(* Title: HOL/Deriv.thy Author: Jacques D. Fleuriot, University of Cambridge, 1998 Author: Brian Huffman Author: Lawrence C Paulson, 2004 Author: Benjamin Porter, 2005 *)
section‹Differentiation›
theory Deriv imports Limits begin
subsection‹Frechet derivative›
definition has_derivative :: "('a::real_normed_vector ==> 'b::real_normed_vector) ==> ('a ==> 'b) ==> 'a filter ==> bool" (infix‹(has'_derivative)› 50) where"(f has_derivative f') F ⟷ bounded_linear f' ∧ ((λy. ((f y - f (Lim F (λx. x))) - f' (y - Lim F (λx. x))) /🪙R norm (y - Lim F (λx. x))) ---> 0) F"
text‹ Usually the filter 🍋‹F›is 🍋‹at x within s›. 🍋‹(f has_derivative D) (at x within s)› within the set 🍋‹s›. Where 🍋‹s› is used to express left or right sided derivatives. In most cases 🍋‹s›is either a variable or 🍋‹UNIV›. ›
text‹These are the only cases we'll care about, probably.›
lemma has_derivative_within: "(f has_derivative f') (at x within s) ⟷ bounded_linear f' ∧ ((λy. (1 / norm(y - x)) *🪙R (f y - (f x + f' (y - x)))) ---> 0) (at x within s)" unfolding has_derivative_def tendsto_iff by (subst eventually_Lim_ident_at) (auto simp add: field_simps)
lemma has_derivative_eq_rhs: "(f has_derivative f') F ==> f' = g' ==> (f has_derivative g') F" by simp
definition has_field_derivative :: "('a::real_normed_field ==> 'a) ==> 'a ==> 'a filter ==> bool"
(infix‹(has'_field'_derivative)› 50) where"(f has_field_derivative D) F ⟷ (f has_derivative (*) D) F"
lemma DERIV_cong: "(f has_field_derivative X) F ==> X = Y ==> (f has_field_derivative Y) F" by simp
definition has_vector_derivative :: "(real ==> 'b::real_normed_vector) ==> 'b ==> real filter ==> bool"
(infix‹has'_vector'_derivative› 50) where"(f has_vector_derivative f') net ⟷ (f has_derivative (λx. x *🪙R f')) net"
lemma has_vector_derivative_eq_rhs: "(f has_vector_derivative X) F ==> X = Y ==> (f has_vector_derivative Y) F" by simp
named_theorems derivative_intros "structural introduction rules for derivatives" setup‹ let val eq_thms = @{thms has_derivative_eq_rhs DERIV_cong has_vector_derivative_eq_rhs} fun eq_rule thm = get_first (try (fn eq_thm => eq_thm OF [thm])) eq_thms in Global_Theory.add_thms_dynamic (🍋‹derivative_eq_intros›, fn context => Named_Theorems.get (Context.proof_of context) 🍋‹derivative_intros› |> map_filter eq_rule) end ›
text‹ The following syntax is only used as a legacy syntax. › abbreviation (input)
FDERIV :: "('a::real_normed_vector ==> 'b::real_normed_vector) ==> 'a ==> ('a ==> 'b) ==> bool"
(‹(‹notation=‹mixfix FDERIV›\›FDERIV (_)/ (_)/ :> (_))› [1000, 1000, 60] 60) where"FDERIV f x :> f' ≡ (f has_derivative f') (at x)"
lemma has_derivative_bounded_linear: "(f has_derivative f') F ==> bounded_linear f'" by (simp add: has_derivative_def)
lemma has_derivative_linear: "(f has_derivative f') F ==> linear f'" using bounded_linear.linear[OF has_derivative_bounded_linear] .
lemma has_derivative_add[simp, derivative_intros]: assumes f: "(f has_derivative f') F" and g: "(g has_derivative g') F" shows"((λx. f x + g x) has_derivative (λx. f' x + g' x)) F" unfolding has_derivative_def proof safe let ?x = "Lim F (λx. x)" let ?D = "λf f' y. ((f y - f ?x) - f' (y - ?x)) /🪙R norm (y - ?x)" have"((λx. ?D f f' x + ?D g g' x) ---> (0 + 0)) F" using f g by (intro tendsto_add) (auto simp: has_derivative_def) thenshow"(?D (λx. f x + g x) (λx. f' x + g' x) ---> 0) F" by (simp add: field_simps scaleR_add_right scaleR_diff_right) qed (blast intro: bounded_linear_add f g has_derivative_bounded_linear)
lemma has_derivative_sum[simp, derivative_intros]: "(∧i. i ∈ I ==> (f i has_derivative f' i) F) ==> ((λx. ∑i∈I. f i x) has_derivative (λx. ∑i∈I. f' i x)) F" by (induct I rule: infinite_finite_induct) simp_all
lemma has_derivative_minus[simp, derivative_intros]: "(f has_derivative f') F ==> ((λx. - f x) has_derivative (λx. - f' x)) F" using has_derivative_scaleR_right[of f f' F "-1"] by simp
lemma has_derivative_diff[simp, derivative_intros]: "(f has_derivative f') F ==> (g has_derivative g') F ==> ((λx. f x - g x) has_derivative (λx. f' x - g' x)) F" by (simp only: diff_conv_add_uminus has_derivative_add has_derivative_minus)
lemma has_derivative_at_within: "(f has_derivative f') (at x within s) ⟷ (bounded_linear f' ∧ ((λy. ((f y - f x) - f' (y - x)) /🪙R norm (y - x)) ---> 0) (at x within s))" proof (cases "at x within s = bot") case True thenshow ?thesis by (metis (no_types, lifting) has_derivative_within tendsto_bot) next case False thenshow ?thesis by (simp add: Lim_ident_at has_derivative_def) qed
lemma has_derivative_iff_norm: "(f has_derivative f') (at x within s) ⟷ bounded_linear f' ∧ ((λy. norm ((f y - f x) - f' (y - x)) / norm (y - x)) ---> 0) (at x within s)" using tendsto_norm_zero_iff[of _ "at x within s", where 'b="'b", symmetric] by (simp add: has_derivative_at_within divide_inverse ac_simps)
lemma has_derivative_at: "(f has_derivative D) (at x) ⟷ (bounded_linear D ∧ (λh. norm (f (x + h) - f x - D h) / norm h) ←-0→ 0)" by (simp add: has_derivative_iff_norm LIM_offset_zero_iff)
lemma field_has_derivative_at: fixes x :: "'a::real_normed_field" shows"(f has_derivative (*) D) (at x) ⟷ (λh. (f (x + h) - f x) / h) ←-0→ D" (is"?lhs = ?rhs") proof - have"?lhs = (λh. norm (f (x + h) - f x - D * h) / norm h) ←-0 → 0" by (simp add: bounded_linear_mult_right has_derivative_at) alsohave"... = (λy. norm ((f (x + y) - f x - D * y) / y)) ←-0→ 0" by (simp cong: LIM_cong flip: nonzero_norm_divide) alsohave"... = (λy. norm ((f (x + y) - f x) / y - D / y * y)) ←-0→ 0" by (simp only: diff_divide_distrib times_divide_eq_left [symmetric]) alsohave"... = ?rhs" by (simp add: tendsto_norm_zero_iff LIM_zero_iff cong: LIM_cong) finallyshow ?thesis . qed
lemma has_derivative_iff_Ex: "(f has_derivative f') (at x) ⟷ bounded_linear f' ∧ (∃e. (∀h. f (x+h) = f x + f' h + e h) ∧ ((λh. norm (e h) / norm h) ---> 0) (at 0))" unfolding has_derivative_at by force
lemma has_derivative_at_within_iff_Ex: assumes"x ∈ S""open S" shows"(f has_derivative f') (at x within S) ⟷ bounded_linear f' ∧ (∃e. (∀h. x+h ∈ S ⟶ f (x+h) = f x + f' h + e h) ∧ ((λh. norm (e h) / norm h) ---> 0) (at 0))"
(is"?lhs = ?rhs") proof safe show"bounded_linear f'" if"(f has_derivative f') (at x within S)" using has_derivative_bounded_linear that by blast show"∃e. (∀h. x + h ∈ S ⟶ f (x + h) = f x + f' h + e h) ∧ (λh. norm (e h) / norm h) ←-0→ 0" if"(f has_derivative f') (at x within S)" by (metis (full_types) assms that has_derivative_iff_Ex at_within_open) show"(f has_derivative f') (at x within S)" if"bounded_linear f'" and eq [rule_format]: "∀h. x + h ∈ S ⟶ f (x + h) = f x + f' h + e h" and 0: "(λh. norm (e (h::'a)::'b) / norm h) ←-0→ 0" for e proof - have 1: "f y - f x = f' (y-x) + e (y-x)"if"y ∈ S"for y using eq [of "y-x"] that by simp have 2: "((λy. norm (e (y-x)) / norm (y - x)) ---> 0) (at x within S)" by (simp add: "0" assms tendsto_offset_zero_iff) have"((λy. norm (f y - f x - f' (y - x)) / norm (y - x)) ---> 0) (at x within S)" by (simp add: Lim_cong_within 1 2) thenshow ?thesis by (simp add: has_derivative_iff_norm ‹bounded_linear f'›) qed qed
lemma has_derivativeI: "bounded_linear f' ==> ((λy. ((f y - f x) - f' (y - x)) /🪙R norm (y - x)) ---> 0) (at x within s) ==> (f has_derivative f') (at x within s)" by (simp add: has_derivative_at_within)
lemma has_derivativeI_sandwich: assumes e: "0 < e" and bounded: "bounded_linear f'" and sandwich: "(∧y. y ∈ s ==> y ≠ x ==> dist y x < e ==> norm ((f y - f x) - f' (y - x)) / norm (y - x) ≤ H y)" and"(H ---> 0) (at x within s)" shows"(f has_derivative f') (at x within s)" unfolding has_derivative_iff_norm proof safe show"((λy. norm (f y - f x - f' (y - x)) / norm (y - x)) ---> 0) (at x within s)" proof (rule tendsto_sandwich[where f="λx. 0"]) show"(H ---> 0) (at x within s)"by fact show"eventually (λn. norm (f n - f x - f' (n - x)) / norm (n - x) ≤ H n) (at x within s)" unfolding eventually_at using e sandwich by auto qed (auto simp: le_divide_eq) qed fact
lemma has_derivative_subset: "(f has_derivative f') (at x within s) ==> t ⊆ s ==> (f has_derivative f') (at x within t)" by (auto simp add: has_derivative_iff_norm intro: tendsto_within_subset)
lemma has_derivative_within_singleton_iff: "(f has_derivative g) (at x within {x}) ⟷ bounded_linear g" by (auto intro!: has_derivativeI_sandwich[where e=1] has_derivative_bounded_linear)
subsubsection ‹Limit transformation for derivatives›
lemma has_derivative_transform_within: assumes"(f has_derivative f') (at x within s)" and"0 < d" and"x ∈ s" and"∧x'. [x' ∈ s; dist x' x < d]==> f x' = g x'" shows"(g has_derivative f') (at x within s)" using assms unfolding has_derivative_within by (force simp add: intro: Lim_transform_within)
lemma has_derivative_transform_within_open: assumes"(f has_derivative f') (at x within t)" and"open s" and"x ∈ s" and"∧x. x∈s ==> f x = g x" shows"(g has_derivative f') (at x within t)" using assms unfolding has_derivative_within by (force simp add: intro: Lim_transform_within_open)
lemma has_derivative_transform: assumes"x ∈ s""∧x. x ∈ s ==> g x = f x" assumes"(f has_derivative f') (at x within s)" shows"(g has_derivative f') (at x within s)" using assms by (intro has_derivative_transform_within[OF _ zero_less_one, where g=g]) auto
lemma has_derivative_transform_eventually: assumes"(f has_derivative f') (at x within s)" "(∀🪙F x' in at x within s. f x' = g x')" assumes"f x = g x""x ∈ s" shows"(g has_derivative f') (at x within s)" using assms proof - from assms(2,3) obtain d where"d > 0""∧x'. x' ∈ s ==> dist x' x < d ==> f x' = g x'" by (force simp: eventually_at) from has_derivative_transform_within[OF assms(1) this(1) assms(4) this(2)] show ?thesis . qed
lemma has_field_derivative_transform_within: assumes"(f has_field_derivative f') (at a within S)" and"0 < d" and"a ∈ S" and"∧x. [x ∈ S; dist x a < d]==> f x = g x" shows"(g has_field_derivative f') (at a within S)" using assms unfolding has_field_derivative_def by (metis has_derivative_transform_within)
lemma has_field_derivative_transform_within_open: assumes"(f has_field_derivative f') (at a)" and"open S""a ∈ S" and"∧x. x ∈ S ==> f x = g x" shows"(g has_field_derivative f') (at a)" using assms unfolding has_field_derivative_def by (metis has_derivative_transform_within_open)
subsection‹Continuity›
