section‹The Great Picard Theorem and its Applications›
text‹Ported from HOL Light (cauchy.ml) by L C Paulson, 2017›
theory Great_Picard imports Conformal_Mappings begin
subsection‹Schottky's theorem›
lemma Schottky_lemma0: assumes holf: "f holomorphic_on S"and cons: "contractible S"and"a ∈ S" and f: "∧z. z ∈ S ==> f z ≠ 1 ∧ f z ≠ -1" obtains g where"g holomorphic_on S" "norm(g a) ≤ 1 + norm(f a) / 3" "∧z. z ∈ S ==> f z = cos(of_real pi * g z)" proof - obtain g where holg: "g holomorphic_on S"and g: "norm(g a) ≤ pi + norm(f a)" and f_eq_cos: "∧z. z ∈ S ==> f z = cos(g z)" using contractible_imp_holomorphic_arccos_bounded [OF assms] by blast show ?thesis proof show"(λz. g z / pi) holomorphic_on S" by (auto intro: holomorphic_intros holg) have"3 ≤ pi" using pi_approx by force have"3 * norm(g a) ≤ 3 * (pi + norm(f a))" using g by auto alsohave"... ≤ pi * 3 + pi * cmod (f a)" using‹3 ≤ pi›by (simp add: mult_right_mono algebra_simps) finallyshow"cmod (g a / complex_of_real pi) ≤ 1 + cmod (f a) / 3" by (simp add: field_simps norm_divide) show"∧z. z ∈ S ==> f z = cos (complex_of_real pi * (g z / complex_of_real pi))" by (simp add: f_eq_cos) qed qed
lemma Schottky_lemma1: fixes n::nat assumes"0 < n" shows"0 < n + sqrt(real n ^ 2 - 1)" proof - have"0 < n * n" by (simp add: assms) thenshow ?thesis by (metis add.commute add.right_neutral add_pos_nonneg assms diff_ge_0_iff_ge nat_less_real_le of_nat_0 of_nat_0_less_iff of_nat_power power2_eq_square real_sqrt_ge_0_iff) qed
lemma Schottky_lemma2: fixes x::real assumes"0 ≤ x" obtains n where"0 < n""∣x - ln (real n + sqrt ((real n)2 - 1)) / pi∣ < 1/2" proof - obtain n0::nat where"0 < n0""ln(n0 + sqrt(real n0 ^ 2 - 1)) / pi ≤ x" proof show"ln(real 1 + sqrt(real 1 ^ 2 - 1))/pi ≤ x" by (auto simp: assms) qed auto moreover obtain M::nat where"∧n. [0 < n; ln(n + sqrt(real n ^ 2 - 1)) / pi ≤ x]==> n ≤ M" proof fix n::nat assume"0 < n""ln (n + sqrt ((real n)2 - 1)) / pi ≤ x" thenhave"ln (n + sqrt ((real n)2 - 1)) ≤ x * pi" by (simp add: field_split_simps) thenhave *: "exp (ln (n + sqrt ((real n)2 - 1))) ≤ exp (x * pi)" by blast have0: "0 ≤ sqrt ((real n)2 - 1)" using‹0 < n›by auto have"n + sqrt ((real n)2 - 1) = exp (ln (n + sqrt ((real n)2 - 1)))" by (simp add: Suc_leI ‹0 < n› add_pos_nonneg real_of_nat_ge_one_iff) alsohave"... ≤ exp (x * pi)" using"*"by blast finallyhave"real n ≤ exp (x * pi)" using0by linarith thenshow"n ≤ nat (ceiling (exp(x * pi)))" by linarith qed ultimatelyobtain n where "0 < n"and le_x: "ln(n + sqrt(real n ^ 2 - 1)) / pi ≤ x" and le_n: "∧k. [0 < k; ln(k + sqrt(real k ^ 2 - 1)) / pi ≤ x]==> k ≤ n" using bounded_Max_nat [of "λn. 0<n ∧ ln (n + sqrt ((real n)2 - 1)) / pi ≤ x"] by metis define a where"a ≡ ln(n + sqrt(real n ^ 2 - 1)) / pi" define b where"b ≡ ln (1 + real n + sqrt ((1 + real n)2 - 1)) / pi" have le_xa: "a ≤ x" and le_na: "∧k. [0 < k; ln(k + sqrt(real k ^ 2 - 1)) / pi ≤ x]==> k ≤ n" using le_x le_n by (auto simp: a_def) moreoverhave"x < b" using le_n [of "Suc n"] by (force simp: b_def) moreoverhave"b - a < 1" proof - have"ln (1 + real n + sqrt ((1 + real n)2 - 1)) - ln (real n + sqrt ((real n)2 - 1)) = ln ((1 + real n + sqrt ((1 + real n)2 - 1)) / (real n + sqrt ((real n)2 - 1)))" by (simp add: ‹0 < n› Schottky_lemma1 add_pos_nonneg ln_divide_pos [symmetric]) alsohave"... ≤ 3" proof (cases "n = 1") case True have"sqrt 3 ≤ 2" by (simp add: real_le_lsqrt) thenhave"(2 + sqrt 3) ≤ 4" by simp alsohave"... ≤ exp 3" using exp_ge_add_one_self [of "3::real"] by simp finallyhave"ln (2 + sqrt 3) ≤ 3" by (metis add_nonneg_nonneg add_pos_nonneg dbl_def dbl_inc_def dbl_inc_simps(3)
