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Contour_Integration.thy
Sprache: Unknown
section \<open>Contour integration\<close>
theory Contour_Integration
imports "HOL-Analysis.Analysis"
begin
lemma lhopital_complex_simple:
assumes "(f has_field_derivative f') (at z)"
assumes "(g has_field_derivative g') (at z)"
assumes "f z = 0" "g z = 0" "g' \ 0" "f' / g' = c"
shows "((\w. f w / g w) \ c) (at z)"
proof -
have "eventually (\w. w \ z) (at z)"
by (auto simp: eventually_at_filter)
hence "eventually (\w. ((f w - f z) / (w - z)) / ((g w - g z) / (w - z)) = f w / g w) (at z)"
by eventually_elim (simp add: assms field_split_simps)
moreover have "((\w. ((f w - f z) / (w - z)) / ((g w - g z) / (w - z))) \ f' / g') (at z)"
by (intro tendsto_divide has_field_derivativeD assms)
ultimately have "((\w. f w / g w) \ f' / g') (at z)"
by (blast intro: Lim_transform_eventually)
with assms show ?thesis by simp
qed
subsection\<open>Definition\<close>
text\<open>
This definition is for complex numbers only, and does not generalise to
line integrals in a vector field
\<close>
definition\<^marker>\<open>tag important\<close> has_contour_integral :: "(complex \<Rightarrow> complex) \<Rightarrow> complex \<Rightarrow> (real \<Rightarrow> complex) \<Rightarrow> bool"
(infixr "has'_contour'_integral" 50)
where "(f has_contour_integral i) g \
((\<lambda>x. f(g x) * vector_derivative g (at x within {0..1}))
has_integral i) {0..1}"
definition\<^marker>\<open>tag important\<close> contour_integrable_on
(infixr "contour'_integrable'_on" 50)
where "f contour_integrable_on g \ \i. (f has_contour_integral i) g"
definition\<^marker>\<open>tag important\<close> contour_integral
where "contour_integral g f \ SOME i. (f has_contour_integral i) g \ \ f contour_integrable_on g \ i=0"
lemma not_integrable_contour_integral: "\ f contour_integrable_on g \ contour_integral g f = 0"
unfolding contour_integrable_on_def contour_integral_def by blast
lemma contour_integral_unique: "(f has_contour_integral i) g \ contour_integral g f = i"
apply (simp add: contour_integral_def has_contour_integral_def contour_integrable_on_def)
using has_integral_unique by blast
lemma has_contour_integral_eqpath:
"\(f has_contour_integral y) p; f contour_integrable_on \;
contour_integral p f = contour_integral \<gamma> f\<rbrakk>
\<Longrightarrow> (f has_contour_integral y) \<gamma>"
using contour_integrable_on_def contour_integral_unique by auto
lemma has_contour_integral_integral:
"f contour_integrable_on i \ (f has_contour_integral (contour_integral i f)) i"
by (metis contour_integral_unique contour_integrable_on_def)
lemma has_contour_integral_unique:
"(f has_contour_integral i) g \ (f has_contour_integral j) g \ i = j"
using has_integral_unique
by (auto simp: has_contour_integral_def)
lemma has_contour_integral_integrable: "(f has_contour_integral i) g \ f contour_integrable_on g"
using contour_integrable_on_def by blast
text\<open>Show that we can forget about the localized derivative.\<close>
lemma has_integral_localized_vector_derivative:
"((\x. f (g x) * vector_derivative g (at x within {a..b})) has_integral i) {a..b} \
((\<lambda>x. f (g x) * vector_derivative g (at x)) has_integral i) {a..b}"
proof -
have *: "{a..b} - {a,b} = interior {a..b}"
by (simp add: atLeastAtMost_diff_ends)
show ?thesis
by (rule has_integral_spike_eq [of "{a,b}"]) (auto simp: at_within_interior [of _ "{a..b}"])
qed
lemma integrable_on_localized_vector_derivative:
"(\x. f (g x) * vector_derivative g (at x within {a..b})) integrable_on {a..b} \
(\<lambda>x. f (g x) * vector_derivative g (at x)) integrable_on {a..b}"
by (simp add: integrable_on_def has_integral_localized_vector_derivative)
lemma has_contour_integral:
"(f has_contour_integral i) g \
((\<lambda>x. f (g x) * vector_derivative g (at x)) has_integral i) {0..1}"
by (simp add: has_integral_localized_vector_derivative has_contour_integral_def)
lemma contour_integrable_on:
"f contour_integrable_on g \
(\<lambda>t. f(g t) * vector_derivative g (at t)) integrable_on {0..1}"
by (simp add: has_contour_integral integrable_on_def contour_integrable_on_def)
subsection\<^marker>\<open>tag unimportant\<close> \<open>Reversing a path\<close>
lemma has_contour_integral_reversepath:
assumes "valid_path g" and f: "(f has_contour_integral i) g"
shows "(f has_contour_integral (-i)) (reversepath g)"
proof -
{ fix S x
assume xs: "g C1_differentiable_on ({0..1} - S)" "x \ (-) 1 ` S" "0 \ x" "x \ 1"
have "vector_derivative (\x. g (1 - x)) (at x within {0..1}) =
- vector_derivative g (at (1 - x) within {0..1})"
proof -
obtain f' where f': "(g has_vector_derivative f') (at (1 - x))"
using xs
by (force simp: has_vector_derivative_def C1_differentiable_on_def)
have "(g \ (\x. 1 - x) has_vector_derivative -1 *\<^sub>R f') (at x)"
by (intro vector_diff_chain_within has_vector_derivative_at_within [OF f'] derivative_eq_intros | simp)+
then have mf': "((\x. g (1 - x)) has_vector_derivative -f') (at x)"
by (simp add: o_def)
show ?thesis
using xs
by (auto simp: vector_derivative_at_within_ivl [OF mf'] vector_derivative_at_within_ivl [OF f'])
qed
} note * = this
obtain S where S: "continuous_on {0..1} g" "finite S" "g C1_differentiable_on {0..1} - S"
using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def)
have "((\x. - (f (g (1 - x)) * vector_derivative g (at (1 - x) within {0..1}))) has_integral -i)
{0..1}"
using has_integral_affinity01 [where m= "-1" and c=1, OF f [unfolded has_contour_integral_def]]
by (simp add: has_integral_neg)
then show ?thesis
using S
unfolding reversepath_def has_contour_integral_def
by (rule_tac S = "(\x. 1 - x) ` S" in has_integral_spike_finite) (auto simp: *)
qed
lemma contour_integrable_reversepath:
"valid_path g \ f contour_integrable_on g \ f contour_integrable_on (reversepath g)"
using has_contour_integral_reversepath contour_integrable_on_def by blast
lemma contour_integrable_reversepath_eq:
"valid_path g \ (f contour_integrable_on (reversepath g) \ f contour_integrable_on g)"
using contour_integrable_reversepath valid_path_reversepath by fastforce
lemma contour_integral_reversepath:
assumes "valid_path g"
shows "contour_integral (reversepath g) f = - (contour_integral g f)"
proof (cases "f contour_integrable_on g")
case True then show ?thesis
by (simp add: assms contour_integral_unique has_contour_integral_integral has_contour_integral_reversepath)
next
case False then have "\ f contour_integrable_on (reversepath g)"
by (simp add: assms contour_integrable_reversepath_eq)
with False show ?thesis by (simp add: not_integrable_contour_integral)
qed
subsection\<^marker>\<open>tag unimportant\<close> \<open>Joining two paths together\<close>
lemma has_contour_integral_join:
assumes "(f has_contour_integral i1) g1" "(f has_contour_integral i2) g2"
"valid_path g1" "valid_path g2"
shows "(f has_contour_integral (i1 + i2)) (g1 +++ g2)"
proof -
obtain s1 s2
where s1: "finite s1" "\x\{0..1} - s1. g1 differentiable at x"
and s2: "finite s2" "\x\{0..1} - s2. g2 differentiable at x"
using assms
by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
have 1: "((\x. f (g1 x) * vector_derivative g1 (at x)) has_integral i1) {0..1}"
and 2: "((\x. f (g2 x) * vector_derivative g2 (at x)) has_integral i2) {0..1}"
