral subpath_def)
lemma contour_integrable_subpath_refl [iff]: "f contour_integrable_on (subpath u u g)" using has_contour_integral_subpath_refl contour_integrable_on_def by blast
lemma contour_integral_subpath_refl [simp]: "contour_integral (subpath u u g) f = 0" by (simp add: contour_integral_unique)
lemma has_contour_integral_subpath: assumes f: "f contour_integrable_on g" and g: "valid_path g" and uv: "u ∈ {0..1}" "v ∈ {0..1}" "u ≤ v" shows "(f has_contour_integral integral {u..v} (λx. f(g x) * vector_derivative g (at x)))
(subpath u v g)" proof (cases "v=u") case True then show ?thesis using f by (simp add: contour_integrable_on_def subpath_def has_contour_integral) next case False obtain S where S: "∧x. x ∈ {0..1} - S ==> g differentiable at x" and fs: "finite S" using g unfolding piecewise_C1_differentiable_on_def C1_differentiable_on_eq valid_path_def by blast have 🍋: "(λt. f (g t) * vector_derivative g (at t)) integrable_on {u..v}" using contour_integrable_on f integrable_on_subinterval uv by fastforce then have *: "((λx. f (g ((v - u) * x + u)) * vector_derivative g (at ((v - u) * x + u)))
has_integral (1 / (v - u)) * integral {u..v} (λt. f (g t) * vector_derivative g (at t)))
{0..1}" using uv False unfolding has_integral_integral apply simp apply (drule has_integral_affinity [where m="v-u" and c=u, simplified]) apply (simp_all add: image_affinity_atLeastAtMost_div_diff scaleR_conv_of_real) apply (simp add: divide_simps) done
have vd: "vector_derivative (λx. g ((v-u) * x + u)) (at x) = (v-u) *🪙R vector_derivative g (at ((v-u) * x + u))" if "x ∈ {0..1}" "x ∉ (λt. (v-u) *🪙R t + u) -` S" for x proof (rule vector_derivative_at [OF vector_diff_chain_at [simplified o_def]]) show "((λx. (v - u) * x + u) has_vector_derivative v - u) (at x)" by (intro derivative_eq_intros | simp)+ qed (use S uv mult_left_le [of x "v-u"] that in ‹auto simp: vector_derivative_works›)
have fin: "finite ((λt. (v - u) *🪙R t + u) -` S)" using fs by (auto simp: inj_on_def False finite_vimageI) show ?thesis unfolding subpath_def has_contour_integral apply (rule has_integral_spike_finite [OF fin]) using has_integral_cmul [OF *, where c = "v-u"] fs assms by (auto simp: False vd scaleR_conv_of_real) qed
lemma has_integral_contour_integral_subpath: assumes "f contour_integrable_on g" "valid_path g" "u ∈ {0..1}" "v ∈ {0..1}" "u ≤ v" shows "((λx. f(g x) * vector_derivative g (at x))
has_integral contour_integral (subpath u v g) f) {u..v}" (is "(?fg has_integral _)_") proof - have "(?fg has_integral integral {u..v} ?fg) {u..v}" using assms contour_integrable_on integrable_on_subinterval by fastforce then show ?thesis by (metis (full_types) assms contour_integral_unique has_contour_integral_subpath) qed
lemma contour_integral_subcontour_integral: assumes "f contour_integrable_on g" "valid_path g" "u ∈ {0..1}" "v ∈ {0..1}" "u ≤ v" shows "contour_integral (subpath u v g) f =
integral {u..v} (λx. f(g x) * vector_derivative g (at x))" using assms has_contour_integral_subpath contour_integral_unique by blast
lemma contour_integral_subpath_combine_less: assumes "f contour_integrable_on g" "valid_path g" "u ∈ {0..1}" "v ∈ {0..1}" "w ∈ {0..1}" "u<v" "v<w" shows "contour_integral (subpath u v g) f + contour_integral (subpath v w g) f =
contour_integral (subpath u w g) f" by (smt (verit) Henstock_Kurzweil_Integration.integral_combine assms has_integral_contour_integral_subpath has_integral_iff)
lemma contour_integral_subpath_combine: assumes "f contour_integrable_on g" "valid_path g" "u ∈ {0..1}" "v ∈ {0..1}" "w ∈ {0..1}" shows "contour_integral (subpath u v g) f + contour_integral (subpath v w g) f =
contour_integral (subpath u w g) f" proof (cases "u≠v ∧ v≠w ∧ u≠w") case True have *: "subpath v u g = reversepath(subpath u v g) ∧
subpath w u g = reversepath(subpath u w g) ∧
subpath w v g = reversepath(subpath v w g)" by (auto simp: reversepath_subpath) have "u < v ∧ v < w ∨
u < w ∧ w < v ∨
v < u ∧ u < w ∨
v < w ∧ w < u ∨
w < u ∧ u < v ∨
w < v ∧ v < u" using True assms by linarith with assms show ?thesis using contour_integral_subpath_combine_less [of f g u v w] contour_integral_subpath_combine_less [of f g u w v] contour_integral_subpath_combine_less [of f g v u w] contour_integral_subpath_combine_less [of f g v w u] contour_integral_subpath_combine_less [of f g w u v] contour_integral_subpath_combine_less [of f g w v u] by (elim disjE) (auto simp: * contour_integral_reversepath contour_integrable_subpath valid_path_subpath algebra_simps) next case False with assms show ?thesis by (metis add.right_neutral contour_integral_reversepath contour_integral_subpath_refl diff_0 eq_diff_eq add_0 reversepath_subpath valid_path_subpath) qed
lemma contour_integral_integral: "contour_integral g f = integral {0..1} (λx. f (g x) * vector_derivative g (at x))" by (simp add: contour_integral_def integral_def has_contour_integral contour_integrable_on)
lemma contour_integral_cong: assumes "g = g'" "∧x. x ∈ path_image g ==> f x = f' x" shows "contour_integral g f = contour_integral g' f'" unfolding contour_integral_integral using assms by (intro integral_cong) (auto simp: path_image_def)
lemma contour_integral_spike_finite_simple_path: assumes "finite A" "simple_path g" "g = g'" "∧x. x ∈ path_image g - A ==> f x = f' x" shows "contour_integral g f = contour_integral g' f'" unfolding contour_integral_integral proof (rule integral_spike) have "finite (g -` A ∩ {0<..<1})" using ‹simple_path g›‹finite A› by (intro finite_vimage_IntI simple_path_inj_on) auto hence "finite ({0, 1} ∪ g -` A ∩ {0<..<1})" by auto thus "negligible ({0, 1} ∪ g -` A ∩ {0<..<1})" by (rule negligible_finite) next fix x assume "x ∈ {0..1} - ({0, 1} ∪ g -` A ∩ {0<..<1})" hence "g x ∈ path_image g - A" by (auto simp: path_image_def) with assms show "f' (g' x) * vector_derivative g' (at x) = f (g x) * vector_derivative g (at x)" by simp qed
text ‹Contour integral along a segment on the real axis›
lemma has_contour_integral_linepath_Reals_iff: fixes a b :: complex and f :: "complex ==> complex" assumes "a ∈ Reals" "b ∈ Reals" "Re a < Re b" shows "(f has_contour_integral I) (linepath a b) ⟷
((λx. f (of_real x)) has_integral I) {Re a..Re b}" proof - have [simp]: "of_real (Re a) = a" "of_real (Re b) = b" and "a ≠ b" using assms by (simp_all add: complex_eq_iff) have "((λx. f (of_real x)) has_integral I) (cbox (Re a) (Re b)) ⟷
((λx. f (a + b * of_real x - a * of_real x)) has_integral I /🪙R (Re b - Re a)) {0..1}" by (subst has_integral_affinity_iff [of "Re b - Re a" _ "Re a", symmetric]) (insert assms, simp_all add: field_simps scaleR_conv_of_real) also have "(λx. f (a + b * of_real x - a * of_real x)) =
(λx. (f (a + b * of_real x - a * of_real x) * (b - a)) /🪙R (Re b - Re a))" using ‹a ≠ b› by (auto simp: field_simps fun_eq_iff scaleR_conv_of_real) also have "(… has_integral I /🪙R (Re b - Re a)) {0..1} ⟷
((λx. f (linepath a b x) * (b - a)) has_integral I) {0..1}" using assms by (subst has_integral_cmul_iff) (auto simp: linepath_def scaleR_conv_of_real algebra_simps) also have "…⟷ (f has_contour_integral I) (linepath a b)" unfolding has_contour_integral_def using has_contour_integral_def has_contour_integral_linepath by presburger finally show ?thesis by simp qed
lemma contour_integrable_linepath_Reals_iff: fixes a b :: complex and f :: "complex ==> complex" assumes "a ∈ Reals" "b ∈ Reals" "Re a < Re b" shows "(f contour_integrable_on linepath a b) ⟷
(λx. f (of_real x)) integrable_on {Re a..Re b}" using has_contour_integral_linepath_Reals_iff[OF assms, of f] by (auto simp: contour_integrable_on_def integrable_on_def)