dbl_simps(3) exp_gt_zero ln_exp ln_le_cancel_iff real_sqrt_ge_0_iff zero_le_one zero_less_one) thenshow ?thesis by (simp add: True) next case False with‹0 < n›have"1 < n""2 ≤ n" by linarith+ thenhave1: "1 ≤ real n * real n" by (metis less_imp_le_nat one_le_power power2_eq_square real_of_nat_ge_one_iff) have *: "4 + (m+2) * 2 ≤ (m+2) * ((m+2) * 3)"for m::nat by simp have"4 + n * 2 ≤ n * (n * 3)" using * [of "n-2"] ‹2 ≤ n› by (metis le_add_diff_inverse2) thenhave **: "4 + real n * 2 ≤ real n * (real n * 3)" by (metis (mono_tags, opaque_lifting) of_nat_le_iff of_nat_add of_nat_mult of_nat_numeral) have"sqrt ((1 + real n)2 - 1) ≤ 2 * sqrt ((real n)2 - 1)" by (auto simp: real_le_lsqrt power2_eq_square algebra_simps 1 **) then have"((1 + real n + sqrt ((1 + real n)2 - 1)) / (real n + sqrt ((real n)2 - 1)))≤ 2" using Schottky_lemma1 ‹0 < n›by (simp add: field_split_simps) thenhave"ln ((1 + real n + sqrt ((1 + real n)2 - 1)) / (real n + sqrt ((real n)2 - 1))) ≤ ln 2" using Schottky_lemma1 [of n] ‹0 < n› by (simp add: field_split_simps add_pos_nonneg) alsohave"... ≤ 3" using ln_add_one_self_le_self [of 1] by auto finallyshow ?thesis . qed alsohave"... < pi" using pi_approx by simp finallyshow ?thesis by (simp add: a_def b_def field_split_simps) qed ultimatelyhave"∣x - a∣ < 1/2 ∨∣x - b∣ < 1/2" by (auto simp: abs_if) thenshow thesis proof assume"∣x - a∣ < 1/2" thenshow ?thesis by (rule_tac n=n in that) (auto simp: a_def ‹0 < n›) next assume"∣x - b∣ < 1/2" thenshow ?thesis by (rule_tac n="Suc n"in that) (auto simp: b_def ‹0 < n›) qed qed
lemma Schottky_lemma3: fixes z::complex assumes"z ∈ (∪m ∈ Ints. ∪n ∈ {0<..}. {Complex m (ln(n + sqrt(real n ^ 2 - 1)) / pi)}) ∪ (∪m ∈ Ints. ∪n ∈ {0<..}. {Complex m (-ln(n + sqrt(real n ^ 2 - 1)) / pi)})" shows"cos(pi * cos(pi * z)) = 1 ∨ cos(pi * cos(pi * z)) = -1" proof - have sqrt2 [simp]: "complex_of_real (sqrt x) * complex_of_real (sqrt x) = x"if"x ≥0"for x::real by (metis abs_of_nonneg of_real_mult real_sqrt_mult_self that) define plusi where"plusi (e::complex) ≡ e + inverse e"for e have1: "∃k. plusi (exp (i * (of_int m * complex_of_real pi) - ln (real n + sqrt ((real n)2 - 1)))) = of_int k * 2"
(is"∃k. ?Φ k") if"n > 0"for m n proof - have eeq: "e ≠ 0 ==> plusi e = n ⟷ (inverse e) ^ 2 = n/e - 1"for n e::complex by (auto simp: plusi_def field_simps power2_eq_square) have [simp]: "1 ≤ real n * real n" using nat_0_less_mult_iff nat_less_real_le that by force
consider "odd m" | "even m" by blast thenhave"∃k. ?Φ k" proof cases case1 thenhave"?Φ (- n)" using Schottky_lemma1 [OF that] by (simp add: eeq) (simp add: power2_eq_square exp_diff exp_Euler exp_of_real algebra_simps sin_int_times_real cos_int_times_real) thenshow ?thesis .. next case2 thenhave"?Φ n" using Schottky_lemma1 [OF that] by (simp add: eeq) (simp add: power2_eq_square exp_diff exp_Euler exp_of_real algebra_simps) thenshow ?thesis .. qed thenshow ?thesis by blast qed have2: "∃k. plusi (exp (i * (of_int m * complex_of_real pi) + (ln (real n + sqrt ((real n)2 - 1))))) = of_int k * 2"
(is"∃k. ?Φ k") if"n > 0"for m n proof - have eeq: "e ≠ 0 ==> plusi e = n ⟷ e^2 - n*e + 1 = 0"for n e::complex by (auto simp: plusi_def field_simps power2_eq_square) have [simp]: "1 ≤ real n * real n" by (metis One_nat_def add.commute nat_less_real_le of_nat_1 of_nat_Suc one_le_power power2_eq_square that)
