(* Author: Jacques D. Fleuriot, University of Edinburgh
Conversion to Isar and new proofs by Lawrence C Paulson, 2004
Replaced by ~~/src/HOL/Analysis/Henstock_Kurzweil_Integration and
Bochner_Integration.
*)
section\<open>Theory of Integration on real intervals\<close>
theory Gauge_Integration
imports Complex_Main
begin
text \<open>
\textbf{Attention}: This theory defines the Integration on real
intervals. This is just a example theory for historical / expository interests.
A better replacement is found in the Multivariate Analysis library. This defines
the gauge integral on real vector spaces and in the Real Integral theory
is a specialization to the integral on arbitrary real intervals. The
Multivariate Analysis package also provides a better support for analysis on
integrals.
\<close>
text\<open>We follow John Harrison in formalizing the Gauge integral.\<close>
subsection \<open>Gauges\<close>
definition
gauge :: "[real set, real => real] => bool" where
"gauge E g = (\x\E. 0 < g(x))"
subsection \<open>Gauge-fine divisions\<close>
inductive
fine :: "[real \ real, real \ real, (real \ real \ real) list] \ bool"
for
\<delta> :: "real \<Rightarrow> real"
where
fine_Nil:
"fine \ (a, a) []"
| fine_Cons:
"\fine \ (b, c) D; a < b; a \ x; x \ b; b - a < \ x\
\<Longrightarrow> fine \<delta> (a, c) ((a, x, b) # D)"
lemmas fine_induct [induct set: fine] =
fine.induct [of "\" "(a,b)" "D" "case_prod P", unfolded split_conv] for \ a b D P
lemma fine_single:
"\a < b; a \ x; x \ b; b - a < \ x\ \ fine \ (a, b) [(a, x, b)]"
by (rule fine_Cons [OF fine_Nil])
lemma fine_append:
"\fine \ (a, b) D; fine \ (b, c) D'\ \ fine \ (a, c) (D @ D')"
by (induct set: fine, simp, simp add: fine_Cons)
lemma fine_imp_le: "fine \ (a, b) D \ a \ b"
by (induct set: fine, simp_all)
lemma nonempty_fine_imp_less: "\fine \ (a, b) D; D \ []\ \ a < b"
apply (induct set: fine, simp)
apply (drule fine_imp_le, simp)
done
lemma fine_Nil_iff: "fine \ (a, b) [] \ a = b"
by (auto elim: fine.cases intro: fine.intros)
lemma fine_same_iff: "fine \ (a, a) D \ D = []"
proof
assume "fine \ (a, a) D" thus "D = []"
by (metis nonempty_fine_imp_less less_irrefl)
next
assume "D = []" thus "fine \ (a, a) D"
by (simp add: fine_Nil)
qed
lemma empty_fine_imp_eq: "\fine \ (a, b) D; D = []\ \ a = b"
by (simp add: fine_Nil_iff)
lemma mem_fine:
"\fine \ (a, b) D; (u, x, v) \ set D\ \ u < v \ u \ x \ x \ v"
by (induct set: fine, simp, force)
lemma mem_fine2: "\fine \ (a, b) D; (u, z, v) \ set D\ \ a \ u \ v \ b"
apply (induct arbitrary: z u v set: fine, auto)
apply (simp add: fine_imp_le)
apply (erule order_trans [OF less_imp_le], simp)
done
lemma mem_fine3: "\fine \ (a, b) D; (u, z, v) \ set D\ \ v - u < \ z"
by (induct arbitrary: z u v set: fine) auto
lemma BOLZANO:
fixes P :: "real \ real \ bool"
assumes 1: "a \ b"
assumes 2: "\a b c. \P a b; P b c; a \ b; b \ c\ \ P a c"