lemma has_derivative_continuous: assumes f: "(f has_derivative f') (at x within s)" shows"continuous (at x within s) f" proof - from f interpret F: bounded_linear f' by (rule has_derivative_bounded_linear) note F.tendsto[tendsto_intros] let ?L = "λf. (f ---> 0) (at x within s)" have"?L (λy. norm ((f y - f x) - f' (y - x)) / norm (y - x))" using f unfolding has_derivative_iff_norm by blast thenhave"?L (λy. norm ((f y - f x) - f' (y - x)) / norm (y - x) * norm (y - x))" (is ?m) by (rule tendsto_mult_zero) (auto intro!: tendsto_eq_intros) alsohave"?m ⟷ ?L (λy. norm ((f y - f x) - f' (y - x)))" by (intro filterlim_cong) (simp_all add: eventually_at_filter) finallyhave"?L (λy. (f y - f x) - f' (y - x))" by (rule tendsto_norm_zero_cancel) thenhave"?L (λy. ((f y - f x) - f' (y - x)) + f' (y - x))" by (rule tendsto_eq_intros) (auto intro!: tendsto_eq_intros simp: F.zero) thenhave"?L (λy. f y - f x)" by simp from tendsto_add[OF this tendsto_const, of "f x"] show ?thesis by (simp add: continuous_within) qed
subsection‹Composition›
lemma tendsto_at_iff_tendsto_nhds_within: "f x = y ==> (f ---> y) (at x within s) ⟷ (f ---> y) (inf (nhds x) (principal s))" unfolding tendsto_def eventually_inf_principal eventually_at_filter by (intro ext all_cong imp_cong) (auto elim!: eventually_mono)
lemma has_derivative_in_compose: assumes f: "(f has_derivative f') (at x within s)" and g: "(g has_derivative g') (at (f x) within (f`s))" shows"((λx. g (f x)) has_derivative (λx. g' (f' x))) (at x within s)" proof - from f interpret F: bounded_linear f' by (rule has_derivative_bounded_linear) from g interpret G: bounded_linear g' by (rule has_derivative_bounded_linear) from F.bounded obtain kF where kF: "∧x. norm (f' x) ≤ norm x * kF" by fast from G.bounded obtain kG where kG: "∧x. norm (g' x) ≤ norm x * kG" by fast note G.tendsto[tendsto_intros]
let ?L = "λf. (f ---> 0) (at x within s)" let ?D = "λf f' x y. (f y - f x) - f' (y - x)" let ?N = "λf f' x y. norm (?D f f' x y) / norm (y - x)" let ?gf = "λx. g (f x)"and ?gf' = "λx. g' (f' x)"
define Nf where"Nf = ?N f f' x"
define Ng where [abs_def]: "Ng y = ?N g g' (f x) (f y)"for y
show ?thesis proof (rule has_derivativeI_sandwich[of 1]) show"bounded_linear (λx. g' (f' x))" using f g by (blast intro: bounded_linear_compose has_derivative_bounded_linear) next fix y :: 'a assume neq: "y ≠ x" have"?N ?gf ?gf' x y = norm (g' (?D f f' x y) + ?D g g' (f x) (f y)) / norm (y - x)" by (simp add: G.diff G.add field_simps) alsohave"…≤ norm (g' (?D f f' x y)) / norm (y - x) + Ng y * (norm (f y - f x) / norm (y - x))" by (simp add: add_divide_distrib[symmetric] divide_right_mono norm_triangle_ineq G.zero Ng_def) alsohave"…≤ Nf y * kG + Ng y * (Nf y + kF)" proof (intro add_mono mult_left_mono) have"norm (f y - f x) = norm (?D f f' x y + f' (y - x))" by simp alsohave"…≤ norm (?D f f' x y) + norm (f' (y - x))" by (rule norm_triangle_ineq) alsohave"…≤ norm (?D f f' x y) + norm (y - x) * kF" using kF by (intro add_mono) simp finallyshow"norm (f y - f x) / norm (y - x) ≤ Nf y + kF" by (simp add: neq Nf_def field_simps) qed (use kG in‹simp_all add: Ng_def Nf_def neq zero_le_divide_iff field_simps›) finallyshow"?N ?gf ?gf' x y ≤ Nf y * kG + Ng y * (Nf y + kF)" . next have [tendsto_intros]: "?L Nf" using f unfolding has_derivative_iff_norm Nf_def .. from f have"(f ---> f x) (at x within s)" by (blast intro: has_derivative_continuous continuous_within[THEN iffD1]) thenhave f': "LIM x at x within s. f x :> inf (nhds (f x)) (principal (f`s))" unfolding filterlim_def by (simp add: eventually_filtermap eventually_at_filter le_principal)
have"((?N g g' (f x)) ---> 0) (at (f x) within f`s)" using g unfolding has_derivative_iff_norm .. thenhave g': "((?N g g' (f x)) ---> 0) (inf (nhds (f x)) (principal (f`s)))" by (rule tendsto_at_iff_tendsto_nhds_within[THEN iffD1, rotated]) simp
have [tendsto_intros]: "?L Ng" unfolding Ng_def by (rule filterlim_compose[OF g' f']) show"((λy. Nf y * kG + Ng y * (Nf y + kF)) ---> 0) (at x within s)" by (intro tendsto_eq_intros) auto qed simp qed
lemma has_derivative_compose: "(f has_derivative f') (at x within s) ==> (g has_derivative g') (at (f x)) ==> ((λx. g (f x)) has_derivative (λx. g' (f' x))) (at x within s)" by (blast intro: has_derivative_in_compose has_derivative_subset)
lemma has_derivative_in_compose2: assumes"∧x. x ∈ t ==> (g has_derivative g' x) (at x within t)" assumes"f ` s ⊆ t""x ∈ s" assumes"(f has_derivative f') (at x within s)" shows"((λx. g (f x)) has_derivative (λy. g' (f x) (f' y))) (at x within s)" using assms by (auto intro: has_derivative_subset intro!: has_derivative_in_compose[of f f' x s g])
lemma (in bounded_bilinear) FDERIV: assumes f: "(f has_derivative f') (at x within s)"and g: "(g has_derivative g') (at x within s)" shows"((λx. f x ** g x) has_derivative (λh. f x ** g' h + f' h ** g x)) (at x within s)" proof - from bounded_linear.bounded [OF has_derivative_bounded_linear [OF f]] obtain KF where norm_F: "∧x. norm (f' x) ≤ norm x * KF"by fast
from pos_bounded obtain K where K: "0 < K"and norm_prod: "∧a b. norm (a ** b) ≤ norm a * norm b * K" by fast let ?D = "λf f' y. f y - f x - f' (y - x)" let ?N = "λf f' y. norm (?D f f' y) / norm (y - x)"
define Ng where"Ng = ?N g g'"
define Nf where"Nf = ?N f f'"
let ?fun1 = "λy. norm (f y ** g y - f x ** g x - (f x ** g' (y - x) + f' (y - x) ** g x)) / norm (y - x)" let ?fun2 = "λy. norm (f x) * Ng y * K + Nf y * norm (g y) * K + KF * norm (g y - g x) * K" let ?F = "at x within s"
show ?thesis proof (rule has_derivativeI_sandwich[of 1]) show"bounded_linear (λh. f x ** g' h + f' h ** g x)" by (intro bounded_linear_add
bounded_linear_compose [OF bounded_linear_right] bounded_linear_compose [OF bounded_linear_left]
has_derivative_bounded_linear [OF g] has_derivative_bounded_linear [OF f]) next from g have"(g ---> g x) ?F" by (intro continuous_within[THEN iffD1] has_derivative_continuous) moreoverfrom f g have"(Nf ---> 0) ?F""(Ng ---> 0) ?F" by (simp_all add: has_derivative_iff_norm Ng_def Nf_def) ultimatelyhave"(?fun2 ---> norm (f x) * 0 * K + 0 * norm (g x) * K + KF * norm (0::'b) * K) ?F" by (intro tendsto_intros) (simp_all add: LIM_zero_iff) thenshow"(?fun2 ---> 0) ?F" by simp next fix y :: 'd assume"y ≠ x" have"?fun1 y = norm (f x ** ?D g g' y + ?D f f' y ** g y + f' (y - x) ** (g y - g x)) / norm (y - x)" by (simp add: diff_left diff_right add_left add_right field_simps) alsohave"…≤ (norm (f x) * norm (?D g g' y) * K + norm (?D f f' y) * norm (g y) * K + norm (y - x) * KF * norm (g y - g x) * K) / norm (y - x)" by (intro divide_right_mono mult_mono'
order_trans [OF norm_triangle_ineq add_mono]
order_trans [OF norm_prod mult_right_mono]
mult_nonneg_nonneg order_refl norm_ge_zero norm_F
K [THEN order_less_imp_le]) alsohave"… = ?fun2 y" by (simp add: add_divide_distrib Ng_def Nf_def) finallyshow"?fun1 y ≤ ?fun2 y" . qed simp qed
lemma has_derivative_prod[simp, derivative_intros]: fixes f :: "'i ==> 'a::real_normed_vector ==> 'b::real_normed_field" shows"(∧i. i ∈ I ==> (f i has_derivative f' i) (at x within S)) ==> ((λx. ∏i∈I. f i x) has_derivative (λy. ∑i∈I. f' i y * (∏j∈I - {i}. f j x))) (at x within S)" proof (induct I rule: infinite_finite_induct) case infinite thenshow ?caseby simp next case empty thenshow ?caseby simp next case (insert i I) let ?P = "λy. f i x * (∑i∈I. f' i y * (∏j∈I - {i}. f j x)) + (f' i y) * (∏i∈I. f i x)" have"((λx. f i x * (∏i∈I. f i x)) has_derivative ?P) (at x within S)" using insert by (intro has_derivative_mult) auto alsohave"?P = (λy. ∑i'∈insert i I. f' i' y * (∏j∈insert i I - {i'}. f j x))" using insert(1,2) by (auto simp add: sum_distrib_left insert_Diff_if intro!: ext sum.cong) finallyshow ?case using insert by simp qed
lemma has_derivative_power[simp, derivative_intros]: fixes f :: "'a :: real_normed_vector ==> 'b :: real_normed_field" assumes f: "(f has_derivative f') (at x within S)" shows"((λx. f x^n) has_derivative (λy. of_nat n * f' y * f x^(n - 1))) (at x within S)" using has_derivative_prod[OF f, of "{..< n}"] by (simp add: prod_constant ac_simps)
lemma has_derivative_inverse': fixes x :: "'a::real_normed_div_algebra" assumes x: "x ≠ 0" shows"(inverse has_derivative (λh. - (inverse x * h * inverse x))) (at x within S)"
(is"(_ has_derivative ?f) _") proof (rule has_derivativeI_sandwich) show"bounded_linear (λh. - (inverse x * h * inverse x))" by (simp add: bounded_linear_minus bounded_linear_mult_const bounded_linear_mult_right) show"0 < norm x"using x by simp have"(inverse ---> inverse x) (at x within S)" using tendsto_inverse tendsto_ident_at x by auto thenshow"((λy. norm (inverse y - inverse x) * norm (inverse x)) ---> 0) (at x within S)" by (simp add: LIM_zero_iff tendsto_mult_left_zero tendsto_norm_zero) next fix y :: 'a assume h: "y ≠ x""dist y x < norm x" thenhave"y ≠ 0"by auto have"norm (inverse y - inverse x - ?f (y -x)) / norm (y - x) = norm (- (inverse y * (y - x) * inverse x - inverse x * (y - x) * inverse x)) / norm (y - x)" by (simp add: ‹y ≠ 0› inverse_diff_inverse x) alsohave"... = norm ((inverse y - inverse x) * (y - x) * inverse x) / norm (y - x)" by (simp add: left_diff_distrib norm_minus_commute) alsohave"…≤ norm (inverse y - inverse x) * norm (y - x) * norm (inverse x) / norm (y - x)" by (simp add: norm_mult) alsohave"… = norm (inverse y - inverse x) * norm (inverse x)" by simp finallyshow"norm (inverse y - inverse x - ?f (y -x)) / norm (y - x) ≤ norm (inverse y - inverse x) * norm (inverse x)" . qed
lemma has_derivative_inverse[simp, derivative_intros]: fixes f :: "_ ==> 'a::real_normed_div_algebra" assumes x: "f x ≠ 0" and f: "(f has_derivative f') (at x within S)" shows"((λx. inverse (f x)) has_derivative (λh. - (inverse (f x) * f' h * inverse (f x)))) (at x within S)" using has_derivative_compose[OF f has_derivative_inverse', OF x] .
lemma has_derivative_divide[simp, derivative_intros]: fixes f :: "_ ==> 'a::real_normed_div_algebra" assumes f: "(f has_derivative f') (at x within S)" and g: "(g has_derivative g') (at x within S)" assumes x: "g x ≠ 0" shows"((λx. f x / g x) has_derivative (λh. - f x * (inverse (g x) * g' h * inverse (g x)) + f' h / g x)) (at x within S)" using has_derivative_mult[OF f has_derivative_inverse[OF x g]] by (simp add: field_simps)
lemma has_derivative_power_int': fixes x :: "'a::real_normed_field" assumes x: "x ≠ 0" shows"((λx. power_int x n) has_derivative (λy. y * (of_int n * power_int x (n - 1)))) (at x within S)" proof (cases n rule: int_cases4) case (nonneg n) thus ?thesis using x by (cases "n = 0") (auto intro!: derivative_eq_intros simp: field_simps power_int_diff fun_eq_iff
simp flip: power_Suc) next case (neg n) thus ?thesis using x by (auto intro!: derivative_eq_intros simp: field_simps power_int_diff power_int_minus
simp flip: power_Suc power_Suc2 power_add) qed
lemma has_derivative_power_int[simp, derivative_intros]: fixes f :: "_ ==> 'a::real_normed_field" assumes x: "f x ≠ 0" and f: "(f has_derivative f') (at x within S)" shows"((λx. power_int (f x) n) has_derivative (λh. f' h * (of_int n * power_int (f x) (n - 1)))) (at x within S)" using has_derivative_compose[OF f has_derivative_power_int', OF x] .