consider "odd m" | "even m" by blast thenhave"∃k. ?Φ k" proof cases case1 thenhave"?Φ (- n)" using Schottky_lemma1 [OF that] by (simp add: eeq) (simp add: power2_eq_square exp_add exp_Euler exp_of_real algebra_simps sin_int_times_real cos_int_times_real) thenshow ?thesis .. next case2 thenhave"?Φ n" using Schottky_lemma1 [OF that] by (simp add: eeq) (simp add: power2_eq_square exp_add exp_Euler exp_of_real algebra_simps) thenshow ?thesis .. qed thenshow ?thesis by blast qed have"∃x. cos (complex_of_real pi * z) = of_int x" using assms apply (auto simp: Ints_def cos_exp_eq exp_minus Complex_eq simp flip: plusi_def) apply (auto simp: algebra_simps dest: 12) done thenhave"sin(pi * cos(pi * z)) ^ 2 = 0" by (simp add: Complex_Transcendental.sin_eq_0) thenhave"1 - cos(pi * cos(pi * z)) ^ 2 = 0" by (simp add: sin_squared_eq) thenshow ?thesis using power2_eq_1_iff by auto qed
theorem Schottky: assumes holf: "f holomorphic_on cball 0 1" and nof0: "norm(f 0) ≤ r" and not01: "∧z. z ∈ cball 0 1 ==>¬(f z = 0 ∨ f z = 1)" and"0 < t""t < 1""norm z ≤ t" shows"norm(f z) ≤ exp(pi * exp(pi * (2 + 2 * r + 12 * t / (1 - t))))" proof - obtain h where holf: "h holomorphic_on cball 0 1" and nh0: "norm (h 0) ≤ 1 + norm(2 * f 0 - 1) / 3" and h: "∧z. z ∈ cball 0 1 ==> 2 * f z - 1 = cos(of_real pi * h z)" proof (rule Schottky_lemma0 [of "λz. 2 * f z - 1""cball 0 1"0]) show"(λz. 2 * f z - 1) holomorphic_on cball 0 1" by (intro holomorphic_intros holf) show"contractible (cball (0::complex) 1)" by (auto simp: convex_imp_contractible) show"∧z. z ∈ cball 0 1 ==> 2 * f z - 1 ≠ 1 ∧ 2 * f z - 1 ≠ - 1" using not01 by force qed auto obtain g where holg: "g holomorphic_on cball 0 1" and ng0: "norm(g 0) ≤ 1 + norm(h 0) / 3" and g: "∧z. z ∈ cball 0 1 ==> h z = cos(of_real pi * g z)" proof (rule Schottky_lemma0 [OF holf convex_imp_contractible, of 0]) show"∧z. z ∈ cball 0 1 ==> h z ≠ 1 ∧ h z ≠ - 1" using h not01 by fastforce+ qed auto have g0_2_f0: "norm(g 0) ≤ 2 + norm(f 0)" proof - have"cmod (2 * f 0 - 1) ≤ cmod (2 * f 0) + 1" by (metis norm_one norm_triangle_ineq4) alsohave"... ≤ 6 + 9 * cmod (f 0)" by auto finallyhave"1 + norm(2 * f 0 - 1) / 3 ≤ (2 + norm(f 0) - 1) * 3" by (simp add: divide_simps) with nh0 have"norm(h 0) ≤ (2 + norm(f 0) - 1) * 3" by linarith thenhave"1 + norm(h 0) / 3 ≤ 2 + norm(f 0)" by simp with ng0 show ?thesis by auto qed have"z ∈ ball 0 1" using assms by auto have norm_g_12: "norm(g z - g 0) ≤ (12 * t) / (1 - t)" proof - obtain g' where g': "∧x. x ∈ cball 0 1 ==> (g has_field_derivative g' x) (at x within cball 0 1)" using holg [unfolded holomorphic_on_def field_differentiable_def] by metis have int_g': "(g' has_contour_integral g z - g 0) (linepath 0 z)" using contour_integral_primitive [OF g' valid_path_linepath, of 0 z] using‹z ∈ ball 0 1› segment_bound1 by fastforce have"cmod (g' w) ≤ 12 / (1 - t)"if"w ∈ closed_segment 0 z"for w proof - have w: "w ∈ ball 0 1" using segment_bound [OF that] ‹z ∈ ball 0 1›by simp have *: "[∧b. (∃w ∈ T ∪ U. w ∈ ball b 1); ∧x. x ∈ D ==> g x ∉ T ∪ U]==>∄b. ball b 1 ⊆ g ` D"for T U D by force have ttt: "1 - t ≤ dist w u"if"cmod u = 1"for u using‹norm z ≤ t› segment_bound1 [OF ‹w ∈ closed_segment 0 z›] norm_triangle_ineq2 [of u w] that by (simp add: dist_norm norm_minus_commute) have"∄b. ball b 1 ⊆ g ` cball 0 1" proof (rule *) show"(∃w ∈ (∪m ∈ Ints. ∪n ∈ {0<..}. {Complex m (ln(n + sqrt(real n ^ 2 - 1)) / pi)}) ∪ (∪m ∈ Ints. ∪n ∈ {0<..