using assms
by (auto simp: has_contour_integral)
have i1: "((\x. (2*f (g1 (2*x))) * vector_derivative g1 (at (2*x))) has_integral i1) {0..1/2}"
and i2: "((\x. (2*f (g2 (2*x - 1))) * vector_derivative g2 (at (2*x - 1))) has_integral i2) {1/2..1}"
using has_integral_affinity01 [OF 1, where m= 2 and c=0, THEN has_integral_cmul [where c=2]]
has_integral_affinity01 [OF 2, where m= 2 and c="-1", THEN has_integral_cmul [where c=2]]
by (simp_all only: image_affinity_atLeastAtMost_div_diff, simp_all add: scaleR_conv_of_real mult_ac)
have g1: "vector_derivative (\x. if x*2 \ 1 then g1 (2*x) else g2 (2*x - 1)) (at z) =
2 *\<^sub>R vector_derivative g1 (at (z*2))"
if "0 \ z" "z*2 < 1" "z*2 \ s1" for z
proof (rule vector_derivative_at [OF has_vector_derivative_transform_within])
show "0 < \z - 1/2\"
using that by auto
have "((*) 2 has_vector_derivative 2) (at z)"
by (simp add: has_vector_derivative_def has_derivative_def bounded_linear_mult_left)
moreover have "(g1 has_vector_derivative vector_derivative g1 (at (z * 2))) (at (2 * z))"
using s1 that by (auto simp: algebra_simps vector_derivative_works)
ultimately
show "((\x. g1 (2 * x)) has_vector_derivative 2 *\<^sub>R vector_derivative g1 (at (z * 2))) (at z)"
by (intro vector_diff_chain_at [simplified o_def])
qed (use that in \<open>simp_all add: dist_real_def abs_if split: if_split_asm\<close>)
have g2: "vector_derivative (\x. if x*2 \ 1 then g1 (2*x) else g2 (2*x - 1)) (at z) =
2 *\<^sub>R vector_derivative g2 (at (z*2 - 1))"
if "1 < z*2" "z \ 1" "z*2 - 1 \ s2" for z
proof (rule vector_derivative_at [OF has_vector_derivative_transform_within])
show "0 < \z - 1/2\"
using that by auto
have "((\x. 2 * x - 1) has_vector_derivative 2) (at z)"
by (simp add: has_vector_derivative_def has_derivative_def bounded_linear_mult_left)
moreover have "(g2 has_vector_derivative vector_derivative g2 (at (z * 2 - 1))) (at (2 * z - 1))"
using s2 that by (auto simp: algebra_simps vector_derivative_works)
ultimately
show "((\x. g2 (2 * x - 1)) has_vector_derivative 2 *\<^sub>R vector_derivative g2 (at (z * 2 - 1))) (at z)"
by (intro vector_diff_chain_at [simplified o_def])
qed (use that in \<open>simp_all add: dist_real_def abs_if split: if_split_asm\<close>)
have "((\x. f ((g1 +++ g2) x) * vector_derivative (g1 +++ g2) (at x)) has_integral i1) {0..1/2}"
proof (rule has_integral_spike_finite [OF _ _ i1])
show "finite (insert (1/2) ((*) 2 -` s1))"
using s1 by (force intro: finite_vimageI [where h = "(*)2"] inj_onI)
qed (auto simp add: joinpaths_def scaleR_conv_of_real mult_ac g1)
moreover have "((\x. f ((g1 +++ g2) x) * vector_derivative (g1 +++ g2) (at x)) has_integral i2) {1/2..1}"
proof (rule has_integral_spike_finite [OF _ _ i2])
show "finite (insert (1/2) ((\x. 2 * x - 1) -` s2))"
using s2 by (force intro: finite_vimageI [where h = "\x. 2*x-1"] inj_onI)
qed (auto simp add: joinpaths_def scaleR_conv_of_real mult_ac g2)
ultimately
show ?thesis
by (simp add: has_contour_integral has_integral_combine [where c = "1/2"])
qed
lemma contour_integrable_joinI:
assumes "f contour_integrable_on g1" "f contour_integrable_on g2"
"valid_path g1" "valid_path g2"
shows "f contour_integrable_on (g1 +++ g2)"
using assms
by (meson has_contour_integral_join contour_integrable_on_def)
lemma contour_integrable_joinD1:
assumes "f contour_integrable_on (g1 +++ g2)" "valid_path g1"
shows "f contour_integrable_on g1"
proof -
obtain s1
where s1: "finite s1" "\x\{0..1} - s1. g1 differentiable at x"
using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
have "(\x. f ((g1 +++ g2) (x/2)) * vector_derivative (g1 +++ g2) (at (x/2))) integrable_on {0..1}"
using assms integrable_affinity [of _ 0 "1/2" "1/2" 0] integrable_on_subcbox [where a=0 and b="1/2"]
by (fastforce simp: contour_integrable_on)
then have *: "(\x. (f ((g1 +++ g2) (x/2))/2) * vector_derivative (g1 +++ g2) (at (x/2))) integrable_on {0..1}"
by (auto dest: integrable_cmul [where c="1/2"] simp: scaleR_conv_of_real)
have g1: "vector_derivative (\x. if x*2 \ 1 then g1 (2*x) else g2 (2*x - 1)) (at (z/2)) =
2 *\<^sub>R vector_derivative g1 (at z)"
if "0 < z" "z < 1" "z \ s1" for z
proof (rule vector_derivative_at [OF has_vector_derivative_transform_within])
show "0 < \(z - 1)/2\"
using that by auto
have \<section>: "((\<lambda>x. x * 2) has_vector_derivative 2) (at (z/2))"
using s1 by (auto simp: has_vector_derivative_def has_derivative_def bounded_linear_mult_left)
have "(g1 has_vector_derivative vector_derivative g1 (at z)) (at z)"
using s1 that by (auto simp: vector_derivative_works)
then show "((\x. g1 (2 * x)) has_vector_derivative 2 *\<^sub>R vector_derivative g1 (at z)) (at (z/2))"
using vector_diff_chain_at [OF \<section>] by (auto simp: field_simps o_def)
qed (use that in \<open>simp_all add: field_simps dist_real_def abs_if split: if_split_asm\<close>)
have fin01: "finite ({0, 1} \ s1)"
by (simp add: s1)
show ?thesis
unfolding contour_integrable_on
by (intro integrable_spike_finite [OF fin01 _ *]) (auto simp: joinpaths_def scaleR_conv_of_real g1)
qed
lemma contour_integrable_joinD2:
assumes "f contour_integrable_on (g1 +++ g2)" "valid_path g2"
shows "f contour_integrable_on g2"
proof -
obtain s2
where s2: "finite s2" "\x\{0..1} - s2. g2 differentiable at x"
using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
have "(\x. f ((g1 +++ g2) (x/2 + 1/2)) * vector_derivative (g1 +++ g2) (at (x/2 + 1/2))) integrable_on {0..1}"
using assms integrable_affinity [of _ "1/2::real" 1 "1/2" "1/2"]
integrable_on_subcbox [where a="1/2" and b=1]
by (fastforce simp: contour_integrable_on image_affinity_atLeastAtMost_diff)
then have *: "(\x. (f ((g1 +++ g2) (x/2 + 1/2))/2) * vector_derivative (g1 +++ g2) (at (x/2 + 1/2)))
integrable_on {0..1}"
by (auto dest: integrable_cmul [where c="1/2"] simp: scaleR_conv_of_real)
have g2: "vector_derivative (\x. if x*2 \ 1 then g1 (2*x) else g2 (2*x - 1)) (at (z/2+1/2)) =
2 *\<^sub>R vector_derivative g2 (at z)"
if "0 < z" "z < 1" "z \ s2" for z
proof (rule vector_derivative_at [OF has_vector_derivative_transform_within])
show "0 < \z/2\"
using that by auto
have \<section>: "((\<lambda>x. x * 2 - 1) has_vector_derivative 2) (at ((1 + z)/2))"
using s2 by (auto simp: has_vector_derivative_def has_derivative_def bounded_linear_mult_left)
have "(g2 has_vector_derivative vector_derivative g2 (at z)) (at z)"
using s2 that by (auto simp: vector_derivative_works)
then show "((\x. g2 (2*x - 1)) has_vector_derivative 2 *\<^sub>R vector_derivative g2 (at z)) (at (z/2 + 1/2))"
using vector_diff_chain_at [OF \<section>] by (auto simp: field_simps o_def)
qed (use that in \<open>simp_all add: field_simps dist_real_def abs_if split: if_split_asm\<close>)
have fin01: "finite ({0, 1} \ s2)"
by (simp add: s2)
show ?thesis
unfolding contour_integrable_on
by (intro integrable_spike_finite [OF fin01 _ *]) (auto simp: joinpaths_def scaleR_conv_of_real g2)
qed
lemma contour_integrable_join [simp]:
"\valid_path g1; valid_path g2\
\<Longrightarrow> f contour_integrable_on (g1 +++ g2) \<longleftrightarrow> f contour_integrable_on g1 \<and> f contour_integrable_on g2"
using contour_integrable_joinD1 contour_integrable_joinD2 contour_integrable_joinI by blast
lemma contour_integral_join [simp]:
"\f contour_integrable_on g1; f contour_integrable_on g2; valid_path g1; valid_path g2\
\<Longrightarrow> contour_integral (g1 +++ g2) f = contour_integral g1 f + contour_integral g2 f"
by (simp add: has_contour_integral_integral has_contour_integral_join contour_integral_unique)
subsection\<^marker>\<open>tag unimportant\<close> \<open>Shifting the starting point of a (closed) path\<close>
lemma has_contour_integral_shiftpath:
assumes f: "(f has_contour_integral i) g" "valid_path g"
and a: "a \ {0..1}"
shows "(f has_contour_integral i) (shiftpath a g)"
proof -
obtain S
where S: "finite S" and g: "\x\{0..1} - S. g differentiable at x"
using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
have *: "((\x. f (g x) * vector_derivative g (at x)) has_integral i) {0..1}"
using assms by (auto simp: has_contour_integral)
then have i: "i = integral {a..1} (\x. f (g x) * vector_derivative g (at x)) +
integral {0..a} (\<lambda>x. f (g x) * vector_derivative g (at x))"
apply (rule has_integral_unique)
apply (subst add.commute)
apply (subst Henstock_Kurzweil_Integration.integral_combine)
using assms * integral_unique by auto
have vd1: "vector_derivative (shiftpath a g) (at x) = vector_derivative g (at (x + a))"
if "0 \ x" "x + a < 1" "x \ (\x. x - a) ` S" for x
unfolding shiftpath_def
proof (rule vector_derivative_at [OF has_vector_derivative_transform_within])
have "((\x. g (x + a)) has_vector_derivative vector_derivative g (at (a + x))) (at x)"
proof (rule vector_diff_chain_at [of _ 1, simplified o_def scaleR_one])
show "((\x. x + a) has_vector_derivative 1) (at x)"
by (rule derivative_eq_intros | simp)+
have "g differentiable at (x + a)"
using g a that by force
then show "(g has_vector_derivative vector_derivative g (at (a + x))) (at (x + a))"
by (metis add.commute vector_derivative_works)
qed
then
show "((\x. g (a + x)) has_vector_derivative vector_derivative g (at (x + a))) (at x)"
by (auto simp: field_simps)
show "0 < dist (1 - a) x"
using that by auto
qed (use that in \<open>auto simp: dist_real_def\<close>)
have vd2: "vector_derivative (shiftpath a g) (at x) = vector_derivative g (at (x + a - 1))"
if "x \ 1" "1 < x + a" "x \ (\x. x - a + 1) ` S" for x
unfolding shiftpath_def
proof (rule vector_derivative_at [OF has_vector_derivative_transform_within])
have "((\x. g (x + a - 1)) has_vector_derivative vector_derivative g (at (a+x-1))) (at x)"
proof (rule vector_diff_chain_at [of _ 1, simplified o_def scaleR_one])
show "((\x. x + a - 1) has_vector_derivative 1) (at x)"
by (rule derivative_eq_intros | simp)+
have "g differentiable at (x+a-1)"
using g a that by force
then show "(g has_vector_derivative vector_derivative g (at (a+x-1))) (at (x + a - 1))"
by (metis add.commute vector_derivative_works)
qed
then show "((\x. g (a + x - 1)) has_vector_derivative vector_derivative g (at (x + a - 1))) (at x)"
by (auto simp: field_simps)
show "0 < dist (1 - a) x"
using that by auto
qed (use that in \<open>auto simp: dist_real_def\<close>)
have va1: "(\x. f (g x) * vector_derivative g (at x)) integrable_on ({a..1})"
using * a by (fastforce intro: integrable_subinterval_real)
have v0a: "(\x. f (g x) * vector_derivative g (at x)) integrable_on ({0..a})"
using * a by (force intro: integrable_subinterval_real)
have "finite ({1 - a} \ (\x. x - a) ` S)"
using S by blast
then have "((\x. f (shiftpath a g x) * vector_derivative (shiftpath a g) (at x))
has_integral integral {a..1} (\<lambda>x. f (g x) * vector_derivative g (at x))) {0..1 - a}"
apply (rule has_integral_spike_finite
[where f = "\x. f(g(a+x)) * vector_derivative g (at(a+x))"])
subgoal
using a by (simp add: vd1) (force simp: shiftpath_def add.commute)
subgoal
using has_integral_affinity [where m=1 and c=a] integrable_integral [OF va1]
by (force simp add: add.commute)
done
moreover
have "finite ({1 - a} \ (\x. x - a + 1) ` S)"
using S by blast
then have "((\x. f (shiftpath a g x) * vector_derivative (shiftpath a g) (at x))
has_integral integral {0..a} (\<lambda>x. f (g x) * vector_derivative g (at x))) {1 - a..1}"
apply (rule has_integral_spike_finite
[where f = "\x. f(g(a+x-1)) * vector_derivative g (at(a+x-1))"])
subgoal
using a by (simp add: vd2) (force simp: shiftpath_def add.commute)
subgoal
using has_integral_affinity [where m=1 and c="a-1", simplified, OF integrable_integral [OF v0a]]
by (force simp add: algebra_simps)
done
ultimately show ?thesis
using a
by (auto simp: i has_contour_integral intro: has_integral_combine [where c = "1-a"])
qed
lemma has_contour_integral_shiftpath_D:
assumes "(f has_contour_integral i) (shiftpath a g)"
"valid_path g" "pathfinish g = pathstart g" "a \ {0..1}"
shows "(f has_contour_integral i) g"
proof -
obtain S
where S: "finite S" and g: "\x\{0..1} - S. g differentiable at x"
using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def C1_differentiable_on_eq)
{ fix x
assume x: "0 < x" "x < 1" "x \ S"
then have gx: "g differentiable at x"
using g by auto
have \<section>: "shiftpath (1 - a) (shiftpath a g) differentiable at x"
using assms x
by (intro differentiable_transform_within [OF gx, of "min x (1-x)"])
(auto simp: dist_real_def shiftpath_shiftpath abs_if split: if_split_asm)
have "vector_derivative g (at x within {0..1}) =
vector_derivative (shiftpath (1 - a) (shiftpath a g)) (at x within {0..1})"
apply (rule vector_derivative_at_within_ivl
[OF has_vector_derivative_transform_within_open
[where f = "(shiftpath (1 - a) (shiftpath a g))" and S = "{0<..<1}-S"]])
using S assms x \<section>
apply (auto simp: finite_imp_closed open_Diff shiftpath_shiftpath
at_within_interior [of _ "{0..1}"] vector_derivative_works [symmetric])
done
} note vd = this
have fi: "(f has_contour_integral i) (shiftpath (1 - a) (shiftpath a g))"
using assms by (auto intro!: has_contour_integral_shiftpath)
show ?thesis
unfolding has_contour_integral_def
proof (rule has_integral_spike_finite [of "{0,1} \ S", OF _ _ fi [unfolded has_contour_integral_def]])
show "finite ({0, 1} \ S)"
by (simp add: S)
qed (use S assms vd in \<open>auto simp: shiftpath_shiftpath\<close>)
qed
lemma has_contour_integral_shiftpath_eq:
assumes "valid_path g" "pathfinish g = pathstart g" "a \ {0..1}"
shows "(f has_contour_integral i) (shiftpath a g) \ (f has_contour_integral i) g"
using assms has_contour_integral_shiftpath has_contour_integral_shiftpath_D by blast
lemma contour_integrable_on_shiftpath_eq:
assumes "valid_path g" "pathfinish g = pathstart g" "a \ {0..1}"
shows "f contour_integrable_on (shiftpath a g) \ f contour_integrable_on g"
using assms contour_integrable_on_def has_contour_integral_shiftpath_eq by auto
lemma contour_integral_shiftpath:
assumes "valid_path g" "pathfinish g = pathstart g" "a \ {0..1}"
shows "contour_integral (shiftpath a g) f = contour_integral g f"
using assms
by (simp add: contour_integral_def contour_integrable_on_def has_contour_integral_shiftpath_eq)
subsection\<^marker>\<open>tag unimportant\<close> \<open>More about straight-line paths\<close>
lemma has_contour_integral_linepath:
shows "(f has_contour_integral i) (linepath a b) \
((\<lambda>x. f(linepath a b x) * (b - a)) has_integral i) {0..1}"
by (simp add: has_contour_integral)
lemma has_contour_integral_trivial [iff]: "(f has_contour_integral 0) (linepath a a)"