lemma contour_integral_linepath_Reals_eq: fixes a b :: complex and f :: "complex ==> complex" assumes "a ∈ Reals" "b ∈ Reals" "Re a < Re b" shows "contour_integral (linepath a b) f = integral {Re a..Re b} (λx. f (of_real x))" proof (cases "f contour_integrable_on linepath a b") case True thus ?thesis by (metis assms has_contour_integral_integral has_contour_integral_linepath_Reals_iff integral_unique) next case False thus ?thesis by (simp add: assms contour_integrable_linepath_Reals_iff not_integrable_contour_integral not_integrable_integral) qed
subsection ‹Cauchy's theorem where there's a primitive›
lemma contour_integral_primitive_lemma: fixes f :: "complex ==> complex" and g :: "real ==> complex" assumes "a ≤ b" and "∧x. x ∈ S ==> (f has_field_derivative f' x) (at x within S)" and "g piecewise_differentiable_on {a..b}" "∧x. x ∈ {a..b} ==> g x ∈ S" shows "((λx. f'(g x) * vector_derivative g (at x within {a..b}))
has_integral (f(g b) - f(g a))) {a..b}" proof - obtain K where "finite K" and K: "∀x∈{a..b} - K. g differentiable (at x within {a..b})" and cg: "continuous_on {a..b} g" using assms by (auto simp: piecewise_differentiable_on_def) have "continuous_on (g ` {a..b}) f" using assms by (metis DERIV_continuous_on continuous_on_subset image_subsetI) then have cfg: "continuous_on {a..b} (λx. f (g x))" by (rule continuous_on_compose [OF cg, unfolded o_def]) { fix x::real assume a: "a < x" and b: "x < b" and xk: "x ∉ K" then have "g differentiable at x within {a..b}" using K by (simp add: differentiable_at_withinI) then have "(g has_vector_derivative vector_derivative g (at x within {a..b})) (at x within {a..b})" by (simp add: vector_derivative_works has_field_derivative_def scaleR_conv_of_real) then have gdiff: "(g has_derivative (λu. u * vector_derivative g (at x within {a..b}))) (at x within {a..b})" by (simp add: has_vector_derivative_def scaleR_conv_of_real) have "(f has_field_derivative (f' (g x))) (at (g x) within g ` {a..b})" using assms by (metis a atLeastAtMost_iff b DERIV_subset image_subset_iff less_eq_real_def) then have fdiff: "(f has_derivative (*) (f' (g x))) (at (g x) within g ` {a..b})" by (simp add: has_field_derivative_def) have"((λx. f (g x)) has_vector_derivative f' (g x) * vector_derivative g (at x within {a..b})) (at x within {a..b})" using diff_chain_within [OF gdiff fdiff] by (simp add: has_vector_derivative_def scaleR_conv_of_real o_def mult_ac)
} thenshow ?thesis using assms cfg by (force simp: at_within_Icc_at intro: fundamental_theorem_of_calculus_interior_strong [OF ‹finite K›]) qed
lemma contour_integral_primitive: assumes"∧x. x ∈ S ==> (f has_field_derivative f' x) (at x within S)" and"valid_path g""path_image g ⊆ S" shows"(f' has_contour_integral (f(pathfinish g) - f(pathstart g))) g" using assms apply (simp add: valid_path_def path_image_def pathfinish_def pathstart_def has_contour_integral_def) apply (auto intro!: piecewise_C1_imp_differentiable contour_integral_primitive_lemma [of 0 1 S]) done
corollary Cauchy_theorem_primitive: assumes"∧x. x ∈ S ==> (f has_field_derivative f' x) (at x within S)" and"valid_path g""path_image g ⊆ S""pathfinish g = pathstart g" shows"(f' has_contour_integral 0) g" using assms by (metis diff_self contour_integral_primitive)
lemma contour_integrable_continuous_linepath: assumes"continuous_on (closed_segment a b) f" shows"f contour_integrable_on (linepath a b)" proof - have"continuous_on (closed_segment a b) (λx. f x * (b - a))" by (rule continuous_intros | simp add: assms)+ thenhave"continuous_on {0..1} (λx. f (linepath a b x) * (b - a))" by (metis (no_types, lifting) continuous_on_compose continuous_on_cong continuous_on_linepath linepath_image_01 o_apply) thenhave"(λx. f (linepath a b x) * vector_derivative (linepath a b) (at x within {0..1})) integrable_on {0..1}" by (metis (no_types, lifting) continuous_on_cong integrable_continuous_real vector_derivative_linepath_within) thenshow ?thesis by (simp add: contour_integrable_on_def has_contour_integral_def integrable_on_def [symmetric]) qed
lemma has_contour_integral_neg: "(f has_contour_integral i) g ==> ((λx. -(f x)) has_contour_integral (-i)) g" by (simp add: has_integral_neg has_contour_integral_def)
lemma has_contour_integral_add: "[(f1 has_contour_integral i1) g; (f2 has_contour_integral i2) g] ==> ((λx. f1 x + f2 x) has_contour_integral (i1 + i2)) g" by (simp add: has_integral_add has_contour_integral_def algebra_simps)
lemma has_contour_integral_diff: "[(f1 has_contour_integral i1) g; (f2 has_contour_integral i2) g] ==> ((λx. f1 x - f2 x) has_contour_integral (i1 - i2)) g" by (simp add: has_integral_diff has_contour_integral_def algebra_simps)
lemma has_contour_integral_lmul: "(f has_contour_integral i) g ==> ((λx. c * (f x)) has_contour_integral (c*i)) g" by (simp add: has_contour_integral_def algebra_simps has_integral_mult_right)
lemma has_contour_integral_rmul: "(f has_contour_integral i) g ==> ((λx. (f x) * c) has_contour_integral (i*c)) g" by (simp add: mult.commute has_contour_integral_lmul)
lemma has_contour_integral_div: "(f has_contour_integral i) g ==> ((λx. f x/c) has_contour_integral (i/c)) g" by (simp add: field_class.field_divide_inverse) (metis has_contour_integral_rmul)
lemma has_contour_integral_eq: "[(f has_contour_integral y) p; ∧x. x ∈ path_image p ==> f x = g x]==> (g has_contour_integral y) p" by (metis (mono_tags, lifting) has_contour_integral_def has_integral_eq image_eqI path_image_def)
lemma has_contour_integral_bound_linepath: assumes"(f has_contour_integral i) (linepath a b)" "0 ≤ B"and B: "∧x. x ∈ closed_segment a b ==> norm(f x) ≤ B" shows"norm i ≤ B * norm(b - a)" proof - have"norm i ≤ (B * norm (b - a)) * measure lborel (cbox 0 (1::real))" proof (rule has_integral_bound
[of _ "λx. f (linepath a b x) * vector_derivative (linepath a b) (at x within {0..1})"]) show"cmod (f (linepath a b x) * vector_derivative (linepath a b) (at x within {0..1})) ≤ B * cmod (b - a)" if"x ∈ cbox 0 1"for x::real using that box_real(2) norm_mult by (metis B linepath_in_path mult_right_mono norm_ge_zero vector_derivative_linepath_within) qed (use assms has_contour_integral_def in auto) thenshow ?thesis by (auto simp: content_real) qed
lemma has_contour_integral_const_linepath: "((λx. c) has_contour_integral c*(b - a))(linepath a b)" unfolding has_contour_integral_linepath by (metis content_real diff_0_right has_integral_const_real lambda_one of_real_1 scaleR_conv_of_real zero_le_one)
lemma has_contour_integral_is_0: "(∧z. z ∈ path_image g ==> f z = 0) ==> (f has_contour_integral 0) g" by (rule has_contour_integral_eq [OF has_contour_integral_0]) auto
lemma has_contour_integral_sum: "[finite s; ∧a. a ∈ s ==> (f a has_contour_integral i a) p] ==> ((λx. sum (λa. f a x) s) has_contour_integral sum i s) p" by (induction s rule: finite_induct) (auto simp: has_contour_integral_0 has_contour_integral_add)
subsection🍋‹tag unimportant›‹Operations on path integrals›
lemma contour_integral_const_linepath [simp]: "contour_integral (linepath a b) (λx. c) = c*(b - a)" by (rule contour_integral_unique [OF has_contour_integral_const_linepath])
lemma contour_integral_neg: "contour_integral g (λz. -f z) = -contour_integral g f" by (simp add: contour_integral_integral)
lemma contour_integral_add: "f1 contour_integrable_on g ==> f2 contour_integrable_on g ==> contour_integral g (λx. f1 x + f2 x) = contour_integral g f1 + contour_integral g f2" by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_add)
lemma contour_integral_diff: "f1 contour_integrable_on g ==> f2 contour_integrable_on g ==> contour_integral g (λx. f1 x - f2 x) = contour_integral g f1 - contour_integral g f2" by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_diff)