assumes 3: "\x. \d>0. \a b. a \ x & x \ b & (b-a) < d \ P a b"
shows "P a b"
using 1 2 3 by (rule Bolzano)
text\<open>We can always find a division that is fine wrt any gauge\<close>
lemma fine_exists:
assumes "a \ b" and "gauge {a..b} \" shows "\D. fine \ (a, b) D"
proof -
{
fix u v :: real assume "u \ v"
have "a \ u \ v \ b \ \D. fine \ (u, v) D"
apply (induct u v rule: BOLZANO, rule \<open>u \<le> v\<close>)
apply (simp, fast intro: fine_append)
apply (case_tac "a \ x \ x \ b")
apply (rule_tac x="\ x" in exI)
apply (rule conjI)
apply (simp add: \<open>gauge {a..b} \<delta>\<close> [unfolded gauge_def])
apply (clarify, rename_tac u v)
apply (case_tac "u = v")
apply (fast intro: fine_Nil)
apply (subgoal_tac "u < v", fast intro: fine_single, simp)
apply (rule_tac x="1" in exI, clarsimp)
done
}
with \<open>a \<le> b\<close> show ?thesis by auto
qed
lemma fine_covers_all:
assumes "fine \ (a, c) D" and "a < x" and "x \ c"
shows "\ N < length D. \ d t e. D ! N = (d,t,e) \ d < x \ x \ e"
using assms
proof (induct set: fine)
case (2 b c D a t)
thus ?case
proof (cases "b < x")
case True
with 2 obtain N where *: "N < length D"
and **: "D ! N = (d,t,e) \ d < x \ x \ e" for d t e by auto
hence "Suc N < length ((a,t,b)#D) \
(\<forall> d t' e. ((a,t,b)#D) ! Suc N = (d,t',e) \<longrightarrow> d < x \<and> x \<le> e)" by auto
thus ?thesis by auto
next
case False with 2
have "0 < length ((a,t,b)#D) \
(\<forall> d t' e. ((a,t,b)#D) ! 0 = (d,t',e) \<longrightarrow> d < x \<and> x \<le> e)" by auto
thus ?thesis by auto
qed
qed auto
lemma fine_append_split:
assumes "fine \ (a,b) D" and "D2 \ []" and "D = D1 @ D2"
shows "fine \ (a,fst (hd D2)) D1" (is "?fine1")
and "fine \ (fst (hd D2), b) D2" (is "?fine2")
proof -
from assms
have "?fine1 \ ?fine2"
proof (induct arbitrary: D1 D2)
case (2 b c D a' x D1 D2)
note induct = this
thus ?case
proof (cases D1)
case Nil
hence "fst (hd D2) = a'" using 2 by auto
with fine_Cons[OF \<open>fine \<delta> (b,c) D\<close> induct(3,4,5)] Nil induct
show ?thesis by (auto intro: fine_Nil)
next
case (Cons d1 D1')
with induct(2)[OF \<open>D2 \<noteq> []\<close>, of D1'] induct(8)
have "fine \ (b, fst (hd D2)) D1'" and "fine \ (fst (hd D2), c) D2" and
"d1 = (a', x, b)" by auto
with fine_Cons[OF this(1) induct(3,4,5), OF induct(6)] Cons
show ?thesis by auto
qed
qed auto
thus ?fine1 and ?fine2 by auto
qed
lemma fine_\<delta>_expand:
assumes "fine \ (a,b) D"
and "\x. a \ x \ x \ b \ \ x \ \' x"
shows "fine \' (a,b) D"
using assms proof induct
case 1 show ?case by (rule fine_Nil)
next
case (2 b c D a x)
show ?case
proof (rule fine_Cons)
show "fine \' (b,c) D" using 2 by auto
from fine_imp_le[OF 2(1)] 2(6) \<open>x \<le> b\<close>
show "b - a < \' x"
using 2(7)[OF \<open>a \<le> x\<close>] by auto
qed (auto simp add: 2)
qed
lemma fine_single_boundaries:
assumes "fine \ (a,b) D" and "D = [(d, t, e)]"
shows "a = d \ b = e"