}. {Complex m (-ln(n + sqrt(real n ^ 2 - 1)) / pi)}). w ∈ ball b 1)"for b proof - obtain m where m: "m ∈ℤ""∣Re b - m∣≤ 1/2" by (metis Ints_of_int abs_minus_commute of_int_round_abs_le) show ?thesis proof (cases "0::real""Im b" rule: le_cases) case le thenobtain n where"0 < n"and n: "∣Im b - ln (n + sqrt ((real n)2 - 1)) / pi∣ < 1/2" using Schottky_lemma2 [of "Im b"] by blast have"dist b (Complex m (Im b)) ≤ 1/2" by (metis cancel_comm_monoid_add_class.diff_cancel cmod_eq_Re complex.sel(1) complex.sel(2) dist_norm m(2) minus_complex.code) moreover have"dist (Complex m (Im b)) (Complex m (ln (n + sqrt ((real n)2 - 1)) / pi)) < 1/2" using n by (simp add: complex_norm cmod_eq_Re complex_diff dist_norm del: Complex_eq) ultimatelyhave"dist b (Complex m (ln (real n + sqrt ((real n)2 - 1)) / pi)) < 1" by (simp add: dist_triangle_lt [of b "Complex m (Im b)"] dist_commute) with le m ‹0 < n›show ?thesis apply (rule_tac x = "Complex m (ln (real n + sqrt ((real n)2 - 1)) / pi)"in bexI) by (force simp del: Complex_eq greaterThan_0)+ next case ge thenobtain n where"0 < n"and n: "∣- Im b - ln (real n + sqrt ((real n)2 - 1)) / pi∣ < 1/2" using Schottky_lemma2 [of "- Im b"] by auto have"dist b (Complex m (Im b)) ≤ 1/2" by (metis cancel_comm_monoid_add_class.diff_cancel cmod_eq_Re complex.sel(1) complex.sel(2) dist_norm m(2) minus_complex.code) moreover have"dist (Complex m (- ln (n + sqrt ((real n)2 - 1)) / pi)) (Complex m (Im b)) = ∣ - Im b - ln (real n + sqrt ((real n)2 - 1)) / pi∣" by (simp add: complex_norm dist_norm cmod_eq_Re complex_diff) ultimatelyhave"dist b (Complex m (- ln (real n + sqrt ((real n)2 - 1)) / pi)) < 1" using n by (simp add: dist_triangle_lt [of b "Complex m (Im b)"] dist_commute) with ge m ‹0 < n›show ?thesis by (rule_tac x = "Complex m (- ln (real n + sqrt ((real n)2 - 1)) / pi)"in bexI) auto qed qed show"g v ∉ (∪m ∈ Ints. ∪n ∈ {0<..}. {Complex m (ln(n + sqrt(real n ^ 2 - 1)) / pi)}) ∪ (∪m ∈ Ints. ∪n ∈ {0<..}. {Complex m (-ln(n + sqrt(real n ^ 2 - 1)) / pi)})" if"v ∈ cball 0 1"for v using not01 [OF that] by (force simp: g [OF that, symmetric] h [OF that, symmetric] dest!: Schottky_lemma3 [of "g v"]) qed thenhave12: "(1 - t) * cmod (deriv g w) / 12 < 1" using Bloch_general [OF holg _ ttt, of 1] w by force have"g field_differentiable at w within cball 0 1" using holg w by (simp add: holomorphic_on_def) thenhave"g field_differentiable at w within ball 0 1" using ball_subset_cball field_differentiable_within_subset by blast with w have der_gw: "(g has_field_derivative deriv g w) (at w)" by (simp add: field_differentiable_within_open [of _ "ball 0 1"] field_differentiable_derivI) with DERIV_unique [OF der_gw] g' w have"deriv g w = g' w" by (metis open_ball at_within_open ball_subset_cball has_field_derivative_subset subsetCE) thenshow"cmod (g' w) ≤ 12 / (1 - t)" using g' 12‹t < 1›by (simp add: field_simps) qed thenhave"cmod (g z - g 0) ≤ 12 / (1 - t) * cmod z" using has_contour_integral_bound_linepath [OF int_g', of "12/(1 - t)"] assms by simp with‹cmod z ≤ t›‹t < 1›show ?thesis by (simp add: field_split_simps) qed have fz: "f z = (1 + cos(of_real pi * h z)) / 2" using h ‹z ∈ ball 0 1›by (auto simp: field_simps) have"cmod (f z) ≤ exp (cmod (complex_of_real pi * h z))" by (simp add: fz mult.commute norm_cos_plus1_le) alsohave"... ≤ exp (pi * exp (pi * (2 + 2 * r + 12 * t / (1 - t))))" proof (simp add: norm_mult) have"cmod (g z - g 0) ≤ 12 * t / (1 - t)" using norm_g_12 ‹t < 1›by (simp add: norm_mult) thenhave"cmod (g z) - cmod (g 0) ≤ 12 * t / (1 - t)" using norm_triangle_ineq2 order_trans by blast thenhave *: "cmod (g z) ≤ 2 + 2 * r + 12 * t / (1 - t)" using g0_2_f0 norm_ge_zero [of "f 0"] nof0 by linarith have"cmod (h z) ≤ exp (cmod (complex_of_real pi * g z))" using‹z ∈ ball 0 1›by (simp add: g norm_cos_le) alsohave"... ≤ exp (pi * (2 + 2 * r + 12 * t / (1 - t)))" using‹t < 1› nof0 * by (simp add: norm_mult) finallyshow"cmod (h z) ≤ exp (pi * (2 + 2 * r + 12 * t / (1 - t)))" . qed finallyshow ?thesis . qed
subsection‹The Little Picard Theorem›