lemma contour_integral_lmul: shows"f contour_integrable_on g ==> contour_integral g (λx. c * f x) = c*contour_integral g f" by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_lmul)
lemma contour_integral_rmul: shows"f contour_integrable_on g ==> contour_integral g (λx. f x * c) = contour_integral g f * c" by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_rmul)
lemma contour_integral_div: shows"f contour_integrable_on g ==> contour_integral g (λx. f x / c) = contour_integral g f / c" by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_div)
lemma contour_integral_eq: "(∧x. x ∈ path_image p ==> f x = g x) ==> contour_integral p f = contour_integral p g" using contour_integral_cong contour_integral_def by fastforce
lemma contour_integral_eq_0: "(∧z. z ∈ path_image g ==> f z = 0) ==> contour_integral g f = 0" by (simp add: has_contour_integral_is_0 contour_integral_unique)
lemma contour_integral_bound_linepath: shows "[f contour_integrable_on (linepath a b); 0 ≤ B; ∧x. x ∈ closed_segment a b ==> norm(f x) ≤ B] ==> norm(contour_integral (linepath a b) f) ≤ B*norm(b - a)" by (meson has_contour_integral_bound_linepath has_contour_integral_integral)
lemma contour_integral_0 [simp]: "contour_integral g (λx. 0) = 0" by (simp add: contour_integral_unique has_contour_integral_0)
lemma contour_integral_sum: "[finite s; ∧a. a ∈ s ==> (f a) contour_integrable_on p] ==> contour_integral p (λx. sum (λa. f a x) s) = sum (λa. contour_integral p (f a)) s" by (auto simp: contour_integral_unique has_contour_integral_sum has_contour_integral_integral)
lemma contour_integrable_eq: "[f contour_integrable_on p; ∧x. x ∈ path_image p ==> f x = g x]==> g contour_integrable_on p" unfolding contour_integrable_on_def by (metis has_contour_integral_eq)
subsection🍋‹tag unimportant›‹Arithmetic theorems for path integrability›
lemma contour_integrable_neg: "f contour_integrable_on g ==> (λx. -(f x)) contour_integrable_on g" using has_contour_integral_neg contour_integrable_on_def by blast
lemma contour_integrable_add: "[f1 contour_integrable_on g; f2 contour_integrable_on g]==> (λx. f1 x + f2 x) contour_integrable_on g" using has_contour_integral_add contour_integrable_on_def by fastforce
lemma contour_integrable_diff: "[f1 contour_integrable_on g; f2 contour_integrable_on g]==> (λx. f1 x - f2 x) contour_integrable_on g" using has_contour_integral_diff contour_integrable_on_def by fastforce
lemma contour_integrable_lmul: "f contour_integrable_on g ==> (λx. c * f x) contour_integrable_on g" using has_contour_integral_lmul contour_integrable_on_def by fastforce
lemma contour_integrable_rmul: "f contour_integrable_on g ==> (λx. f x * c) contour_integrable_on g" using has_contour_integral_rmul contour_integrable_on_def by fastforce
lemma contour_integrable_div: "f contour_integrable_on g ==> (λx. f x / c) contour_integrable_on g" using has_contour_integral_div contour_integrable_on_def by fastforce
lemma contour_integrable_sum: "[finite s; ∧a. a ∈ s ==> (f a) contour_integrable_on p] ==> (λx. sum (λa. f a x) s) contour_integrable_on p" unfolding contour_integrable_on_def by (metis has_contour_integral_sum)
lemma contour_integrable_neg_iff: "(λx. -f x) contour_integrable_on g ⟷ f contour_integrable_on g" using contour_integrable_neg[of f g] contour_integrable_neg[of "λx. -f x" g] by auto
lemma contour_integrable_lmul_iff: "c ≠ 0 ==> (λx. c * f x) contour_integrable_on g ⟷ f contour_integrable_on g" using contour_integrable_lmul[of f g c] contour_integrable_lmul[of "λx. c * f x" g "inverse c"] by (auto simp: field_simps)
lemma contour_integrable_rmul_iff: "c ≠ 0 ==> (λx. f x * c) contour_integrable_on g ⟷ f contour_integrable_on g" using contour_integrable_rmul[of f g c] contour_integrable_rmul[of "λx. c * f x" g "inverse c"] by (auto simp: field_simps)
lemma contour_integrable_div_iff: "c ≠ 0 ==> (λx. f x / c) contour_integrable_on g ⟷ f contour_integrable_on g" using contour_integrable_rmul_iff[of "inverse c"] by (simp add: field_simps)
(* TODO: generalise to any path *) lemma uniform_limit_contour_integral_linepath: assumes u: "uniform_limit (path_image (linepath a b)) f g F" assumes c: "∧n. continuous_on (path_image (linepath a b)) (f n)" assumes [simp]: "F ≠ bot" obtains I J where "∧n. (f n has_contour_integral I n) (linepath a b)" "(g has_contour_integral J) (linepath a b)" "(I ---> J) F" proof (rule uniform_limit_integral) note [continuous_intros] = continuous_on_compose2[OF c]
show"uniform_limit {0..1} (λx t. f x (linepath a b t) * (b - a)) (λt. g (linepath a b t) * (b - a)) F" proof (rule uniform_limit_intros) show"uniform_limit {0..1} (λx t. f x (linepath a b t)) (λt. g (linepath a b t)) F" using u unfolding path_image_def by (rule uniform_limit_compose') auto qed
show"continuous_on {0..1} (λt. f n (linepath a b t) * (b - a))"for n by (intro continuous_intros; unfold path_image_def) auto
fix I J assume I: "∧n. ((λt. f n (linepath a b t) * (b - a)) has_integral I n) {0..1}" and J: "((λt. g (linepath a b t) * (b - a)) has_integral J) {0..1}" and lim: "(I ---> J) F" show ?thesis by (rule that[of I J]) (use I J lim in‹auto simp: has_contour_integral›) qed auto
(* TODO: generalise to any path *) lemma contour_integral_sums_linepath: assumes u: "uniform_limit (closed_segment a b) (λN w. ∑n assumes c: "∧n. continuous_on (closed_segment a b) (f n)" obtains J where "(g has_contour_integral J) (linepath a b)" "(λn. contour_integral (linepath a b) (f n)) sums J" proof (rule uniform_limit_contour_integral_linepath) show"uniform_limit (path_image (linepath a b)) (λN w. ∑n using u by simp next show"continuous_on (path_image (linepath a b)) (λw. ∑nfor N by (intro continuous_intros continuous_on_subset[OF c]) simp_all next fix I J assume 1: "∧N. ((λw. ∑n assume 2: "(g has_contour_integral J) (linepath a b)"and 3: "(I ---> J) sequentially" have 4: "I = (λN. (∑n proof fix N :: nat have"f n contour_integrable_on (linepath a b)"for n by (intro contour_integrable_continuous_linepath assms) hence"((λw. ∑n (∑n using c by (intro has_contour_integral_sum) (simp_all add: has_contour_integral_integral) with 1[of N] show"I N = (∑n using contour_integral_unique by metis qed have 5: "(λn. contour_integral (linepath a b) (f n)) sums J" using 1 2 3 4 unfolding sums_def by blast from that[OF 2 5] show ?thesis . qed auto
lemma contour_integral_linepath_same_Re: assumes"Re z = c""Re z' = c""Im z = a""Im z' = b""a < b" shows"contour_integral (linepath z z') f = i * integral {a..b} (λx. f (Complex c x))" proof - have zz': "z = Complex c a""z' = Complex c b" using assms by (auto simp: complex_eq_iff) have"contour_integral (linepath z z') f = (z' - z) * integral {0..1} (λx. f (linepath z z' x))" by (simp add: contour_integral_integral) alsohave"z' - z = i * of_real (b - a)" by (simp add: zz' Complex_eq algebra_simps) alsohave"integral {0..1} (λx. f (linepath z z' x)) = integral {0..1} (λx. f (Complex c (linepath a b x)))" by (simp add: linepath_def Complex_eq scaleR_conv_of_real algebra_simps zz') alsohave"… = integral {0..(b - a) / (b - a)} (λx. f (Complex c (a + (b - a) * x)))" using‹a 🚫›by (simp add: algebra_simps linepath_def) alsohave"{0..(b - a) / (b - a)} = (λx. x / (b - a)) ` {0..b - a}" using‹a 🚫›by simp alsohave"integral … (λx. f (Complex c (a + (b - a) * x))) = integral {a-a..b-a} (λx. f (Complex c (x + a))) / of_real (b - a)" using‹a 🚫›by (subst integral_stretch_real) (auto simp: scaleR_conv_of_real add_ac) alsohave"… = integral {a..b} (λx. f (Complex c x)) / of_real (b - a)" by (subst integral_shift_real_ivl) (rule refl) finallyshow ?thesis using‹a 🚫›by simp qed
subsection🍋‹tag unimportant›‹Reversing a path integral›
