(* Title: HOL/Nonstandard_Analysis/HSeries.thy
Author: Jacques D. Fleuriot
Copyright: 1998 University of Cambridge
Converted to Isar and polished by lcp
*)
section \<open>Finite Summation and Infinite Series for Hyperreals\<close>
theory HSeries
imports HSEQ
begin
definition sumhr :: "hypnat \ hypnat \ (nat \ real) \ hypreal"
where "sumhr = (\(M,N,f). starfun2 (\m n. sum f {m..
definition NSsums :: "(nat \ real) \ real \ bool" (infixr "NSsums" 80)
where "f NSsums s = (\n. sum f {..\<^sub>N\<^sub>S s"
definition NSsummable :: "(nat \ real) \ bool"
where "NSsummable f \ (\s. f NSsums s)"
definition NSsuminf :: "(nat \ real) \ real"
where "NSsuminf f = (THE s. f NSsums s)"
lemma sumhr_app: "sumhr (M, N, f) = ( *f2* (\m n. sum f {m..
by (simp add: sumhr_def)
text \<open>Base case in definition of \<^term>\<open>sumr\<close>.\<close>
lemma sumhr_zero [simp]: "\m. sumhr (m, 0, f) = 0"
unfolding sumhr_app by transfer simp
text \<open>Recursive case in definition of \<^term>\<open>sumr\<close>.\<close>
lemma sumhr_if:
"\m n. sumhr (m, n + 1, f) = (if n + 1 \ m then 0 else sumhr (m, n, f) + ( *f* f) n)"
unfolding sumhr_app by transfer simp
lemma sumhr_Suc_zero [simp]: "\n. sumhr (n + 1, n, f) = 0"
unfolding sumhr_app by transfer simp
lemma sumhr_eq_bounds [simp]: "\n. sumhr (n, n, f) = 0"
unfolding sumhr_app by transfer simp
lemma sumhr_Suc [simp]: "\m. sumhr (m, m + 1, f) = ( *f* f) m"
unfolding sumhr_app by transfer simp
lemma sumhr_add_lbound_zero [simp]: "\k m. sumhr (m + k, k, f) = 0"
unfolding sumhr_app by transfer simp
lemma sumhr_add: "\m n. sumhr (m, n, f) + sumhr (m, n, g) = sumhr (m, n, \i. f i + g i)"
unfolding sumhr_app by transfer (rule sum.distrib [symmetric])
lemma sumhr_mult: "\m n. hypreal_of_real r * sumhr (m, n, f) = sumhr (m, n, \n. r * f n)"
unfolding sumhr_app by transfer (rule sum_distrib_left)
lemma sumhr_split_add: "\n p. n < p \ sumhr (0, n, f) + sumhr (n, p, f) = sumhr (0, p, f)"
unfolding sumhr_app by transfer (simp add: sum.atLeastLessThan_concat)
lemma sumhr_split_diff: "n < p \ sumhr (0, p, f) - sumhr (0, n, f) = sumhr (n, p, f)"
by (drule sumhr_split_add [symmetric, where f = f]) simp
lemma sumhr_hrabs: "\m n. \sumhr (m, n, f)\ \ sumhr (m, n, \i. \f i\)"
unfolding sumhr_app by transfer (rule sum_abs)
text \<open>Other general version also needed.\<close>
lemma sumhr_fun_hypnat_eq:
"(\r. m \ r \ r < n \ f r = g r) \
sumhr (hypnat_of_nat m, hypnat_of_nat n, f) =
sumhr (hypnat_of_nat m, hypnat_of_nat n, g)"
unfolding sumhr_app by transfer simp
lemma sumhr_const: "\n. sumhr (0, n, \i. r) = hypreal_of_hypnat n * hypreal_of_real r"
unfolding sumhr_app by transfer simp
lemma sumhr_less_bounds_zero [simp]: "\m n. n < m \ sumhr (m, n, f) = 0"
unfolding sumhr_app by transfer simp
lemma sumhr_minus: "\m n. sumhr (m, n, \i. - f i) = - sumhr (m, n, f)"
unfolding sumhr_app by transfer (rule sum_negf)
lemma sumhr_shift_bounds:
"\m n. sumhr (m + hypnat_of_nat k, n + hypnat_of_nat k, f) =
sumhr (m, n, \<lambda>i. f (i + k))"
unfolding sumhr_app by transfer (rule sum.shift_bounds_nat_ivl)
subsection \<open>Nonstandard Sums\<close>
text \<open>Infinite sums are obtained by summing to some infinite hypernatural
(such as \<^term>\<open>whn\<close>).\<close>
lemma sumhr_hypreal_of_hypnat_omega: "sumhr (0, whn, \i. 1) = hypreal_of_hypnat whn"
by (simp add: sumhr_const)
lemma sumhr_hypreal_omega_minus_one: "sumhr(0, whn, \i. 1) = \ - 1"
apply (simp add: sumhr_const)
(* FIXME: need lemma: hypreal_of_hypnat whn = \<omega> - 1 *)
(* maybe define \<omega> = hypreal_of_hypnat whn + 1 *)
apply (unfold star_class_defs omega_def hypnat_omega_def of_hypnat_def star_of_def)
apply (simp add: starfun_star_n starfun2_star_n)
done
lemma sumhr_minus_one_realpow_zero [simp]: "\N. sumhr (0, N + N, \i. (-1) ^ (i + 1)) = 0"
unfolding sumhr_app
apply transfer
apply (simp del: power_Suc add: mult_2 [symmetric])
apply (induct_tac N)
apply simp_all
done
lemma sumhr_interval_const:
"(\n. m \ Suc n \ f n = r) \ m \ na \
sumhr (hypnat_of_nat m, hypnat_of_nat na, f) = hypreal_of_nat (na - m) * hypreal_of_real r"
unfolding sumhr_app by transfer simp
lemma starfunNat_sumr: "\N. ( *f* (\n. sum f {0..