theorem Landau_Picard: obtains R where"∧z. 0 < R z" "∧f. [f holomorphic_on cball 0 (R(f 0)); ∧z. norm z ≤ R(f 0) ==> f z ≠ 0 ∧ f z ≠ 1]==> norm(deriv f 0) < 1" proof - define R where"R ≡ λz. 3 * exp(pi * exp(pi*(2 + 2 * cmod z + 12)))" show ?thesis proof show Rpos: "∧z. 0 < R z" by (auto simp: R_def) show"norm(deriv f 0) < 1" if holf: "f holomorphic_on cball 0 (R(f 0))" and Rf: "∧z. norm z ≤ R(f 0) ==> f z ≠ 0 ∧ f z ≠ 1"for f proof - let ?r = "R(f 0)" define g where"g ≡ f ∘ (λz. of_real ?r * z)" have"0 < ?r" using Rpos by blast have holg: "g holomorphic_on cball 0 1" unfolding g_def proof (intro holomorphic_intros holomorphic_on_compose holomorphic_on_subset [OF holf]) show"(*) (complex_of_real (R (f 0))) ` cball 0 1 ⊆ cball 0 (R (f 0))" using Rpos by (auto simp: less_imp_le norm_mult) qed have *: "norm(g z) ≤ exp(pi * exp(pi * (2 + 2 * norm (f 0) + 12 * t / (1 - t))))" if"0 < t""t < 1""norm z ≤ t"for t z proof (rule Schottky [OF holg]) show"cmod (g 0) ≤ cmod (f 0)" by (simp add: g_def) show"∧z. z ∈ cball 0 1 ==>¬ (g z = 0 ∨ g z = 1)" using Rpos by (simp add: g_def less_imp_le norm_mult Rf) qed (auto simp: that) have C1: "g holomorphic_on ball 0 (1/2)" by (rule holomorphic_on_subset [OF holg]) auto have C2: "continuous_on (cball 0 (1/2)) g" by (meson cball_divide_subset_numeral holg holomorphic_on_imp_continuous_on holomorphic_on_subset) have C3: "cmod (g z) ≤ R (f 0) / 3"if"cmod (0 - z) = 1/2"for z proof - have"norm(g z) ≤ exp(pi * exp(pi * (2 + 2 * norm (f 0) + 12)))" using * [of "1/2"] that by simp alsohave"... = ?r / 3" by (simp add: R_def) finallyshow ?thesis . qed thenhave cmod_g'_le: "cmod (deriv g 0) * 3 ≤ R (f 0) * 2" using Cauchy_inequality [OF C1 C2 _ C3, of 1] by simp have holf': "f holomorphic_on ball 0 (R(f 0))" by (rule holomorphic_on_subset [OF holf]) auto thenhave fd0: "f field_differentiable at 0" by (rule holomorphic_on_imp_differentiable_at [OF _ open_ball])
(auto simp: Rpos [of "f 0"]) have g_eq: "deriv g 0 = of_real ?r * deriv f 0" unfolding g_def by (metis DERIV_imp_deriv DERIV_chain DERIV_cmult_Id fd0 field_differentiable_derivI mult.commute mult_zero_right) show ?thesis using cmod_g'_le Rpos [of "f 0"] by (simp add: g_eq norm_mult) qed qed qed
lemma little_Picard_01: assumes holf: "f holomorphic_on UNIV"and f01: "∧z. f z ≠ 0 ∧ f z ≠ 1" obtains c where"f = (λx. c)" proof - obtain R where Rpos: "∧z. 0 < R z" and R: "∧h. [h holomorphic_on cball 0 (R(h 0)); ∧z. norm z ≤ R(h 0) ==> h z ≠ 0 ∧ h z ≠ 1]==> norm(deriv h 0) < 1" using Landau_Picard by metis have contf: "continuous_on UNIV f" by (simp add: holf holomorphic_on_imp_continuous_on) show ?thesis proof (cases "∀x. deriv f x = 0") case True have"(f has_field_derivative 0) (at x)"for x by (metis True UNIV_I holf holomorphic_derivI open_UNIV) thenobtain c where"∧x. f(x) = c" by (meson UNIV_I DERIV_zero_connected_constant [OF connected_UNIV open_UNIV finite.emptyI contf]) thenshow ?thesis using that by auto next case False thenobtain w where w: "deriv f w ≠ 0"by auto define fw where"fw ≡ (f ∘ (λz. w + z / deriv f w))" have norm_let1: "norm(deriv fw 0) < 1" proof (rule R) show"fw holomorphic_on cball 0 (R (fw 0))" unfolding fw_def by (intro holomorphic_intros holomorphic_on_compose w holomorphic_on_subset [OF holf] subset_UNIV) show"fw z ≠ 0 ∧ fw z ≠ 1"if"cmod z ≤ R (fw 0)"for z using f01 by (simp add: fw_def) qed have"(fw has_field_derivative deriv f w * inverse (deriv f w)) (at 0)" unfolding fw_def apply (intro DERIV_chain derivative_eq_intros w)+ using holf holomorphic_derivI by (force simp: field_simps)+ thenshow ?thesis using norm_let1 w by (simp add: DERIV_imp_deriv) qed qed