by (simp add: has_contour_integral_linepath)
lemma has_contour_integral_trivial_iff [simp]: "(f has_contour_integral i) (linepath a a) \ i=0"
using has_contour_integral_unique by blast
lemma contour_integral_trivial [simp]: "contour_integral (linepath a a) f = 0"
using has_contour_integral_trivial contour_integral_unique by blast
subsection\<open>Relation to subpath construction\<close>
lemma has_contour_integral_subpath_refl [iff]: "(f has_contour_integral 0) (subpath u u g)"
by (simp add: has_contour_integral subpath_def)
lemma contour_integrable_subpath_refl [iff]: "f contour_integrable_on (subpath u u g)"
using has_contour_integral_subpath_refl contour_integrable_on_def by blast
lemma contour_integral_subpath_refl [simp]: "contour_integral (subpath u u g) f = 0"
by (simp add: contour_integral_unique)
lemma has_contour_integral_subpath:
assumes f: "f contour_integrable_on g" and g: "valid_path g"
and uv: "u \ {0..1}" "v \ {0..1}" "u \ v"
shows "(f has_contour_integral integral {u..v} (\x. f(g x) * vector_derivative g (at x)))
(subpath u v g)"
proof (cases "v=u")
case True
then show ?thesis
using f by (simp add: contour_integrable_on_def subpath_def has_contour_integral)
next
case False
obtain S where S: "\x. x \ {0..1} - S \ g differentiable at x" and fs: "finite S"
using g unfolding piecewise_C1_differentiable_on_def C1_differentiable_on_eq valid_path_def by blast
have \<section>: "(\<lambda>t. f (g t) * vector_derivative g (at t)) integrable_on {u..v}"
using contour_integrable_on f integrable_on_subinterval uv by fastforce
then have *: "((\x. f (g ((v - u) * x + u)) * vector_derivative g (at ((v - u) * x + u)))
has_integral (1 / (v - u)) * integral {u..v} (\<lambda>t. f (g t) * vector_derivative g (at t)))
{0..1}"
using uv False unfolding has_integral_integral
apply simp
apply (drule has_integral_affinity [where m="v-u" and c=u, simplified])
apply (simp_all add: image_affinity_atLeastAtMost_div_diff scaleR_conv_of_real)
apply (simp add: divide_simps)
done
have vd: "vector_derivative (\x. g ((v-u) * x + u)) (at x) = (v-u) *\<^sub>R vector_derivative g (at ((v-u) * x + u))"
if "x \ {0..1}" "x \ (\t. (v-u) *\<^sub>R t + u) -` S" for x
proof (rule vector_derivative_at [OF vector_diff_chain_at [simplified o_def]])
show "((\x. (v - u) * x + u) has_vector_derivative v - u) (at x)"
by (intro derivative_eq_intros | simp)+
qed (use S uv mult_left_le [of x "v-u"] that in \<open>auto simp: vector_derivative_works\<close>)
have fin: "finite ((\t. (v - u) *\<^sub>R t + u) -` S)"
using fs by (auto simp: inj_on_def False finite_vimageI)
show ?thesis
unfolding subpath_def has_contour_integral
apply (rule has_integral_spike_finite [OF fin])
using has_integral_cmul [OF *, where c = "v-u"] fs assms
by (auto simp: False vd scaleR_conv_of_real)
qed
lemma contour_integrable_subpath:
assumes "f contour_integrable_on g" "valid_path g" "u \ {0..1}" "v \ {0..1}"
shows "f contour_integrable_on (subpath u v g)"
proof (cases u v rule: linorder_class.le_cases)
case le
then show ?thesis
by (metis contour_integrable_on_def has_contour_integral_subpath [OF assms])
next
case ge
with assms show ?thesis
by (metis (no_types, lifting) contour_integrable_on_def contour_integrable_reversepath_eq has_contour_integral_subpath reversepath_subpath valid_path_subpath)
qed
lemma has_integral_contour_integral_subpath:
assumes "f contour_integrable_on g" "valid_path g" "u \ {0..1}" "v \ {0..1}" "u \ v"
shows "(((\x. f(g x) * vector_derivative g (at x)))
has_integral contour_integral (subpath u v g) f) {u..v}"
using assms
proof -
have "(\r. f (g r) * vector_derivative g (at r)) integrable_on {u..v}"
by (metis (full_types) assms(1) assms(3) assms(4) atLeastAtMost_iff atLeastatMost_subset_iff contour_integrable_on integrable_on_subinterval)
then have "((\r. f (g r) * vector_derivative g (at r)) has_integral integral {u..v} (\r. f (g r) * vector_derivative g (at r))) {u..v}"
by blast
then show ?thesis
by (metis (full_types) assms contour_integral_unique has_contour_integral_subpath)
qed
lemma contour_integral_subcontour_integral:
assumes "f contour_integrable_on g" "valid_path g" "u \ {0..1}" "v \ {0..1}" "u \ v"
shows "contour_integral (subpath u v g) f =
integral {u..v} (\<lambda>x. f(g x) * vector_derivative g (at x))"
using assms has_contour_integral_subpath contour_integral_unique by blast
lemma contour_integral_subpath_combine_less:
assumes "f contour_integrable_on g" "valid_path g" "u \ {0..1}" "v \ {0..1}" "w \ {0..1}"
"u "v
shows "contour_integral (subpath u v g) f + contour_integral (subpath v w g) f =
contour_integral (subpath u w g) f"
proof -
have "(\x. f (g x) * vector_derivative g (at x)) integrable_on {u..w}"
using integrable_on_subcbox [where a=u and b=w and S = "{0..1}"] assms
by (auto simp: contour_integrable_on)
with assms show ?thesis
by (auto simp: contour_integral_subcontour_integral Henstock_Kurzweil_Integration.integral_combine)
qed
lemma contour_integral_subpath_combine:
assumes "f contour_integrable_on g" "valid_path g" "u \ {0..1}" "v \ {0..1}" "w \ {0..1}"
shows "contour_integral (subpath u v g) f + contour_integral (subpath v w g) f =
contour_integral (subpath u w g) f"
proof (cases "u\v \ v\w \ u\w")
case True
have *: "subpath v u g = reversepath(subpath u v g) \
subpath w u g = reversepath(subpath u w g) \<and>
subpath w v g = reversepath(subpath v w g)"
by (auto simp: reversepath_subpath)
have "u < v \ v < w \
u < w \<and> w < v \<or>
v < u \<and> u < w \<or>
v < w \<and> w < u \<or>
w < u \<and> u < v \<or>
w < v \<and> v < u"
using True assms by linarith
with assms show ?thesis
using contour_integral_subpath_combine_less [of f g u v w]
contour_integral_subpath_combine_less [of f g u w v]
contour_integral_subpath_combine_less [of f g v u w]
contour_integral_subpath_combine_less [of f g v w u]
contour_integral_subpath_combine_less [of f g w u v]
contour_integral_subpath_combine_less [of f g w v u]
by (elim disjE) (auto simp: * contour_integral_reversepath contour_integrable_subpath
valid_path_subpath algebra_simps)
next
case False
with assms show ?thesis
by (metis add.right_neutral contour_integral_reversepath contour_integral_subpath_refl diff_0 eq_diff_eq add_0 reversepath_subpath valid_path_subpath)
qed
lemma contour_integral_integral:
"contour_integral g f = integral {0..1} (\x. f (g x) * vector_derivative g (at x))"
by (simp add: contour_integral_def integral_def has_contour_integral contour_integrable_on)
lemma contour_integral_cong:
assumes "g = g'" "\x. x \ path_image g \ f x = f' x"
shows "contour_integral g f = contour_integral g' f'"
unfolding contour_integral_integral using assms
by (intro integral_cong) (auto simp: path_image_def)
text \<open>Contour integral along a segment on the real axis\<close>
lemma has_contour_integral_linepath_Reals_iff:
fixes a b :: complex and f :: "complex \ complex"
assumes "a \ Reals" "b \ Reals" "Re a < Re b"
shows "(f has_contour_integral I) (linepath a b) \
((\<lambda>x. f (of_real x)) has_integral I) {Re a..Re b}"
proof -
from assms have [simp]: "of_real (Re a) = a" "of_real (Re b) = b"
by (simp_all add: complex_eq_iff)
from assms have "a \ b" by auto
have "((\x. f (of_real x)) has_integral I) (cbox (Re a) (Re b)) \