text‹Conventional form requires mult-AC laws. Types real and complex only.›
lemma has_derivative_divide'[derivative_intros]: fixes f :: "_ ==> 'a::real_normed_field" assumes f: "(f has_derivative f') (at x within S)" and g: "(g has_derivative g') (at x within S)" and x: "g x ≠ 0" shows"((λx. f x / g x) has_derivative (λh. (f' h * g x - f x * g' h) / (g x * g x))) (at x within S)" proof - have"f' h / g x - f x * (inverse (g x) * g' h * inverse (g x)) = (f' h * g x - f x * g' h) / (g x * g x)"for h by (simp add: field_simps x) thenshow ?thesis using has_derivative_divide [OF f g] x by simp qed
subsection‹Uniqueness›
text‹ This can not generally shown for 🍋‹has_derivative›, as we need to approach the point from all directions. There is a proof in ‹Analysis›for ‹euclidean_space›. ›
lemma has_derivative_at2: "(f has_derivative f') (at x) ⟷ bounded_linear f' ∧ ((λy. (1 / (norm(y - x))) *🪙R (f y - (f x + f' (y - x)))) ---> 0) (at x)" using has_derivative_within [of f f' x UNIV] by simp
lemma has_derivative_zero_unique: assumes"((λx. 0) has_derivative F) (at x)" shows"F = (λh. 0)" proof - interpret F: bounded_linear F using assms by (rule has_derivative_bounded_linear) let ?r = "λh. norm (F h) / norm h" have *: "?r ←-0→ 0" using assms unfolding has_derivative_at by simp show"F = (λh. 0)" proof show"F h = 0"for h proof (rule ccontr) assume **: "¬ ?thesis" thenhave h: "h ≠ 0" by (auto simp add: F.zero) with ** have"0 < ?r h" by simp from LIM_D [OF * this] obtain S where S: "0 < S"and r: "∧x. x ≠ 0 ==> norm x < S ==> ?r x < ?r h" by auto from dense [OF S] obtain t where t: "0 < t ∧ t < S" .. let ?x = "scaleR (t / norm h) h" have"?x ≠ 0"and"norm ?x < S" using t h by simp_all thenhave"?r ?x < ?r h" by (rule r) thenshow False using t h by (simp add: F.scaleR) qed qed qed
lemma has_derivative_unique: assumes"(f has_derivative F) (at x)" and"(f has_derivative F') (at x)" shows"F = F'" proof - have"((λx. 0) has_derivative (λh. F h - F' h)) (at x)" using has_derivative_diff [OF assms] by simp thenhave"(λh. F h - F' h) = (λh. 0)" by (rule has_derivative_zero_unique) thenshow"F = F'" unfolding fun_eq_iff right_minus_eq . qed
lemma differentiable_subset: "f differentiable (at x within s) ==> t ⊆ s ==> f differentiable (at x within t)" unfolding differentiable_def by (blast intro: has_derivative_subset)
lemma differentiable_const [simp, derivative_intros]: "(λz. a) differentiable F" unfolding differentiable_def by (blast intro: has_derivative_const)
lemma differentiable_in_compose: "f differentiable (at (g x) within (g`s)) ==> g differentiable (at x within s) ==> (λx. f (g x)) differentiable (at x within s)" unfolding differentiable_def by (blast intro: has_derivative_in_compose)
lemma differentiable_compose: "f differentiable (at (g x)) ==> g differentiable (at x within s) ==> (λx. f (g x)) differentiable (at x within s)" by (blast intro: differentiable_in_compose differentiable_subset)
lemma differentiable_add [simp, derivative_intros]: "f differentiable F ==> g differentiable F ==> (λx. f x + g x) differentiable F" unfolding differentiable_def by (blast intro: has_derivative_add)
lemma differentiable_sum[simp, derivative_intros]: assumes"finite s""∀a∈s. (f a) differentiable net" shows"(λx. sum (λa. f a x) s) differentiable net" proof - from bchoice[OF assms(2)[unfolded differentiable_def]] show ?thesis by (auto intro!: has_derivative_sum simp: differentiable_def) qed
lemma differentiable_minus [simp, derivative_intros]: "f differentiable F ==> (λx. - f x) differentiable F" unfolding differentiable_def by (blast intro: has_derivative_minus)
lemma differentiable_diff [simp, derivative_intros]: "f differentiable F ==> g differentiable F ==> (λx. f x - g x) differentiable F" unfolding differentiable_def by (blast intro: has_derivative_diff)
lemma differentiable_mult [simp, derivative_intros]: fixes f g :: "'a::real_normed_vector ==> 'b::real_normed_algebra" shows"f differentiable (at x within s) ==> g differentiable (at x within s) ==> (λx. f x * g x) differentiable (at x within s)" unfolding differentiable_def by (blast intro: has_derivative_mult)
lemma differentiable_cmult_left_iff [simp]: fixes c::"'a::real_normed_field" shows"(λt. c * q t) differentiable at t ⟷ c = 0 ∨ (λt. q t) differentiable at t" (is"?lhs = ?rhs") proof assume L: ?lhs
{assume"c ≠ 0" thenhave"q differentiable at t" using differentiable_mult [OF differentiable_const L, of concl: "1/c"] by auto
} thenshow ?rhs by auto qed auto
lemma differentiable_cmult_right_iff [simp]: fixes c::"'a::real_normed_field" shows"(λt. q t * c) differentiable at t ⟷ c = 0 ∨ (λt. q t) differentiable at t" (is"?lhs = ?rhs") by (simp add: mult.commute flip: differentiable_cmult_left_iff)
lemma differentiable_inverse [simp, derivative_intros]: fixes f :: "'a::real_normed_vector ==> 'b::real_normed_field" shows"f differentiable (at x within s) ==> f x ≠ 0 ==> (λx. inverse (f x)) differentiable (at x within s)" unfolding differentiable_def by (blast intro: has_derivative_inverse)
lemma differentiable_divide [simp, derivative_intros]: fixes f g :: "'a::real_normed_vector ==> 'b::real_normed_field" shows"f differentiable (at x within s) ==> g differentiable (at x within s) ==> g x ≠ 0 ==> (λx. f x / g x) differentiable (at x within s)" unfolding divide_inverse by simp
lemma differentiable_power [simp, derivative_intros]: fixes f g :: "'a::real_normed_vector ==> 'b::real_normed_field" shows"f differentiable (at x within s) ==> (λx. f x ^ n) differentiable (at x within s)" unfolding differentiable_def by (blast intro: has_derivative_power)
lemma differentiable_power_int [simp, derivative_intros]: fixes f :: "'a::real_normed_vector ==> 'b::real_normed_field" shows"f differentiable (at x within s) ==> f x ≠ 0 ==> (λx. power_int (f x) n) differentiable (at x within s)" unfolding differentiable_def by (blast intro: has_derivative_power_int)
lemma differentiable_scaleR [simp, derivative_intros]: "f differentiable (at x within s) ==> g differentiable (at x within s) ==> (λx. f x *🪙R g x) differentiable (at x within s)" unfolding differentiable_def by (blast intro: has_derivative_scaleR)
lemma has_derivative_imp_has_field_derivative: "(f has_derivative D) F ==> (∧x. x * D' = D x) ==> (f has_field_derivative D') F" unfolding has_field_derivative_def by (rule has_derivative_eq_rhs[of f D]) (simp_all add: fun_eq_iff mult.commute)
lemma has_field_derivative_imp_has_derivative: "(f has_field_derivative D) F ==> (f has_derivative (*) D) F" by (simp add: has_field_derivative_def)
lemma DERIV_subset: "(f has_field_derivative f') (at x within s) ==> t ⊆ s ==> (f has_field_derivative f') (at x within t)" by (simp add: has_field_derivative_def has_derivative_subset)
lemma has_field_derivative_at_within: "(f has_field_derivative f') (at x) ==> (f has_field_derivative f') (at x within s)" using DERIV_subset by blast
abbreviation (input)
DERIV :: "('a::real_normed_field ==> 'a) ==> 'a ==> 'a ==> bool"
(‹(‹notation=‹mixfix DERIV›\›DERIV (_)/ (_)/ :> (_))› [1000, 1000, 60] 60) where"DERIV f x :> D ≡ (f has_field_derivative D) (at x)"
abbreviation has_real_derivative :: "(real ==> real) ==> real ==> real filter ==> bool"
(infix‹(has'_real'_derivative)› 50) where"(f has_real_derivative D) F ≡ (f has_field_derivative D) F"
lemma real_differentiable_def: "f differentiable at x within s ⟷ (∃D. (f has_real_derivative D) (at x within s))" proof safe assume"f differentiable at x within s" thenobtain f' where *: "(f has_derivative f') (at x within s)" unfolding differentiable_def by auto thenobtain c where"f' = ((*) c)" by (metis real_bounded_linear has_derivative_bounded_linear mult.commute fun_eq_iff) with * show"∃D. (f has_real_derivative D) (at x within s)" unfolding has_field_derivative_def by auto qed (auto simp: differentiable_def has_field_derivative_def)
lemma real_differentiableE [elim?]: assumes f: "f differentiable (at x within s)" obtains df where"(f has_real_derivative df) (at x within s)" using assms by (auto simp: real_differentiable_def)
lemma has_field_derivative_iff: "(f has_field_derivative D) (at x within S) ⟷ ((λy. (f y - f x) / (y - x)) ---> D) (at x within S)" proof - have"((λy. norm (f y - f x - D * (y - x)) / norm (y - x)) ---> 0) (at x within S) = ((λy. (f y - f x) / (y - x) - D) ---> 0) (at x within S)" by (smt (verit, best) Lim_cong_within divide_diff_eq_iff norm_divide right_minus_eq tendsto_norm_zero_iff) thenshow ?thesis by (simp add: has_field_derivative_def has_derivative_iff_norm bounded_linear_mult_right LIM_zero_iff) qed
lemma DERIV_def: "DERIV f x :> D ⟷ (λh. (f (x + h) - f x) / h) ←-0→ D" unfolding field_has_derivative_at has_field_derivative_def has_field_derivative_iff ..
lemma has_field_derivative_unique: assumes"(f has_field_derivative f'1) (at x within A)" assumes"(f has_field_derivative f'2) (at x within A)" assumes"at x within A ≠ bot" shows"f'1 = f'2" using assms unfolding has_field_derivative_iff using tendsto_unique by blast
text‹due to Christian Pardillo Laursen, replacing a proper epsilon-delta horror› lemma field_derivative_lim_unique: assumes f: "(f has_field_derivative df) (at z)" and s: "s <---- 0""∧n. s n ≠ 0" and a: "(λn. (f (z + s n) - f z) / s n) <---- a" shows"df = a" proof - have"((λk. (f (z + k) - f z) / k) ---> df) (at 0)" using f by (simp add: DERIV_def) with s have"((λn. (f (z + s n) - f z) / s n) <---- df)" by (simp flip: LIMSEQ_SEQ_conv) thenshow ?thesis using a by (rule LIMSEQ_unique) qed
lemma mult_commute_abs: "(λx. x * c) = (*) c" for c :: "'a::ab_semigroup_mult" by (simp add: fun_eq_iff mult.commute)
lemma DERIV_compose_FDERIV: fixes f::"real==>real" assumes"DERIV f (g x) :> f'" assumes"(g has_derivative g') (at x within s)" shows"((λx. f (g x)) has_derivative (λx. g' x * f')) (at x within s)" using assms has_derivative_compose[of g g' x s f "(*) f'"] by (auto simp: has_field_derivative_def ac_simps)
subsection ‹Vector derivative›
text ‹It's for real derivatives only, and not obviously generalisable to field derivatives› lemma has_real_derivative_iff_has_vector_derivative: "(f has_real_derivative y) F ⟷ (f has_vector_derivative y) F" unfolding has_vector_derivative_def has_field_derivative_def real_scaleR_def mult_commute_abs ..
lemma has_field_derivative_subset: "(f has_field_derivative y) (at x within s) ==> t ⊆ s ==>
(f has_field_derivative y) (at x within t)" by (fact DERIV_subset)
lemma has_vector_derivative_const[simp, derivative_intros]: "((λx. c) has_vector_derivative 0) net" by (auto simp: has_vector_derivative_def)
lemma has_vector_derivative_minus[derivative_intros]: "(f has_vector_derivative f') net ==> ((λx. - f x) has_vector_derivative (- f')) net" by (auto simp: has_vector_derivative_def)
lemma has_vector_derivative_add[derivative_intros]: "(f has_vector_derivative f') net ==> (g has_vector_derivative g') net ==>
((λx. f x + g x) has_vector_derivative (f' + g')) net" by (auto simp: has_vector_derivative_def scaleR_right_distrib)
lemma has_vector_derivative_sum[derivative_intros]: "(∧i. i ∈ I ==> (f i has_vector_derivative f' i) net) ==>
((λx. ∑i∈I. f i x) has_vector_derivative (∑i∈I. f' i)) net" by (auto simp: has_vector_derivative_def fun_eq_iff scaleR_sum_right intro!: derivative_eq_intros)
lemma has_vector_derivative_diff[derivative_intros]: "(f has_vector_derivative f') net ==> (g has_vector_derivative g') net ==>
((λx. f x - g x) has_vector_derivative (f' - g')) net" by (auto simp: has_vector_derivative_def scaleR_diff_right)
lemma has_vector_derivative_add_const: "((λt. g t + z) has_vector_derivative f') net = ((λt. g t) has_vector_derivative f') net" apply (intro iffI) apply (force dest: has_vector_derivative_diff [where g = "λt. z", OF _ has_vector_derivative_const]) apply (force dest: has_vector_derivative_add [OF _ has_vector_derivative_const]) done