lemma has_contour_integral_reverse_linepath: "(f has_contour_integral i) (linepath a b) ==> (f has_contour_integral (-i)) (linepath b a)" using has_contour_integral_reversepath valid_path_linepath by fastforce
lemma contour_integral_reverse_linepath: "continuous_on (closed_segment a b) f ==> contour_integral (linepath a b) f = - (contour_integral(linepath b a) f)" using contour_integral_reversepath by fastforce
text‹Splitting a path integral in a flat way.*)›
lemma has_contour_integral_split: assumes f: "(f has_contour_integral i) (linepath a c)""(f has_contour_integral j) (linepath c b)" and k: "0 ≤ k""k ≤ 1" and c: "c - a = k *🪙R (b - a)" shows"(f has_contour_integral (i + j)) (linepath a b)" proof (cases "k = 0 ∨ k = 1") case True thenshow ?thesis using assms by auto next case False thenhave k: "0 < k""k < 1" using assms by auto have c': "c = k *🪙R (b - a) + a" by (metis diff_add_cancel c) have bc: "(b - c) = (1 - k) *🪙R (b - a)" by (simp add: algebra_simps c')
{ assume *: "((λx. f ((1 - x) *🪙R a + x *🪙R c) * (c - a)) has_integral i) {0..1}" have"∧x. (x / k) *🪙R a + ((k - x) / k) *🪙R a = a" using False by (simp add: field_split_simps flip: real_vector.scale_left_distrib) thenhave"∧x. ((k - x) / k) *🪙R a + (x / k) *🪙R c = (1 - x) *🪙R a + x *🪙R b" using False by (simp add: c' algebra_simps) thenhave"((λx. f ((1 - x) *🪙R a + x *🪙R b) * (b - a)) has_integral i) {0..k}" using k has_integral_affinity01 [OF *, of "inverse k""0"] by (force dest: has_integral_cmul [where c = "inverse k"]
simp add: divide_simps mult.commute [of _ "k"] image_affinity_atLeastAtMost c)
} note fi = this
{ assume *: "((λx. f ((1 - x) *🪙R c + x *🪙R b) * (b - c)) has_integral j) {0..1}" have **: "∧x. (((1 - x) / (1 - k)) *🪙R c + ((x - k) / (1 - k)) *🪙R b) = ((1 - x) *🪙R a + x *🪙R b)" using k apply (simp add: c' scaleR_conv_of_real divide_simps) apply (simp add: distrib_right distrib_left right_diff_distrib left_diff_distrib) done have"((λx. f ((1 - x) *🪙R a + x *🪙R b) * (b - a)) has_integral j) {k..1}" using k has_integral_affinity01 [OF *, of "inverse(1 - k)""-(k/(1 - k))"] apply (simp add: divide_simps mult.commute [of _ "1-k"] image_affinity_atLeastAtMost ** bc) apply (auto dest: has_integral_cmul [where k = "(1 - k) *🪙R j"and c = "inverse (1 - k)"]) done
} thenshow ?thesis using f k unfolding has_contour_integral_linepath by (simp add: linepath_def has_integral_combine [OF _ _ fi]) qed
lemma continuous_on_closed_segment_transform: assumes f: "continuous_on (closed_segment a b) f" and k: "0 ≤ k""k ≤ 1" and c: "c - a = k *🪙R (b - a)" shows"continuous_on (closed_segment a c) f" proof - have c': "c = (1 - k) *🪙R a + k *🪙R b" using c by (simp add: algebra_simps) have"closed_segment a c ⊆ closed_segment a b" by (metis c' ends_in_segment(1) in_segment(1) k subset_closed_segment) thenshow"continuous_on (closed_segment a c) f" by (rule continuous_on_subset [OF f]) qed
lemma contour_integral_split: assumes f: "continuous_on (closed_segment a b) f" and k: "0 ≤ k""k ≤ 1" and c: "c - a = k *🪙R (b - a)" shows"contour_integral(linepath a b) f = contour_integral(linepath a c) f + contour_integral(linepath c b) f" proof - have c': "c = (1 - k) *🪙R a + k *🪙R b" using c by (simp add: algebra_simps) have"closed_segment a c ⊆ closed_segment a b" by (metis c' ends_in_segment(1) in_segment(1) k subset_closed_segment) moreoverhave"closed_segment c b ⊆ closed_segment a b" by (metis c' ends_in_segment(2) in_segment(1) k subset_closed_segment) ultimately have"continuous_on (closed_segment a c) f""continuous_on (closed_segment c b) f" by (auto intro: continuous_on_subset [OF f]) thenhave"(f has_contour_integral contour_integral (linepath a c) f + contour_integral (linepath c b) f) (linepath a b)" by (meson c contour_integrable_continuous_linepath
has_contour_integral_integral has_contour_integral_split k) thenshow ?thesis by (metis contour_integral_unique) qed
lemma contour_integral_split_linepath: assumes f: "continuous_on (closed_segment a b) f" and c: "c ∈ closed_segment a b" shows"contour_integral(linepath a b) f = contour_integral(linepath a c) f + contour_integral(linepath c b) f" using c by (auto simp: closed_segment_def algebra_simps intro!: contour_integral_split [OF f])
subsection‹Reversing the order in a double path integral›
text‹The condition is stronger than needed but it's often true in typical situations›
lemma fst_im_cbox [simp]: "cbox c d ≠ {} ==> (fst ` cbox (a,c) (b,d)) = cbox a b" by (auto simp: cbox_Pair_eq)
lemma snd_im_cbox [simp]: "cbox a b ≠ {} ==> (snd ` cbox (a,c) (b,d)) = cbox c d" by (auto simp: cbox_Pair_eq)
proposition contour_integral_swap: assumes fcon: "continuous_on (path_image g × path_image h) (λ(y1,y2). f y1 y2)" and vp: "valid_path g""valid_path h" and gvcon: "continuous_on {0..1} (λt. vector_derivative g (at t))" and hvcon: "continuous_on {0..1} (λt. vector_derivative h (at t))" shows"contour_integral g (λw. contour_integral h (f w)) = contour_integral h (λz. contour_integral g (λw. f w z))" proof - have gcon: "continuous_on {0..1} g"and hcon: "continuous_on {0..1} h" using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def) have fgh1: "∧x. (λt. f (g x) (h t)) = (λ(y1,y2). f y1 y2) ∘ (λt. (g x, h t))" by (rule ext) simp have fgh2: "∧x. (λt. f (g t) (h x)) = (λ(y1,y2). f y1 y2) ∘ (λt. (g t, h x))" by (rule ext) simp have fcon_im1: "∧x. 0 ≤ x ==> x ≤ 1 ==> continuous_on ((λt. (g x, h t)) ` {0..1}) (λ(x, y). f x y)" by (rule continuous_on_subset [OF fcon]) (auto simp: path_image_def) have fcon_im2: "∧x. 0 ≤ x ==> x ≤ 1 ==> continuous_on ((λt. (g t, h x)) ` {0..1}) (λ(x, y). f x y)" by (rule continuous_on_subset [OF fcon]) (auto simp: path_image_def) have"continuous_on (cbox (0, 0) (1, 1::real)) ((λx. vector_derivative g (at x)) ∘ fst)" "continuous_on (cbox (0, 0) (1::real, 1)) ((λx. vector_derivative h (at x)) ∘ snd)" by (rule continuous_intros | simp add: gvcon hvcon)+ thenhave gvcon': "continuous_on (cbox (0, 0) (1, 1::real)) (λz. vector_derivative g (at (fst z)))" and hvcon': "continuous_on (cbox (0, 0) (1::real, 1)) (λx. vector_derivative h (at (snd x)))" by auto have"continuous_on ((λx. (g (fst x), h (snd x))) ` cbox (0,0) (1,1)) (λ(y1, y2). f y1 y2)" by (auto simp: path_image_def intro: continuous_on_subset [OF fcon]) thenhave"continuous_on (cbox (0, 0) (1, 1)) ((λ(y1, y2). f y1 y2) ∘ (λw. ((g ∘ fst) w, (h ∘ snd) w)))" by (intro gcon hcon continuous_intros | simp)+ thenhave fgh: "continuous_on (cbox (0, 0) (1, 1)) (λx. f (g (fst x)) (h (snd x)))" by auto have"integral {0..1} (λx. contour_integral h (f (g x)) * vector_derivative g (at x)) = integral {0..1} (λx. contour_integral h (λy. f (g x) y * vector_derivative g (at x)))" proof (rule integral_cong [OF contour_integral_rmul [symmetric]]) have"∧x. x ∈ {0..1} ==> continuous_on {0..1} (λxa. f (g x) (h xa))" by (subst fgh1) (rule fcon_im1 hcon continuous_intros | simp)+ thenshow"∧x. x ∈ {0..1} ==> f (g x) contour_integrable_on h" unfolding contour_integrable_on using continuous_on_mult hvcon integrable_continuous_real by blast qed alsohave"… = integral {0..1} (λy. contour_integral g (λx. f x (h y) * vector_derivative h (at y)))" unfolding contour_integral_integral apply (subst integral_swap_continuous [where 'a = real and 'b = real, of 0 0 1 1, simplified])
subgoal by (rule fgh gvcon' hvcon' continuous_intros | simp add: split_def)+ by (simp add: mult.commute mult.left_commute) alsohave"… = contour_integral h (λz. contour_integral g (λw. f w z))" unfolding contour_integral_integral integral_mult_left [symmetric] by (simp add: algebra_simps) finallyshow ?thesis by (simp add: contour_integral_integral) qed
lemma valid_path_negatepath: "valid_path γ ==> valid_path (uminus ∘ γ)" unfolding o_def using piecewise_C1_differentiable_neg valid_path_def by blast