((\<lambda>x. f (a + b * of_real x - a * of_real x)) has_integral I /\<^sub>R (Re b - Re a)) {0..1}"
by (subst has_integral_affinity_iff [of "Re b - Re a" _ "Re a", symmetric])
(insert assms, simp_all add: field_simps scaleR_conv_of_real)
also have "(\x. f (a + b * of_real x - a * of_real x)) =
(\<lambda>x. (f (a + b * of_real x - a * of_real x) * (b - a)) /\<^sub>R (Re b - Re a))"
using \<open>a \<noteq> b\<close> by (auto simp: field_simps fun_eq_iff scaleR_conv_of_real)
also have "(\ has_integral I /\<^sub>R (Re b - Re a)) {0..1} \
((\<lambda>x. f (linepath a b x) * (b - a)) has_integral I) {0..1}" using assms
by (subst has_integral_cmul_iff) (auto simp: linepath_def scaleR_conv_of_real algebra_simps)
also have "\ \ (f has_contour_integral I) (linepath a b)" unfolding has_contour_integral_def
by (intro has_integral_cong) (simp add: vector_derivative_linepath_within)
finally show ?thesis by simp
qed
lemma contour_integrable_linepath_Reals_iff:
fixes a b :: complex and f :: "complex \ complex"
assumes "a \ Reals" "b \ Reals" "Re a < Re b"
shows "(f contour_integrable_on linepath a b) \
(\<lambda>x. f (of_real x)) integrable_on {Re a..Re b}"
using has_contour_integral_linepath_Reals_iff[OF assms, of f]
by (auto simp: contour_integrable_on_def integrable_on_def)
lemma contour_integral_linepath_Reals_eq:
fixes a b :: complex and f :: "complex \ complex"
assumes "a \ Reals" "b \ Reals" "Re a < Re b"
shows "contour_integral (linepath a b) f = integral {Re a..Re b} (\x. f (of_real x))"
proof (cases "f contour_integrable_on linepath a b")
case True
thus ?thesis using has_contour_integral_linepath_Reals_iff[OF assms, of f]
using has_contour_integral_integral has_contour_integral_unique by blast
next
case False
thus ?thesis using contour_integrable_linepath_Reals_iff[OF assms, of f]
by (simp add: not_integrable_contour_integral not_integrable_integral)
qed
subsection \<open>Cauchy's theorem where there's a primitive\<close>
lemma contour_integral_primitive_lemma:
fixes f :: "complex \ complex" and g :: "real \ complex"
assumes "a \ b"
and "\x. x \ S \ (f has_field_derivative f' x) (at x within S)"
and "g piecewise_differentiable_on {a..b}" "\x. x \ {a..b} \ g x \ S"
shows "((\x. f'(g x) * vector_derivative g (at x within {a..b}))
has_integral (f(g b) - f(g a))) {a..b}"
proof -
obtain K where "finite K" and K: "\x\{a..b} - K. g differentiable (at x within {a..b})" and cg: "continuous_on {a..b} g"
using assms by (auto simp: piecewise_differentiable_on_def)
have "continuous_on (g ` {a..b}) f"
using assms
by (metis field_differentiable_def field_differentiable_imp_continuous_at continuous_on_eq_continuous_within continuous_on_subset image_subset_iff)
then have cfg: "continuous_on {a..b} (\x. f (g x))"
by (rule continuous_on_compose [OF cg, unfolded o_def])
{ fix x::real
assume a: "a < x" and b: "x < b" and xk: "x \ K"
then have "g differentiable at x within {a..b}"
using K by (simp add: differentiable_at_withinI)
then have "(g has_vector_derivative vector_derivative g (at x within {a..b})) (at x within {a..b})"
by (simp add: vector_derivative_works has_field_derivative_def scaleR_conv_of_real)
then have gdiff: "(g has_derivative (\u. u * vector_derivative g (at x within {a..b}))) (at x within {a..b})"
by (simp add: has_vector_derivative_def scaleR_conv_of_real)
have "(f has_field_derivative (f' (g x))) (at (g x) within g ` {a..b})"
using assms by (metis a atLeastAtMost_iff b DERIV_subset image_subset_iff less_eq_real_def)
then have fdiff: "(f has_derivative (*) (f' (g x))) (at (g x) within g ` {a..b})"
by (simp add: has_field_derivative_def)
have "((\x. f (g x)) has_vector_derivative f' (g x) * vector_derivative g (at x within {a..b})) (at x within {a..b})"
using diff_chain_within [OF gdiff fdiff]
by (simp add: has_vector_derivative_def scaleR_conv_of_real o_def mult_ac)
} note * = this
show ?thesis
using assms cfg *
by (force simp: at_within_Icc_at intro: fundamental_theorem_of_calculus_interior_strong [OF \<open>finite K\<close>])
qed
lemma contour_integral_primitive:
assumes "\x. x \ S \ (f has_field_derivative f' x) (at x within S)"
and "valid_path g" "path_image g \ S"
shows "(f' has_contour_integral (f(pathfinish g) - f(pathstart g))) g"
using assms
apply (simp add: valid_path_def path_image_def pathfinish_def pathstart_def has_contour_integral_def)
apply (auto intro!: piecewise_C1_imp_differentiable contour_integral_primitive_lemma [of 0 1 S])
done
corollary Cauchy_theorem_primitive:
assumes "\x. x \ S \ (f has_field_derivative f' x) (at x within S)"
and "valid_path g" "path_image g \ S" "pathfinish g = pathstart g"
shows "(f' has_contour_integral 0) g"
using assms by (metis diff_self contour_integral_primitive)
text\<open>Existence of path integral for continuous function\<close>
lemma contour_integrable_continuous_linepath:
assumes "continuous_on (closed_segment a b) f"
shows "f contour_integrable_on (linepath a b)"
proof -
have "continuous_on (closed_segment a b) (\x. f x * (b - a))"
by (rule continuous_intros | simp add: assms)+
then have "continuous_on {0..1} (\x. f (linepath a b x) * (b - a))"
by (metis (no_types, lifting) continuous_on_compose continuous_on_cong continuous_on_linepath linepath_image_01 o_apply)
then have "(\x. f (linepath a b x) *
vector_derivative (linepath a b)
(at x within {0..1})) integrable_on
{0..1}"
by (metis (no_types, lifting) continuous_on_cong integrable_continuous_real vector_derivative_linepath_within)
then show ?thesis
by (simp add: contour_integrable_on_def has_contour_integral_def integrable_on_def [symmetric])
qed
lemma has_field_der_id: "((\x. x\<^sup>2/2) has_field_derivative x) (at x)"
by (rule has_derivative_imp_has_field_derivative)
(rule derivative_intros | simp)+
lemma contour_integral_id [simp]: "contour_integral (linepath a b) (\y. y) = (b^2 - a^2)/2"
using contour_integral_primitive [of UNIV "\x. x^2/2" "\x. x" "linepath a b"] contour_integral_unique
by (simp add: has_field_der_id)
lemma contour_integrable_on_const [iff]: "(\x. c) contour_integrable_on (linepath a b)"
by (simp add: contour_integrable_continuous_linepath)
lemma contour_integrable_on_id [iff]: "(\x. x) contour_integrable_on (linepath a b)"
by (simp add: contour_integrable_continuous_linepath)
subsection\<^marker>\<open>tag unimportant\<close> \<open>Arithmetical combining theorems\<close>
lemma has_contour_integral_neg:
"(f has_contour_integral i) g \ ((\x. -(f x)) has_contour_integral (-i)) g"
by (simp add: has_integral_neg has_contour_integral_def)
lemma has_contour_integral_add:
"\(f1 has_contour_integral i1) g; (f2 has_contour_integral i2) g\
\<Longrightarrow> ((\<lambda>x. f1 x + f2 x) has_contour_integral (i1 + i2)) g"
by (simp add: has_integral_add has_contour_integral_def algebra_simps)
lemma has_contour_integral_diff:
"\(f1 has_contour_integral i1) g; (f2 has_contour_integral i2) g\
\<Longrightarrow> ((\<lambda>x. f1 x - f2 x) has_contour_integral (i1 - i2)) g"
by (simp add: has_integral_diff has_contour_integral_def algebra_simps)
lemma has_contour_integral_lmul:
"(f has_contour_integral i) g \ ((\x. c * (f x)) has_contour_integral (c*i)) g"
by (simp add: has_contour_integral_def algebra_simps has_integral_mult_right)