lemma has_vector_derivative_diff_const: "((λt. g t - z) has_vector_derivative f') net = ((λt. g t) has_vector_derivative f') net" using has_vector_derivative_add_const [where z = "-z"] by simp
lemma (in bounded_linear) has_vector_derivative: assumes "(g has_vector_derivative g') F" shows "((λx. f (g x)) has_vector_derivative f g') F" using has_derivative[OF assms[unfolded has_vector_derivative_def]] by (simp add: has_vector_derivative_def scaleR)
lemma (in bounded_bilinear) has_vector_derivative: assumes "(f has_vector_derivative f') (at x within s)" and "(g has_vector_derivative g') (at x within s)" shows "((λx. f x ** g x) has_vector_derivative (f x ** g' + f' ** g x)) (at x within s)" using FDERIV[OF assms(1-2)[unfolded has_vector_derivative_def]] by (simp add: has_vector_derivative_def scaleR_right scaleR_left scaleR_right_distrib)
lemma has_vector_derivative_scaleR[derivative_intros]: "(f has_field_derivative f') (at x within s) ==> (g has_vector_derivative g') (at x within s) ==>
((λx. f x *🪙R g x) has_vector_derivative (f x *🪙R g' + f' *🪙R g x)) (at x within s)" unfolding has_real_derivative_iff_has_vector_derivative by (rule bounded_bilinear.has_vector_derivative[OF bounded_bilinear_scaleR])
lemma has_vector_derivative_mult[derivative_intros]: "(f has_vector_derivative f') (at x within s) ==> (g has_vector_derivative g') (at x within s) ==>
((λx. f x * g x) has_vector_derivative (f x * g' + f' * g x)) (at x within s)" for f g :: "real ==> 'a::real_normed_algebra" by (rule bounded_bilinear.has_vector_derivative[OF bounded_bilinear_mult])
lemma has_vector_derivative_real_field: "(f has_field_derivative f') (at (of_real a)) ==> ((λx. f (of_real x)) has_vector_derivative f') (at a within s)" using has_derivative_compose[of of_real of_real a _ f "(*) f'"] by (simp add: scaleR_conv_of_real ac_simps has_vector_derivative_def has_field_derivative_def)
lemma has_vector_derivative_continuous: "(f has_vector_derivative D) (at x within s) ==> continuous (at x within s) f" by (auto intro: has_derivative_continuous simp: has_vector_derivative_def)
lemma continuous_on_vector_derivative: "(∧x. x ∈ S ==> (f has_vector_derivative f' x) (at x within S)) ==> continuous_on S f" by (auto simp: continuous_on_eq_continuous_within intro!: has_vector_derivative_continuous)
lemma has_vector_derivative_mult_right[derivative_intros]: fixes a :: "'a::real_normed_algebra" shows"(f has_vector_derivative x) F ==> ((λx. a * f x) has_vector_derivative (a * x)) F" by (rule bounded_linear.has_vector_derivative[OF bounded_linear_mult_right])
lemma has_vector_derivative_mult_left[derivative_intros]: fixes a :: "'a::real_normed_algebra" shows"(f has_vector_derivative x) F ==> ((λx. f x * a) has_vector_derivative (x * a)) F" by (rule bounded_linear.has_vector_derivative[OF bounded_linear_mult_left])
lemma has_vector_derivative_divide[derivative_intros]: fixes a :: "'a::real_normed_field" shows"(f has_vector_derivative x) F ==> ((λx. f x / a) has_vector_derivative (x / a)) F" using has_vector_derivative_mult_left [of f x F "inverse a"] by (simp add: field_class.field_divide_inverse)
subsection‹Derivatives›
lemma DERIV_D: "DERIV f x :> D ==> (λh. (f (x + h) - f x) / h) ←-0→ D" by (simp add: DERIV_def)
lemma has_field_derivativeD: "(f has_field_derivative D) (at x within S) ==> ((λy. (f y - f x) / (y - x)) ---> D) (at x within S)" by (simp add: has_field_derivative_iff)
lemma DERIV_const [simp, derivative_intros]: "((λx. k) has_field_derivative 0) F" by (rule has_derivative_imp_has_field_derivative[OF has_derivative_const]) auto
lemma DERIV_ident [simp, derivative_intros]: "((λx. x) has_field_derivative 1) F" by (rule has_derivative_imp_has_field_derivative[OF has_derivative_ident]) auto
lemma field_differentiable_add[derivative_intros]: "(f has_field_derivative f') F ==> (g has_field_derivative g') F ==> ((λz. f z + g z) has_field_derivative f' + g') F" by (rule has_derivative_imp_has_field_derivative[OF has_derivative_add])
(auto simp: has_field_derivative_def field_simps mult_commute_abs)
corollary DERIV_add: "(f has_field_derivative D) (at x within s) ==> (g has_field_derivative E) (at x within s) ==> ((λx. f x + g x) has_field_derivative D + E) (at x within s)" by (rule field_differentiable_add)
corollary DERIV_minus: "(f has_field_derivative D) (at x within s) ==> ((λx. - f x) has_field_derivative -D) (at x within s)" by (rule field_differentiable_minus)
lemma field_differentiable_diff[derivative_intros]: "(f has_field_derivative f') F ==> (g has_field_derivative g') F ==> ((λz. f z - g z) has_field_derivative f' - g') F" by (simp only: diff_conv_add_uminus field_differentiable_add field_differentiable_minus)
corollary DERIV_diff: "(f has_field_derivative D) (at x within s) ==> (g has_field_derivative E) (at x within s) ==> ((λx. f x - g x) has_field_derivative D - E) (at x within s)" by (rule field_differentiable_diff)
lemma DERIV_continuous: "(f has_field_derivative D) (at x within s) ==> continuous (at x within s) f" by (drule has_derivative_continuous[OF has_field_derivative_imp_has_derivative]) simp
corollary DERIV_isCont: "DERIV f x :> D ==> isCont f x" by (rule DERIV_continuous)
lemma DERIV_atLeastAtMost_imp_continuous_on: assumes"∧x. [a ≤ x; x ≤ b]==>∃y. DERIV f x :> y" shows"continuous_on {a..b} f" by (meson DERIV_isCont assms atLeastAtMost_iff continuous_at_imp_continuous_at_within continuous_on_eq_continuous_within)
lemma DERIV_continuous_on: "(∧x. x ∈ s ==> (f has_field_derivative (D x)) (at x within s)) ==> continuous_on s f" unfolding continuous_on_eq_continuous_within by (intro continuous_at_imp_continuous_on ballI DERIV_continuous)
lemma DERIV_mult': "(f has_field_derivative D) (at x within s) ==> (g has_field_derivative E) (at x within s) ==> ((λx. f x * g x) has_field_derivative f x * E + D * g x) (at x within s)" by (rule has_derivative_imp_has_field_derivative[OF has_derivative_mult])
(auto simp: field_simps mult_commute_abs dest: has_field_derivative_imp_has_derivative)
lemma DERIV_mult[derivative_intros]: "(f has_field_derivative Da) (at x within s) ==> (g has_field_derivative Db) (at x within s) ==> ((λx. f x * g x) has_field_derivative Da * g x + Db * f x) (at x within s)" by (rule has_derivative_imp_has_field_derivative[OF has_derivative_mult])
(auto simp: field_simps dest: has_field_derivative_imp_has_derivative)
text‹Derivative of linear multiplication›
lemma DERIV_cmult: "(f has_field_derivative D) (at x within s) ==> ((λx. c * f x) has_field_derivative c * D) (at x within s)" by (drule DERIV_mult' [OF DERIV_const]) simp
lemma DERIV_cmult_right: "(f has_field_derivative D) (at x within s) ==> ((λx. f x * c) has_field_derivative D * c) (at x within s)" using DERIV_cmult by (auto simp add: ac_simps)
lemma DERIV_cmult_Id [simp]: "((*) c has_field_derivative c) (at x within s)" using DERIV_ident [THEN DERIV_cmult, where c = c and x = x] by simp
lemma DERIV_cdivide: "(f has_field_derivative D) (at x within s) ==> ((λx. f x / c) has_field_derivative D / c) (at x within s)" using DERIV_cmult_right[of f D x s "1 / c"] by simp
lemma DERIV_unique: "DERIV f x :> D ==> DERIV f x :> E ==> D = E" unfolding DERIV_def by (rule LIM_unique)
lemma DERIV_Uniq: "∃🪙≤🪙1D. DERIV f x :> D" by (simp add: DERIV_unique Uniq_def)
lemma DERIV_sum[derivative_intros]: "(∧ n. n ∈ S ==> ((λx. f x n) has_field_derivative (f' n)) F) ==> ((λx. sum (f x) S) has_field_derivative sum f' S) F" by (rule has_derivative_imp_has_field_derivative [OF has_derivative_sum])
(auto simp: sum_distrib_left mult_commute_abs dest: has_field_derivative_imp_has_derivative)
lemma DERIV_inverse'[derivative_intros]: assumes"(f has_field_derivative D) (at x within s)" and"f x ≠ 0" shows"((λx. inverse (f x)) has_field_derivative - (inverse (f x) * D * inverse (f x))) (at x within s)" proof - have"(f has_derivative (λx. x * D)) = (f has_derivative (*) D)" by (rule arg_cong [of "λx. x * D"]) (simp add: fun_eq_iff) with assms have"(f has_derivative (λx. x * D)) (at x within s)" by (auto dest!: has_field_derivative_imp_has_derivative) thenshow ?thesis using‹f x ≠ 0› by (auto intro: has_derivative_imp_has_field_derivative has_derivative_inverse) qed
text‹Power of ‹-1›\ lemma DERIV_inverse: "x ≠ 0 ==> ((λx. inverse(x)) has_field_derivative - (inverse x ^ Suc (Suc 0))) (at x within s)" by (drule DERIV_inverse' [OF DERIV_ident]) simp
text‹Derivative of inverse›
lemma DERIV_inverse_fun: "(f has_field_derivative d) (at x within s) ==> f x ≠ 0 ==> ((λx. inverse (f x)) has_field_derivative (- (d * inverse(f x ^ Suc (Suc 0))))) (at x within s)" by (drule (1) DERIV_inverse') (simp add: ac_simps nonzero_inverse_mult_distrib)
text‹Derivative of quotient›
lemma DERIV_divide[derivative_intros]: "(f has_field_derivative D) (at x within s) ==> (g has_field_derivative E) (at x within s) ==> g x ≠ 0 ==> ((λx. f x / g x) has_field_derivative (D * g x - f x * E) / (g x * g x)) (at x within s)" by (rule has_derivative_imp_has_field_derivative[OF has_derivative_divide])
(auto dest: has_field_derivative_imp_has_derivative simp: field_simps)
lemma DERIV_quotient: "(f has_field_derivative d) (at x within s) ==> (g has_field_derivative e) (at x within s)==> g x ≠ 0 ==> ((λy. f y / g y) has_field_derivative (d * g x - (e * f x)) / (g x ^ Suc (Suc 0))) (at x within s)" by (drule (2) DERIV_divide) (simp add: mult.commute)
lemma DERIV_power_Suc: "(f has_field_derivative D) (at x within s) ==> ((λx. f x ^ Suc n) has_field_derivative (1 + of_nat n) * (D * f x ^ n)) (at x within s)" by (rule has_derivative_imp_has_field_derivative[OF has_derivative_power])
(auto simp: has_field_derivative_def)
lemma DERIV_power[derivative_intros]: "(f has_field_derivative D) (at x within s) ==> ((λx. f x ^ n) has_field_derivative of_nat n * (D * f x ^ (n - Suc 0))) (at x within s)" by (rule has_derivative_imp_has_field_derivative[OF has_derivative_power])
(auto simp: has_field_derivative_def)
lemma DERIV_pow: "((λx. x ^ n) has_field_derivative real n * (x ^ (n - Suc 0))) (at x within s)" using DERIV_power [OF DERIV_ident] by simp
lemma DERIV_power_int [derivative_intros]: assumes [derivative_intros]: "(f has_field_derivative d) (at x within s)" and"n ≥ 0 ∨ f x ≠ 0" shows"((λx. power_int (f x) n) has_field_derivative (of_int n * power_int (f x) (n - 1) * d)) (at x within s)" proof (cases n rule: int_cases4) case (nonneg n) thus ?thesis by (cases "n = 0"; cases "f x = 0")
(auto intro!: derivative_eq_intros simp: field_simps power_int_diff
power_diff power_int_0_left_if) next case (neg n) thus ?thesis using assms(2) by (auto intro!: derivative_eq_intros simp: field_simps power_int_diff power_int_minus
simp flip: power_Suc power_Suc2 power_add) qed
lemma DERIV_chain': "(f has_field_derivative D) (at x within s) ==> DERIV g (f x) :> E ==> ((λx. g (f x)) has_field_derivative E * D) (at x within s)" using has_derivative_compose[of f "(*) D" x s g "(*) E"] by (simp only: has_field_derivative_def mult_commute_abs ac_simps)
corollary DERIV_chain2: "DERIV f (g x) :> Da ==> (g has_field_derivative Db) (at x within s) ==>
((λx. f (g x)) has_field_derivative Da * Db) (at x within s)" by (rule DERIV_chain')
text ‹Derivative of a finite product›
lemma has_field_derivative_prod: assumes "∧x. x ∈ A ==> (f x has_field_derivative f' x) (at z)" shows "((λu. ∏x∈A. f x u) has_field_derivative (∑x∈A. f' x * (∏y∈A-{x}. f y z))) (at z)" using assms proof (induction A rule: infinite_finite_induct) case (insert x A) have eq: "insert x A - {y} = insert x (A - {y})" if "y ∈ A" for y using insert.hyps that by auto show ?case using insert.hyps by (auto intro!: derivative_eq_intros insert.prems insert.IH sum.cong simp: sum_distrib_left sum_distrib_right eq) qed auto