lemma has_contour_integral_negatepath: assumes γ: "valid_path γ"and cint: "((λz. f (- z)) has_contour_integral - i) γ" shows"(f has_contour_integral i) (uminus ∘ γ)" proof - obtain S where cont: "continuous_on {0..1} γ"and"finite S"and diff: "γ C1_differentiable_on {0..1} - S" using γ by (auto simp: valid_path_def piecewise_C1_differentiable_on_def) have"((λx. - (f (- γ x) * vector_derivative γ (at x within {0..1}))) has_integral i) {0..1}" using cint by (auto simp: has_contour_integral_def dest: has_integral_neg) then have"((λx. f (- γ x) * vector_derivative (uminus ∘ γ) (at x within {0..1})) has_integral i) {0..1}" proof (rule rev_iffD1 [OF _ has_integral_spike_eq]) show"negligible S" by (simp add: ‹finite S› negligible_finite) show"f (- γ x) * vector_derivative (uminus ∘ γ) (at x within {0..1}) = - (f (- γ x) * vector_derivative γ (at x within {0..1}))" if"x ∈ {0..1} - S"for x proof - have"vector_derivative (uminus ∘ γ) (at x within cbox 0 1) = - vector_derivative γ (at x within cbox 0 1)" proof (rule vector_derivative_within_cbox) show"(uminus ∘ γ has_vector_derivative - vector_derivative γ (at x within cbox 0 1)) (at x within cbox 0 1)" using that unfolding o_def by (metis C1_differentiable_on_eq UNIV_I diff differentiable_subset has_vector_derivative_minus subsetI that vector_derivative_works) qed (use that in auto) thenshow ?thesis by simp qed qed thenshow ?thesis by (simp add: has_contour_integral_def) qed
lemma C1_differentiable_polynomial_function: fixes p :: "real ==> 'a::euclidean_space" shows"polynomial_function p ==> p C1_differentiable_on S" by (metis continuous_on_polymonial_function C1_differentiable_on_def has_vector_derivative_polynomial_function)
lemma valid_path_polynomial_function: fixes p :: "real ==> 'a::euclidean_space" shows"polynomial_function p ==> valid_path p" by (force simp: valid_path_def piecewise_C1_differentiable_on_def continuous_on_polymonial_function C1_differentiable_polynomial_function)
lemma valid_path_subpath_trivial [simp]: fixes g :: "real ==> 'a::euclidean_space" shows"z ≠ g x ==> valid_path (subpath x x g)" by (simp add: subpath_def valid_path_polynomial_function)
subsection‹Partial circle path›
definition🍋‹tag important› part_circlepath :: "[complex, real, real, real, real] ==> complex" where"part_circlepath z r s t ≡ λx. z + of_real r * exp (i * of_real (linepath s t x))"
lemma pathstart_part_circlepath [simp]: "pathstart(part_circlepath z r s t) = z + r*exp(i * s)" by (metis part_circlepath_def pathstart_def pathstart_linepath)
lemma pathfinish_part_circlepath [simp]: "pathfinish(part_circlepath z r s t) = z + r*exp(i*t)" by (metis part_circlepath_def pathfinish_def pathfinish_linepath)
lemma reversepath_part_circlepath[simp]: "reversepath (part_circlepath z r s t) = part_circlepath z r t s" unfolding part_circlepath_def reversepath_def linepath_def by (auto simp:algebra_simps)
lemma has_vector_derivative_part_circlepath [derivative_intros]: "((part_circlepath z r s t) has_vector_derivative (i * r * (of_real t - of_real s) * exp(i * linepath s t x))) (at x within X)" unfolding part_circlepath_def linepath_def scaleR_conv_of_real by (rule has_vector_derivative_real_field derivative_eq_intros | simp)+
lemma differentiable_part_circlepath: "part_circlepath c r a b differentiable at x within A" using has_vector_derivative_part_circlepath[of c r a b x A] differentiableI_vector by blast
lemma vector_derivative_part_circlepath: "vector_derivative (part_circlepath z r s t) (at x) = i * r * (of_real t - of_real s) * exp(i * linepath s t x)" using has_vector_derivative_part_circlepath vector_derivative_at by blast
lemma vector_derivative_part_circlepath01: "[0 ≤ x; x ≤ 1] ==> vector_derivative (part_circlepath z r s t) (at x within {0..1}) = i * r * (of_real t - of_real s) * exp(i * linepath s t x)" using has_vector_derivative_part_circlepath by (auto simp: vector_derivative_at_within_ivl)
lemma valid_path_part_circlepath [simp]: "valid_path (part_circlepath z r s t)" unfolding valid_path_def by (auto simp: C1_differentiable_on_eq vector_derivative_works vector_derivative_part_circlepath has_vector_derivative_part_circlepath
intro!: C1_differentiable_imp_piecewise continuous_intros)
lemma path_part_circlepath [simp]: "path (part_circlepath z r s t)" by (simp add: valid_path_imp_path)
proposition path_image_part_circlepath: assumes"s ≤ t" shows"path_image (part_circlepath z r s t) = {z + r * exp(i * of_real x) | x. s ≤ x ∧ x ≤ t}" proof -
{ fix z::real assume"0 ≤ z""z ≤ 1" with‹s ≤ t›have"∃x. (exp (i * linepath s t z) = exp (i * of_real x)) ∧ s ≤ x ∧x ≤ t" apply (rule_tac x="(1 - z) * s + z * t"in exI) apply (simp add: linepath_def scaleR_conv_of_real algebra_simps) by (metis (no_types) affine_ineq mult.commute mult_left_mono)
} moreover
{ fix z assume"s ≤ z""z ≤ t" thenhave"z + of_real r * exp (i * of_real z) ∈ (λx. z + of_real r * exp (i * linepath s t x)) ` {0..1}" apply (rule_tac x="(z - s)/(t - s)"in image_eqI) apply (simp add: linepath_def scaleR_conv_of_real divide_simps exp_eq) apply (auto simp: field_split_simps) done
} ultimatelyshow ?thesis by (fastforce simp add: path_image_def part_circlepath_def) qed
lemma path_image_part_circlepath': "path_image (part_circlepath z r s t) = (λx. z + r * cis x) ` closed_segment s t" by (metis (no_types, lifting) ext cis_conv_exp image_image linepath_image_01
part_circlepath_def path_image_def)
lemma path_image_part_circlepath_subset: "[s ≤ t; 0 ≤ r]==> path_image(part_circlepath z r s t) ⊆ sphere z r" by (auto simp: path_image_part_circlepath sphere_def dist_norm algebra_simps norm_mult)
lemma in_path_image_part_circlepath: assumes"w ∈ path_image(part_circlepath z r s t)""s ≤ t""0 ≤ r" shows"norm(w - z) = r" by (smt (verit) assms dist_norm mem_Collect_eq norm_minus_commute path_image_part_circlepath_subset sphere_def subsetD)
lemma path_image_part_circlepath_subset': assumes"r ≥ 0" shows"path_image (part_circlepath z r s t) ⊆ sphere z r" by (smt (verit) assms path_image_part_circlepath_subset reversepath_part_circlepath reversepath_simps(2))
lemma part_circlepath_cnj: "cnj (part_circlepath c r a b x) = part_circlepath (cnj c) r (-a) (-b) x" by (simp add: part_circlepath_def exp_cnj linepath_def algebra_simps)
lemma contour_integrable_on_compose_cnj_iff: assumes"valid_path γ" shows"f contour_integrable_on (cnj ∘ γ) ⟷ (cnj ∘ f ∘ cnj) contour_integrable_on γ" proof - from assms obtain S where S: "finite S""γ C1_differentiable_on {0..1} - S" unfolding valid_path_def piecewise_C1_differentiable_on_def by blast have"f contour_integrable_on (cnj ∘ γ) ⟷ ((λt. cnj (cnj (f (cnj (γ t))) * vector_derivative γ (at t))) integrable_on {0..1})" unfolding contour_integrable_on o_def proof (intro integrable_spike_finite_eq [OF S(1)]) fix t :: real assume"t ∈ {0..1} - S" hence"γ differentiable at t" using S(2) by (meson C1_differentiable_on_eq) hence"vector_derivative (λx. cnj (γ x)) (at t) = cnj (vector_derivative γ (at t))" by (rule vector_derivative_cnj) thus"f (cnj (γ t)) * vector_derivative (λx. cnj (γ x)) (at t) = cnj (cnj (f (cnj (γ t))) * vector_derivative γ (at t))" by simp qed alsohave"…⟷ ((λt. cnj (f (cnj (γ t))) * vector_derivative γ (at t)) integrable_on {0..1})" by (rule integrable_on_cnj_iff) alsohave"…⟷ (cnj ∘ f ∘ cnj) contour_integrable_on γ" by (simp add: contour_integrable_on o_def) finallyshow ?thesis . qed