using assms proof induct
case (2 b c D a x)
hence "D = []" and "a = d" and "b = e" by auto
moreover
from \<open>fine \<delta> (b,c) D\<close> \<open>D = []\<close> have "b = c"
by (rule empty_fine_imp_eq)
ultimately show ?case by simp
qed auto
lemma fine_sum_list_eq_diff:
fixes f :: "real \ real"
shows "fine \ (a, b) D \ (\(u, x, v)\D. f v - f u) = f b - f a"
by (induct set: fine) simp_all
text\<open>Lemmas about combining gauges\<close>
lemma gauge_min:
"[| gauge(E) g1; gauge(E) g2 |]
==> gauge(E) (%x. min (g1(x)) (g2(x)))"
by (simp add: gauge_def)
lemma fine_min:
"fine (%x. min (g1(x)) (g2(x))) (a,b) D
==> fine(g1) (a,b) D & fine(g2) (a,b) D"
apply (erule fine.induct)
apply (simp add: fine_Nil)
apply (simp add: fine_Cons)
done
subsection \<open>Riemann sum\<close>
definition
rsum :: "[(real \ real \ real) list, real \ real] \ real" where
"rsum D f = (\(u, x, v)\D. f x * (v - u))"
lemma rsum_Nil [simp]: "rsum [] f = 0"
unfolding rsum_def by simp
lemma rsum_Cons [simp]: "rsum ((u, x, v) # D) f = f x * (v - u) + rsum D f"
unfolding rsum_def by simp
lemma rsum_zero [simp]: "rsum D (\x. 0) = 0"
by (induct D, auto)
lemma rsum_left_distrib: "rsum D f * c = rsum D (\x. f x * c)"
by (induct D, auto simp add: algebra_simps)
lemma rsum_right_distrib: "c * rsum D f = rsum D (\x. c * f x)"
by (induct D, auto simp add: algebra_simps)
lemma rsum_add: "rsum D (\x. f x + g x) = rsum D f + rsum D g"
by (induct D, auto simp add: algebra_simps)
lemma rsum_append: "rsum (D1 @ D2) f = rsum D1 f + rsum D2 f"
unfolding rsum_def map_append sum_list_append ..
subsection \<open>Gauge integrability (definite)\<close>
definition
Integral :: "[(real*real),real=>real,real] => bool" where
"Integral = (%(a,b) f k. \e > 0.
(\<exists>\<delta>. gauge {a .. b} \<delta> &
(\<forall>D. fine \<delta> (a,b) D -->
\<bar>rsum D f - k\<bar> < e)))"
lemma Integral_eq:
"Integral (a, b) f k \
(\<forall>e>0. \<exists>\<delta>. gauge {a..b} \<delta> \<and> (\<forall>D. fine \<delta> (a,b) D \<longrightarrow> \<bar>rsum D f - k\<bar> < e))"
unfolding Integral_def by simp
lemma IntegralI:
assumes "\e. 0 < e \
\<exists>\<delta>. gauge {a..b} \<delta> \<and> (\<forall>D. fine \<delta> (a, b) D \<longrightarrow> \<bar>rsum D f - k\<bar> < e)"
shows "Integral (a, b) f k"
using assms unfolding Integral_def by auto
lemma IntegralE:
assumes "Integral (a, b) f k" and "0 < e"
obtains \<delta> where "gauge {a..b} \<delta>" and "\<forall>D. fine \<delta> (a, b) D \<longrightarrow> \<bar>rsum D f - k\<bar> < e"
using assms unfolding Integral_def by auto
lemma Integral_def2:
"Integral = (%(a,b) f k. \e>0. (\\. gauge {a..b} \ &
(\<forall>D. fine \<delta> (a,b) D -->
\<bar>rsum D f - k\<bar> \<le> e)))"
unfolding Integral_def
apply (safe intro!: ext)
apply (fast intro: less_imp_le)
apply (drule_tac x="e/2" in spec)
apply force
done
text\<open>The integral is unique if it exists\<close>