lemma has_field_derivative_prod': assumes "∧x. x ∈ A ==> f x z ≠ 0" assumes "∧x. x ∈ A ==> (f x has_field_derivative f' x) (at z)" defines "P ≡ (λA u. ∏x∈A. f x u)" shows "(P A has_field_derivative (P A z * (∑x∈A. f' x / f x z))) (at z)" proof (cases "finite A") case True note [derivative_intros] = has_field_derivative_prod show ?thesis using assms True by (auto intro!: derivative_eq_intros simp: prod_diff1 sum_distrib_left sum_distrib_right mult_ac) qed (auto simp: P_def)
text ‹Standard version›
lemma DERIV_chain: "DERIV f (g x) :> Da ==> (g has_field_derivative Db) (at x within s) ==>
(f ∘ g has_field_derivative Da * Db) (at x within s)" by (drule (1) DERIV_chain', simp add: o_def mult.commute)
lemma DERIV_image_chain: "(f has_field_derivative Da) (at (g x) within (g ` s)) ==>
(g has_field_derivative Db) (at x within s) ==>
(f ∘ g has_field_derivative Da * Db) (at x within s)" using has_derivative_in_compose [of g "(*) Db" x s f "(*) Da "] by (simp add: has_field_derivative_def o_def mult_commute_abs ac_simps)
(*These two are from HOL Light: HAS_COMPLEX_DERIVATIVE_CHAIN*) lemma DERIV_chain_s: assumes"(∧x. x ∈ s ==> DERIV g x :> g'(x))" and"DERIV f x :> f'" and"f x ∈ s" shows"DERIV (λx. g(f x)) x :> f' * g'(f x)" by (metis (full_types) DERIV_chain' mult.commute assms)
lemma DERIV_chain3: (*HAS_COMPLEX_DERIVATIVE_CHAIN_UNIV*) assumes"(∧x. DERIV g x :> g'(x))" and"DERIV f x :> f'" shows"DERIV (λx. g(f x)) x :> f' * g'(f x)" by (metis UNIV_I DERIV_chain_s [of UNIV] assms)
text‹Alternative definition for differentiability›
lemma DERIV_LIM_iff: fixes f :: "'a::{real_normed_vector,inverse} ==> 'a" shows"((λh. (f (a + h) - f a) / h) ←-0→ D) = ((λx. (f x - f a) / (x - a)) ←-a→ D)" (is"?lhs = ?rhs") proof assume ?lhs thenhave"(λx. (f (a + (x + - a)) - f a) / (x + - a)) ←-0 - - a→ D" by (rule LIM_offset) thenshow ?rhs by simp next assume ?rhs thenhave"(λx. (f (x+a) - f a) / ((x+a) - a)) ←-a-a→ D" by (rule LIM_offset) thenshow ?lhs by (simp add: add.commute) qed
lemma has_field_derivative_cong_ev: assumes"x = y" and *: "eventually (λx. x ∈ S ⟶ f x = g x) (nhds x)" and"u = v""S = t""x ∈ S" shows"(f has_field_derivative u) (at x within S) = (g has_field_derivative v) (at y within t)" unfolding has_field_derivative_iff proof (rule filterlim_cong) from assms have"f y = g y" by (auto simp: eventually_nhds) with * show"∀🪙F z in at x within S. (f z - f x) / (z - x) = (g z - g y) / (z - y)" unfolding eventually_at_filter by eventually_elim (auto simp: assms ‹f y = g y›) qed (simp_all add: assms)
lemma has_field_derivative_cong_eventually: assumes"eventually (λx. f x = g x) (at x within S)""f x = g x" shows"(f has_field_derivative u) (at x within S) = (g has_field_derivative u) (at x within S)" unfolding has_field_derivative_iff proof (rule tendsto_cong) show"∀🪙F y in at x within S. (f y - f x) / (y - x) = (g y - g x) / (y - x)" using assms by (auto elim: eventually_mono) qed
lemma DERIV_cong_ev: "x = y ==> eventually (λx. f x = g x) (nhds x) ==> u = v ==> DERIV f x :> u ⟷ DERIV g y :> v" by (rule has_field_derivative_cong_ev) simp_all
lemma DERIV_mirror: "(DERIV f (- x) :> y) ⟷ (DERIV (λx. f (- x)) x :> - y)" for f :: "real ==> real"and x y :: real by (simp add: DERIV_def filterlim_at_split filterlim_at_left_to_right
tendsto_minus_cancel_left field_simps conj_commute)
lemma DERIV_at_within_shift_lemma: assumes"(f has_field_derivative y) (at (z+x) within (+) z ` S)" shows"(f ∘ (+)z has_field_derivative y) (at x within S)" proof - have"((+)z has_field_derivative 1) (at x within S)" by (rule derivative_eq_intros | simp)+ with assms DERIV_image_chain show ?thesis by (metis mult.right_neutral) qed
lemma DERIV_at_within_shift: "(f has_field_derivative y) (at (z+x) within (+) z ` S) ⟷ ((λx. f (z+x)) has_field_derivative y) (at x within S)" (is"?lhs = ?rhs") proof assume ?lhs thenshow ?rhs using DERIV_at_within_shift_lemma unfolding o_def by blast next have [simp]: "(λx. x - z) ` (+) z ` S = S" by force assume R: ?rhs have"(f ∘ (+) z ∘ (+) (- z) has_field_derivative y) (at (z + x) within (+) z ` S)" by (rule DERIV_at_within_shift_lemma) (use R in‹simp add: o_def›) thenshow ?lhs by (simp add: o_def) qed
lemma floor_has_real_derivative: fixes f :: "real ==> 'a::{floor_ceiling,order_topology}" assumes"isCont f x" and"f x ∉ℤ" shows"((λx. floor (f x)) has_real_derivative 0) (at x)" proof (subst DERIV_cong_ev[OF refl _ refl]) show"((λ_. floor (f x)) has_real_derivative 0) (at x)" by simp have"∀🪙F y in at x. ⌊f y⌋ = ⌊f x⌋" by (rule eventually_floor_eq[OF assms[unfolded continuous_at]]) thenshow"∀🪙F y in nhds x. real_of_int ⌊f y⌋ = real_of_int ⌊f x⌋" unfolding eventually_at_filter by eventually_elim auto qed
lemma continuous_frac: fixes x::real assumes"x ∉ℤ" shows"continuous (at x) frac" proof - have"isCont (λx. real_of_int ⌊x⌋) x" using continuous_floor [OF assms] by (simp add: o_def) thenhave *: "continuous (at x) (λx. x - real_of_int ⌊x⌋)" by (intro continuous_intros) moreoverhave"∀🪙F x in nhds x. frac x = x - real_of_int ⌊x⌋" by (simp add: frac_def) ultimatelyshow ?thesis by (simp add: LIM_imp_LIM frac_def isCont_def) qed
text‹Caratheodory formulation of derivative at a point›
lemma CARAT_DERIV: "(DERIV f x :> l) ⟷ (∃g. (∀z. f z - f x = g z * (z - x)) ∧ isCont g x ∧ g x = l)"
(is"?lhs = ?rhs") proof assume ?lhs show"∃g. (∀z. f z - f x = g z * (z - x)) ∧ isCont g x ∧ g x = l" proof (intro exI conjI) let ?g = "(λz. if z = x then l else (f z - f x) / (z-x))" show"∀z. f z - f x = ?g z * (z - x)" by simp show"isCont ?g x" using‹?lhs›by (simp add: isCont_iff DERIV_def cong: LIM_equal [rule_format]) show"?g x = l" by simp qed next assume ?rhs thenshow ?lhs by (auto simp add: isCont_iff DERIV_def cong: LIM_cong) qed
subsection‹Local extrema›
text‹If 🍋‹0 🚫' x› then 🍋‹x›is Locally Strictly Increasing At The Right.›
lemma has_real_derivative_pos_inc_right: fixes f :: "real ==> real" assumes der: "(f has_real_derivative l) (at x within S)" and l: "0 < l" shows"∃d > 0. ∀h > 0. x + h ∈ S ⟶ h < d ⟶ f x < f (x + h)" using assms proof - from der [THEN has_field_derivativeD, THEN tendstoD, OF l, unfolded eventually_at] obtain s where s: "0 < s" and all: "∧xa. xa∈S ==> xa ≠ x ∧ dist xa x < s ⟶∣(f xa - f x) / (xa - x) - l∣ < l" by (auto simp: dist_real_def) thenshow ?thesis proof (intro exI conjI strip) show"0 < s"by (rule s) next fix h :: real assume"0 < h""h < s""x + h ∈ S" with all [of "x + h"] show"f x < f (x+h)" proof (simp add: abs_if dist_real_def pos_less_divide_eq split: if_split_asm) assume"¬ (f (x + h) - f x) / h < l"and h: "0 < h" with l have"0 < (f (x + h) - f x) / h" by arith thenshow"f x < f (x + h)" by (simp add: pos_less_divide_eq h) qed qed qed
lemma DERIV_pos_inc_right: fixes f :: "real ==> real" assumes der: "DERIV f x :> l" and l: "0 < l" shows"∃d > 0. ∀h > 0. h < d ⟶ f x < f (x + h)" using has_real_derivative_pos_inc_right[OF assms] by auto
lemma has_real_derivative_neg_dec_left: fixes f :: "real ==> real" assumes der: "(f has_real_derivative l) (at x within S)" and"l < 0" shows"∃d > 0. ∀h > 0. x - h ∈ S ⟶ h < d ⟶ f x < f (x - h)" proof - from‹l 🚫›have l: "- l > 0" by simp from der [THEN has_field_derivativeD, THEN tendstoD, OF l, unfolded eventually_at] obtain s where s: "0 < s" and all: "∧xa. xa∈S ==> xa ≠ x ∧ dist xa x < s ⟶∣(f xa - f x) / (xa - x) - l∣ < - l" by (auto simp: dist_real_def) thenshow ?thesis proof (intro exI conjI strip) show"0 < s"by (rule s) next fix h :: real assume"0 < h""h < s""x - h ∈ S" with all [of "x - h"] show"f x < f (x-h)" proof (simp add: abs_if pos_less_divide_eq dist_real_def split: if_split_asm) assume"- ((f (x-h) - f x) / h) < l"and h: "0 < h" with l have"0 < (f (x-h) - f x) / h" by arith thenshow"f x < f (x - h)" by (simp add: pos_less_divide_eq h) qed qed qed
lemma DERIV_neg_dec_left: fixes f :: "real ==> real" assumes der: "DERIV f x :> l" and l: "l < 0" shows"∃d > 0. ∀h > 0. h < d ⟶ f x < f (x - h)" using has_real_derivative_neg_dec_left[OF assms] by auto
lemma has_real_derivative_pos_inc_left: fixes f :: "real ==> real" shows"(f has_real_derivative l) (at x within S) ==> 0 < l ==> ∃d>0. ∀h>0. x - h ∈ S ⟶ h < d ⟶ f (x - h) < f x" by (rule has_real_derivative_neg_dec_left [of "λx. - f x""-l" x S, simplified])
(auto simp add: DERIV_minus)
lemma DERIV_pos_inc_left: fixes f :: "real ==> real" shows"DERIV f x :> l ==> 0 < l ==>∃d > 0. ∀h > 0. h < d ⟶ f (x - h) < f x" using has_real_derivative_pos_inc_left by blast
lemma has_real_derivative_neg_dec_right: fixes f :: "real ==> real" shows"(f has_real_derivative l) (at x within S) ==> l < 0 ==> ∃d > 0. ∀h > 0. x + h ∈ S ⟶ h < d ⟶ f x > f (x + h)" by (rule has_real_derivative_pos_inc_right [of "λx. - f x""-l" x S, simplified])
(auto simp add: DERIV_minus)
lemma DERIV_neg_dec_right: fixes f :: "real ==> real" shows"DERIV f x :> l ==> l < 0 ==>∃d > 0. ∀h > 0. h < d ⟶ f x > f (x + h)" using has_real_derivative_neg_dec_right by blast
lemma DERIV_local_max: fixes f :: "real ==> real" assumes der: "DERIV f x :> l" and d: "0 < d" and le: "∀y. ∣x - y∣ < d ⟶ f y ≤ f x" shows"l = 0" proof (cases rule: linorder_cases [of l 0]) case equal thenshow ?thesis . next case less from DERIV_neg_dec_left [OF der less] obtain d' where d': "0 < d'"and lt: "∀h > 0. h < d' ⟶ f x < f (x - h)" by blast obtain e where"0 < e ∧ e < d ∧ e < d'" using field_lbound_gt_zero [OF d d'] .. with lt le [THEN spec [where x="x - e"]] show ?thesis by (auto simp add: abs_if) next case greater from DERIV_pos_inc_right [OF der greater] obtain d' where d': "0 < d'"and lt: "∀h > 0. h < d' ⟶ f x < f (x + h)" by blast obtain e where"0 < e ∧ e < d ∧ e < d'" using field_lbound_gt_zero [OF d d'] .. with lt le [THEN spec [where x="x + e"]] show ?thesis by (auto simp add: abs_if) qed
text‹Similar theorem for a local minimum› lemma DERIV_local_min: fixes f :: "real ==> real" shows"DERIV f x :> l ==> 0 < d ==>∀y. ∣x - y∣ < d ⟶ f x ≤ f y ==> l = 0" by (drule DERIV_minus [THEN DERIV_local_max]) auto
text‹In particular, if a function is locally flat› lemma DERIV_local_const: fixes f :: "real ==> real" shows"DERIV f x :> l ==> 0 < d ==>∀y. ∣x - y∣ < d ⟶ f x = f y ==> l = 0" by (auto dest!: DERIV_local_max)
subsection‹Rolle's Theorem›
text‹Lemma about introducing open ball in open interval› lemma lemma_interval_lt: fixes a b x :: real assumes"a < x""x < b" shows"∃d. 0 < d ∧ (∀y. ∣x - y∣ < d ⟶ a < y ∧ y < b)" using linorder_linear [of "x - a""b - x"] proof assume"x - a ≤ b - x" with assms show ?thesis by (rule_tac x = "x - a"in exI) auto next assume"b - x ≤ x - a" with assms show ?thesis by (rule_tac x = "b - x"in exI) auto qed
lemma lemma_interval: "a < x ==> x < b ==>∃d. 0 < d ∧ (∀y. ∣x - y∣ < d ⟶ a ≤ y ∧ y ≤ b)" for a b x :: real by (force dest: lemma_interval_lt)
text‹Rolle's Theorem. If 🍋‹f› i ‹[a,b]›and differentiable on the open interval ‹(a,b)›, and🍋‹f a = f b›, then there exists ‹x0 ∈ (a,b)› such that 🍋‹f' x0 = 0›\<close> theorem Rolle_deriv: fixes f :: "real ==> real" assumes"a < b" and fab: "f a = f b" and contf: "continuous_on {a..b} f" and derf: "∧x. [a < x; x < b]==> (f has_derivative f' x) (at x)" shows"∃z. a < z ∧ z < b ∧ f' z = (λv. 0)" proof - have le: "a ≤ b" using‹a 🚫›by simp have"(a + b) / 2 ∈ {a..b}" using assms(1) by auto thenhave *: "{a..b} ≠ {}" by auto obtain x where x_max: "∀z. a ≤ z ∧ z ≤ b ⟶ f z ≤ f x"and"a ≤ x""x ≤ b" using continuous_attains_sup[OF compact_Icc * contf] by (meson atLeastAtMost_iff) obtain x' where x'_min: "∀z. a ≤ z ∧ z ≤ b ⟶ f x' ≤ f z"and"a ≤ x'""x' ≤ b" using continuous_attains_inf[OF compact_Icc * contf] by (meson atLeastAtMost_iff)