lemma contour_integral_cnj: assumes"valid_path γ" shows"contour_integral (cnj ∘ γ) f = cnj (contour_integral γ (cnj ∘ f ∘ cnj))" proof - from assms obtain S where S: "finite S""γ C1_differentiable_on {0..1} - S" unfolding valid_path_def piecewise_C1_differentiable_on_def by blast have"contour_integral (cnj ∘ γ) f = integral {0..1} (λt. cnj (cnj (f (cnj (γ t))) * vector_derivative γ (at t)))" unfolding contour_integral_integral proof (intro integral_spike) fix t assume"t ∈ {0..1} - S" hence"γ differentiable at t" using S(2) by (meson C1_differentiable_on_eq) hence"vector_derivative (λx. cnj (γ x)) (at t) = cnj (vector_derivative γ (at t))" by (rule vector_derivative_cnj) thus"cnj (cnj (f (cnj (γ t))) * vector_derivative γ (at t)) = f ((cnj ∘ γ) t) * vector_derivative (cnj ∘ γ) (at t)" by (simp add: o_def) qed (use S(1) in auto) alsohave"… = cnj (integral {0..1} (λt. cnj (f (cnj (γ t))) * vector_derivative γ (at t)))" by (subst integral_cnj [symmetric]) auto alsohave"… = cnj (contour_integral γ (cnj ∘ f ∘ cnj))" by (simp add: contour_integral_integral) finallyshow ?thesis . qed
lemma contour_integral_negatepath: assumes"valid_path γ" shows"contour_integral (uminus ∘ γ) f = -(contour_integral γ (λx. f (-x)))" (is"?lhs = ?rhs") proof (cases "f contour_integrable_on (uminus ∘ γ)") case True hence *: "(f has_contour_integral ?lhs) (uminus ∘ γ)" using has_contour_integral_integral by blast have"((λz. f (-z)) has_contour_integral - contour_integral (uminus ∘ γ) f) (uminus ∘ (uminus ∘ γ))" by (rule has_contour_integral_negatepath) (use * assms in auto) hence"((λx. f (-x)) has_contour_integral -?lhs) γ" by (simp add: o_def) thus ?thesis by (simp add: contour_integral_unique) next case False hence"¬(λz. f (- z)) contour_integrable_on γ" using contour_integrable_negatepath[of γ f] assms by auto with False show ?thesis by (simp add: not_integrable_contour_integral) qed
lemma contour_integral_bound_part_circlepath: assumes"f contour_integrable_on part_circlepath c r a b" assumes"B ≥ 0""r ≥ 0""∧x. x ∈ path_image (part_circlepath c r a b) ==> norm (f x) ≤ B" shows"norm (contour_integral (part_circlepath c r a b) f) ≤ B * r * ∣b - a∣" proof - let ?I = "integral {0..1} (λx. f (part_circlepath c r a b x) * i * of_real (r * (b - a)) * exp (i * linepath a b x))" have"norm ?I ≤ integral {0..1} (λx::real. B * 1 * (r * ∣b - a∣) * 1)" proof (rule integral_norm_bound_integral, goal_cases) case 1 with assms(1) show ?case by (simp add: contour_integrable_on vector_derivative_part_circlepath mult_ac) next case (3 x) with assms(2-) show ?caseunfolding norm_mult norm_of_real abs_mult by (intro mult_mono) (auto simp: path_image_def) qed auto alsohave"?I = contour_integral (part_circlepath c r a b) f" by (simp add: contour_integral_integral vector_derivative_part_circlepath mult_ac) finallyshow ?thesis by simp qed
lemma has_contour_integral_part_circlepath_iff: assumes"a < b" shows"(f has_contour_integral I) (part_circlepath c r a b) ⟷ ((λt. f (c + r * cis t) * r * i * cis t) has_integral I) {a..b}" proof - have"(f has_contour_integral I) (part_circlepath c r a b) ⟷ ((λx. f (part_circlepath c r a b x) * vector_derivative (part_circlepath c r a b) (at x within {0..1})) has_integral I) {0..1}" unfolding has_contour_integral_def .. alsohave"…⟷ ((λx. f (part_circlepath c r a b x) * r * (b - a) * i * cis (linepath a b x)) has_integral I) {0..1}" by (intro has_integral_cong, subst vector_derivative_part_circlepath01)
(simp_all add: cis_conv_exp) alsohave"…⟷ ((λx. f (c + r * exp (i * linepath (of_real a) (of_real b) x)) * r * i * exp (i * linepath (of_real a) (of_real b) x) * vector_derivative (linepath (of_real a) (of_real b)) (at x within {0..1})) has_integral I) {0..1}" by (intro has_integral_cong, subst vector_derivative_linepath_within)
(auto simp: part_circlepath_def cis_conv_exp of_real_linepath [symmetric]) alsohave"…⟷ ((λz. f (c + r * exp (i * z)) * r * i * exp (i * z)) has_contour_integral I) (linepath (of_real a) (of_real b))" by (simp add: has_contour_integral_def) alsohave"…⟷ ((λt. f (c + r * cis t) * r * i * cis t) has_integral I) {a..b}"using assms by (subst has_contour_integral_linepath_Reals_iff) (simp_all add: cis_conv_exp) finallyshow ?thesis . qed
lemma contour_integrable_part_circlepath_iff: assumes"a < b" shows"f contour_integrable_on (part_circlepath c r a b) ⟷ (λt. f (c + r * cis t) * r * i * cis t) integrable_on {a..b}" using assms by (auto simp: contour_integrable_on_def integrable_on_def
has_contour_integral_part_circlepath_iff)
lemma contour_integral_part_circlepath_eq: assumes"a < b" shows"contour_integral (part_circlepath c r a b) f = integral {a..b} (λt. f (c + r * cis t) * r * i * cis t)" proof (cases "f contour_integrable_on part_circlepath c r a b") case True hence"(λt. f (c + r * cis t) * r * i * cis t) integrable_on {a..b}" using assms by (simp add: contour_integrable_part_circlepath_iff) with True show ?thesis using has_contour_integral_part_circlepath_iff[OF assms]
contour_integral_unique has_integral_integrable_integral by blast next case False hence"¬(λt. f (c + r * cis t) * r * i * cis t) integrable_on {a..b}" using assms by (simp add: contour_integrable_part_circlepath_iff) with False show ?thesis by (simp add: not_integrable_contour_integral not_integrable_integral) qed
lemma contour_integral_part_circlepath_reverse: "contour_integral (part_circlepath c r a b) f = -contour_integral (part_circlepath c r b a) f" by (metis contour_integral_reversepath reversepath_part_circlepath valid_path_part_circlepath)
lemma contour_integral_part_circlepath_reverse': "b < a ==> contour_integral (part_circlepath c r a b) f = -contour_integral (part_circlepath c r b a) f" by (rule contour_integral_part_circlepath_reverse)
lemma finite_bounded_log: "finite {z::complex. norm z ≤ b ∧ exp z = w}" proof (cases "w = 0") case True thenshow ?thesis by auto next case False have *: "finite {x. cmod ((2 * real_of_int x * pi) * i) ≤ b + cmod (Ln w)}" proof (simp add: norm_mult finite_int_iff_bounded_le) have"abs ` {x. 2 * ∣real_of_int x∣ * pi ≤ b + cmod (Ln w)} ⊆ {..⌊(b + cmod (Ln w)) / (2 * pi)⌋}" by (auto simp: field_split_simps le_floor_iff) thenshow"∃k. abs ` {x. 2 * ∣of_int x∣ * pi ≤ b + cmod (Ln w)} ⊆ {..k}" by blast qed have [simp]: "∧P f. {z. P z ∧ (∃n. z = f n)} = f ` {n. P (f n)}" by blast have"finite {z. cmod z ≤ b ∧ exp z = exp (Ln w)}" using norm_add_leD by (fastforce intro: finite_subset [OF _ *] simp: exp_eq) thenshow ?thesis using False by auto qed
lemma finite_bounded_log2: fixes a::complex assumes"a ≠ 0" shows"finite {z. norm z ≤ b ∧ exp(a*z) = w}" proof - have *: "finite ((λz. z / a) ` {z. cmod z ≤ b * cmod a ∧ exp z = w})" by (rule finite_imageI [OF finite_bounded_log]) show ?thesis by (rule finite_subset [OF _ *]) (force simp: assms norm_mult) qed
lemma has_contour_integral_bound_part_circlepath_strong: assumes fi: "(f has_contour_integral i) (part_circlepath z r s t)" and"finite k"and le: "0 ≤ B""0 < r""s ≤ t" and B: "∧x. x ∈ path_image(part_circlepath z r s t) - k ==> norm(f x) ≤ B" shows"cmod i ≤ B * r * (t - s)" proof -
consider "s = t" | "s < t"using‹s ≤ t›by linarith thenshow ?thesis proof cases case 1 with fi [unfolded has_contour_integral] have"i = 0"by (simp add: vector_derivative_part_circlepath) with assms show ?thesis by simp next case 2 have [simp]: "∣r∣ = r"using‹r > 0›by linarith have [simp]: "cmod (of_real t - of_real s) = t-s" by (metis "2" abs_of_pos diff_gt_0_iff_gt norm_of_real of_real_diff) have"finite (part_circlepath z r s t -` {y} ∩ {0..1})"if"y ∈ k"for y proof - let ?w = "(y - z)/of_real r / exp(i * of_real s)" have fin: "finite (of_real -` {z. cmod z ≤ 1 ∧ exp (i * of_real (t - s) * z) = ?w})" using‹s 🚫› by (intro finite_vimageI [OF finite_bounded_log2]) (auto simp: inj_of_real) show ?thesis unfolding part_circlepath_def linepath_def vimage_def using le by (intro finite_subset [OF _ fin]) (auto simp: algebra_simps scaleR_conv_of_real exp_add exp_diff) qed thenhave fin01: "finite ((part_circlepath z r s t) -` k ∩ {0..1})" by (rule finite_finite_vimage_IntI [OF ‹finite k›]) have **: "((λx. if (part_circlepath z r s t x) ∈ k then 0 else f(part_circlepath z r s t x) * vector_derivative (part_circlepath z r s t) (at x)) has_integral i) {0..1}" by (rule has_integral_spike [OF negligible_finite [OF fin01]]) (use fi has_contour_integral in auto) have *: "∧x. [0 ≤ x; x ≤ 1; part_circlepath z r s t x ∉ k]==> cmod (f (part_circlepath z r s t x)) ≤ B" by (auto intro!: B [unfolded path_image_def image_def]) show ?thesis using has_integral_bound [where 'a=real, simplified, OF _ **] using assms le * "2"‹r > 0›by (auto simp add: norm_mult vector_derivative_part_circlepath) qed qed