theorem little_Picard: assumes holf: "f holomorphic_on UNIV" and"a ≠ b""range f ∩ {a,b} = {}" obtains c where"f = (λx. c)" proof - let ?g = "λx. 1/(b - a)*(f x - b) + 1" obtain c where"?g = (λx. c)" proof (rule little_Picard_01) show"?g holomorphic_on UNIV" by (intro holomorphic_intros holf) show"∧z. ?g z ≠ 0 ∧ ?g z ≠ 1" using assms by (auto simp: field_simps) qed auto thenhave"?g x = c"for x by meson thenhave"f x = c * (b-a) + a"for x using assms by (auto simp: field_simps) thenshow ?thesis using that by blast qed
text‹A couple of little applications of Little Picard›
lemma holomorphic_periodic_fixpoint: assumes holf: "f holomorphic_on UNIV" and"p ≠ 0"and per: "∧z. f(z + p) = f z" obtains x where"f x = x" proof - have False if non: "∧x. f x ≠ x" proof - obtain c where"(λz. f z - z) = (λz. c)" proof (rule little_Picard) show"(λz. f z - z) holomorphic_on UNIV" by (simp add: holf holomorphic_on_diff) show"range (λz. f z - z) ∩ {p,0} = {}" using assms non by auto (metis add.commute diff_eq_eq) qed (auto simp: assms) with per show False by (metis add.commute add_cancel_left_left ‹p ≠ 0› diff_add_cancel) qed thenshow ?thesis using that by blast qed
lemma holomorphic_involution_point: assumes holfU: "f holomorphic_on UNIV"and non: "∧a. f ≠ (λx. a + x)" obtains x where"f(f x) = x" proof -
{ assume non_ff [simp]: "∧x. f(f x) ≠ x" thenhave non_fp [simp]: "f z ≠ z"for z by metis have holf: "f holomorphic_on X"for X using assms holomorphic_on_subset by blast obtain c where c: "(λx. (f(f x) - x)/(f x - x)) = (λx. c)" proof (rule little_Picard_01) show"(λx. (f(f x) - x)/(f x - x)) holomorphic_on UNIV" using non_fp by (intro holomorphic_intros holf holomorphic_on_compose [unfolded o_def, OF holf]) auto qed auto thenobtain"c ≠ 0""c ≠ 1" by (metis (no_types, opaque_lifting) non_ff diff_zero divide_eq_0_iff right_inverse_eq) have eq: "f(f x) - c * f x = x*(1 - c)"for x using fun_cong [OF c, of x] by (simp add: field_simps) have df_times_dff: "deriv f z * (deriv f (f z) - c) = 1 * (1 - c)"for z proof (rule DERIV_unique) show"((λx. f (f x) - c * f x) has_field_derivative deriv f z * (deriv f (f z) - c)) (at z)" by (rule derivative_eq_intros holomorphic_derivI [OF holfU]
DERIV_chain [unfolded o_def, where f=f and g=f] | simp add: algebra_simps)+ show"((λx. f (f x) - c * f x) has_field_derivative 1 * (1 - c)) (at z)" by (simp add: eq mult_commute_abs) qed
{ fix z::complex obtain k where k: "deriv f ∘ f = (λx. k)" proof (rule little_Picard) show"(deriv f ∘ f) holomorphic_on UNIV" by (meson holfU holomorphic_deriv holomorphic_on_compose holomorphic_on_subset open_UNIV subset_UNIV) obtain"deriv f (f x) ≠ 0""deriv f (f x) ≠ c"for x using df_times_dff ‹c ≠ 1› eq_iff_diff_eq_0 by (metis lambda_one mult_zero_left mult_zero_right) thenshow"range (deriv f ∘ f) ∩ {0,c} = {}" by force qed (use‹c ≠ 0›in auto) have"¬ f constant_on UNIV" by (meson UNIV_I non_ff constant_on_def) with holf open_mapping_thm have"open(range f)" by blast obtain l where l: "∧x. f x - k * x = l" proof (rule DERIV_zero_connected_constant [of UNIV "{}""λx. f x - k * x"], simp_all) have"deriv f w - k = 0"for w proof (rule analytic_continuation [OF _ open_UNIV connected_UNIV subset_UNIV, of "λz. deriv f z - k""f z""range f" w]) show"(λz. deriv f z - k) holomorphic_on UNIV" by (intro holomorphic_intros holf open_UNIV) show"f z islimpt range f" by (metis (no_types, lifting) IntI UNIV_I ‹open (range f)› image_eqI inf.absorb_iff2 inf_aci(1) islimpt_UNIV islimpt_eq_acc_point open_Int top_greatest) show"∧z. z ∈ range f ==> deriv f z - k = 0" by (metis comp_def diff_self image_iff k) qed auto moreover have"((λx. f x - k * x) has_field_derivative deriv f x - k) (at x)"for x by (metis DERIV_cmult_Id Deriv.field_differentiable_diff UNIV_I field_differentiable_derivI holf holomorphic_on_def) ultimately show"∀x. ((λx. f x - k * x) has_field_derivative 0) (at x)" by auto show"continuous_on UNIV (λx. f x - k * x)" by (simp add: continuous_on_diff holf holomorphic_on_imp_continuous_on) qed (auto simp: connected_UNIV) have False proof (cases "k=1") case True thenhave"∃x. k * x + l ≠ a + x"for a using l non [of a] ext [of f "(+) a"] by (metis add.commute diff_eq_eq) with True show ?thesis by auto next case False have"∧x. (1 - k) * x ≠ f 0" using l [of 0] by (simp add: algebra_simps) (metis diff_add_cancel l mult.commute non_fp) thenshow False by (metis False eq_iff_diff_eq_0 mult.commute nonzero_mult_div_cancel_right times_divide_eq_right) qed
}
} thenshow thesis using that by blast qed
subsection‹The Arzelà--Ascoli theorem›
lemma subsequence_diagonalization_lemma: fixes P :: "nat → (nat → 'a) → bool" assumes sub: "∧i r. ∃k. strict_mono (k :: nat → nat) ∧ P i (r ∘ k)" and P_P: "∧i r::nat → 'a. ∧k1 k2 N. [P i (r ∘ k1); ∧j. N ≤ j ==>∃j'. j ≤ j' ∧ k2 j = k1 j']==> P i (r ∘ k2)" obtains k where"strict_mono (k :: nat → nat)""∧i. P i (r ∘ k)" proof - obtain kk where"∧i r. strict_mono (kk i r :: nat → nat) ∧ P i (r ∘ (kk i r))" using sub by metis thenhave sub_kk: "∧i r. strict_mono (kk i r)"and P_kk: "∧i r. P i (r ∘ (kk i r))" by auto define rr where"rr ≡ rec_nat (kk 0 r) (λn x. x ∘ kk (Suc n) (r ∘ x))" thenhave [simp]: "rr 0 = kk 0 r""∧n. rr(Suc n) = rr n ∘ kk (Suc n) (r ∘ rr n)" by auto show thesis proof have sub_rr: "strict_mono (rr i)"for i using sub_kk by (induction i) (auto simp: strict_mono_def o_def) have P_rr: "P i (r ∘ rr i)"for i using P_kk by (induction i) (auto simp: o_def) have"i ≤ i+d ==> rr i n ≤ rr (i+d) n"for d i n proof (induction d) case0thenshow ?case by simp next case (Suc d) thenshow ?case using seq_suble [OF sub_kk] strict_mono_less_eq [OF sub_rr] by (simp add: order_subst1) qed thenhave"∧i j n. i ≤ j ==> rr i n ≤ rr j n" by (metis le_iff_add) show"strict_mono (λn. rr n n)" unfolding strict_mono_Suc_iff by (simp add: Suc_le_lessD strict_monoD strict_mono_imp_increasing sub_kk sub_rr) have"∃j. i ≤ j ∧ rr (n+d) i = rr n j"for d n i proof (induction d arbitrary: i) case (Suc d) thenshow ?case using seq_suble [OF sub_kk] by simp (meson order_trans) qed auto thenhave"∧m n i. n ≤ m ==>∃j. i ≤ j ∧ rr m i = rr n j" by (metis le_iff_add) thenshow"P i (r ∘ (λn. rr n n))"for i by (meson P_rr P_P) qed qed
lemma function_convergent_subsequence: fixes f :: "[nat,'a] → 'b::{real_normed_vector,heine_borel}" assumes"countable S"and M: "∧n::nat. ∧x. x ∈ S ==> norm(f n x) ≤ M" obtains k where"strict_mono (k::nat→nat)""∧x. x ∈ S ==>∃l. (λn. f (k n) x) <---- l" proof (cases "S = {}") case True thenshow ?thesis using strict_mono_id that by fastforce next case False with‹countable S›obtain σ :: "nat → 'a"where σ: "S = range σ" using uncountable_def by blast obtain k where"strict_mono k"and k: "∧i. ∃l. (λn. (f ∘ k) n (σ i)) <---- l" proof (rule subsequence_diagonalization_lemma
[of "λi r. ∃l. ((λn. (f ∘ r) n (σ i)) ---> l) sequentially" id]) show"∃k::nat→nat. strict_mono k ∧ (∃l. (λn. (f ∘ (r ∘ k)) n (σ i)) <---- l)"for i r proof - have"f (r n) (σ i) ∈ cball 0 M"for n by (simp add: σ M) thenshow ?thesis using compact_def [of "cball (0::'b) M"] by (force simp: o_def) qed show"∃l. (λn. (f ∘ (r ∘ k2)) n (σ i)) <---- l" if"∃l. (λn. (f ∘ (r ∘ k1)) n (σ i)) <---- l""∧j. N ≤ j ==>∃j'≥j. k2 j = k1 j'" for i N and r k1 k2 :: "nat→nat" using that by (simp add: lim_sequentially) (metis (no_types, opaque_lifting) le_cases order_trans) qed auto with σ that show ?thesis by force qed