consider "a < x""x < b" | "x = a ∨ x = b" using‹a ≤ x›‹x ≤ b›by arith thenshow ?thesis proof cases case 1 🍋‹🍋‹f› attains its maximum within the interval› thenobtain l where der: "DERIV f x :> l" using derf differentiable_def real_differentiable_def by blast obtain d where d: "0 < d"and bound: "∀y. ∣x - y∣ < d ⟶ a ≤ y ∧ y ≤ b" using lemma_interval [OF 1] by blast thenhave bound': "∀y. ∣x - y∣ < d ⟶ f y ≤ f x" using x_max by blast 🍋‹the derivative at a local maximum is zero› have"l = 0" by (rule DERIV_local_max [OF der d bound']) with 1 der derf [of x] show ?thesis by (metis has_derivative_unique has_field_derivative_def mult_zero_left) next case 2 thenhave fx: "f b = f x"by (auto simp add: fab)
consider "a < x'""x' < b" | "x' = a ∨ x' = b" using‹a ≤ x'›‹x' ≤ b›by arith thenshow ?thesis proof cases case 1 🍋‹🍋‹f› attains its minimum within the interval› thenobtain l where der: "DERIV f x' :> l" using derf differentiable_def real_differentiable_def by blast from lemma_interval [OF 1] obtain d where d: "0and bound: "∀y. ∣x'-y∣ < d ⟶ a ≤ y ∧ y ≤ b" by blast thenhave bound': "∀y. ∣x' - y∣ < d ⟶ f x' ≤ f y" using x'_min by blast have"l = 0"by (rule DERIV_local_min [OF der d bound']) 🍋‹the derivative at a local minimum is zero› thenshow ?thesis using 1 der derf [of x'] by (metis has_derivative_unique has_field_derivative_def mult_zero_left) next case 2 🍋‹🍋‹f› is constant throughout the interval› thenhave fx': "f b = f x'"by (auto simp: fab) from dense [OF ‹a 🚫›] obtain r where r: "a < r""r < b"by blast obtain d where d: "0 < d"and bound: "∀y. ∣r - y∣ < d ⟶ a ≤ y ∧ y ≤ b" using lemma_interval [OF r] by blast have eq_fb: "f z = f b"if"a ≤ z"and"z ≤ b"for z proof (rule order_antisym) show"f z ≤ f b"by (simp add: fx x_max that) show"f b ≤ f z"by (simp add: fx' x'_min that) qed have bound': "∀y. ∣r - y∣ < d ⟶ f r = f y" proof (intro strip) fix y :: real assume lt: "∣r - y∣ < d" thenhave"f y = f b"by (simp add: eq_fb bound) thenshow"f r = f y"by (simp add: eq_fb r order_less_imp_le) qed obtain l where der: "DERIV f r :> l" using derf differentiable_def r(1) r(2) real_differentiable_def by blast have"l = 0" by (rule DERIV_local_const [OF der d bound']) 🍋‹the derivative of a constant function is zero› with r der derf [of r] show ?thesis by (metis has_derivative_unique has_field_derivative_def mult_zero_left) qed qed qed
corollary Rolle: fixes a b :: real assumes ab: "a < b""f a = f b""continuous_on {a..b} f" and dif [rule_format]: "∧x. [a < x; x < b]==> f differentiable (at x)" shows"∃z. a < z ∧ z < b ∧ DERIV f z :> 0" proof - obtain f' where f': "∧x. [a < x; x < b]==> (f has_derivative f' x) (at x)" using dif unfolding differentiable_def by metis thenhave"∃z. a < z ∧ z < b ∧ f' z = (λv. 0)" by (metis Rolle_deriv [OF ab]) thenshow ?thesis using f' has_derivative_imp_has_field_derivative by fastforce qed
subsection‹Mean Value Theorem›
theorem mvt: fixes f :: "real ==> real" assumes"a < b" and contf: "continuous_on {a..b} f" and derf: "∧x. [a < x; x < b]==> (f has_derivative f' x) (at x)" obtains ξ where"a < ξ""ξ < b""f b - f a = (f' ξ) (b - a)" proof - have"∃ξ. a < ξ ∧ ξ < b ∧ (λy. f' ξ y - (f b - f a) / (b - a) * y) = (λv. 0)" proof (intro Rolle_deriv[OF ‹a 🚫›]) fix x assume x: "a < x""x < b" show"((λx. f x - (f b - f a) / (b - a) * x) has_derivative (λy. f' x y - (f b - f a) / (b - a) * y)) (at x)" by (intro derivative_intros derf[OF x]) qed (use assms in‹auto intro!: continuous_intros simp: field_simps›) thenshow ?thesis by (smt (verit, ccfv_SIG) pos_le_divide_eq pos_less_divide_eq that) qed
theorem MVT: fixes a b :: real assumes lt: "a < b" and contf: "continuous_on {a..b} f" and dif: "∧x. [a < x; x < b]==> f differentiable (at x)" shows"∃l z. a < z ∧ z < b ∧ DERIV f z :> l ∧ f b - f a = (b - a) * l" proof - obtain f' :: "real ==> real ==> real" where derf: "∧x. a < x ==> x < b ==> (f has_derivative f' x) (at x)" using dif unfolding differentiable_def by metis thenobtain z where"a < z""z < b""f b - f a = (f' z) (b - a)" using mvt [OF lt contf] by blast thenshow ?thesis by (simp add: ac_simps)
(metis derf dif has_derivative_unique has_field_derivative_imp_has_derivative real_differentiable_def) qed
corollary MVT2: assumes"a < b"and der: "∧x. [a ≤ x; x ≤ b]==> DERIV f x :> f' x" shows"∃z::real. a < z ∧ z < b ∧ (f b - f a = (b - a) * f' z)" proof - have"∃l z. a < z ∧ z < b ∧ (f has_real_derivative l) (at z) ∧ f b - f a = (b - a) * l" proof (rule MVT [OF ‹a 🚫›]) show"continuous_on {a..b} f" by (meson DERIV_continuous atLeastAtMost_iff continuous_at_imp_continuous_on der) show"∧x. [a < x; x < b]==> f differentiable (at x)" using assms by (force dest: order_less_imp_le simp add: real_differentiable_def) qed with assms show ?thesis by (blast dest: DERIV_unique order_less_imp_le) qed
subsubsection ‹A function is constant if its derivative is 0 over an interval.›
lemma DERIV_isconst_end: fixes f :: "real ==> real" assumes"a < b"and contf: "continuous_on {a..b} f" and 0: "∧x. [a < x; x < b]==> DERIV f x :> 0" shows"f b = f a" using MVT [OF ‹a 🚫›] "0" DERIV_unique contf real_differentiable_def by (fastforce simp: algebra_simps)
lemma DERIV_isconst2: fixes f :: "real ==> real" assumes"a < b"and contf: "continuous_on {a..b} f"and derf: "∧x. [a < x; x < b]==> DERIV f x :> 0" and"a ≤ x""x ≤ b" shows"f x = f a" proof (cases "a < x") case True have *: "continuous_on {a..x} f" using‹x ≤ b› contf continuous_on_subset by fastforce show ?thesis by (rule DERIV_isconst_end [OF True *]) (use‹x ≤ b› derf in auto) qed (use‹a ≤ x›in auto)
lemma DERIV_isconst3: fixes a b x y :: real assumes"a < b" and"x ∈ {a <..< b}" and"y ∈ {a <..< b}" and derivable: "∧x. x ∈ {a <..< b} ==> DERIV f x :> 0" shows"f x = f y" proof (cases "x = y") case False let ?a = "min x y" let ?b = "max x y" have *: "DERIV f z :> 0"if"?a ≤ z""z ≤ ?b"for z proof - have"a < z"and"z < b" using that ‹x ∈ {a 🚫🚫}›and‹y ∈ {a 🚫🚫}›by auto thenhave"z ∈ {a<..by auto thenshow"DERIV f z :> 0"by (rule derivable) qed have isCont: "continuous_on {?a..?b} f" by (meson * DERIV_continuous_on atLeastAtMost_iff has_field_derivative_at_within) have DERIV: "∧z. [?a < z; z < ?b]==> DERIV f z :> 0" using * by auto have"?a < ?b"using‹x ≠ y›by auto from DERIV_isconst2[OF this isCont DERIV, of x] and DERIV_isconst2[OF this isCont DERIV, of y] show ?thesis by auto qed auto
lemma DERIV_isconst_all: fixes f :: "real ==> real" shows"∀x. DERIV f x :> 0 ==> f x = f y" apply (rule linorder_cases [of x y]) apply (metis DERIV_continuous DERIV_isconst_end continuous_at_imp_continuous_on)+ done
lemma DERIV_const_ratio_const: fixes f :: "real ==> real" assumes"a ≠ b"and df: "∧x. DERIV f x :> k" shows"f b - f a = (b - a) * k" proof (cases a b rule: linorder_cases) case less show ?thesis using MVT [OF less] df by (metis DERIV_continuous DERIV_unique continuous_at_imp_continuous_on real_differentiable_def) next case greater have"f a - f b = (a - b) * k" using MVT [OF greater] df by (metis DERIV_continuous DERIV_unique continuous_at_imp_continuous_on real_differentiable_def) thenshow ?thesis by (simp add: algebra_simps) qed auto
lemma DERIV_const_ratio_const2: fixes f :: "real ==> real" assumes"a ≠ b"and df: "∧x. DERIV f x :> k" shows"(f b - f a) / (b - a) = k" using DERIV_const_ratio_const [OF assms] ‹a ≠ b›by auto
lemma real_average_minus_first [simp]: "(a + b) / 2 - a = (b - a) / 2" for a b :: real by simp
lemma real_average_minus_second [simp]: "(b + a) / 2 - a = (b - a) / 2" for a b :: real by simp
text‹Gallileo's "trick": average velocity = av. of end velocities.›
lemma DERIV_const_average: fixes v :: "real ==> real" and a b :: real assumes neq: "a ≠ b" and der: "∧x. DERIV v x :> k" shows"v ((a + b) / 2) = (v a + v b) / 2" proof (cases rule: linorder_cases [of a b]) case equal with neq show ?thesis by simp next case less have"(v b - v a) / (b - a) = k" by (rule DERIV_const_ratio_const2 [OF neq der]) thenhave"(b - a) * ((v b - v a) / (b - a)) = (b - a) * k" by simp moreoverhave"(v ((a + b) / 2) - v a) / ((a + b) / 2 - a) = k" by (rule DERIV_const_ratio_const2 [OF _ der]) (simp add: neq) ultimatelyshow ?thesis using neq by force next case greater have"(v b - v a) / (b - a) = k" by (rule DERIV_const_ratio_const2 [OF neq der]) thenhave"(b - a) * ((v b - v a) / (b - a)) = (b - a) * k" by simp moreoverhave" (v ((b + a) / 2) - v a) / ((b + a) / 2 - a) = k" by (rule DERIV_const_ratio_const2 [OF _ der]) (simp add: neq) ultimatelyshow ?thesis using neq by (force simp add: add.commute) qed
subsubsection‹A function with positive derivative is increasing› text‹A simple proof using the MVT, by Jeremy Avigad. And variants.› lemma DERIV_pos_imp_increasing_open: fixes a b :: real and f :: "real ==> real" assumes"a < b" and"∧x. a < x ==> x < b ==> (∃y. DERIV f x :> y ∧ y > 0)" and con: "continuous_on {a..b} f" shows"f a < f b" proof (rule ccontr) assume f: "¬ ?thesis" have"∃l z. a < z ∧ z < b ∧ DERIV f z :> l ∧ f b - f a = (b - a) * l" by (rule MVT) (use assms real_differentiable_def in‹force+›) thenobtain l z where z: "a < z""z < b""DERIV f z :> l"and"f b - f a = (b - a) * l" by auto with assms f have"¬ l > 0" by (metis linorder_not_le mult_le_0_iff diff_le_0_iff_le) with assms z show False by (metis DERIV_unique) qed
lemma DERIV_pos_imp_increasing: fixes a b :: real and f :: "real ==> real" assumes"a < b" and der: "∧x. [a ≤ x; x ≤ b]==>∃y. DERIV f x :> y ∧ y > 0" shows"f a < f b" by (metis less_le_not_le DERIV_atLeastAtMost_imp_continuous_on DERIV_pos_imp_increasing_open [OF ‹a 🚫›] der)
lemma DERIV_nonneg_imp_nondecreasing: fixes a b :: real and f :: "real ==> real" assumes"a ≤ b" and"∧x. [a ≤ x; x ≤ b]==>∃y. DERIV f x :> y ∧ y ≥ 0" shows"f a ≤ f b" proof (rule ccontr, cases "a = b") assume"¬ ?thesis"and"a = b" thenshow False by auto next assume *: "¬ ?thesis" assume"a ≠ b" with‹a ≤ b›have"a < b" by linarith moreoverhave"continuous_on {a..b} f" by (meson DERIV_isCont assms(2) atLeastAtMost_iff continuous_at_imp_continuous_on) ultimatelyhave"∃l z. a < z ∧ z < b ∧ DERIV f z :> l ∧ f b - f a = (b - a) * l" using assms MVT [OF ‹a 🚫›, of f] real_differentiable_def less_eq_real_def by blast thenobtain l z where lz: "a < z""z < b""DERIV f z :> l"and **: "f b - f a = (b - a) * l" by auto with * have"a < b""f b < f a"by auto with ** have"¬ l ≥ 0"by (auto simp add: not_le algebra_simps)
(metis * add_le_cancel_right assms(1) less_eq_real_def mult_right_mono add_left_mono linear order_refl) with assms lz show False by (metis DERIV_unique order_less_imp_le) qed
lemma DERIV_neg_imp_decreasing_open: fixes a b :: real and f :: "real ==> real" assumes"a < b" and"∧x. a < x ==> x < b ==>∃y. DERIV f x :> y ∧ y < 0" and con: "continuous_on {a..b} f" shows"f a > f b" proof - have"(λx. -f x) a < (λx. -f x) b" proof (rule DERIV_pos_imp_increasing_open [of a b]) show"∧x. [a < x; x < b]==>∃y. ((λx. - f x) has_real_derivative y) (at x) ∧ 0 < y" using assms by simp (metis field_differentiable_minus neg_0_less_iff_less) show"continuous_on {a..b} (λx. - f x)" using con continuous_on_minus by blast qed (use assms in auto) thenshow ?thesis by simp qed
lemma DERIV_neg_imp_decreasing: fixes a b :: real and f :: "real ==> real" assumes"a < b" and der: "∧x. [a ≤ x; x ≤ b]==>∃y. DERIV f x :> y ∧ y < 0" shows"f a > f b" by (metis less_le_not_le DERIV_atLeastAtMost_imp_continuous_on DERIV_neg_imp_decreasing_open [OF ‹a 🚫›] der)
lemma DERIV_nonpos_imp_nonincreasing: fixes a b :: real and f :: "real ==> real" assumes"a ≤ b" and"∧x. [a ≤ x; x ≤ b]==>∃y. DERIV f x :> y ∧ y ≤ 0" shows"f a ≥ f b" proof - have"(λx. -f x) a ≤ (λx. -f x) b" using DERIV_nonneg_imp_nondecreasing [of a b "λx. -f x"] assms DERIV_minus by fastforce thenshow ?thesis by simp qed