corollary contour_integral_bound_part_circlepath_strong: assumes"f contour_integrable_on part_circlepath z r s t" and"finite k"and"0 ≤ B""0 < r""s ≤ t" and"∧x. x ∈ path_image(part_circlepath z r s t) - k ==> norm(f x) ≤ B" shows"cmod (contour_integral (part_circlepath z r s t) f) ≤ B * r * (t - s)" using assms has_contour_integral_bound_part_circlepath_strong has_contour_integral_integral by blast
lemma has_contour_integral_bound_part_circlepath: "[(f has_contour_integral i) (part_circlepath z r s t); 0 ≤ B; 0 < r; s ≤ t; ∧x. x ∈ path_image(part_circlepath z r s t) ==> norm(f x) ≤ B] ==> norm i ≤ B*r*(t - s)" by (auto intro: has_contour_integral_bound_part_circlepath_strong)
lemma contour_integrable_continuous_part_circlepath: "continuous_on (path_image (part_circlepath z r s t)) f ==> f contour_integrable_on (part_circlepath z r s t)" unfolding contour_integrable_on has_contour_integral_def vector_derivative_part_circlepath path_image_def by (best intro: integrable_continuous_real path_part_circlepath [unfolded path_def] continuous_intros
continuous_on_compose2 [where g=f, OF _ _ order_refl])
lemma simple_path_part_circlepath: "simple_path(part_circlepath z r s t) ⟷ (r ≠ 0 ∧ s ≠ t ∧∣s - t∣≤ 2*pi)" proof (cases "r = 0 ∨ s = t") case True thenshow ?thesis unfolding part_circlepath_def simple_path_def loop_free_def by (rule disjE) (force intro: bexI [where x = "1/4"] bexI [where x = "1/3"])+ next case False thenhave"r ≠ 0""s ≠ t"by auto have *: "∧x y z s t. i*((1 - x) * s + x * t) = i*(((1 - y) * s + y * t)) + z ⟷i*(x - y) * (t - s) = z" by (simp add: algebra_simps) have abs01: "∧x y::real. 0 ≤ x ∧ x ≤ 1 ∧ 0 ≤ y ∧ y ≤ 1 ==> (x = y ∨ x = 0 ∧ y = 1 ∨ x = 1 ∧ y = 0 ⟷∣x - y∣∈ {0,1})" by auto have **: "∧x y. (∃n. (complex_of_real x - of_real y) * (of_real t - of_real s) = 2 * (of_int n * of_real pi)) ⟷ (∃n. ∣x - y∣ * (t - s) = 2 * (of_int n * pi))" by (force simp: algebra_simps abs_if dest: arg_cong [where f=Re] arg_cong [where f=complex_of_real]
intro: exI [where x = "-n"for n]) have 1: "∣s - t∣≤ 2 * pi" if"∧x. 0 ≤ x ∧ x ≤ 1 ==> (∃n. x * (t - s) = 2 * (real_of_int n * pi)) ⟶ x = 0 ∨x = 1" proof (rule ccontr) assume"¬∣s - t∣≤ 2 * pi" thenhave *: "∧n. t - s ≠ of_int n * ∣s - t∣" using False that [of "2*pi / ∣t - s∣"] by (simp add: abs_minus_commute divide_simps) show False using * [of 1] * [of "-1"] by auto qed have 2: "∣s - t∣ = ∣2 * (real_of_int n * pi) / x∣"if"x ≠ 0""x * (t - s) = 2 * (real_of_int n * pi)"for x n proof - have"t-s = 2 * (real_of_int n * pi)/x" using that by (simp add: field_simps) thenshow ?thesis by (metis abs_minus_commute) qed have abs_away: "∧P. (∀x∈{0..1}. ∀y∈{0..1}. P ∣x - y∣) ⟷ (∀x::real. 0 ≤ x ∧ x ≤ 1 ⟶ P x)" by force have"∧x n. [s ≠ t; ∣s - t∣≤ 2 * pi; 0 ≤ x; x < 1; x * (t - s) = 2 * (real_of_int n * pi)] ==> x = 0" by (rule ccontr) (auto simp: 2 field_split_simps abs_mult dest: of_int_leD) then show ?thesis using False apply (simp add: simple_path_def loop_free_def) apply (simp add: part_circlepath_def linepath_def exp_eq * ** abs01 del: Set.insert_iff) apply (subst abs_away) apply (auto simp: 1) done qed
lemma arc_part_circlepath: assumes"r ≠ 0""s ≠ t""∣s - t∣ < 2*pi" shows"arc (part_circlepath z r s t)" proof - have *: "x = y"if eq: "i * (linepath s t x) = i * (linepath s t y) + 2 * of_int n * of_real pi * i" and x: "x ∈ {0..1}"and y: "y ∈ {0..1}"for x y n proof (rule ccontr) assume"x ≠ y" have"(linepath s t x) = (linepath s t y) + 2 * of_int n * complex_of_real pi" by (metis add_divide_eq_iff complex_i_not_zero mult.commute nonzero_mult_div_cancel_left eq) thenhave"s*y + t*x = s*x + (t*y + of_int n * (pi * 2))" by (force simp: algebra_simps linepath_def dest: arg_cong [where f=Re]) with‹x ≠ y›have st: "s-t = (of_int n * (pi * 2) / (y-x))" by (force simp: field_simps) have"∣real_of_int n∣ < ∣y - x∣" using assms ‹x ≠ y›by (simp add: st abs_mult field_simps) thenshow False using assms x y st by (auto dest: of_int_lessD) qed thenhave"inj_on (part_circlepath z r s t) {0..1}" using assms by (force simp add: part_circlepath_def inj_on_def exp_eq) thenshow ?thesis by (simp add: arc_def) qed
subsection‹Special case of one complete circle›
definition🍋‹tag important› circlepath :: "[complex, real, real] ==> complex" where"circlepath z r ≡ part_circlepath z r 0 (2*pi)"
lemma circlepath: "circlepath z r = (λx. z + r * exp(2 * of_real pi * i * of_real x))" by (simp add: circlepath_def part_circlepath_def linepath_def algebra_simps)
lemma pathstart_circlepath [simp]: "pathstart (circlepath z r) = z + r" by (simp add: circlepath_def)
lemma pathfinish_circlepath [simp]: "pathfinish (circlepath z r) = z + r" by (simp add: circlepath_def) (metis exp_two_pi_i mult.commute)
lemma circlepath_minus: "circlepath z (-r) x = circlepath z r (x + 1/2)" proof - have"z + of_real r * exp (2 * pi * i * (x + 1/2)) = z + of_real r * exp (2 * pi * i * x + pi * i)" by (simp add: divide_simps) (simp add: algebra_simps) alsohave"… = z - r * exp (2 * pi * i * x)" by (simp add: exp_add) finallyshow ?thesis by (simp add: circlepath path_image_def sphere_def dist_norm) qed
lemma circlepath_add1: "circlepath z r (x+1) = circlepath z r x" using circlepath_minus [of z r "x+1/2"] circlepath_minus [of z "-r" x] by (simp add: add.commute)
lemma circlepath_add_half: "circlepath z r (x + 1/2) = circlepath z r (x - 1/2)" using circlepath_add1 [of z r "x-1/2"] by (simp add: add.commute)
lemma path_image_circlepath_minus_subset: "path_image (circlepath z (-r)) ⊆ path_image (circlepath z r)" proof - have"∃x∈{0..1}. circlepath z r (y + 1/2) = circlepath z r x" if"0 ≤ y""y ≤ 1"for y proof (cases "y ≤ 1/2") case False with that show ?thesis by (force simp: circlepath_add_half) qed (use that in force) thenshow ?thesis by (auto simp add: path_image_def image_def circlepath_minus) qed
lemma path_image_circlepath_minus: "path_image (circlepath z (-r)) = path_image (circlepath z r)" using path_image_circlepath_minus_subset by fastforce
lemma has_vector_derivative_circlepath [derivative_intros]: "((circlepath z r) has_vector_derivative (2 * pi * i * r * exp (2 * of_real pi *i * x))) (at x within X)" unfolding circlepath_def scaleR_conv_of_real by (rule derivative_eq_intros) (simp add: algebra_simps)
lemma vector_derivative_circlepath: "vector_derivative (circlepath z r) (at x) = 2 * pi * i * r * exp(2 * of_real pi * i * x)" using has_vector_derivative_circlepath vector_derivative_at by blast
lemma vector_derivative_circlepath01: "[0 ≤ x; x ≤ 1] ==> vector_derivative (circlepath z r) (at x within {0..1}) = 2 * pi * i * r * exp(2 * of_real pi * i * x)" using has_vector_derivative_circlepath by (auto simp: vector_derivative_at_within_ivl)
lemma valid_path_circlepath [simp]: "valid_path (circlepath z r)" by (simp add: circlepath_def)
lemma path_circlepath [simp]: "path (circlepath z r)" by (simp add: valid_path_imp_path)
lemma path_image_circlepath_nonneg: assumes"0 ≤ r"shows"path_image (circlepath z r) = sphere z r" proof - have *: "x ∈ (λu. z + (cmod (x - z)) * exp (i * (of_real u * (of_real pi * 2)))) ` {0..1}"for x proof (cases "x = z") case True thenshow ?thesis by force next case False