unfolding sumhr_app by transfer (rule refl)
lemma sumhr_hrabs_approx [simp]: "sumhr (0, M, f) \ sumhr (0, N, f) \ \sumhr (M, N, f)\ \ 0"
using linorder_less_linear [where x = M and y = N]
by (metis (no_types, lifting) abs_zero approx_hrabs approx_minus_iff approx_refl approx_sym sumhr_eq_bounds sumhr_less_bounds_zero sumhr_split_diff)
subsection \<open>Infinite sums: Standard and NS theorems\<close>
lemma sums_NSsums_iff: "f sums l \ f NSsums l"
by (simp add: sums_def NSsums_def LIMSEQ_NSLIMSEQ_iff)
lemma summable_NSsummable_iff: "summable f \ NSsummable f"
by (simp add: summable_def NSsummable_def sums_NSsums_iff)
lemma suminf_NSsuminf_iff: "suminf f = NSsuminf f"
by (simp add: suminf_def NSsuminf_def sums_NSsums_iff)
lemma NSsums_NSsummable: "f NSsums l \ NSsummable f"
unfolding NSsums_def NSsummable_def by blast
lemma NSsummable_NSsums: "NSsummable f \ f NSsums (NSsuminf f)"
unfolding NSsummable_def NSsuminf_def NSsums_def
by (blast intro: theI NSLIMSEQ_unique)
lemma NSsums_unique: "f NSsums s \ s = NSsuminf f"
by (simp add: suminf_NSsuminf_iff [symmetric] sums_NSsums_iff sums_unique)
lemma NSseries_zero: "\m. n \ Suc m \ f m = 0 \ f NSsums (sum f {..
by (auto simp add: sums_NSsums_iff [symmetric] not_le[symmetric] intro!: sums_finite)
lemma NSsummable_NSCauchy:
"NSsummable f \ (\M \ HNatInfinite. \N \ HNatInfinite. \sumhr (M, N, f)\ \ 0)"
apply (auto simp add: summable_NSsummable_iff [symmetric]
summable_iff_convergent convergent_NSconvergent_iff atLeast0LessThan[symmetric]
NSCauchy_NSconvergent_iff [symmetric] NSCauchy_def starfunNat_sumr)
apply (cut_tac x = M and y = N in linorder_less_linear)
by (metis approx_hrabs_zero_cancel approx_minus_iff approx_refl approx_sym sumhr_split_diff)
text \<open>Terms of a convergent series tend to zero.\<close>
lemma NSsummable_NSLIMSEQ_zero: "NSsummable f \ f \\<^sub>N\<^sub>S 0"
apply (auto simp add: NSLIMSEQ_def NSsummable_NSCauchy)
by (metis HNatInfinite_add approx_hrabs_zero_cancel sumhr_Suc)
text \<open>Nonstandard comparison test.\<close>
lemma NSsummable_comparison_test: "\N. \n. N \ n \ \f n\ \ g n \ NSsummable g \ NSsummable f"
by (metis real_norm_def summable_NSsummable_iff summable_comparison_test)
lemma NSsummable_rabs_comparison_test:
"\N. \n. N \ n \ \f n\ \ g n \ NSsummable g \ NSsummable (\k. \f k\)"
by (rule NSsummable_comparison_test) auto
end
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