lemma Integral_unique:
assumes le: "a \ b"
assumes 1: "Integral (a, b) f k1"
assumes 2: "Integral (a, b) f k2"
shows "k1 = k2"
proof (rule ccontr)
assume "k1 \ k2"
hence e: "0 < \k1 - k2\ / 2" by simp
obtain d1 where "gauge {a..b} d1" and
d1: "\D. fine d1 (a, b) D \ \rsum D f - k1\ < \k1 - k2\ / 2"
using 1 e by (rule IntegralE)
obtain d2 where "gauge {a..b} d2" and
d2: "\D. fine d2 (a, b) D \ \rsum D f - k2\ < \k1 - k2\ / 2"
using 2 e by (rule IntegralE)
have "gauge {a..b} (\x. min (d1 x) (d2 x))"
using \<open>gauge {a..b} d1\<close> and \<open>gauge {a..b} d2\<close>
by (rule gauge_min)
then obtain D where "fine (\x. min (d1 x) (d2 x)) (a, b) D"
using fine_exists [OF le] by fast
hence "fine d1 (a, b) D" and "fine d2 (a, b) D"
by (auto dest: fine_min)
hence "\rsum D f - k1\ < \k1 - k2\ / 2" and "\rsum D f - k2\ < \k1 - k2\ / 2"
using d1 d2 by simp_all
hence "\rsum D f - k1\ + \rsum D f - k2\ < \k1 - k2\ / 2 + \k1 - k2\ / 2"
by (rule add_strict_mono)
thus False by auto
qed
lemma Integral_zero: "Integral(a,a) f 0"
apply (rule IntegralI)
apply (rule_tac x = "\x. 1" in exI)
apply (simp add: fine_same_iff gauge_def)
done
lemma Integral_same_iff [simp]: "Integral (a, a) f k \ k = 0"
by (auto intro: Integral_zero Integral_unique)
lemma Integral_zero_fun: "Integral (a,b) (\x. 0) 0"
apply (rule IntegralI)
apply (rule_tac x="\x. 1" in exI, simp add: gauge_def)
done
lemma fine_rsum_const: "fine \ (a,b) D \ rsum D (\x. c) = (c * (b - a))"
unfolding rsum_def
by (induct set: fine, auto simp add: algebra_simps)
lemma Integral_mult_const: "a \ b \ Integral(a,b) (\x. c) (c * (b - a))"
apply (cases "a = b", simp)
apply (rule IntegralI)
apply (rule_tac x = "\x. b - a" in exI)
apply (rule conjI, simp add: gauge_def)
apply (clarify)
apply (subst fine_rsum_const, assumption, simp)
done
lemma Integral_eq_diff_bounds: "a \ b \ Integral(a,b) (\x. 1) (b - a)"
using Integral_mult_const [of a b 1] by simp
lemma Integral_mult:
"[| a \ b; Integral(a,b) f k |] ==> Integral(a,b) (%x. c * f x) (c * k)"
apply (auto simp add: order_le_less)
apply (cases "c = 0", simp add: Integral_zero_fun)
apply (rule IntegralI)
apply (erule_tac e="e / \c\" in IntegralE, simp)
apply (rule_tac x="\" in exI, clarify)
apply (drule_tac x="D" in spec, clarify)
apply (simp add: pos_less_divide_eq abs_mult [symmetric]
algebra_simps rsum_right_distrib)
done
lemma Integral_add:
assumes "Integral (a, b) f x1"
assumes "Integral (b, c) f x2"
assumes "a \ b" and "b \ c"
shows "Integral (a, c) f (x1 + x2)"
proof (cases "a < b \ b < c", rule IntegralI)
fix \<epsilon> :: real assume "0 < \<epsilon>"
hence "0 < \ / 2" by auto
assume "a < b \ b < c"
hence "a < b" and "b < c" by auto
obtain \<delta>1 where \<delta>1_gauge: "gauge {a..b} \<delta>1"
and I1: "fine \1 (a,b) D \ \ rsum D f - x1 \ < (\ / 2)" for D
using IntegralE [OF \<open>Integral (a, b) f x1\<close> \<open>0 < \<epsilon>/2\<close>] by auto