define w where"w = x - z" thenhave"w ≠ 0"by (simp add: False) have **: "∧t. [Re w = cos t * cmod w; Im w = sin t * cmod w]==> w = of_real (cmod w) * exp (i * t)" using cis_conv_exp complex_eq_iff by auto obtain t where"0 ≤ t""t < 2*pi""Re(w/norm w) = cos t""Im(w/norm w) = sin t" apply (rule sincos_total_2pi [of "Re(w/(norm w))""Im(w/(norm w))"]) by (auto simp add: divide_simps ‹w ≠ 0› cmod_power2 [symmetric]) then show ?thesis using False ** w_def ‹w ≠ 0› by (rule_tac x="t / (2*pi)"in image_eqI) (auto simp add: field_simps) qed show ?thesis unfolding circlepath path_image_def sphere_def dist_norm by (force simp: assms algebra_simps norm_mult norm_minus_commute intro: *) qed
lemma path_image_circlepath [simp]: "path_image (circlepath z r) = sphere z ∣r∣" using path_image_circlepath_minus by (force simp: path_image_circlepath_nonneg abs_if)
lemma has_contour_integral_bound_circlepath: "[(f has_contour_integral i) (circlepath z r); 0 ≤ B; 0 < r; ∧x. norm(x - z) = r ==> norm(f x) ≤ B] ==> norm i ≤ B*(2*pi*r)" by (auto intro: has_contour_integral_bound_circlepath_strong)
lemma contour_integrable_continuous_circlepath: "continuous_on (path_image (circlepath z r)) f ==> f contour_integrable_on (circlepath z r)" by (simp add: circlepath_def contour_integrable_continuous_part_circlepath)
lemma simple_path_circlepath: "simple_path(circlepath z r) ⟷ (r ≠ 0)" by (simp add: circlepath_def simple_path_part_circlepath)
lemma notin_path_image_circlepath [simp]: "cmod (w - z) < r ==> w ∉ path_image (circlepath z r)" by (simp add: sphere_def dist_norm norm_minus_commute)
lemma contour_integral_circlepath: assumes"r > 0" shows"contour_integral (circlepath z r) (λw. 1 / (w - z)) = 2 * of_real pi * i" proof (rule contour_integral_unique) show"((λw. 1 / (w - z)) has_contour_integral 2 * of_real pi * i) (circlepath z r)" unfolding has_contour_integral_def using assms has_integral_const_real [of _ 0 1] apply (subst has_integral_cong) apply (simp add: vector_derivative_circlepath01) apply (force simp: circlepath) done qed
subsection‹ Uniform convergence of path integral›
text‹Uniform convergence when the derivative of the path is bounded, and in particular for the special case of a circle.›
proposition contour_integral_uniform_limit: assumes ev_fint: "eventually (λn::'a. (f n) contour_integrable_on γ) F" and ul_f: "uniform_limit (path_image γ) f l F" and noleB: "∧t. t ∈ {0..1} ==> norm (vector_derivative γ (at t)) ≤ B" and γ: "valid_path γ" and [simp]: "¬ trivial_limit F" shows"l contour_integrable_on γ""((λn. contour_integral γ (f n)) ---> contour_integral γ l) F" proof - have"0 ≤ B"by (meson noleB [of 0] atLeastAtMost_iff norm_ge_zero order_refl order_trans zero_le_one)
{ fix e::real assume"0 < e" thenhave"0 < e / (∣B∣ + 1)"by simp thenhave🍋: "∀🪙F n in F. ∀x∈path_image γ. cmod (f n x - l x) < e / (∣B∣ + 1)" using ul_f [unfolded uniform_limit_iff dist_norm] by auto obtain a where fga: "∧x. x ∈ {0..1} ==> cmod (f a (γ x) - l (γ x)) < e / (∣B∣ + 1)" and inta: "(λt. f a (γ t) * vector_derivative γ (at t)) integrable_on {0..1}" using eventually_happens [OF eventually_conj [OF ev_fint 🍋]] by (fastforce simp: contour_integrable_on path_image_def) have"∃h. (∀x∈{0..1}. cmod (l (γ x) * vector_derivative γ (at x) - h x) ≤ e) ∧ h integrable_on {0..1}" proof (intro exI conjI ballI) show"cmod (l (γ x) * vector_derivative γ (at x) - f a (γ x) * vector_derivative γ (at x)) ≤ e" if"x ∈ {0..1}"for x proof - have"cmod (l (γ x) * vector_derivative γ (at x) - f a (γ x) * vector_derivative γ (at x)) ≤ B * e / (∣B∣ + 1)" using noleB [OF that] fga [OF that] ‹0 ≤ B›‹0 🚫› by (fastforce simp: mult_ac dest: mult_mono [OF less_imp_le] simp add: norm_mult left_diff_distrib [symmetric] norm_minus_commute divide_simps) alsohave"…≤ e" using‹0 ≤ B›‹0 🚫›by (simp add: field_split_simps) finallyshow ?thesis . qed qed (rule inta)
} thenshow lintg: "l contour_integrable_on γ" unfolding contour_integrable_on by (metis (mono_tags, lifting)integrable_uniform_limit_real)
{ fix e::real
define B' where"B' = B + 1" have B': "B' > 0""B' > B"using‹0 ≤ B›by (auto simp: B'_def) assume"0 < e" thenhave ev_no': "∀🪙F n in F. ∀x∈path_image γ. 2 * cmod (f n x - l x) < e / B'" using ul_f [unfolded uniform_limit_iff dist_norm, rule_format, of "e / B'/2"] B' by (simp add: field_simps) have ie: "integral {0..1::real} (λx. e/2) < e"using‹0 🚫›by simp have *: "cmod (f x (γ t) * vector_derivative γ (at t) - l (γ t) * vector_derivative γ (at t)) ≤ e/2" if t: "t∈{0..1}"and leB': "2 * cmod (f x (γ t) - l (γ t)) < e / B'"for x t proof - have"2 * cmod (f x (γ t) - l (γ t)) * cmod (vector_derivative γ (at t)) ≤ e * (B/ B')" using mult_mono [OF less_imp_le [OF leB'] noleB] B' ‹0 🚫› t by auto alsohave"… < e" by (simp add: B' ‹0 🚫› mult_imp_div_pos_less) finallyhave"2 * cmod (f x (γ t) - l (γ t)) * cmod (vector_derivative γ (at t)) < e" . thenshow ?thesis by (simp add: left_diff_distrib [symmetric] norm_mult) qed have le_e: "∧x. [∀u∈{0..1}. 2 * cmod (f x (γ u) - l (γ u)) < e / B'; f x contour_integrable_on γ] ==> cmod (integral {0..1} (λu. f x (γ u) * vector_derivative γ (at u) - l (γ u) * vector_derivative γ (at u))) < e" apply (rule le_less_trans [OF integral_norm_bound_integral ie]) apply (simp add: lintg integrable_diff contour_integrable_on [symmetric]) apply (blast intro: *)+ done have"∀🪙F x in F. dist (contour_integral γ (f x)) (contour_integral γ l) < e" apply (rule eventually_mono [OF eventually_conj [OF ev_no' ev_fint]]) apply (simp add: dist_norm contour_integrable_on path_image_def contour_integral_integral) apply (simp add: lintg integral_diff [symmetric] contour_integrable_on [symmetric] le_e) done
} thenshow"((λn. contour_integral γ (f n)) ---> contour_integral γ l) F" by (rule tendstoI) qed
corollary🍋‹tag unimportant› contour_integral_uniform_limit_circlepath: assumes"∀🪙F n::'a in F. (f n) contour_integrable_on (circlepath z r)" and"uniform_limit (sphere z r) f l F" and"¬ trivial_limit F""0 < r" shows"l contour_integrable_on (circlepath z r)" "((λn. contour_integral (circlepath z r) (f n)) ---> contour_integral (circlepath z r) l) F" using assms by (auto simp: vector_derivative_circlepath norm_mult intro!: contour_integral_uniform_limit)
lemma has_contour_integral_linepath_same_Re_iff: assumes"Re z = c""Re z' = c""Im z = a""Im z' = b""a < b" shows"(f has_contour_integral I) (linepath z z') ⟷ ((λx. f (Complex c x)) has_integral (-i * I)) {a..b}" proof - have"(f has_contour_integral I) (linepath z z') ⟷ ((λx. f (linepath z z' x) * (z' - z)) has_integral I) {0..1}" by (subst has_contour_integral_linepath) simp_all alsohave"…⟷ ((λx. f (c + (a + (b - a) * x) *🪙R i) * (i * (b - a))) has_integral I) {0..1}" using assms by (intro has_integral_cong arg_cong2[of _ _ _ _ "(*)"] arg_cong[of _ _ f]) (auto simp: linepath_def complex_eq_iff algebra_simps) also have "{0..1} = (λx. x / (b - a)) ` {0..b-a}" using assms by simp also have "((λx. f (c + (a + (b-a) * x) *🪙R i) * (i * (b-a))) has_integral I) …⟷
((λx. f (c + (a + x) *🪙R i) * (i * (b-a))) has_integral ((b-a) *🪙R I)) {0..b-a}" by (subst has_integral_stretch_real_iff) (use assms in simp_all) also have "…⟷ ((λx. of_real (b-a) * i * (f (c + x *🪙R i))) has_integral (b-a) *🪙R I) {a..b}" by (subst has_integral_shift_real_ivl_iff[where c = "-a"]) (simp_all add: scaleR_conv_of_real mult_ac) also have "…⟷ ((λx. f (c + x *🪙R i)) has_integral (-i * I)) {a..b}" by (subst has_integral_mult_right_iff) (use assms in ‹auto simp: scaleR_conv_of_real›) finally show ?thesis by (simp add: scaleR_conv_of_real Complex_eq mult.commute) qed
end
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