lemma has_contour_integral_rmul:
"(f has_contour_integral i) g \ ((\x. (f x) * c) has_contour_integral (i*c)) g"
by (simp add: mult.commute has_contour_integral_lmul)
lemma has_contour_integral_div:
"(f has_contour_integral i) g \ ((\x. f x/c) has_contour_integral (i/c)) g"
by (simp add: field_class.field_divide_inverse) (metis has_contour_integral_rmul)
lemma has_contour_integral_eq:
"\(f has_contour_integral y) p; \x. x \ path_image p \ f x = g x\ \ (g has_contour_integral y) p"
by (metis (mono_tags, lifting) has_contour_integral_def has_integral_eq image_eqI path_image_def)
lemma has_contour_integral_bound_linepath:
assumes "(f has_contour_integral i) (linepath a b)"
"0 \ B" and B: "\x. x \ closed_segment a b \ norm(f x) \ B"
shows "norm i \ B * norm(b - a)"
proof -
have "norm i \ (B * norm (b - a)) * content (cbox 0 (1::real))"
proof (rule has_integral_bound
[of _ "\x. f (linepath a b x) * vector_derivative (linepath a b) (at x within {0..1})"])
show "cmod (f (linepath a b x) * vector_derivative (linepath a b) (at x within {0..1}))
\<le> B * cmod (b - a)"
if "x \ cbox 0 1" for x::real
using that box_real(2) norm_mult
by (metis B linepath_in_path mult_right_mono norm_ge_zero vector_derivative_linepath_within)
qed (use assms has_contour_integral_def in auto)
then show ?thesis
by (auto simp: content_real)
qed
lemma has_contour_integral_const_linepath: "((\x. c) has_contour_integral c*(b - a))(linepath a b)"
unfolding has_contour_integral_linepath
by (metis content_real diff_0_right has_integral_const_real lambda_one of_real_1 scaleR_conv_of_real zero_le_one)
lemma has_contour_integral_0: "((\x. 0) has_contour_integral 0) g"
by (simp add: has_contour_integral_def)
lemma has_contour_integral_is_0:
"(\z. z \ path_image g \ f z = 0) \ (f has_contour_integral 0) g"
by (rule has_contour_integral_eq [OF has_contour_integral_0]) auto
lemma has_contour_integral_sum:
"\finite s; \a. a \ s \ (f a has_contour_integral i a) p\
\<Longrightarrow> ((\<lambda>x. sum (\<lambda>a. f a x) s) has_contour_integral sum i s) p"
by (induction s rule: finite_induct) (auto simp: has_contour_integral_0 has_contour_integral_add)
subsection\<^marker>\<open>tag unimportant\<close> \<open>Operations on path integrals\<close>
lemma contour_integral_const_linepath [simp]: "contour_integral (linepath a b) (\x. c) = c*(b - a)"
by (rule contour_integral_unique [OF has_contour_integral_const_linepath])
lemma contour_integral_neg:
"f contour_integrable_on g \ contour_integral g (\x. -(f x)) = -(contour_integral g f)"
by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_neg)
lemma contour_integral_add:
"f1 contour_integrable_on g \ f2 contour_integrable_on g \ contour_integral g (\x. f1 x + f2 x) =
contour_integral g f1 + contour_integral g f2"
by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_add)
lemma contour_integral_diff:
"f1 contour_integrable_on g \ f2 contour_integrable_on g \ contour_integral g (\x. f1 x - f2 x) =
contour_integral g f1 - contour_integral g f2"
by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_diff)
lemma contour_integral_lmul:
shows "f contour_integrable_on g
\<Longrightarrow> contour_integral g (\<lambda>x. c * f x) = c*contour_integral g f"
by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_lmul)
lemma contour_integral_rmul:
shows "f contour_integrable_on g
\<Longrightarrow> contour_integral g (\<lambda>x. f x * c) = contour_integral g f * c"
by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_rmul)
lemma contour_integral_div:
shows "f contour_integrable_on g
\<Longrightarrow> contour_integral g (\<lambda>x. f x / c) = contour_integral g f / c"
by (simp add: contour_integral_unique has_contour_integral_integral has_contour_integral_div)
lemma contour_integral_eq:
"(\x. x \ path_image p \ f x = g x) \ contour_integral p f = contour_integral p g"
using contour_integral_cong contour_integral_def by fastforce
lemma contour_integral_eq_0:
"(\z. z \ path_image g \ f z = 0) \ contour_integral g f = 0"
by (simp add: has_contour_integral_is_0 contour_integral_unique)
lemma contour_integral_bound_linepath:
shows
"\f contour_integrable_on (linepath a b);
0 \<le> B; \<And>x. x \<in> closed_segment a b \<Longrightarrow> norm(f x) \<le> B\<rbrakk>
\<Longrightarrow> norm(contour_integral (linepath a b) f) \<le> B*norm(b - a)"
using has_contour_integral_bound_linepath [of f]
by (auto simp: has_contour_integral_integral)
lemma contour_integral_0 [simp]: "contour_integral g (\x. 0) = 0"
by (simp add: contour_integral_unique has_contour_integral_0)
lemma contour_integral_sum:
"\finite s; \a. a \ s \ (f a) contour_integrable_on p\
\<Longrightarrow> contour_integral p (\<lambda>x. sum (\<lambda>a. f a x) s) = sum (\<lambda>a. contour_integral p (f a)) s"
by (auto simp: contour_integral_unique has_contour_integral_sum has_contour_integral_integral)
lemma contour_integrable_eq:
"\f contour_integrable_on p; \x. x \ path_image p \ f x = g x\ \ g contour_integrable_on p"
unfolding contour_integrable_on_def
by (metis has_contour_integral_eq)
subsection\<^marker>\<open>tag unimportant\<close> \<open>Arithmetic theorems for path integrability\<close>
lemma contour_integrable_neg:
"f contour_integrable_on g \ (\x. -(f x)) contour_integrable_on g"
using has_contour_integral_neg contour_integrable_on_def by blast
lemma contour_integrable_add:
"\f1 contour_integrable_on g; f2 contour_integrable_on g\ \ (\x. f1 x + f2 x) contour_integrable_on g"
using has_contour_integral_add contour_integrable_on_def
by fastforce
lemma contour_integrable_diff:
"\f1 contour_integrable_on g; f2 contour_integrable_on g\ \ (\x. f1 x - f2 x) contour_integrable_on g"
using has_contour_integral_diff contour_integrable_on_def
by fastforce
lemma contour_integrable_lmul:
"f contour_integrable_on g \ (\x. c * f x) contour_integrable_on g"
using has_contour_integral_lmul contour_integrable_on_def
by fastforce
lemma contour_integrable_rmul:
"f contour_integrable_on g \ (\x. f x * c) contour_integrable_on g"
using has_contour_integral_rmul contour_integrable_on_def
by fastforce
lemma contour_integrable_div:
"f contour_integrable_on g \ (\x. f x / c) contour_integrable_on g"
using has_contour_integral_div contour_integrable_on_def
by fastforce
lemma contour_integrable_sum:
"\finite s; \a. a \ s \ (f a) contour_integrable_on p\
\<Longrightarrow> (\<lambda>x. sum (\<lambda>a. f a x) s) contour_integrable_on p"
unfolding contour_integrable_on_def
by (metis has_contour_integral_sum)
subsection\<^marker>\<open>tag unimportant\<close> \<open>Reversing a path integral\<close>
lemma has_contour_integral_reverse_linepath:
"(f has_contour_integral i) (linepath a b)
\<Longrightarrow> (f has_contour_integral (-i)) (linepath b a)"
using has_contour_integral_reversepath valid_path_linepath by fastforce
lemma contour_integral_reverse_linepath:
"continuous_on (closed_segment a b) f
\<Longrightarrow> contour_integral (linepath a b) f = - (contour_integral(linepath b a) f)"
by (metis contour_integrable_continuous_linepath contour_integral_unique has_contour_integral_integral has_contour_integral_reverse_linepath)
text \<open>Splitting a path integral in a flat way.*)\<close>
lemma has_contour_integral_split:
assumes f: "(f has_contour_integral i) (linepath a c)" "(f has_contour_integral j) (linepath c b)"
and k: "0 \ k" "k \ 1"
and c: "c - a = k *\<^sub>R (b - a)"
shows "(f has_contour_integral (i + j)) (linepath a b)"
proof (cases "k = 0 \ k = 1")
case True
then show ?thesis
using assms by auto
next
case False
then have k: "0 < k" "k < 1" "complex_of_real k \ 1"
using assms by auto
have c': "c = k *\<^sub>R (b - a) + a"
by (metis diff_add_cancel c)
have bc: "(b - c) = (1 - k) *\<^sub>R (b - a)"
by (simp add: algebra_simps c')
{ assume *: "((\x. f ((1 - x) *\<^sub>R a + x *\<^sub>R c) * (c - a)) has_integral i) {0..1}"
have "\x. (x / k) *\<^sub>R a + ((k - x) / k) *\<^sub>R a = a"
using False by (simp add: field_split_simps flip: real_vector.scale_left_distrib)
then have "\x. ((k - x) / k) *\<^sub>R a + (x / k) *\<^sub>R c = (1 - x) *\<^sub>R a + x *\<^sub>R b"
using False by (simp add: c' algebra_simps)
then have "((\x. f ((1 - x) *\<^sub>R a + x *\<^sub>R b) * (b - a)) has_integral i) {0..k}"
using k has_integral_affinity01 [OF *, of "inverse k" "0"]
by (force dest: has_integral_cmul [where c = "inverse k"]
simp add: divide_simps mult.commute [of _ "k"] image_affinity_atLeastAtMost c)
} note fi = this
{ assume *: "((\x. f ((1 - x) *\<^sub>R c + x *\<^sub>R b) * (b - c)) has_integral j) {0..1}"
have **: "\x. (((1 - x) / (1 - k)) *\<^sub>R c + ((x - k) / (1 - k)) *\<^sub>R b) = ((1 - x) *\<^sub>R a + x *\<^sub>R b)"
using k unfolding c' scaleR_conv_of_real
apply (simp add: divide_simps)
apply (simp add: distrib_right distrib_left right_diff_distrib left_diff_distrib)
done
have "((\x. f ((1 - x) *\<^sub>R a + x *\<^sub>R b) * (b - a)) has_integral j) {k..1}"
using k has_integral_affinity01 [OF *, of "inverse(1 - k)" "-(k/(1 - k))"]
apply (simp add: divide_simps mult.commute [of _ "1-k"] image_affinity_atLeastAtMost ** bc)
apply (auto dest: has_integral_cmul [where k = "(1 - k) *\<^sub>R j" and c = "inverse (1 - k)"])
done
} note fj = this
show ?thesis
using f k unfolding has_contour_integral_linepath
by (simp add: linepath_def has_integral_combine [OF _ _ fi fj])
qed
lemma continuous_on_closed_segment_transform:
assumes f: "continuous_on (closed_segment a b) f"
and k: "0 \ k" "k \ 1"
and c: "c - a = k *\<^sub>R (b - a)"
shows "continuous_on (closed_segment a c) f"
proof -
have c': "c = (1 - k) *\<^sub>R a + k *\<^sub>R b"
using c by (simp add: algebra_simps)
have "closed_segment a c \ closed_segment a b"
by (metis c' ends_in_segment(1) in_segment(1) k subset_closed_segment)
then show "continuous_on (closed_segment a c) f"
by (rule continuous_on_subset [OF f])
qed
lemma contour_integral_split:
assumes f: "continuous_on (closed_segment a b) f"
and k: "0 \ k" "k \ 1"
and c: "c - a = k *\<^sub>R (b - a)"
shows "contour_integral(linepath a b) f = contour_integral(linepath a c) f + contour_integral(linepath c b) f"
proof -
have c': "c = (1 - k) *\<^sub>R a + k *\<^sub>R b"
using c by (simp add: algebra_simps)
have "closed_segment a c \ closed_segment a b"
by (metis c' ends_in_segment(1) in_segment(1) k subset_closed_segment)
moreover have "closed_segment c b \ closed_segment a b"
by (metis c' ends_in_segment(2) in_segment(1) k subset_closed_segment)
ultimately
have *: "continuous_on (closed_segment a c) f" "continuous_on (closed_segment c b) f"
by (auto intro: continuous_on_subset [OF f])
show ?thesis
by (rule contour_integral_unique) (meson "*" c contour_integrable_continuous_linepath has_contour_integral_integral has_contour_integral_split k)
qed
lemma contour_integral_split_linepath:
assumes f: "continuous_on (closed_segment a b) f"
and c: "c \ closed_segment a b"
shows "contour_integral(linepath a b) f = contour_integral(linepath a c) f + contour_integral(linepath c b) f"
using c by (auto simp: closed_segment_def algebra_simps intro!: contour_integral_split [OF f])
subsection\<open>Reversing the order in a double path integral\<close>
text\<open>The condition is stronger than needed but it's often true in typical situations\<close>
lemma fst_im_cbox [simp]: "cbox c d \ {} \ (fst ` cbox (a,c) (b,d)) = cbox a b"
by (auto simp: cbox_Pair_eq)
lemma snd_im_cbox [simp]: "cbox a b \ {} \ (snd ` cbox (a,c) (b,d)) = cbox c d"
by (auto simp: cbox_Pair_eq)
proposition contour_integral_swap:
assumes fcon: "continuous_on (path_image g \ path_image h) (\(y1,y2). f y1 y2)"
and vp: "valid_path g" "valid_path h"
and gvcon: "continuous_on {0..1} (\t. vector_derivative g (at t))"
and hvcon: "continuous_on {0..1} (\t. vector_derivative h (at t))"
shows "contour_integral g (\w. contour_integral h (f w)) =
contour_integral h (\<lambda>z. contour_integral g (\<lambda>w. f w z))"
proof -
have gcon: "continuous_on {0..1} g" and hcon: "continuous_on {0..1} h"
using assms by (auto simp: valid_path_def piecewise_C1_differentiable_on_def)
have fgh1: "\x. (\t. f (g x) (h t)) = (\(y1,y2). f y1 y2) \ (\t. (g x, h t))"
by (rule ext) simp
have fgh2: "\x. (\t. f (g t) (h x)) = (\(y1,y2). f y1 y2) \ (\t. (g t, h x))"
by (rule ext) simp
have fcon_im1: "\x. 0 \ x \ x \ 1 \ continuous_on ((\t. (g x, h t)) ` {0..1}) (\(x, y). f x y)"
by (rule continuous_on_subset [OF fcon]) (auto simp: path_image_def)
have fcon_im2: "\x. 0 \ x \ x \ 1 \ continuous_on ((\t. (g t, h x)) ` {0..1}) (\(x, y). f x y)"
by (rule continuous_on_subset [OF fcon]) (auto simp: path_image_def)
have "continuous_on (cbox (0, 0) (1, 1::real)) ((\x. vector_derivative g (at x)) \ fst)"
"continuous_on (cbox (0, 0) (1::real, 1)) ((\x. vector_derivative h (at x)) \ snd)"
by (rule continuous_intros | simp add: gvcon hvcon)+
then have gvcon': "continuous_on (cbox (0, 0) (1, 1::real)) (\z. vector_derivative g (at (fst z)))"
and hvcon': "continuous_on (cbox (0, 0) (1::real, 1)) (\x. vector_derivative h (at (snd x)))"
by auto
have "continuous_on (cbox (0, 0) (1, 1)) ((\(y1, y2). f y1 y2) \ (\w. ((g \ fst) w, (h \ snd) w)))"
apply (intro gcon hcon continuous_intros | simp)+
apply (auto simp: path_image_def intro: continuous_on_subset [OF fcon])
done
then have fgh: "continuous_on (cbox (0, 0) (1, 1)) (\x. f (g (fst x)) (h (snd x)))"
by auto
have "integral {0..1} (\x. contour_integral h (f (g x)) * vector_derivative g (at x)) =
integral {0..1} (\<lambda>x. contour_integral h (\<lambda>y. f (g x) y * vector_derivative g (at x)))"
proof (rule integral_cong [OF contour_integral_rmul [symmetric]])
have "\x. x \ {0..1} \
continuous_on {0..1} (\<lambda>xa. f (g x) (h xa))"
by (subst fgh1) (rule fcon_im1 hcon continuous_intros | simp)+
then show "\x. x \ {0..1} \ f (g x) contour_integrable_on h"
unfolding contour_integrable_on
using continuous_on_mult hvcon integrable_continuous_real by blast
qed
also have "\ = integral {0..1}
(\<lambda>y. contour_integral g (\<lambda>x. f x (h y) * vector_derivative h (at y)))"
unfolding contour_integral_integral
apply (subst integral_swap_continuous [where 'a = real and 'b = real, of 0 0 1 1, simplified])
subgoal
by (rule fgh gvcon' hvcon' continuous_intros | simp add: split_def)+
subgoal
unfolding integral_mult_left [symmetric]
by (simp only: mult_ac)
done
also have "\ = contour_integral h (\z. contour_integral g (\w. f w z))"
unfolding contour_integral_integral integral_mult_left [symmetric]
by (simp add: algebra_simps)
finally show ?thesis
by (simp add: contour_integral_integral)