obtain \<delta>2 where \<delta>2_gauge: "gauge {b..c} \<delta>2"
and I2: "fine \2 (b,c) D \ \ rsum D f - x2 \ < (\ / 2)" for D
using IntegralE [OF \<open>Integral (b, c) f x2\<close> \<open>0 < \<epsilon>/2\<close>] by auto
define \<delta> where "\<delta> x =
(if x < b then min (\<delta>1 x) (b - x)
else if x = b then min (\<delta>1 b) (\<delta>2 b)
else min (\<delta>2 x) (x - b))" for x
have "gauge {a..c} \"
using \<delta>1_gauge \<delta>2_gauge unfolding \<delta>_def gauge_def by auto
moreover {
fix D :: "(real \ real \ real) list"
assume fine: "fine \ (a,c) D"
from fine_covers_all[OF this \<open>a < b\<close> \<open>b \<le> c\<close>]
obtain N where "N < length D"
and *: "\ d t e. D ! N = (d, t, e) \ d < b \ b \ e"
by auto
obtain d t e where D_eq: "D ! N = (d, t, e)" by (cases "D!N", auto)
with * have "d < b" and "b \ e" by auto
have in_D: "(d, t, e) \ set D"
using D_eq[symmetric] using \<open>N < length D\<close> by auto
from mem_fine[OF fine in_D]
have "d < e" and "d \ t" and "t \ e" by auto
have "t = b"
proof (rule ccontr)
assume "t \ b"
with mem_fine3[OF fine in_D] \<open>b \<le> e\<close> \<open>d \<le> t\<close> \<open>t \<le> e\<close> \<open>d < b\<close> \<delta>_def
show False by (cases "t < b") auto
qed
let ?D1 = "take N D"
let ?D2 = "drop N D"
define D1 where "D1 = take N D @ [(d, t, b)]"
define D2 where "D2 = (if b = e then [] else [(b, t, e)]) @ drop (Suc N) D"
from hd_drop_conv_nth[OF \<open>N < length D\<close>]
have "fst (hd ?D2) = d" using \<open>D ! N = (d, t, e)\<close> by auto
with fine_append_split[OF _ _ append_take_drop_id[symmetric]]
have fine1: "fine \ (a,d) ?D1" and fine2: "fine \ (d,c) ?D2"
using \<open>N < length D\<close> fine by auto
have "fine \1 (a,b) D1" unfolding D1_def
proof (rule fine_append)
show "fine \1 (a, d) ?D1"
proof (rule fine1[THEN fine_\<delta>_expand])
fix x assume "a \ x" "x \ d"
hence "x \ b" using \d < b\ \x \ d\ by auto
thus "\ x \ \1 x" unfolding \_def by auto
qed
have "b - d < \1 t"
using mem_fine3[OF fine in_D] \<delta>_def \<open>b \<le> e\<close> \<open>t = b\<close> by auto
from \<open>d < b\<close> \<open>d \<le> t\<close> \<open>t = b\<close> this
show "fine \1 (d, b) [(d, t, b)]" using fine_single by auto
qed
note rsum1 = I1[OF this]
have drop_split: "drop N D = [D ! N] @ drop (Suc N) D"
using Cons_nth_drop_Suc[OF \<open>N < length D\<close>] by simp
have fine2: "fine \2 (e,c) (drop (Suc N) D)"
proof (cases "drop (Suc N) D = []")
case True
note * = fine2[simplified drop_split True D_eq append_Nil2]
have "e = c" using fine_single_boundaries[OF * refl] by auto
thus ?thesis unfolding True using fine_Nil by auto
next
case False
note * = fine_append_split[OF fine2 False drop_split]
from fine_single_boundaries[OF *(1)]
have "fst (hd (drop (Suc N) D)) = e" using D_eq by auto
with *(2) have "fine \ (e,c) (drop (Suc N) D)" by auto
thus ?thesis
proof (rule fine_\<delta>_expand)