lemma DERIV_pos_imp_increasing_at_bot: fixes f :: "real ==> real" assumes"∧x. x ≤ b ==> (∃y. DERIV f x :> y ∧ y > 0)" and lim: "(f ---> flim) at_bot" shows"flim < f b" proof - have"∃N. ∀n≤N. f n ≤ f (b - 1)" by (rule_tac x="b - 2"in exI) (force intro: order.strict_implies_order DERIV_pos_imp_increasing assms) thenhave"flim ≤ f (b - 1)" by (auto simp: eventually_at_bot_linorder tendsto_upperbound [OF lim]) alsohave"… < f b" by (force intro: DERIV_pos_imp_increasing [where f=f] assms) finallyshow ?thesis . qed
lemma DERIV_neg_imp_decreasing_at_top: fixes f :: "real ==> real" assumes der: "∧x. x ≥ b ==>∃y. DERIV f x :> y ∧ y < 0" and lim: "(f ---> flim) at_top" shows"flim < f b" apply (rule DERIV_pos_imp_increasing_at_bot [where f = "λi. f (-i)"and b = "-b", simplified]) apply (metis DERIV_mirror der le_minus_iff neg_0_less_iff_less) apply (metis filterlim_at_top_mirror lim) done
proposition deriv_nonpos_imp_antimono: assumes deriv: "∧x. x ∈ {a..b} ==> (g has_real_derivative g' x) (at x)" assumes nonneg: "∧x. x ∈ {a..b} ==> g' x ≤ 0" assumes"a ≤ b" shows"g b ≤ g a" proof - have"- g a ≤ - g b" proof (intro DERIV_nonneg_imp_nondecreasing [where f = "λx. - g x"] conjI exI) fix x assume x: "a ≤ x""x ≤ b" show"((λx. - g x) has_real_derivative - g' x) (at x)" by (simp add: DERIV_minus deriv x) show"0 ≤ - g' x" by (simp add: nonneg x) qed (rule ‹a≤b›) thenshow ?thesis by simp qed
lemma DERIV_nonneg_imp_increasing_open: fixes a b :: real and f :: "real ==> real" assumes"a ≤ b" and"∧x. a < x ==> x < b ==> (∃y. DERIV f x :> y ∧ y ≥ 0)" and con: "continuous_on {a..b} f" shows"f a ≤ f b" proof (cases "a=b") case False with‹a≤b›have"aby simp show ?thesis proof (rule ccontr) assume f: "¬ ?thesis" have"∃l z. a < z ∧ z < b ∧ DERIV f z :> l ∧ f b - f a = (b - a) * l" by (rule MVT) (use assms ‹a🚫› real_differentiable_def in‹force+›) thenobtain l z where z: "a < z""z < b""DERIV f z :> l"and"f b - f a = (b - a) * l" by auto with assms z f show False by (metis DERIV_unique diff_ge_0_iff_ge zero_le_mult_iff) qed qed auto
lemma DERIV_nonpos_imp_decreasing_open: fixes a b :: real and f :: "real ==> real" assumes"a ≤ b" and"∧x. a < x ==> x < b ==>∃y. DERIV f x :> y ∧ y ≤ 0" and con: "continuous_on {a..b} f" shows"f a ≥ f b" proof - have"(λx. -f x) a ≤ (λx. -f x) b" proof (rule DERIV_nonneg_imp_increasing_open [of a b]) show"∧x. [a < x; x < b]==>∃y. ((λx. - f x) has_real_derivative y) (at x) ∧ 0 ≤ y" using assms by (metis Deriv.field_differentiable_minus neg_0_le_iff_le) show"continuous_on {a..b} (λx. - f x)" using con continuous_on_minus by blast qed (use assms in auto) thenshow ?thesis by simp qed
proposition deriv_nonneg_imp_mono: assumes"∧x. x ∈ {a..b} ==> (g has_real_derivative g' x) (at x)" assumes"∧x. x ∈ {a..b} ==> g' x ≥ 0" assumes"a ≤ b" shows"g a ≤ g b" by (metis DERIV_nonneg_imp_nondecreasing atLeastAtMost_iff assms)
text‹Derivative of inverse function›
lemma DERIV_inverse_function: fixes f g :: "real ==> real" assumes der: "DERIV f (g x) :> D" and neq: "D ≠ 0" and x: "a < x""x < b" and inj: "∧y. [a < y; y < b]==> f (g y) = y" and cont: "isCont g x" shows"DERIV g x :> inverse D" unfolding has_field_derivative_iff proof (rule LIM_equal2) show"0 < min (x - a) (b - x)" using x by arith next fix y assume"norm (y - x) < min (x - a) (b - x)" thenhave"a < y"and"y < b" by (simp_all add: abs_less_iff) thenshow"(g y - g x) / (y - x) = inverse ((f (g y) - x) / (g y - g x))" by (simp add: inj) next have"(λz. (f z - f (g x)) / (z - g x)) ←-g x→ D" by (rule der [unfolded has_field_derivative_iff]) thenhave 1: "(λz. (f z - x) / (z - g x)) ←-g x→ D" using inj x by simp have 2: "∃d>0. ∀y. y ≠ x ∧ norm (y - x) < d ⟶ g y ≠ g x" proof (rule exI, safe) show"0 < min (x - a) (b - x)" using x by simp next fix y assume"norm (y - x) < min (x - a) (b - x)" thenhave y: "a < y""y < b" by (simp_all add: abs_less_iff) assume"g y = g x" thenhave"f (g y) = f (g x)"by simp thenhave"y = x"using inj y x by simp alsoassume"y ≠ x" finallyshow False by simp qed have"(λy. (f (g y) - x) / (g y - g x)) ←-x→ D" using cont 1 2 by (rule isCont_LIM_compose2) thenshow"(λy. inverse ((f (g y) - x) / (g y - g x))) ←-x→ inverse D" using neq by (rule tendsto_inverse) qed
subsection‹Generalized Mean Value Theorem›
theorem GMVT: fixes a b :: real assumes alb: "a < b" and fc: "∀x. a ≤ x ∧ x ≤ b ⟶ isCont f x" and fd: "∀x. a < x ∧ x < b ⟶ f differentiable (at x)" and gc: "∀x. a ≤ x ∧ x ≤ b ⟶ isCont g x" and gd: "∀x. a < x ∧ x < b ⟶ g differentiable (at x)" shows"∃g'c f'c c. DERIV g c :> g'c ∧ DERIV f c :> f'c ∧ a < c ∧ c < b ∧ (f b - f a) * g'c = (g b - g a) * f'c" proof - let ?h = "λx. (f b - f a) * g x - (g b - g a) * f x" have"∃l z. a < z ∧ z < b ∧ DERIV ?h z :> l ∧ ?h b - ?h a = (b - a) * l" proof (rule MVT) from assms show"a < b"by simp show"continuous_on {a..b} ?h" by (simp add: continuous_at_imp_continuous_on fc gc) show"∧x. [a < x; x < b]==> ?h differentiable (at x)" using fd gd by simp qed thenobtain l where l: "∃z. a < z ∧ z < b ∧ DERIV ?h z :> l ∧ ?h b - ?h a = (b - a) * l" .. thenobtain c where c: "a < c ∧ c < b ∧ DERIV ?h c :> l ∧ ?h b - ?h a = (b - a) * l" ..
from c have cint: "a < c ∧ c < b"by auto thenobtain g'c where g'c: "DERIV g c :> g'c" using gd real_differentiable_def by blast from c have"a < c ∧ c < b"by auto thenobtain f'c where f'c: "DERIV f c :> f'c" using fd real_differentiable_def by blast
from c have"DERIV ?h c :> l"by auto moreoverhave"DERIV ?h c :> g'c * (f b - f a) - f'c * (g b - g a)" using g'c f'c by (auto intro!: derivative_eq_intros) ultimatelyhave leq: "l = g'c * (f b - f a) - f'c * (g b - g a)"by (rule DERIV_unique)
have"?h b - ?h a = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" proof - from c have"?h b - ?h a = (b - a) * l"by auto alsofrom leq have"… = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))"by simp finallyshow ?thesis by simp qed moreoverhave"?h b - ?h a = 0" proof - have"?h b - ?h a = ((f b)*(g b) - (f a)*(g b) - (g b)*(f b) + (g a)*(f b)) - ((f b)*(g a) - (f a)*(g a) - (g b)*(f a) + (g a)*(f a))" by (simp add: algebra_simps) thenshow ?thesis by auto qed ultimatelyhave"(b - a) * (g'c * (f b - f a) - f'c * (g b - g a)) = 0"by auto with alb have"g'c * (f b - f a) - f'c * (g b - g a) = 0"by simp thenhave"g'c * (f b - f a) = f'c * (g b - g a)"by simp thenhave"(f b - f a) * g'c = (g b - g a) * f'c"by (simp add: ac_simps) with g'c f'c cint show ?thesis by auto qed
lemma GMVT': fixes f g :: "real ==> real" assumes"a < b" and isCont_f: "∧z. a ≤ z ==> z ≤ b ==> isCont f z" and isCont_g: "∧z. a ≤ z ==> z ≤ b ==> isCont g z" and DERIV_g: "∧z. a < z ==> z < b ==> DERIV g z :> (g' z)" and DERIV_f: "∧z. a < z ==> z < b ==> DERIV f z :> (f' z)" shows"∃c. a < c ∧ c < b ∧ (f b - f a) * g' c = (g b - g a) * f' c" proof - have"∃g'c f'c c. DERIV g c :> g'c ∧ DERIV f c :> f'c ∧ a < c ∧ c < b ∧ (f b - f a) * g'c = (g b - g a) * f'c" using assms by (intro GMVT) (force simp: real_differentiable_def)+ thenobtain c where"a < c""c < b""(f b - f a) * g' c = (g b - g a) * f' c" using DERIV_f DERIV_g by (force dest: DERIV_unique) thenshow ?thesis by auto qed
subsection‹L'Hopitals rule›
lemma isCont_If_ge: fixes a :: "'a :: linorder_topology" assumes"continuous (at_left a) g"and f: "(f ---> g a) (at_right a)" shows"isCont (λx. if x ≤ a then g x else f x) a" (is"isCont ?gf a") proof - have g: "(g ---> g a) (at_left a)" using assms continuous_within by blast show ?thesis unfolding isCont_def continuous_within proof (intro filterlim_split_at; simp) show"(?gf ---> g a) (at_left a)" by (subst filterlim_cong[OF refl refl, where g=g]) (simp_all add: eventually_at_filter less_le g) show"(?gf ---> g a) (at_right a)" by (subst filterlim_cong[OF refl refl, where g=f]) (simp_all add: eventually_at_filter less_le f) qed qed
lemma lhopital_right_0: fixes f0 g0 :: "real ==> real" assumes f_0: "(f0 ---> 0) (at_right 0)" and g_0: "(g0 ---> 0) (at_right 0)" and ev: "eventually (λx. g0 x ≠ 0) (at_right 0)" "eventually (λx. g' x ≠ 0) (at_right 0)" "eventually (λx. DERIV f0 x :> f' x) (at_right 0)" "eventually (λx. DERIV g0 x :> g' x) (at_right 0)" and lim: "filterlim (λ x. (f' x / g' x)) F (at_right 0)" shows"filterlim (λ x. f0 x / g0 x) F (at_right 0)" proof -
define f where [abs_def]: "f x = (if x ≤ 0 then 0 else f0 x)"for x thenhave"f 0 = 0"by simp
define g where [abs_def]: "g x = (if x ≤ 0 then 0 else g0 x)"for x thenhave"g 0 = 0"by simp
have"eventually (λx. g0 x ≠ 0 ∧ g' x ≠ 0 ∧ DERIV f0 x :> (f' x) ∧ DERIV g0 x :> (g' x)) (at_right 0)" using ev by eventually_elim auto thenobtain a where [arith]: "0 < a" and g0_neq_0: "∧x. 0 < x ==> x < a ==> g0 x ≠ 0" and g'_neq_0: "∧x. 0 < x ==> x < a ==> g' x ≠ 0" and f0: "∧x. 0 < x ==> x < a ==> DERIV f0 x :> (f' x)" and g0: "∧x. 0 < x ==> x < a ==> DERIV g0 x :> (g' x)" unfolding eventually_at by (auto simp: dist_real_def)
have g_neq_0: "∧x. 0 < x ==> x < a ==> g x ≠ 0" using g0_neq_0 by (simp add: g_def)
have f: "DERIV f x :> (f' x)"if x: "0 < x""x < a"for x using that by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ f0[OF x]])
(auto simp: f_def eventually_nhds_metric dist_real_def intro!: exI[of _ x])
have g: "DERIV g x :> (g' x)"if x: "0 < x""x < a"for x using that by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ g0[OF x]])
(auto simp: g_def eventually_nhds_metric dist_real_def intro!: exI[of _ x])
have"isCont f 0" unfolding f_def by (intro isCont_If_ge f_0 continuous_const)
have"isCont g 0" unfolding g_def by (intro isCont_If_ge g_0 continuous_const)
have"∃ζ. ∀x∈{0 <..< a}. 0 < ζ x ∧ ζ x < x ∧ f x / g x = f' (ζ x) / g' (ζ x)" proof (rule bchoice, rule ballI) fix x assume"x ∈ {0 <..< a}" thenhave x[arith]: "0 < x""x < a"by auto with g'_neq_0 g_neq_0 ‹g 0 = 0›have g': "∧x. 0 < x ==> x < a ==> 0 ≠ g' x""g 0 ≠ g x" by auto have"∧x. 0 ≤ x ==> x < a ==> isCont f x" using‹isCont f 0› f by (auto intro: DERIV_isCont simp: le_less) moreoverhave"∧x. 0 ≤ x ==> x < a ==> isCont g x" using‹isCont g 0› g by (auto intro: DERIV_isCont simp: le_less) ultimatelyhave"∃c. 0 < c ∧ c < x ∧ (f x - f 0) * g' c = (g x - g 0) * f' c" using f g ‹x 🚫›by (intro GMVT') auto thenobtain c where *: "0 < c""c < x""(f x - f 0) * g' c = (g x - g 0) * f' c" by blast moreover from * g'(1)[of c] g'(2) have"(f x - f 0) / (g x - g 0) = f' c / g' c" by (simp add: field_simps) ultimatelyshow"∃y. 0 < y ∧ y < x ∧ f x / g x = f' y / g' y" using‹f 0 = 0›‹g 0 = 0›by (auto intro!: exI[of _ c]) qed thenobtain ζ where"∀x∈{0 <..< a}. 0 < ζ x ∧ ζ x < x ∧ f x / g x = f' (ζ x) / g' (ζ x)" .. thenhave ζ: "eventually (λx. 0 < ζ x ∧ ζ x < x ∧ f x / g x = f' (ζ x) / g' (ζ x)) (at_right 0)" unfolding eventually_at by (intro exI[of _ a]) (auto simp: dist_real_def) moreover from ζ have"eventually (λx. norm (ζ x) ≤ x) (at_right 0)" by eventually_elim auto thenhave"((λx. norm (ζ x)) ---> 0) (at_right 0)" by (rule_tac real_tendsto_sandwich[where f="λx. 0"and h="λx. x"]) auto thenhave"(ζ ---> 0) (at_right 0)" by (rule tendsto_norm_zero_cancel) with ζ have"filterlim ζ (at_right 0) (at_right 0)" by (auto elim!: eventually_mono simp: filterlim_at) from this lim have"filterlim (λt. f' (ζ t) / g' (ζ t)) F (at_right 0)" by (rule_tac filterlim_compose[of _ _ _ ζ]) ultimatelyhave"filterlim (λt. f t / g t) F (at_right 0)" (is ?P) by (rule_tac filterlim_cong[THEN iffD1, OF refl refl])
(auto elim: eventually_mono) alsohave"?P ⟷ ?thesis" by (rule filterlim_cong) (auto simp: f_def g_def eventually_at_filter) finallyshow ?thesis . qed