qed
lemma valid_path_negatepath: "valid_path \ \ valid_path (uminus \ \)"
unfolding o_def using piecewise_C1_differentiable_neg valid_path_def by blast
lemma has_contour_integral_negatepath:
assumes \<gamma>: "valid_path \<gamma>" and cint: "((\<lambda>z. f (- z)) has_contour_integral - i) \<gamma>"
shows "(f has_contour_integral i) (uminus \ \)"
proof -
obtain S where cont: "continuous_on {0..1} \" and "finite S" and diff: "\ C1_differentiable_on {0..1} - S"
using \<gamma> by (auto simp: valid_path_def piecewise_C1_differentiable_on_def)
have "((\x. - (f (- \ x) * vector_derivative \ (at x within {0..1}))) has_integral i) {0..1}"
using cint by (auto simp: has_contour_integral_def dest: has_integral_neg)
then
have "((\x. f (- \ x) * vector_derivative (uminus \ \) (at x within {0..1})) has_integral i) {0..1}"
proof (rule rev_iffD1 [OF _ has_integral_spike_eq])
show "negligible S"
by (simp add: \<open>finite S\<close> negligible_finite)
show "f (- \ x) * vector_derivative (uminus \ \) (at x within {0..1}) =
- (f (- \<gamma> x) * vector_derivative \<gamma> (at x within {0..1}))"
if "x \ {0..1} - S" for x
proof -
have "vector_derivative (uminus \ \) (at x within cbox 0 1) = - vector_derivative \ (at x within cbox 0 1)"
proof (rule vector_derivative_within_cbox)
show "(uminus \ \ has_vector_derivative - vector_derivative \ (at x within cbox 0 1)) (at x within cbox 0 1)"
using that unfolding o_def
by (metis C1_differentiable_on_eq UNIV_I diff differentiable_subset has_vector_derivative_minus subsetI that vector_derivative_works)
qed (use that in auto)
then show ?thesis
by simp
qed
qed
then show ?thesis by (simp add: has_contour_integral_def)
qed
lemma contour_integrable_negatepath:
assumes \<gamma>: "valid_path \<gamma>" and pi: "(\<lambda>z. f (- z)) contour_integrable_on \<gamma>"
shows "f contour_integrable_on (uminus \ \)"
by (metis \<gamma> add.inverse_inverse contour_integrable_on_def has_contour_integral_negatepath pi)
lemma C1_differentiable_polynomial_function:
fixes p :: "real \ 'a::euclidean_space"
shows "polynomial_function p \ p C1_differentiable_on S"
by (metis continuous_on_polymonial_function C1_differentiable_on_def has_vector_derivative_polynomial_function)
lemma valid_path_polynomial_function:
fixes p :: "real \ 'a::euclidean_space"
shows "polynomial_function p \ valid_path p"
by (force simp: valid_path_def piecewise_C1_differentiable_on_def continuous_on_polymonial_function C1_differentiable_polynomial_function)
lemma valid_path_subpath_trivial [simp]:
fixes g :: "real \ 'a::euclidean_space"
shows "z \ g x \ valid_path (subpath x x g)"
by (simp add: subpath_def valid_path_polynomial_function)
subsection\<open>Partial circle path\<close>
definition\<^marker>\<open>tag important\<close> part_circlepath :: "[complex, real, real, real, real] \<Rightarrow> complex"
where "part_circlepath z r s t \ \x. z + of_real r * exp (\ * of_real (linepath s t x))"
lemma pathstart_part_circlepath [simp]:
"pathstart(part_circlepath z r s t) = z + r*exp(\ * s)"
by (metis part_circlepath_def pathstart_def pathstart_linepath)
lemma pathfinish_part_circlepath [simp]:
"pathfinish(part_circlepath z r s t) = z + r*exp(\*t)"
by (metis part_circlepath_def pathfinish_def pathfinish_linepath)
lemma reversepath_part_circlepath[simp]:
"reversepath (part_circlepath z r s t) = part_circlepath z r t s"
unfolding part_circlepath_def reversepath_def linepath_def
by (auto simp:algebra_simps)
lemma has_vector_derivative_part_circlepath [derivative_intros]:
"((part_circlepath z r s t) has_vector_derivative
(\<i> * r * (of_real t - of_real s) * exp(\<i> * linepath s t x)))
(at x within X)"
unfolding part_circlepath_def linepath_def scaleR_conv_of_real
by (rule has_vector_derivative_real_field derivative_eq_intros | simp)+
lemma differentiable_part_circlepath:
"part_circlepath c r a b differentiable at x within A"
using has_vector_derivative_part_circlepath[of c r a b x A] differentiableI_vector by blast
lemma vector_derivative_part_circlepath:
"vector_derivative (part_circlepath z r s t) (at x) =
\<i> * r * (of_real t - of_real s) * exp(\<i> * linepath s t x)"
using has_vector_derivative_part_circlepath vector_derivative_at by blast
lemma vector_derivative_part_circlepath01:
"\0 \ x; x \ 1\
\<Longrightarrow> vector_derivative (part_circlepath z r s t) (at x within {0..1}) =
\<i> * r * (of_real t - of_real s) * exp(\<i> * linepath s t x)"
using has_vector_derivative_part_circlepath
by (auto simp: vector_derivative_at_within_ivl)
lemma valid_path_part_circlepath [simp]: "valid_path (part_circlepath z r s t)"
unfolding valid_path_def
by (auto simp: C1_differentiable_on_eq vector_derivative_works vector_derivative_part_circlepath has_vector_derivative_part_circlepath
intro!: C1_differentiable_imp_piecewise continuous_intros)
lemma path_part_circlepath [simp]: "path (part_circlepath z r s t)"
by (simp add: valid_path_imp_path)
proposition path_image_part_circlepath:
assumes "s \ t"
shows "path_image (part_circlepath z r s t) = {z + r * exp(\ * of_real x) | x. s \ x \ x \ t}"
proof -
{ fix z::real
assume "0 \ z" "z \ 1"
with \<open>s \<le> t\<close> have "\<exists>x. (exp (\<i> * linepath s t z) = exp (\<i> * of_real x)) \<and> s \<le> x \<and> x \<le> t"
apply (rule_tac x="(1 - z) * s + z * t" in exI)
apply (simp add: linepath_def scaleR_conv_of_real algebra_simps)
by (metis (no_types) affine_ineq mult.commute mult_left_mono)
}
moreover
{ fix z
assume "s \ z" "z \ t"
then have "z + of_real r * exp (\ * of_real z) \ (\x. z + of_real r * exp (\ * linepath s t x)) ` {0..1}"
apply (rule_tac x="(z - s)/(t - s)" in image_eqI)
apply (simp add: linepath_def scaleR_conv_of_real divide_simps exp_eq)
apply (auto simp: field_split_simps)
done
}
ultimately show ?thesis
by (fastforce simp add: path_image_def part_circlepath_def)
qed
lemma path_image_part_circlepath':
"path_image (part_circlepath z r s t) = (\x. z + r * cis x) ` closed_segment s t"
proof -
have "path_image (part_circlepath z r s t) =
(\<lambda>x. z + r * exp(\<i> * of_real x)) ` linepath s t ` {0..1}"
by (simp add: image_image path_image_def part_circlepath_def)
also have "linepath s t ` {0..1} = closed_segment s t"
by (rule linepath_image_01)
finally show ?thesis by (simp add: cis_conv_exp)
qed
lemma path_image_part_circlepath_subset:
"\s \ t; 0 \ r\ \ path_image(part_circlepath z r s t) \ sphere z r"
by (auto simp: path_image_part_circlepath sphere_def dist_norm algebra_simps norm_mult)
lemma in_path_image_part_circlepath:
assumes "w \ path_image(part_circlepath z r s t)" "s \ t" "0 \ r"
shows "norm(w - z) = r"
proof -
have "w \ {c. dist z c = r}"
by (metis (no_types) path_image_part_circlepath_subset sphere_def subset_eq assms)
thus ?thesis
by (simp add: dist_norm norm_minus_commute)
qed
lemma path_image_part_circlepath_subset':
assumes "r \ 0"
shows "path_image (part_circlepath z r s t) \ sphere z r"
proof (cases "s \ t")
case True
thus ?thesis using path_image_part_circlepath_subset[of s t r z] assms by simp
next
case False
thus ?thesis using path_image_part_circlepath_subset[of t s r z] assms
--> --------------------
--> maximum size reached
--> --------------------
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