fix x assume "e \ x" and "x \ c"
thus "\ x \ \2 x" using \b \ e\ unfolding \_def by auto
qed
qed
have "fine \2 (b, c) D2"
proof (cases "e = b")
case True thus ?thesis using fine2 by (simp add: D1_def D2_def)
next
case False
have "e - b < \2 b"
using mem_fine3[OF fine in_D] \<delta>_def \<open>d < b\<close> \<open>t = b\<close> by auto
with False \<open>t = b\<close> \<open>b \<le> e\<close>
show ?thesis using D2_def
by (auto intro!: fine_append[OF _ fine2] fine_single
simp del: append_Cons)
qed
note rsum2 = I2[OF this]
have "rsum D f = rsum (take N D) f + rsum [D ! N] f + rsum (drop (Suc N) D) f"
using rsum_append[symmetric] Cons_nth_drop_Suc[OF \<open>N < length D\<close>] by auto
also have "\ = rsum D1 f + rsum D2 f"
by (cases "b = e", auto simp add: D1_def D2_def D_eq rsum_append algebra_simps)
finally have "\rsum D f - (x1 + x2)\ < \"
using add_strict_mono[OF rsum1 rsum2] by simp
}
ultimately show "\ \. gauge {a .. c} \ \
(\<forall>D. fine \<delta> (a,c) D \<longrightarrow> \<bar>rsum D f - (x1 + x2)\<bar> < \<epsilon>)"
by blast
next
case False
hence "a = b \ b = c" using \a \ b\ and \b \ c\ by auto
thus ?thesis
proof (rule disjE)
assume "a = b" hence "x1 = 0"
using \<open>Integral (a, b) f x1\<close> by simp
thus ?thesis using \<open>a = b\<close> \<open>Integral (b, c) f x2\<close> by simp
next
assume "b = c" hence "x2 = 0"
using \<open>Integral (b, c) f x2\<close> by simp
thus ?thesis using \<open>b = c\<close> \<open>Integral (a, b) f x1\<close> by simp
qed
qed
text\<open>Fundamental theorem of calculus (Part I)\<close>
text\<open>"Straddle Lemma" : Swartz and Thompson: AMM 95(7) 1988\<close>
lemma strad1:
fixes z x s e :: real
assumes P: "(\z. z \ x \ \z - x\ < s \ \(f z - f x) / (z - x) - f' x\ < e / 2)"
assumes "\z - x\ < s"
shows "\f z - f x - f' x * (z - x)\ \ e / 2 * \z - x\"
proof (cases "z = x")
case True then show ?thesis by simp
next
case False
then have "inverse (z - x) * (f z - f x - f' x * (z - x)) = (f z - f x) / (z - x) - f' x"
apply (subst mult.commute)
apply (simp add: left_diff_distrib)
apply (simp add: mult.assoc divide_inverse)
apply (simp add: ring_distribs)
done
moreover from False \<open>\<bar>z - x\<bar> < s\<close> have "\<bar>(f z - f x) / (z - x) - f' x\<bar> < e / 2"
by (rule P)
ultimately have "\inverse (z - x)\ * (\f z - f x - f' x * (z - x)\ * 2)
\<le> \<bar>inverse (z - x)\<bar> * (e * \<bar>z - x\<bar>)"
using False by (simp del: abs_inverse add: abs_mult [symmetric] ac_simps)
with False have "\f z - f x - f' x * (z - x)\ * 2 \ e * \z - x\"
by simp
then show ?thesis by simp
qed
lemma lemma_straddle:
assumes f': "\x. a \ x & x \ b --> DERIV f x :> f'(x)" and "0 < e"
shows "\g. gauge {a..b} g &
(\<forall>x u v. a \<le> u & u \<le> x & x \<le> v & v \<le> b & (v - u) < g(x)
--> \<bar>(f(v) - f(u)) - (f'(x) * (v - u))\<bar> \<le> e * (v - u))"
proof -
have "\x\{a..b}.