lemma lhopital_right: "(f ---> 0) (at_right x) ==> (g ---> 0) (at_right x) ==> eventually (λx. g x ≠ 0) (at_right x) ==> eventually (λx. g' x ≠ 0) (at_right x) ==> eventually (λx. DERIV f x :> f' x) (at_right x) ==> eventually (λx. DERIV g x :> g' x) (at_right x) ==> filterlim (λ x. (f' x / g' x)) F (at_right x) ==> filterlim (λ x. f x / g x) F (at_right x)" for x :: real unfolding eventually_at_right_to_0[of _ x] filterlim_at_right_to_0[of _ _ x] DERIV_shift by (rule lhopital_right_0)
lemma lhopital_left: "(f ---> 0) (at_left x) ==> (g ---> 0) (at_left x) ==> eventually (λx. g x ≠ 0) (at_left x) ==> eventually (λx. g' x ≠ 0) (at_left x) ==> eventually (λx. DERIV f x :> f' x) (at_left x) ==> eventually (λx. DERIV g x :> g' x) (at_left x) ==> filterlim (λ x. (f' x / g' x)) F (at_left x) ==> filterlim (λ x. f x / g x) F (at_left x)" for x :: real unfolding eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror by (rule lhopital_right[where f'="λx. - f' (- x)"]) (auto simp: DERIV_mirror)
lemma lhopital: "(f ---> 0) (at x) ==> (g ---> 0) (at x) ==> eventually (λx. g x ≠ 0) (at x) ==> eventually (λx. g' x ≠ 0) (at x) ==> eventually (λx. DERIV f x :> f' x) (at x) ==> eventually (λx. DERIV g x :> g' x) (at x) ==> filterlim (λ x. (f' x / g' x)) F (at x) ==> filterlim (λ x. f x / g x) F (at x)" for x :: real unfolding eventually_at_split filterlim_at_split by (auto intro!: lhopital_right[of f x g g' f'] lhopital_left[of f x g g' f'])
lemma lhopital_right_0_at_top: fixes f g :: "real ==> real" assumes g_0: "LIM x at_right 0. g x :> at_top" and ev: "eventually (λx. g' x ≠ 0) (at_right 0)" "eventually (λx. DERIV f x :> f' x) (at_right 0)" "eventually (λx. DERIV g x :> g' x) (at_right 0)" and lim: "((λ x. (f' x / g' x)) ---> x) (at_right 0)" shows"((λ x. f x / g x) ---> x) (at_right 0)" unfolding tendsto_iff proof safe fix e :: real assume"0 < e" with lim[unfolded tendsto_iff, rule_format, of "e / 4"] have"eventually (λt. dist (f' t / g' t) x < e / 4) (at_right 0)" by simp from eventually_conj[OF eventually_conj[OF ev(1) ev(2)] eventually_conj[OF ev(3) this]] obtain a where [arith]: "0 < a" and g'_neq_0: "∧x. 0 < x ==> x < a ==> g' x ≠ 0" and f0: "∧x. 0 < x ==> x ≤ a ==> DERIV f x :> (f' x)" and g0: "∧x. 0 < x ==> x ≤ a ==> DERIV g x :> (g' x)" and Df: "∧t. 0 < t ==> t < a ==> dist (f' t / g' t) x < e / 4" unfolding eventually_at_le by (auto simp: dist_real_def)
from Df have"eventually (λt. t < a) (at_right 0)""eventually (λt::real. 0 < t) (at_right 0)" unfolding eventually_at by (auto intro!: exI[of _ a] simp: dist_real_def)
moreover have"eventually (λt. 0 < g t) (at_right 0)""eventually (λt. g a < g t) (at_right 0)" using g_0 by (auto elim: eventually_mono simp: filterlim_at_top_dense)
moreover have inv_g: "((λx. inverse (g x)) ---> 0) (at_right 0)" using tendsto_inverse_0 filterlim_mono[OF g_0 at_top_le_at_infinity order_refl] by (rule filterlim_compose) thenhave"((λx. norm (1 - g a * inverse (g x))) ---> norm (1 - g a * 0)) (at_right 0)" by (intro tendsto_intros) thenhave"((λx. norm (1 - g a / g x)) ---> 1) (at_right 0)" by (simp add: inverse_eq_divide) from this[unfolded tendsto_iff, rule_format, of 1] have"eventually (λx. norm (1 - g a / g x) < 2) (at_right 0)" by (auto elim!: eventually_mono simp: dist_real_def)
moreover from inv_g have"((λt. norm ((f a - x * g a) * inverse (g t))) ---> norm ((f a - x * g a) * 0)) (at_right 0)" by (intro tendsto_intros) thenhave"((λt. norm (f a - x * g a) / norm (g t)) ---> 0) (at_right 0)" by (simp add: inverse_eq_divide) from this[unfolded tendsto_iff, rule_format, of "e / 2"] ‹0 🚫› have"eventually (λt. norm (f a - x * g a) / norm (g t) < e / 2) (at_right 0)" by (auto simp: dist_real_def)
ultimatelyshow"eventually (λt. dist (f t / g t) x < e) (at_right 0)" proof eventually_elim fix t assume t[arith]: "0 < t""t < a""g a < g t""0 < g t" assume ineq: "norm (1 - g a / g t) < 2""norm (f a - x * g a) / norm (g t) < e / 2"
have"∃y. t < y ∧ y < a ∧ (g a - g t) * f' y = (f a - f t) * g' y" using f0 g0 t(1,2) by (intro GMVT') (force intro!: DERIV_isCont)+ thenobtain y where [arith]: "t < y""y < a" and D_eq0: "(g a - g t) * f' y = (f a - f t) * g' y" by blast from D_eq0 have D_eq: "(f t - f a) / (g t - g a) = f' y / g' y" using‹g a 🚫 t› g'_neq_0[of y] by (auto simp add: field_simps)
have *: "f t / g t - x = ((f t - f a) / (g t - g a) - x) * (1 - g a / g t) + (f a - x * g a) / g t" by (simp add: field_simps) have"norm (f t / g t - x) ≤ norm (((f t - f a) / (g t - g a) - x) * (1 - g a / g t)) + norm ((f a - x * g a) / g t)" unfolding * by (rule norm_triangle_ineq) alsohave"… = dist (f' y / g' y) x * norm (1 - g a / g t) + norm (f a - x * g a) / norm (g t)" by (simp add: abs_mult D_eq dist_real_def) alsohave"… < (e / 4) * 2 + e / 2" using ineq Df[of y] ‹0 🚫›by (intro add_le_less_mono mult_mono) auto finallyshow"dist (f t / g t) x < e" by (simp add: dist_real_def) qed qed
lemma lhopital_right_at_top: "LIM x at_right x. (g::real ==> real) x :> at_top ==> eventually (λx. g' x ≠ 0) (at_right x) ==> eventually (λx. DERIV f x :> f' x) (at_right x) ==> eventually (λx. DERIV g x :> g' x) (at_right x) ==> ((λ x. (f' x / g' x)) ---> y) (at_right x) ==> ((λ x. f x / g x) ---> y) (at_right x)" unfolding eventually_at_right_to_0[of _ x] filterlim_at_right_to_0[of _ _ x] DERIV_shift by (rule lhopital_right_0_at_top)
lemma lhopital_left_at_top: "LIM x at_left x. g x :> at_top ==> eventually (λx. g' x ≠ 0) (at_left x) ==> eventually (λx. DERIV f x :> f' x) (at_left x) ==> eventually (λx. DERIV g x :> g' x) (at_left x) ==> ((λ x. (f' x / g' x)) ---> y) (at_left x) ==> ((λ x. f x / g x) ---> y) (at_left x)" for x :: real unfolding eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror by (rule lhopital_right_at_top[where f'="λx. - f' (- x)"]) (auto simp: DERIV_mirror)
lemma lhopital_at_top: "LIM x at x. (g::real ==> real) x :> at_top ==> eventually (λx. g' x ≠ 0) (at x) ==> eventually (λx. DERIV f x :> f' x) (at x) ==> eventually (λx. DERIV g x :> g' x) (at x) ==> ((λ x. (f' x / g' x)) ---> y) (at x) ==> ((λ x. f x / g x) ---> y) (at x)" unfolding eventually_at_split filterlim_at_split by (auto intro!: lhopital_right_at_top[of g x g' f f'] lhopital_left_at_top[of g x g' f f'])
lemma lhospital_at_top_at_top: fixes f g :: "real ==> real" assumes g_0: "LIM x at_top. g x :> at_top" and g': "eventually (λx. g' x ≠ 0) at_top" and Df: "eventually (λx. DERIV f x :> f' x) at_top" and Dg: "eventually (λx. DERIV g x :> g' x) at_top" and lim: "((λ x. (f' x / g' x)) ---> x) at_top" shows"((λ x. f x / g x) ---> x) at_top" unfolding filterlim_at_top_to_right proof (rule lhopital_right_0_at_top) let ?F = "λx. f (inverse x)" let ?G = "λx. g (inverse x)" let ?R = "at_right (0::real)" let ?D = "λf' x. f' (inverse x) * - (inverse x ^ Suc (Suc 0))" show"LIM x ?R. ?G x :> at_top" using g_0 unfolding filterlim_at_top_to_right . show"eventually (λx. DERIV ?G x :> ?D g' x) ?R" unfolding eventually_at_right_to_top using Dg eventually_ge_at_top[where c=1] by eventually_elim (rule derivative_eq_intros DERIV_chain'[where f=inverse] | simp)+ show"eventually (λx. DERIV ?F x :> ?D f' x) ?R" unfolding eventually_at_right_to_top using Df eventually_ge_at_top[where c=1] by eventually_elim (rule derivative_eq_intros DERIV_chain'[where f=inverse] | simp)+ show"eventually (λx. ?D g' x ≠ 0) ?R" unfolding eventually_at_right_to_top using g' eventually_ge_at_top[where c=1] by eventually_elim auto show"((λx. ?D f' x / ?D g' x) ---> x) ?R" unfolding filterlim_at_right_to_top apply (intro filterlim_cong[THEN iffD2, OF refl refl _ lim]) using eventually_ge_at_top[where c=1] by eventually_elim simp qed
lemma lhopital_right_at_top_at_top: fixes f g :: "real ==> real" assumes f_0: "LIM x at_right a. f x :> at_top" assumes g_0: "LIM x at_right a. g x :> at_top" and ev: "eventually (λx. DERIV f x :> f' x) (at_right a)" "eventually (λx. DERIV g x :> g' x) (at_right a)" and lim: "filterlim (λ x. (f' x / g' x)) at_top (at_right a)" shows"filterlim (λ x. f x / g x) at_top (at_right a)" proof - from lim have pos: "eventually (λx. f' x / g' x > 0) (at_right a)" unfolding filterlim_at_top_dense by blast have"((λx. g x / f x) ---> 0) (at_right a)" proof (rule lhopital_right_at_top) from pos show"eventually (λx. f' x ≠ 0) (at_right a)"by eventually_elim auto from tendsto_inverse_0_at_top[OF lim] show"((λx. g' x / f' x) ---> 0) (at_right a)"by simp qed fact+ moreoverfrom f_0 g_0 have"eventually (λx. f x > 0) (at_right a)""eventually (λx. g x > 0) (at_right a)" unfolding filterlim_at_top_dense by blast+ hence"eventually (λx. g x / f x > 0) (at_right a)"by eventually_elim simp ultimatelyhave"filterlim (λx. inverse (g x / f x)) at_top (at_right a)" by (rule filterlim_inverse_at_top) thus ?thesis by simp qed
lemma lhopital_right_at_top_at_bot: fixes f g :: "real ==> real" assumes f_0: "LIM x at_right a. f x :> at_top" assumes g_0: "LIM x at_right a. g x :> at_bot" and ev: "eventually (λx. DERIV f x :> f' x) (at_right a)" "eventually (λx. DERIV g x :> g' x) (at_right a)" and lim: "filterlim (λ x. (f' x / g' x)) at_bot (at_right a)" shows"filterlim (λ x. f x / g x) at_bot (at_right a)" proof - from ev(2) have ev': "eventually (λx. DERIV (λx. -g x) x :> -g' x) (at_right a)" by eventually_elim (auto intro: derivative_intros) have"filterlim (λx. f x / (-g x)) at_top (at_right a)" by (rule lhopital_right_at_top_at_top[where f' = f' and g' = "λx. -g' x"])
(insert assms ev', auto simp: filterlim_uminus_at_bot) hence"filterlim (λx. -(f x / g x)) at_top (at_right a)"by simp thus ?thesis by (simp add: filterlim_uminus_at_bot) qed
lemma lhopital_left_at_top_at_top: fixes f g :: "real ==> real" assumes f_0: "LIM x at_left a. f x :> at_top" assumes g_0: "LIM x at_left a. g x :> at_top" and ev: "eventually (λx. DERIV f x :> f' x) (at_left a)" "eventually (λx. DERIV g x :> g' x) (at_left a)" and lim: "filterlim (λ x. (f' x / g' x)) at_top (at_left a)" shows"filterlim (λ x. f x / g x) at_top (at_left a)" by (insert assms, unfold eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror,
rule lhopital_right_at_top_at_top[where f'="λx. - f' (- x)"])
(insert assms, auto simp: DERIV_mirror)
lemma lhopital_left_at_top_at_bot: fixes f g :: "real ==> real" assumes f_0: "LIM x at_left a. f x :> at_top" assumes g_0: "LIM x at_left a. g x :> at_bot" and ev: "eventually (λx. DERIV f x :> f' x) (at_left a)" "eventually (λx. DERIV g x :> g' x) (at_left a)" and lim: "filterlim (λ x. (f' x / g' x)) at_bot (at_left a)" shows"filterlim (λ x. f x / g x) at_bot (at_left a)" by (insert assms, unfold eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror,
rule lhopital_right_at_top_at_bot[where f'="λx. - f' (- x)"])
(insert assms, auto simp: DERIV_mirror)
lemma lhopital_at_top_at_top: fixes f g :: "real ==> real" assumes f_0: "LIM x at a. f x :> at_top" assumes g_0: "LIM x at a. g x :> at_top" and ev: "eventually (λx. DERIV f x :> f' x) (at a)" "eventually (λx. DERIV g x :> g' x) (at a)" and lim: "filterlim (λ x. (f' x / g' x)) at_top (at a)" shows"filterlim (λ x. f x / g x) at_top (at a)" using assms unfolding eventually_at_split filterlim_at_split by (auto intro!: lhopital_right_at_top_at_top[of f a g f' g']
lhopital_left_at_top_at_top[of f a g f' g'])
lemma lhopital_at_top_at_bot: fixes f g :: "real ==> real" assumes f_0: "LIM x at a. f x :> at_top" assumes g_0: "LIM x at a. g x :> at_bot" and ev: "eventually (λx. DERIV f x :> f' x) (at a)" "eventually (λx. DERIV g x :> g' x) (at a)" and lim: "filterlim (λ x. (f' x / g' x)) at_bot (at a)" shows"filterlim (λ x. f x / g x) at_bot (at a)" using assms unfolding eventually_at_split filterlim_at_split by (auto intro!: lhopital_right_at_top_at_bot[of f a g f' g']
lhopital_left_at_top_at_bot[of f a g f' g'])
end
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