theorem Arzela_Ascoli: fixesF :: "[nat,'a::euclidean_space] → 'b::{real_normed_vector,heine_borel}" assumes"compact S" and M: "∧n x. x ∈ S ==> norm(F n x) ≤ M" and equicont: "∧x e. [x ∈ S; 0 < e] ==>∃d. 0 < d ∧ (∀n y. y ∈ S ∧ norm(x - y) < d ⟶ norm(F n x - F n y) < e)" obtains g k where"continuous_on S g""strict_mono (k :: nat → nat)" "∧e. 0 < e ==>∃N. ∀n x. n ≥ N ∧ x ∈ S ⟶ norm(F(k n) x - g x) < e" proof - have UEQ: "∧e. 0 < e ==>∃d. 0 < d ∧ (∀n. ∀x ∈ S. ∀x' ∈ S. dist x' x < d ⟶ dist (F n x') (F n x) < e)" apply (rule compact_uniformly_equicontinuous [OF ‹compact S›, of "range F"]) using equicont by (force simp: dist_commute dist_norm)+ have"continuous_on S g" if"∧e. 0 < e ==>∃N. ∀n x. n ≥ N ∧ x ∈ S ⟶ norm(F(r n) x - g x) < e" for g:: "'a → 'b"and r :: "nat → nat" proof (rule uniform_limit_theorem [of _ "F∘ r"]) have"continuous_on S (F (r n))"for n using UEQ by (force simp: continuous_on_iff) thenshow"∀F n in sequentially. continuous_on S ((F∘ r) n)" by (simp add: eventually_sequentially) show"uniform_limit S (F∘ r) g sequentially" using that by (metis (mono_tags, opaque_lifting) comp_apply dist_norm uniform_limit_sequentially_iff) qed auto moreover obtain R where"countable R""R ⊆ S"and SR: "S ⊆ closure R" by (metis separable that) obtain k where"strict_mono k"and k: "∧x. x ∈ R ==>∃l. (λn. F (k n) x) <---- l" using‹R ⊆ S›by (force intro: function_convergent_subsequence [OF ‹countable R› M]) thenhave Cauchy: "Cauchy ((λn. F (k n) x))"if"x ∈ R"for x using convergent_eq_Cauchy that by blast have"∃N. ∀m n x. N ≤ m ∧ N ≤ n ∧ x ∈ S ⟶ dist ((F∘ k) m x) ((F∘ k) n x) < e" if"0 < e"for e proof - obtain d where"0 < d" and d: "∧n. ∀x ∈ S. ∀x' ∈ S. dist x' x < d ⟶ dist (F n x') (F n x) < e/3" by (metis UEQ ‹0 < e› divide_pos_pos zero_less_numeral) obtain T where"T ⊆ R"and"finite T"and T: "S ⊆ (∪c∈T. ball c d)" proof (rule compactE_image [OF ‹compact S›, of R "(λx. ball x d)"]) have"closure R ⊆ (∪c∈R. ball c d)" using‹0 < d›by (auto simp: closure_approachable) with SR show"S ⊆ (∪c∈R. ball c d)" by auto qed auto have"∃M. ∀m≥M. ∀n≥M. dist (F (k m) x) (F (k n) x) < e/3"if"x ∈ R"for x using Cauchy ‹0 < e› that unfolding Cauchy_def by (metis less_divide_eq_numeral1(1) mult_zero_left) thenobtain MF where MF: "∧x m n. [x ∈ R; m ≥ MF x; n ≥ MF x]==> norm (F (k m) x - F (k n) x) < e/3" using dist_norm by metis have"dist ((F∘ k) m x) ((F∘ k) n x) < e" if m: "Max (MF ` T) ≤ m"and n: "Max (MF ` T) ≤ n""x ∈ S"for m n x proof - obtain t where"t ∈ T"and t: "x ∈ ball t d" using‹x ∈ S› T by auto have"norm(F (k m) t - F (k m) x) < e / 3" by (metis ‹R ⊆ S›‹T ⊆ R›‹t ∈ T› d dist_norm mem_ball subset_iff t ‹x ∈ S›) moreover have"norm(F (k n) t - F (k n) x) < e / 3" by (metis ‹R ⊆ S›‹T ⊆ R›‹t ∈ T› subsetD d dist_norm mem_ball t ‹x ∈ S›) moreover have"norm(F (k m) t - F (k n) t) < e / 3" proof (rule MF) show"t ∈ R" using‹T ⊆ R›‹t ∈ T›by blast show"MF t ≤ m""MF t ≤ n" by (meson Max_ge ‹finite T›‹t ∈ T› finite_imageI imageI le_trans m n)+ qed ultimately show ?thesis unfolding dist_norm [symmetric] o_def by (metis dist_triangle_third dist_commute) qed thenshow ?thesis by force qed thenobtain g where"∀e>0. ∃N. ∀n x. N ≤ n ∧ x ∈ S ⟶ norm ((F∘ k) n x - g x) < e" using uniformly_convergent_eq_cauchy [of "λx. x ∈ S""F∘ k"] by (auto simp add: dist_norm) ultimatelyshow thesis by (metis ‹strict_mono k› comp_apply that) qed
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