(\<exists>d > 0. \<forall>u v. u \<le> x & x \<le> v & (v - u) < d -->
\<bar>(f(v) - f(u)) - (f'(x) * (v - u))\<bar> \<le> e * (v - u))"
proof (clarsimp)
fix x :: real assume "a \ x" and "x \ b"
with f' have "DERIV f x :> f'(x)" by simp
then have "\r>0. \s>0. \z. z \ x \ \z - x\ < s \ \(f z - f x) / (z - x) - f' x\ < r"
by (simp add: has_field_derivative_iff LIM_eq)
with \<open>0 < e\<close> obtain s
where "z \ x \ \z - x\ < s \ \(f z - f x) / (z - x) - f' x\ < e/2" and "0 < s" for z
by (drule_tac x="e/2" in spec, auto)
with strad1 [of x s f f' e] have strad:
"\z. \z - x\ < s \ \f z - f x - f' x * (z - x)\ \ e/2 * \z - x\"
by auto
show "\d>0. \u v. u \ x \ x \ v \ v - u < d \ \f v - f u - f' x * (v - u)\ \ e * (v - u)"
proof (safe intro!: exI)
show "0 < s" by fact
next
fix u v :: real assume "u \ x" and "x \ v" and "v - u < s"
have "\f v - f u - f' x * (v - u)\ =
\<bar>(f v - f x - f' x * (v - x)) + (f x - f u - f' x * (x - u))\<bar>"
by (simp add: right_diff_distrib)
also have "\ \ \f v - f x - f' x * (v - x)\ + \f x - f u - f' x * (x - u)\"
by (rule abs_triangle_ineq)
also have "\ = \f v - f x - f' x * (v - x)\ + \f u - f x - f' x * (u - x)\"
by (simp add: right_diff_distrib)
also have "\ \ (e/2) * \v - x\ + (e/2) * \u - x\"
using \<open>u \<le> x\<close> \<open>x \<le> v\<close> \<open>v - u < s\<close> by (intro add_mono strad, simp_all)
also have "\ \ e * (v - u) / 2 + e * (v - u) / 2"
using \<open>u \<le> x\<close> \<open>x \<le> v\<close> \<open>0 < e\<close> by (intro add_mono, simp_all)
also have "\ = e * (v - u)"
by simp
finally show "\f v - f u - f' x * (v - u)\ \ e * (v - u)" .
qed
qed
thus ?thesis
by (simp add: gauge_def) (drule bchoice, auto)
qed
lemma fundamental_theorem_of_calculus:
assumes "a \ b"
assumes f': "\x. a \ x \ x \ b \ DERIV f x :> f'(x)"
shows "Integral (a, b) f' (f(b) - f(a))"
proof (cases "a = b")
assume "a = b" thus ?thesis by simp
next
assume "a \ b" with \a \ b\ have "a < b" by simp
show ?thesis
proof (simp add: Integral_def2, clarify)
fix e :: real assume "0 < e"
with \<open>a < b\<close> have "0 < e / (b - a)" by simp
from lemma_straddle [OF f' this]
obtain \<delta> where "gauge {a..b} \<delta>"
and \<delta>: "\<lbrakk>a \<le> u; u \<le> x; x \<le> v; v \<le> b; v - u < \<delta> x\<rbrakk> \<Longrightarrow>
\<bar>f v - f u - f' x * (v - u)\<bar> \<le> e * (v - u) / (b - a)" for x u v by auto
have "\D. fine \ (a, b) D \ \rsum D f' - (f b - f a)\ \ e"
proof (clarify)
fix D assume D: "fine \ (a, b) D"
hence "(\(u, x, v)\D. f v - f u) = f b - f a"
by (rule fine_sum_list_eq_diff)
hence "\rsum D f' - (f b - f a)\ = \rsum D f' - (\(u, x, v)\D. f v - f u)\"
by simp
also have "\ = \(\(u, x, v)\D. f v - f u) - rsum D f'\"
by (rule abs_minus_commute)
also have "\ = \\(u, x, v)\D. (f v - f u) - f' x * (v - u)\"
by (simp only: rsum_def sum_list_subtractf split_def)
also have "\ \ (\(u, x, v)\D. \(f v - f u) - f' x * (v - u)\)"
by (rule ord_le_eq_trans [OF sum_list_abs], simp add: o_def split_def)
also have "\ \ (\(u, x, v)\D. (e / (b - a)) * (v - u))"
apply (rule sum_list_mono, clarify, rename_tac u x v)
using D apply (simp add: \<delta> mem_fine mem_fine2 mem_fine3)
done
also have "\ = e"
using fine_sum_list_eq_diff [OF D, where f="\x. x"]
unfolding split_def sum_list_const_mult
using \<open>a < b\<close> by simp
finally show "\rsum D f' - (f b - f a)\ \ e" .
qed
with \<open>gauge {a..b} \<delta>\<close>
show "\\. gauge {a..b} \ \ (\D. fine \ (a, b) D \ \rsum D f' - (f b - f a)\ \ e)"
by auto
qed
qed
end
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